Huntington Bancshares Inc.

NPORT-P false 0000883622 XXXXXXXX S000006292 C000017294 C000122151 C000045548 C000146683 C000043905 C000017297 C000017296 C000017295 IVY FUNDS 811-06569 0000883622 UJ5MWG3K37CY01MVRY13 6300 Lamar Avenue P.O. Box 29217 Shawnee Mission 66201 18007776472 Ivy Limited-Term Bond Fund S000006292 3G504G43XM30ONCWSP89 2020-03-31 2019-12-31 N 1132300154.91 2344855.83 1129955299.08 0 0 0 0 0 0 0 0 0 0 0 0 0 0 USD N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 Huntington Bancshares Inc. 446150AM6 5250000.00000000 PA USD 5667827.66000000 0.501597511389 Long DBT CORP US N 2 2025-05-15 Fixed 0.04000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners L.P. 494550BT2 4500000.00000000 PA USD 4561598.75000000 0.403697274902 Long DBT CORP US N 2 2021-03-01 Fixed 0.03500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828F96 5000000.00000000 PA USD 5035992.75000000 0.445680705608 Long DBT UST US N 2 2021-10-31 Fixed 0.02000000 N N N N N N American Tower Corp. N/A American Tower Corp. 03027WAJ1 6165000.00000000 PA USD 6242569.88000000 0.552461666853 Long DBT CORP US N 2 2023-03-15 Fixed 0.03070000 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. 72650RBD3 6200000.00000000 PA USD 6416602.83000000 0.567863422139 Long DBT CORP US N 2 2023-10-15 Fixed 0.03850000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828T26 10000000.00000000 PA USD 9892621.20000000 0.875487836382 Long DBT UST US N 2 2023-09-30 Fixed 0.01375000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807BG6 2457000.00000000 PA USD 2559900.63000000 0.226548840656 Long DBT CORP US N 2 2023-08-01 Fixed 0.03250000 N N N N N N ACE INA Holdings Inc. (GTD by ACE Ltd.) CZCBJZWDMLTHWJDXU843 ACE INA Holdings Inc. (GTD by ACE Ltd.) 00440EAT4 5500000.00000000 PA USD 5519228.39000000 0.488446613285 Long DBT CORP US N 2 2020-11-03 Fixed 0.02300000 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 Becton Dickinson & Co. 075887BT5 4100000.00000000 PA USD 4166377.28000000 0.368720539953 Long DBT CORP US N 2 2022-06-06 Fixed 0.02894000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 L3Harris Technologies Inc. 502431AC3 4280000.00000000 PA USD 4542772.65000000 0.402031182445 Long DBT CORP US N 2 2024-05-28 Fixed 0.03950000 N N N N N N EQT Midstream Partners L.P. 549300NELT611CL6XM83 EQT Midstream Partners L.P. 26885BAD2 3500000.00000000 PA USD 3508871.87000000 0.310531918639 Long DBT CORP US N 2 2023-07-15 Fixed 0.04750000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 AbbVie Inc. 00287YBL2 3600000.00000000 PA USD 3617075.84000000 0.320107870014 Long DBT CORP US N 2 2022-11-21 Fixed 0.02300000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GFB0 4800000.00000000 PA USD 5162669.81000000 0.456891508381 Long DBT CORP US N 2 2024-01-22 Fixed 0.04125000 N N N N N N U.S. Department of Transportation N/A U.S. Department of Transportation 233244AD4 5670000.00000000 PA USD 6110785.80000000 0.540798897529 Long DBT USGA US N 2 2021-12-07 Fixed 0.06001000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XAL4 3975000.00000000 PA USD 3986333.04000000 0.352786791056 Long DBT CORP US N 2 2022-01-15 Fixed 0.02250000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 Constellation Brands Inc. 21036PAX6 3500000.00000000 PA USD 3593814.39000000 0.318049253180 Long DBT CORP US N 2 2023-02-15 Fixed 0.03200000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285X4 15500000.00000000 PA USD 15640686.22000000 1.384186280000 Long DBT UST US N 2 2021-01-31 Fixed 0.02500000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967HT1 