0001752724-24-143311.txt : 20240625
0001752724-24-143311.hdr.sgml : 20240625
20240625111531
ACCESSION NUMBER: 0001752724-24-143311
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240625
DATE AS OF CHANGE: 20240625
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Franklin Investors Securities Trust
CENTRAL INDEX KEY: 0000809707
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: FL
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04986
FILM NUMBER: 241067120
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-312-2200
MAIL ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN INVESTORS SECURITIES TRUST
DATE OF NAME CHANGE: 19920703
0000809707
S000012705
Franklin Managed Income Fund
C000034238
Class A
FBLAX
C000034239
Class C
FBMCX
C000034240
Class R
FBFQX
C000034241
Advisor Class
FBFZX
C000128884
Class R6
FBFRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000809707
XXXXXXXX
S000012705
C000034241
C000034240
C000034239
C000034238
C000128884
Franklin Investors Securities Trust
811-04986
0000809707
549300XUGIR9DEQFV548
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Managed Income Fund
S000012705
XM9TFFPJNQZE8D26W802
2024-10-31
2024-04-30
N
3463044726.56
24422874.91
3438621851.65
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
180629.31000000
USD
N
ICE BofA Corp. & High Yield + Barclays US Agg + MSCI USA High Div. Yield Index
HB10266
Toll Brothers Finance Corp.
N/A
Toll Brothers Finance Corp.
88947EAT7
10000000.00000000
PA
USD
9564376.50000000
0.278145632542
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
Five Corners Funding Trust III
N/A
Five Corners Funding Trust III
33830GAA9
10000000.00000000
PA
USD
10008127.70000000
0.291050546753
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.79100000
N
N
N
N
N
N
Societe Generale SA into Workday, Inc.
N/A
Societe Generale SA into Workday, Inc.
83370G722
115000.00000000
NS
USD
26439310.34000000
0.768892640152
Long
SN
CORP
US
N
2
2024-11-13
Fixed
9.00000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBN9
10000000.00000000
PA
USD
10250250.00000000
0.298091806607
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
10.87500000
N
N
N
N
N
N
Royalty Pharma plc
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAN3
20000000.00000000
PA
USD
15682470.80000000
0.456068491290
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
300000.00000000
NS
USD
35481000.00000000
1.031837798127
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank plc into Target Corp.
N/A
Barclays Bank plc into Target Corp.
N/A
135000.00000000
NS
USD
19240123.98000000
0.559530091125
Long
SN
CORP
US
N
2
2024-10-08
Fixed
8.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397B69
15000000.00000000
PA
USD
12673660.20000000
0.368568012034
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAN4
20000000.00000000
PA
USD
20297484.80000000
0.590279643289
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33000000
N
N
N
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
33938XAB1
20000000.00000000
PA
USD
18998124.80000000
0.552492411774
Long
DBT
CORP
SG
N
2
2030-05-12
Fixed
4.87500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
10000000.00000000
PA
USD
9235006.00000000
0.268567071298
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687VAB2
20000000.00000000
PA
USD
19874526.40000000
0.577979413190
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.70000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AU2
20000000.00000000
PA
USD
18226274.60000000
0.530045913343
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAD9
20000000.00000000
PA
USD
20400000.00000000
0.593260930689
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599EC5
10000000.00000000
PA
USD
10230441.80000000
0.297515756060
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XCF5
10000000.00000000
PA
USD
10074312.90000000
0.292975306231
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.90000000
N
N
N
N
N
N
Huntsman International LLC
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
20000000.00000000
PA
USD
18670223.60000000
0.542956579858
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
20000000.00000000
PA
USD
17616984.00000000
0.512326878616
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAZ3
15000000.00000000
PA
USD
14745886.95000000
0.428831304696
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
100000.00000000
NS
USD
16620000.00000000
0.483333170003
Long
EC
CORP
US
N
1
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBC6
20000000.00000000
PA
USD
17234453.80000000
0.501202357907
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
10000000.00000000
PA
USD
10117004.20000000
0.294216829778
Long
DBT
CORP
US
N
2
2029-07-27
Variable
6.33900000
N
N
N
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
25000000.00000000
PA
USD
21969489.50000000
0.638903911154
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
1000.00000000
NC
USD
-2873485.00000000
-0.08356501889
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Notes
2024-06-18
107437500.00000000
USD
-2873485.00000000
N
N
N
NextEra Energy, Inc.
