NPORT-P/A false 0001752724-23-092547 0000939934 XXXXXXXX S000036875 C000112815 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT LONG DURATION CREDIT BOND FUND S000036875 05XOXL7DW084I0I72F95 2023-05-31 2023-02-28 N 2898997217.61 27253933.35 2871743284.26 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Barclays Long Credit High Quality Index LCRDLONGHQ INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 1571000.00000000 PA USD 1476822.16000000 0.051425981148 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 10685000.00000000 PA USD 9032644.14000000 0.314535222890 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859AZ5 1510000.00000000 PA USD 1780842.92000000 0.062012608500 Long DBT CORP US N 2 2038-06-15 Fixed 8.15000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCA5 485000.00000000 PA USD 409084.05000000 0.014245146919 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 8538000.00000000 PA USD 5355238.51000000 0.186480405102 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAF6 3833000.00000000 PA USD 3095404.04000000 0.107788326935 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 940000.00000000 PA USD 932262.53000000 0.032463296253 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABL8 1125000.00000000 PA USD 782936.26000000 0.027263448800 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAK7 420000.00000000 PA USD 464783.24000000 0.016184707127 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CK6 995000.00000000 PA USD 649590.16000000 0.022620063693 Long DBT CORP US N 2 2051-09-15 Fixed 2.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 855000.00000000 PA USD 718961.23000000 0.025035706845 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N BALTIMORE MD REV N/A 059231Y53 890000.00000000 PA USD 675627.57000000 0.023526739792 Long DBT MUN US N 2 2040-07-01 Fixed 2.81400000 N N N N N N CHURCH & DWIGHT CO., INC. POOXSI30AWAQGYJZC921 17136MAB8 1220000.00000000 PA USD 1162723.57000000 0.040488423055 Long DBT CORP US N 2 2052-06-15 Fixed 5.00000000 N N N N N N ALABAMA FED AID HWY FIN AUTH SPL OBLIG REV N/A 010268CX6 1075000.00000000 PA USD 829654.58000000 0.028890276667 Long DBT MUN US N 2 2037-09-01 Fixed 2.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1590000.00000000 PA USD 1236785.97000000 0.043067427954 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECP4 150000.00000000 PA USD 103511.21000000 0.003604472954 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BU4 1750000.00000000 PA USD 1613440.57000000 0.056183314812 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 1500000.00000000 PA USD 1250340.42000000 0.043539421746 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N BLACK HILLS CORPORATION 3MGELCRSTNSAMJ962671 092113AN9 1135000.00000000 PA USD 875768.59000000 0.030496061218 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 4865000.00000000 PA USD 4097567.41000000 0.142685714021 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109AT1 1193000.00000000 PA USD 1087802.86000000 0.037879530038 Long DBT CORP US N 2 2047-03-15 Fixed 4.65000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CE5 2365000.00000000 PA USD 2629281.56000000 0.091556984721 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AT3 1120000.00000000 PA USD 920385.74000000 0.032049722029 Long DBT CORP US N 2 2048-08-15 Fixed 4.25000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BF1 800000.00000000 PA USD 707118.70000000 0.024623325625 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 1235000.00000000 PA USD 1007548.36000000 0.035084903498 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334JW2 6910000.00000000 PA USD 5803077.70000000 0.202075085604 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 1450000.00000000 PA USD 935328.88000000 0.032570072858 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 2360000.00000000 PA USD 1514245.55000000 0.052729140459 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N BAPTIST HEALTH SOUTH FLORIDA, INC. K6I7TB5M0RZYIMZN1Q07 066836AB3 610000.00000000 PA USD 519749.66000000 0.018098750777 Long DBT CORP US N 2 2041-11-15 Fixed 4.34200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 105000.00000000 PA USD 99963.28000000 0.003480926743 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N WILLIS NORTH AMERICA INC. 5493004KVU1HWZCP0C66 970648AK7 875000.00000000 PA USD 633459.16000000 0.022058349138 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 3773000.00000000 PA USD 2305857.44000000 0.080294692517 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 1890000.00000000 PA USD 1854842.81000000 0.064589436673 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 9410000.00000000 PA USD 7614848.75000000 0.265164675120 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AE6 925000.00000000 PA USD 636160.07000000 0.022152400372 Long DBT CORP US N 2 2050-10-01 Fixed 2.80500000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 1295000.00000000 PA USD 1162053.89000000 0.040465103422 Long DBT CORP US N 2 2064-06-19 Fixed 4.87500000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 5875000.00000000 PA USD 6298810.87000000 0.219337532868 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 750000.00000000 PA USD 714073.91000000 0.024865520323 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N United States of America N/A N/A -308.00000000 NC USD -36093750.00000000 -1.25685851509 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Jun 2023 2023-06-24 -35960833.83000000 USD -132916.17000000 N N N ACTIVISION BLIZZARD, INC. 549300TPQQDBP9GNOF40 00507VAQ2 4190000.00000000 PA USD 2612667.46000000 0.090978447632 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCY5 260000.00000000 PA USD 202721.05000000 0.007059163369 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 1290000.00000000 PA USD 887522.62000000 0.030905360686 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJN0 724000.00000000 PA USD 531164.30000000 0.018496231989 Long DBT CORP US N 2 2052-03-13 Fixed 3.48300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TQ1 2885000.00000000 PA USD 2798900.78000000 0.097463474376 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AA8 1595000.00000000 PA USD 1743739.80000000 0.060720601648 Long DBT CORP US N 2 2038-08-15 Fixed 6.35000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 220000.00000000 PA USD 155602.04000000 0.005418382654 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09261BAD2 1020000.00000000 PA USD 761636.47000000 0.026521746361 Long DBT CORP US N 2 2032-01-30 Fixed 2.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 1570000.00000000 PA USD 1504737.09000000 0.052398036351 Long DBT NUSS GB N 2 2033-08-11 Fixed 5.40200000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BZ4 420000.00000000 PA USD 298088.02000000 0.010380037158 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 1630000.00000000 PA USD 1353901.13000000 0.047145618392 Long DBT NUSS NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAJ5 660000.00000000 PA USD 627267.30000000 0.021842735854 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DK6 625000.00000000 PA USD 577617.57000000 0.020113830270 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 1500000.00000000 PA USD 1299520.31000000 0.045251966536 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AB4 2475000.00000000 PA USD 2130929.68000000 0.074203348595 Long DBT CORP US N 2 2052-07-01 Fixed 4.12500000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CX8 1485000.00000000 PA USD 1625142.02000000 0.056590783337 Long DBT CORP US N 2 2052-11-15 Fixed 6.35000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 5220000.00000000 PA USD 4711266.79000000 0.164055987031 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCD6 635000.00000000 PA USD 465032.98000000 0.016193403586 Long DBT CORP US N 2 2042-04-22 Fixed 3.15700000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 4140000.00000000 PA USD 3853241.00000000 0.134177766554 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 2727000.00000000 PA USD 2102360.77000000 0.073208520466 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 1520000.00000000 PA USD 1169984.37000000 0.040741259025 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 1490000.00000000 PA USD 1317147.04000000 0.045865765481 Long DBT CORP US N 2 2038-09-24 Fixed 3.90000000 N N N N N N AerCap Ireland Capital Designated Activity Company 549300TI38531ODB1G63 00774MAX3 1535000.00000000 PA USD 1228365.10000000 0.042774195964 Long DBT NUSS IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 615000.00000000 PA USD 446119.55000000 0.015534799104 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 1250000.00000000 PA USD 989354.29000000 0.034451348608 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBK0 1046000.00000000 PA USD 773032.86000000 0.026918592070 Long DBT CORP GB N 2 2049-09-06 Fixed 4.75800000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CR3 1335000.00000000 PA USD 915644.11000000 0.031884608732 Long DBT CORP US N 2 2040-09-01 Fixed 2.10000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAJ0 5045000.00000000 PA USD 5494607.93000000 0.191333534585 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ABN4 500000.00000000 PA USD 335213.88000000 0.011672835863 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 2405000.00000000 PA USD 2106647.70000000 0.073357800174 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 3035000.00000000 PA USD 2664531.00000000 0.092784442627 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N VALIDUS HOLDINGS, LTD. 549300V97BMXPCWUAZ30 91915WAB8 2035000.00000000 PA USD 2511957.38000000 0.087471515778 Long DBT NUSS US N 2 2040-01-26 Fixed 8.87500000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 3110000.00000000 PA USD 2205678.65000000 0.076806261273 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AZ1 895000.00000000 PA USD 803701.35000000 0.027986531888 Long DBT NUSS CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N TRINITY HEALTH CORPORATION TWSRHFGEDJDX0GKMGJ67 896516AA9 2392000.00000000 PA USD 2072019.07000000 0.072151960147 Long DBT CORP US N 2 2045-12-01 Fixed 4.12500000 N N N N N N NORTHWELL HEALTHCARE, INC. 54930073NUTKK4QD3P47 667274AC8 680000.00000000 PA USD 562095.83000000 0.019573331400 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 4045000.00000000 PA USD 3248575.86000000 0.113122084338 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 2620000.00000000 PA USD 2202437.50000000 0.076693397772 Long DBT UST US N 1 2052-08-15 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PET5 1625000.00000000 PA USD 1778484.48000000 0.061930482774 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FW3 3832000.00000000 PA USD 2578319.28000000 0.089782373450 Long DBT CORP US N 2 2052-03-10 Fixed 2.95000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CV5 360000.00000000 PA USD 342726.78000000 0.011934450473 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 1016000.00000000 PA USD 988553.61000000 0.034423467286 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N CARGILL, INCORPORATED QXZYQNMR4JZ5RIRN4T31 141781BX1 2525000.00000000 PA USD 2239714.39000000 0.077991455652 Long DBT CORP US N 2 2052-04-22 Fixed 4.37500000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 465000.00000000 PA USD 426532.49000000 0.014852737441 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N EMORY UNIVERSITY 95MD72NUUVZ3P8PQ6919 29157TAE6 1660000.00000000 PA USD 1194211.27000000 0.041584889448 Long DBT CORP US N 2 2050-09-01 Fixed 2.96900000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PED0 2835000.00000000 PA USD 2336828.27000000 0.081373160435 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 1230000.00000000 PA USD 1062525.98000000 0.036999337156 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 1610000.00000000 PA USD 1221257.14000000 0.042526682196 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FL7 1200000.00000000 PA USD 874391.70000000 0.030448115080 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N OHIO ST HOSP FAC REV N/A 677561JU7 970000.00000000 PA USD 796218.20000000 0.027725953234 Long DBT MUN US N 2 2043-01-01 Fixed 3.70000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FW3 8935000.00000000 PA USD 6011817.00000000 0.209343816801 Long DBT CORP US N 2 2052-03-10 Fixed 2.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGK0 3674000.00000000 PA USD 2909194.99000000 0.101304145323 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N THE MOUNT SINAI HOSPITAL 549300IJEDK5LH7YPT15 623115AE2 2700000.00000000 PA USD 2129203.15000000 0.074143227274 Long DBT CORP US N 2 2049-07-01 Fixed 3.73700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1150000.00000000 PA USD 915624.68000000 0.031883932140 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8J4 1205000.00000000 PA USD 999235.27000000 0.034795424628 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CJ7 1890000.00000000 PA USD 1846861.88000000 0.064311524296 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGK4 1755000.00000000 PA USD 1322917.88000000 0.046066717984 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N RADY CHILDREN'S HOSPITAL-SAN DIEGO 549300FOKP65GNO33016 75063MAA5 865000.00000000 PA USD 598275.55000000 0.020833183567 Long DBT CORP US N 2 2051-08-15 Fixed 3.15400000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EM5 385000.00000000 PA USD 368508.72000000 0.012832230583 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BS2 1320000.00000000 PA USD 1156247.39000000 0.040262909165 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CB2 1900000.00000000 PA USD 1623142.13000000 0.056521143059 Long DBT CORP US N 2 2118-08-01 Fixed 5.10000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 2635000.00000000 PA USD 2114590.32000000 0.073634378518 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 8364000.00000000 PA USD 7430789.21000000 0.258755343861 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 1335000.00000000 PA USD 1077241.74000000 0.037511770146 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 4115000.00000000 PA USD 4403052.55000000 0.153323334092 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N RIO TINTO FINANCE (USA) LIMITED 213800RX94ZKEZXPKH58 767201AT3 1000000.00000000 PA USD 658883.11000000 0.022943663300 Long DBT NUSS AU N 2 2051-11-02 Fixed 2.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AR7 1270000.00000000 PA USD 1050424.62000000 0.036577942943 Long DBT CORP US N 2 2042-10-01 Fixed 3.62500000 N N N N N N LOS ANGELES CALIF DEPT ARPTS REV N/A 544445BD0 1430000.00000000 PA USD 1244887.64000000 0.043349544745 Long DBT MUN US N 2 2038-05-15 Fixed 3.88700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCQ3 1090000.00000000 PA USD 1044235.10000000 0.036362411143 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 2605000.00000000 PA USD 2151763.34000000 0.074928819431 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAY9 1366000.00000000 PA USD 1124653.81000000 0.039162755813 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 1769000.00000000 PA USD 1998653.08000000 0.069597205674 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N PORT AUTH N Y & N J N/A 73358WJA3 2690000.00000000 PA USD 2452644.89000000 0.085406133042 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N State of California N/A 13063A5G5 1535000.00000000 PA USD 1961700.22000000 0.068310431184 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N LOS ANGELES CALIF DEPT WTR & PWR REV N/A 544495UG7 1510000.00000000 PA USD 1628306.39000000 0.056700973200 Long DBT MUN US N 2 2039-07-01 Fixed 5.71600000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAK2 1580000.00000000 PA USD 1289686.79000000 0.044909543170 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 3723000.00000000 PA USD 3084959.45000000 0.107424624857 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 1030000.00000000 PA USD 813732.87000000 0.028335850020 Long DBT CORP DE N 2 2064-07-15 Fixed 4.70000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AY5 225000.00000000 PA USD 181200.27000000 0.006309765604 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 400000.00000000 PA USD 308277.19000000 0.010734844987 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 10060000.00000000 PA USD 10239193.75000000 0.356549758682 Long DBT UST US N 1 2052-11-15 Fixed 4.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AU3 65000.00000000 PA USD 49463.65000000 0.001722425896 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BQ4 3583000.00000000 PA USD 2976090.64000000 0.103633589266 Long DBT NUSS NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AJ0 2540000.00000000 PA USD 1899820.10000000 0.066155638298 Long DBT CORP US N 2 2052-04-01 Fixed 3.06700000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CW8 85000.00000000 PA USD 61639.35000000 0.002146408780 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 23170000.00000000 PA USD 20479202.79000000 0.713127907436 Long DBT UST US N 1 2042-05-15 Fixed 3.25000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312CA2 1524000.00000000 PA USD 1504592.04000000 0.052392985412 Long DBT CORP US N 2 2053-03-03 Fixed 5.05000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAF0 189000.00000000 PA USD 138620.03000000 0.004827034183 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N LOS ANGELES CALIF CMNTY COLLEGE DIST N/A 54438CPA4 1025000.00000000 PA USD 1289254.53000000 0.044894490989 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 5244000.00000000 PA USD 4826185.40000000 0.168057689085 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AR9 615000.00000000 PA USD 384210.86000000 0.013379011351 Long DBT CORP US N 2 2061-12-01 Fixed 3.20000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 700000.00000000 PA USD 585670.72000000 0.020394257495 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBV7 2176000.00000000 PA USD 1869535.45000000 0.065101064577 Long DBT CORP US N 2 2048-05-01 Fixed 4.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGM7 1740000.00000000 PA USD 1682634.38000000 0.058592785407 Long SN UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AL2 2690000.00000000 PA USD 2330996.10000000 0.081170072296 Long DBT CORP US N 2 2077-04-01 Fixed 4.90000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 925000.00000000 PA USD 664411.85000000 0.023136185384 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAD7 2360000.00000000 PA USD 1998159.02000000 0.069580001490 Long DBT NUSS JP N 2 2028-04-03 Fixed 1.59100000 N N N N N N PACKAGING CORPORATION OF AMERICA 549300XZP8MFZFY8TJ84 695156AW9 440000.00000000 PA USD 287552.43000000 0.010013166273 Long DBT CORP US N 2 2051-10-01 Fixed 3.05000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 5190000.00000000 PA USD 4766391.58000000 0.165975545450 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FP4 6145000.00000000 PA USD 5437223.45000000 0.189335289118 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DH7 2330000.00000000 PA USD 1611014.03000000 0.056098817705 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAX0 355000.00000000 PA USD 393653.22000000 0.013707813722 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAC5 1795000.00000000 PA USD 1544012.01000000 0.053765669740 Long DBT CORP US N 2 2049-04-01 Fixed 4.31500000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646XZ0 1225000.00000000 PA USD 1288955.54000000 0.044884079543 Long DBT MUN US N 2 2034-07-01 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VDU5 840000.00000000 PA USD 820192.07000000 0.028560772632 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 945000.00000000 PA USD 975915.69000000 0.033983388952 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 620000.00000000 PA USD 649030.45000000 0.022600573441 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 1175000.00000000 PA USD 989648.86000000 0.034461606140 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAT1 1095000.00000000 PA USD 1003042.35000000 0.034927994974 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DU1 1280000.00000000 PA USD 1262339.58000000 0.043957257144 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBE1 1080000.00000000 PA USD 1216714.99000000 0.042368515203 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CK0 2315000.00000000 PA USD 1512399.39000000 0.052664853376 Long DBT CORP US N 2 2051-09-15 Fixed 2.89300000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 6021000.00000000 PA USD 6455343.02000000 0.224788303863 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N 7-ELEVEN, INC. 549300K23JPL0SS3LB18 817826AF7 870000.00000000 PA USD 568035.61000000 0.019780166740 Long DBT CORP US N 2 2041-02-10 Fixed 2.50000000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 969457CA6 250000.00000000 PA USD 225871.99000000 0.007865326654 Long DBT CORP US N 2 2052-08-15 Fixed 5.30000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 1495000.00000000 PA USD 1091385.34000000 0.038004279351 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BG9 1795000.00000000 PA USD 1298012.48000000 0.045199460798 Long DBT CORP US N 2 2049-09-07 Fixed 2.87500000 N N N N N N ROCKWELL AUTOMATION, INC. VH3R4HHBHH12O0EXZJ88 773903AJ8 740000.00000000 PA USD 651013.37000000 0.022669622788 Long DBT CORP US N 2 2049-03-01 Fixed 4.20000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GD9 1380000.00000000 PA USD 1475356.85000000 0.051374956044 Long DBT CORP US N 2 2052-11-15 Fixed 6.15000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAU7 2425000.00000000 PA USD 2019440.94000000 0.070321081660 Long DBT CORP US N 2 2047-06-01 Fixed 3.95000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659BF7 1320000.00000000 PA USD 1154729.86000000 0.040210065653 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GC86 1076000.00000000 PA USD 952050.83000000 0.033152365506 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAL8 1000000.00000000 PA USD 677560.00000000 0.023594030974 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N AIG SUNAMERICA GLOBAL FINANCING X 549300Q3UB1GMKCGGR05 00139PAA6 4345000.00000000 PA USD 4672612.74000000 0.162709973611 Long DBT CORP US Y 2 2032-03-15 Fixed 6.90000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 385000.00000000 PA USD 255553.80000000 0.008898908248 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAE3 1555000.00000000 PA USD 2021465.53000000 0.070391582042 Long DBT CORP US N 2 2038-11-10 Fixed 9.95000000 N N N N N N INTERNATIONAL TRANSMISSION COMPANY N/A 46051MAF9 2525000.00000000 PA USD 2206058.67000000 0.076819494350 Long DBT CORP US N 2 2043-08-15 Fixed 4.62500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAL8 1175000.00000000 PA USD 796133.00000000 0.027722986395 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 1600000.00000000 PA USD 1375105.22000000 0.047883988361 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 4255000.00000000 PA USD 3174282.97000000 0.110535053303 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 1395000.00000000 PA USD 1312217.49000000 0.045694108425 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAG8 770000.00000000 PA USD 586372.09000000 0.020418680639 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N CHILDREN'S HOSPITAL MEDICAL CENTER 549300EKVCKSAOOWU002 16876AAC8 1180000.00000000 PA USD 776867.76000000 0.027052131165 Long DBT CORP US N 2 2050-11-15 Fixed 2.82000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AA8 450000.00000000 PA USD 356127.17000000 0.012401079579 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 2599000.00000000 PA USD 2331328.83000000 0.081181658638 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 1395000.00000000 PA USD 965424.87000000 0.033618077050 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAK4 775000.00000000 PA USD 677034.63000000 0.023575736512 Long DBT CORP CH N 2 2045-11-20 Fixed 4.00000000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBN5 3640000.00000000 PA USD 2480907.77000000 0.086390304579 Long DBT CORP US N 2 2052-01-15 Fixed 2.95000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBG7 2680000.00000000 PA USD 1961446.68000000 0.068301602401 Long DBT CORP DE N 2 2045-04-15 Fixed 3.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 2202000.00000000 PA USD 1893139.95000000 0.065923021753 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AJ5 1552000.00000000 PA USD 1716013.56000000 0.059755117019 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BC5 1225000.00000000 PA USD 1030502.41000000 0.035884210669 Long DBT CORP US N 2 2044-05-15 Fixed 4.35000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 2092500.00000000 PA USD 1213715.12000000 0.042264053568 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBF4 1445000.00000000 PA USD 1799356.19000000 0.062657278589 Long DBT CORP BE N 2 2039-01-15 Fixed 8.20000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CX5 415000.00000000 PA USD 376616.34000000 0.013114554565 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 2110000.00000000 PA USD 1721398.41000000 0.059942628557 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 3359031.48000000 NS USD 3359031.48000000 0.116968375913 Long STIV RF US N 2 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DS6 855000.00000000 PA USD 844340.94000000 0.029401685889 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RMN9 354000.00000000 PA USD 248530.52000000 0.008654343212 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Chevron U.S.A. Inc. VA8TZDWPEZYU430RZ444 166756AH9 1685000.00000000 PA USD 1048189.45000000 0.036500109732 Long DBT CORP US N 2 2050-08-12 Fixed 2.34300000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CC8 7636000.00000000 PA USD 5289583.27000000 0.184194154783 Long DBT CORP US N 2 2061-05-12 Fixed 3.25000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448DP0 6625000.00000000 PA USD 5334815.63000000 0.185769238470 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCU8 3095000.00000000 PA USD 2550094.76000000 0.088799537687 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50076QAE6 300000.00000000 PA USD 272194.34000000 0.009478366032 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BA9 1875000.00000000 PA USD 1640015.31000000 0.057108701846 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AL8 1195000.00000000 PA USD 1056369.60000000 0.036784959358 Long DBT CORP US N 2 2038-09-24 Fixed 3.90000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAE8 2260000.00000000 PA USD 1607289.33000000 0.055969116000 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAJ0 4280000.00000000 PA USD 4661431.50000000 0.162320619867 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N BRK: CITIGROUP N/A N/A 9375000.00000000 NC USD -668474.52000000 -0.02327765589 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -9375000.00000000 USD -668474.52000000 N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBF1 2215000.00000000 PA USD 1481170.74000000 0.051577407636 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 5391000.00000000 PA USD 3718272.33000000 0.129477880226 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAT4 765000.00000000 PA USD 730579.77000000 0.025440288273 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 1684000.00000000 PA USD 1172658.13000000 0.040834364841 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBF7 200000.00000000 PA USD 151156.46000000 0.005263578427 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AC0 1365000.00000000 PA USD 1173921.96000000 0.040878373997 Long DBT CORP US N 2 2047-10-01 Fixed 3.84100000 N N N N N N Keybank National Association HUX2X73FUCYHUVH1BK78 49327M3H5 560000.00000000 PA USD 538454.69000000 0.018750098344 Long DBT CORP US N 2 2033-01-26 Fixed 5.00000000 N N N N N N JACKSON FINANCIAL INC. 213800WXW2KG1N4CO374 46817MAN7 495000.00000000 PA USD 331221.81000000 0.011533823786 Long DBT CORP US N 2 2051-11-23 Fixed 4.00000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAN9 1300000.00000000 PA USD 1089060.23000000 0.037923314245 Long DBT CORP US N 2 2048-03-07 Fixed 4.05000000 N N N N N N KIMCO REALTY OP, LLC N/A 49446RAV1 1525000.00000000 PA USD 1081204.95000000 0.037649777259 Long DBT CORP US N 2 2049-10-01 Fixed 3.70000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAK8 935000.00000000 PA USD 700477.44000000 0.024392063310 Long DBT CORP US N 2 2040-04-15 Fixed 2.70000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CG7 1402000.00000000 PA USD 1194041.35000000 0.041578972484 Long DBT CORP US N 2 2047-03-03 Fixed 3.75000000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379BAR8 1025000.00000000 PA USD 822685.08000000 0.028647584361 Long DBT CORP US N 2 2052-04-01 Fixed 4.00000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 695000.00000000 PA USD 561099.01000000 0.019538620080 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PAD5 2192000.00000000 PA USD 2772379.87000000 