4500000.00000000 PA USD 4777978.55000000 0.422846687288 Long DBT CORP US N 2 2024-06-16 Fixed 0.03750000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284P2 20000000.00000000 PA USD 20271808.00000000 1.794036278824 Long DBT UST US N 2 2021-05-15 Fixed 0.02625000 N N N N N N Government National Mortgage Association Fixed Rate Pass-Through Certificates 549300M8ZYFG0OCMTT87 Government National Mortgage Association Fixed Rate Pass-Through Certificates 38379QZ73 3186506.19540000 PA USD 3261810.03000000 0.288667174060 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 0.03500000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 Constellation Brands Inc. 21036PAL2 2500000.00000000 PA USD 2655700.90000000 0.235027076041 Long DBT CORP US N 2 2023-05-01 Fixed 0.04250000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 30291KAQ3 1000000.00000000 PA USD 1026516.90000000 0.090845797248 Long ABS-MBS USGA US N 2 2045-06-25 Variable 0.03556000 N N N N N N Toyota Motor Credit Corp. (1-Month U.S. LIBOR plus 15 bps) N/A Toyota Motor Credit Corp. (1-Month U.S. LIBOR plus 15 bps) N/A 920000.00000000 PA USD 920000.00000000 0.081419150009 Long STIV CORP US N 2 N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 Zoetis Inc. 98978VAJ2 995000.00000000 PA USD 1005688.64000000 0.089002515481 Long DBT CORP US N 2 2020-11-13 Fixed 0.03450000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) 30292QAC0 3745000.00000000 PA USD 3800427.50000000 0.336334322525 Long ABS-MBS USGA US N 2 2048-02-25 Variable 0.03541300 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) 20030NCR0 5000000.00000000 PA USD 5327199.70000000 0.471452251636 Long DBT CORP US N 2 2024-04-15 Fixed 0.03700000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967KK6 4893000.00000000 PA USD 4938407.43000000 0.437044494947 Long DBT CORP US N 2 2021-03-30 Fixed 0.02700000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 Enbridge Inc. 29250NAQ8 2913000.00000000 PA USD 2966889.83000000 0.262567008837 Long DBT CORP CA N 2 2022-07-15 Fixed 0.02900000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) 30263DAJ9 4950000.00000000 PA USD 4955501.93000000 0.438557342404 Long ABS-MBS USGA US N 2 2020-04-25 Variable 0.05521800 N N N N N N General Motors Financial Co. Inc. N/A General Motors Financial Co. Inc. N/A 13000000.00000000 PA USD 12968654.79000000 1.147713967141 Long STIV CORP XX N 2 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 517566.99000000 PA USD 517566.99000000 0.045804200433 Long STIV CORP US N 1 N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 Dominion Energy Gas Holdings LLC 257375AN5 3600000.00000000 PA USD 3613497.16000000 0.319791160140 Long DBT CORP US N 2 2024-11-15 Fixed 0.02500000 N N N N N N Campbell Soup Co. N/A Campbell Soup Co. N/A 7077000.00000000 PA USD 7074115.70000000 0.626052703656 Long STIV CORP XX N 2 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corp. 256677AC9 4771000.00000000 PA USD 4925009.74000000 0.435858811760 Long DBT CORP US N 2 2023-04-15 Fixed 0.03250000 N N N N N N Diageo Capital plc (GTD by Diageo plc) N/A Diageo Capital plc (GTD by Diageo plc) N/A 1500000.00000000 PA USD 1497552.29000000 0.132531994072 Long STIV CORP XX N 2 N N N Citizens Bank N.A. DRMSV1Q0EKMEXLAU1P80 Citizens Bank N.A. 17401QAS0 3250000.00000000 PA USD 3329297.89000000 0.294639787318 Long DBT CORP US N 2 2022-02-14 Fixed 0.03250000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828WY2 27000000.00000000 PA USD 27266949.27000000 2.413099818391 Long DBT UST US N 2 