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F101
275000.00000000
NS
USD
18416750.00000000
0.535585208101
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GA53
10000000.00000000
PA
USD
10529839.70000000
0.306222671589
Long
DBT
CORP
US
N
2
2034-10-24
Variable
6.56100000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CBC7
20000000.00000000
PA
USD
20444106.80000000
0.594543618984
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.90000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBC7
7700000.00000000
PA
USD
7237203.36000000
0.210468137301
Long
DBT
CORP
LU
N
2
2029-07-16
Fixed
4.25000000
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECD5
15000000.00000000
PA
USD
15670779.15000000
0.455728481527
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
7.38500000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CU7
5000000.00000000
PA
USD
4853526.95000000
0.141147446837
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M8H8
10000000.00000000
PA
USD
9084421.50000000
0.264187860483
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
Citigroup Global Markets Holdings, Inc. into Bank of America Corp.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc. into Bank of America Corp.
17331M618
200000.00000000
NS
USD
6983322.46000000
0.203084920682
Long
SN
CORP
US
N
2
2024-08-16
Fixed
8.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
350000.00000000
NS
USD
24871000.00000000
0.723283951332
Long
EC
CORP
US
N
1
N
N
N
Delta Air Lines, Inc. / SkyMiles IP Ltd.
N/A
Delta Air Lines, Inc. / SkyMiles IP Ltd.
830867AB3
25000000.00000000
PA
USD
24208728.00000000
0.704024142357
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VBC4
10000000.00000000
PA
USD
9448710.50000000
0.274781901227
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
5.10000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
200000.00000000
NS
USD
28918000.00000000
0.840976450670
Long
EC
CORP
US
N
1
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
150000.00000000
NS
USD
19383000.00000000
0.563685128409
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
15000000.00000000
PA
USD
15563874.00000000
0.452619528155
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DJ6
10000000.00000000
PA
USD
9074701.90000000
0.263905200731
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
150000.00000000
NS
USD
16548000.00000000
0.481239307894
Long
EC
CORP
US
N
1
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBG4
15000000.00000000
PA
USD
13749846.00000000
0.399865021313
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AT8
13186000.00000000
PA
USD
13207004.24000000
0.384078413090
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
11.00000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBC3
9875000.00000000
PA
USD
9836503.30000000
0.286059465808
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BJ3
10000000.00000000
PA
USD
10082586.00000000
0.293215899711
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.03700000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDK3
10000000.00000000
PA
USD
9883832.00000000
0.287435851524
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAJ7
21000000.00000000
PA
USD
18593536.50000000
0.540726410235
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.25000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330MAC1
10000000.00000000
PA
USD
9632896.90000000
0.280138302947
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
2.63600000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBD1
10000000.00000000
PA
USD
9797888.00000000
0.284936478121
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
10000000.00000000
PA
USD
9086910.30000000
0.264260238317
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PA3
10000000.00000000
PA
USD
10265637.30000000
0.298539291113
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
983130AX3
25000000.00000000
PA
USD
24177182.50000000
0.703106754480
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGN8
25000000.00000000
PA
USD
19956741.50000000
0.580370344893
