0001752724-23-181743.txt : 20230818
0001752724-23-181743.hdr.sgml : 20230818
20230818132519
ACCESSION NUMBER: 0001752724-23-181743
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230818
DATE AS OF CHANGE: 20230818
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST
CENTRAL INDEX KEY: 0000837274
IRS NUMBER: 000000000
STATE OF INCORPORATION: FL
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05583
FILM NUMBER: 231185126
BUSINESS ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
BUSINESS PHONE: 650-312-2000
MAIL ADDRESS:
STREET 1: ONE FRANKLIN PARKWAY
CITY: SAN MATEO
STATE: CA
ZIP: 94403-1906
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN VALUEMARK FUNDS
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FRANKLIN VALUEMARK ANNUITY FUNDS
DATE OF NAME CHANGE: 19881129
0000837274
S000007329
FRANKLIN INCOME VIP FUND
C000020129
Class 1
C000020130
Class 2
C000061791
Class 4
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000837274
XXXXXXXX
S000007329
C000020129
C000061791
C000020130
Franklin Templeton Variable Insurance Products Trust
811-05583
0000837274
549300PIBKZH7YTTWU55
One Franklin Parkway
San Mateo
94403-1906
650-312-2000
Franklin Income VIP Fund
S000007329
EC5RL2TXCF76ZEXHFH77
2023-12-31
2023-06-30
N
3185410339.32
10428534.56
3174981804.76
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
0.61000000
USD
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
40000000.00000000
PA
USD
34025000.00000000
1.071659684757
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
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.
983130AV7
22408000.00000000
PA
USD
22070017.90000000
0.695122657613
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBH3
5000000.00000000
PA
USD
4068585.00000000
0.128145143820
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XAW5
5500000.00000000
PA
USD
4817348.25000000
0.151728373459
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
JPMorgan Chase Bank NA into Bank of America Corp.
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA into Bank of America Corp.
48128Q561
328400.00000000
NS
USD
9802826.91000000
0.308752223250
Long
SN
CORP
US
N
2
2024-02-02
Fixed
9.00000000
N
N
N
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
780259305
200000.00000000
NS
USD
12076000.00000000
0.380348636388
Long
EC
CORP
GB
N
1
N
N
N
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
N/A
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
03969AAR1
5700000.00000000
PA
USD
4835802.48000000
0.152309612381
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.25000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
250000.00000000
NS
USD
26812500.00000000
0.844493028583
Long
EC
CORP
US
N
1
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDH6
6000000.00000000
PA
USD
5177032.14000000
0.163057064838
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BB2
10000000.00000000
PA
USD
9882369.00000000
0.311257500285
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.37500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
12000000.00000000
PA
USD
11946287.04000000
0.376263165416
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAK1
5000000.00000000
PA
USD
4661552.00000000
0.146821376834
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAR2
5000000.00000000
PA
USD
4422898.80000000
0.139304697537
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XDV5
5000000.00000000
PA
USD
4591770.20000000
0.144623512270
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.30000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BN8
10400000.00000000
PA
USD
10336100.74000000
0.325548345647
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAQ7
2500000.00000000
PA
USD
2153864.55000000
0.067838642311
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PER9
10000000.00000000
PA
USD
10397318.20000000
0.327476465673
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
35000.00000000
NS
USD
15953000.00000000
0.502459572400
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
75000.00000000
NS
USD
4796250.00000000
0.151063857840
Long
EC
CORP
US
N
1
N
N
N
1375209 BC Ltd.
N/A
1375209 BC Ltd.
68251PAA5
6374000.00000000
PA
USD
6397296.97000000
0.201490823046
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.00000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAZ3
5000000.00000000
PA
USD
4839728.25000000
0.152433259388
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
91911KAN2
18750000.00000000
PA
USD
16592812.50000000
0.522611262688
Long
DBT
CORP
CA
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Woodside Finance Ltd.
254900AIZKU6TGRRNZ98
Woodside Finance Ltd.
980236AQ6
4685000.00000000
PA
USD
4421261.16000000
0.139253118029
Long
DBT
CORP
AU
N
2
2029-03-04
Fixed
4.50000000
N
N
N
N
N
N
DISH DBS Corp.
N/A
DISH DBS Corp.
25470XBE4
1500000.00000000
PA
USD
1206071.25000000
0.037986713756
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
8500000.00000000
PA
USD
8228671.50000000
0.259172241165
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AQ0
13865000.00000000
PA
USD
9882972.00000000
0.311276492519
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DU1
5000000.00000000
PA
USD
4982778.55000000
0.156938806469
Long
DBT
CORP
US
N
2
2033-02-21
Fixed
5.25000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CX6
8000000.00000000
PA
USD
7720878.40000000
0.243178666045
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Goldman Sachs International Bank into Newmont Corp.
W22LROWP2IHZNBB6K528
Goldman Sachs International Bank into Newmont Corp.