0.096539961813 Long DBT NUSS DE N 2 2032-06-01 Fixed 9.25000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AP8 1455000.00000000 PA USD 981696.43000000 0.034184686193 Long DBT CORP US N 2 2050-10-15 Fixed 2.51700000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 3950000.00000000 PA USD 3398088.15000000 0.118328409388 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBN5 2106000.00000000 PA USD 1736413.49000000 0.060465484485 Long DBT CORP US N 2 2045-11-01 Fixed 4.15000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BT0 3493000.00000000 PA USD 2982522.57000000 0.103857562280 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 2000000.00000000 PA USD 1341016.86000000 0.046696961645 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N KANSAS ST DEV FIN AUTH REV N/A 485429Z64 2890000.00000000 PA USD 2849948.07000000 0.099241045869 Long DBT MUN US N 2 2037-04-15 Fixed 4.72700000 N N N N N N American Airlines Pass Through Trust N/A 023765AA8 713024.50000000 PA USD 635986.91000000 0.022146370585 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N DALLAS FORT WORTH TEX INTL ARPT REV N/A 2350364W7 4095000.00000000 PA USD 3409598.56000000 0.118729225508 Long DBT MUN US N 2 2038-11-01 Fixed 2.99400000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBW4 1590000.00000000 PA USD 1134347.67000000 0.039500315930 Long DBT NUSS GB N 2 2042-11-24 Fixed 3.33000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGM7 360000.00000000 PA USD 348131.25000000 0.012122645220 Long SN UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 9480000.00000000 PA USD 6820195.55000000 0.237493218400 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BX9 3885000.00000000 PA USD 3489995.85000000 0.121528824290 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 5277000.00000000 PA USD 4562833.35000000 0.158887229753 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BX6 825000.00000000 PA USD 892870.79000000 0.031091594951 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAS3 424000.00000000 PA USD 424819.26000000 0.014793079253 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N SHANDS TEACHING HOSPITAL AND CLINICS, INC. 549300VJKZWK0KYJ1043 819420AB6 1750000.00000000 PA USD 1551251.35000000 0.054017758429 Long DBT CORP US N 2 2042-12-01 Fixed 4.74100000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 1950000.00000000 PA USD 1790840.77000000 0.062360754173 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAC0 3845000.00000000 PA USD 3338507.76000000 0.116253697825 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 4300000.00000000 PA USD 2759006.72000000 0.096074281260 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAE6 1100000.00000000 PA USD 882682.48000000 0.030736817069 Long DBT CORP US N 2 2042-11-28 Fixed 4.11900000 N N N N N N State of California N/A 13063A5E0 5400000.00000000 PA USD 6580019.34000000 0.229129789423 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 80000.00000000 PA USD 72533.77000000 0.002525774862 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CQ2 475000.00000000 PA USD 394048.15000000 0.013721565996 Long DBT CORP US N 2 2048-06-15 Fixed 4.10000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 2787000.00000000 PA USD 1888717.26000000 0.065769014603 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CH7 1000000.00000000 PA USD 839185.86000000 0.029222175415 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 1540000.00000000 PA USD 1263866.68000000 0.044010433903 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N United States of America N/A N/A 14.00000000 NC USD 1563187.50000000 0.054433399690 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2023 2023-06-24 1561785.23000000 USD 1402.27000000 N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 03836WAC7 285000.00000000 PA USD 232404.87000000 0.008092814955 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DT4 2000000.00000000 PA USD 1983537.30000000 0.069070843165 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 9580000.00000000 PA USD 6562248.27000000 0.228510964262 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N Ascension Health Alliance 549300IMOY6ECI21DH68 04351LAA8 520000.00000000 PA USD 509293.68000000 0.017734652076 Long DBT CORP US N 2 2053-11-15 Fixed 4.84700000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 11638000.00000000 PA USD 8151820.69000000 0.283863141064 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 3615000.00000000 PA USD 2341049.06000000 0.081520137013 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EL0 2770000.00000000 PA USD 1799560.67000000 0.062664399003 Long DBT CORP US N 2 2061-08-05 Fixed 2.85000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 695000.00000000 PA USD 763606.77000000 0.026590356254 Long DBT CORP US N 2 2029-11-15 Fixed 7.95000000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAJ5 3790000.00000000 PA USD 3602034.95000000 0.125430255891 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 4095000.00000000 PA USD 3413429.35000000 0.118862621485 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AT9 235000.00000000 PA USD 191652.28000000 0.006673726062 Long DBT NUSS NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N Airbus SE MINO79WLOO247M1IL051 009279AC4 2500000.00000000 PA USD 2088931.20000000 0.072740875253 Long DBT NUSS FR N 2 2047-04-10 Fixed 3.95000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664BV2 1575000.00000000 PA USD 1421351.36000000 0.049494373950 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N MARATHON PETROLEUM CORPORATION 3BNYRYQHD39K4LCKQF12 56585AAJ1 530000.00000000 PA USD 446540.53000000 0.015549458492 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315BA0 1420000.00000000 PA USD 1126502.49000000 0.039227130648 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NAF8 3685000.00000000 PA USD 3820790.04000000 0.133047757469 Long DBT CORP US N 2 2035-06-15 Fixed 5.65000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBG9 2286000.00000000 PA USD 1466414.32000000 0.051063558781 Long DBT CORP US N 2 2061-12-10 Fixed 2.90000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CJ3 2070000.00000000 PA USD 1737933.33000000 0.060518408435 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 1035000.00000000 PA USD 1097993.06000000 0.038234373734 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 7935000.00000000 PA USD 5298989.43000000 0.184521696596 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DR6 420000.00000000 PA USD 287180.51000000 0.010000215255 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 4015000.00000000 PA USD 3450654.65000000 0.120158882895 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N DALLAS CNTY TEX HOSP DIST N/A 234667JL8 2250000.00000000 PA USD 2490728.40000000 0.086732279088 Long DBT MUN US N 2 2044-08-15 Fixed 5.62100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 7911000.00000000 PA USD 4834783.52000000 0.168357093285 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAH9 7625000.00000000 PA USD 7111990.00000000 0.247654100524 Long DBT NUSS US N 2 2033-04-01 Fixed 5.75000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BS0 260000.00000000 PA USD 288572.40000000 0.010048683723 Long DBT CORP US N 2 2052-11-01 Fixed 6.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 4295000.00000000 PA USD 2864741.89000000 0.099756197070 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AS0 970000.00000000 PA USD 637964.32000000 0.022215228063 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298BP2 330000.00000000 PA USD 357453.72000000 0.012447272775 Long DBT CORP US N 2 2028-06-01 Fixed 7.25000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAL8 720000.00000000 PA USD 587334.38000000 0.020452189553 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAJ8 3960000.00000000 PA USD 3585108.62000000 0.124840846312 Long DBT CORP US N 2 2043-08-01 Fixed 4.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TK4 22403000.00000000 PA USD 20169700.94000000 0.702350417272 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N MASSACHUSETTS ST N/A 57582PUE8 3085000.00000000 PA USD 3189796.83000000 0.111075277775 Long DBT MUN US N 2 2039-12-01 Fixed 5.45600000 N N N N N N BRK: CITIGROUP N/A N/A 1060000.00000000 NC USD 333320.88000000 0.011606917715 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -1060000.00000000 USD 333320.88000000 N N N BRK: CITIGROUP N/A N/A 1215000.00000000 NC USD 352700.92000000 0.012281770516 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-09-28 0.00000000 USD 0.00000000 USD -1215000.00000000 USD 352700.92000000 N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271BB4 665000.00000000 PA USD 617054.06000000 0.021487089858 Long DBT CORP US N 2 2053-04-15 Fixed 5.15000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FC2 6480000.00000000 PA USD 5249672.92000000 0.182804394416 Long DBT CORP US N 2 2043-03-01 Fixed 3.95000000 N N N N N N APTIV PLC N/A 00217GAC7 1250000.00000000 PA USD 910783.33000000 0.031715346388 Long DBT NUSS US N 2 2052-05-01 Fixed 4.15000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBM4 433000.00000000 PA USD 290217.84000000 0.010105981324 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBM7 360000.00000000 PA USD 264841.19000000 0.009222314245 Long DBT CORP US N 2 2041-04-22 Fixed 3.10900000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BJ0 600000.00000000 PA USD 428090.96000000 0.014907006567 Long DBT CORP US N 2 2051-03-15 Fixed 3.45000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBV9 1190000.00000000 PA USD 1197331.77000000 0.041693551668 Long DBT CORP BE N 2 2049-01-23 Fixed 5.55000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JD3 3153000.00000000 PA USD 2878508.36000000 0.100235573833 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N INDIANA UNIVERSITY HEALTH, INC. 5493005H76YOO81B8D75 455170AA8 1905000.00000000 PA USD 1598844.29000000 0.055675042360 Long DBT CORP US N 2 2048-11-01 Fixed 3.97000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AA8 788000.00000000 PA USD 623618.25000000 0.021715668437 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JU2 505000.00000000 PA USD 379099.17000000 0.013201011806 Long DBT CORP US N 2 2041-06-01 Fixed 4.20000000 N N N N N N FARMERS EXCHANGE CAPITAL II N/A 30958PAA1 1000000.00000000 PA USD 981398.31000000 0.034174305042 Long DBT CORP US N 2 2053-11-01 Fixed 6.15100000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCD2 801000.00000000 PA USD 704633.83000000 0.024536797347 Long DBT CORP US N 2 2043-03-15 Fixed 4.25000000 N N N N N N FISERV, INC. GI7UBEJLXYLGR2C7GV83 337738AV0 500000.00000000 PA USD 404248.96000000 0.014076779154 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBS8 538000.00000000 PA USD 466202.62000000 0.016234132854 Long DBT NUSS GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N THE JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AB4 2000000.00000000 PA USD 1736001.24000000 0.060451129093 Long DBT CORP US N 2 2053-07-01 Fixed 4.08300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 7385000.00000000 PA USD 5058685.12000000 0.176153806913 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FZ6 2950000.00000000 PA USD 2209128.06000000 0.076926376814 Long DBT CORP US N 2 2053-02-14 Fixed 3.50000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CG1 1573000.00000000 PA USD 1570362.52000000 0.054683248624 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAC2 3600000.00000000 PA USD 2463241.86000000 0.085775141305 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N PORT AUTH N Y & N J N/A 73358WRP1 465000.00000000 PA USD 465658.86000000 0.016215198014 Long DBT MUN US N 2 2046-08-01 Fixed 4.96000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 360000.00000000 PA USD 277449.47000000 0.009661360453 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EF3 7085000.00000000 PA USD 4725656.88000000 0.164557079523 Long DBT CORP US N 2 2051-02-08 Fixed 2.65000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AE5 640000.00000000 PA USD 662123.31000000 0.023056493720 Long DBT CORP US N 2 2035-11-01 Fixed 5.75000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AL5 360000.00000000 PA USD 297951.92000000 0.010375297876 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 2890000.00000000 PA USD 2501084.35000000 0.087092894539 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N KKR GROUP FINANCE CO. X LLC N/A 48255BAA4 830000.00000000 PA USD 526966.04000000 0.018350039952 Long DBT CORP US N 2 2051-12-15 Fixed 3.25000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCR1 6970000.00000000 PA USD 6548789.10000000 0.228042288316 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAC6 1029000.00000000 PA USD 762579.28000000 0.026554576942 Long DBT NUSS NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N TEXAS ST N/A 882722KF7 2825000.00000000 PA USD 3034601.44000000 0.105671055509 Long DBT MUN US N 2 2039-04-01 Fixed 5.51700000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACT0 595000.00000000 PA USD 404853.52000000 0.014097831175 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBF2 250000.00000000 PA USD 202713.18000000 0.007058889320 Long DBT CORP US N 2 2044-06-01 Fixed 4.00000000 N N N N N N FEDEX CORPORATION 549300E707U7WNPZN687 31428XCA2 1160000.00000000 PA USD 1076119.05000000 0.037472675774 Long DBT CORP US N 2 2050-05-15 Fixed 5.25000000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867229AD8 3080000.00000000 PA USD 3056998.99000000 0.106450984207 Long DBT NUSS CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZM9 2650000.00000000 PA USD 2184297.14000000 0.076061713175 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CG1 800000.00000000 PA USD 798658.62000000 0.027810933671 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N KKR GROUP FINANCE CO. II LLC N/A 48249DAA9 1073000.00000000 PA USD 993753.53000000 0.034604539181 Long DBT CORP US N 2 2043-02-01 Fixed 5.50000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAF5 2215000.00000000 PA USD 2502449.70000000 0.087140438830 Long DBT CORP US N 2 2039-11-15 Fixed 6.75000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAW5 550000.00000000 PA USD 469869.76000000 0.016361830201 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N GOLDMAN SACHS CAPITAL I 5299005MCIJK7R2NP351 38143VAA7 3940000.00000000 PA USD 4110328.56000000 0.143130083476 Long DBT CORP US N 2 2034-02-15 Fixed 6.34500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 200000.00000000 PA USD 135455.97000000 0.004716855115 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 049560AM7 2805000.00000000 PA USD 2346256.86000000 0.081701483306 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YS7 2016000.00000000 PA USD 2090042.84000000 0.072779584841 Long DBT MUN US N 2 2057-04-01 Fixed 7.05500000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298BU1 475000.00000000 PA USD 579107.11000000 0.020165699112 Long DBT CORP US N 2 2031-05-15 Fixed 8.87500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 640000.00000000 PA USD 428659.00000000 0.014926786887 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 1055000.00000000 PA USD 931904.51000000 0.032450829261 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N AMERICAN TRANSMISSION SYSTEMS, INCORPORATED N/A 030288AB0 400000.00000000 PA USD 368071.75000000 0.012817014390 Long DBT CORP US N 2 2044-09-01 Fixed 5.00000000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523BK5 1450000.00000000 PA USD 1108061.93000000 0.038584992470 Long DBT CORP US N 2 2047-10-15 Fixed 3.87500000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAP4 3853000.00000000 PA USD 3252850.25000000 0.113270927378 Long DBT CORP US N 2 2049-03-04 Fixed 4.10000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918BC7 1261000.00000000 PA USD 1140964.41000000 0.039730724408 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 1305000.00000000 PA USD 1069324.65000000 0.037236080810 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 3320000.00000000 PA USD 2790875.00000000 0.097184000230 Long DBT UST US N 1 2052-08-15 Fixed 3.00000000 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY R6ZXK5P01NP6HXSY1S07 575767AN8 1975000.00000000 PA USD 1356297.30000000 0.047229057953 Long DBT CORP US N 2 2070-10-15 Fixed 3.72900000 N N N N N N NASDAQ, INC. 549300L8X1Q78ERXFD06 631103AM0 925000.00000000 PA USD 701121.59000000 0.024414493936 Long DBT CORP US N 2 2052-03-07 Fixed 3.95000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AH2 1304000.00000000 PA USD 980035.70000000 0.034126856163 Long DBT CORP US N 2 2051-04-01 Fixed 3.75000000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 1920000.00000000 PA USD 1578540.69000000 0.054968029303 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAF4 1445000.00000000 PA USD 1107428.67000000 0.038562941056 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CT9 1735000.00000000 PA USD 1397748.25000000 0.048672465176 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CH9 1949000.00000000 PA USD 1937617.76000000 0.067471830459 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 1065000.00000000 PA USD 893314.15000000 0.031107033657 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 29670GAG7 900000.00000000 PA USD 850923.32000000 0.029630897882 Long DBT CORP US N 2 2052-05-01 Fixed 5.30000000 N N N N N N OHIO ST UNIV GEN RCPTS N/A 677632G96 1650000.00000000 PA USD 1396665.27000000 0.048634753588 Long DBT MUN US N 2 2056-12-01 Fixed 4.04800000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 2000000.00000000 PA USD 1730854.22000000 0.060271899284 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 1220000.00000000 PA USD 1378969.65000000 0.048018555751 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 1465000.00000000 PA USD 1062707.56000000 0.037005660144 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 920000.00000000 PA USD 777863.20000000 0.027086794431 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 6195000.00000000 PA USD 4925707.07000000 0.171523238062 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 2705000.00000000 PA USD 2096279.13000000 0.072996745269 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAG2 1781000.00000000 PA USD 1315809.76000000 0.045819198645 Long DBT CORP US N 2 2042-01-01 Fixed 2.90700000 N N N N N N United States of America N/A N/A -97.00000000 NC USD -12146218.75000000 -0.42295628639 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Long Bond (CBT) Jun 2023 2023-06-24 -12192295.40000000 USD 46076.65000000 N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAZ5 300000.00000000 PA USD 248344.74000000 0.008647873971 Long DBT CORP US N 2 2034-12-15 Fixed 4.85000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 5534000.00000000 PA USD 4397147.67000000 0.153117714041 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AH4 21000.00000000 PA USD 13461.52000000 0.000468757777 Long DBT CORP US N 2 2051-07-01 Fixed 2.29400000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAC6 1415000.00000000 PA USD 1405218.59000000 0.048932597760 Long DBT NUSS NO N 2 2040-08-17 Fixed 5.10000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAH0 4870000.00000000 PA USD 5388397.62000000 0.187635073425 Long DBT CORP US N 2 2036-05-15 Fixed 6.70000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AL7 2265000.00000000 PA USD 1819278.35000000 0.063351009122 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N BRK: CITIGROUP N/A N/A 6330000.00000000 NC USD -446800.87000000 -0.01555852406 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -6330000.00000000 USD -446800.87000000 N N N PROLOGIS, L.P. GL16H1DHB0QSHP25F723 74340XBP5 65000.00000000 PA USD 44196.89000000 0.001539026494 Long DBT CORP US N 2 2050-04-15 Fixed 3.00000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CC1 4450000.00000000 PA USD 4746153.15000000 0.165270801746 Long DBT CORP US N 2 2037-07-01 Fixed 6.20000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119CG2 580000.00000000 PA USD 456308.13000000 0.015889586388 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT30 3720000.00000000 PA USD 4088996.84000000 0.142387269168 Long DBT MUN US N 2 2042-06-15 Fixed 5.72400000 N N N N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AD6 2738000.00000000 PA USD 2349681.81000000 0.081820747100 Long DBT CORP US N 2 2047-05-15 Fixed 4.20000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AQ6 3597000.00000000 PA USD 3088230.90000000 0.107538543466 Long DBT CORP US N 2 2052-11-15 Fixed 3.74500000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AA6 235000.00000000 PA USD 232647.35000000 0.008101258607 Long DBT CORP US N 2 2042-07-01 Fixed 5.00000000 N N N N N N MASSACHUSETTS EDL FING AUTH ED LN REV N/A 57563RRD3 1695000.00000000 PA USD 1450780.33000000 0.050519151135 Long DBT MUN US N 2 2030-07-01 Fixed 3.10500000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AK9 825000.00000000 PA USD 678025.88000000 0.023610253873 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WB21 1170000.00000000 PA USD 876635.02000000 0.030526232090 Long DBT MUN US N 2 2042-01-01 Fixed 3.07900000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAQ4 1455000.00000000 PA USD 1378557.95000000 0.048004219512 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 1300000.00000000 PA USD 1029024.09000000 0.035832732530 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017CJ6 2039000.00000000 PA USD 1605318.26000000 0.055900479294 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FP7 600000.00000000 PA USD 474934.19000000 0.016538184057 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AQ6 745000.00000000 PA USD 639625.25000000 0.022273065057 Long DBT CORP US N 2 2052-11-15 Fixed 3.74500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 4128000.00000000 PA USD 3047195.65000000 0.106109611771 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BV7 2390000.00000000 PA USD 2663671.32000000 0.092754506804 Long DBT CORP GB N 2 2040-05-01 Fixed 8.12500000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAT5 1760000.00000000 PA USD 1533486.94000000 0.053399165183 Long DBT CORP US N 2 2049-02-01 Fixed 4.25000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAM1 710000.00000000 PA USD 547192.02000000 0.019054350122 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BK2 325000.00000000 PA USD 255471.46000000 0.008896041000 Long DBT CORP US N 2 2044-10-15 Fixed 4.10000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 1260000.00000000 PA USD 1005803.64000000 0.035024148764 Long DBT NUSS GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AJ5 1890000.00000000 PA USD 1236116.93000000 0.043044130607 Long DBT CORP US N 2 2061-12-15 Fixed 3.05000000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DRW4 890000.00000000 PA USD 620957.18000000 0.021623004514 Long DBT MUN US N 2 2052-11-01 Fixed 2.71900000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 435000.00000000 PA USD 402115.03000000 0.014002471328 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAX0 865000.00000000 PA USD 959183.20000000 0.033400729280 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N PORT AUTH N Y & N J N/A 73358WEK6 245000.00000000 PA USD 244183.24000000 0.008502961993 Long DBT MUN US N 2 2051-10-01 Fixed 4.92600000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165DX5 1270000.00000000 PA USD 1248004.27000000 0.043458072204 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DU1 1000000.00000000 PA USD 986202.80000000 0.034341607253 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 5855000.00000000 PA USD 4190035.72000000 0.145905650514 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 600000.00000000 PA USD 493620.27000000 0.017188871745 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448BZ3 1275000.00000000 PA USD 1380193.15000000 0.048061160534 Long DBT CORP US N 2 2037-09-01 Fixed 6.25000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BB4 3925000.00000000 PA USD 3430475.00000000 0.119456186031 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 06050TJZ6 795000.00000000 PA USD 823091.13000000 0.028661723856 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYK4 195000.00000000 PA USD 134461.82000000 0.004682236770 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 340000.00000000 PA USD 246373.45000000 0.008579229604 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DV7 4470000.00000000 PA USD 3632137.43000000 0.126478486078 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 2225000.00000000 PA USD 2131976.69000000 0.074239807634 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 1057000.00000000 PA USD 950130.94000000 0.033085510992 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NAK6 715000.00000000 PA USD 634596.87000000 0.022097966537 Long DBT CORP US N 2 2044-10-01 Fixed 4.41100000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZN7 2010000.00000000 PA USD 1499751.87000000 0.052224440750 Long DBT CORP US N 2 2043-02-24 Fixed 3.43600000 N N N N N N State of California N/A 13063BFR8 2510000.00000000 PA USD 3183492.24000000 0.110855739001 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 1500000.00000000 PA USD 1029729.69000000 0.035857302971 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BM5 820000.00000000 PA USD 526735.86000000 0.018342024612 Long DBT CORP US N 2 2050-10-15 Fixed 2.75000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BW5 2560000.00000000 PA USD 2644264.01000000 0.092078704405 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EK5 275000.00000000 PA USD 245181.95000000 0.008537739126 Long DBT CORP US N 2 2048-09-15 Fixed 4.20000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CR1 2865000.00000000 PA USD 2284811.34000000 0.079561824085 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CF9 310000.00000000 PA USD 217139.06000000 0.007561228094 Long DBT CORP US N 2 2062-03-17 Fixed 3.04100000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 845000.00000000 PA USD 655285.63000000 0.022818391657 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N CALIFORNIA ST UNIV REV N/A 13077DBY7 2375000.00000000 PA USD 2070190.84000000 0.072088297423 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 1520000.00000000 PA USD 1101434.23000000 0.038354202342 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAN1 1806000.00000000 PA USD 1926028.22000000 0.067068258871 Long DBT CORP US N 2 2052-11-15 Fixed 5.95000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBT8 3995000.00000000 PA USD 4033850.10000000 0.140466946405 Long DBT NUSS FR N 2 2053-01-10 Fixed 7.36700000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAC2 50000.00000000 PA USD 40495.41000000 0.001410133357 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N Allina Health System 5493001V00JCD7SQ0G44 01959LAC6 1454000.00000000 PA USD 1177188.64000000 0.040992126505 Long DBT CORP US N 2 2049-04-15 Fixed 3.88700000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 3705000.00000000 PA USD 2738135.86000000 0.095347515044 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAE6 2370000.00000000 PA USD 1885436.03000000 0.065654755434 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N RIO TINTO FINANCE (USA) LIMITED 213800RX94ZKEZXPKH58 767201AT3 3135000.00000000 PA USD 2065598.55000000 0.071928384452 Long DBT NUSS AU N 2 2051-11-02 Fixed 2.75000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 2302000.00000000 PA USD 1755715.51000000 0.061137620469 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MD0 1470000.00000000 PA USD 1318604.61000000 0.045916521063 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GD9 890000.00000000 PA USD 951498.26000000 0.033133123883 Long DBT CORP US N 2 2052-11-15 Fixed 6.15000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAM8 540000.00000000 PA USD 497587.87000000 0.017327031727 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBW1 30000.00000000 PA USD 26777.44000000 0.000932445464 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BN2 6970000.00000000 PA USD 6081093.39000000 0.211756163001 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBV7 1460000.00000000 PA USD 979518.50000000 0.034108846196 Long DBT CORP US N 2 2041-11-19 Fixed 2.52500000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379BAQ0 1470000.00000000 PA USD 1259615.36000000 0.043862394208 Long DBT CORP US N 2 2048-06-01 Fixed 4.35000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAC7 1210000.00000000 PA USD 926008.60000000 0.032245521564 Long DBT CORP CH N 2 2049-09-23 Fixed 3.80000000 N N N N N N SECURIAN FINANCIAL GROUP, INC. 5493007EAD0HGURCS836 81373PAA1 2921000.00000000 PA USD 2384186.21000000 0.083022261184 Long DBT CORP US N 2 2048-04-15 Fixed 4.80000000 N N N N N N CRANE HOLDINGS, CO. 549300EXNPSXEWUD3N21 224399AT2 775000.00000000 PA USD 567066.47000000 0.019746419295 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AE4 1705000.00000000 PA USD 