0001752724-20-168591.txt : 20200825
0001752724-20-168591.hdr.sgml : 20200825
20200825105916
ACCESSION NUMBER: 0001752724-20-168591
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200825
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Ivy Variable Insurance Portfolios
CENTRAL INDEX KEY: 0000810016
IRS NUMBER: 481146010
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05017
FILM NUMBER: 201130292
BUSINESS ADDRESS:
STREET 1: 6300 LAMAR AVENUE
CITY: OVERLAND PARK
STATE: KS
ZIP: 66202
BUSINESS PHONE: 9132362000
MAIL ADDRESS:
STREET 1: P O BOX 29217
CITY: SHAWNEE MISSION
STATE: KS
ZIP: 66201-9217
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios
DATE OF NAME CHANGE: 20100301
FORMER COMPANY:
FORMER CONFORMED NAME: Ivy Funds Variable Insurance Portfolios, Inc.
DATE OF NAME CHANGE: 20080819
FORMER COMPANY:
FORMER CONFORMED NAME: W&R TARGET FUNDS INC
DATE OF NAME CHANGE: 20001026
0000810016
S000006237
Ivy VIP Corporate Bond
C000017171
Class II
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000810016
XXXXXXXX
S000006237
C000017171
Ivy Variable Insurance Portfolios
811-05017
0000810016
72XHPUAYSOH6ROSGJT53
6300 Lamar Avenue
P.O. Box 29217
Shawnee Mission
66201
18007776472
Ivy VIP Corporate Bond
S000006237
80M6N2TK2SP4KMW7RP03
2020-12-31
2020-06-30
N
631273657.52
3452294.93
627821362.59
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
UST
Smithfield Foods Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc.
832248AY4
1500000.00000000
PA
USD
1488473.25000000
0.237085473463
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
0.03350000
N
N
N
N
N
N
Plains All American Pipeline L.P. and PAA Finance Corp.
5521FA2ITF25TVH63740
Plains All American Pipeline L.P. and PAA Finance Corp.
72650RBF8
1031000.00000000
PA
USD
1053024.34000000
0.167726745655
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.03600000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MP3
1300000.00000000
PA
USD
1537494.21000000
0.244893579864
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
0.04412000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833AK6
2895000.00000000
PA
USD
3059812.35000000
0.487369900472
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
0.02400000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AW2
3500000.00000000
PA
USD
2203724.43000000
0.351011380197
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
0.03700000
N
N
N
N
N
N
CoStar Group Inc.
N/A
CoStar Group Inc.
22160NAA7
1250000.00000000
PA
USD
1278895.05000000
0.203703653014
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.02800000
N
N
N
N
N
N
Infor Inc.
549300Q3IIYBYI4RHD64
Infor Inc.
45674CAA1
3270000.00000000
PA
USD
3283661.67000000
0.523024838857
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.01750000
N
N
N
N
N
N
Republic Services Inc.
NKNQHM6BLECKVOQP7O46
Republic Services Inc.
760759AW0
3000000.00000000
PA
USD
3063190.86000000
0.487908032846
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03050000
N
N
N
N
N
N
PerkinElmer Inc.
549300IKL1SDPFI7N655
PerkinElmer Inc.
714046AG4
1700000.00000000
PA
USD
1821668.78000000
0.290157183005
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.03300000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAJ4
250000.00000000
PA
USD
334158.12000000
0.053225031818
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
0.05476000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAL9
1075000.00000000
PA
USD
1200161.52000000
0.191162899435
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
0.03500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BC5
320000.00000000
PA
USD
345580.18000000
0.055044348694
Long
DBT
CORP
PA
N
2
2023-04-01
Fixed
0.11500000
N
N
N
N
N
N
CenterPoint Energy Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc.
15189TAV9
1683000.00000000
PA
USD
1956489.42000000
0.311631546261
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04250000
N
N
N
N
N
N
Government National Mortgage Association Agency REMIC/CMO
549300M8ZYFG0OCMTT87
Government National Mortgage Association Agency REMIC/CMO
38373MPG9
11000.25000000
PA
USD
0.76000000
0.000000121053
Long
ABS-MBS
USGA
US
N
2
2045-06-17
Fixed
0.00003700
N
N
N
N
N
N
Province de Quebec
549300WN65YFEQH74Y36
Province de Quebec
74815HCB6
2500000.00000000
PA
USD
3289144.03000000
0.523898074514
Long
DBT
NUSS
CA
N
2
2026-02-27
Fixed
0.07140000
N
N
N
N
N
N
U.S. 10-Year Treasury Note
N/A
U.S. 10-Year Treasury Note
N/A
67.00000000
NC
USD
-9324515.63000000
-1.48521795937
N/A
DIR
CORP
XX
N
1
N/A
N/A
Short
U.S. 10-Year Treasury Note
U.S. 10-Year Treasury Note
2020-09-30
6700000.00000000
USD
-19300.76000000
N
N
N
Alimentation Couche-Tard Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc.
01626PAM8
1600000.00000000
PA
USD
1658575.36000000
0.264179503729
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
0.02950000
N
N
N
N
N
N
Brown & Brown Inc.
549300PC8KTJ71XKFY89
Brown & Brown Inc.
115236AA9
2554000.00000000
PA
USD
2769366.77000000
0.441107444731
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04200000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
1800000.00000000
PA
USD
2341382.63000000
0.372937712782
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
0.05050000
N
N
N
N
N
N
L3Harris Technologies Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies Inc.
413875AW5
1250000.00000000
PA
USD
1478336.00000000
0.235470802379
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04400000
N
N
N
N
N
N
Goldman Sachs Group Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc. (The)
38148YAA6
1500000.00000000
PA
USD
1752427.17000000
0.279128311717
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
0.04017000
N
N
N
N
N
N
Marsh & McLennan Cos. Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos. Inc.
571748BE1
1000000.00000000
PA
USD
1014895.48000000
0.161653543583
Long
DBT
CORP
US
N
2
2020-12-29
Fixed
0.03500000
N
N
N
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp.
032095AK7
695000.00000000
PA
USD
724616.17000000
0.115417571490
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.02050000
N
N
N
N
N
N
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares
N/A
Dreyfus Institutional Preferred Government Money Market Fund - Institutional Shares
N/A
1670979.81000000
NS
USD
1670979.81000000
0.266155296644
Long
STIV
RF
XX
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VDR2
1684000.00000000
PA
USD
2199847.88000000
0.350393919525
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.04812000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746SA0
1000000.00000000
PA
USD
1017808.93000000
0.162117600745
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
0.02100000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746SK8
1500000.00000000
PA
USD
1553739.02000000
0.247481069071
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
0.03069000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162BE9
1500000.00000000
PA
USD
1939410.33000000
0.308911172120
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
0.04950000
N
N
N
N
N
N
EQT Midstream Partners L.P.
549300NELT611CL6XM83
EQT Midstream Partners L.P.
26885BAD2
1000000.00000000
PA
USD
1008750.00000000
0.160674685524
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04750000
N
N
N
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AE7
1595000.00000000
PA
USD
1590481.16000000
0.253333393027
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
0.03500000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807AS7
1275000.00000000
PA
USD
1457504.52000000
0.232152743893
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.03750000
N
N
N
N
N
N
Mizuho Financial Group Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc.
60687YAH2
3000000.00000000
PA
USD
3111260.97000000
0.495564686930
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
0.02953000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAG6
1250000.00000000
PA
USD
1356413.31000000
0.216050837200
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.03200000
N
N
N
N
N
N
Bayer U.S. Finance LLC
54930093Q75GSEM74I71
Bayer U.S. Finance LLC
07274EAF0
1500000.00000000
PA
USD
1539582.11000000
0.245226142616
Long
DBT
CORP
US
N
2
2021-10-08
Fixed
0.03000000
N
N
N
N
N
N
Thomson Reuters Corp.
549300561UZND4C7B569
Thomson Reuters Corp.
884903BV6
850000.00000000
PA
USD
923726.43000000
0.147132048229
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
0.03350000
N
N
N
N
N
N
PNC Financial Services Group Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc. (The)
693475AX3
1875000.00000000
PA
USD
2034257.98000000
0.324018598476
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
0.02600000
N
N
N
N
N
N
Adobe Inc.
FU4LY2G4933NH2E1CP29
Adobe Inc.