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAD8
20000000.00000000
PA
USD
16545149.80000000
0.481156420036
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
200000.00000000
NS
USD
13014000.00000000
0.378465576078
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDY9
10000000.00000000
PA
USD
10360374.20000000
0.301294374518
Long
DBT
CORP
US
N
2
2034-10-23
Variable
6.25400000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJJ0
10000000.00000000
PA
USD
9923584.80000000
0.288591919324
Long
DBT
CORP
US
N
2
2033-10-21
Fixed
5.85000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
150000.00000000
NS
USD
50133000.00000000
1.457938737170
Long
EC
CORP
US
N
1
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBL6
15000000.00000000
PA
USD
11847036.90000000
0.344528634176
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CH7
10000000.00000000
PA
USD
9022519.50000000
0.262387662536
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
20000000.00000000
PA
USD
18848906.00000000
0.548152917453
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCY3
15000000.00000000
PA
USD
13933162.65000000
0.405196129470
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAP0
15000000.00000000
PA
USD
14072082.60000000
0.409236118628
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176EAD0
9700000.00000000
PA
USD
9313015.20000000
0.270835689464
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.30000000
N
N
N
N
N
N
JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL
N/A
JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL
47214BAA6
15000000.00000000
PA
USD
15312810.00000000
0.445318230984
Long
DBT
CORP
LU
N
2
2034-03-15
Fixed
6.75000000
N
N
N
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AR4
10000000.00000000
PA
USD
9852357.00000000
0.286520513887
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.95000000
N
N
N
N
N
N
JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL
N/A
JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL
46590XAM8
5000000.00000000
PA
USD
4226900.50000000
0.122924261007
Long
DBT
CORP
LU
N
2
2031-12-01
Fixed
3.75000000
N
N
N
N
N
N
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
599191AA1
9750000.00000000
PA
USD
9775190.39000000
0.284276399433
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308KJ5
10000000.00000000
PA
USD
10016656.70000000
0.291298582168
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
6.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHW4
30000000.00000000
PA
USD
29037304.80000000
0.844446003449
Long
DBT
UST
US
N
2
2030-08-31
Fixed
4.12500000
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653200
240000.00000000
NS
USD
13168800.00000000
0.382967379611
Long
EP
CORP
US
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
500000.00000000
NS
USD
36750000.00000000
1.068742117786
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDR8
10000000.00000000
PA
USD
9089329.00000000
0.264330577543
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
10000000.00000000
PA
USD
9970595.00000000
0.289959042609
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
10500000.00000000
PA
USD
8650034.40000000
0.251555267580
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
150000.00000000
NS
USD
14995500.00000000
0.436090406184
Long
EC
CORP
NL
N
1
N
N
N
N/A
N/A
U.S. Treasury Ultra Bonds
N/A
750.00000000
NC
USD
-5145979.50000000
-0.14965238173
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bonds
2024-06-18
89671875.00000000
USD
-5145979.50000000
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353108
350000.00000000
NS
USD
26558000.00000000
0.772344303787
Long
EC
CORP
GB
N
1
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457CJ7
20000000.00000000
PA
USD
19846973.80000000
0.577178144507
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBW4
15000000.00000000
PA
USD
14015603.40000000
0.407593623395
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.74200000
N
N
N
N
N
N
BNP Paribas Issuance BV into Northrop Grumman Corp.
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV into Northrop Grumman Corp.