1476767.66000000 0.051424083346 Long DBT CORP US N 2 2116-08-01 Fixed 4.76300000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAF6 1180000.00000000 PA USD 1097285.04000000 0.038209719023 Long DBT NUSS AU N 2 2062-04-27 Fixed 4.95000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AR7 1255000.00000000 PA USD 1023558.97000000 0.035642425825 Long DBT CORP US N 2 2047-04-01 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEK4 1885000.00000000 PA USD 1730829.04000000 0.060271022465 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CJ6 214000.00000000 PA USD 166603.13000000 0.005801463205 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A 88731EAJ9 1709000.00000000 PA USD 1919508.40000000 0.066841225346 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JAN8 1056000.00000000 PA USD 1058370.90000000 0.036854648735 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N TENNESSEE GAS PIPELINE COMPANY, L.L.C. N/A 880451AW9 2020000.00000000 PA USD 2303147.56000000 0.080200328929 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 1285000.00000000 PA USD 1111379.95000000 0.038700532742 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CJ7 1475000.00000000 PA USD 1441334.01000000 0.050190210869 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBQ5 500000.00000000 PA USD 404860.34000000 0.014098068661 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 2420000.00000000 PA USD 2678708.16000000 0.093278120460 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 4210000.00000000 PA USD 2752347.75000000 0.095842402246 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 350000.00000000 PA USD 271416.12000000 0.009451266813 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAM5 689000.00000000 PA USD 772615.44000000 0.026904056648 Long DBT CORP US N 2 2052-11-01 Fixed 6.46100000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 5123000.00000000 PA USD 4595417.43000000 0.160021874350 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAH9 2303000.00000000 PA USD 2042950.81000000 0.071139743625 Long DBT CORP US N 2 2034-10-01 Fixed 4.27800000 N N N N N N THERMO FISHER SCIENTIFIC INC. HCHV7422L5HDJZCRFL38 883556CM2 110000.00000000 PA USD 79381.58000000 0.002764229673 Long DBT CORP US N 2 2041-10-15 Fixed 2.80000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 65000.00000000 PA USD 69688.97000000 0.002426713083 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CJ3 3420000.00000000 PA USD 2871368.11000000 0.099986935661 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCA2 1580000.00000000 PA USD 1151548.64000000 0.040099289038 Long DBT CORP US N 2 2049-08-01 Fixed 3.20000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 6436000.00000000 PA USD 4408625.25000000 0.153517386953 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N United States of America N/A N/A 103.00000000 NC USD 13911437.50000000 0.484424829205 N/A DIR US N 1 HSBC SECURITIES, INC. (JAMES CAPEL) N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2023 2023-06-24 13985738.82000000 USD -74301.32000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 970000.00000000 PA USD 702888.95000000 0.024476037041 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FG4 1982000.00000000 PA USD 2656236.74000000 0.092495619457 Long DBT CORP US N 2 2038-11-15 Fixed 8.87500000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAK4 3550000.00000000 PA USD 3101255.40000000 0.107992083310 Long DBT CORP CH N 2 2045-11-20 Fixed 4.00000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AQ8 1891000.00000000 PA USD 1707206.66000000 0.059448442670 Long DBT CORP US N 2 2048-12-17 Fixed 4.87500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 2000000.00000000 PA USD 1880104.60000000 0.065469104091 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDU3 1726000.00000000 PA USD 1352886.64000000 0.047110291766 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N United States of America N/A N/A 43.00000000 NC USD 8760242.19000000 0.305049627451 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Jun 2023 2023-07-03 8786050.43000000 USD -25808.24000000 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDQ2 3910000.00000000 PA USD 3473742.92000000 0.120962863882 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646140CK7 1000000.00000000 PA USD 883476.00000000 0.030764449066 Long DBT MUN US N 2 2036-01-01 Fixed 3.72900000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBH3 4090000.00000000 PA USD 3817753.36000000 0.132942014034 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807DJ3 1400000.00000000 PA USD 1051813.46000000 0.036626305205 Long DBT CORP US N 2 2050-07-15 Fixed 3.80000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 640000.00000000 PA USD 524854.99000000 0.018276528855 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FL2 5147000.00000000 PA USD 4007915.37000000 0.139563845834 Long DBT CORP US N 2 2047-06-15 Fixed 3.87500000 N N N N N N MCDONALD'S CORPORATION UE2136O97NLB5BYP9H04 58013MFK5 400000.00000000 PA USD 300888.04000000 0.010477539606 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DS4 2310000.00000000 PA USD 1469579.33000000 0.051173770930 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N WISCONSIN ELECTRIC POWER COMPANY AENKIFMULUAWOUU8Q584 976656CE6 2310000.00000000 PA USD 1743610.55000000 0.060716100897 Long DBT CORP US N 2 2042-12-15 Fixed 3.65000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FW8 850000.00000000 PA USD 615719.78000000 0.021440627488 Long DBT CORP US N 2 2059-11-15 Fixed 3.70000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 3347000.00000000 PA USD 3023296.00000000 0.105277376866 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AV7 2025000.00000000 PA USD 1443509.75000000 0.050265974605 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N Siemens Financieringsmaatschappij N.V. TAFO772JB70PDRN5VS48 82620KBF9 1785000.00000000 PA USD 1333657.68000000 0.046440699881 Long DBT NUSS DE N 2 2041-03-11 Fixed 2.87500000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAM5 325000.00000000 PA USD 295908.31000000 0.010304135178 Long DBT CORP US N 2 2052-06-01 Fixed 5.05000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 1825000.00000000 PA USD 1618983.10000000 0.056376317091 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M4P4 1890000.00000000 PA USD 1942765.59000000 0.067651088474 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 1765000.00000000 PA USD 1457912.59000000 0.050767511079 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EJ8 1900000.00000000 PA USD 1716775.89000000 0.059781662915 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 549300SHPFALUPKK2351 744482BP4 425000.00000000 PA USD 420105.00000000 0.014628919036 Long DBT CORP US N 2 2053-01-15 Fixed 5.15000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 2370000.00000000 PA USD 1973505.90000000 0.068721529212 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 1015000.00000000 PA USD 928525.67000000 0.032333171112 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 3317000.00000000 PA USD 2451389.11000000 0.085362404203 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAN0 1907000.00000000 PA USD 1707565.39000000 0.059460934386 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 1480000.00000000 PA USD 1194858.32000000 0.041607421058 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 2020000.00000000 PA USD 1348955.09000000 0.046973387119 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FV0 5355000.00000000 PA USD 4309365.03000000 0.150060942202 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NT8 3643000.00000000 PA USD 3099608.26000000 0.107934726512 Long DBT CORP US N 2 2049-03-15 Fixed 4.30000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AR6 585000.00000000 PA USD 484955.56000000 0.016887148745 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JP6 1225000.00000000 PA USD 995952.55000000 0.034681113575 Long DBT CORP US N 2 2049-03-01 Fixed 4.00000000 N N N N N N State of California N/A 13063A5E0 9545000.00000000 PA USD 11630793.44000000 0.405008118370 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DJ2 650000.00000000 PA USD 364843.47000000 0.012704599049 Long DBT CORP US N 2 2060-05-01 Fixed 2.50000000 N N N N N N NATIONWIDE HEALTH PROPERTIES, LLC N/A 63861QAZ1 1600000.00000000 PA USD 1680793.86000000 0.058528694720 Long DBT CORP US N 2 2037-10-01 Fixed 6.90000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 4207000.00000000 PA USD 3732088.72000000 0.129958995306 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 7958000.00000000 PA USD 4991448.59000000 0.173812492828 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAG8 2735000.00000000 PA USD 1901341.20000000 0.066208606125 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AX9 5080000.00000000 PA USD 4203302.79000000 0.146367637143 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYC2 3605000.00000000 PA USD 2616020.74000000 0.091095215729 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 1235000.00000000 PA USD 981960.97000000 0.034193898019 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FE9 1605000.00000000 PA USD 1717444.26000000 0.059804936931 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AM9 1200000.00000000 PA USD 1264670.26000000 0.044038416209 Long DBT CORP US N 2 2036-11-15 Fixed 5.75000000 N N N N N N TSMC ARIZONA CORPORATION 2549005GOBWLCSY63Q97 872898AE1 1950000.00000000 PA USD 1472282.23000000 0.051267891460 Long DBT CORP TW N 2 2051-10-25 Fixed 3.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AS7 7130000.00000000 PA USD 6902201.28000000 0.240348826367 Long DBT NUSS CH N 2 2027-08-05 Fixed 4.70300000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BY7 870000.00000000 PA USD 691275.47000000 0.024071631812 Long DBT NUSS NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UBB8 505000.00000000 PA USD 497816.46000000 0.017334991700 Long DBT NUSS US N 2 2053-05-15 Fixed 5.25000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBB3 1030000.00000000 PA USD 861428.03000000 0.029996693462 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 402479CE7 700000.00000000 PA USD 621131.67000000 0.021629080614 Long DBT CORP US N 2 2044-10-01 Fixed 4.55000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 3055000.00000000 PA USD 2055213.73000000 0.071566763688 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 2425000.00000000 PA USD 1803089.69000000 0.062787286728 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DF1 200000.00000000 PA USD 178563.99000000 0.006217964919 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VAT0 602000.00000000 PA USD 608951.91000000 0.021204956353 Long DBT CORP US N 2 2041-02-01 Fixed 5.95000000 N N N N N N UNIVERSITY TEX UNIV REVS N/A 91514AKD6 1000000.00000000 PA USD 667534.50000000 0.023244922471 Long DBT MUN US N 2 2049-08-15 Fixed 2.43900000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AY6 1786000.00000000 PA USD 1431862.90000000 0.049860407364 Long DBT CORP US N 2 2047-05-11 Fixed 4.10000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 3005000.00000000 PA USD 3128492.31000000 0.108940528463 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CK5 495000.00000000 PA USD 428638.95000000 0.014926088705 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BV5 2380000.00000000 PA USD 1852060.21000000 0.064492540825 Long DBT CORP US N 2 2047-06-01 Fixed 3.75000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 3275000.00000000 PA USD 2588740.22000000 0.090145251986 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 1650000.00000000 PA USD 1241254.43000000 0.043223028910 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 765000.00000000 PA USD 564705.59000000 0.019664208604 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BF8 4775000.00000000 PA USD 4228619.72000000 0.147249224649 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044CF2 1400000.00000000 PA USD 1251579.08000000 0.043582554431 Long DBT CORP US N 2 2035-02-01 Fixed 4.80000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 415000.00000000 PA USD 305600.90000000 0.010641651072 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CT7 1075000.00000000 PA USD 1032646.67000000 0.035958878206 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 1340000.00000000 PA USD 1487323.75000000 0.051791668083 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 6615000.00000000 PA USD 6453051.11000000 0.224708494849 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BR0 1000000.00000000 PA USD 823882.18000000 0.028689269842 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAD3 540000.00000000 PA USD 360367.59000000 0.012548739714 Long DBT CORP US N 2 2050-04-01 Fixed 2.94300000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAU5 3935000.00000000 PA USD 3555598.99000000 0.123813260380 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 3160000.00000000 PA USD 2550627.62000000 0.088818092967 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 895000.00000000 PA USD 768189.45000000 0.026749934585 Long DBT CORP GB N 2 2045-08-15 Fixed 5.85000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AV5 3260000.00000000 PA USD 2850230.97000000 0.099250897029 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N Ascension Health Alliance 549300IMOY6ECI21DH68 04351LAB6 1291000.00000000 PA USD 1097275.64000000 0.038209391696 Long DBT CORP US N 2 2046-11-15 Fixed 3.94500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BH2 6103000.00000000 PA USD 5604872.41000000 0.195173170273 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDT6 2495000.00000000 PA USD 2037573.41000000 0.070952491511 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N XL GROUP LTD N/A 98420EAB1 2405000.00000000 PA USD 2367003.12000000 0.082423910694 Long DBT NUSS BM N 2 2043-12-15 Fixed 5.25000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 730000.00000000 PA USD 574629.80000000 0.020009789981 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N VICI PROPERTIES L.P. 254900X4QE7SGKQLLN38 925650AE3 1320000.00000000 PA USD 1169318.52000000 0.040718072761 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N STERIS IRISH FINCO UNLIMITED COMPANY 549300BRDKZ1HFI2J358 85917PAB3 325000.00000000 PA USD 233516.47000000 0.008131523151 Long DBT NUSS US N 2 2051-03-15 Fixed 3.75000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 3055000.00000000 PA USD 2628759.07000000 0.091538790546 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DS4 6580000.00000000 PA USD 4778364.09000000 0.166392452841 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172BD0 2830000.00000000 PA USD 2464036.46000000 0.085802810909 Long DBT CORP US N 2 2043-11-15 Fixed 4.87500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 6110000.00000000 PA USD 5275651.21000000 0.183709011836 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N THE WESTERN AND SOUTHERN LIFE INSURANCE COMPANY IN763J7JWIZ46OJ1T526 95765PAE9 695000.00000000 PA USD 475663.27000000 0.016563572120 Long DBT CORP US N 2 2061-04-28 Fixed 3.75000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BY4 710000.00000000 PA USD 783784.98000000 0.027293002974 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JB7 2070000.00000000 PA USD 1878795.74000000 0.065423526897 Long DBT CORP US N 2 2043-08-15 Fixed 4.60000000 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBW2 1205000.00000000 PA USD 967128.07000000 0.033677385973 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 95000.00000000 PA USD 100781.97000000 0.003509435211 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBP0 2130000.00000000 PA USD 1788784.48000000 0.062289149932 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 2770000.00000000 PA USD 2409577.27000000 0.083906430049 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAD1 1205000.00000000 PA USD 1345449.27000000 0.046851307266 Long DBT CORP US N 2 2037-06-15 Fixed 6.25000000 N N N N N N CARLYLE HOLDINGS II FINANCE L.L.C. N/A 14310FAA0 3818000.00000000 PA USD 3493778.27000000 0.121660535924 Long DBT CORP US N 2 2043-03-30 Fixed 5.62500000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432MS1 412000.00000000 PA USD 372315.91000000 0.012964804759 Long DBT CORP US N 2 2032-11-01 Fixed 4.02300000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BS0 2865000.00000000 PA USD 3179845.85000000 0.110728764211 Long DBT CORP US N 2 2052-11-01 Fixed 6.25000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 2595000.00000000 PA USD 2931885.11000000 0.102094261909 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHV5 2755000.00000000 PA USD 2775389.64000000 0.096644768187 Long DBT CORP US N 2 2040-10-15 Fixed 5.50000000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 1355000.00000000 PA USD 969063.71000000 0.033744788934 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 3090000.00000000 PA USD 2480869.32000000 0.086388965671 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 295000.00000000 PA USD 210507.21000000 0.007330293454 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N LOS ANGELES CALIF CMNTY COLLEGE DIST N/A 54438CPC0 500000.00000000 PA USD 576624.65000000 0.020079254756 Long DBT MUN US N 2 2036-08-01 Fixed 6.68000000 N N N N N N INDIANA MICHIGAN POWER COMPANY JHR9V15J0ZRG02MIRD06 454889AQ9 780000.00000000 PA USD 663341.79000000 0.023098923696 Long DBT CORP US N 2 2046-03-15 Fixed 4.55000000 N N N N N N BRK: CITIGROUP N/A N/A 12660000.00000000 NC USD -904575.96000000 -0.03149919301 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-07-24 0.00000000 USD 0.00000000 USD -12660000.00000000 USD -904575.96000000 N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 9875000.00000000 PA USD 7531577.18000000 0.262264988005 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAF0 5585000.00000000 PA USD 4096258.66000000 0.142640140657 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N ASCENSION HEALTH N/A 04352EAB1 740000.00000000 PA USD 579333.26000000 0.020173574120 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BK8 2025000.00000000 PA USD 1694220.44000000 0.058996235815 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N Fomento Economico Mexicano, S.A.B. de C.V. 549300A8MDWDJNMLV153 344419AC0 3740000.00000000 PA USD 2837646.65000000 0.098812685157 Long DBT NUSS MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 3930000.00000000 PA USD 4058570.03000000 0.141327745145 Long DBT NUSS GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAM5 575000.00000000 PA USD 432348.43000000 0.015055260418 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 920000.00000000 PA USD 692093.38000000 0.024100113119 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FR4 1500000.00000000 PA USD 1153505.45000000 0.040167429182 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AM2 2122000.00000000 PA USD 2006758.36000000 0.069879448173 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAW8 695000.00000000 PA USD 513503.40000000 0.017881243174 Long DBT CORP US N 2 2051-04-01 Fixed 3.35000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264AAZ8 340000.00000000 PA USD 282041.68000000 0.009821270638 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N UNIVERSITY MICH UNIV REVS N/A 914455VJ6 2525000.00000000 PA USD 2162273.40000000 0.075294801309 Long DBT MUN US N 2 2047-04-01 Fixed 3.59900000 N N N N N N KKR GROUP FINANCE CO. VIII LLC N/A 48252MAA3 920000.00000000 PA USD 621486.78000000 0.021641446274 Long DBT CORP US N 2 2050-08-25 Fixed 3.50000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBP8 4175000.00000000 PA USD 3355889.84000000 0.116858977555 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 850000.00000000 PA USD 584801.73000000 0.020363997478 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N PERKINELMER, INC. 549300IKL1SDPFI7N655 714046AJ8 325000.00000000 PA USD 224472.75000000 0.007816602244 Long DBT CORP US N 2 2051-03-15 Fixed 3.62500000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAJ4 2700000.00000000 PA USD 2411345.08000000 0.083967988824 Long DBT CORP US N 2 2043-05-18 Fixed 4.15000000 N N N N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477CA9 355000.00000000 PA USD 342244.87000000 0.011917669377 Long DBT CORP US N 2 2034-01-26 Fixed 4.82100000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38143YAC7 890000.00000000 PA USD 925950.60000000 0.032243501885 Long DBT CORP US N 2 2036-05-01 Fixed 6.45000000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAH1 560000.00000000 PA USD 519390.66000000 0.018086249660 Long DBT CORP CH N 2 2044-05-06 Fixed 4.40000000 N N N N N N NYU LANGONE HOSPITALS N/A 62954RAA4 2805000.00000000 PA USD 1994093.21000000 0.069438421635 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 830000.00000000 PA USD 730187.25000000 0.025426619921 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LU3 3030000.00000000 PA USD 2492782.36000000 0.086803802194 Long DBT CORP US N 2 2039-01-24 Fixed 3.87800000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAE6 1250000.00000000 PA USD 887657.44000000 0.030910055396 Long DBT NUSS US N 2 2052-02-02 Fixed 4.37500000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BY9 4359000.00000000 PA USD 3110511.65000000 0.108314404948 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 1025000.00000000 PA USD 891630.58000000 0.031048408292 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N THE DOW CHEMICAL COMPANY ZQUIP1CSZO8LXRBSOU78 260543DH3 535000.00000000 PA USD 597938.39000000 0.020821442963 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N N ALLEGHANY CORPORATION 549300DCJE6AYX159479 017175AD2 1420000.00000000 PA USD 1328817.50000000 0.046272154871 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBH3 2310000.00000000 PA USD 1548874.47000000 0.053934990585 Long DBT CORP US N 2 2052-06-15 Fixed 2.87500000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 5880000.00000000 PA USD 4872296.95000000 0.169663387974 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N KENTUCKY UTILITIES COMPANY AGX0G2MXE54NFNNICD28 491674BM8 710000.00000000 PA USD 501419.98000000 0.017460473669 Long DBT CORP US N 2 2050-06-01 Fixed 3.30000000 N N N N N N GLOBAL PAYMENTS INC. 549300NOMHGVQBX6S778 37940XAR3 1255000.00000000 PA USD 1160318.26000000 0.040404665220 Long DBT CORP US N 2 2052-08-15 Fixed 5.95000000 N N N N N N OCCIDENTAL PETROLEUM CORPORATION IM7X0T3ECJW4C1T7ON55 674599CX1 462000.00000000 PA USD 361515.00000000 0.012588694887 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GG6 4950000.00000000 PA USD 4070310.40000000 0.141736568944 Long DBT CORP US N 2 2032-02-03 Fixed 2.45000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 4200000.00000000 PA USD 3948219.66000000 0.137485118591 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FH1 700000.00000000 PA USD 539659.90000000 0.018792066232 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FZ6 1630000.00000000 PA USD 1220636.86000000 0.042505082772 Long DBT CORP US N 2 2053-02-14 Fixed 3.50000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FS2 1420000.00000000 PA USD 1196603.85000000 0.041668203998 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BG4 4108000.00000000 PA USD 3035968.19000000 0.105718648551 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 1665000.00000000 PA USD 1756169.17000000 0.061153417842 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CB3 5255000.00000000 PA USD 5622523.40000000 0.195787814001 Long DBT CORP US N 2 2036-06-01 Fixed 6.25000000 N N N N N N OHIOHEALTH CORPORATION JGYGIL4QGKKPZU7C1D18 67777JAK4 1462000.00000000 PA USD 1062095.89000000 0.036984360538 Long DBT CORP US N 2 2050-11-15 Fixed 3.04200000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CV9 1270000.00000000 PA USD 1146698.41000000 0.039930394067 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BT5 2676000.00000000 PA USD 2316755.62000000 0.080674189531 Long DBT CORP US N 2 2062-06-15 Fixed 4.30000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 1900000.00000000 PA USD 1874371.32000000 0.065269459504 Long DBT CORP US N 2 2053-12-01 Fixed 5.35000000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432NR2 2250000.00000000 PA USD 1919286.16000000 0.066833486493 Long DBT CORP US N 2 2048-11-01 Fixed 4.40000000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523AK6 1385000.00000000 PA USD 1245667.48000000 0.043376700376 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EP6 1250000.00000000 PA USD 1249458.06000000 0.043508696158 Long DBT CORP US N 2 2053-01-15 Fixed 5.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111GD9 160000.00000000 PA USD 171055.87000000 0.005956516758 Long DBT CORP US N 2 2052-11-15 Fixed 6.15000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBE3 730000.00000000 PA USD 576235.03000000 0.020065687387 Long DBT CORP US N 2 2062-03-01 Fixed 3.90000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M5L2 1575000.00000000 PA USD 1614464.78000000 0.056218979908 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N Air Canada Pass Through Trust N/A 009089AA1 308205.54000000 PA USD 292285.00000000 0.010177964082 Long DBT NUSS CA N 2 2025-05-15 Fixed 4.12500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 880000.00000000 PA USD 778185.16000000 0.027098005739 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CK4 1220000.00000000 PA USD 1200754.38000000 0.041812733978 Long DBT CORP US N 2 2063-02-10 Fixed 5.90000000 N N N N N N NYU LANGONE HOSPITALS N/A 62952EAB3 1765000.00000000 PA USD 1851677.01000000 0.064479197014 Long DBT CORP US N 2 2043-07-01 Fixed 5.75000000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304AR8 1505000.00000000 PA USD 1374335.49000000 0.047857184781 Long DBT CORP US N 2 2043-10-15 Fixed 4.80000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FH5 3605000.00000000 PA USD 2933969.23000000 0.102166835248 Long DBT CORP US N 2 2042-12-15 Fixed 3.80000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FY34 500000.00000000 PA USD 562112.65000000 0.019573917107 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BA1 535000.00000000 PA USD 484040.05000000 0.016855268806 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 1000000.00000000 PA USD 863262.81000000 0.030060584270 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAJ0 2825000.00000000 PA USD 2518464.96000000 0.087698123080 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 3975000.00000000 PA USD 3418245.24000000 0.119030320667 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141EC31 1045000.00000000 PA USD 937382.63000000 0.032641588652 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BX6 885000.00000000 PA USD 957806.84000000 0.033352801597 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KV2 435000.00000000 PA USD 391346.44000000 0.013627486904 Long DBT CORP US N 2 2052-07-27 Fixed 4.90000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 2690000.00000000 PA USD 2137211.91000000 0.074422108748 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N REGENCY CENTERS, L.P. 5493008PTR2GAOYBXW28 75884RAW3 500000.00000000 PA USD 400453.20000000 0.013944602994 Long DBT CORP US N 2 2047-02-01 Fixed 4.40000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAG2 2050000.00000000 PA USD 1799510.52000000 0.062662652677 Long DBT CORP US N 2 2044-06-15 Fixed 5.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38148YAA6 3675000.00000000 PA USD 3035597.04000000 0.105705724346 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BF1 1440000.00000000 PA USD 1272813.67000000 0.044321986473 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAH6 2501000.00000000 PA USD 3385053.86000000 0.117874528637 Long DBT CORP US N 2 2039-02-06 Fixed 10.20000000 N N N N N N KYNDRYL HOLDINGS, INC. 549300LQ4LWX2R8ZV130 50155QAM2 850000.00000000 PA USD 573859.14000000 0.019982954017 Long DBT CORP US N 2 2041-10-15 Fixed 4.10000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 1232000.00000000 PA USD 1214102.34000000 0.042277537363 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GK3 1630000.00000000 PA USD 1295039.19000000 0.045095924733 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Allina Health System 5493001V00JCD7SQ0G44 01959LAA0 1666000.00000000 PA USD 1552843.35000000 0.054073195139 Long DBT CORP US N 2 2045-11-15 Fixed 4.80500000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 4793000.00000000 PA USD 5138757.53000000 0.178942092706 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RAD4 3135000.00000000 PA USD 3429453.53000000 0.119420616348 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RKJ0 4837000.00000000 PA USD 3320535.01000000 0.115627849752 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 3565000.00000000 PA USD 2821638.43000000 0.098255246054 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 03523TBJ6 2786000.00000000 PA USD 3401261.63000000 0.118438916481 Long DBT CORP BE N 2 2039-11-15 Fixed 8.00000000 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CX5 1410000.00000000 PA USD 1351368.20000000 0.047057416566 Long DBT CORP US N 2 2033-05-26 Fixed 4.98900000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 750000.00000000 PA USD 575579.53000000 0.020042861531 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CX3 700000.00000000 PA USD 587779.92000000 0.020467704171 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AH9 795000.00000000 PA USD 541643.27000000 0.018861131249 Long DBT CORP US N 2 2051-12-15 Fixed 2.85000000 N N N N N N GEORGETOWN UNIVERSITY (THE) 549300GCL3B0KVXSX752 37310PAB7 1921000.00000000 PA USD 1720024.56000000 0.059894788278 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 2000000.00000000 PA USD 1644923.70000000 0.057279622068 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAK0 1270000.00000000 PA USD 1095767.87000000 0.038156888047 Long DBT CORP US N 2 2048-02-26 Fixed 3.95000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 475000.00000000 PA USD 388891.15000000 0.013541988663 Long DBT NUSS NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZF9 2755000.00000000 PA USD 2724849.97000000 0.094884873064 Long DBT UST US N 2 2023-05-25 None 0.