N/A
100000.00000000
NS
USD
4192643.96000000
0.132052535032
Long
SN
CORP
GB
N
2
2023-07-05
Fixed
10.00000000
N
N
N
N
N
N
Utah Acquisition Sub, Inc.
254900JOFV74IJ7H9933
Utah Acquisition Sub, Inc.
62854AAN4
10000000.00000000
PA
USD
9501166.20000000
0.299251044077
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBC6
6500000.00000000
PA
USD
5767695.38000000
0.181660738066
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAF2
12500000.00000000
PA
USD
12541437.50000000
0.395008169218
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
7.87500000
N
N
N
N
N
N
Royal Bank of Canada into Amazon.com, Inc.
N/A
Royal Bank of Canada into Amazon.com, Inc.
N/A
176390.00000000
NS
USD
19572703.52000000
0.616466635829
Long
SN
CORP
US
N
2
2024-04-05
Fixed
10.00000000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
6000000.00000000
PA
USD
5455277.04000000
0.171820733958
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Haleon US Capital LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
8500000.00000000
PA
USD
7623629.52000000
0.240115691641
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
Merrill Lynch International & Co. CV into Raytheon Technologies Corp.
AHYI0DDQ2LCHPGHJC422
Merrill Lynch International & Co. CV into Raytheon Technologies Corp.
59027E187
210000.00000000
NS
USD
21156226.19000000
0.666341651416
Long
SN
CORP
CW
N
2
2024-05-08
Fixed
7.50000000
N
N
N
N
N
N
First Quantum Minerals Ltd.
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934AU9
9000000.00000000
PA
USD
9235170.00000000
0.290873162994
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
130000000.00000000
PA
USD
120557226.40000000
3.797099757209
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C68
1500000.00000000
PA
USD
1533550.50000000
0.048301079952
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
Pilgrim's Pride Corp.
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp.
72147KAK4
4000000.00000000
PA
USD
3879368.00000000
0.122185519116
Long
DBT
CORP
US
N
2
2033-07-01
Fixed
6.25000000
N
N
N
N
N
N
Dornoch Debt Merger Sub, Inc.
N/A
Dornoch Debt Merger Sub, Inc.
25830JAA9
11945000.00000000
PA
USD
9759357.65000000
0.307383104853
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.62500000
N
N
N
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GBD8
5000000.00000000
PA
USD
4766921.00000000
0.150140104515
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bonds
N/A
155.00000000
NC
USD
286700.71000000
0.009029995371
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury Ultra Bonds
2023-09-20
21113906.25000000
USD
286700.71000000
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CU7
11500000.00000000
PA
USD
11365291.07000000
0.357963974878
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BN0
15000000.00000000
PA
USD
13543819.50000000
0.426579436760
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20337YAA5
15602868.00000000
PA
USD
14562846.35000000
0.458674954551
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
Merrill Lynch International & Co. CV into Morgan Stanley
AHYI0DDQ2LCHPGHJC422
Merrill Lynch International & Co. CV into Morgan Stanley
59027E211
160000.00000000
NS
USD
13588355.61000000
0.427982156925
Long
SN
CORP
CW
N
2
2024-06-04
Fixed
10.00000000
N
N
N
N
N
N
Merrill Lynch International & Co. CV into Broadcom, Inc.
AHYI0DDQ2LCHPGHJC422
Merrill Lynch International & Co. CV into Broadcom, Inc.
59027E138
35000.00000000
NS
USD
19837179.43000000
0.624796633488
Long
SN
CORP
CW
N
2
2023-12-05
Fixed
10.00000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAD5
5000000.00000000
PA
USD
4665817.00000000
0.146955708313
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAB3
14300000.00000000
PA
USD
14222614.69000000
0.447958935344
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.87500000
N
N
N
N
N
N
Merrill Lynch International & Co. CV into Union Pacific Corp.
AHYI0DDQ2LCHPGHJC422
Merrill Lynch International & Co. CV into Union Pacific Corp.
59027E104
50750.00000000
NS
USD
10486616.69000000
0.330289032657
Long
SN
CORP
CW
N
2
2023-11-01
Fixed
9.00000000
N
N
N
N
N
N
Royal Bank of Canada into General Motors Co.
N/A
Royal Bank of Canada into General Motors Co.
N/A
340000.00000000
NS
USD
12009740.56000000
0.378261712933
Long
SN
CORP
US
N
2
2024-06-18
Fixed
12.00000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599ED3
6000000.00000000
PA
USD
6240000.00000000
0.196536559379
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.62500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
250000.00000000
NS
USD
17362500.00000000
0.546853527600
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
13687000.00000000
PA
USD
13296844.95000000
0.418800666197
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
100000.00000000
NS
USD
16552000.00000000
0.521325822251
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank plc into Ford Motor Co.
G5GSEF7VJP5I7OUK5573
Barclays Bank plc into Ford Motor Co.