2021-07-31 Fixed 0.02250000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 30295XAU2 1500000.00000000 PA USD 1515397.80000000 0.134111305220 Long ABS-MBS USGA US N 2 2023-11-25 Variable 0.03485100 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 029912BE1 7200000.00000000 PA USD 7688838.10000000 0.680455068112 Long DBT CORP US N 2 2021-11-01 Fixed 0.05900000 N N N N N N Enterprise Products Operating LLC (GTD by Enterprise Products Partners L.P.) 5493004LGN656HWLDA30 Enterprise Products Operating LLC (GTD by Enterprise Products Partners L.P.) 29379VBS1 5000000.00000000 PA USD 5154706.30000000 0.456186745103 Long DBT CORP US N 2 2022-02-01 Fixed 0.03500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285G1 29150000.00000000 PA USD 29438910.90000000 2.605316415965 Long DBT UST US N 2 2020-10-31 Fixed 0.02875000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828V72 6500000.00000000 PA USD 6535909.58000000 0.578421959286 Long DBT UST US N 2 2022-01-31 Fixed 0.01875000 N N 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 5000000.00000000 PA USD 5067889.95000000 0.448503578338 Long DBT CORP US N 2 2021-07-06 Fixed 0.03200000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc. 247361ZM3 4550000.00000000 PA USD 4612088.12000000 0.408165537500 Long DBT CORP US N 2 2021-04-19 Fixed 0.03400000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications Inc. 92343VEN0 3750000.00000000 PA USD 3968266.69000000 0.351187935773 Long DBT CORP US N 2 2025-02-15 Fixed 0.03376000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397YZ0 1000000.00000000 PA USD 1009075.30000000 0.089302231762 Long DBT CORP US N 2 2021-04-05 Fixed 0.03470000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46625HKC3 3165000.00000000 PA USD 3301974.78000000 0.292221717327 Long DBT CORP US N 2 2025-01-23 Fixed 0.03125000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 7-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 7-year U.S. Treasury index) 30307NAS5 985000.00000000 PA USD 1021084.98000000 0.090365077346 Long ABS-MBS USGA US N 2 2025-05-25 Variable 0.04055200 N N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 Republic Services Inc. 760759AU4 6900000.00000000 PA USD 6972831.43000000 0.617089139338 Long DBT CORP US N 2 2024-08-15 Fixed 0.02500000 N N N N N N Mizuho Financial Group Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc. 60687YAH2 4400000.00000000 PA USD 4478935.56000000 0.396381658960 Long DBT CORP JP N 2 2022-02-28 Fixed 0.02953000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 30288BAE5 2050000.00000000 PA USD 2121109.17000000 0.187716201846 Long ABS-MBS USGA US N 2 2047-11-25 Variable 0.03565100 N N N N N N BB&T Corp. 549300DRQQI75D2JP341 BB&T Corp. 05531FBH5 3400000.00000000 PA USD 3440749.14000000 0.304503119973 Long DBT CORP US N 2 2024-08-01 Fixed 0.02500000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAA1 2360000.00000000 PA USD 2424900.00000000 0.214601409628 Long DBT CORP NO N 2 2022-07-01 Fixed 0.06000000 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 5700000.00000000 PA USD 5836049.60000000 0.516484997658 Long DBT CORP US N 2 2021-04-01 Fixed 0.04400000 N N N N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange Inc. 45866FAG9 3500000.00000000 PA USD 3671815.00000000 0.324952235100 Long DBT CORP US N 2 2023-09-21 Fixed 0.03450000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06053FAA7 2850000.00000000 PA USD 3039737.04000000 0.269013919619 Long DBT CORP US N 2 2023-07-24 Fixed 0.04100000 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 