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGQ7 1720000.00000000 PA USD 1520445.62000000 0.052945039632 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 2560000.00000000 PA USD 2131719.45000000 0.074230850009 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBQ8 900000.00000000 PA USD 720678.00000000 0.025095488303 Long DBT CORP US N 2 2046-03-01 Fixed 3.80000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBA5 1300000.00000000 PA USD 1170796.32000000 0.040769532792 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 1010000.00000000 PA USD 960638.19000000 0.033451395020 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 905000.00000000 PA USD 1146500.03000000 0.039923486067 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911308AB0 710000.00000000 PA USD 815968.87000000 0.028413712133 Long DBT CORP US N 2 2030-04-01 Fixed 7.62000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 9536000.00000000 PA USD 5981208.06000000 0.208277950636 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HA8 95000.00000000 PA USD 65874.52000000 0.002293886099 Long DBT CORP US N 2 2042-08-15 Fixed 3.75000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAZ3 1032000.00000000 PA USD 1120340.50000000 0.039012557499 Long DBT CORP US N 2 2052-12-01 Fixed 5.90000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 2455000.00000000 PA USD 1695290.09000000 0.059033483225 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAV7 1000000.00000000 PA USD 875296.69000000 0.030479628690 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBU3 765000.00000000 PA USD 751429.63000000 0.026166323226 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAA6 1675000.00000000 PA USD 1399206.28000000 0.048723236776 Long DBT CORP US N 2 2049-04-01 Fixed 4.20000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FE9 920000.00000000 PA USD 984454.03000000 0.034280711489 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N HORMEL FOODS CORPORATION MSD54751OJP1FS2ND863 440452AJ9 1305000.00000000 PA USD 908211.00000000 0.031625772574 Long DBT CORP US N 2 2051-06-03 Fixed 3.05000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 4875000.00000000 PA USD 3935766.41000000 0.137051470846 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAZ5 770000.00000000 PA USD 552931.34000000 0.019254205033 Long DBT CORP US N 2 2049-08-16 Fixed 3.09500000 N N N N N N NEVADA POWER COMPANY MJZFGXRJ52U8U4MKJ519 641423CF3 1180000.00000000 PA USD 1267415.47000000 0.044134010060 Long DBT CORP US N 2 2053-05-01 Fixed 5.90000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CJ7 1840000.00000000 PA USD 1798003.10000000 0.062610161216 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312BV7 725000.00000000 PA USD 730153.14000000 0.025425432140 Long DBT CORP US N 2 2040-04-01 Fixed 5.20000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FQ5 3020000.00000000 PA USD 2469561.97000000 0.085995220517 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N MYMICHIGAN HEALTH N/A 597861AA1 2220000.00000000 PA USD 1569810.62000000 0.054664030333 Long DBT CORP US N 2 2050-06-01 Fixed 3.40900000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 4230000.00000000 PA USD 3679607.16000000 0.128131479584 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CB4 1645000.00000000 PA USD 1458605.05000000 0.050791623958 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DN6 3469000.00000000 PA USD 3559300.78000000 0.123942164312 Long DBT NUSS GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAS6 565000.00000000 PA USD 508571.73000000 0.017709512294 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 2715000.00000000 PA USD 1943094.98000000 0.067662558511 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 1885000.00000000 PA USD 1181094.48000000 0.041128135877 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AB2 2300000.00000000 PA USD 1842234.93000000 0.064150404393 Long DBT CORP US N 2 2039-10-01 Fixed 3.02800000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CV9 200000.00000000 PA USD 180582.43000000 0.006288251146 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N BON SECOURS MERCY HEALTH, INC. 5493006NA7JSVYYYF398 09778PAC9 1100000.00000000 PA USD 767281.50000000 0.026718317901 Long DBT CORP US N 2 2050-06-01 Fixed 3.20500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 5736000.00000000 PA USD 5395612.57000000 0.187886312804 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 497000.00000000 PA USD 356986.69000000 0.012431009831 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 710505.33000000 NS USD 710505.33000000 0.024741255038 Long STIV RF US N 2 N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAQ5 5409500.00000000 PA USD 3207980.37000000 0.111708465989 Long DBT CORP US N 2 2050-08-15 Fixed 2.00000000 N N N N N N WEYERHAEUSER COMPANY 08IRJODWFYBI7QWRGS31 962166CB8 1020000.00000000 PA USD 796904.58000000 0.027749854395 Long DBT CORP US N 2 2052-03-09 Fixed 4.00000000 N N N N N N PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 549300SHPFALUPKK2351 744482BM1 1705000.00000000 PA USD 1309544.67000000 0.045601035342 Long DBT CORP US N 2 2049-07-01 Fixed 3.60000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDF6 785000.00000000 PA USD 627231.16000000 0.021841477385 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 1250000.00000000 PA USD 981775.16000000 0.034187427733 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076AV4 2700000.00000000 PA USD 2897333.52000000 0.100891104573 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBU4 6725000.00000000 PA USD 4962542.94000000 0.172805938720 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAA2 1250000.00000000 PA USD 1147224.64000000 0.039948718476 Long DBT NUSS AU N 2 2080-09-24 Fixed 4.75000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZN7 480000.00000000 PA USD 358149.70000000 0.012471508228 Long DBT CORP US N 2 2043-02-24 Fixed 3.43600000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAD0 1000000.00000000 PA USD 806331.52000000 0.028078119810 Long DBT CORP US N 2 2048-07-01 Fixed 3.76500000 N N N N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162BZ2 630000.00000000 PA USD 526835.32000000 0.018345488013 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525BR3 2380000.00000000 PA USD 2117591.67000000 0.073738891690 Long DBT CORP US N 2 2052-05-20 Fixed 4.50000000 N N N N N N DALLAS FORT WORTH TEX INTL ARPT REV N/A 2350364W7 425000.00000000 PA USD 353865.54000000 0.012322324977 Long DBT MUN US N 2 2038-11-01 Fixed 2.99400000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DW7 1000000.00000000 PA USD 671509.28000000 0.023383332475 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971M5L2 900000.00000000 PA USD 922551.30000000 0.032125131276 Long DBT MUN US N 2 2038-11-01 Fixed 5.57200000 N N N N N N HUMANA INC. 529900YLDW34GJAO4J06 444859BB7 705000.00000000 PA USD 613157.34000000 0.021351398064 Long DBT CORP US N 2 2042-12-01 Fixed 4.62500000 N N N N N N OHIO EDISON COMPANY N/A 677347CF1 655000.00000000 PA USD 780081.62000000 0.027164044372 Long DBT CORP US N 2 2038-10-15 Fixed 8.25000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAM0 6239000.00000000 PA USD 6540214.86000000 0.227743715667 Long DBT CORP US N 2 2035-06-15 Fixed 5.70000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GEN5 3595000.00000000 PA USD 3742738.72000000 0.130329850182 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BT2 2330000.00000000 PA USD 2207833.02000000 0.076881280861 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N DUKE ENERGY FLORIDA, LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 725000.00000000 PA USD 518502.72000000 0.018055329765 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 2090000.00000000 PA USD 1346379.73000000 0.046883707794 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N HOUSTON TEX N/A 4423313K8 1500000.00000000 PA USD 1310922.30000000 0.045649007248 Long DBT MUN US N 2 2047-03-01 Fixed 3.96100000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AS4 3175000.00000000 PA USD 2462348.17000000 0.085744021183 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 485000.00000000 PA USD 383370.69000000 0.013349754906 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EV1 1765000.00000000 PA USD 1530131.13000000 0.053282308985 Long DBT CORP US N 2 2049-03-15 Fixed 4.00000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBD5 2235000.00000000 PA USD 1768858.90000000 0.061595300307 Long DBT CORP US N 2 2052-03-01 Fixed 3.70000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBD9 280000.00000000 PA USD 182817.89000000 0.006366094455 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 1900000.00000000 PA USD 1259314.00000000 0.043851900234 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AD4 2026000.00000000 PA USD 2248744.72000000 0.078305910292 Long DBT NUSS NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KH9 2715000.00000000 PA USD 2698356.67000000 0.093962321938 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAN1 560000.00000000 PA USD 499304.06000000 0.017386792988 Long DBT CORP US N 2 2043-03-15 Fixed 4.45000000 N N N N N N SENTARA HEALTHCARE 5493002B0YWN6UH30V71 81728XAA6 805000.00000000 PA USD 546567.13000000 0.019032590169 Long DBT CORP US N 2 2051-11-01 Fixed 2.92700000 N N N N N N THE UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 2520000.00000000 PA USD 1945952.09000000 0.067762048950 Long DBT CORP US N 2 2045-04-01 Fixed 2.76100000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CT7 1350000.00000000 PA USD 1296812.09000000 0.045157660752 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312AJ5 2620000.00000000 PA USD 2896878.56000000 0.100875261931 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAU4 50000.00000000 PA USD 36310.74000000 0.001264414552 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAH7 60000.00000000 PA USD 58531.08000000 0.002038172434 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Gobierno de Chile 549300FLZTJM5YJF8D34 168863DL9 1930000.00000000 PA USD 1388022.84000000 0.048333806423 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Children's Health Care 549300KIIPBGID7OQ807 16876YAA0 815000.00000000 PA USD 588425.13000000 0.020490171709 Long DBT CORP US N 2 2049-08-15 Fixed 3.44800000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BN9 7050000.00000000 PA USD 4481434.58000000 0.156052757381 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 1794000.00000000 PA USD 1963885.72000000 0.068386534784 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCJ8 5125000.00000000 PA USD 4395429.29000000 0.153057876520 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N AON CORPORATION LTS3U8DGK38SETRUWX71 03740LAE2 1885000.00000000 PA USD 1450477.32000000 0.050508599704 Long DBT CORP US N 2 2052-02-28 Fixed 3.90000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CK1 50000.00000000 PA USD 53109.90000000 0.001849395810 Long DBT CORP US N 2 2037-08-15 Fixed 6.70000000 N N N N N N WILLIS-KNIGHTON MEDICAL CENTER N/A 97068LAA6 1795000.00000000 PA USD 1647669.56000000 0.057375238553 Long DBT CORP US N 2 2048-09-01 Fixed 4.81300000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AL7 1125000.00000000 PA USD 903615.08000000 0.031465733199 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 7093000.00000000 PA USD 4593377.86000000 0.159950852333 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807AW8 2873000.00000000 PA USD 1916747.95000000 0.066745100807 Long DBT CORP US N 2 2050-06-15 Fixed 2.87500000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CA7 40000.00000000 PA USD 43908.36000000 0.001528979287 Long DBT CORP US N 2 2038-08-01 Fixed 6.50000000 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAN1 670000.00000000 PA USD 525229.54000000 0.018289571455 Long DBT CORP US N 2 2052-03-24 Fixed 4.00000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AW5 2385000.00000000 PA USD 1730073.40000000 0.060244709528 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N BAYCARE HEALTH SYSTEM, INC. 1H90SRZU22X0SF1UZR52 072722AE1 1000000.00000000 PA USD 812154.98000000 0.028280904649 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N United States of America N/A N/A 125.00000000 NC USD 15652343.75000000 0.545046760822 N/A DIR US N 1 HSBC SECURITIES, INC. (JAMES CAPEL) N/A Long U.S. Treasury Futures US Long Bond (CBT) Jun 2023 2023-06-24 15723547.25000000 USD -71203.50000000 N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CK8 200000.00000000 PA USD 156395.95000000 0.005446028231 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 630000.00000000 PA USD 545518.10000000 0.018996060789 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N TEXAS INSTRUMENTS INCORPORATED WDJNR2L6D8RWOEB8T652 882508BD5 1420000.00000000 PA USD 1259701.92000000 0.043865408405 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457BT4 3900000.00000000 PA USD 3454655.88000000 0.120298213943 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N VIRGINIA COMWLTH UNIV HEALTH SYS AUTH REV N/A 92778LBL3 475000.00000000 PA USD 455069.76000000 0.015846463801 Long DBT MUN US N 2 2044-01-01 Fixed 4.95600000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BB4 3111000.00000000 PA USD 2719033.82000000 0.094682342774 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VFT6 1450000.00000000 PA USD 982092.00000000 0.034198460753 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N ANHEUSER-BUSCH COMPANIES, LLC 5493002J2SVENP0PVK27 03522AAJ9 3826000.00000000 PA USD 3509491.01000000 0.122207685806 Long DBT CORP BE N 2 2046-02-01 Fixed 4.90000000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AM4 2070000.00000000 PA USD 1812706.39000000 0.063122159976 Long DBT CORP US N 2 2038-12-01 Fixed 3.68800000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAE4 2285000.00000000 PA USD 2431685.37000000 0.084676279503 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCC3 1485000.00000000 PA USD 1198633.55000000 0.041738882321 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BT0 1480000.00000000 PA USD 1081675.35000000 0.037666157554 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 410000.00000000 PA USD 379004.97000000 0.013197731568 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAY7 700000.00000000 PA USD 608859.91000000 0.021201752724 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AG0 500000.00000000 PA USD 433127.64000000 0.015082394111 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAD3 975000.00000000 PA USD 808636.34000000 0.028158378377 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N BRK: CITIGROUP N/A N/A 530000.00000000 NC USD 163273.83000000 0.005685530141 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -530000.00000000 USD 163273.83000000 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 8540000.00000000 PA USD 7373823.46000000 0.256771679433 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N THE NEW YORK AND PRESBYTERIAN HOSPITAL 19EOSPKL8HML7MY3UE63 649322AD6 2300000.00000000 PA USD 1927562.29000000 0.067121678339 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N AVISTA CORPORATION Q0IK63NITJD6RJ47SW96 05379BAR8 350000.00000000 PA USD 280916.86000000 0.009782102095 Long DBT CORP US N 2 2052-04-01 Fixed 4.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC. 549300CRGMZK3K53BF92 035240AN0 919000.00000000 PA USD 812011.51000000 0.028275908729 Long DBT CORP BE N 2 2048-04-15 Fixed 4.60000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 3530000.00000000 PA USD 2832828.78000000 0.098644917027 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAD9 300000.00000000 PA USD 194997.86000000 0.006790226029 Long DBT CORP US N 2 2051-07-15 Fixed 3.37500000 N N N N N N United States of America N/A N/A -74.00000000 NC USD -9994625.00000000 -0.34803337243 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2023 2023-06-24 -9999689.34000000 USD 5064.34000000 N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HJB7 6115000.00000000 PA USD 6224561.90000000 0.216752031217 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AR1 235000.00000000 PA USD 183627.76000000 0.006394295792 Long DBT CORP US N 2 2050-06-15 Fixed 4.00000000 N N N N N N SAN ANTONIO TEX ELEC & GAS REV N/A 796253Y30 2800000.00000000 PA USD 3081977.36000000 0.107320782358 Long DBT MUN US N 2 2041-02-01 Fixed 5.80800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GZM9 815000.00000000 PA USD 671774.40000000 0.023392564498 Long DBT CORP US N 2 2033-02-24 Fixed 3.10200000 N N N N N N KEYSPAN GAS EAST CORPORATION K8TS3HOE1568DUBUJL44 49338CAA1 2117000.00000000 PA USD 2048396.71000000 0.071329381049 Long DBT CORP US N 2 2041-04-01 Fixed 5.81900000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FG7 2400000.00000000 PA USD 2035876.75000000 0.070893410325 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAE2 1085000.00000000 PA USD 1020592.95000000 0.035539142916 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N Tufts University N/A 899043AC7 2667000.00000000 PA USD 1776559.91000000 0.061863465294 Long DBT CORP US N 2 2051-08-15 Fixed 3.09900000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YBA2 360000.00000000 PA USD 250439.85000000 0.008720830004 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDB2 5995000.00000000 PA USD 5366393.14000000 0.186868832232 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N COX COMMUNICATIONS, INC. 5493001NEDZNIFRP2R92 224044BY2 294000.00000000 PA USD 247016.81000000 0.008601632720 Long DBT CORP US N 2 2042-12-15 Fixed 4.70000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 2335000.00000000 PA USD 1854734.12000000 0.064585651864 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAQ2 500000.00000000 PA USD 387898.90000000 0.013507436480 Long DBT CORP US N 2 2051-03-24 Fixed 4.40000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBG8 750000.00000000 PA USD 637365.70000000 0.022194382885 Long DBT CORP US N 2 2048-11-15 Fixed 4.10000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661EJ2 550000.00000000 PA USD 433060.97000000 0.015080072525 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BH0 2600000.00000000 PA USD 2366262.78000000 0.082398130535 Long DBT CORP US N 2 2041-10-01 Fixed 4.83700000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 1595000.00000000 PA USD 1122298.80000000 0.039080749527 Long DBT NUSS CH N 2 2032-05-14 Fixed 3.09100000 N N N N N N WISCONSIN POWER AND LIGHT COMPANY JWBYHVQVMY66CVCOSO49 976826BN6 360000.00000000 PA USD 266874.21000000 0.009293108177 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RF0 529000.00000000 PA USD 514709.51000000 0.017923242401 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBT2 3870000.00000000 PA USD 2992026.76000000 0.104188517699 Long DBT CORP US N 2 2047-12-01 Fixed 3.60000000 N N N N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368BG7 1315000.00000000 PA USD 1331652.63000000 0.046370879921 Long DBT CORP US N 2 2041-03-01 Fixed 5.30000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAJ5 10690000.00000000 PA USD 8910759.39000000 0.310290945532 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAP6 1375000.00000000 PA USD 1348237.33000000 0.046948393242 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 2089000.00000000 PA USD 1651260.56000000 0.057500284550 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N ALCON FINANCE CORPORATION 549300CUZUI9VU7XNK42 01400EAF0 700000.00000000 PA USD 711082.09000000 0.024761339006 Long DBT CORP CH N 2 2052-12-06 Fixed 5.75000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BJ3 2536000.00000000 PA USD 1990864.81000000 0.069326002115 Long DBT NUSS AU N 2 2048-01-10 Fixed 4.31600000 N N N N N N JOHN SEVIER COMBINED CYCLE GENERATION LLC N/A 478045AA5 4087041.12000000 PA USD 3903686.81000000 0.135934393279 Long DBT CORP US N 2 2042-01-15 Fixed 4.62600000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CT9 4550000.00000000 PA USD 2789114.24000000 0.097122686950 Long DBT CORP US N 2 2060-09-01 Fixed 2.45000000 N N N N N N PACIFIC LIFECORP VFN8KLUEIK7XMVX1JM30 694476AE2 312000.00000000 PA USD 219620.27000000 0.007647628922 Long DBT CORP US N 2 2050-09-15 Fixed 3.35000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FY9 785000.00000000 PA USD 616629.30000000 0.021472298842 Long DBT CORP US N 2 2042-02-14 Fixed 3.37500000 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAF8 1275000.00000000 PA USD 1309793.62000000 0.045609704292 Long DBT NUSS US N 2 2033-02-01 Fixed 6.65000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FL3 300000.00000000 PA USD 246088.38000000 0.008569302881 Long DBT CORP US N 2 2043-01-15 Fixed 4.00000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCD8 1100000.00000000 PA USD 1076398.22000000 0.037482397047 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 250000.00000000 PA USD 163441.08000000 0.005691354129 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BC6 700000.00000000 PA USD 629172.13000000 0.021909065947 Long DBT NUSS NL N 2 2033-03-28 Fixed 4.25200000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBM8 1560000.00000000 PA USD 1624464.15000000 0.056567178511 Long DBT CORP US N 2 2033-10-25 Fixed 5.83400000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DX3 2290000.00000000 PA USD 1791961.34000000 0.062399774722 Long DBT CORP US N 2 2062-03-15 Fixed 3.90000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 2757000.00000000 PA USD 2136577.29000000 0.074400009976 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDU2 7743000.00000000 PA USD 4856595.43000000 0.169116628795 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N DIAMONDBACK ENERGY, INC. 549300R22LSX6OHWEN64 25278XAT6 500000.00000000 PA USD 375798.24000000 0.013086066643 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N The Travelers Companies, Inc. 549300Y650407RU8B149 89417EAH2 1565000.00000000 PA USD 1586163.40000000 0.055233467723 Long DBT CORP US N 2 2040-11-01 Fixed 5.35000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FN3 1835000.00000000 PA USD 1668325.41000000 0.058094517680 Long DBT CORP US N 2 2052-07-18 Fixed 4.20000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DK6 1375000.00000000 PA USD 1270758.65000000 0.044250426455 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VCK8 1100000.00000000 PA USD 993367.30000000 0.034591089859 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1425000.00000000 PA USD 1134578.40000000 0.039508350423 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCC0 1240000.00000000 PA USD 1188046.41000000 0.041370216359 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N GRAND PARKWAY TRANSN CORP TEX SYS TOLL REV N/A 38611TAV9 325000.00000000 PA USD 342966.49000000 0.011942797668 Long DBT MUN US N 2 2042-10-01 Fixed 5.18400000 N N N N N N AMERICAN TOWER TRUST #1 N/A 03027WAJ1 2774000.00000000 PA USD 2770014.04000000 0.096457578753 Long DBT CORP US N 2 2023-03-15 Fixed 3.07000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 2865000.00000000 PA USD 3381781.39000000 0.117760574510 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAK5 1920000.00000000 PA USD 1529565.95000000 0.053262628257 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N AMERICAN INTERNATIONAL GROUP, INC. ODVCVCQG2BP6VHV36M30 026874DP9 125000.00000000 PA USD 105403.93000000 0.003670381352 Long DBT CORP US N 2 2050-06-30 Fixed 4.37500000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 363576AB5 1275000.00000000 PA USD 904557.62000000 0.031498554378 Long DBT CORP US N 2 2051-05-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 06423AAJ2 1005000.00000000 PA USD 1179545.32000000 0.041074190944 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N United States of America N/A N/A 137.00000000 NC USD 16054687.50000000 0.559057196651 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Jun 2023 2023-06-24 16075585.48000000 USD -20897.98000000 N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EZ2 575000.00000000 PA USD 415544.78000000 0.014470122809 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BJ8 2757000.00000000 PA USD 1698399.59000000 0.059141762402 Long DBT CORP US N 2 2055-08-18 Fixed 2.75000000 N N N N N N NATURE CONSERVANCY (THE) 549300GJ1IZME7V1JJ28 63902HBF5 2220000.00000000 PA USD 1801449.44000000 0.062730169854 Long DBT CORP US N 2 2052-03-01 Fixed 3.95700000 N N N N N N RIO TINTO FINANCE (USA) LIMITED 213800RX94ZKEZXPKH58 767201AL0 2502000.00000000 PA USD 2495874.90000000 0.086911490789 Long DBT NUSS AU N 2 2040-11-02 Fixed 5.20000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 200000.00000000 PA USD 148332.35000000 0.005165237116 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 5959000.00000000 PA USD 4618013.81000000 0.160808726717 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBS8 1085000.00000000 PA USD 728493.18000000 0.025367628923 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GXY6 1000000.00000000 PA USD 902151.50000000 0.031414768337 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BP3 295000.00000000 PA USD 314168.55000000 0.010939994243 Long DBT CORP US N 2 2038-07-15 Fixed 6.12500000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214FG3 545000.00000000 PA USD 521858.19000000 0.018172174123 Long DBT NUSS AU N 2 2033-08-10 Fixed 5.40500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAN2 4100000.00000000 PA USD 3241377.51000000 0.112871423005 Long DBT CORP US N 2 2045-03-06 Fixed 3.56700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 3920000.00000000 PA USD 3295450.19000000 0.114754344793 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CY8 450000.00000000 PA USD 354091.26000000 0.012330185011 Long DBT CORP US N 2 2049-03-01 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 1050000.00000000 PA USD 816745.45000000 0.028440754244 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 1640000.00000000 PA USD 1502783.86000000 0.052330020870 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216CW8 355000.00000000 PA USD 257434.94000000 0.008964413407 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BL5 1204000.00000000 PA USD 1228022.17000000 0.042762254437 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 3195000.00000000 PA USD 3446482.89000000 0.120013613643 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 494000.00000000 PA USD 388652.75000000 0.013533687085 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBV7 1485000.00000000 PA USD 996291.07000000 0.034692901536 Long DBT CORP US N 2 2041-11-19 Fixed 2.52500000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAS5 575000.00000000 PA USD 581678.98000000 0.020255256909 Long DBT CORP US N 2 2052-09-16 Fixed 5.78300000 N N N N N N THE ESTEE LAUDER COMPANIES INC. 549300VFZ8XJ9NUPU221 29736RAM2 2585000.00000000 PA USD 1888028.40000000 0.065745027083 Long DBT CORP US N 2 2049-12-01 Fixed 3.