06748F803
590500.00000000
NS
USD
8436439.87000000
0.265716164336
Long
SN
CORP
GB
N
2
2024-02-09
Fixed
12.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
8650000.00000000
PA
USD
9205852.29000000
0.289949765261
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
100000.00000000
NS
USD
11002000.00000000
0.346521670880
Long
EC
CORP
US
N
1
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AT8
15000000.00000000
PA
USD
15536475.90000000
0.489340627927
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
40000000.00000000
PA
USD
39000292.00000000
1.228362693024
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8.00000000
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
360000.00000000
NS
USD
13204800.00000000
0.415901596040
Long
EC
CORP
US
N
1
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CN4
5000000.00000000
PA
USD
4468910.00000000
0.140753877496
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475BJ3
8000000.00000000
PA
USD
8190982.08000000
0.257985166016
Long
DBT
CORP
US
N
2
2033-10-28
Fixed
6.03700000
N
N
N
N
N
N
Mizuho Markets Cayman LP into NextEra Energy, Inc.
549300KHUXLS6Q30KT26
Mizuho Markets Cayman LP into NextEra Energy, Inc.
6068FR402
200000.00000000
NS
USD
14775289.84000000
0.465366126440
Long
SN
CORP
KY
N
2
2024-03-19
Fixed
8.00000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDK3
9400000.00000000
PA
USD
9058404.00000000
0.285305698017
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
United Airlines Pass-Through Trust
N/A
United Airlines Pass-Through Trust, Series 2023-1, Class A
90932LAJ6
6300000.00000000
PA
USD
6424078.50000000
0.202334340636
Long
ABS-O
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBM1
10000000.00000000
PA
USD
7887622.00000000
0.248430463071
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25000000
N
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370CR9
7000000.00000000
PA
USD
6771550.80000000
0.213278412803
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.34600000
N
N
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DB3
3000000.00000000
PA
USD
2910393.18000000
0.091666452249
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBD1
10000000.00000000
PA
USD
9689832.50000000
0.305193323800
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967PA3
12000000.00000000
PA
USD
12743841.60000000
0.401383138035
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
20000000.00000000
PA
USD
17400163.80000000
0.548039795815
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
85000.00000000
NS
USD
15236250.00000000
0.479884639879
Long
EC
CORP
US
N
1
N
N
N
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
983130AX3
6000000.00000000
PA
USD
5690656.20000000
0.179234293294
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513CD5
7000000.00000000
PA
USD
7000154.91000000
0.220478583515
Long
DBT
CORP
US
N
2
2029-05-19
Variable
5.64300000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BE6
11000000.00000000
PA
USD
10956139.70000000
0.345077243704
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBZ2
5000000.00000000
PA
USD
5074965.95000000
0.159842363266
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TK4
15000000.00000000
PA
USD
13622460.90000000
0.429056345443
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBJ8
42000000.00000000
PA
USD
26276040.00000000
0.827596553800
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJJ0
10000000.00000000
PA
USD
10017983.80000000
0.315528857046
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
32000.00000000
NS
USD
9940480.00000000
0.313087778490
Long
EC
CORP
US
N
1
N
N
N
CommScope Technologies LLC
M4TWC4QDOKW45N7T6Y12
CommScope Technologies LLC
20338HAB9
2500000.00000000
PA
USD
1743715.50000000
0.054920487965
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp.
N/A
MPT Operating Partnership LP / MPT Finance Corp.
55342UAM6
5000000.00000000
PA
USD
3450138.50000000
0.108666402271
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135CH7
4000000.00000000
PA
USD
3731687.68000000
0.117534143799
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AV3
8820000.00000000
PA
USD
8453009.24000000
0.266238037248
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.12500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AQ0
10000000.00000000
PA
USD
8334037.00000000
0.262490858609
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Barclays Bank plc into JPMorgan Chase & Co.
N/A
Barclays Bank plc into JPMorgan Chase & Co.
N/A
187500.00000000
NS
USD
25994157.35000000
0.818718309220
Long
SN
CORP
US
N
2
2023-09-08
Fixed
8.00000000
N
N
N
N
N
N
Mizuho Markets Cayman LP into Microchip Technology, Inc.
549300KHUXLS6Q30KT26
Mizuho Markets Cayman LP into Microchip Technology, Inc.
6068FP877
144400.00000000
NS
USD
11089734.95000000
0.349284992228
Long
SN
CORP
KY
N
2
2023-11-03
Fixed
10.00000000
N
N
N
N
N
N
National Bank of Canada into Cummins, Inc.
N/A
National Bank of Canada into Cummins, Inc.
N/A
69700.00000000
NS
USD
17301909.77000000
0.544945162963
Long
SN
CORP
US
N
2
2024-02-13
Fixed
8.50000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
25000.00000000
NS
USD
3148750.00000000
0.099173796690
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734107
750000.00000000
NS
USD
6000000.00000000
0.188977460941
Long
EC
CORP
CA
N
1
N
N
N
UBS AG into Fidelity National Information Services, Inc.