N/A
54000.00000000
NS
USD
23591858.55000000
0.686084703925
Long
SN
CORP
NL
N
2
2024-09-10
Fixed
7.50000000
N
N
N
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377CT7
10000000.00000000
PA
USD
10422465.10000000
0.303100065946
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.00000000
N
N
N
N
N
N
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
N/A
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
85208NAD2
1875000.00000000
PA
USD
1864143.98000000
0.054211950613
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JM0
25000000.00000000
PA
USD
23216009.25000000
0.675154473262
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCZ6
10000000.00000000
PA
USD
10090956.00000000
0.293459311181
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series A
25746UDP1
15000000.00000000
PA
USD
13677082.65000000
0.397748959904
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.35000000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
43000.00000000
NS
USD
10162620.00000000
0.295543401933
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAU9
15000000.00000000
PA
USD
14264409.30000000
0.414829251816
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.33700000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36267VAK9
15000000.00000000
PA
USD
15317702.10000000
0.445460500189
Long
DBT
CORP
US
N
2
2032-11-22
Fixed
5.90500000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
200000.00000000
NS
USD
18988000.00000000
0.552197968232
Long
EC
CORP
US
N
1
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AV0
15000000.00000000
PA
USD
14497742.55000000
0.421614913633
Long
DBT
CORP
US
N
2
2029-03-12
Fixed
4.87500000
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
100000.00000000
NS
USD
3811000.00000000
0.110829284649
Long
EC
CORP
US
N
1
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BQ6
22500000.00000000
PA
USD
22291942.50000000
0.648281301687
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.00000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBL4
20000000.00000000
PA
USD
16577340.20000000
0.482092562520
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class B
N/A
6048000.00000000
PA
USD
5908888.14000000
0.171838846925
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
10000000.00000000
PA
USD
8568870.00000000
0.249194891723
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
250000.00000000
NS
USD
10157500.00000000
0.295394505072
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
60000000.00000000
PA
USD
56339062.80000000
1.638419844652
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLU1
15000000.00000000
PA
USD
15034197.75000000
0.437215791634
Long
DBT
CORP
US
N
2
2034-09-15
Variable
5.87200000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DA4
10000000.00000000
PA
USD
9833940.70000000
0.285984941766
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.12500000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
135000.00000000
NS
USD
11946150.00000000
0.347410983684
Long
EC
CORP
US
N
1
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
260543DG5
10000000.00000000
PA
USD
10449134.20000000
0.303875641195
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.30000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
100000.00000000
NS
USD
17591000.00000000
0.511571227047
Long
EC
CORP
US
N
1
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
04505AAA7
15000000.00000000
PA
USD
14388687.45000000
0.418443436666
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
20000000.00000000
PA
USD
18853932.00000000
0.548299080660
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBE4
20000000.00000000
PA
USD
16891477.80000000
0.491228129429
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
3.90000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
300000.00000000
NS
USD
10938000.00000000
0.318092551955
Long
EC
CORP
US
N
1
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCY0
20000000.00000000
PA
USD
17615897.00000000
0.512295267115
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
185000.00000000
NS
USD
35471900.00000000
1.031573157222
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International Bank into Amazon.com, Inc.
W22LROWP2IHZNBB6K528
Goldman Sachs International Bank into Amazon.com, Inc.
N/A
98000.00000000
NS
USD
12670872.65000000
0.368486946126
Long
SN
CORP
GB
N
2
2024-11-20
Fixed
9.00000000
N
N
N
N
N
N
BNP Paribas Issuance BV into Bank of America Corp.
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV into Bank of America Corp.
N/A
250000.00000000
NS
USD
8723221.28000000
0.253683645842
Long
SN
CORP
NL
N
2
2025-02-26
Fixed
8.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AW7
20000000.00000000
PA
USD
21008974.00000000
0.610970758239
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
6.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
450000.00000000
NS
USD
40878000.00000000
1.188790211996
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BZ5
5000000.00000000
PA
USD
5028848.65000000
0.146246050509
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
Western Asset Diversified Income Fund
549300M67UHXW4GHZ644
Western Asset Diversified Income Fund
95790K109
500000.00000000
NS
USD
7035000.00000000
0.204587776833
Long
RF
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
200000.00000000
NS
USD
40122000.00000000
1.166804659859
Long
EC
CORP
US
N
1
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAN5
15000000.00000000