00724PAD1
3000000.00000000
PA
USD
3239188.32000000
0.515941080220
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.02300000
N
N
N
N
N
N
Cmnwlth of PA GO Bonds Third Ser B of 2010 (Federally Taxable - Build America Bonds)
N/A
Cmnwlth of PA GO Bonds Third Ser B of 2010 (Federally Taxable - Build America Bonds)
70914PPG1
750000.00000000
PA
USD
751020.00000000
0.119623199328
Long
DBT
MUN
US
N
2
2022-07-15
Fixed
0.04750000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2L6
1275000.00000000
PA
USD
1543489.50000000
0.245848515512
Long
DBT
CORP
US
N
2
2031-04-04
Fixed
0.04478000
N
N
N
N
N
N
Sydney Airport Finance
549300MJAANHLHOVTO40
Sydney Airport Finance
87124VAF6
1000000.00000000
PA
USD
1048424.60000000
0.166994094574
Long
DBT
CORP
AU
N
2
2026-04-28
Fixed
0.03625000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAG7
1075000.00000000
PA
USD
996178.52000000
0.158672287908
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.03000000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit Inc.
46124HAD8
1040000.00000000
PA
USD
1036103.36000000
0.165031555429
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.01650000
N
N
N
N
N
N
Reinsurance Group of America Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc.
759351AN9
1700000.00000000
PA
USD
1852050.94000000
0.294996483133
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03900000
N
N
N
N
N
N
Apollo Management Holdings L.P.
5493006XQW0V5K38YM64
Apollo Management Holdings L.P.
03765HAF8
3865000.00000000
PA
USD
3843455.72000000
0.612189382047
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
0.02650000
N
N
N
N
N
N
Charter Communications Operating LLC and Charter Communications Operating Capital Corp.
549300TPZNMN50BJ3745
Charter Communications Operating LLC and Charter Communications Operating Capital Corp.
161175BV5
650000.00000000
PA
USD
632292.97000000
0.100712241996
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
0.03700000
N
N
N
N
N
N
Delta Air Lines Inc. Pass-Through Certificates Series 2020AA Class B
N/A
Delta Air Lines Inc. Pass-Through Certificates Series 2020AA Class B
247361ZV3
1525000.00000000
PA
USD
1453489.01000000
0.231513149537
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
0.02000000
N
N
N
N
N
N
Methanex Corp.
549300TSJHRXT9QXRD13
Methanex Corp.
59151KAG3
2404000.00000000
PA
USD
2364935.00000000
0.376689157285
Long
DBT
CORP
CA
N
2
2022-03-01
Fixed
0.05250000
N
N
N
N
N
N
RELX Capital Inc. (GTD by RELX plc)
2R15C3RTKJN1RCBOV146
RELX Capital Inc. (GTD by RELX plc)
74949LAC6
2375000.00000000
PA
USD
2757615.99000000
0.439235769012
Long
DBT
CORP
US
N
2
2029-03-18
Fixed
0.04000000
N
N
N
N
N
N
Motorola Solutions Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc.
620076BN8
2825000.00000000
PA
USD
3260755.85000000
0.519376377469
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
0.04600000
N
N
N
N
N
N
Fidelity National Financial Inc.
549300CAZYIH39SYQ287
Fidelity National Financial Inc.
31620RAJ4
1850000.00000000
PA
USD
1925474.41000000
0.306691445167
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.03400000
N
N
N
N
N
N
Booking Holdings Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc.
09857LAR9
1130000.00000000
PA
USD
1321551.63000000
0.210498034751
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
0.04625000
N
N
N
N
N
N
Charter Communications Operating LLC and Charter Communications Operating Capital Corp.
549300TPZNMN50BJ3745
Charter Communications Operating LLC and Charter Communications Operating Capital Corp.
161175BB9
1800000.00000000
PA
USD
1919120.76000000
0.305679429588
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
0.04464000
N
N
N
N
N
N
AutoNation Inc.
N/A
AutoNation Inc.
05329WAQ5
1700000.00000000
PA
USD
1841764.90000000
0.293358112632
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04750000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
3850000.00000000
PA
USD
4355138.02000000
0.693690638692
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
0.03875000
N
N
N
N
N
N
Dominion Resources Inc.
ILUL7B6Z54MRYCF6H308
Dominion Resources Inc.
25746UCR8
3000000.00000000
PA
USD
3072770.76000000
0.489433928677
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.02750000
N
N
N
N
N
N
Appalachian Power Co.
3SCHO1ABYYIG382BEI70
Appalachian Power Co.
037735CX3
1500000.00000000
PA
USD
1859527.74000000
0.296187395141
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.04500000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAE9
1450000.00000000
PA
USD
1348500.00000000
0.214790397452
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.03000000
N
N
N
N
N
N
Sumitomo Life Insurance Co.
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co.
86564CAB6
1000000.00000000
PA
USD
1070000.00000000
0.170430645364
Long
DBT
CORP
JP
N
2
2077-09-14
Fixed
0.04000000
N
N
N
N
N
N
Baker Hughes a GE Co. LLC and Baker Hughes Co-Obligor Inc.
549300XU3XH6F05YEQ93
Baker Hughes a GE Co. LLC and Baker Hughes Co-Obligor Inc.
05723KAD2
3000000.00000000
PA
USD
3130581.18000000
0.498642028854
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
0.02773000
N
N
N
N
N
N
Plains All American Pipeline L.P. and PAA Finance Corp.
5521FA2ITF25TVH63740
Plains All American Pipeline L.P. and PAA Finance Corp.
72650RBL5
1750000.00000000
PA
USD
1853579.04000000
0.295239880394
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.04500000
N
N
N
N
N
N
Public Service Electric and Gas Co.
549300RUHPVD434XUK18
Public Service Electric and Gas Co.
74456QBP0
2000000.00000000
PA
USD
2019081.52000000
0.321601277100
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
0.01900000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
1075000.00000000
PA
USD
1223336.22000000
0.194854188292
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
0.07000000
N
N
N
N
N
N
SunTrust Banks Inc.
JJKC32MCHWDI71265Z06
SunTrust Banks Inc.
86787EBC0
2500000.00000000
PA
USD
2710553.58000000
0.431739622369
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.03200000
N
N
N
N
N
N
Expedia Group Inc.
N/A
Expedia Group Inc.
30212PAU9
117000.00000000
PA
USD
121615.94000000
0.019371105739
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
Elanco Animal Health Inc.
549300SHPNDCE059M934
Elanco Animal Health Inc.
28414HAF0
1250000.00000000
PA
USD
1275000.00000000
0.203083245644
Long
DBT
CORP
US
N
2
2021-08-27
Fixed
0.03912000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153AX0
1875000.00000000
PA
USD
1819105.74000000
0.289748939490
Long
DBT
CORP
LR
N
2
2020-11-28
Fixed
0.02650000
N
N
N
N
QUALCOMM Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc.
747525AK9
500000.00000000
PA
USD
653550.07000000
0.104098093652
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
0.04800000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967ML2
1925000.00000000
PA
USD
1997685.17000000
0.318193245568
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
0.02666000
N
N
N
N
N
N
Credit Suisse Group Funding (Guernsey) Ltd.
549300PXR5FKNXF0OH19
Credit Suisse Group Funding (Guernsey) Ltd.
225433AK7
1000000.00000000
PA
USD
1011454.37000000
0.161105440220
Long
DBT
CORP
GG
N
2
2020-12-10
Fixed
0.03125000
N
N
N
N
N
N
Biogen Inc.
W8J5WZB5IY3K0NDQT671
Biogen Inc.
09062XAG8
2080000.00000000
PA
USD
2002575.79000000
0.318972228300
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.03150000
N
N
N
N
N
N
Genpact Luxembourg S.a.r.l. (GTD by Genpact Ltd.)
549300875ZJZQ1PBR343
Genpact Luxembourg S.a.r.l. (GTD by Genpact Ltd.)
37254BAC4
1500000.00000000
PA
USD
1547908.92000000
0.246552445048
Long
DBT
CORP
LU
N
2
2024-12-01
Fixed
0.03375000
N
N
N
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385AX9
4950000.00000000
PA
USD
5289348.29000000
0.842492563199
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.03850000
N
N
N
N
N
N
GLP Capital L.P. and GLP Financing II Inc.
2549005PXW31DRW8EC44
GLP Capital L.P. and GLP Financing II Inc.