BFM8T61CT2L1QCEMIK50
UBS AG into Fidelity National Information Services, Inc.
90278V362
100000.00000000
NS
USD
5637412.76000000
0.177557324944
Long
SN
CORP
CH
N
2
2023-10-19
Fixed
10.00000000
N
N
N
N
N
N
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.
31556TAA7
7000000.00000000
PA
USD
6149325.00000000
0.193680637501
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAF9
4287000.00000000
PA
USD
3645580.77000000
0.114822099595
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAC1
20432000.00000000
PA
USD
18882782.42000000
0.594736712874
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KU4
12500000.00000000
PA
USD
11792087.63000000
0.371406463253
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
National Bank of Canada into NextEra Energy, Inc.
N/A
National Bank of Canada into NextEra Energy, Inc.
N/A
102000.00000000
NS
USD
7682719.94000000
0.241976817898
Long
SN
CORP
US
N
2
2023-12-05
Fixed
8.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series R
48126HAA8
3200000.00000000
PA
USD
3210304.00000000
0.101112516461
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
6.00000000
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAP5
7500000.00000000
PA
USD
6681503.40000000
0.210442257967
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series AA
060505EN0
8000000.00000000
PA
USD
7952000.00000000
0.250458128234
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
6.10000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
400000.00000000
NS
USD
28100000.00000000
0.885044442077
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada into Bank of America Corp.
N/A
Royal Bank of Canada into Bank of America Corp.
N/A
450000.00000000
NS
USD
13056582.50000000
0.411233301571
Long
SN
CORP
US
N
2
2023-08-14
Fixed
8.50000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
250000.00000000
NS
USD
11510000.00000000
0.362521762573
Long
EC
CORP
US
N
1
N
N
N
CHS/Community Health Systems, Inc.
5493007X5NC5XI1BB106
CHS/Community Health Systems, Inc.
12543DBE9
20000000.00000000
PA
USD
11769700.00000000
0.370701337007
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.87500000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCV5
6070000.00000000
PA
USD
5727722.59000000
0.180401745339
Long
DBT
CORP
US
N
2
2030-07-26
Fixed
5.24700000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBT7
10000000.00000000
PA
USD
9062574.00000000
0.285437037352
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
Vistra Corp.
549300KP43CPCUJOOG15
Vistra Corp.
92840MAC6
12500000.00000000
PA
USD
10920312.50000000
0.343948821490
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.00000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAT5
2500000.00000000
PA
USD
2002018.25000000
0.063056054274
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BL5
20000000.00000000
PA
USD
19606478.00000000
0.617530405075
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
10000000.00000000
PA
USD
8195807.90000000
0.258137161218
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBF0
12000000.00000000
PA
USD
12326067.96000000
0.388224837746
Long
DBT
CORP
LU
N
2
2032-11-29
Fixed
6.80000000
N
N
N
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CM6
5000000.00000000
PA
USD
4531506.50000000
0.142725432101
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
VICI Properties LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
10000000.00000000
PA
USD
9366042.00000000
0.294995139372
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506AQ4
10000000.00000000
PA
USD
7932406.10000000
0.249840993989
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
20338QAA1
20000000.00000000
PA
USD
16027554.00000000
0.504807743337
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Calumet Specialty Products Partners LP / Calumet Finance Corp.
N/A
Calumet Specialty Products Partners LP / Calumet Finance Corp.
131477AU5
5185000.00000000
PA
USD
5198619.02000000
0.163736970467
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
9.25000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
8200000.00000000
PA
USD
8280712.60000000
0.260811340322
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
SCIH Salt Holdings, Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAB4
10000000.00000000
PA
USD
8389802.00000000
0.264247246627
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.62500000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89788NAA8
4000000.00000000
PA
USD
3657995.44000000
0.115213115064
Long
DBT
CORP
US
N
2
2033-07-28
Fixed
4.91600000
N
N
N
N
N
N
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
N/A
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
03969AAN0
5000000.00000000
PA
USD
4663258.00000000
0.146875109426
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457CJ7
5000000.00000000
PA
USD
5068293.70000000
0.159632212455
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BR7
5000000.00000000
PA
USD
5025200.00000000
0.158274922787
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA
313586810
475.00000000
NS
USD
2978250.00000000
0.093803687174
Long
EP
CORP
US
N
2
N
N
N
FMG Resources August 2006 Pty. Ltd.
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty. Ltd.
30251GBC0
6000000.00000000
PA
USD
5131362.60000000
0.161618645886
Long
DBT
CORP
AU
N
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBY0
2300000.00000000
PA
USD
2244855.09000000
0.070704502515
Long
DBT
CORP
GB
N
2
2028-08-09
Fixed
5.50100000
N
N
N
N
N
N
Pacific Gas and Electric Co.