PA
USD
14777692.65000000
0.429756259558
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EL7
30000000.00000000
PA
USD
28989993.00000000
0.843070109209
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.00000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CD5
15000000.00000000
PA
USD
13119128.25000000
0.381522854678
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
450000.00000000
NS
USD
72571500.00000000
2.110482138801
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
15000000.00000000
PA
USD
14192874.90000000
0.412748930016
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCN3
15000000.00000000
PA
USD
13247191.65000000
0.385247119965
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.27300000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BX6
10000000.00000000
PA
USD
9294022.10000000
0.270283343181
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
87500000.00000000
PA
USD
78380859.38000000
2.279426548237
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
100000.00000000
NS
USD
16098000.00000000
0.468152669717
Long
EC
CORP
US
N
1
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAE2
36000000.00000000
PA
USD
33259170.60000000
0.967223848241
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587DL8
15000000.00000000
PA
USD
15038040.00000000
0.437327529713
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
199900.00000000
NS
USD
14782605.00000000
0.429899117662
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury Long Bonds
N/A
375.00000000
NC
USD
-1973208.38000000
-0.05738369803
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Long Bonds
2024-06-18
42679687.50000000
USD
-1973208.38000000
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
767204100
400000.00000000
NS
USD
27132000.00000000
0.789037037817
Long
EC
CORP
GB
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EP1
10000000.00000000
PA
USD
8886245.20000000
0.258424612631
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAS0
20000000.00000000
PA
USD
18228285.80000000
0.530104401891
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
125000.00000000
NS
USD
7721250.00000000
0.224544900053
Long
EC
CORP
US
N
1
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAM7
10000000.00000000
PA
USD
9881771.00000000
0.287375914721
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2020-1, Class A
90931GAA7
5509583.34000000
PA
USD
5500803.27000000
0.159971160171
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAJ4
10000000.00000000
PA
USD
8243155.10000000
0.239722640512
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BN1
20000000.00000000
PA
USD
19532826.60000000
0.568042298417
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
200000.00000000
NS
USD
32640000.00000000
0.949217489103
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International & Co. CV into RTX Corp.
I07WOS4YJ0N7YRFE7309
Merrill Lynch International & Co. CV into RTX Corp.
75513E101
295700.00000000
NS
USD
25257632.87000000
0.734527783503
Long
SN
CORP
US
N
2
2024-10-02
Fixed
7.50000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
350000.00000000
NS
USD
13142500.00000000
0.382202538313
Long
EC
CORP
US
N
1
N
N
N
UBS AG into Charles Schwab Corp. (The)
BFM8T61CT2L1QCEMIK50
UBS AG into Charles Schwab Corp. (The)
90301T103
150000.00000000
NS
USD
9487242.41000000
0.275902463815
Long
SN
CORP
CH
N
2
2024-07-17
Fixed
10.00000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QBL3
10000000.00000000
PA
USD
9224164.80000000
0.268251793827
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63300000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851BR9
15000000.00000000
PA
USD
14577366.30000000
0.423930485203
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
Flex Ltd.
549300EAQH74YHD07T53
Flex Ltd.
33938XAE5
10000000.00000000
PA
USD
10037320.80000000
0.291899523501
Long
DBT
CORP
SG
N
2
2028-01-15
Fixed
6.00000000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAC4
10000000.00000000
PA
USD
9832817.70000000
0.285952283333
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
100000.00000000
NS
USD
3949000.00000000
0.114842520357
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAW0
15000000.00000000
PA
USD
13725394.05000000
0.399153923930
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
750000.00000000
NS
USD
27757500.00000000
0.807227464883
Long
EC
CORP
US
N
1
N
N
N
JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL
N/A
JBS USA Holding LUX SARL / JBS USA Food Co. / JBS LUX Co. SARL
46590XAL0
10000000.00000000
PA
USD
9660134.40000000
0.280930408075
Long
DBT
CORP
LU
N
2
2030-01-15
Fixed
5.50000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CE3
10000000.00000000
PA
USD
9961909.40000000
0.289706453043
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85300000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PEA0
5000000.00000000
PA
USD
4930411.05000000
0.143383345500
Long
DBT
CORP
US
N
2
2028-01-23
Variable
5.04000000
N
N
N
N
N
N
Fresenius Medical Care US Finance III, Inc.
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III, Inc.
35805BAE8
20000000.00000000
PA
USD
15763401.20000000
0.458422062095
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
20000000.00000000
PA
USD
18543330.00000000
0.539266334014
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Merrill Lynch International & Co. CV into United Parcel Service, Inc.
N/A
Merrill Lynch International & Co. CV into United Parcel Service, Inc.