361841AH2
425000.00000000
PA
USD
464474.00000000
0.073981872500
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05375000
N
N
N
N
N
N
Public Storage Inc.
549300LMZF40TKJ6DM64
Public Storage Inc.
74460DAD1
1500000.00000000
PA
USD
1732216.41000000
0.275909122119
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03385000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MK4
850000.00000000
PA
USD
753567.50000000
0.120028967617
Long
DBT
CORP
US
N
2
2168-07-30
Fixed
0.04700000
N
N
N
N
N
N
TransCanada Corp.
5BV01I6231JPDAPMGH09
TransCanada Corp.
89352HAZ2
3000000.00000000
PA
USD
3825690.00000000
0.609359640808
Long
DBT
CORP
CA
N
2
2049-03-15
Fixed
0.05100000
N
N
N
N
N
N
BP Capital Markets plc (GTD by BP plc)
549300CRVT18MXX0AG93
BP Capital Markets plc (GTD by BP plc)
05565QCP1
3000000.00000000
PA
USD
3300304.62000000
0.525675744193
Long
DBT
CORP
GB
N
2
2024-02-10
Fixed
0.03814000
N
N
N
N
N
N
Danske Bank A.S.
MAES062Z21O4RZ2U7M96
Danske Bank A.S.
23636AAM3
1300000.00000000
PA
USD
1341828.58000000
0.213727767157
Long
DBT
CORP
DK
N
2
2022-03-02
Fixed
0.02700000
N
N
N
N
N
N
Verisk Analytics Inc.
549300I1YSWNIRKBWP67
Verisk Analytics Inc.
92345YAF3
2050000.00000000
PA
USD
2394708.26000000
0.381431471226
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04125000
N
N
N
N
N
N
National Securities Clearing Corp.
549300RYC9NELN2ICA34
National Securities Clearing Corp.
637639AB1
5000000.00000000
PA
USD
5113828.10000000
0.814535535857
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
0.01500000
N
N
N
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BM7
250000.00000000
PA
USD
262214.79000000
0.041765827928
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
0.04500000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp.
03040WAV7
2500000.00000000
PA
USD
3096829.48000000
0.493266025103
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
0.04150000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co. (The)
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co. (The)
668138AA8
3000000.00000000
PA
USD
3428964.21000000
0.546168769385
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
0.03850000
N
N
N
N
N
N
Aflac Inc.
549300N0B7DOGLXWPP39
Aflac Inc.
001055AY8
2250000.00000000
PA
USD
2897213.38000000
0.461470977675
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.04750000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc. (GTD by AB INBEV/BBR/COB)
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc. (GTD by AB INBEV/BBR/COB)
03523TBV9
2550000.00000000
PA
USD
3413229.65000000
0.543662553296
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
0.05550000
N
N
N
N
N
N
BP Capital Markets plc (GTD by BP plc)
549300CRVT18MXX0AG93
BP Capital Markets plc (GTD by BP plc)
10373QAW0
1000000.00000000
PA
USD
1074399.44000000
0.171131392466
Long
DBT
CORP
US
N
2
2023-11-28
Fixed
0.03216000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAU5
1000000.00000000
PA
USD
1313786.70000000
0.209261229114
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
0.04550000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EU2
1000000.00000000
PA
USD
1133207.19000000
0.180498348339
Long
DBT
USGA
US
N
2
2027-02-01
Fixed
0.02875000
N
N
N
N
N
N
ConocoPhillips Co. (GTD by ConocoPhillips)
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co. (GTD by ConocoPhillips)
20826FAF3
218000.00000000
PA
USD
241799.58000000
0.038514073334
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
0.04150000
N
N
N
N
N
N
Metropolitan Life Insurance Co.
635400MMSOCXNNNZDZ82
Metropolitan Life Insurance Co.
59217GCR8
3000000.00000000
PA
USD
3107493.57000000
0.494964611777
Long
DBT
CORP
US
N
2
2021-10-09
Fixed
0.03450000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FAM3
906000.00000000
PA
USD
972483.43000000
0.154898110823
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03459000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
2150000.00000000
PA
USD
2305812.13000000
0.367272008790
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
Altria Group Inc. (GTD by Philip Morris USA Inc.)
XSGZFLO9YTNO9VCQV219
Altria Group Inc. (GTD by Philip Morris USA Inc.)
02209SAN3
2550000.00000000
PA
USD
2656819.50000000
0.423180805609
Long
DBT
CORP
US
N
2
2022-08-09
Fixed
0.02850000
N
N
N
N
N
N
Citizens Bank N.A.
DRMSV1Q0EKMEXLAU1P80
Citizens Bank N.A.
17401QAS0
1050000.00000000
PA
USD
1087417.99000000
0.173204999828
Long
DBT
CORP
US
N
2
2022-02-14
Fixed
0.03250000
N
N
N
N
N
N
Goldman Sachs Group Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc. (The)
38141GWM2
1000000.00000000
PA
USD
1039301.78000000
0.165541002891
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
0.02905000
N
N
N
N
N
N
Ventas Realty L.P. (GTD by Ventas Inc.)
32SXKSJ72K64GM3HOU64
Ventas Realty L.P. (GTD by Ventas Inc.)
92277GAT4
1875000.00000000
PA
USD
1880450.83000000
0.299520045358
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
N
N
N
N
N
N
AerCap Ireland Capital Ltd. and AerCap Global Aviation Trust
549300TI38531ODB1G63
AerCap Ireland Capital Ltd. and AerCap Global Aviation Trust
00774MAA3
1470000.00000000
PA
USD
1454449.53000000
0.231666142101
Long
ABS-O
CORP
IE
N
2
2022-05-26
Fixed
0.03500000
N
N
N
N
N
N
NYC Indl Dev Agy Rental Rev Bonds (Yankee Stadium Proj) Ser 2009
549300XR20ZR5DHL9534
NYC Indl Dev Agy Rental Rev Bonds (Yankee Stadium Proj) Ser 2009
64943QAA6
2805000.00000000
PA
USD
3831854.40000000
0.610341512463
Long
DBT
MUN
US
N
2
2029-03-01
Fixed
0.11000000
N
N
N
N
N
N
American Tower Corp.
N/A
American Tower Corp.
03027WAJ1
1500000.00000000
PA
USD
1534740.75000000
0.244455006065
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.03070000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BS2
4500000.00000000
PA
USD
5425785.00000000
0.864224335663
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
0.03450000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc. (GTD by AB INBEV/BBR/COB)
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc. (GTD by AB INBEV/BBR/COB)
035240AQ3
1713000.00000000
PA
USD
2069389.80000000
0.329614429089
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
0.04750000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PDM1
2500000.00000000
PA
USD
2751086.48000000
0.438195742281
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.03500000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAH2
650000.00000000
PA
USD
647738.00000000
0.103172341464
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.06125000
N
N
N
N
N
N
Colorado Interstate Gas Co.
N/A
Colorado Interstate Gas Co.
196500AA0
1000000.00000000
PA
USD
1112832.99000000
0.177253125858
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.04150000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis Inc.
98978VAH6
2500000.00000000
PA
USD
3302040.88000000
0.525952297382
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
0.04700000
N
N
N
N
N
N
Sunoco Logistics Partners Operations L.P. (GTD by Energy Transfer Partners L.P.)
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations L.P. (GTD by Energy Transfer Partners L.P.)
86765BAU3
2000000.00000000
PA
USD
2048956.46000000
0.326359786730
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04000000
N
N
N
N
N
N
Applied Materials Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials Inc.
038222AP0
1225000.00000000
PA
USD
1248881.71000000
0.198923098896
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.02750000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CJ7
75000.00000000
PA
USD
75067.43000000
0.011956813589
Long
DBT
CORP
US
N
2
2020-07-20
Fixed
0.02800000
N
N
N
N
N
N
GLP Capital L.P. and GLP Financing II Inc.
2549005PXW31DRW8EC44
GLP Capital L.P. and GLP Financing II Inc.
361841AP4
640000.00000000
PA
USD
636384.00000000
0.101363865252
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04000000
N
N
N
N
N
N
BB&T Corp.
549300DRQQI75D2JP341
BB&T Corp.