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 520000.00000000 PA USD 386514.27000000 0.013459220819 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N THE CLEVELAND CLINIC FOUNDATION 5493005LGDPOFHUC6Z36 18600TAA0 1223000.00000000 PA USD 1100787.15000000 0.038331669687 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 1480000.00000000 PA USD 1282418.62000000 0.044656450561 Long DBT CORP US N 2 2053-04-25 Fixed 4.61100000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FW9 1108000.00000000 PA USD 877827.46000000 0.030567755300 Long DBT CORP US N 2 2046-11-15 Fixed 4.00000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CT7 3430000.00000000 PA USD 3294863.32000000 0.114733908774 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CD4 5490000.00000000 PA USD 3557427.99000000 0.123876949917 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CL6 3100000.00000000 PA USD 2637294.31000000 0.091836005135 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N Ontario Teachers' Cadillac Fairview Properties Trust N/A 68327LAD8 4515000.00000000 PA USD 3465903.40000000 0.120689875693 Long DBT NUSS CA N 2 2031-10-15 Fixed 2.50000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844CN6 500000.00000000 PA USD 372300.55000000 0.012964269892 Long DBT CORP US N 2 2053-03-15 Fixed 3.70000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BF8 2205000.00000000 PA USD 1952692.46000000 0.067996762478 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 2320000.00000000 PA USD 1636971.51000000 0.057002710478 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N THE ROCKEFELLER FOUNDATION 549300JU3NX0IK5I9038 77310VAA2 3115000.00000000 PA USD 2046724.58000000 0.071271154048 Long DBT CORP US N 2 2050-10-01 Fixed 2.49200000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAS2 100000.00000000 PA USD 78001.04000000 0.002716156434 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAS0 710000.00000000 PA USD 667866.97000000 0.023256499759 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBS3 1615000.00000000 PA USD 1350908.95000000 0.047041424538 Long DBT CORP DE N 2 2031-04-01 Fixed 2.55000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 1465000.00000000 PA USD 1276902.73000000 0.044464375941 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N TRUSTEES OF BOSTON COLLEGE 549300Q2G2ZLXN1EX541 89838LAH7 1230000.00000000 PA USD 798550.51000000 0.027807169059 Long DBT CORP US N 2 2057-07-01 Fixed 3.04200000 N N N N N N JBS USA Lux S.A. P77IMDGVZE8EFBTF2M92 46590XAJ5 490000.00000000 PA USD 465698.45000000 0.016216576619 Long DBT NUSS US N 2 2052-12-01 Fixed 6.50000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312CA2 1360000.00000000 PA USD 1342680.56000000 0.046754895096 Long DBT CORP US N 2 2053-03-03 Fixed 5.05000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48126BAA1 3440000.00000000 PA USD 3416248.55000000 0.118960791820 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CE9 40000.00000000 PA USD 35913.49000000 0.001250581491 Long DBT CORP US N 2 2041-08-15 Fixed 4.75000000 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 66989HAS7 2689000.00000000 PA USD 1867966.07000000 0.065046415542 Long DBT CORP CH N 2 2050-08-14 Fixed 2.75000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CH1 625000.00000000 PA USD 610016.15000000 0.021242015375 Long DBT CORP US N 2 2043-02-10 Fixed 5.62500000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CB0 130000.00000000 PA USD 131716.31000000 0.004586632472 Long DBT CORP US N 2 2040-03-15 Fixed 5.79500000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FC6 4978000.00000000 PA USD 5207110.31000000 0.181322276908 Long DBT CORP US N 2 2040-03-01 Fixed 5.69000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BJ6 2040000.00000000 PA USD 1820844.09000000 0.063405531405 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BA7 3060000.00000000 PA USD 2476241.99000000 0.086227832535 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CY9 1105000.00000000 PA USD 1069271.16000000 0.037234218178 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EK2 3465000.00000000 PA USD 2320215.98000000 0.080794686374 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CG1 2095000.00000000 PA USD 2253229.88000000 0.078462092776 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAU7 1315000.00000000 PA USD 1224807.27000000 0.042650305015 Long DBT NUSS GB N 2 2033-08-11 Fixed 4.97600000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 3745000.00000000 PA USD 3080119.63000000 0.107256092384 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAE9 1744000.00000000 PA USD 1582766.10000000 0.055115166758 Long DBT NUSS AU N 2 2052-04-27 Fixed 4.75000000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAR6 1475000.00000000 PA USD 1149821.88000000 0.040039159708 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 405000.00000000 PA USD 444989.61000000 0.015495452272 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AR2 490000.00000000 PA USD 336010.68000000 0.011700582076 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442RAB7 2880000.00000000 PA USD 2472688.14000000 0.086104080178 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140AV2 2319000.00000000 PA USD 1866850.86000000 0.065007581639 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N LA BANQUE TORONTO-DOMINION PT3QB789TSUIDF371261 89115A2E1 1345000.00000000 PA USD 1265963.25000000 0.044083440777 Long DBT NUSS CA N 2 2032-06-08 Fixed 4.45600000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 1155000.00000000 PA USD 1036426.44000000 0.036090497562 Long DBT CORP US N 2 2064-06-19 Fixed 4.87500000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 3105000.00000000 PA USD 2136246.30000000 0.074388484225 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AC7 825000.00000000 PA USD 717194.49000000 0.024974185329 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N THE WILLIAMS COMPANIES, INC. D71FAKCBLFS2O0RBPG08 96950FAN4 1000000.00000000 PA USD 918118.16000000 0.031970760235 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N American Airlines Pass Through Trust N/A 023765AA8 1921065.00000000 PA USD 1713506.61000000 0.059667819870 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N NORTHERN NATURAL GAS COMPANY 5493007M02M6CT9EXE41 665501AL6 1530000.00000000 PA USD 1237937.98000000 0.043107543309 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 9091000.00000000 PA USD 6070965.71000000 0.211403496380 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DK3 675000.00000000 PA USD 553800.21000000 0.019284460872 Long DBT CORP US N 2 2031-03-05 Fixed 2.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 5400000.00000000 PA USD 5933194.76000000 0.206606028906 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBB3 650000.00000000 PA USD 547212.87000000 0.019055076162 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 1720000.00000000 PA USD 1646487.97000000 0.057334093163 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BL3 2270000.00000000 PA USD 2038231.87000000 0.070975420441 Long DBT CORP US N 2 2040-03-25 Fixed 4.60000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEK4 1605000.00000000 PA USD 1473729.76000000 0.051318297428 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EM6 435000.00000000 PA USD 346001.47000000 0.012048481906 Long DBT CORP US N 2 2051-10-01 Fixed 3.79900000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBV5 375000.00000000 PA USD 295276.10000000 0.010282120328 Long DBT CORP US N 2 2050-05-15 Fixed 3.70000000 N N N N N N AETNA INC. 549300QKBENKLBXQ8968 00817YAM0 780000.00000000 PA USD 633523.91000000 0.022060603866 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BN2 2025000.00000000 PA USD 1766745.21000000 0.061521697279 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QAV8 1900000.00000000 PA USD 1934525.60000000 0.067364155097 Long DBT CORP US N 2 2040-03-01 Fixed 5.50000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 3800000.00000000 PA USD 3685862.97000000 0.128349319739 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 120000.00000000 PA USD 104668.37000000 0.003644767642 Long DBT CORP US N 2 2047-01-22 Fixed 4.37500000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAE8 2223500.00000000 PA USD 2310198.40000000 0.080445853661 Long DBT CORP US Y 2 2033-05-15 Fixed 5.87500000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBD9 3560000.00000000 PA USD 2324398.83000000 0.080940341803 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 50000.00000000 PA USD 43580.30000000 0.001517555564 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 970000.00000000 PA USD 694688.84000000 0.024190492367 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BQ1 1165000.00000000 PA USD 804485.93000000 0.028013852575 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 1481000.00000000 PA USD 1329588.54000000 0.046299004067 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EM8 1125000.00000000 PA USD 751790.32000000 0.026178883193 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 1065000.00000000 PA USD 1040587.94000000 0.036235409540 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 180000.00000000 PA USD 152787.78000000 0.005320384340 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QCA2 2245000.00000000 PA USD 1636219.42000000 0.056976521159 Long DBT CORP US N 2 2049-08-01 Fixed 3.20000000 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAE3 4214000.00000000 PA USD 3172546.44000000 0.110474583762 Long DBT NUSS GB N 2 2041-04-06 Fixed 3.20000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBF8 3800000.00000000 PA USD 3413384.73000000 0.118861067725 Long DBT CORP US N 2 2040-03-19 Fixed 4.22700000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BX1 1340000.00000000 PA USD 1088368.97000000 0.037899243151 Long DBT CORP US N 2 2049-06-15 Fixed 4.10000000 N N N N N N CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO N/A 167560PL9 3205000.00000000 PA USD 3449004.98000000 0.120101437997 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAG8 280000.00000000 PA USD 194652.85000000 0.006778212073 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BN8 2677000.00000000 PA USD 2298993.89000000 0.080055689608 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDL3 3110000.00000000 PA USD 2691478.31000000 0.093722803314 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBR4 75000.00000000 PA USD 52712.28000000 0.001835549865 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 828807CZ8 1000000.00000000 PA USD 806922.65000000 0.028098704171 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N State of California N/A 13063BJC7 385000.00000000 PA USD 496663.48000000 0.017294842569 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AD0 480000.00000000 PA USD 330018.13000000 0.011491909176 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHV5 367000.00000000 PA USD 369716.15000000 0.012874275776 Long DBT CORP US N 2 2040-10-15 Fixed 5.50000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AZ2 790000.00000000 PA USD 565890.56000000 0.019705471693 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EH4 3110000.00000000 PA USD 2620557.34000000 0.091253189460 Long DBT CORP US N 2 2045-06-01 Fixed 4.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YDY8 5330000.00000000 PA USD 4580819.25000000 0.159513535736 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 1525000.00000000 PA USD 1255174.80000000 0.043707764788 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAS2 3025000.00000000 PA USD 2533351.29000000 0.088216495669 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCD4 2125000.00000000 PA USD 1382821.67000000 0.048152691000 Long DBT CORP US N 2 2051-11-15 Fixed 2.70000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 1980000.00000000 PA USD 1885155.11000000 0.065644973223 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT63 500000.00000000 PA USD 532703.20000000 0.018549819648 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 337358BA2 440000.00000000 PA USD 495116.29000000 0.017240966235 Long DBT CORP US N 2 2035-04-15 Fixed 7.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EC3 1351000.00000000 PA USD 1235899.69000000 0.043036565864 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200HF1 1740000.00000000 PA USD 1422570.84000000 0.049536838748 Long DBT CORP US N 2 2042-06-20 Fixed 4.00000000 N N N N N N BRK: CITIGROUP N/A N/A 780000.00000000 NC USD 243493.83000000 0.008478955320 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2053-07-24 0.00000000 USD 0.00000000 USD -780000.00000000 USD 243493.83000000 N N N AMGEN INC. 62QBXGPJ34PQ72Z12S66 031162DK3 800000.00000000 PA USD 712523.97000000 0.024811548229 Long DBT CORP US N 2 2053-03-01 Fixed 4.87500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBG6 3148000.00000000 PA USD 2794364.41000000 0.097305508654 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAK0 2090000.00000000 PA USD 1476639.95000000 0.051419636222 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DH6 685000.00000000 PA USD 521008.62000000 0.018142590351 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 930000.00000000 PA USD 641438.19000000 0.022336195352 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N MARS, INCORPORATED 54930073HKEO6GZBSS03 571676AF2 1780000.00000000 PA USD 1475129.91000000 0.051367053527 Long DBT CORP US N 2 2049-04-01 Fixed 3.95000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 1065000.00000000 PA USD 908335.67000000 0.031630113839 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N AVALONBAY COMMUNITIES, INC. K9G90K85RBWD2LAGQX17 05348EBE8 220000.00000000 PA USD 184194.15000000 0.006414018655 Long DBT CORP US N 2 2048-04-15 Fixed 4.35000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MM0 5920000.00000000 PA USD 5748024.89000000 0.200158033676 Long DBT CORP US N 2 2041-03-26 Fixed 5.31600000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAZ9 570000.00000000 PA USD 502480.28000000 0.017497395493 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N VODAFONE GROUP PUBLIC LIMITED COMPANY 213800TB53ELEUKM7Q61 92857WBY5 850000.00000000 PA USD 816697.94000000 0.028439099848 Long DBT NUSS GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 8638000.00000000 PA USD 7949769.16000000 0.276827291755 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BN9 1105000.00000000 PA USD 702409.25000000 0.024459332902 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AP6 5610000.00000000 PA USD 4331955.21000000 0.150847578672 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYK4 2700000.00000000 PA USD 1861779.09000000 0.064830972190 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGE4 2500000.00000000 PA USD 2137229.43000000 0.074422718831 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CP2 500000.00000000 PA USD 382770.33000000 0.013328849138 Long DBT CORP US N 2 2046-05-15 Fixed 3.60000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAD0 2000000.00000000 PA USD 1375667.82000000 0.047903579248 Long DBT CORP FR N 2 2048-09-20 Fixed 4.62500000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAM4 645000.00000000 PA USD 627619.32000000 0.021854993913 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KB5 2005000.00000000 PA USD 1410226.57000000 0.049106985910 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 4215000.00000000 PA USD 3337480.50000000 0.116217926521 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 1710000.00000000 PA USD 1519949.39000000 0.052927759884 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 400000.00000000 PA USD 354247.62000000 0.012335629787 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAT1 2755000.00000000 PA USD 2523636.23000000 0.087878197324 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DD5 3308000.00000000 PA USD 2883272.52000000 0.100401471670 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AG0 830000.00000000 PA USD 718991.88000000 0.025036774141 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAW1 965000.00000000 PA USD 821196.63000000 0.028595753474 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N KLA CORPORATION 549300H0BF5JCG96TJ81 482480AM2 3510000.00000000 PA USD 3319378.81000000 0.115587588493 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N NBCUNIVERSAL MEDIA, LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 1222000.00000000 PA USD 1067853.77000000 0.037184861747 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N LOS ANGELES CNTY CALIF MET TRANSN AUTH SALES TAX REV N/A 5447122H4 960000.00000000 PA USD 1019630.40000000 0.035505624948 Long DBT MUN US N 2 2039-06-01 Fixed 5.73500000 N N N N N N SAN DIEGO CNTY CALIF WTR AUTH FING AGY WTR REV N/A 79741TAR5 1000000.00000000 PA USD 1146487.80000000 0.039923060194 Long DBT MUN US N 2 2049-05-01 Fixed 6.13800000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CM4 50000.00000000 PA USD 45337.05000000 0.001578729207 Long DBT CORP US N 2 2041-09-01 Fixed 5.05000000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RAF9 2094000.00000000 PA USD 2200987.74000000 0.076642914151 Long DBT CORP US N 2 2040-01-15 Fixed 5.50000000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAR1 2165000.00000000 PA USD 1719699.94000000 0.059883484342 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JAH7 3696000.00000000 PA USD 3673592.82000000 0.127922047911 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV N/A 64971MZG0 3820000.00000000 PA USD 3970370.48000000 0.138256455643 Long DBT MUN US N 2 2036-08-01 Fixed 5.76700000 N N N N N N COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE 54930036474DURYNB481 13645RAX2 1405000.00000000 PA USD 1436075.64000000 0.050007103624 Long DBT NUSS CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBX3 1720000.00000000 PA USD 1335660.43000000 0.046510439749 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BQ4 3860000.00000000 PA USD 2914494.24000000 0.101488676093 Long DBT CORP US N 2 2048-02-01 Fixed 3.85000000 N N N N N N CARILION MEDICAL CENTER 549300T34KS1S8BFY317 14215GAA4 535000.00000000 PA USD 362822.75000000 0.012634233428 Long DBT CORP US N 2 2051-07-01 Fixed 3.14700000 N N N N N N EVERGY KANSAS CENTRAL, INC. J75GNWGEO73W89ZV3S44 30036FAA9 930000.00000000 PA USD 681715.93000000 0.023738748993 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N ASCENSION HEALTH N/A 04352EAB1 2485000.00000000 PA USD 1945463.73000000 0.067745043251 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 6314000.00000000 PA USD 4997640.04000000 0.174028091835 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EE6 1500000.00000000 PA USD 1060481.24000000 0.036928135109 Long DBT CORP US N 2 2041-02-08 Fixed 2.37500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAV8 2100000.00000000 PA USD 1667236.60000000 0.058056603079 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AG5 1955000.00000000 PA USD 2177164.75000000 0.075813348704 Long DBT CORP US N 2 2034-02-01 Fixed 6.50000000 N N N N N N NIKE, INC. 787RXPR0UX0O0XUXPZ81 654106AD5 1340000.00000000 PA USD 1098553.65000000 0.038253894629 Long DBT CORP US N 2 2043-05-01 Fixed 3.62500000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FD5 900000.00000000 PA USD 737403.89000000 0.025677918149 Long DBT CORP US N 2 2039-08-15 Fixed 3.55000000 N N N N N N BLACKSTONE HOLDINGS FINANCE CO. L.L.C. 549300D2L6J4NC1QVZ22 09256BAE7 1313000.00000000 PA USD 1325912.06000000 0.046170981482 Long DBT CORP US N 2 2042-08-15 Fixed 6.25000000 N N N N N N RWJ BARNABAS HEALTH, INC. 549300HV60S88R85TC91 78349AAB9 50000.00000000 PA USD 41190.58000000 0.001434340605 Long DBT CORP US N 2 2046-07-01 Fixed 3.94900000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BA1 5652000.00000000 PA USD 5585065.17000000 0.194483441490 Long DBT CORP US N 2 2041-05-15 Fixed 4.85000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EU3 1915000.00000000 PA USD 2125103.00000000 0.074000451629 Long DBT CORP US N 2 2038-04-01 Fixed 6.75000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BY4 2575000.00000000 PA USD 2842600.44000000 0.098985186300 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKB4 6364000.00000000 PA USD 4173234.37000000 0.145320592995 Long DBT CORP US N 2 2052-07-21 Fixed 2.97200000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788MAM4 575000.00000000 PA USD 559505.60000000 0.019483134271 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 2255000.00000000 PA USD 1845265.71000000 0.064255942378 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 1085000.00000000 PA USD 936640.15000000 0.032615733973 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 890000.00000000 PA USD 600907.40000000 0.020924829990 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N United States of America N/A N/A 61.00000000 NC USD 8238812.50000000 0.286892374578 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures US Ultra T-Bond Futures (Composite) Jun 2023 2023-06-24 8264840.73000000 USD -26028.23000000 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368BW2 2275000.00000000 PA USD 1893141.73000000 0.065923083737 Long DBT CORP US N 2 2047-05-04 Fixed 3.90000000 N N N N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AK3 1170000.00000000 PA USD 1572048.54000000 0.054741959304 Long DBT CORP US N 2 2039-08-15 Fixed 9.37500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 1100000.00000000 PA USD 787791.47000000 0.027432517186 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBE3 550000.00000000 PA USD 434149.68000000 0.015117983643 Long DBT CORP US N 2 2062-03-01 Fixed 3.90000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAV7 2435000.00000000 PA USD 2131347.44000000 0.074217895857 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 00440EAW7 3070000.00000000 PA USD 2744128.50000000 0.095556191078 Long DBT CORP US N 2 2045-11-03 Fixed 4.35000000 N N N N N N United States of America N/A N/A 81.00000000 NC USD 8671429.69000000 0.301956993771 N/A DIR US N 1 HSBC SECURITIES, INC. (JAMES CAPEL) N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2023 2023-07-03 8686997.93000000 USD -15568.24000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJE0 6000000.00000000 PA USD 4109967.60000000 0.143117514108 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N EAST BAY CALIF MUN UTIL DIST WTR SYS REV N/A 271014TU6 1255000.00000000 PA USD 1379537.67000000 0.048038335374 Long DBT MUN US N 2 2040-06-01 Fixed 5.87400000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAH7 1555000.00000000 PA USD 1205880.65000000 0.041991241230 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXA7 5305000.00000000 PA USD 4614731.91000000 0.160694444217 Long DBT CORP US N 2 2039-04-23 Fixed 4.41100000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BL2 550000.00000000 PA USD 519762.70000000 0.018099204857 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FMT8 1385000.00000000 PA USD 1446794.41000000 0.050380353213 Long DBT MUN US N 2 2039-03-15 Fixed 5.62800000 N N N N N N COMMONWEALTH FING AUTH PA REV N/A 20281PKG6 2865000.00000000 PA USD 2613332.10000000 0.091001591762 Long DBT MUN US N 2 2038-06-01 Fixed 4.14400000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCA8 930000.00000000 PA USD 795799.67000000 0.027711379159 Long DBT CORP US N 2 2042-10-15 Fixed 3.95000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAN4 5630000.00000000 PA USD 4630460.22000000 0.161242136279 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824AY6 1930000.00000000 PA USD 1985864.02000000 0.069151864335 Long DBT CORP US N 2 2040-05-27 Fixed 5.30000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 2685000.00000000 PA USD 2209623.30000000 0.076943622088 Long DBT NUSS NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N ELM ROAD GENERATING STATION SUPERCRITICAL, LLC N/A 28932MAJ4 1000000.00000000 PA USD 1011316.79000000 0.035216127971 Long DBT CORP US N 2 2041-01-19 Fixed 5.84800000 N N N N N N CONSTELLATION BRANDS, INC. 5493005GKEG8QCVY7037 21036PBG2 1150000.00000000 PA USD 859304.50000000 0.029922747785 Long DBT CORP US N 2 2050-05-01 Fixed 3.75000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 4709000.00000000 PA USD 3373955.37000000 0.117488056418 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N PACIFIC LIFE INSURANCE COMPANY 8WC3XYHE06SQFW7CQK10 69448FAA9 1350000.00000000 PA USD 1051017.23000000 0.036598578840 Long DBT CORP US N 2 2067-10-24 Fixed 4.30000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBU3 1085000.00000000 PA USD 1065753.14000000 0.037111713496 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N State of California N/A 13063A7D0 9875000.00000000 PA USD 12051371.00000000 0.419653492916 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N DOMINION ENERGY SOUTH CAROLINA, INC. 3QRVFYR22IUIEOORTK28 837004CJ7 300000.00000000 PA USD 286241.91000000 0.009967531275 Long DBT CORP US N 2 2065-06-01 Fixed 5.10000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AF0 40000.00000000 PA USD 35296.08000000 0.001229082007 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 1450000.00000000 PA USD 1513841.66000000 0.052715076180 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 5457000.00000000 PA USD 6116294.00000000 0.212981920547 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 4196000.00000000 PA USD 2833042.06000000 0.098652343875 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 548661DN4 2116000.00000000 PA USD 1561578.80000000 0.054377381451 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES, INC. MGCJBT4MKTQBVLNUIS88 015271AQ2 210000.00000000 PA USD 182977.55000000 0.006371654144 Long DBT CORP US N 2 2049-04-15 Fixed 4.85000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YDA4 225000.00000000 PA USD 204550.98000000 0.007122885291 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N Pemerintah Republik Indonesia 529900FWX0GRR7WG5W79 455780CN4 1530000.00000000 PA USD 1202647.93000000 0.041878671279 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N SES GLOBAL AMERICAS HOLDINGS GP 5299000YGN3VJ3R60481 78413KAB8 1550000.00000000 PA USD 1164666.28000000 0.040556072208 Long DBT CORP LU N 2 2044-03-25 Fixed 5.30000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 1200000.00000000 PA USD 795192.06000000 0.027690220931 Long DBT NUSS GB N 2 2050-09-15 Fixed 3.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AT5 1980000.00000000 PA USD 1853446.70000000 0.064540821255 Long DBT NUSS CH N 2 2033-08-05 Fixed 4.98800000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375DB5 1620000.00000000 PA USD 1444416.75000000 0.050297558208 Long DBT NUSS CA N 2 2052-08-05 Fixed 4.40000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FT63 2500000.00000000 PA USD 2663516.00000000 0.092749098242 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 1850000.00000000 PA USD 1702601.64000000 0.059288086415 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 1020000.00000000 PA USD 733818.51000000 0.025553067853 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BD3 4400000.00000000 PA USD 3687310.75000000 0.128399734412 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N OHIO ST UNIV GEN RCPTS N/A 677632MV0 2265000.00000000 PA USD 2260979.17000000 0.078731938972 Long DBT MUN US N 2 2040-06-01 Fixed 4.91000000 N N N N N N SCENTRE GROUP TRUST 2 549300VRF0U0JH8TBJ74 76025LAB0 1880000.00000000 PA USD 1645000.00000000 0.057282278991 Long DBT NUSS AU N 2 2080-09-24 Fixed 5.12500000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375BN1 6610000.00000000 PA USD 7135451.44000000 0.248471076057 Long DBT NUSS CA N 2 2036-06-01 Fixed 6.