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co.
694308JM0
5000000.00000000
PA
USD
4528875.05000000
0.142642551311
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Chesapeake Energy Corp.
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167DG9
9500000.00000000
PA
USD
9032793.80000000
0.284499072922
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
GE HealthCare Technologies, Inc.
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc., Series WI
36267VAK9
7500000.00000000
PA
USD
7849568.33000000
0.247231915415
Long
DBT
CORP
US
N
2
2032-11-22
Fixed
5.90500000
N
N
N
N
N
N
UBS AG into Union Pacific Corp.
BFM8T61CT2L1QCEMIK50
UBS AG into Union Pacific Corp.
90278V198
20000.00000000
NS
USD
4080686.68000000
0.128526301280
Long
SN
CORP
CH
N
2
2024-03-13
Fixed
8.00000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
200000.00000000
NS
USD
19524000.00000000
0.614932657904
Long
EC
CORP
US
N
1
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd.
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd.
00253XAA9
15000000.00000000
PA
USD
14873845.50000000
0.468470259505
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017DD8
7500000.00000000
PA
USD
7351382.85000000
0.231540944234
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
5700000.00000000
PA
USD
5631137.33000000
0.177359672473
Long
DBT
CORP
US
N
2
2034-04-21
Variable
5.25000000
N
N
N
N
N
N
Goldman Sachs International Bank into Intel Corp.
O2RNE8IBXP4R0TD8PU41
Goldman Sachs International Bank into Intel Corp.
83370G607
650000.00000000
NS
USD
21561566.03000000
0.679108333713
Long
SN
CORP
FR
N
2
2023-08-09
Fixed
10.00000000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BQ6
8000000.00000000
PA
USD
7988964.80000000
0.251622380576
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.00000000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AP2
23409673.00000000
PA
USD
15013793.78000000
0.472878104608
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.12500000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC
N/A
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC
76174LAA1
5000000.00000000
PA
USD
4427455.80000000
0.139448225919
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172DA4
9000000.00000000
PA
USD
8906746.86000000
0.280529067809
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.12500000
N
N
N
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
350000.00000000
NS
USD
18109000.00000000
0.570365473365
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Notes
N/A
1250.00000000
NC
USD
-1519905.00000000
-0.04787129796
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Notes
2023-09-20
140332031.25000000
USD
-1519905.00000000
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc.
98138HAJ0
10000000.00000000
PA
USD
9006574.60000000
0.283673266615
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
Mizuho Markets Cayman LP into International Paper Co.
549300KHUXLS6Q30KT26
Mizuho Markets Cayman LP into International Paper Co.
6068FR303
400000.00000000
NS
USD
13040231.58000000
0.410718309013
Long
SN
CORP
KY
N
2
2023-12-15
Fixed
10.50000000
N
N
N
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671DCH6
8000000.00000000
PA
USD
7545200.00000000
0.237645456383
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
530000.00000000
NS
USD
13891300.00000000
0.437523767196
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
120000.00000000
NS
USD
17452800.00000000
0.549697638387
Long
EC
CORP
US
N
1
N
N
N
Merrill Lynch International & Co. CV into Chevron Corp.
AHYI0DDQ2LCHPGHJC422
Merrill Lynch International & Co. CV into Chevron Corp.
59027C884
47600.00000000
NS
USD
7600656.14000000
0.239392116471
Long
SN
CORP
CW
N
2
2023-12-04
Fixed
10.00000000
N
N
N
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AC6
7750000.00000000
PA
USD
5842570.00000000
0.184019007329
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
335144.00000000
NS
USD
28621297.60000000
0.901463358218
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BZ5
4000000.00000000
PA
USD
3981815.20000000
0.125412221072
Long
DBT
CORP
US
N
2
2033-02-09
Fixed
5.87500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2F9
8000000.00000000
PA
USD
7516766.32000000
0.236749902274
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.19600000
N
N
N
N
N
N
Royal Bank of Canada into MetLife, Inc.
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada into MetLife, Inc.
78015V290
420000.00000000
NS
USD
24063100.07000000
0.757897258936
Long
SN
CORP
CA
N
2
2023-09-22
Fixed
9.00000000
N
N
N
N
N
N
Weatherford International Ltd.
549300A2JKMG5PGOGF82
Weatherford International Ltd.