05531FAX1
3500000.00000000
PA
USD
3628601.66000000
0.577967217463
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
0.02750000
N
N
N
N
N
N
Air Canada Enhanced Equipment Trust Series 2015-2 Class AA
4B4HI3CGXMBDC0G6BM51
Air Canada Enhanced Equipment Trust Series 2015-2 Class AA
009088AA3
807114.63000000
PA
USD
763470.55000000
0.121606335096
Long
ABS-O
CORP
CA
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023BM6
500000.00000000
PA
USD
500356.76000000
0.079697313569
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
0.01650000
N
N
N
N
General Motors Financial Co. Inc. (GTD by AmeriCredit Financial Services Inc.)
5493008B6JBRUJ90QL97
General Motors Financial Co. Inc. (GTD by AmeriCredit Financial Services Inc.)
37045XBM7
500000.00000000
PA
USD
505764.78000000
0.080558708278
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
0.03200000
N
N
N
N
N
N
Williams Partners L.P.
WUURD1P1N0874ONXXO03
Williams Partners L.P.
96949LAE5
3250000.00000000
PA
USD
3553705.45000000
0.566037675962
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04850000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
2580000.00000000
PA
USD
2959315.19000000
0.471362614644
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
0.04300000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BJ6
815000.00000000
PA
USD
859727.66000000
0.136938261618
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
0.05250000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BM8
665000.00000000
PA
USD
900069.47000000
0.143363944528
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
0.06600000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAH9
6000000.00000000
PA
USD
6457258.86000000
1.028518499810
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.03220000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAA4
1000000.00000000
PA
USD
1160683.48000000
0.184874798654
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.03750000
N
N
N
N
N
N
CenterPoint Energy Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc.
15189TAX5
750000.00000000
PA
USD
796513.19000000
0.126869399077
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02950000
N
N
N
N
N
N
Black Hills Corp.
3MGELCRSTNSAMJ962671
Black Hills Corp.
092113AQ2
2000000.00000000
PA
USD
2275173.96000000
0.362391931140
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
0.04350000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AT4
1875000.00000000
PA
USD
2302861.56000000
0.366802039118
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
0.04550000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust Series 2005-1 Class B1 (Mortgage spread to 10-year U.S. Treasury index)
N/A
MASTR Adjustable Rate Mortgages Trust Series 2005-1 Class B1 (Mortgage spread to 10-year U.S. Treasury index)
576433XM3
909361.87000000
PA
USD
707591.20000000
0.112705817635
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Variable
0.03759900
N
N
N
N
N
N
NXP Semiconductors N.V. NXP B.V. and NXP Funding LLC
724500RKKW4NOJ9YQF60
NXP Semiconductors N.V. NXP B.V. and NXP Funding LLC
62954HAB4
274000.00000000
PA
USD
310829.00000000
0.049509146792
Long
DBT
CORP
NL
N
2
2029-06-18
Fixed
0.04300000
N
N
N
N
N
N
National Fuel Gas Co.
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co.
636180BQ3
1875000.00000000
PA
USD
1994474.19000000
0.317681797537
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
PepsiCo Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc.
713448EM6
1200000.00000000
PA
USD
1375771.02000000
0.219134152161
Long
DBT
CORP
US
N
2
2049-07-29
Fixed
0.03375000
N
N
N
N
N
N
U.S. Bank N.A.
6BYL5QZYBDK8S7L73M02
U.S. Bank N.A.
90331HNX7
3500000.00000000
PA
USD
3637780.55000000
0.579429240029
Long
DBT
CORP
US
N
2
2021-11-16
Fixed
0.03450000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FAH4
2000000.00000000
PA
USD
2298236.22000000
0.366065310444
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.05000000
N
N
N
N
N
N
Energy Transfer Partners L.P.
5493008K8W3OKZE54J59
Energy Transfer Partners L.P.
29278NAE3
1000000.00000000
PA
USD
1037314.34000000
0.165224441506
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
0.06000000
N
N
N
N
N
N
Bank of America Corp. (3-Month U.S. LIBOR plus 77 bps)
9DJT3UXIJIZJI4WXO774
Bank of America Corp. (3-Month U.S. LIBOR plus 77 bps)
06051GHB8
4000000.00000000
PA
USD
3947200.00000000
0.628713872321
Long
DBT
CORP
US
N
2
2026-02-05
Variable
0.01310900
N
N
N
N
N
N
Colonial Pipeline Co.
549300Y8RLCD6IQXIT35
Colonial Pipeline Co.
195869AQ5
1000000.00000000
PA
USD
1134567.27000000
0.180714983211
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04250000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAK1
750000.00000000
PA
USD
1055169.70000000
0.168068460691
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
0.05576000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RDD1
1000000.00000000
PA
USD
1118006.88000000
0.178077228112
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.03950000
N
N
N
N
N
N
NVR Inc.
529900RWXR4JI3JYTV70
NVR Inc.
62944TAF2
2302000.00000000
PA
USD
2405486.66000000
0.383148265308
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397YG2
1500000.00000000
PA
USD
1440450.00000000
0.229436283285
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
0.03810000
N
N
N
N
N
N
University of Southern California
0GMCSQ6M60R4T46U5511
University of Southern California
914886AB2
500000.00000000
PA
USD
544471.71000000
0.086723985904
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
0.03028000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AB4
2000000.00000000
PA
USD
2074623.56000000
0.330448067495
Long
DBT
CORP
CH
N
2
2023-01-09
Fixed
0.03574000
N
N
N
N
N
N
Nestle Holdings Inc.
549300EAEU8YV8MQXP30
Nestle Holdings Inc.
641062AL8
980000.00000000
PA
USD
1216737.87000000
0.193803196657
Long
DBT
CORP
US
N
2
2038-09-24
Fixed
0.03900000
N
N
N
N
N
N
Daiwa Securities Group Inc.
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc.
234064AB9
1000000.00000000
PA
USD
1030338.20000000
0.164113275112
Long
DBT
CORP
JP
N
2
2022-04-19
Fixed
0.03129000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAD3
500000.00000000
PA
USD
504185.97000000
0.080307233879
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
0.02250000
N
N
N
N
N
N
Cargill Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill Inc.
141781BM5
1000000.00000000
PA
USD
1048009.16000000
0.166927922885
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
0.02125000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CN3
2000000.00000000
PA
USD
1953106.20000000
0.311092663674
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.02950000
N
N
N
N
N
N
Sunoco Logistics Partners Operations L.P. (GTD by Sunoco Logistics Partners L.P.)
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations L.P. (GTD by Sunoco Logistics Partners L.P.)
86765BAR0
500000.00000000
PA
USD
509955.82000000
0.081226261224
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.04400000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana Inc.
444859BJ0
5000000.00000000
PA
USD
5228052.30000000
0.832729278027
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
0.02900000
N
N
N
N
N
N
Activision Blizzard Inc.
549300TPQQDBP9GNOF40
Activision Blizzard Inc.
00507VAH2
3145000.00000000
PA
USD
3205563.86000000
0.510585343381
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.02300000
N
N
N
N
N
N
KKR Group Finance Co. III LLC
N/A
KKR Group Finance Co. III LLC
48250AAA1
1885000.00000000
PA
USD
2266251.33000000
0.360970725916
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
0.05125000
N
N
N
N
N
N
Diamond 1 Finance Corp. and Diamond 2 Finance Corp.
N/A
Diamond 1 Finance Corp. and Diamond 2 Finance Corp.
25272KAD5
3000000.00000000
PA
USD
3083587.77000000
0.491156872598
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.04420000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967MG3
2500000.00000000
PA
USD
2353262.50000000
0.374829950081
Long
DBT
CORP
US
N
2
2169-03-12
Fixed
0.05000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GK3
1525000.00000000
PA
USD
1780485.05000000
0.283597398255
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04125000
N
N
N
N
N
N
Dentsply Sirona Inc.
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona Inc.
24906PAA7
2523000.00000000
PA
USD
2643340.89000000
0.421033919440
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.03250000
N
N
N
N
N
N
American Tower Trust I
N/A
American Tower Trust I
03027WAK8
1000000.00000000
PA
USD
1079521.40000000
0.171947223258
Long
DBT
CORP
US
N
2
2028-03-23
Fixed
0.03652000
N
N
N
N
N
N
Roper Technologies Inc.
54930003T4SXCIWVXY35
Roper Technologies Inc.
776743AG1
2000000.00000000
PA
USD
2184148.36000000
0.347893284642
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.02950000
N
N
N
N
N
N
Aircastle Ltd.