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 465000.00000000 PA USD 396744.16000000 0.013815446602 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N AIA Group Limited ZP5ILWVSYE4LJGMMVD57 00131L2B0 3372000.00000000 PA USD 3178571.83000000 0.110684400218 Long DBT NUSS HK N 2 2044-03-11 Fixed 4.87500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 1355000.00000000 PA USD 1463339.27000000 0.050956479223 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 5130000.00000000 PA USD 4145618.66000000 0.144358957248 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 3835000.00000000 PA USD 3241945.74000000 0.112891209940 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N NORFOLK SOUTHERN CORPORATION 54930036C8MWP850MI84 655844BV9 876000.00000000 PA USD 696656.43000000 0.024259007893 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N BAYLOR SCOTT & WHITE HOLDINGS 549300JQDKSBWYRGGV95 072863AC7 1811000.00000000 PA USD 1574350.58000000 0.054822121065 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DL9 1614000.00000000 PA USD 1469985.27000000 0.051187906595 Long DBT CORP US N 2 2048-02-20 Fixed 4.55000000 N N N N N N PROVIDENCE HEALTH & SERVICES N/A 743756AC2 1520000.00000000 PA USD 1187425.37000000 0.041348590471 Long DBT CORP US N 2 2047-10-01 Fixed 3.74400000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FT0 1689000.00000000 PA USD 1653215.65000000 0.057568364799 Long DBT CORP US N 2 2053-02-15 Fixed 4.65000000 N N N N N N SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST N/A 797661YG4 665000.00000000 PA USD 507042.95000000 0.017656277034 Long DBT MUN US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Northern States Power Company (Minnesota) 3S1GHB0TEH85KX44SB51 665772CU1 835000.00000000 PA USD 596036.21000000 0.020755205148 Long DBT CORP US N 2 2052-04-01 Fixed 3.20000000 N N N N N N REALTY INCOME CORPORATION 549300CUWDAUZSH43859 756109BA1 1630000.00000000 PA USD 1188761.46000000 0.041395115869 Long DBT CORP US N 2 2033-03-15 Fixed 1.80000000 N N N N N N MEMORIAL SLOAN-KETTERING CANCER CENTER 549300IZ71UAMEHWL382 586054AD0 9000.00000000 PA USD 6187.84000000 0.000215473299 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JM3 1875000.00000000 PA USD 1537661.10000000 0.053544518008 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 16555000.00000000 PA USD 10117537.76000000 0.352313447217 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NN7 7440000.00000000 PA USD 6468044.50000000 0.225230595487 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBR6 2420000.00000000 PA USD 2261394.07000000 0.078746386642 Long DBT CORP US N 2 2053-01-15 Fixed 4.80000000 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TKR5 1550000.00000000 PA USD 1520137.93000000 0.052934325234 Long DBT CORP US N 2 2033-01-12 Fixed 4.70000000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8K1 3315000.00000000 PA USD 2754591.16000000 0.095920522391 Long DBT CORP US N 2 2062-08-15 Fixed 4.65000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 42307TAH1 1160000.00000000 PA USD 1278585.28000000 0.044522965789 Long DBT CORP US N 2 2039-08-01 Fixed 7.12500000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AP0 1675000.00000000 PA USD 1426460.42000000 0.049672281913 Long DBT CORP US N 2 2046-05-01 Fixed 4.25000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAV1 4495000.00000000 PA USD 3216773.80000000 0.112014671284 Long DBT NUSS FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N TEXAS ST N/A 882722KF7 1100000.00000000 PA USD 1181614.72000000 0.041146251702 Long DBT MUN US N 2 2039-04-01 Fixed 5.51700000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 6829000.00000000 PA USD 4550717.62000000 0.158465335148 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818EC8 1445000.00000000 PA USD 1137452.14000000 0.039608419952 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 4930000.00000000 PA USD 4057712.62000000 0.141297888367 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAE6 900000.00000000 PA USD 722194.76000000 0.025148305001 Long DBT CORP US N 2 2042-11-28 Fixed 4.11900000 N N N N N N VENTAS REALTY, LIMITED PARTNERSHIP 32SXKSJ72K64GM3HOU64 92277GAB3 850000.00000000 PA USD 799048.54000000 0.027824511486 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 670000.00000000 PA USD 654642.18000000 0.022795985406 Long DBT CORP US N 2 2038-01-19 Fixed 5.94800000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BS0 2870000.00000000 PA USD 2378144.94000000 0.082811891753 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BM1 1195000.00000000 PA USD 1034752.59000000 0.036032210667 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N GE HEALTHCARE TECHNOLOGIES INC. 549300OI9J7XOWZMUN85 36267VAL7 930000.00000000 PA USD 1003495.58000000 0.034943777373 Long DBT CORP US N 2 2052-11-22 Fixed 6.37700000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JB42 3255000.00000000 PA USD 2613732.45000000 0.091015532771 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AT9 1960000.00000000 PA USD 1598461.54000000 0.055661714219 Long DBT NUSS NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 7871000.00000000 PA USD 8029141.46000000 0.279591198280 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N NYU LANGONE HOSPITALS N/A 62952EAE7 1685000.00000000 PA USD 1470418.89000000 0.051203006134 Long DBT CORP US N 2 2047-07-01 Fixed 4.36800000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CL4 595000.00000000 PA USD 411900.09000000 0.014343207216 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJP5 4335000.00000000 PA USD 3521426.84000000 0.122623315924 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YAM1 1100000.00000000 PA USD 953900.87000000 0.033216787699 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N THE FORD FOUNDATION 54930013YZ3DULPNNT44 34531XAC8 900000.00000000 PA USD 549629.85000000 0.019139240370 Long DBT CORP US N 2 2070-06-01 Fixed 2.81500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EB8 2043000.00000000 PA USD 2256988.87000000 0.078592988529 Long DBT CORP US N 2 2035-12-15 Fixed 6.40000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CB4 6590000.00000000 PA USD 5843287.10000000 0.203475259506 Long DBT CORP US N 2 2052-08-05 Fixed 4.90000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 250847EK2 80000.00000000 PA USD 64163.37000000 0.002234300341 Long DBT CORP US N 2 2042-06-15 Fixed 3.95000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDS7 1100000.00000000 PA USD 712352.41000000 0.024805574157 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N BAY AREA TOLL AUTH CALIF TOLL BRDG REV N/A 072024ND0 3795000.00000000 PA USD 4524223.29000000 0.157542748155 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBN9 2617000.00000000 PA USD 1688107.36000000 0.058783365813 Long DBT CORP US N 2 2050-11-10 Fixed 2.77200000 N N N N N N PROLOGIS, L.P. GL16H1DHB0QSHP25F723 74340XBQ3 1080000.00000000 PA USD 608347.76000000 0.021183918609 Long DBT CORP US N 2 2050-10-15 Fixed 2.12500000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AL8 2404000.00000000 PA USD 1991651.71000000 0.069353403589 Long DBT CORP US N 2 2047-03-01 Fixed 4.10000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 690000.00000000 PA USD 577303.99000000 0.020102910770 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 42217KBB1 1085000.00000000 PA USD 935700.53000000 0.032583014475 Long DBT CORP US N 2 2043-03-15 Fixed 5.12500000 N N N N N N TIME WARNER CABLE, LLC 549300U5NFR7S6E3GM41 88732JBD9 500000.00000000 PA USD 373120.40000000 0.012992818753 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N JERSEY CENTRAL POWER & LIGHT COMPANY 549300W9UGH9ZPLNPF79 476556CX1 775000.00000000 PA USD 784862.50000000 0.027330524434 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 59562EAH8 635000.00000000 PA USD 669432.81000000 0.023311025524 Long DBT CORP US N 2 2036-10-15 Fixed 5.80000000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175BC7 580000.00000000 PA USD 545494.06000000 0.018995223667 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N IDAHO POWER COMPANY TN0LL73P2C8X3W6KM391 45138LBF9 1655000.00000000 PA USD 1383050.22000000 0.048160649581 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAK7 265000.00000000 PA USD 236361.29000000 0.008230585627 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 3290000.00000000 PA USD 2276880.16000000 0.079285644106 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAN3 645000.00000000 PA USD 561924.08000000 0.019567350712 Long DBT CORP DE N 2 2038-06-25 Fixed 4.62500000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAM1 1965000.00000000 PA USD 1790634.49000000 0.062353571080 Long DBT NUSS CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAD1 320000.00000000 PA USD 291745.32000000 0.010159171315 Long DBT NUSS AU N 2 2042-04-27 Fixed 4.62500000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBG2 3080000.00000000 PA USD 2880483.02000000 0.100304335550 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 1050000.00000000 PA USD 925893.28000000 0.032241505885 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DE0 3520000.00000000 PA USD 3208581.90000000 0.111729412499 Long DBT CORP US N 2 2043-06-15 Fixed 4.30000000 N N N N N N UNITED PARCEL SERVICE, INC. D01LMJZU09ULLNCY6Z23 911312CA2 3280000.00000000 PA USD 3238229.59000000 0.112761805964 Long DBT CORP US N 2 2053-03-03 Fixed 5.05000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 60000.00000000 PA USD 50327.56000000 0.001752509016 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N TENCENT HOLDINGS LIMITED 254900N4SLUMW4XUYY11 88032WBC9 885000.00000000 PA USD 636413.68000000 0.022161231593 Long DBT NUSS CN N 2 2051-04-22 Fixed 3.84000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBR0 565000.00000000 PA USD 418105.88000000 0.014559305572 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AJ5 3055000.00000000 PA USD 2348929.13000000 0.081794537237 Long DBT CORP US N 2 2042-12-01 Fixed 4.20000000 N N N N N N NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV N/A 64972FL20 750000.00000000 PA USD 849404.03000000 0.029577993083 Long DBT MUN US N 2 2042-06-15 Fixed 6.01100000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCG4 2023000.00000000 PA USD 1624689.49000000 0.056575025313 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N THE SHERWIN-WILLIAMS COMPANY Z15BMIOX8DDH0X2OBP21 824348BP0 250000.00000000 PA USD 153971.09000000 0.005361589625 Long DBT CORP US N 2 2052-03-15 Fixed 2.90000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAH6 555000.00000000 PA USD 568484.28000000 0.019795790352 Long DBT NUSS BR N 2 2036-11-21 Fixed 6.87500000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 550000.00000000 PA USD 452397.44000000 0.015753408129 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664DB4 1570000.00000000 PA USD 1267518.62000000 0.044137601955 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UCZ0 1754000.00000000 PA USD 1491504.02000000 0.051937233671 Long DBT CORP US N 2 2049-03-15 Fixed 4.60000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 2439000.00000000 PA USD 2189003.11000000 0.076225584717 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N United States of America N/A N/A 1.00000000 NC USD 107054.69000000 0.003727864206 N/A DIR US N 1 CITIGROUP GLOBAL MARKETS N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2023 2023-07-03 107274.22000000 USD -219.53000000 N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCX8 1477000.00000000 PA USD 1276140.95000000 0.044437849197 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKD0 1250000.00000000 PA USD 995244.21000000 0.034656447721 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAE3 1910000.00000000 PA USD 1420269.98000000 0.049456718077 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 475000.00000000 PA USD 372218.81000000 0.012961423538 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NCK5 5465000.00000000 PA USD 4393072.38000000 0.152975804072 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N T-MOBILE USA, INC. 549300V2JRLO5DIFGE82 87264ACX1 450000.00000000 PA USD 441224.14000000 0.015364330872 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N Estados Unidos Mexicanos 254900EGTWEU67VP6075 91086QBB3 490000.00000000 PA USD 405701.48000000 0.014127358884 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CC6 6996000.00000000 PA USD 4671925.65000000 0.162686047726 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N EMERSON ELECTRIC CO. FGLT0EWZSUIRRITFOA30 291011BS2 2751000.00000000 PA USD 1772196.48000000 0.061711521698 Long DBT CORP US N 2 2051-12-21 Fixed 2.80000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 215000.00000000 PA USD 197011.30000000 0.006860338146 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 3345000.00000000 PA USD 2596232.62000000 0.090406152744 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N GLAXOSMITHKLINE CAPITAL INC. 5493007Q8VD7Q3ZYZS59 377372AE7 4075000.00000000 PA USD 4604019.96000000 0.160321432115 Long DBT CORP GB N 2 2038-05-15 Fixed 6.37500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 3430000.00000000 PA USD 3469931.82000000 0.120830153552 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967MY4 975000.00000000 PA USD 782899.69000000 0.027262175358 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAT4 1094000.00000000 PA USD 1044776.83000000 0.036381275294 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N VISA INC. 549300JZ4OKEHW3DPJ59 92826CAF9 3995000.00000000 PA USD 3605653.41000000 0.125556258101 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N THE TRUSTEES OF PRINCETON UNIVERSITY 549300PJZYINN64GDJ90 89837LAB1 1199000.00000000 PA USD 1329010.26000000 0.046278867170 Long DBT CORP US N 2 2039-03-01 Fixed 5.70000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBD6 1095000.00000000 PA USD 849958.03000000 0.029597284501 Long DBT CORP GB N 2 2037-08-15 Fixed 4.39000000 N N N N N N Appalachian Power Company 3SCHO1ABYYIG382BEI70 037735CE5 125000.00000000 PA USD 123969.07000000 0.004316857662 Long DBT CORP US N 2 2035-10-01 Fixed 5.80000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375DB5 1665000.00000000 PA USD 1484539.44000000 0.051694712690 Long DBT NUSS CA N 2 2052-08-05 Fixed 4.40000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GA6 2025000.00000000 PA USD 1751396.42000000 0.060987220884 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TN8 3555000.00000000 PA USD 3384471.09000000 0.117854235389 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KC3 1995000.00000000 PA USD 1381239.85000000 0.048097608778 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N ADVOCATE HEALTH AND HOSPITALS CORPORATION 549300AEHU3PPOUCIL87 007589AB0 1717000.00000000 PA USD 1507509.71000000 0.052494584674 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAA6 2002000.00000000 PA USD 1633288.92000000 0.056874475129 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AY8 1425000.00000000 PA USD 1124940.91000000 0.039172753225 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N ARTHUR J. GALLAGHER & CO. 54930049QLLMPART6V29 04316JAE9 980000.00000000 PA USD 974149.53000000 0.033921887633 Long DBT NUSS US N 2 2053-03-02 Fixed 5.75000000 N N N N N N CONNECTICUT LIGHT AND POWER COMPANY THE 549300O45IUXEDS1VZ32 207597EL5 1587000.00000000 PA USD 1331163.90000000 0.046353861339 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PDK9 8212000.00000000 PA USD 8160188.27000000 0.284154517387 Long DBT CORP US N 2 2033-09-14 Fixed 5.71700000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBG5 1150000.00000000 PA USD 836567.81000000 0.029131009536 Long DBT CORP US N 2 2051-09-15 Fixed 3.30000000 N N N N N N MASTERCARD INCORPORATED. AR5L2ODV9HN37376R084 57636QAQ7 1481000.00000000 PA USD 1247378.69000000 0.043436288223 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401BB3 2065000.00000000 PA USD 2168616.83000000 0.075515692572 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N SAN JOSE CALIF REDEV AGY SUCCESSOR AGY TAX ALLOCATION N/A 798170AN6 1250000.00000000 PA USD 1108618.00000000 0.038604355969 Long DBT MUN US N 2 2034-08-01 Fixed 3.37500000 N N N N N N ELI LILLY AND COMPANY FRDRIPF3EKNDJ2CQJL29 532457CH9 820000.00000000 PA USD 815211.17000000 0.028387327463 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AR2 685000.00000000 PA USD 591335.02000000 0.020591500056 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FH1 280000.00000000 PA USD 284925.78000000 0.009921700925 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 3009000.00000000 PA USD 1803907.60000000 0.062815768034 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 900000.00000000 PA USD 753741.53000000 0.026246828333 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 264399ED4 110000.00000000 PA USD 118549.85000000 0.004128149290 Long DBT CORP US N 2 2032-10-15 Fixed 6.45000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAT3 770000.00000000 PA USD 776350.11000000 0.027034105529 Long DBT NUSS US N 2 2053-04-01 Fixed 5.40000000 N N N N N N WASTE CONNECTIONS, INC. 549300HDLRTPBQU69P29 94106BAD3 500000.00000000 PA USD 328462.54000000 0.011437740337 Long DBT NUSS US N 2 2052-01-15 Fixed 2.95000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBK7 2005000.00000000 PA USD 2322157.40000000 0.080862290606 Long DBT CORP US N 2 2038-02-15 Fixed 6.87500000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBD1 2585000.00000000 PA USD 2447796.47000000 0.085237301099 Long DBT CORP US N 2 2025-05-15 Fixed 3.66300000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062AN4 445000.00000000 PA USD 381170.87000000 0.013273152655 Long DBT CORP US N 2 2048-09-24 Fixed 4.00000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 4715000.00000000 PA USD 4175693.87000000 0.145406237837 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687EH5 990000.00000000 PA USD 1122099.03000000 0.039073793125 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV N/A 576000B85 1120000.00000000 PA USD 843689.62000000 0.029379005589 Long DBT MUN US N 2 2037-02-15 Fixed 2.50000000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 036752AX1 850000.00000000 PA USD 910203.38000000 0.031695151338 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 3995000.00000000 PA USD 3377786.40000000 0.117621460752 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N NEW YORK ST URBAN DEV CORP ST SALES TAX REV N/A 64985TDM0 810000.00000000 PA USD 642845.81000000 0.022385211572 Long DBT MUN US N 2 2035-03-15 Fixed 2.59000000 N N N N N N THE PROGRESSIVE CORPORATION 529900TACNVLY9DCR586 743315BA0 3630000.00000000 PA USD 2879721.14000000 0.100277805324 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CN2 312000.00000000 PA USD 259795.73000000 0.009046620964 Long DBT CORP US N 2 2042-04-01 Fixed 4.50000000 N N N N N N NEW YORK LIFE INSURANCE CO TAE73CY392TBWJ3O3305 64952GAT5 1760000.00000000 PA USD 1384673.77000000 0.048217184926 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AP5 255000.00000000 PA USD 153164.45000000 0.005333500763 Long DBT NUSS CA N 2 2051-06-15 Fixed 4.10000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 3200000.00000000 PA USD 2876460.74000000 0.100164271498 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AD6 1095000.00000000 PA USD 756313.93000000 0.026336404585 Long DBT CORP US N 2 2070-01-22 Fixed 3.70000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CA2 960000.00000000 PA USD 715581.11000000 0.024918004123 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAF6 1870000.00000000 PA USD 1510150.16000000 0.052586530567 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N ORLANDO HEALTH, INC. 549300TMK1PZT9ZBF098 686514AH3 780000.00000000 PA USD 561328.09000000 0.019546597116 Long DBT CORP US N 2 2050-10-01 Fixed 3.32700000 N N N N N N CME GROUP INC. LCZ7XYGSLJUHFXXNXD88 12572QAH8 1634000.00000000 PA USD 1457024.56000000 0.050736588050 Long DBT CORP US N 2 2048-06-15 Fixed 4.15000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAH5 3260000.00000000 PA USD 2624947.99000000 0.091406080912 Long DBT NUSS NO N 2 2050-04-06 Fixed 3.70000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FZ1 1700000.00000000 PA USD 1049338.53000000 0.036540123058 Long DBT CORP US N 2 2060-12-01 Fixed 3.00000000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523AJ9 3010000.00000000 PA USD 2772404.75000000 0.096540828185 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582AY8 1890000.00000000 PA USD 1725373.01000000 0.060081032293 Long DBT NUSS NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N MEMORIAL HEALTH SERVICES 549300FTIZOMIONZZ882 58601VAC6 2900000.00000000 PA USD 2182314.90000000 0.075992687506 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBN1 25000.00000000 PA USD 26144.11000000 0.000910391612 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N United States of America N/A N/A 68.00000000 NC USD 7968750.00000000 0.277488243593 N/A DIR US N 1 HSBC SECURITIES, INC. (JAMES CAPEL) N/A Long U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Jun 2023 2023-06-24 7972932.14000000 USD -4182.14000000 N N N United States of America 254900HROIFWPRGM1V77 912810TA6 7610000.00000000 PA USD 5273492.19000000 0.183633830325 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833EG1 845000.00000000 PA USD 542064.68000000 0.018875805611 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 2084000.00000000 PA USD 1893331.15000000 0.065929679730 Long DBT NUSS GB N 2 2045-11-16 Fixed 4.37500000 N N N N N N MUTUAL OF OMAHA INSURANCE COMPANY P2LER0UPV1DKOU8RO042 628312AD2 555000.00000000 PA USD 529014.72000000 0.018421379198 Long DBT CORP US N 2 2054-07-15 Fixed 4.29700000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FZ6 3220000.00000000 PA USD 2411319.44000000 0.083967095987 Long DBT CORP US N 2 2053-02-14 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617482V92 755000.00000000 PA USD 829548.53000000 0.028886583788 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N THE NARRAGANSETT ELECTRIC COMPANY VAI0KZ806W8MCH0BCZ61 631005BF1 1000000.00000000 PA USD 799901.59000000 0.027854216440 Long DBT CORP US N 2 2042-12-10 Fixed 4.17000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 6718000.00000000 PA USD 4765959.94000000 0.165960514859 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 1290000.00000000 PA USD 827164.58000000 0.028803569752 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N UNIVERSITY TEX PERM UNIV FD N/A 9151153X5 4540000.00000000 PA USD 4778099.39000000 0.166383235444 Long DBT MUN US N 2 2039-07-01 Fixed 5.26200000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY DLZO3A31IADZ27B62557 575718AA9 2825000.00000000 PA USD 3069116.81000000 0.106872951590 Long DBT CORP US N 2 2111-07-01 Fixed 5.60000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAF0 1136000.00000000 PA USD 833187.08000000 0.029013285573 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCH5 400000.00000000 PA USD 364251.63000000 0.012683989965 Long DBT CORP US N 2 2052-06-01 Fixed 4.60000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 385000.00000000 PA USD 316880.19000000 0.011034419118 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N W.W. GRAINGER, INC. 549300TWZSP6O1IH2V34 384802AB0 1328000.00000000 PA USD 1222353.51000000 0.042564860052 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 1820000.00000000 PA USD 1416206.25000000 0.049315210651 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 4205000.00000000 PA USD 3126594.70000000 0.108874449785 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JY7 940000.00000000 PA USD 934288.73000000 0.032533852699 Long DBT CORP US N 2 2053-02-01 Fixed 5.30000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CL0 3565000.00000000 PA USD 3721962.42000000 0.129606376739 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 5445000.00000000 PA USD 4589675.61000000 0.159821932383 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 92976GAG6 1506000.00000000 PA USD 1536258.04000000 0.053495660577 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N DOLLAR GENERAL CORPORATION OPX52SQVOZI8IVSWYU66 256677AM7 640000.00000000 PA USD 625600.52000000 0.021784695151 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 89788NAA8 3255000.00000000 PA USD 3072319.73000000 0.106984483844 Long DBT CORP US N 2 2033-07-28 Fixed 4.91600000 N N N N N N ERP OPERATING LIMITED PARTNERSHIP DX5HQV5MLU50FEWZ5072 26884ABE2 900000.00000000 PA USD 770721.96000000 0.026838121785 Long DBT CORP US N 2 2045-06-01 Fixed 4.50000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAB0 3595000.00000000 PA USD 2992600.77000000 0.104208505906 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N BARRICK (PD) AUSTRALIA FINANCE PTY LTD 5493008DX0TK7OFLV260 06849UAD7 1245000.00000000 PA USD 1283246.13000000 0.044685266159 Long DBT NUSS CA N 2 2039-10-15 Fixed 5.95000000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 74432QAQ8 6384000.00000000 PA USD 6652137.38000000 0.231641087713 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CA2 2765000.00000000 PA USD 2061022.68000000 0.071769043260 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JCM4 530000.00000000 PA USD 507012.37000000 0.017655212176 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N SHARP HEALTHCARE 549300DEPBQ9WUW1K512 819892AL4 1500000.00000000 PA USD 932698.55000000 0.032478479365 Long DBT CORP US N 2 2050-08-01 Fixed 2.68000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CH1 1875000.00000000 PA USD 2338650.45000000 0.081436612486 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 05541VAF3 3255000.00000000 PA USD 3099913.31000000 0.107945348979 Long DBT NUSS GB N 2 2041-10-15 Fixed 5.12500000 N N N N N N BROWN & BROWN, INC. 549300PC8KTJ71XKFY89 115236AF8 1100000.00000000 PA USD 926061.11000000 0.032247350070 Long DBT CORP US N 2 2052-03-17 Fixed 4.95000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 7157000.00000000 PA USD 4769290.68000000 0.166076498067 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N US Airways Pass Through Trusts N/A 90345WAA2 498864.40000000 PA USD 498229.20000000 0.017349364155 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 11282000.00000000 PA USD 8684055.05000000 0.302396634740 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBB7 1475000.00000000 PA USD 993106.00000000 0.034581990857 Long DBT NUSS FR N 2 2041-03-01 Fixed 3.62500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 2696000.00000000 PA USD 2566857.66000000 0.089383256298 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N SNAP-ON INCORPORATED HHWAT5TDOYZMM26KKQ73 833034AL5 1786000.00000000 PA USD 1539789.86000000 0.053618645804 Long DBT CORP US N 2 2048-03-01 Fixed 4.10000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967JU6 1539000.00000000 PA USD 1361872.66000000 0.047423203441 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 1529000.00000000 PA USD 1165952.60000000 0.040600864512 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N MISSOURI ST HEALTH & EDL FACS AUTH EDL FACS REV N/A 60636AEE9 675000.00000000 PA USD 537998.02000000 0.018734196157 Long DBT MUN US N 2 2047-02-15 Fixed 3.68500000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AV7 250000.00000000 PA USD 172132.96000000 0.005994023245 Long DBT CORP US N 2 2041-08-19 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKA6 1075000.00000000 PA USD 840699.39000000 0.029274879638 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAX8 3724000.00000000 PA USD 2480683.57000000 0.086382497474 Long DBT CORP US N 2 2051-06-15 Fixed 2.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796ZS1 2310000.00000000 PA USD 2271332.19000000 0.079092452394 Long DBT UST US N 2 2023-07-06 None 0.00000000 N N N N N N DEVON FINANCING COMPANY, L.L.C. N/A 25179SAD2 815000.00000000 PA USD 921407.35000000 0.032085296587 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 6060000.00000000 PA USD 4796594.66000000 0.167027278736 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AY1 215000.00000000 PA USD 164515.34000000 0.005728762069 Long DBT CORP US N 2 2052-02-25 Fixed 3.75000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAN8 500000.00000000 PA USD 444906.13000000 0.015492545327 Long DBT CORP US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 1465000.00000000 PA USD 1260599.68000000 0.043896670252 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558AX1 500000.00000000 PA USD 460575.90000000 0.016038198906 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N HOAG MEMORIAL HOSPITAL PRESBYTERIAN FZFVQHQN7LISVXIZDB30 43371HAA1 1385000.00000000 PA USD 1126195.20000000 0.039216430179 Long DBT CORP US N 2 2052-07-15 Fixed 3.80300000 N N N N N N CISCO SYSTEMS, INC. 549300LKFJ962MZ46593 17275RAD4 850000.00000000 PA USD 929835.88000000 0.032378795315 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 2820000.00000000 PA USD 2000596.46000000 0.069664878158 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AP4 6605000.00000000 PA USD 5519292.42000000 0.192193099231 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DD9 5660000.00000000 PA USD 4735566.07000000 0.164902137874 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 75000.00000000 PA USD 62939.75000000 0.002191691379 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAW1 5450000.00000000 PA USD 4637846.23000000 0.161499332319 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAU2 915000.00000000 PA USD 620732.80000000 0.021615191141 Long DBT CORP US N 2 2050-07-01 Fixed 2.90000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 150000.00000000 PA USD 161993.28000000 0.005640938759 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BG1 2895000.00000000 PA USD 2071918.96000000 0.072148474111 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 1230000.00000000 PA USD 1313552.09000000 0.045740581938 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N ALIMENTATION COUCHE-TARD INC. 549300OSW32RVX8CCZ87 01626PAG1 1200000.00000000 PA USD 955389.82000000 0.033268635996 Long DBT NUSS CA N 2 2047-07-26 Fixed 4.50000000 N N N N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 4042Q1AD9 1770000.00000000 PA USD 1983844.67000000 0.069081546420 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 435000.00000000 PA USD 292640.91000000 0.010190357599 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 3215000.00000000 PA USD 3160766.71000000 0.110064389366 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 75513ECS8 350000.00000000 PA USD 351521.57000000 0.012240703127 Long DBT CORP US N 2 2053-02-27 Fixed 5.37500000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400FZ1 2480000.00000000 PA USD 2155466.90000000 0.075057784998 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AN5 80000.00000000 PA USD 70849.52000000 0.002467125818 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CK5 975000.00000000 PA USD 844288.84000000 0.029399871660 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140BJ8 3575000.00000000 PA USD 2386746.83000000 0.083111427232 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 710000.00000000 PA USD 527740.64000000 0.018377013115 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N BARRICK NORTH AMERICA FINANCE LLC N/A 06849RAK8 1570000.00000000 PA USD 1579590.86000000 0.055004598379 Long DBT CORP CA N 2 2043-05-01 Fixed 5.75000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCD8 290000.00000000 PA USD 283777.71000000 0.009881722769 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 2215000.00000000 PA USD 1913410.61000000 0.066628887773 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N NISOURCE INC. 549300D8GOWWH0SJB189 65473QAZ6 900000.00000000 PA USD 869140.86000000 0.030265270045 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EK5 1120000.00000000 PA USD 998559.22000000 0.034771883178 Long DBT CORP US N 2 2048-09-15 Fixed 4.20000000 N N N N N N JOBSOHIO BEVERAGE SYS OHIO STATEWIDE LIQUOR PROFITS REV N/A 47770VBQ2 460000.00000000 PA USD 362085.78000000 0.012608570619 Long DBT MUN US N 2 2038-01-01 Fixed 2.83300000 N N N N N N EOG RESOURCES, INC. XWTZDRYZPBUHIQBKDB46 26875PAT8 1600000.00000000 PA USD 1538799.42000000 0.053584156649 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N NORTH TEX TWY AUTH REV N/A 66285WFB7 315000.00000000 PA USD 390195.63000000 0.013587413336 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GXR0 3825000.00000000 PA USD 2938806.02000000 0.102335262211 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8J4 1010000.00000000 PA USD 837533.30000000 0.029164629881 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N BRK: CITIGROUP N/A N/A 14240000.00000000 NC USD -870811.54000000 -0.03032344655 N/A DIR XX N 2 BRK: CITIGROUP N/A Y 2025-09-28 0.00000000 USD 0.00000000 USD -14240000.00000000 USD -870811.54000000 N N N NATIONWIDE MUTUAL INSURANCE COMPANY Z7LVXXWM8HZPKF5T2355 638671AN7 1430000.00000000 PA USD 1116871.08000000 0.038891745168 Long DBT CORP US N 2 2050-04-30 Fixed 4.35000000 N N N N N N DARTMOUTH-HITCHCOCK HEALTH N/A 23745QAA2 3560000.00000000 PA USD 2920527.13000000 0.101698753715 Long DBT CORP US N 2 2048-08-01 Fixed 4.17800000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FY4 1940000.00000000 PA USD 1532882.85000000 0.053378129528 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967DR9 690000.00000000 PA USD 700708.88000000 0.024400122526 Long DBT CORP US N 2 2036-08-25 Fixed 6.12500000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBC4 1795000.00000000 PA USD 1503295.61000000 0.052347841056 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 4855000.00000000 PA USD 4163137.84000000 0.144969011081 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N ENTERGY TEXAS, INC. LWXX58X12AJXISQ28573 29365TAJ3 1440000.00000000 PA USD 1045422.62000000 0.036403763028 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A 13032UB31 390000.00000000 PA USD 278773.33000000 0.009707459978 Long DBT MUN US N 2 2051-08-15 Fixed 3.00000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2U7 240000.00000000 PA USD 194272.98000000 0.006764984219 Long DBT NUSS FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N THE GUARDIAN LIFE INSURANCE COMPANY OF AMERICA N1YIDVMMKBHFYCCAIX69 401378AB0 850000.00000000 PA USD 762738.07000000 0.026560106336 Long DBT CORP US N 2 2064-06-19 Fixed 4.