947075AU1
14500000.00000000
PA
USD
14734566.50000000
0.464083494208
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
130000.00000000
NS
USD
25325300.00000000
0.797651815264
Long
EC
CORP
US
N
1
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434LAN5
10000000.00000000
PA
USD
9826071.10000000
0.309484327918
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661EL7
13000000.00000000
PA
USD
12865742.11000000
0.405222546179
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.00000000
N
N
N
N
N
N
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
N/A
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
29273DAA8
4500000.00000000
PA
USD
3304760.90000000
0.104087553983
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.87500000
Y
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
250000.00000000
NS
USD
39337500.00000000
1.238983478299
Long
EC
CORP
US
N
1
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023CY9
25000000.00000000
PA
USD
24775012.00000000
0.780319810427
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
7000000.00000000
PA
USD
5950807.73000000
0.187428089228
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.27300000
N
N
N
N
N
N
Emerald Debt Merger Sub LLC
98450099EE3A0ZD5F786
Emerald Debt Merger Sub LLC
29103CAA6
11000000.00000000
PA
USD
10917500.00000000
0.343860238305
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.62500000
N
N
N
N
N
N
Michaels Cos., Inc. (The)
549300H9LWMBP7HYLR98
Michaels Cos., Inc. (The)
55916AAA2
4000000.00000000
PA
USD
3235880.00000000
0.101918064385
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
100000.00000000
NS
USD
13190000.00000000
0.415435451637
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDS6
24031000.00000000
PA
USD
23811671.47000000
0.749978202530
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Par Pharmaceutical, Inc.
549300KK5WR4MGN4YT97
Par Pharmaceutical, Inc.
69888XAA7
8429000.00000000
PA
USD
6240940.84000000
0.196566192305
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
7.50000000
Y
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
89151E109
300000.00000000
NS
USD
17292000.00000000
0.544633042434
Long
EC
CORP
FR
N
1
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
14000000.00000000
PA
USD
14160090.00000000
0.445989642484
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
100000.00000000
NS
USD
8420000.00000000
0.265198370188
Long
EC
CORP
US
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587DL8
10000000.00000000
PA
USD
10357192.70000000
0.326212663155
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.70000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCS2
10398356.00000000
PA
USD
9873719.74000000
0.310985081086
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
4.92700000
N
N
N
N
N
N
BNP Paribas Issuance BV into AbbVie, Inc.
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV into AbbVie, Inc.
N/A
128500.00000000
NS
USD
17799186.23000000
0.560607503429
Long
SN
CORP
NL
N
2
2024-03-12
Fixed
8.00000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
205000.00000000
NS
USD
11619400.00000000
0.365967451611
Long
EC
CORP
US
N
1
N
N
N
Consolidated Energy Finance SA
549300PUNIS0USNSL750
Consolidated Energy Finance SA
20914UAE6
10000000.00000000
PA
USD
9419011.50000000
0.296663479641
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
6.50000000
N
N
N
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
767204100
365529.00000000
NS
USD
23335371.36000000
0.734976538291
Long
EC
CORP
GB
N
1
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833EP1
8000000.00000000
PA
USD
7463883.84000000
0.235084302807
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
SCIH Salt Holdings, Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAA6
8888000.00000000
PA
USD
7948676.16000000
0.250353439760
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BV4
8000000.00000000
PA
USD
8321038.80000000
0.262081464137
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCX5
10500000.00000000
PA
USD
10214104.32000000
0.321705916698
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
11000000.00000000
PA
USD
10617461.03000000
0.334410137849
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212PAM7
7000000.00000000
PA
USD
6905067.19000000
0.217483677533
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
7186833.34000000
PA
USD
7134006.52000000
0.224694406415
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp., Series X
060505EH3
6000000.00000000
PA
USD
5940000.00000000
0.187087686332
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
120000.00000000
NS
USD
18208800.00000000
0.573508798466
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
765000.00000000
NS
USD
23217750.00000000
0.731271907296
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
200000.00000000
NS
USD
11120197.67000000
0.350244453474
Long
SN
CORP
CH
N
2
2024-07-17
Fixed
10.00000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBJ3
8000000.00000000
PA
USD
7651110.16000000
0.240981228570
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBR1
5000000.00000000
PA
USD
4621646.50000000
0.145564503490
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Mizuho Markets Cayman LP into Bristol-Myers Squibb Co.
549300KHUXLS6Q30KT26
Mizuho Markets Cayman LP into Bristol-Myers Squibb Co.
6068FR204
240000.00000000
NS
USD
15741556.21000000
0.495799887306
Long
SN
CORP
KY
N
2
2023-12-04
Fixed
8.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
400000.00000000
NS
USD
14876000.00000000
0.468538118161
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
26054.00000000
NS
USD
8403457.16000000
0.264677332871
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWQ3
9000000.00000000
PA
USD
8699559.48000000
0.274003443640
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.27200000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHZ5
6500000.00000000
PA
USD
5445239.54000000
0.171504590414
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.49600000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
139700.00000000
NS
USD
12472416.00000000
0.392834251248
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada into Barrick Gold Corp.
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada into Barrick Gold Corp.