549300PNK8AKY3OIKP58
Aircastle Ltd.
00928QAN1
598000.00000000
PA
USD
603594.60000000
0.096141137585
Long
DBT
CORP
BM
N
2
2022-02-15
Fixed
0.05500000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAS7
1320000.00000000
PA
USD
1631006.68000000
0.259788337445
Long
DBT
CORP
CA
N
2
2045-01-15
Fixed
0.05250000
N
N
N
N
N
N
Fifth Third Bank N.A.
QFROUN1UWUYU0DVIWD51
Fifth Third Bank N.A.
31677QBG3
500000.00000000
PA
USD
508016.59000000
0.080917378775
Long
DBT
CORP
US
N
2
2021-06-14
Fixed
0.02250000
N
N
N
N
N
N
Intuit Inc.
VI90HBPH7XSFMB9E4M29
Intuit Inc.
46124HAC0
415000.00000000
PA
USD
416832.85000000
0.066393543583
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.01350000
N
N
N
N
N
N
Aon Corp. (GTD by Aon plc)
LTS3U8DGK38SETRUWX71
Aon Corp. (GTD by Aon plc)
037389BC6
1608000.00000000
PA
USD
1841562.69000000
0.293325904426
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
0.03750000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2D4
1000000.00000000
PA
USD
1173283.71000000
0.186881775599
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
0.04150000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc.
718172CP2
1225000.00000000
PA
USD
1261909.79000000
0.200998224207
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.02100000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-Mobile USA Inc.
87264ABE4
1750000.00000000
PA
USD
1950497.50000000
0.310677147390
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.03875000
N
N
N
N
N
N
Home Depot Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot Inc. (The)
437076BA9
1670000.00000000
PA
USD
2065728.08000000
0.329031186750
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
0.04200000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co. LLC
N/A
Transcontinental Gas Pipe Line Co. LLC
893574AM5
1000000.00000000
PA
USD
1137008.53000000
0.181103829488
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04600000
N
N
N
N
N
N
Fifth Third Bank N.A.
QFROUN1UWUYU0DVIWD51
Fifth Third Bank N.A.
31677QBN8
1500000.00000000
PA
USD
1541370.60000000
0.245511015050
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
0.03350000
N
N
N
N
N
N
Banco Santander S.A.
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAC9
1250000.00000000
PA
USD
1300083.00000000
0.207078490390
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
0.03500000
N
N
N
N
N
N
Ross Stores Inc.
549300ENZFLPGRDFZQ60
Ross Stores Inc.
778296AE3
1425000.00000000
PA
USD
1853701.02000000
0.295259309487
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
0.05450000
N
N
N
N
N
N
QUALCOMM Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc.
747525AV5
1500000.00000000
PA
USD
1870226.36000000
0.297891481787
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
0.04300000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VDU5
1250000.00000000
PA
USD
1691731.96000000
0.269460719371
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
0.05250000
N
N
N
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
Ecolab Inc.
278865BE9
850000.00000000
PA
USD
1077649.78000000
0.171649109796
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
0.04800000
N
N
N
N
N
N
PNC Bank N.A.
AD6GFRVSDT01YPT1CS68
PNC Bank N.A.
69353REF1
1000000.00000000
PA
USD
1100638.08000000
0.175310708679
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.03300000
N
N
N
N
N
N
Wisconsin Electric Power Co.
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co.
976656CK2
1250000.00000000
PA
USD
1537909.40000000
0.244959711733
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
0.04300000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PBJ4
3000000.00000000
PA
USD
3664937.70000000
0.583754857413
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
0.04493000
N
N
N
N
N
N
Sabal Trail Transmission LLC
5493002DWITGSZFUI977
Sabal Trail Transmission LLC
78516FAA7
2500000.00000000
PA
USD
2790908.83000000
0.444538685094
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04246000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CQ6
3375000.00000000
PA
USD
3046902.11000000
0.485313544832
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.03750000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
1900000.00000000
PA
USD
2555711.60000000
0.407076240517
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
0.04750000
N
N
N
N
N
N
Nestle Holdings Inc.
765LHXWGK1KXCLTFYQ30
Nestle Holdings Inc.
641062AN4
400000.00000000
PA
USD
515375.59000000
0.082089527484
Long
DBT
CORP
US
N
2
2048-09-24
Fixed
0.04000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCN1
5500000.00000000
PA
USD
5898965.66000000
0.939593013475
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
0.02900000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RHV7
2000000.00000000
PA
USD
2162721.74000000
0.344480431675
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.02950000
N
N
N
N
N
N
NIKE Inc.
787RXPR0UX0O0XUXPZ81
NIKE Inc.
654106AM5
2575000.00000000
PA
USD
2952327.42000000
0.470249595811
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
0.03375000
N
N
N
N
N
N
Microchip Technology Inc.
5493007PTFULNYZJ1R12
Microchip Technology Inc.
595017AN4
2750000.00000000
PA
USD
2803591.34000000
0.446558767677
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.03922000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAJ9
1000000.00000000
PA
USD
1154858.99000000
0.183947068197
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.04400000
N
N
N
N
N
N
Carlisle Cos. Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos. Inc.
142339AJ9
1800000.00000000
PA
USD
1852246.37000000
0.295027611414
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.02750000
N
N
N
N
N
N
IDEX Corp.
549300U5Y5EL6PHYLF13
IDEX Corp.
45167RAG9
1670000.00000000
PA
USD
1742240.96000000
0.277505842237
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.03000000
N
N
N
N
N
N
Willis North America Inc.
5493004KVU1HWZCP0C66
Willis North America Inc.
970648AJ0
2500000.00000000
PA
USD
2648625.75000000
0.421875697104
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.02950000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557BM6
2500000.00000000
PA
USD
2532134.45000000
0.403320849031
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
0.03650000
N
N
N
N
N
N
Rockwell Collins Inc.
I07WOS4YJ0N7YRFE7309
Rockwell Collins Inc.
75513EBB6
1500000.00000000
PA
USD
1547328.20000000
0.246459947399
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.02800000
N
N
N
N
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887BT5
3000000.00000000
PA
USD
3104390.79000000
0.494470397947
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
0.02894000
N
N
N
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc.
25746UDF3
2000000.00000000
PA
USD
2212322.28000000
0.352380854145
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03600000
N
N
N
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAL7
1225000.00000000
PA
USD
1290110.38000000
0.205490041733
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02800000
N
N
N
N
N
N
Owl Rock Capital Corp.
2549000BD79OOCPF2L94
Owl Rock Capital Corp.
69121KAB0
1025000.00000000
PA
USD
1012333.36000000
0.161245446606
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
0.04000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140AN0
1500000.00000000
PA
USD
1854646.26000000
0.295409868238
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
0.04000000
N
N
N
N
N
N
Goldman Sachs Group Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc. (The)
38145GAH3
2000000.00000000
PA
USD
2199518.10000000
0.350341391845
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
0.03500000
N
N
N
N
N
N
MetLife Global Funding I
635400MMSOCXNNNZDZ82
MetLife Global Funding I
59217GBX6
2000000.00000000
PA
USD
2033151.88000000
0.323842417787
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.01950000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
1500000.00000000
PA
USD
1593207.05000000
0.253767575449
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
0.02699000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BU4
1350000.00000000
PA
USD
1356750.00000000
0.216104465512
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04875000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Co. LLC
N/A
Transcontinental Gas Pipe Line Co. LLC
893574AN3
1225000.00000000
PA
USD
1308192.56000000
0.208370189030
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03250000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505FL3
2000000.00000000
PA
USD
2043087.52000000
0.325424976233
Long
DBT
CORP
US
N
2
2166-09-15
Fixed
0.05875000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAQ3
2500000.00000000
PA
USD
2666125.00000000
0.424662994741
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.03000000
N
N
N
N
N
N
Altria Group Inc. (GTD by Philip Morris USA Inc.)
XSGZFLO9YTNO9VCQV219
Altria Group Inc. (GTD by Philip Morris USA Inc.)
02209SBA0
1830000.00000000
PA
USD
1908595.21000000
0.304002909701
Long
DBT
CORP
US
N
2
2022-02-14
Fixed
0.03490000
N
N
N
N
N
N
Tennessee Gas Pipeline Co.
N/A
Tennessee Gas Pipeline Co.