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625HHF0 4885000.00000000 PA USD 5347592.94000000 0.186214170650 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N NSTAR ELECTRIC COMPANY 54930080R72Y2Z31UR68 67021CAQ0 2625000.00000000 PA USD 1832359.94000000 0.063806536957 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BU9 7250000.00000000 PA USD 4451052.10000000 0.154994777019 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966HTX8 1340000.00000000 PA USD 1430360.89000000 0.049808104291 Long DBT MUN US N 2 2036-12-01 Fixed 5.98500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DQ0 20000.00000000 PA USD 14388.22000000 0.000501027375 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GYJ7 320000.00000000 PA USD 251334.44000000 0.008751981466 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N BALTIMORE GAS AND ELECTRIC COMPANY 88V8C2WYSOD1SPSSLH72 059165EH9 4995000.00000000 PA USD 3756542.45000000 0.130810524415 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 3740000.00000000 PA USD 3240706.52000000 0.112848057755 Long DBT CORP US N 2 2053-04-25 Fixed 4.61100000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 790000.00000000 PA USD 697693.74000000 0.024295129158 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 785000.00000000 PA USD 733383.38000000 0.025537915732 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 41342000.00000000 PA USD 42078404.38000000 1.465256473676 Long DBT UST US N 1 2052-11-15 Fixed 4.00000000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BW2 440000.00000000 PA USD 414416.27000000 0.014430825773 Long DBT CORP US N 2 2052-06-01 Fixed 5.15000000 N N N N N N THE KROGER CO. 6CPEOKI6OYJ13Q6O7870 501044DM0 1371000.00000000 PA USD 1301340.87000000 0.045315362175 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBV5 1195000.00000000 PA USD 940946.50000000 0.032765689926 Long DBT CORP US N 2 2050-05-15 Fixed 3.70000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CQ2 1575000.00000000 PA USD 1391943.09000000 0.048470317581 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CJ8 4500000.00000000 PA USD 3629736.23000000 0.126394871362 Long DBT CORP US N 2 2043-03-15 Fixed 3.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TM0 11530000.00000000 PA USD 11366057.81000000 0.395789479940 Long DBT UST US N 1 2042-11-15 Fixed 4.00000000 N N N N N N NIAGARA MOHAWK POWER CORPORATION 3T97Y9RR5EN5Y18QHB56 65364UAP1 500000.00000000 PA USD 327117.91000000 0.011390917558 Long DBT CORP US N 2 2050-06-27 Fixed 3.02500000 N N N N N N FARMERS EXCHANGE CAPITAL N/A 309588AE1 800000.00000000 PA USD 863271.77000000 0.030060896276 Long DBT CORP US Y 2 2048-07-15 Fixed 7.20000000 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918CE2 10194000.00000000 PA USD 7333868.50000000 0.255380365654 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGP3 2584000.00000000 PA USD 1978558.02000000 0.068897454408 Long DBT CORP US N 2 2052-03-01 Fixed 3.87500000 N N N N N N THE COCA-COLA COMPANY UWJKFUJFZ02DKWI3RY53 191216DC1 1800000.00000000 PA USD 1176775.76000000 0.040977749175 Long DBT CORP US N 2 2051-03-15 Fixed 2.50000000 N N N N N N LEVEL 3 FINANCING, INC. 254900AE5FEFIJOXWL19 527298BQ5 241000.00000000 PA USD 182608.11000000 0.006358789485 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FF0 155000.00000000 PA USD 146329.82000000 0.005095504908 Long DBT CORP US N 2 2041-06-01 Fixed 5.20000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBC1 1445000.00000000 PA USD 1194445.80000000 0.041593056264 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967EW7 3325000.00000000 PA USD 4212279.11000000 0.146680211044 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAQ4 500000.00000000 PA USD 384620.81000000 0.013393286653 Long DBT CORP US N 2 2050-07-01 Fixed 4.15000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967NF4 725000.00000000 PA USD 501744.11000000 0.017471760541 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAL3 1760000.00000000 PA USD 1232872.87000000 0.042931165775 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055451AV0 2420000.00000000 PA USD 2347312.73000000 0.081738250868 Long DBT NUSS AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N RAYTHEON TECHNOLOGIES CORPORATION I07WOS4YJ0N7YRFE7309 913017BT5 1840000.00000000 PA USD 1653964.92000000 0.057594455920 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1DU7IM20QESYGDO4HO54 668138AC4 3260000.00000000 PA USD 2305739.35000000 0.080290580381 Long DBT CORP US N 2 2059-09-30 Fixed 3.62500000 N N N N N N United States of America N/A N/A 967.00000000 NC USD 103521882.81000000 3.604844603534 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2023 2023-07-03 104233347.74000000 USD -711464.93000000 N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAL8 1110000.00000000 PA USD 746738.87000000 0.026002981328 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833AL4 930000.00000000 PA USD 799740.40000000 0.027848603473 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAX7 1410000.00000000 PA USD 1049516.62000000 0.036546324518 Long DBT NUSS FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCC0 3085000.00000000 PA USD 2955744.48000000 0.102925094182 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 2705000.00000000 PA USD 2120222.71000000 0.073830509907 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N AEP TRANSMISSION COMPANY, LLC 549300X123Z1I0LA3Y84 00115AAN9 405000.00000000 PA USD 260064.10000000 0.009055966159 Long DBT CORP US N 2 2051-08-15 Fixed 2.75000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 875000.00000000 PA USD 685666.22000000 0.023876306205 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N BECTON, DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887CK3 1430000.00000000 PA USD 1104279.98000000 0.038453297202 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N PPL ELECTRIC UTILITIES CORPORATION 549300GCZLSGYEYPIR35 69351UAR4 3600000.00000000 PA USD 3286669.25000000 0.114448574425 Long DBT CORP US N 2 2043-07-15 Fixed 4.75000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2Y6 6650000.00000000 PA USD 5264929.49000000 0.183335659522 Long DBT CORP US N 2 2031-06-07 Fixed 2.67300000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBP4 6245000.00000000 PA USD 4145281.81000000 0.144347227439 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 8575000.00000000 PA USD 7582883.82000000 0.264051590598 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AT7 1500000.00000000 PA USD 1010763.92000000 0.035196875902 Long DBT CORP US N 2 2051-05-01 Fixed 3.25000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804FR0 1000000.00000000 PA USD 860275.48000000 0.029956559303 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N DUKE UNIVERSITY HEALTH SYSTEM, INC. SYIJ9BNVFR17R33OPQ57 26443CAA1 2150000.00000000 PA USD 1815104.56000000 0.063205669181 Long DBT CORP US N 2 2047-06-01 Fixed 3.92000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDW8 2175000.00000000 PA USD 1329244.62000000 0.046287028067 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N ELEVANCE HEALTH, INC. 8MYN82XMYQH89CTMTH67 94973VAY3 65000.00000000 PA USD 58633.01000000 0.002041721846 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 2462000.00000000 PA USD 2070541.68000000 0.072100514393 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N PAYPAL HOLDINGS, INC. 5493005X2GO78EFZ3E94 70450YAJ2 2000000.00000000 PA USD 1382829.34000000 0.048152958085 Long DBT CORP US N 2 2050-06-01 Fixed 3.25000000 N N N N N N CITY OF HOPE 549300QIQJNNQEIXBL15 17858PAA9 920000.00000000 PA USD 915717.02000000 0.031887147608 Long DBT CORP US N 2 2043-11-15 Fixed 5.62300000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 257469AJ5 20000.00000000 PA USD 19479.51000000 0.000678316551 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AU3 950000.00000000 PA USD 722930.24000000 0.025173915926 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJW0 5174000.00000000 PA USD 3847087.03000000 0.133963472678 Long DBT CORP US N 2 2042-04-22 Fixed 3.31100000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAQ5 899000.00000000 PA USD 856638.42000000 0.029829909403 Long DBT NUSS NO N 2 2043-11-08 Fixed 4.80000000 N N N N N N RAYMOND JAMES FINANCIAL, INC. RGUZHJ05YTITL6D76949 754730AH2 1115000.00000000 PA USD 837990.65000000 0.029180555747 Long DBT CORP US N 2 2051-04-01 Fixed 3.75000000 N N N N N N PARKER-HANNIFIN CORPORATION 5493002CONDB4N2HKI23 701094AP9 361000.00000000 PA USD 289676.27000000 0.010087122744 Long DBT CORP US N 2 2049-06-14 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDZ2 1780000.00000000 PA USD 1205671.43000000 0.041983955759 Long DBT CORP US N 2 2050-05-15 Fixed 2.90000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CS8 1225000.00000000 PA USD 879875.16000000 0.030639060420 Long DBT CORP US N 2 2050-03-01 Fixed 3.20000000 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 855244AX7 770000.00000000 PA USD 548309.29000000 0.019093255758 Long DBT CORP US N 2 2050-03-12 Fixed 3.35000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 172967LJ8 3094000.00000000 PA USD 2618504.89000000 0.091181718935 Long DBT CORP US N 2 2048-04-24 Fixed 4.28100000 N N N N N N APOLLO MANAGEMENT HOLDINGS, L.P. 5493006XQW0V5K38YM64 03765HAD3 2245000.00000000 PA USD 2104218.61000000 0.073273214271 Long DBT CORP US N 2 2029-02-15 Fixed 4.87200000 N N N N N N ENI S.P.A. BUCRF72VH5RBN7X3VL35 26874RAC2 2285000.00000000 PA USD 2092433.11000000 0.072862818952 Long DBT NUSS IT N 2 2040-10-01 Fixed 5.70000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CC4 1505000.00000000 PA USD 1198495.49000000 0.041734074788 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DV7 1060000.00000000 PA USD 861312.23000000 0.029992661068 Long DBT CORP US N 2 2042-03-15 Fixed 3.55000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FN3 3215000.00000000 PA USD 2017360.22000000 0.070248626715 Long DBT CORP US N 2 2062-09-16 Fixed 2.97300000 N N N N N N AMERICAN WATER CAPITAL CORP. 5IDHQUFVC8Q2KIBBFF06 03040WAX3 150000.00000000 PA USD 110947.97000000 0.003863436213 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BA0 2955000.00000000 PA USD 2605728.22000000 0.090736809041 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Novant Health, Inc. 549300ZUXEGFGE8EP917 66988AAH7 2330000.00000000 PA USD 1642348.66000000 0.057189953886 Long DBT CORP US N 2 2051-11-01 Fixed 3.16800000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EU3 3851000.00000000 PA USD 2760931.51000000 0.096141306402 Long DBT CORP US N 2 2041-09-22 Fixed 2.50000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAE7 1340000.00000000 PA USD 891404.15000000 0.031040523534 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 58933YAT2 1040000.00000000 PA USD 855988.06000000 0.029807262532 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGT1 5055000.00000000 PA USD 4142096.62000000 0.144236312580 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHU6 935000.00000000 PA USD 786032.13000000 0.027371253353 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N CROWN CASTLE INC. 54930012H97VSM0I2R19 22822VAU5 100000.00000000 PA USD 65777.03000000 0.002290491297 Long DBT CORP US N 2 2051-01-15 Fixed 3.25000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHS1 2870000.00000000 PA USD 2413669.63000000 0.084048934430 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAN6 3170000.00000000 PA USD 2520499.02000000 0.087768953228 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EZ2 1714000.00000000 PA USD 1615288.32000000 0.056247657262 Long DBT CORP US N 2 2052-09-09 Fixed 4.50000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CD2 3035000.00000000 PA USD 2250943.41000000 0.078382473194 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N THE JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AF5 490000.00000000 PA USD 319586.63000000 0.011128662918 Long DBT CORP US N 2 2060-01-01 Fixed 2.81300000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BJ4 5450000.00000000 PA USD 4707940.32000000 0.163940152513 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VAQ7 2331000.00000000 PA USD 1710693.07000000 0.059569846628 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N SOUTHWEST GAS CORPORATION OQQR1IQTGBKH0UR88X59 845011AD7 1065000.00000000 PA USD 677160.46000000 0.023580118171 Long DBT CORP US N 2 2051-08-15 Fixed 3.18000000 N N N N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612EBR6 1775000.00000000 PA USD 1658667.14000000 0.057758196879 Long DBT CORP US N 2 2053-01-15 Fixed 4.80000000 N N N N N N MUNICIPAL ELEC AUTH GA N/A 626207YF5 136000.00000000 PA USD 149061.43000000 0.005190625179 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 1455000.00000000 PA USD 1320505.18000000 0.045982702814 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 2000000.00000000 PA USD 1766313.26000000 0.061506655893 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N APPLIED MATERIALS, INC. 41BNNE1AFPNAZELZ6K07 038222AM7 40000.00000000 PA USD 35910.56000000 0.001250479463 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 17930000.00000000 PA USD 14682288.72000000 0.511267452089 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525AV5 1700000.00000000 PA USD 1486316.77000000 0.051756602971 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N CALIFORNIA HEALTH FACS FING AUTH REV N/A 13032UD96 1975000.00000000 PA USD 1790588.33000000 0.062351963694 Long DBT MUN US N 2 2041-06-01 Fixed 4.35300000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 4086292.67000000 NS USD 4086292.67000000 0.142293104414 Long STIV RF US N 2 N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAB4 240000.00000000 PA USD 180103.74000000 0.006271582177 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAS2 3594000.00000000 PA USD 2803357.27000000 0.097618658511 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N DOMINION ENERGY SOUTH CAROLINA, INC. 3QRVFYR22IUIEOORTK28 837004CJ7 930000.00000000 PA USD 887349.91000000 0.030899346569 Long DBT CORP US N 2 2065-06-01 Fixed 5.10000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111EM1 65000.00000000 PA USD 68072.68000000 0.002370430545 Long DBT CORP US N 2 2036-06-15 Fixed 6.20000000 N N N N N N UNITED AIR LINES, INC. N/A 90931CAA6 944444.15000000 PA USD 851014.16000000 0.029634061117 Long DBT CORP US N 2 2033-08-25 Fixed 4.15000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EV1 5825000.00000000 PA USD 3955937.32000000 0.137753863365 Long DBT CORP US N 2 2051-09-22 Fixed 2.65000000 N N N N N N INDIANAPOLIS POWER & LIGHT COMPANY 2T85JNP2R2B2GTSFND21 455434BQ2 1750000.00000000 PA USD 1484783.27000000 0.051703203351 Long DBT CORP US N 2 2043-06-01 Fixed 4.65000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAX2 2475000.00000000 PA USD 2326629.44000000 0.081018016225 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N UNION ELECTRIC COMPANY QMPJLLDULY5C1M8PNY21 906548CW0 1925000.00000000 PA USD 1924774.76000000 0.067024610819 Long DBT NUSS US N 2 2053-03-15 Fixed 5.45000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CC8 4920000.00000000 PA USD 3408165.23000000 0.118679314013 Long DBT CORP US N 2 2061-05-12 Fixed 3.25000000 N N N N N N PRESIDENT AND FELLOWS OF HARVARD COLLEGE 6S3X7J22E861RNTJSA74 740816AL7 400000.00000000 PA USD 347803.76000000 0.012111241346 Long DBT CORP US N 2 2037-10-01 Fixed 3.61900000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DH6 575000.00000000 PA USD 437343.00000000 0.015229181605 Long DBT CORP US N 2 2051-08-01 Fixed 3.50000000 N N N N N N ANALOG DEVICES, INC. GYVOE5EZ4GDAVTU4CQ61 032654AX3 1759000.00000000 PA USD 1210195.57000000 0.042141495607 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AH9 755000.00000000 PA USD 684537.48000000 0.023837001160 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N PEACEHEALTH PLDU35L52IYZUL5SMS69 70462GAC2 1415000.00000000 PA USD 968190.90000000 0.033714395896 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 2205000.00000000 PA USD 2324522.25000000 0.080944639541 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677052AA0 1880000.00000000 PA USD 1735353.35000000 0.060428568232 Long DBT CORP US N 2 2040-11-01 Fixed 5.37500000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122DW5 2648000.00000000 PA USD 2093124.92000000 0.072886909198 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAS7 500000.00000000 PA USD 411053.02000000 0.014313710499 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N WALMART INC. Y87794H0US1R65VBXU25 931142EZ2 1965000.00000000 PA USD 1851832.88000000 0.064484624727 Long DBT CORP US N 2 2052-09-09 Fixed 4.50000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FR2 425000.00000000 PA USD 397054.70000000 0.013826260243 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV N/A 79771FAA5 835000.00000000 PA USD 649719.09000000 0.022624553300 Long DBT MUN US N 2 2041-11-01 Fixed 2.82500000 N N N N N N CHARTER COMMUNICATIONS OPERATING, LLC 549300TPZNMN50BJ3745 161175CE2 194000.00000000 PA USD 125192.21000000 0.004359449909 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N MACQUARIE GROUP LIMITED ACMHD8HWFMFUIQQ8Y590 55608JAZ1 2015000.00000000 PA USD 1597129.36000000 0.055615324975 Long DBT NUSS AU N 2 2033-01-14 Fixed 2.87100000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KH9 685000.00000000 PA USD 680800.85000000 0.023706884028 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N Health Care Service Corporation 549300TMJ1FKCKECR148 42218SAH1 2460000.00000000 PA USD 1727884.57000000 0.060168489971 Long DBT CORP US N 2 2050-06-01 Fixed 3.20000000 N N N N N N TUCSON ELECTRIC POWER COMPANY YLF139GXSRKPBBTNZL03 898813AQ3 1875000.00000000 PA USD 1649024.98000000 0.057422437062 Long DBT CORP US N 2 2048-12-01 Fixed 4.85000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 26442UAE4 1850000.00000000 PA USD 1392454.84000000 0.048488137767 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 59023VAA8 1055000.00000000 PA USD 1245298.21000000 0.043363841636 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N ATHENE HOLDING LTD. 549300H316CT32FQXI76 04686JAE1 810000.00000000 PA USD 515106.32000000 0.017937060141 Long DBT NUSS US N 2 2052-05-15 Fixed 3.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TJ7 489000.00000000 PA USD 411065.63000000 0.014314149605 Long DBT UST US N 1 2052-08-15 Fixed 3.00000000 N N N N N N PUGET SOUND ENERGY, INC. 8MNFJR7KOMBQ7X62LK44 745332CH7 1470000.00000000 PA USD 1233603.21000000 0.042956597714 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N UBS AG LONDON BRANCH N/A 902674XN5 2250000.00000000 PA USD 2001845.32000000 0.069708366028 Long DBT NUSS CH N 2 2048-06-26 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBN1 360000.00000000 PA USD 376475.25000000 0.013109641522 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 7745000.00000000 PA USD 5906018.91000000 0.205659709987 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CS1 985000.00000000 PA USD 625458.97000000 0.021779766089 Long DBT CORP US N 2 2050-09-01 Fixed 2.25000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BJ7 537000.00000000 PA USD 416429.88000000 0.014500943809 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RCC0 2235000.00000000 PA USD 2141357.84000000 0.074566478547 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FF0 1455000.00000000 PA USD 1067357.01000000 0.037167563544 Long DBT CORP US N 2 2041-10-21 Fixed 2.62500000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 6255095.82000000 NS USD 6255095.82000000 0.217815285032 Long STIV RF US N 2 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140CC2 1570000.00000000 PA USD 1374666.75000000 0.047868719935 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBX1 821000.00000000 PA USD 832099.85000000 0.028975425991 Long DBT CORP US N 2 2052-10-01 Fixed 5.35000000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBA3 1330000.00000000 PA USD 1070202.75000000 0.037266658056 Long DBT CORP US N 2 2042-09-01 Fixed 3.65000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 1195000.00000000 PA USD 911416.18000000 0.031737383525 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N TRANSCANADA PIPELINES LIMITED 5BV01I6231JPDAPMGH09 89352HAE9 1765000.00000000 PA USD 1963259.06000000 0.068364713195 Long DBT NUSS CA N 2 2038-08-15 Fixed 7.25000000 N N N N N N HCA INC. L3CJ6J7LJ2DX62FTXD46 404119BZ1 1780000.00000000 PA USD 1535253.52000000 0.053460681127 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N NEW JERSEY ST TPK AUTH TPK REV N/A 646139X83 2460000.00000000 PA USD 3004135.52000000 0.104610169595 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N META PLATFORMS, INC. BQ4BKCS1HXDV9HN80Z93 30303M8J4 3734000.00000000 PA USD 3096385.48000000 0.107822502692 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N KAISER FOUNDATION HOSPITALS DW4Z57L3G4IRMHYZYK62 48305QAD5 960000.00000000 PA USD 844553.93000000 0.029409102639 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GZ4 1465000.00000000 PA USD 1106997.57000000 0.038547929268 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746NL1 1002000.00000000 PA USD 1013665.82000000 0.035297926021 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGC2 2100000.00000000 PA USD 1476272.15000000 0.051406828670 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 8426EPAB4 560000.00000000 PA USD 420242.07000000 0.014633692095 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N MIDAMERICAN ENERGY COMPANY NINLOILYRTLIMK26MZ18 595620AL9 1120000.00000000 PA USD 1042422.68000000 0.036299298955 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAQ6 2535000.00000000 PA USD 1987196.11000000 0.069198250445 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N BMW US CAPITAL, LLC KK5MZM9DIXLXZL9DZL15 05565EBL8 1030000.00000000 PA USD 977396.89000000 0.034034967378 Long DBT CORP DE N 2 2030-04-09 Fixed 4.15000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DT7 808000.00000000 PA USD 847784.87000000 0.029521610606 Long DBT CORP US N 2 2040-09-15 Fixed 5.60000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CG5 2650000.00000000 PA USD 1588685.65000000 0.055321297648 Long DBT CORP US N 2 2051-03-15 Fixed 2.37500000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 735000.00000000 PA USD 621337.71000000 0.021636255350 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401BB3 975000.00000000 PA USD 1023923.20000000 0.035655109062 Long DBT NUSS CH N 2 2033-11-15 Fixed 9.01600000 N N N N N N NEW YORK ST URBAN DEV CORP REV N/A 650035TD0 1970000.00000000 PA USD 2031107.82000000 0.070727346386 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N PENNSYLVANIA ELECTRIC COMPANY O1PLQWO3TX952VMBJ146 708696BV0 100000.00000000 PA USD 99497.37000000 0.003464702800 Long DBT CORP US N 2 2038-10-01 Fixed 6.15000000 N N N N N N MASS GENERAL BRIGHAM INCORPORATED 5493007Z86EDN0QFYU66 70213HAF5 1015000.00000000 PA USD 713373.87000000 0.024841143493 Long DBT CORP US N 2 2060-07-01 Fixed 3.34200000 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS COMPANY 549300RUHPVD434XUK18 74456QBF2 695000.00000000 PA USD 563542.63000000 0.019623711948 Long DBT CORP US N 2 2044-06-01 Fixed 4.00000000 N N N N N N THE ALLSTATE CORPORATION OBT0W1ED8G0NWVOLOJ77 020002BA8 528000.00000000 PA USD 469981.81000000 0.016365732012 Long DBT CORP US N 2 2043-06-15 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 1185000.00000000 PA USD 951401.34000000 0.033129748930 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FJ2 5809000.00000000 PA USD 4681421.46000000 0.163016711335 Long DBT CORP US N 2 2042-12-01 Fixed 3.85000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FM3 8220000.00000000 PA USD 5477653.96000000 0.190743162525 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 900000.00000000 PA USD 777100.83000000 0.027060247141 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FW3 1650000.00000000 PA USD 1110184.45000000 0.038658902976 Long DBT CORP US N 2 2052-03-10 Fixed 2.95000000 N N N N N N ALPHABET INC. 5493006MHB84DD0ZWV18 02079KAG2 2265000.00000000 PA USD 1313770.49000000 0.045748187075 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TQ1 11935000.00000000 PA USD 11578814.84000000 0.403198116748 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YES0 240000.00000000 PA USD 223632.12000000 0.007787329780 Long DBT CORP US N 2 2037-04-20 Fixed 5.29700000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 1365000.00000000 PA USD 1205734.27000000 0.041986143977 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEF5 2295000.00000000 PA USD 1643619.47000000 0.057234206100 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N MOODY'S CORPORATION 549300GCEDD8YCF5WU84 615369AT2 770000.00000000 PA USD 535426.40000000 0.018644647066 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N THE EAST OHIO GAS COMPANY BC95Y6MXLT75BGO7UM71 27409LAE3 1415000.00000000 PA USD 909484.27000000 0.031670110451 Long DBT CORP US N 2 2050-06-15 Fixed 3.00000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AK1 1300000.00000000 PA USD 924890.72000000 0.032206594686 Long DBT CORP US N 2 2046-11-01 Fixed 3.64000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GDZ5 3000000.00000000 PA USD 3302397.30000000 0.114996257433 Long DBT MUN US N 2 2045-05-15 Fixed 5.94600000 N N N N N N PRUDENTIAL FINANCIAL, INC. 5PRBRS5FEH7NREC8OR45 744320AY8 895000.00000000 PA USD 706541.84000000 0.024603238174 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N SALESFORCE, INC. RCGZFPDMRW58VJ54VR07 79466LAM6 3100000.00000000 PA USD 1987759.84000000 0.069217880682 Long DBT CORP US N 2 2061-07-15 Fixed 3.05000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC 549300S8SEQBOJLKHW63 15189XAY4 820000.00000000 PA USD 636133.33000000 0.022151469230 Long DBT CORP US N 2 2052-03-01 Fixed 3.60000000 N N N N N N THE PNC FINANCIAL SERVICES GROUP, INC. CFGNEKW0P8842LEUIA51 693475BM6 745000.00000000 PA USD 720376.21000000 0.025084979355 Long DBT CORP US N 2 2034-01-24 Fixed 5.06800000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBJ9 2160000.00000000 PA USD 1921501.57000000 0.066910631619 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAP9 125000.00000000 PA USD 87597.99000000 0.003050341946 Long DBT CORP US N 2 2040-09-15 Fixed 2.65000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BM1 150000.00000000 PA USD 145153.53000000 0.005054544074 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CN6 2010000.00000000 PA USD 1709195.28000000 0.059517690504 Long DBT CORP US N 2 2042-02-01 Fixed 4.10000000 N N N N N N CONSUMERS ENERGY COMPANY 7NKTFWJ1G6MELP9TU740 210518DQ6 790000.00000000 PA USD 670975.58000000 0.023364747945 Long DBT CORP US N 2 2052-09-01 Fixed 4.20000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FL6 2065000.00000000 PA USD 1738884.79000000 0.060551540227 Long DBT CORP US N 2 2044-10-01 Fixed 4.05000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 2264000.00000000 PA USD 1808246.59000000 0.062966860579 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N WISCONSIN PUBLIC SERVICE CORPORATION 549300BJRHJVYNUMQZ30 976843BN1 800000.00000000 PA USD 523839.66000000 0.018241172979 Long DBT CORP US N 2 2051-12-01 Fixed 2.85000000 N N N N N N Siemens Financieringsmaatschappij N.V. TAFO772JB70PDRN5VS48 82620KBF9 5655000.00000000 PA USD 4225117.19000000 0.147127259360 Long DBT NUSS DE N 2 2041-03-11 Fixed 2.87500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 820000.00000000 PA USD 585627.77000000 0.020392761888 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N NATIONWIDE CHILDREN'S HOSPITAL 549300P18KU1WR8JWZ05 63861UAA7 355000.00000000 PA USD 329137.05000000 0.011461228160 Long DBT CORP US N 2 2052-11-01 Fixed 4.55600000 N N N N N N CHUBB INA HOLDINGS INC. CZCBJZWDMLTHWJDXU843 171239AJ5 1200000.00000000 PA USD 784836.14000000 0.027329606525 Long DBT CORP US N 2 2061-12-15 Fixed 3.05000000 N N N N N N DOLLAR TREE, INC. 549300PMSTQITB1WHR43 256746AK4 855000.00000000 PA USD 572385.57000000 0.019931641283 Long DBT CORP US N 2 2051-12-01 Fixed 3.37500000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BD8 1435000.00000000 PA USD 1301406.67000000 0.045317653466 Long DBT CORP US N 2 2052-05-15 Fixed 4.60000000 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JQ1 1275000.00000000 PA USD 998822.56000000 0.034781053218 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833CD0 425000.00000000 PA USD 359276.91000000 0.012510759996 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBQ2 6810000.00000000 PA USD 4696982.85000000 0.163558590899 Long DBT CORP US N 2 2061-02-08 Fixed 3.37900000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CB0 1740000.00000000 PA USD 1246694.06000000 0.043412448000 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PDB9 1854000.00000000 PA USD 1595779.11000000 0.055568306496 Long DBT CORP US N 2 2044-06-01 Fixed 4.12500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 49000.00000000 PA USD 35771.16000000 0.001245625268 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAB0 2166000.00000000 PA USD 2304176.42000000 0.080236155948 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PES7 2341000.00000000 PA USD 2525263.36000000 0.087934857333 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081DK6 1075000.00000000 PA USD 993502.22000000 0.034595788051 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582BF8 907000.00000000 PA USD 802061.30000000 0.027929421978 Long DBT NUSS NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N TRUSTEES OF BOSTON UNIVERSITY. 