N/A
143650.00000000
NS
USD
21364687.19000000
0.621315402266
Long
SN
CORP
US
N
2
2024-10-02
Fixed
8.50000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XED4
10000000.00000000
PA
USD
10195132.10000000
0.296488899909
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.40000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
100000.00000000
NS
USD
19273000.00000000
0.560486172410
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
10000000.00000000
PA
USD
9820660.80000000
0.285598743440
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co., Inc.
N/A
VICI Properties LP / VICI Note Co., Inc.
92564RAB1
20000000.00000000
PA
USD
18567718.00000000
0.539975571640
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.62500000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBP0
10000000.00000000
PA
USD
9480884.60000000
0.275717569684
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
Healthpeak OP LLC
N/A
Healthpeak OP LLC
42250PAE3
20000000.00000000
PA
USD
19242228.80000000
0.559591302276
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
5.25000000
N
N
N
N
N
N
NextEra Energy, Inc.
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F713
500000.00000000
NS
USD
20375000.00000000
0.592533895235
Long
EP
CORP
US
N
1
N
N
Jabil, Inc.
5493000CGCQY2OQU7669
Jabil, Inc.
466313AK9
20000000.00000000
PA
USD
16742531.20000000
0.486896551069
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCT0
10000000.00000000
PA
USD
9476007.90000000
0.275575748332
Long
DBT
CORP
US
N
2
2033-05-10
Fixed
5.26800000
N
N
N
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
155000.00000000
NS
USD
15735600.00000000
0.457613563772
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AD5
20000000.00000000
PA
USD
19968589.60000000
0.580714904444
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
200000.00000000
NS
USD
32528000.00000000
0.945960370268
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DG2
15000000.00000000
PA
USD
13455267.45000000
0.391298259316
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
85000.00000000
NS
USD
20158600.00000000
0.586240676343
Long
EC
CORP
US
N
1
N
N
N
Citigroup Global Markets Holdings, Inc. into Exxon Mobil Corp.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc. into Exxon Mobil Corp.
17331N111
115000.00000000
NS
USD
12547691.03000000
0.364904649924
Long
SN
CORP
US
N
2
2025-03-12
Fixed
9.00000000
N
Y
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
16000000.00000000
PA
USD
14032301.76000000
0.408079235385
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
250000.00000000
NS
USD
17907500.00000000
0.520775495898
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada into Comcast Corp.
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada into Comcast Corp.
78015V845
660000.00000000
NS
USD
25374615.03000000
0.737929790617
Long
SN
CORP
CA
N
2
2024-07-12
Fixed
8.00000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QBMZ8
985115.92000000
PA
USD
900362.46000000
0.026183817204
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
National Bank of Canada into Bristol-Myers Squibb Co.
N/A
National Bank of Canada into Bristol-Myers Squibb Co.
N/A
530000.00000000
NS
USD
23848518.02000000
0.693548725299
Long
SN
CORP
US
N
2
2024-09-05
Fixed
8.00000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
400000.00000000
NS
USD
39304000.00000000
1.143016059795
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
50000.00000000
NS
USD
24185000.00000000
0.703334098467
Long
EC
CORP
US
N
1
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DR8
15000000.00000000
PA
USD
14679378.00000000
0.426897130109
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BQ5
15000000.00000000
PA
USD
14288238.00000000
0.415522224205
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
Mizuho Markets Cayman LP into Cisco Systems, Inc.
549300KHUXLS6Q30KT26
Mizuho Markets Cayman LP into Cisco Systems, Inc.
6068FR709
600000.00000000
NS
USD
28454548.91000000
0.827498635720
Long
SN
CORP
KY
N
2
2024-07-23
Fixed
7.50000000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
15000000.00000000
PA
USD
13725987.75000000
0.399171189568
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017BA1
5000000.00000000
PA
USD
4905486.60000000
0.142658507147
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457BZ2
10000000.00000000
PA
USD
9350833.20000000
0.271935490537
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.65000000
N
N
N
N
N
N
INSTITUTIONAL FIDUCIARY TRUST
N/A
INSTITUTIONAL FIDUCIARY TRUST
N/A
20535000.00000000
NS
USD
20535000.00000000
0.597186922142
Long
STIV
RF
US
N
2
N
N
JPMorgan Chase Bank NA into Alphabet, Inc.