31419AU70 1394147.36150000 PA USD 1399138.84000000 0.123822494672 Long ABS-MBS USGA US N 2 2020-07-01 Fixed 0.04646000 N N N N N N General Electric Capital Corp. 3C7474T6CDKPR9K6YT90 General Electric Capital Corp. 36962GU44 4811422.96000000 PA USD 4923931.25000000 0.435763366392 Long DBT CORP US N 2 2024-01-01 Fixed 0.05012000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners L.P. 494550BM7 4090000.00000000 PA USD 4216392.17000000 0.373146811509 Long DBT CORP US N 2 2023-02-15 Fixed 0.03450000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Month U.S. LIBOR plus 185 bps) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Month U.S. LIBOR plus 185 bps) 30297GAG8 5607546.44000000 PA USD 5558806.77000000 0.491949263349 Long ABS-MBS USGA US N 2 2025-08-25 Variable 0.03547100 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 MidAmerican Energy Co. 595620AK1 3000000.00000000 PA USD 3152988.03000000 0.279036527601 Long DBT CORP US N 2 2023-09-15 Fixed 0.03700000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 7-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 7-year U.S. Treasury index) 30305GAS2 12055000.00000000 PA USD 12314586.34000000 1.089829513612 Long ABS-MBS USGA US N 2 2050-11-25 Variable 0.03646600 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 31410GSK0 84683.32000000 PA USD 85493.24000000 0.007566072752 Long ABS-MBS USGA US N 2 2022-02-01 Fixed 0.05500000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) 30291MAQ9 3000000.00000000 PA USD 3068379.60000000 0.271548759716 Long ABS-MBS USGA US N 2 2046-07-25 Variable 0.03630400 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828N30 25000000.00000000 PA USD 25366230.50000000 2.244887963325 Long DBT UST US N 2 2022-12-31 Fixed 0.02125000 N N N N N N Goldman Sachs Group Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc. (The) 38141GWC4 6388000.00000000 PA USD 6466611.75000000 0.572289165355 Long DBT CORP US N 2 2022-04-26 Fixed 0.03000000 N N 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.) 37045XCP9 5260000.00000000 PA USD 5452467.24000000 0.482538313191 Long DBT CORP US N 2 2021-11-06 Fixed 0.04200000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 Ally Financial Inc. 02005NBG4 5320000.00000000 PA USD 5439700.00000000 0.481408424247 Long DBT CORP US N 2 2021-04-15 Fixed 0.04250000 N N N N N N E*TRADE Financial Corp. 549300LYE2HSVYJFJD24 E*TRADE Financial Corp. 269246BP8 3515000.00000000 PA USD 3579190.02000000 0.316755009947 Long DBT CORP US N 2 2022-08-24 Fixed 0.02950000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 Las Vegas Sands Corp. 517834AG2 4100000.00000000 PA USD 4228004.95000000 0.374174531810 Long DBT CORP US N 2 2024-08-08 Fixed 0.03200000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128283Q1 11500000.00000000 PA USD 11541579.98000000 1.021419164934 Long DBT UST US N 2 2021-01-15 Fixed 0.02000000 N N N N N N Molson Coors Brewing Co. 54930073LBBH6ZCBE225 Molson Coors Brewing Co. 60871RAP5 1750000.00000000 PA USD 1749253.36000000 0.154807306220 Long DBT CORP US N 2 2020-03-15 Fixed 0.02250000 N N N N N N Crown Castle Towers LLC N/A Crown Castle Towers LLC 22822RBB5 7830000.00000000 PA USD 7910953.59000000 0.700112083764 Long DBT CORP US N 2 2022-05-15 Fixed 0.03222000 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.) 