549300M1CR2B2GU2ZU17 89838QAA1 1800000.00000000 PA USD 1594879.52000000 0.055536980925 Long DBT CORP US N 2 2048-10-01 Fixed 4.06100000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GD0 540000.00000000 PA USD 320031.76000000 0.011144163259 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JD3 2490000.00000000 PA USD 2273227.35000000 0.079158445758 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LBJ9 2169000.00000000 PA USD 1929507.83000000 0.067189426038 Long DBT CORP US N 2 2053-01-15 Fixed 4.45000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBR0 1490000.00000000 PA USD 1102615.51000000 0.038395336938 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N BP CAPITAL MARKETS AMERICA INC. 5493009NTB34VXE1T760 10373QBG4 400000.00000000 PA USD 271075.32000000 0.009439399457 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES, INC. 6WQI0GK1PRFVBA061U48 31620MBZ8 1150000.00000000 PA USD 1074272.99000000 0.037408392173 Long DBT CORP US N 2 2052-07-15 Fixed 5.62500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCD6 2065000.00000000 PA USD 1512272.60000000 0.052660438288 Long DBT CORP US N 2 2042-04-22 Fixed 3.15700000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122CR7 1944000.00000000 PA USD 1678537.80000000 0.058450134077 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N DANAHER CORPORATION S4BKK9OTCEWQ3YHPFM11 235851AW2 1625000.00000000 PA USD 1074375.17000000 0.037411950291 Long DBT CORP US N 2 2051-12-10 Fixed 2.80000000 N N N N N N ARIZONA PUBLIC SERVICE COMPANY YG6VT0TPHRH4TFVAQV64 040555CX0 1200000.00000000 PA USD 943195.85000000 0.032844016913 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CG7 400000.00000000 PA USD 340668.00000000 0.011862759525 Long DBT CORP US N 2 2047-03-03 Fixed 3.75000000 N N N N N N DTE ELECTRIC COMPANY 9N0FWODEJVKHC2DYLO03 23338VAE6 2000000.00000000 PA USD 1591085.26000000 0.055404856998 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JF8 3435000.00000000 PA USD 2666086.41000000 0.092838605198 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N CATERPILLAR INC. WRJR7GS4GTRECRRTVX92 149123CE9 480000.00000000 PA USD 452885.52000000 0.015770404077 Long DBT CORP US N 2 2064-05-15 Fixed 4.75000000 N N N N N N PHARMACIA LLC N/A 71713UAW2 1045000.00000000 PA USD 1139918.23000000 0.039694294272 Long DBT CORP US N 2 2028-12-01 Fixed 6.60000000 N N N N N N PUBLIC SERVICE COMPANY OF COLORADO 5BANEF6PGSEK0SNMQF44 744448CX7 3360000.00000000 PA USD 2995581.66000000 0.104312306619 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PCZ3 1655000.00000000 PA USD 1433804.07000000 0.049928002891 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BD4 450000.00000000 PA USD 406478.40000000 0.014154412834 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CG1 1665000.00000000 PA USD 1790753.10000000 0.062357701324 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FQ1 930000.00000000 PA USD 771507.51000000 0.026865476250 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PDT6 1900000.00000000 PA USD 1551659.11000000 0.054031957470 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAD5 2585000.00000000 PA USD 1952311.61000000 0.067983500499 Long DBT CORP US N 2 2049-10-01 Fixed 3.81700000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BT2 4628000.00000000 PA USD 2969461.19000000 0.103402738200 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833DG2 165000.00000000 PA USD 137850.16000000 0.004800225728 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KN0 3335000.00000000 PA USD 2469288.26000000 0.085985689373 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N PFIZER INC. 765LHXWGK1KXCLTFYQ30 717081EU3 2100000.00000000 PA USD 1831561.64000000 0.063778738511 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CW3 4910000.00000000 PA USD 4670521.23000000 0.162637142936 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N TTX COMPANY 549300I8CNSYS1OGX775 87305QCN9 1642000.00000000 PA USD 1464606.25000000 0.051000598069 Long DBT CORP US N 2 2049-02-01 Fixed 4.60000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAM6 2165000.00000000 PA USD 1862934.00000000 0.064871188528 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 983024AN0 475000.00000000 PA USD 509265.56000000 0.017733672880 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N SOUTHERN COMPANY GAS CAPITAL CORPORATION E8CD46SWUD2TSN8PA636 001192AH6 100000.00000000 PA USD 100807.03000000 0.003510307852 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PAL0 2789000.00000000 PA USD 2238175.48000000 0.077937867645 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GDZ5 1795000.00000000 PA USD 1975934.38000000 0.068806093874 Long DBT MUN US N 2 2045-05-15 Fixed 5.94600000 N N N N N N CINCINNATI FINANCIAL CORPORATION 254900Q4WEDMZBOZ0002 172062AE1 3553000.00000000 PA USD 3731760.88000000 0.129947579244 Long DBT CORP US N 2 2034-11-01 Fixed 6.12500000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CS9 1275000.00000000 PA USD 1044356.76000000 0.036366647594 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KB6 530000.00000000 PA USD 449435.75000000 0.015650276000 Long DBT CORP US N 2 2039-05-15 Fixed 4.15000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PBQ4 135000.00000000 PA USD 143216.49000000 0.004987092362 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N VERIZON COMMUNICATIONS INC. 2S72QS2UO2OESLG6Y829 92343VGB4 510000.00000000 PA USD 368193.95000000 0.012821269645 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BQ2 500000.00000000 PA USD 410588.21000000 0.014297524860 Long DBT CORP US N 2 2047-06-15 Fixed 4.20000000 N N N N N N LOS ANGELES CALIF UNI SCH DIST N/A 544646ZR6 3950000.00000000 PA USD 4445676.42000000 0.154807584799 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CAR5 1570000.00000000 PA USD 1228028.13000000 0.042762461976 Long DBT CORP US N 2 2046-03-15 Fixed 3.87500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GJA8 5005000.00000000 PA USD 4018366.00000000 0.139927758237 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFV8 3770000.00000000 PA USD 3830084.38000000 0.133371405480 Long SN UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CQ3 510000.00000000 PA USD 390521.20000000 0.013598750352 Long DBT CORP US N 2 2052-04-15 Fixed 3.62500000 N N N N N N DISTRICT COLUMBIA WTR & SWR AUTH PUB UTIL REV N/A 254845JZ4 530000.00000000 PA USD 485229.58000000 0.016896690684 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N KKR GROUP FINANCE CO. X LLC N/A 48255BAA4 643000.00000000 PA USD 408239.95000000 0.014215753623 Long DBT CORP US N 2 2051-12-15 Fixed 3.25000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BJ0 3112000.00000000 PA USD 2874118.56000000 0.100082711980 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N UNIV CALIF REGTS MED CTR POOLED REV N/A 913366KW9 2395000.00000000 PA USD 2222434.74000000 0.077389742745 Long DBT MUN US N 2 2053-05-15 Fixed 4.56300000 N N N N N N AT&T INC. 549300Z40J86GGSTL398 00206RBH4 500000.00000000 PA USD 415923.50000000 0.014483310617 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076BH4 3635000.00000000 PA USD 3143054.62000000 0.109447618010 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N ONCOR ELECTRIC DELIVERY COMPANY LLC 549300SP2X2BS1KERD24 68233JBP8 475000.00000000 PA USD 381807.83000000 0.013295332911 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CY4 1015000.00000000 PA USD 922064.41000000 0.032108176766 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N ENTERGY ARKANSAS, LLC 549300A0I5ONUIFMLP35 29366MAC2 2825000.00000000 PA USD 2002178.69000000 0.069719974656 Long DBT CORP US N 2 2052-06-15 Fixed 3.35000000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BD8 1285000.00000000 PA USD 1184075.70000000 0.041231948081 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FG7 560000.00000000 PA USD 475037.91000000 0.016541795800 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N WASHINGTON ST N/A 93974CRE2 2495000.00000000 PA USD 2559075.59000000 0.089112268635 Long DBT MUN US N 2 2040-08-01 Fixed 5.14000000 N N N N N N Duke Energy Progress, LLC 0NIFZ782LS46WOC9QK20 144141DD7 860000.00000000 PA USD 716621.02000000 0.024954215926 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AJ2 250000.00000000 PA USD 208367.96000000 0.007255800375 Long DBT CORP US N 2 2042-02-15 Fixed 4.48700000 N N N N N N BURLINGTON NORTHERN SANTA FE, LLC N/A 12189LAW1 1400000.00000000 PA USD 1191373.34000000 0.041486066896 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 2620000.00000000 PA USD 1912661.94000000 0.066602817545 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N ENTERGY LOUISIANA, LLC 0V5453U14HDZO63CGH17 29364WBJ6 3475000.00000000 PA USD 2601729.41000000 0.090597562263 Long DBT CORP US N 2 2041-06-15 Fixed 3.10000000 N N N N N N DUKE ENERGY INDIANA, LLC 6URPHM2EAWGJ2C6ISB97 263901AB6 4275000.00000000 PA USD 4616748.54000000 0.160764667416 Long DBT CORP US N 2 2039-04-01 Fixed 6.45000000 N N N N N N THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 437076CK6 2560000.00000000 PA USD 1671307.34000000 0.058198354607 Long DBT CORP US N 2 2051-09-15 Fixed 2.75000000 N N N N N N B.A.T CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBT1 110000.00000000 PA USD 75325.51000000 0.002622988984 Long DBT CORP GB N 2 2040-09-25 Fixed 3.73400000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 459200KC4 3725000.00000000 PA USD 3079101.50000000 0.107220639006 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FY7 1330000.00000000 PA USD 1074790.02000000 0.037426396220 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N UNIVERSITY CALIF REVS N/A 91412GXE0 950000.00000000 PA USD 859933.64000000 0.029944655732 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135CJ3 1611000.00000000 PA USD 1352565.51000000 0.047099109360 Long DBT CORP US N 2 2052-04-13 Fixed 3.95000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GF5 400000.00000000 PA USD 263692.62000000 0.009182318678 Long DBT CORP US N 2 2051-11-15 Fixed 2.95000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CV1 1765000.00000000 PA USD 1191687.14000000 0.041496994056 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 2340000.00000000 PA USD 1593918.52000000 0.055503516931 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEE8 3170000.00000000 PA USD 2381988.31000000 0.082945725791 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WAW5 1675000.00000000 PA USD 1766716.74000000 0.061520705896 Long DBT NUSS MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 637432PA7 1325000.00000000 PA USD 1364103.19000000 0.047500875077 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 1380000.00000000 PA USD 1163223.57000000 0.040505834082 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066GAG9 890000.00000000 PA USD 731719.38000000 0.025479971834 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N MARSH & MCLENNAN COMPANIES, INC. 549300XMP3KDCKJXIU47 571748BQ4 1175000.00000000 PA USD 775255.07000000 0.026995973987 Long DBT CORP US N 2 2051-12-15 Fixed 2.90000000 N N N N N N BHP BILLITON FINANCE (USA) LIMITED 5493003NUVITP3TMY274 055450AH3 1320000.00000000 PA USD 1366747.52000000 0.047592956079 Long DBT NUSS AU N 2 2026-03-01 Fixed 6.42000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBQ3 1150000.00000000 PA USD 1018175.83000000 0.035454973833 Long DBT CORP US N 2 2045-08-15 Fixed 4.60000000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RAY4 1675000.00000000 PA USD 1742356.67000000 0.060672438220 Long DBT CORP US N 2 2041-02-06 Fixed 5.87500000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513YJJ8 1265000.00000000 PA USD 1067920.59000000 0.037187188557 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.12500000 N N N N N N ROCHE HOLDINGS, INC. PVJRP0EQNV6OGDPZGY95 771196BY7 700000.00000000 PA USD 459952.79000000 0.016016500935 Long DBT CORP US N 2 2051-12-13 Fixed 2.60700000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAC1 3100000.00000000 PA USD 3044209.95000000 0.106005643564 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GFD1 1668000.00000000 PA USD 1775502.93000000 0.061826659079 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AL0 1400000.00000000 PA USD 1056136.54000000 0.036776843730 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N S&P GLOBAL INC. Y6X4K52KMJMZE7I7MY94 78409VBD5 945000.00000000 PA USD 747906.78000000 0.026043650353 Long DBT CORP US N 2 2052-03-01 Fixed 3.70000000 N N N N N N FLORIDA ST BRD ADMIN FIN CORP REV N/A 341271AF1 1369000.00000000 PA USD 1120783.05000000 0.039027967999 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAH7 697000.00000000 PA USD 597001.41000000 0.020788815395 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 94980VAG3 4720000.00000000 PA USD 4852491.58000000 0.168973724308 Long DBT CORP US N 2 2036-08-26 Fixed 5.95000000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PBN5 180000.00000000 PA USD 122609.12000000 0.004269501409 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46647PCE4 2550000.00000000 PA USD 1809049.99000000 0.062994836617 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N CSL FINANCE PLC 2549007CCNBNAF4HBC02 12661PAE9 1105000.00000000 PA USD 1002842.05000000 0.034921020116 Long DBT NUSS AU N 2 2052-04-27 Fixed 4.75000000 N N N N N N NEW YORK ST DORM AUTH ST PERS INCOME TAX REV N/A 64990FRB2 3670000.00000000 PA USD 3018724.74000000 0.105118196203 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YBD0 275000.00000000 PA USD 252075.26000000 0.008777778340 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N KKR GROUP FINANCE CO. III LLC N/A 48250AAA1 1122000.00000000 PA USD 985042.43000000 0.034301200786 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N KILROY REALTY, L.P. 5493008CT3N3JR7P1552 49427RAR3 455000.00000000 PA USD 312159.83000000 0.010870046487 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N CALIFORNIA INSTITUTE OF TECHNOLOGY 549300CITPNHOTVPHC04 13034VAB0 650000.00000000 PA USD 578957.03000000 0.020160473019 Long DBT CORP US N 2 2045-08-01 Fixed 4.32100000 N N N N N N CITIGROUP CAPITAL III 549300XM9G8HLD2LDU04 17305HAA6 890000.00000000 PA USD 950232.36000000 0.033089042645 Long DBT CORP US N 2 2036-12-01 Fixed 7.62500000 N N N N N N PECO Energy Company YH65D4JBECK76IFEJ279 693304BA4 1919000.00000000 PA USD 1305522.07000000 0.045460960147 Long DBT CORP US N 2 2051-03-15 Fixed 3.05000000 N N N N N N THE WALT DISNEY COMPANY 549300GZKULIZ0WOW665 254687FZ4 3095000.00000000 PA USD 2398515.31000000 0.083521229879 Long DBT CORP US N 2 2051-01-13 Fixed 3.60000000 N N N N N N WEST VIRGINIA UNITED HEALTH SYSTEM, INC. 549300VG6M2WRQ7E7O46 956708AB7 900000.00000000 PA USD 592301.56000000 0.020625156964 Long DBT CORP US N 2 2050-06-01 Fixed 3.12900000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BK0 305000.00000000 PA USD 260133.69000000 0.009058389425 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AW9 806000.00000000 PA USD 636501.58000000 0.022164292452 Long DBT CORP US N 2 2043-03-04 Fixed 4.12500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SAQ6 100000.00000000 PA USD 76319.71000000 0.002657609070 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 3973000.00000000 PA USD 3905980.14000000 0.136014251740 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PAR3 255000.00000000 PA USD 266939.94000000 0.009295397031 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NBM2 3450000.00000000 PA USD 3163114.46000000 0.110146142844 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N ABBVIE INC. FR5LCKFTG8054YNNRU85 00287YCB3 2313000.00000000 PA USD 1926041.83000000 0.067068732799 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AP6 5480000.00000000 PA USD 4231571.22000000 0.147352001942 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 126650CZ1 1765000.00000000 PA USD 1584087.94000000 0.055161195942 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AL8 417000.00000000 PA USD 379069.20000000 0.013199968189 Long DBT NUSS FR N 2 2114-01-22 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKQ1 2950000.00000000 PA USD 2742190.55000000 0.095488707679 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N UNIVERSITY TEX UNIV REVS N/A 91514AKD6 1220000.00000000 PA USD 814392.09000000 0.028358805414 Long DBT MUN US N 2 2049-08-15 Fixed 2.43900000 N N N N N N METLIFE, INC. C4BXATY60WC6XEOZDX54 59156RBL1 3065000.00000000 PA USD 2787849.46000000 0.097078644713 Long DBT CORP US N 2 2044-12-15 Fixed 4.72100000 N N N N N N TWDC ENTERPRISES 18 CORP. 7260JQNI6SCF9FIV2392 25468PCR5 1580000.00000000 PA USD 1369575.03000000 0.047691415785 Long DBT CORP US N 2 2041-12-01 Fixed 4.12500000 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BF3 2793000.00000000 PA USD 2391198.15000000 0.083266431338 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 06050TJZ6 2965000.00000000 PA USD 3069767.56000000 0.106895612042 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAR9 3743000.00000000 PA USD 3303606.01000000 0.115038347198 Long DBT CORP US N 2 2039-04-22 Fixed 4.45700000 N N N N N N THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 38141GGM0 2603000.00000000 PA USD 2785211.61000000 0.096986789357 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC. BZLRL03D3GPGMOGFO832 459506AS0 2020000.00000000 PA USD 1328544.26000000 0.046262640093 Long DBT CORP US N 2 2050-12-01 Fixed 3.46800000 N N N N N N ECOLAB INC. 82DYEISM090VG8LTLS26 278865BN9 3060000.00000000 PA USD 1945133.31000000 0.067733537348 Long DBT CORP US N 2 2051-12-15 Fixed 2.70000000 N N N N N N SEI Daily Income Trust: Government Fund; Class F Shares N/A 783965593 9086141.12000000 NS USD 9086141.12000000 0.316398097622 Long STIV RF US N 2 N N N THE BOEING COMPANY RVHJWBXLJ1RFUBSY1F30 097023CX1 815000.00000000 PA USD 761062.43000000 0.026501757109 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Essential Utilities, Inc. 549300ILTEOF3E3QY357 03836WAC7 2135000.00000000 PA USD 1740997.88000000 0.060625122361 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N SOUTHERN CALIFORNIA GAS COMPANY XY0N0J73VHV5F4CUJV89 842434CK6 570000.00000000 PA USD 443537.12000000 0.015444873587 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N Pepsico, Inc. FJSUNZKFNQ5YPJ5OT455 713448FG8 2215000.00000000 PA USD 1540564.93000000 0.053645635333 Long DBT CORP US N 2 2051-10-21 Fixed 2.75000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FD5 648000.00000000 PA USD 630313.84000000 0.021948822635 Long DBT CORP US N 2 2041-03-15 Fixed 5.50000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BH6 340000.00000000 PA USD 349226.79000000 0.012160794173 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAL2 1235000.00000000 PA USD 1041000.80000000 0.036249786173 Long DBT CORP US N 2 2038-07-22 Fixed 3.97100000 N N N N N N U.S. BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 1520000.00000000 PA USD 1566958.15000000 0.054564701468 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 1395000.00000000 PA USD 1093147.86000000 0.038065653918 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N DUKE ENERGY OHIO, INC. L6KC0HABGHNFU1Z6QY21 26442EAG5 680000.00000000 PA USD 557870.51000000 0.019426197078 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CL4 2552000.00000000 PA USD 1766670.64000000 0.061519100599 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N POMONA COLLEGE 549300MR1BYTPTMF0I60 73211PAA4 1240000.00000000 PA USD 857007.46000000 0.029842760134 Long DBT CORP US N 2 2051-01-01 Fixed 2.88800000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JT8 3860000.00000000 PA USD 2668414.02000000 0.092919657360 Long DBT CORP US N 2 2051-03-15 Fixed 3.12500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GKK4 970000.00000000 PA USD 793791.48000000 0.027641449859 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N MERCK & CO., INC. 4YV9Y5M8S0BRK1RP0397 589331AS6 750000.00000000 PA USD 612374.45000000 0.021324136226 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORPORATION 549300RLHFT5RU20WM87 084664CR0 700000.00000000 PA USD 622201.50000000 0.021666334292 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N APPLE INC. HWUPKR0MPOU8FGXBT394 037833BX7 5654000.00000000 PA USD 5383165.15000000 0.187452868071 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N DUKE ENERGY FLORIDA PROJECT FINANCE, LLC N/A 26444GAE3 4010000.00000000 PA USD 3201816.10000000 0.111493813445 Long DBT CORP US N 2 2036-09-01 Fixed 3.11200000 N N N N N N CUMMINS INC. ZUNI8PYC725B6H8JU438 231021AS5 3535000.00000000 PA USD 2233318.97000000 0.077768753991 Long DBT CORP US N 2 2050-09-01 Fixed 2.60000000 N N N N N N CONSOLIDATED EDISON COMPANY OF NEW YORK, INC. VZFZPMWDHTQCFKYOBP05 209111FA6 40000.00000000 PA USD 39607.72000000 0.001379222168 Long DBT CORP US N 2 2040-06-15 Fixed 5.70000000 N N N N N N GILEAD SCIENCES, INC. 549300WTZWR07K8MNV44 375558BT9 1180000.00000000 PA USD 766287.17000000 0.026683693288 Long DBT CORP US N 2 2050-10-01 Fixed 2.80000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AZ1 1173000.00000000 PA USD 843257.75000000 0.029363966989 Long DBT NUSS GB N 2 2051-05-28 Fixed 3.00000000 N N N N N N SOUTHWESTERN ELECTRIC POWER COMPANY R64UBJHEC74EB3HGQ410 845437BT8 300000.00000000 PA USD 201672.05000000 0.007022635035 Long DBT CORP US N 2 2051-11-01 Fixed 3.25000000 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830BN8 3970000.00000000 PA USD 3409415.67000000 0.118722856903 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV N/A 79765RTK5 1000000.00000000 PA USD 1099088.90000000 0.038272533134 Long DBT MUN US N 2 2040-11-01 Fixed 6.00000000 N N N N N N Compagnie des chemins de fer nationaux du Canada 3SU7BEP7TH9YEQOZCS77 136375BZ4 1720000.00000000 PA USD 1456705.20000000 0.050725467279 Long DBT NUSS CA N 2 2043-11-07 Fixed 4.50000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBH5 720000.00000000 PA USD 568822.98000000 0.019807584581 Long DBT CORP DE N 2 2064-07-15 Fixed 4.70000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 805000.00000000 PA USD 642949.87000000 0.022388835155 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N SOUTHWESTERN PUBLIC SERVICE COMPANY OL6FE7QD5EQ3DOYEO258 845743BR3 1060000.00000000 PA USD 806929.35000000 0.028098937478 Long DBT CORP US N 2 2047-08-15 Fixed 3.70000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081FB8 1080000.00000000 PA USD 1153362.81000000 0.040162462164 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N UNITEDHEALTH GROUP INCORPORATED 549300GHBMY8T5GXDE41 91324PEK4 1985000.00000000 PA USD 1822650.20000000 0.063468423866 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBH6 725000.00000000 PA USD 540443.28000000 0.018819345133 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N BROADCOM INC. 549300WV6GIDOZJTV909 11135FBP5 1500000.00000000 PA USD 1105766.25000000 0.038505052177 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N HESS CORPORATION UASVRYNXNK17ULIGK870 42809HAD9 528000.00000000 PA USD 493171.64000000 0.017173249527 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 1200000.00000000 PA USD 891956.00000000 0.031059740085 Long DBT CORP US N 2 2042-04-22 Fixed 3.21700000 N N N N N N JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 48126BAA1 1624000.00000000 PA USD 1612787.11000000 0.056160559992 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 907818FG8 750000.00000000 PA USD 571919.20000000 0.019915401322 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N NESTLE HOLDINGS, INC. 549300EAEU8YV8MQXP30 641062BE3 750000.00000000 PA USD 716846.71000000 0.024962074915 Long DBT CORP US N 2 2053-01-15 Fixed 4.70000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081EV5 1000000.00000000 PA USD 1016549.77000000 0.035398351084 Long DBT CORP US N 2 2037-02-01 Fixed 5.65000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 45866FAY0 1225000.00000000 PA USD 1197855.96000000 0.041711805040 Long DBT CORP US N 2 2062-06-15 Fixed 5.20000000 N N N N N N TotalEnergies Capital International SA 549300U37G2I8G4RUG09 89153VAW9 465000.00000000 PA USD 333601.83000000 0.011616700971 Long DBT NUSS FR N 2 2060-06-29 Fixed 3.38600000 N N N N N N TAMPA ELECTRIC COMPANY WS423EPRKJIIJUITXD73 875127BG6 1744000.00000000 PA USD 1290756.98000000 0.044946809384 Long DBT CORP US N 2 2050-06-15 Fixed 3.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGU8 956000.00000000 PA USD 819765.14000000 0.028545906052 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030NDL2 2070000.00000000 PA USD 1320497.26000000 0.045982427023 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N GENERAL DYNAMICS CORPORATION 9C1X8XOOTYY2FNYTVH06 369550BH0 1125000.00000000 PA USD 1021009.16000000 0.035553636204 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 1060000.00000000 PA USD 905097.17000000 0.031517342617 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NBF9 1585000.00000000 PA USD 1267821.15000000 0.044148136671 Long DBT CORP DE N 2 2044-07-15 Fixed 4.40000000 N N N N N N AMAZON.COM, INC. ZXTILKJKG63JELOEG630 023135BF2 684000.00000000 PA USD 604192.12000000 0.021039210688 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GT4 370000.00000000 PA USD 271807.00000000 0.009464878058 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N 2023-02-28 SEI INSTITUTIONAL INVESTMENTS TRUST Ankit Puri Ankit Puri CFO XXXX