880451AS8
2000000.00000000
PA
USD
2438921.52000000
0.388473802474
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.07000000
N
N
N
N
N
N
Estee Lauder Co. Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Co. Inc. (The)
29736RAK6
1875000.00000000
PA
USD
2367515.81000000
0.377100231223
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
0.04150000
N
N
N
N
N
N
Comcast Corp. (GTD by Comcast Cable Communications LLC and NBCUniversal Media LLC)
51M0QTTNCGUN7KFCFZ59
Comcast Corp. (GTD by Comcast Cable Communications LLC and NBCUniversal Media LLC)
20030NCY5
3875000.00000000
PA
USD
4299047.30000000
0.684756454011
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
0.03250000
N
N
N
N
N
N
Xilinx Inc.
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc.
983919AK7
3125000.00000000
PA
USD
3216265.59000000
0.512289925390
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02375000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829BN6
1065000.00000000
PA
USD
1463016.44000000
0.233030687895
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
0.06600000
N
N
N
N
N
N
Morgan Stanley (3-Month U.S. LIBOR plus 140 bps)
IGJSJL3JD5P30I6NJZ34
Morgan Stanley (3-Month U.S. LIBOR plus 140 bps)
61746BEC6
1500000.00000000
PA
USD
1515657.00000000
0.241415327721
Long
DBT
CORP
US
N
2
2023-10-24
Variable
0.02420300
N
N
N
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452AF7
3500000.00000000
PA
USD
3561859.25000000
0.567336421192
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
0.01800000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RHJ4
3500000.00000000
PA
USD
4080012.13000000
0.649868318142
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04350000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAH4
1650000.00000000
PA
USD
1444212.00000000
0.230035498321
Long
DBT
CORP
US
N
2
2168-10-01
Fixed
0.04000000
N
N
N
N
N
N
PNC Bank N.A.
AD6GFRVSDT01YPT1CS68
PNC Bank N.A.
69353REU8
264000.00000000
PA
USD
265411.96000000
0.042275076290
Long
DBT
CORP
US
N
2
2020-11-05
Fixed
0.02450000
N
N
N
N
N
N
Pfizer Inc.
765LHXWGK1KXCLTFYQ30
Pfizer Inc.
717081EU3
500000.00000000
PA
USD
616848.70000000
0.098252263582
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.03900000
N
N
N
N
N
N
Martin Marietta Materials Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials Inc.
573284AV8
1250000.00000000
PA
USD
1259425.23000000
0.200602481063
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.02500000
N
N
N
N
N
N
Baltimore Gas and Electric Co.
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co.
059165EK2
1500000.00000000
PA
USD
1871932.49000000
0.298163235841
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
0.04250000
N
N
N
N
N
N
Perrigo Finance Unlimited Co. (GTD by Perrigo Co. plc)
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co. (GTD by Perrigo Co. plc)
71429MAA3
1000000.00000000
PA
USD
1000991.23000000
0.159438861059
Long
DBT
CORP
IE
N
2
2021-03-15
Fixed
0.03500000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAE1
2000000.00000000
PA
USD
2272801.58000000
0.362014056135
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
BAE Systems Holdings Inc.
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc.
05523UAP5
1500000.00000000
PA
USD
1660136.33000000
0.264428136556
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.03850000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc.
98956PAT9
750000.00000000
PA
USD
809178.11000000
0.128886679908
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
0.03550000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA Inc.
80282KAS5
1000000.00000000
PA
USD
1040923.17000000
0.165799259474
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
0.03400000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140AV2
4000000.00000000
PA
USD
5040187.76000000
0.802806030557
Long
DBT
CORP
US
N
2
2046-05-19
Fixed
0.04100000
N
N
N
N
N
N
OH State Univ Gen Receipts Bonds (Multiyear Debt Issuance Prog) Ser 2016A
JFC10ZULKO4X2E3HBY86
OH State Univ Gen Receipts Bonds (Multiyear Debt Issuance Prog) Ser 2016A
677632G88
2000000.00000000
PA
USD
2519880.00000000
0.401368948263
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
0.03798000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAU3
1000000.00000000
PA
USD
1103232.27000000
0.175723913797
Long
DBT
CORP
US
N
2
2026-04-18
Fixed
0.03000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513EAC5
625000.00000000
PA
USD
666535.69000000
0.106166455892
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
0.03125000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NR2
2000000.00000000
PA
USD
2586006.34000000
0.411901616302
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
0.04400000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807AW8
415000.00000000
PA
USD
428849.26000000
0.068307529108
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
0.02875000
N
N
N
N
N
N
Southern California Gas Co.
OQSJ1DU9TAOC51A47K68
Southern California Gas Co.
842434CS9
1500000.00000000
PA
USD
1907209.08000000
0.303782125560
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.04300000
N
N
N
N
N
N
Energy Transfer Partners L.P.
RY1052DWLDPLDW74Y843
Energy Transfer Partners L.P.
29273RBK4
1000000.00000000
PA
USD
1046247.33000000
0.166647296881
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.04200000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JJ0
3000000.00000000
PA
USD
3513332.25000000
0.559606993222
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
0.03650000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAF8
1000000.00000000
PA
USD
961805.00000000
0.153197240060
Long
DBT
CORP
US
N
2
2169-02-01
Fixed
0.05000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PDX7
425000.00000000
PA
USD
444830.17000000
0.070852984066
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.02000000
N
N
N
N
N
N
Brookfield Finance Inc. (GTD by Brookfield Asset Management Inc.)
N/A
Brookfield Finance Inc. (GTD by Brookfield Asset Management Inc.)
11271LAE2
3000000.00000000
PA
USD
3385363.26000000
0.539223967472
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
0.04350000
N
N
N
N
N
N
Wisconsin Electric Power Co.
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co.
976656CG1
250000.00000000
PA
USD
288394.40000000
0.045935741786
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
0.04250000
N
N
N
N
N
N
Spirit AeroSystems Inc. (GTD by Spirit AeroSystems Holdings Inc.)
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc. (GTD by Spirit AeroSystems Holdings Inc.)
85205TAK6
720000.00000000
PA
USD
577800.00000000
0.092032548496
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04600000
N
N
N
N
N
N
PayPal Holdings Inc.
5493005X2GO78EFZ3E94
PayPal Holdings Inc.
70450YAH6
3000000.00000000
PA
USD
3117589.11000000
0.496572639251
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.02300000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PDU3
1000000.00000000
PA
USD
1182540.22000000
0.188356161555
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.03700000
N
N
N
N
N
N
Virginia Electric and Power Co. Series B
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co. Series B
927804GA6
1500000.00000000
PA
USD
1974710.37000000
0.314533796979
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
0.04600000
N
N
N
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608AJ1
850000.00000000
PA
USD
950169.36000000
0.151343903953
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03500000
N
N
N
N
N
N
Comcast Corp. (GTD by Comcast Cable Communications and NBCUniversal)
51M0QTTNCGUN7KFCFZ59
Comcast Corp. (GTD by Comcast Cable Communications and NBCUniversal)
20030NCJ8
500000.00000000
PA
USD
593527.43000000
0.094537628912
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
0.03900000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513EAD3
1050000.00000000
PA
USD
1095365.62000000
0.174470906099
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.02250000
N
N
N
N
N
N
Anglo American Capital plc
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AQ3
1500000.00000000
PA
USD
1542956.67000000
0.245763645829
Long
DBT
CORP
GB
N
2
2022-04-10
Fixed
0.03750000
N
N
N
N
N
N
S&P Global Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global Inc.
78409VAQ7
2000000.00000000
PA
USD
2197770.62000000
0.350063051523
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
0.03250000
N
N
N
N
N
N
Midwest Connector Capital Co. LLC
N/A
Midwest Connector Capital Co. LLC
59833CAA0
2435000.00000000
PA
USD
2558499.55000000
0.407520307917
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.03900000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VEA8
3500000.00000000
PA
USD
4358490.61000000
0.694224642503
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
0.04500000
N
N
N
N
N
N
Waste Management Inc. (GTD by Waste Management Holdings Inc.)
549300YX8JIID70NFS41
Waste Management Inc. (GTD by Waste Management Holdings Inc.)