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA into Alphabet, Inc.
N/A
75000.00000000
NS
USD
11243520.02000000
0.326977507416
Long
SN
CORP
US
N
2
2025-03-28
Fixed
8.00000000
N
N
N
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
100000.00000000
NS
USD
12031000.00000000
0.349878542016
Long
EC
CORP
US
N
1
N
N
N
Institutional Fiduciary Trust - Money Market Portfolio
549300M4TP89K77LG374
Institutional Fiduciary Trust - Money Market Portfolio
457756500
926959.52100000
NS
USD
926959.52000000
0.026957297428
Long
STIV
RF
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series NN
48128BAQ4
10000000.00000000
PA
USD
10272122.50000000
0.298727889926
Long
DBT
CORP
US
N
2
2029-06-01
Variable
6.87500000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAG6
15000000.00000000
PA
USD
14242806.00000000
0.414200997215
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GYN8
15000000.00000000
PA
USD
12151362.45000000
0.353378852756
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
100000.00000000
NS
USD
6771000.00000000
0.196910282436
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCJ2
10000000.00000000
PA
USD
10376476.70000000
0.301762658055
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBX2
25000000.00000000
PA
USD
27745426.00000000
0.806876335840
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
20000000.00000000
PA
USD
16704369.00000000
0.485786740172
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C35
15000000.00000000
PA
USD
15518917.20000000
0.451312120655
Long
DBT
CORP
US
N
2
2027-11-04
Fixed
7.35000000
N
N
N
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236AC5
31000000.00000000
PA
USD
25009826.60000000
0.727321225740
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECA1
10000000.00000000
PA
USD
9769260.30000000
0.284103944006
Long
DBT
CORP
GB
N
2
2033-08-09
Fixed
5.74600000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3D3
25000000.00000000
PA
USD
24101914.75000000
0.700917861568
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.38900000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
75000.00000000
NS
USD
34869750.00000000
1.014061781270
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788MAM4
10000000.00000000
PA
USD
9322003.30000000
0.271097076159
Long
DBT
CORP
US
N
2
2034-01-26
Fixed
5.12200000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
15000000.00000000
PA
USD
14890680.00000000
0.433042091931
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJF8
10000000.00000000
PA
USD
9676049.50000000
0.281393241753
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
4.54800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
15000000.00000000
PA
USD
14560941.60000000
0.423452831634
Long
DBT
CORP
US
N
2
2034-07-21
Variable
5.42400000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAJ4
10000000.00000000
PA
USD
10082690.00000000
0.293218924179
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
350000.00000000
NS
USD
61747000.00000000
1.795690327808
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
25000000.00000000
PA
USD
25648739.50000000
0.745901718960
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
Mizuho Markets Cayman LP into Microchip Technology, Inc.
549300KHUXLS6Q30KT26
Mizuho Markets Cayman LP into Microchip Technology, Inc.
6068FR121
150000.00000000
NS
USD
12834726.63000000
0.373252052238
Long
SN
CORP
KY
N
2
2024-11-12
Fixed
10.00000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818GB8
10000000.00000000
PA
USD
9456343.90000000
0.275003891325
Long
DBT
CORP
US
N
2
2033-01-20
Fixed
4.50000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
25000000.00000000
PA
USD
23300826.75000000
0.677621086448
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859BV3
15000000.00000000
PA
USD
14993142.00000000
0.436021832200
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.87500000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AZ2
10000000.00000000
PA
USD
8454173.50000000
0.245859354844
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CQ0
15000000.00000000
PA
USD
14577234.75000000
0.423926659542
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
2024-05-30
Franklin Investors Securities Trust
Monica Krogh
Monica Krogh
Assistant Treasurer