78015V548
574000.00000000
NS
USD
10040099.70000000
0.316225424818
Long
SN
CORP
CA
N
2
2024-03-07
Fixed
11.00000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AG6
5000000.00000000
PA
USD
5057430.65000000
0.159290067187
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.75000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
70000.00000000
NS
USD
15541400.00000000
0.489495718580
Long
EC
CORP
US
N
1
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAD8
7500000.00000000
PA
USD
5558484.75000000
0.175071389123
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397C27
15000000.00000000
PA
USD
14166180.00000000
0.446181454607
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.95000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
1124573.00000000
NS
USD
32263999.37000000
1.016194780128
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370DA5
3000000.00000000
PA
USD
2362813.20000000
0.074419739869
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
75000000.00000000
PA
USD
68770019.25000000
2.165997271130
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
5000000.00000000
PA
USD
4589534.90000000
0.144553108717
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XED4
5000000.00000000
PA
USD
5085568.60000000
0.160176306912
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.40000000
N
N
N
N
N
JPMorgan Chase Bank NA into LyondellBasell Industries NV
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA into LyondellBasell Industries NV
48128Q579
110000.00000000
NS
USD
10243273.75000000
0.322624644167
Long
SN
CORP
US
N
2
2024-01-22
Fixed
11.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
42500000.00000000
PA
USD
40853125.00000000
1.286719972339
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAX9
6380000.00000000
PA
USD
5094206.70000000
0.160448374613
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
45391.00000000
NS
USD
9418632.50000000
0.296651542565
Long
EC
CORP
US
N
1
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110LAS5
22000000.00000000
PA
USD
21778440.86000000
0.685939076165
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBP0
4000000.00000000
PA
USD
3906027.72000000
0.123025200148
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DQ0
10000000.00000000
PA
USD
10027591.80000000
0.315831472954
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
Institutional Fiduciary Trust Money Market Portfolio
N/A
Institutional Fiduciary Trust Money Market Portfolio
457756500
6680000.00000000
NS
USD
6680000.00000000
0.210394906515
Long
STIV
RF
US
N
1
N
N
Stagwell Global LLC
N/A
Stagwell Global LLC
59565JAA9
5000000.00000000
PA
USD
4284437.50000000
0.134943686718
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAH5
20000000.00000000
PA
USD
19925384.00000000
0.627574746101
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
125000.00000000
NS
USD
12245000.00000000
0.385671501538
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750AD5
5000000.00000000
PA
USD
4968019.90000000
0.156473964435
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
7500000.00000000
PA
USD
7797555.00000000
0.245593690909
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
BNP Paribas Issuance BV into Pfizer, Inc.
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV into Pfizer, Inc.
N/A
260000.00000000
NS
USD
9718039.99000000
0.306081753773
Long
SN
CORP
NL
N
2
2024-06-10
Fixed
8.50000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
70000.00000000
NS
USD
9431100.00000000
0.297044221981
Long
EC
CORP
US
N
1
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAA9
6500000.00000000
PA
USD
6608905.62000000
0.208155700611
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
Teva Pharmaceutical Finance Netherlands III BV
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAK7
10000000.00000000
PA
USD
9861329.00000000
0.310594819321
Long
DBT
CORP
NL
N
2
2028-03-01
Fixed
6.75000000
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
100000.00000000
NS
USD
20462000.00000000
0.644476134298
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.
17330X383
123425.00000000
NS
USD
13549544.93000000
0.426759766298
Long
SN
CORP
US
N
2
2024-02-22
Fixed
9.50000000
N
N
N
N
N
N
APX Group, Inc.
549300OMQVKPRU98OE64
APX Group, Inc.
00213MAW4
15000000.00000000
PA
USD
13039467.00000000
0.410694227615
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918KAS7
20000000.00000000
PA
USD
17191758.00000000
0.541475795994
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
90000.00000000
NS
USD
13103100.00000000
0.412698428077
Long
EC
CORP
US
N
1
N
N
N
Camelot Return Merger Sub, Inc.
N/A
Camelot Return Merger Sub, Inc.
13323NAA0
8000000.00000000
PA
USD
7570554.64000000
0.238444032298
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA, 30 Year
3140QBMZ8
1514044.36000000
PA
USD
1447093.68000000
0.045578014898
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc.
203372AV9
2141000.00000000
PA
USD
1522914.71000000
0.047966092521
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
150000.00000000
NS
USD
13461000.00000000
0.423970933622
Long
EC
CORP
US
N
1
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AS1
7140000.00000000
PA
USD
6997628.40000000
0.220399007941
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.12500000
N
N
N
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAC0
2800000.00000000
PA
USD
2201444.00000000
0.069337216254
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75000000
N
N
N
N
N
N
Ashtead Capital, Inc.
213800J1134IW58IC398
Ashtead Capital, Inc.