94106LBC2
2500000.00000000
PA
USD
2988526.63000000
0.476015441346
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
0.04100000
N
N
N
N
N
N
Comcast Corp. (GTD by Comcast Cable Communications and NBCUniversal)
51M0QTTNCGUN7KFCFZ59
Comcast Corp. (GTD by Comcast Cable Communications and NBCUniversal)
20030NCL3
1125000.00000000
PA
USD
1432673.69000000
0.228197665031
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
0.04600000
N
N
N
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCB2
1275000.00000000
PA
USD
1388518.08000000
0.221164516331
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
0.03250000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967GT2
2000000.00000000
PA
USD
2135300.22000000
0.340112705179
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.03500000
N
N
N
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart Inc.
931142EC3
2275000.00000000
PA
USD
2982938.37000000
0.475125337834
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
0.04050000
N
N
N
N
N
N
Leidos Inc. (GTD by Leidos Holdings Inc.)
5493006I78VIN6J1BQ95
Leidos Inc. (GTD by Leidos Holdings Inc.)
52532XAE5
525000.00000000
PA
USD
591386.25000000
0.094196579670
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04375000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
45262BAA1
2700000.00000000
PA
USD
2804070.47000000
0.446635083972
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
0.03125000
N
N
N
N
N
N
Expedia Group Inc.
N/A
Expedia Group Inc.
30212PAS4
1090000.00000000
PA
USD
1163892.51000000
0.185385936088
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06250000
N
N
N
N
N
N
United Airlines Pass-Through Certificates Series 2016-AA
K1OQBWM7XEOO08LDNP29
United Airlines Pass-Through Certificates Series 2016-AA
90931LAA6
2560848.12000000
PA
USD
2459025.73000000
0.391676020684
Long
ABS-O
CORP
US
N
2
2028-07-07
Fixed
0.03100000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland Designated Activity Co.
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland Designated Activity Co.
82481LAB5
1000000.00000000
PA
USD
1019987.41000000
0.162464591168
Long
DBT
CORP
IE
N
2
2021-09-23
Fixed
0.02400000
N
N
N
N
N
N
Phillips 66 (GTD by Phillips 66 Co.) (3-Month U.S. LIBOR plus 60 bps)
5493005JBO5YSIGK1814
Phillips 66 (GTD by Phillips 66 Co.) (3-Month U.S. LIBOR plus 60 bps)
718546AS3
2000000.00000000
PA
USD
1997010.82000000
0.318085834442
Long
DBT
CORP
US
N
2
2021-02-26
Variable
0.00959500
N
N
N
N
N
N
PepsiCo Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc.
713448EU8
1275000.00000000
PA
USD
1550508.16000000
0.246966454534
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
0.03625000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531GAB7
2455000.00000000
PA
USD
2784311.66000000
0.443487881411
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
0.03875000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DA8
1000000.00000000
PA
USD
1017576.37000000
0.162080558361
Long
DBT
CORP
AU
N
2
2021-08-19
Fixed
0.02000000
N
N
N
N
N
N
Waste Connections Inc.
549300HDLRTPBQU69P29
Waste Connections Inc.
941053AJ9
1549000.00000000
PA
USD
1739125.03000000
0.277009533862
Long
DBT
CORP
CA
N
2
2029-05-01
Fixed
0.03500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397VU4
1500000.00000000
PA
USD
1514550.00000000
0.241239003679
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
0.05875000
N
N
N
N
N
N
CubeSmart L.P. (GTD by CubeSmart)
549300MPHKO3I3FJRA97
CubeSmart L.P. (GTD by CubeSmart)
22966RAE6
1615000.00000000
PA
USD
1876957.01000000
0.298963546295
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04375000
N
N
N
N
N
N
Aviation Capital Group Corp.
549300ODEK8HY3445C77
Aviation Capital Group Corp.
05367AAJ2
3000000.00000000
PA
USD
2867192.43000000
0.456689211429
Long
DBT
CORP
US
N
2
2022-01-20
Fixed
0.02875000
N
N
N
N
N
N
PayPal Holdings Inc.
5493005X2GO78EFZ3E94
PayPal Holdings Inc.
70450YAD5
2750000.00000000
PA
USD
2988511.35000000
0.476013007533
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.02650000
N
N
N
N
N
N
Oshkosh Corp.
549300FEKNPCFSA2B506
Oshkosh Corp.
688225AH4
1800000.00000000
PA
USD
1812286.53000000
0.288662769059
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.03100000
N
N
N
N
N
N
NetApp Inc.
QTX3D84DZDD5JYOCYH15
NetApp Inc.
64110DAE4
1038000.00000000
PA
USD
1060970.52000000
0.168992420968
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.03375000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967JL6
2000000.00000000
PA
USD
2178425.52000000
0.346981745095
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
0.03875000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
Amazon.com Inc.
023135BT2
2900000.00000000
PA
USD
2932989.59000000
0.467169447356
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
0.02500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc.
883556CG5
1225000.00000000
PA
USD
1515267.14000000
0.241353230439
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
0.04497000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FK9
1200000.00000000
PA
USD
1312305.76000000
0.209025343544
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
0.03250000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0HW2
1500000.00000000
PA
USD
1528011.08000000
0.243383097653
Long
DBT
CORP
AU
N
2
2021-09-06
Fixed
0.02000000
N
N
N
N
N
N
Goldman Sachs Group Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc. (The)
38141GVR2
3250000.00000000
PA
USD
3662682.30000000
0.583395615098
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.04250000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FD5
1875000.00000000
PA
USD
2102904.32000000
0.334952654577
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
0.03550000
N
N
N
N
N
N
Novartis Capital Corp. (GTD by Novartis AG)
5493002KF87V5RSRQS84
Novartis Capital Corp. (GTD by Novartis AG)
66989HAS7
3250000.00000000
PA
USD
3432003.12000000
0.546652809939
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
0.02750000
N
N
N
N
N
N
Sprint Spectrum L.P.
N/A
Sprint Spectrum L.P.
85208NAA8
1093750.00000000
PA
USD
1107071.88000000
0.176335490629
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
0.03360000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162BM1
2071428.57000000
PA
USD
2149008.62000000
0.342296192524
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.03875000
N
N
N
N
N
N
Mars Inc.
54930073HKEO6GZBSS03
Mars Inc.
571676AF2
2500000.00000000
PA
USD
3152001.73000000
0.502053914985
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
0.03950000
N
N
N
N
N
N
Elanco Animal Health Inc.
549300SHPNDCE059M934
Elanco Animal Health Inc.
28414HAE3
1500000.00000000
PA
USD
1575000.00000000
0.250867538737
Long
DBT
CORP
US
N
2
2023-08-28
Variable
0.05022000
N
N
N
N
N
N
Boardwalk Pipelines L.P. (GTD by Boardwalk Pipeline Partners L.P.)
549300W6AQ2GHHCGL606
Boardwalk Pipelines L.P. (GTD by Boardwalk Pipeline Partners L.P.)
096630AF5
2000000.00000000
PA
USD
2100652.30000000
0.334593950631
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04450000
N
N
N
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933YBB0
1250000.00000000
PA
USD
1254513.74000000
0.199820174137
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
0.02450000
N
N
N
N
N
N
State Street Institutional U.S. Government Money Market Fund - Premier Class
N/A
State Street Institutional U.S. Government Money Market Fund - Premier Class
N/A
19724011.02000000
NS
USD
19724011.02000000
3.141659745159
Long
STIV
RF
US
N
1
N
N
N
Colonial Enterprises Inc.
N/A
Colonial Enterprises Inc.
19565CAA8
1025000.00000000
PA
USD
1111079.68000000
0.176973856929
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.03250000
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
Crown Castle Towers LLC
22822RBD1
2450000.00000000
PA
USD
2613497.08000000
0.416280368227
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03663000
N
N
N
N
N
N
Smithfield Foods Inc.
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc.
832248BA5
1250000.00000000
PA
USD
1236230.66000000
0.196908027292
Long
DBT
CORP
US
N
2
2021-10-03
Fixed
0.02650000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967LS8
1750000.00000000
PA
USD
1928226.30000000
0.307129768895
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
0.03520000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09256BAM9
908000.00000000
PA
USD
938849.35000000
0.149540841701
Long
DBT
CORP
US
N
2
2049-09-10
Fixed
0.03500000
N
N
N
N
N
N
Owl Rock Capital Corp.
2549000BD79OOCPF2L94
Owl Rock Capital Corp.
69121KAA2
675000.00000000
PA
USD
705492.44000000
0.112371525092
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05250000
N
N
N
N
N
N
Ventas Realty L.P. (GTD by Ventas Inc.)