94106LBD0 7105000.00000000 PA USD 7175647.79000000 0.635038199815 Long DBT CORP US N 2 2023-05-15 Fixed 0.02400000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828W48 5250000.00000000 PA USD 5342885.26000000 0.472840409204 Long DBT UST US N 2 2024-02-29 Fixed 0.02125000 N N N N N N NetApp Inc. QTX3D84DZDD5JYOCYH15 NetApp Inc. 64110DAE4 2000000.00000000 PA USD 2032942.10000000 0.179913497609 Long DBT CORP US N 2 2021-06-15 Fixed 0.03375000 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper Inc. 49271VAG5 2675000.00000000 PA USD 2819508.37000000 0.249523885794 Long DBT CORP US N 2 2023-05-25 Fixed 0.04057000 N N N N N N PNC Financial Services Group Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc. (The) 693475AV7 6238000.00000000 PA USD 6564793.29000000 0.580978140935 Long DBT CORP US N 2 2024-01-23 Fixed 0.03500000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 5493001WN8PW8ZQ6H041 Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 30292QAA4 4000000.00000000 PA USD 4077371.20000000 0.360843584106 Long ABS-MBS USGA US N 2 2048-02-25 Variable 0.03541300 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 7-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 7-year U.S. Treasury index) 30306HAS9 5100000.00000000 PA USD 5225563.53000000 0.462457544493 Long ABS-MBS USGA US N 2 2049-11-25 Variable 0.03674200 N N N N N N Broadcom Corp. and Broadcom Cayman Finance Ltd. (GTD by Broadcom Ltd.) KFFV4ZWM9DJH1ND3BD89 Broadcom Corp. and Broadcom Cayman Finance Ltd. (GTD by Broadcom Ltd.) 11134LAB5 2124000.00000000 PA USD 2124094.90000000 0.187980436193 Long DBT CORP US N 2 2020-01-15 Fixed 0.02375000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828U81 5000000.00000000 PA USD 5038482.95000000 0.445901086007 Long DBT UST US N 2 2021-12-31 Fixed 0.02000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 48127DQM3 3390000.00000000 PA USD 3327318.90000000 0.294464648531 Long DBT CORP US N 2 2030-02-27 Variable 0.03000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284L1 24500000.00000000 PA USD 25371063.45000000 2.245315674934 Long DBT UST US N 2 2023-04-30 Fixed 0.02750000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174824M3 9450000.00000000 PA USD 10123898.49000000 0.895955662869 Long DBT CORP US N 2 2022-11-01 Fixed 0.04875000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285K2 21000000.00000000 PA USD 21932623.02000000 1.941016873663 Long DBT UST US N 2 2023-10-31 Fixed 0.02875000 N N N N N N Government National Mortgage Association Agency REMIC/CMO 549300M8ZYFG0OCMTT87 Government National Mortgage Association Agency REMIC/CMO 38378DPF6 3897610.64000000 PA USD 3878614.86000000 0.343253831647 Long ABS-MBS USGA US N 2 2042-03-16 Fixed 0.02000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 48128BAB7 4087000.00000000 PA USD 4168828.28000000 0.368937451188 Long DBT CORP US N 2 2023-01-15 Fixed 0.02972000 N N N N N N Federal Home Loan Mortgage Corp. Fixed Rate Participation Certificates N/A Federal Home Loan Mortgage Corp. Fixed Rate Participation Certificates 31283K2T4 1777.65400000 PA USD 1777.18000000 0.000157278788 Long ABS-MBS USGA US N 2 2020-04-01 Fixed 0.05500000 N N N N N N Mitsubishi UFJ Financial Group Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc. 606822AL8 2000000.00000000 PA USD 2037494.26000000 0.180316359563 Long DBT CORP JP N 2 2022-02-22 Fixed 0.02998000 N N N N N N Kellogg Co. N/A Kellogg Co. N/A 3209000.00000000 PA USD 3208687.83000000 0.283965908440 Long STIV CORP XX N 2 N N N Federal National Mortgage Association Agency REMIC/CMO N/A Federal National Mortgage Association Agency REMIC/CMO 3136ACES6 8923137.35670000 PA USD 8875104.11000000 0.785438514003 Long ABS-MBS USGA US N 2 2041-10-25 Fixed 0.02000000 N N N N N N PNC Bank