045054AL7
4500000.00000000
PA
USD
4088003.45000000
0.128756752050
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDQ0
12500000.00000000
PA
USD
12336875.00000000
0.388565218909
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F739
230200.00000000
NS
USD
11286706.00000000
0.355488840379
Long
EP
CORP
US
N
1
N
N
N
MPH Acquisition Holdings LLC
5493002WXOPRPTXWTU06
MPH Acquisition Holdings LLC
553283AD4
8890000.00000000
PA
USD
7587648.78000000
0.238982433493
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBA0
6500000.00000000
PA
USD
6065582.84000000
0.191043074039
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Alcoa Nederland Holding BV
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AG6
8500000.00000000
PA
USD
7606012.50000000
0.239560821690
Long
DBT
CORP
NL
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BG8
12800000.00000000
PA
USD
12192389.12000000
0.384014456452
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Institutional Fiduciary Trust - Money Market Portfolio
549300M4TP89K77LG374
Institutional Fiduciary Trust - Money Market Portfolio
457756500
28422981.77100000
NS
USD
28422981.77000000
0.895217154548
Long
STIV
RF
US
N
1
N
N
N
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.
N/A
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.
31556TAC3
4100000.00000000
PA
USD
3493270.93000000
0.110024911788
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75000000
N
N
N
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAH5
10255000.00000000
PA
USD
8992170.59000000
0.283219594408
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.37500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
30000000.00000000
PA
USD
27605057.70000000
0.869455618883
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCE3
15000000.00000000
PA
USD
12809993.55000000
0.403466675960
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
400000.00000000
NS
USD
20716000.00000000
0.652476180145
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
125000.00000000
NS
USD
8641250.00000000
0.272166914060
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCJ2
6750000.00000000
PA
USD
7167962.50000000
0.225763892229
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ACV5
7500000.00000000
PA
USD
7454993.18000000
0.234804280415
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.20000000
N
N
N
N
N
N
T-Mobile USA, Inc.
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABV6
4500000.00000000
PA
USD
4067765.55000000
0.128119334224
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
45000.00000000
NS
USD
5356800.00000000
0.168719077128
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFX4
25000000.00000000
PA
USD
24738281.25000000
0.779162929781
Long
DBT
UST
US
N
2
2024-11-30
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397A60
20000000.00000000
PA
USD
19468600.00000000
0.613187766015
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECA1
15000000.00000000
PA
USD
14514173.55000000
0.457141944191
Long
DBT
CORP
GB
N
2
2033-08-09
Fixed
5.74600000
N
N
N
N
N
N
BNP Paribas Issuance BV into Comcast Corp.
7245009UXRIGIRYOBR48
BNP Paribas Issuance BV into Comcast Corp.
N/A
700000.00000000
NS
USD
29126215.67000000
0.917366380693
Long
SN
CORP
NL
N
2
2023-08-10
Fixed
8.50000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
65000.00000000
NS
USD
29924700.00000000
0.942515637574
Long
EC
CORP
US
N
1
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
4000000.00000000
PA
USD
3474916.40000000
0.109446813042
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFS8
8000000.00000000
PA
USD
7927995.60000000
0.249702079807
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.60000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
363966.00000000
NS
USD
65521159.32000000
2.063670387709
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFQ9
60000000.00000000
PA
USD
59286328.20000000
1.867296628633
Long
DBT
UST
US
N
2
2024-10-31
Fixed
4.37500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818GB8
8000000.00000000
PA
USD
7871758.08000000
0.247930809184
Long
DBT
CORP
US
N
2
2033-01-20
Fixed
4.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBN4
5000000.00000000
PA
USD
4640956.05000000
0.146172681778
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAT8
10000000.00000000
PA
USD
9213368.50000000
0.290186497641
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Penn Entertainment, Inc.
N/A
Penn Entertainment, Inc.
707569AV1
8000000.00000000
PA
USD
6572800.00000000
0.207018509213
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.12500000
N
N
N
N
N
N
Bausch Health Cos., Inc.
B3BS7ACMDUWISF18KY76
Bausch Health Cos., Inc.
071734AC1
10000000.00000000
PA
USD
6138400.00000000
0.193336541040
Long
DBT
CORP
CA
N
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
HCA, Inc.
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119CQ0
10000000.00000000
PA
USD
9988488.70000000
0.314599872195
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769GAB6
6250000.00000000
PA
USD
6282125.00000000
0.197863338636
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XBA7
8000000.00000000
PA
USD
6908575.12000000
0.217594164150
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp.
N/A
MPT Operating Partnership LP / MPT Finance Corp.
55342UAH7
7750000.00000000
PA
USD
6527739.75000000
0.205599280607
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
N/A
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
46590XAH9
8000000.00000000
PA
USD
7526423.60000000
0.237054070316
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738ECE3
10000000.00000000
PA
USD
10824222.60000000
0.340922350602
Long
DBT
CORP
GB
N
2
2033-11-02
Fixed
7.43700000
N
N
N
N
N
N
2023-07-31
Franklin Templeton Variable Insurance Products Trust
Ryan Wheeler
Ryan Wheeler
Assistant Treasurer