32SXKSJ72K64GM3HOU64
Ventas Realty L.P. (GTD by Ventas Inc.)
92277GAQ0
1500000.00000000
PA
USD
1639612.44000000
0.261159071305
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.04875000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587CX3
1875000.00000000
PA
USD
2220357.83000000
0.353660764399
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
0.04400000
N
N
N
N
N
N
Blackstone Holdings Finance Co. LLC
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co. LLC
09256BAL1
1475000.00000000
PA
USD
1538242.16000000
0.245012714071
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
0.02500000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HHV5
704000.00000000
PA
USD
769470.52000000
0.122562016180
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
0.03375000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170AQ7
1475000.00000000
PA
USD
1751918.20000000
0.279047242478
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
0.04300000
N
N
N
N
N
N
Maxim Integrated Products Inc.
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc.
57772KAD3
1700000.00000000
PA
USD
1856042.80000000
0.295632310494
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.03450000
N
N
N
N
N
N
Walt Disney Co. (The)
7260JQNI6SCF9FIV2392
Walt Disney Co. (The)
25468PDB9
1724000.00000000
PA
USD
2080900.57000000
0.331447875780
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
0.04125000
N
N
N
N
N
N
Autodesk Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk Inc.
052769AG1
1100000.00000000
PA
USD
1210916.69000000
0.192875993420
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.02850000
N
N
N
N
N
N
NIKE Inc.
787RXPR0UX0O0XUXPZ81
NIKE Inc.
654106AL7
2500000.00000000
PA
USD
2816578.48000000
0.448627372025
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
0.03250000
N
N
N
N
N
N
Marsh & McLennan Cos. Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos. Inc.
571748BB7
2000000.00000000
PA
USD
2065309.78000000
0.328964559517
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
0.02750000
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International Inc.
438516BZ8
1050000.00000000
PA
USD
1097062.04000000
0.174741113534
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.01950000
N
N
N
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
228227BD5
1027000.00000000
PA
USD
1142803.35000000
0.182026834079
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.05250000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBK1
4000000.00000000
PA
USD
4394284.92000000
0.699925995170
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.02650000
N
N
N
N
N
N
PNC Financial Services Group Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc. (The)
693475AW5
2000000.00000000
PA
USD
2306782.50000000
0.367426570272
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
0.03450000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING Groep N.V.
456837AP8
1325000.00000000
PA
USD
1442115.90000000
0.229701629465
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
0.03550000
N
N
N
N
N
N
Cedar Fair Entertainment Co. Magnum Management Corp. Canada's Wonderland Co. and Millennium Operations LLC
549300TUVLNQQ6BVKH61
Cedar Fair Entertainment Co. Magnum Management Corp. Canada's Wonderland Co. and Millennium Operations LLC
150190AF3
1050000.00000000
PA
USD
1055250.00000000
0.168081250954
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05500000
N
N
N
N
N
N
American Airlines Inc. Pass-Through Certificates Series 2016-1 Class AA
IWUQB36BXD6OWD6X4T14
American Airlines Inc. Pass-Through Certificates Series 2016-1 Class AA
02376UAA3
833119.64000000
PA
USD
806038.42000000
0.128386587018
Long
ABS-O
CORP
US
N
2
2028-01-15
Fixed
0.03575000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
2150000.00000000
PA
USD
2511219.24000000
0.399989453949
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.05000000
N
N
N
N
N
N
Korea Development Bank
549300ML2LNRZUCS7149
Korea Development Bank
500630CV8
1125000.00000000
PA
USD
1162865.41000000
0.185222338596
Long
DBT
CORP
KR
N
2
2022-03-19
Fixed
0.03000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc.
98956PAB8
725000.00000000
PA
USD
924487.99000000
0.147253350250
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
0.05750000
N
N
N
N
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
731572AB9
2025000.00000000
PA
USD
2090325.04000000
0.332949014569
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
0.02950000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833BW9
2500000.00000000
PA
USD
3297012.88000000
0.525151432630
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
0.04500000
N
N
N
N
N
N
Darden Restaurants Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc.
237194AM7
1300000.00000000
PA
USD
1236749.11000000
0.196990606515
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
0.04550000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406HBY4
1250000.00000000
PA
USD
1294833.08000000
0.206242278003
Long
DBT
CORP
US
N
2
2021-09-23
Fixed
0.03550000
N
N
N
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
42250PAB9
1025000.00000000
PA
USD
1052269.76000000
0.167606555415
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.02875000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAA2
1000000.00000000
PA
USD
1009229.54000000
0.160751067124
Long
DBT
CORP
US
N
2
2020-11-25
Fixed
0.02700000
N
N
N
N
N
N
Kinder Morgan Inc.
549300WR7IX8XE0TBO16
Kinder Morgan Inc.
49456BAH4
1000000.00000000
PA
USD
1213870.00000000
0.193346399522
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
0.05550000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFZ7
4000000.00000000
PA
USD
4095126.56000000
0.652275759318
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
0.02503000
N
N
N
N
N
N
Allegion plc
N/A
Allegion plc
01748TAB7
1700000.00000000
PA
USD
1782053.03000000
0.283847147642
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
0.03500000
N
N
N
N
N
N
American Airlines Class AA Pass-Through Certificates Series 2016-2
N/A
American Airlines Class AA Pass-Through Certificates Series 2016-2
023765AA8
1572480.00000000
PA
USD
1480975.97000000
0.235891299380
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
0.03200000
N
N
N
N
N
N
Seagate HDD Cayman (GTD by Seagate Technology plc)
529900BD50TRWEG1SF63
Seagate HDD Cayman (GTD by Seagate Technology plc)
81180WAN1
875000.00000000
PA
USD
964637.07000000
0.153648334937
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
0.05750000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AE0
2500000.00000000
PA
USD
2584527.90000000
0.411666128934
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
0.03400000
N
N
N
N
N
N
Thomson Reuters Corp.
549300561UZND4C7B569
Thomson Reuters Corp.
884903BH7
1500000.00000000
PA
USD
1864584.20000000
0.296992793030
Long
DBT
CORP
CA
N
2
2040-04-15
Fixed
0.05850000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146CQ4
750000.00000000
PA
USD
876585.00000000
0.139623315202
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.04400000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc.
718172CH0
585000.00000000
PA
USD
628382.08000000
0.100089311616
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.02875000
N
N
N
N
N
N
Bell Canada (GTD by BCE Inc.)
549300O5ZKB2MUUSKB97
Bell Canada (GTD by BCE Inc.)
0778FPAB5
3554000.00000000
PA
USD
4358542.40000000
0.694232891665
Long
DBT
CORP
CA
N
2
2049-07-29
Fixed
0.04300000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc.
606822AL8
500000.00000000
PA
USD
518083.53000000
0.082520850813
Long
DBT
CORP
JP
N
2
2022-02-22
Fixed
0.02998000
N
N
N
N
N
N
Texas Instruments Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc.
882508BF0
3500000.00000000
PA
USD
4337608.80000000
0.690898567405
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
0.03875000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc.
606822BG8
2000000.00000000
PA
USD
2084643.38000000
0.332044034213
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
0.03218000
N
N
N
N
N
N
CNH Industrial Capital LLC (GTD by CNH Industrial Capital America LLC and New Holland Credit Co. LLC)
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC (GTD by CNH Industrial Capital America LLC and New Holland Credit Co. LLC)
12592BAK0
1050000.00000000
PA
USD
1057103.27000000
0.168376441610
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
0.01950000
N
N
N
N
N
N
U.S. Foods Inc.
5493000JOOFAOUY1JZ87
U.S. Foods Inc.
90290MAC5
335000.00000000
PA
USD
340862.50000000
0.054292912014
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06250000
N
N
N
N
N
N
American Airlines Inc. Pass-Through Certificates Series 2017-1 Class AA
N/A
American Airlines Inc. Pass-Through Certificates Series 2017-1 Class AA
023761AA7
2131250.00000000
PA
USD
2040731.12000000
0.325049646539
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
0.03650000
N
N
N
N
N
N
Goldman Sachs Group Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc. (The)
38141GWC4
1000000.00000000
PA
USD
1019380.00000000
0.162367842310
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
0.03000000
N
N
N
N
N
N
2020-07-30
Ivy Variable Insurance Portfolios
Joseph W. Kauten
Joseph W. Kauten
Treasurer, Vice President