N.A. AD6GFRVSDT01YPT1CS68 PNC Bank N.A. 69353REQ7 3955000.00000000 PA USD 4146743.66000000 0.366982982722 Long DBT CORP US N 2 2025-06-01 Fixed 0.03250000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828SF8 11000000.00000000 PA USD 11089907.62000000 0.981446578376 Long DBT UST US N 2 2022-02-15 Fixed 0.02000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128286D7 6000000.00000000 PA USD 6057889.50000000 0.536117623850 Long DBT UST US N 2 2021-02-28 Fixed 0.02500000 N N N N N N SunTrust Banks Inc. JJKC32MCHWDI71265Z06 SunTrust Banks Inc. 86787EBC0 4900000.00000000 PA USD 5094325.87000000 0.450843132834 Long DBT CORP US N 2 2024-04-01 Fixed 0.03200000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp 902973AY2 8000000.00000000 PA USD 8225760.00000000 0.727972160199 Long DBT CORP US N 2 2168-01-15 Fixed 0.05125000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 30295MAU6 4899000.00000000 PA USD 4949320.57000000 0.438010297755 Long ABS-MBS USGA US N 2 2023-11-25 Variable 0.03579500 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 2563500.00000000 PA USD 2634650.20000000 0.233164108539 Long ABS-O CORP US N 2 2028-06-15 Fixed 0.03200000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 30290QAG3 6500000.00000000 PA USD 6691199.45000000 0.592164969308 Long ABS-MBS USGA US N 2 2045-05-25 Variable 0.03867700 N N N N N N Crown Castle Towers LLC N/A Crown Castle Towers LLC 22822RBD1 2050000.00000000 PA USD 2126063.41000000 0.188154647509 Long DBT CORP US N 2 2025-05-15 Fixed 0.03663000 N N N N N N Family Dollar Stores Inc. N/A Family Dollar Stores Inc. 307000AA7 8509000.00000000 PA USD 8766227.07000000 0.775802996555 Long DBT CORP US N 2 2021-02-01 Fixed 0.05000000 N N N N N N Goldman Sachs Group Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc. (The) 38148LAC0 6459000.00000000 PA USD 6771822.68000000 0.599300050675 Long DBT CORP US N 2 2025-01-23 Fixed 0.03500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397XF5 7415000.00000000 PA USD 7417280.56000000 0.656422476715 Long DBT CORP US N 2 2020-03-27 Fixed 0.02459000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828XR6 16000000.00000000 PA USD 16055752.48000000 1.420919260529 Long DBT UST US N 2 2022-05-31 Fixed 0.01750000 N N N N N N Entergy Texas Inc. LWXX58X12AJXISQ28573 Entergy Texas Inc. 29365TAE4 7225000.00000000 PA USD 7228050.54000000 0.639675794775 Long DBT CORP US N 2 2021-06-01 Fixed 0.02550000 N N N N N N Sumitomo Mitsui Financial Group Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc. 86562MBM1 3400000.00000000 PA USD 3445834.41000000 0.304953161669 Long DBT CORP JP N 2 2024-07-16 Fixed 0.02696000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 7-year U.S. Treasury index) 549300R3J0I74BM2LZ86 Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 7-year U.S. Treasury index) 30293WAE2 5825000.00000000 PA USD 6025854.74000000 0.533282577187 Long ABS-MBS USGA US N 2 2048-10-25 Variable 0.03779000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 Crown Castle International Corp. 22822VAD3 3000000.00000000 PA USD 3007921.62000000 0.266198284343 Long DBT CORP US N 2 2021-09-01 Fixed 0.02250000 N N N N N N Morgan Stanley (3-Month U.S. LIBOR plus 110 bps) IGJSJL3JD5P30I6NJZ34 Morgan Stanley (3-Month U.S. LIBOR plus 110 bps) 61745ES44 1700000.00000000 PA USD 1737927.00000000 0.153804933824 Long DBT CORP US N 2 2023-05-31 Variable 0.03006900 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285F3 18700000.00000000 PA USD 19114985.73000000 1.691658576720 Long DBT UST US N 2 2021-10-15 Fixed 0.02875000 N N N N N N Enterprise Products Operating LLC (GTD by Enterprise Products Partners L.P.) 5493004LGN656HWLDA30 Enterprise Products Operating LLC (GTD by Enterprise Products Partners L.P.) 29379VBP7 2500000.00000000 PA USD 2524924.20000000 0.223453458916 Long DBT CORP US N 2 2021-02-15 Fixed 0.02800000 N N N N N N Evergy Inc. 549300PGTHDQY6PSUI61 Evergy Inc. 30034WAA4 3400000.00000000 PA USD 3417196.83000000 0.302418762298 Long DBT CORP US N 2 2024-09-15 Fixed 0.02450000 N N N N N N Midwest Connector Capital Co. LLC N/A Midwest Connector Capital Co. LLC 59833CAB8 2000000.00000000 PA USD 2049962.72000000 0.181419806754 Long DBT CORP US N 2 2022-04-01 Fixed 0.03625000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397YE7 3700000.00000000 PA USD 3700285.97000000 0.327471889641 Long DBT CORP US N 2 2020-01-09 Fixed 0.02681000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 30293AAN0 2500000.00000000 PA USD 2558628.50000000 0.226436258326 Long ABS-MBS USGA US N 2 2048-06-25 Variable 0.03586700 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Month U.S. LIBOR plus 255 bps) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Month U.S. LIBOR plus 255 bps) 30303CAG9 1274914.27780000 PA USD 1291108.75000000 0.114261931516 Long ABS-MBS USGA US N 2 2027-06-25 Variable 0.04247100 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284D9 30950000.00000000 PA USD 31788564.56000000 2.813258594024 Long DBT UST US N 2 2023-03-31 Fixed 0.02500000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc. 00206RCN0 4550000.00000000 PA USD 4765794.72000000 0.421768429590 Long DBT CORP US N 2 2025-05-15 Fixed 0.03400000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128287C8 34000000.00000000 PA USD 34115975.70000000 3.019232329613 Long DBT UST US N 2 2022-07-15 Fixed 0.01750000 N N N N N N RELX Capital Inc. (GTD by RELX plc) 2R15C3RTKJN1RCBOV146 RELX Capital Inc. (GTD by RELX plc) 758202AK1 1695000.00000000 PA USD 1745803.96000000 0.154502037507 Long DBT CORP US N 2 2022-10-15 Fixed 0.03125000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Corp. Series 2014-FRR1 Class A-K10 N/A JPMorgan Chase Commercial Mortgage Securities Corp. Series 2014-FRR1 Class A-K10 46642KAA0 6500000.00000000 PA USD 6483116.90000000 0.573749855881 Long ABS-MBS CORP US N 2 2049-11-27 Fixed 0.04286000 N N N N N N Coca-Cola Bottling Co. Consolidated 57VG5X0E00X0QJU7CQ58 Coca-Cola Bottling Co. Consolidated 191098AK8 3710000.00000000 PA USD 3882261.38000000 0.343576545298 Long DBT CORP US N 2 2025-11-25 Fixed 0.03800000 N N N N N N Overseas Private Investment Corp. (GTD by U.S. Government) (3-Month U.S. TB Rate) N/A Overseas Private Investment Corp. (GTD by U.S. Government) (3-Month U.S. TB Rate) N/A 5000000.00000000 PA USD 5000000.00000000 0.442495380487 Long STIV CORP US N 2 N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc. 15189TAR8 4000000.00000000 PA USD 4031239.88000000 0.356761004907 Long DBT CORP US N 2 2022-09-01 Fixed 0.02500000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 30295MAS1 10900000.00000000 PA USD 11245519.10000000 0.995218050586 Long ABS-MBS USGA US N 2 2023-11-25 Variable 0.03579500 N N N N N N Pioneer Holding Corp. N/A Pioneer Holding Corp. 72369PAA6 2800000.00000000 PA USD 2926000.00000000 0.258948296661 Long DBT CORP US N 2 2022-11-01 Fixed 0.09000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285S5 8000000.00000000 PA USD 8066164.08000000 0.713848068730 Long DBT UST US N 2 2020-12-31 Fixed 0.02500000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650CK4 3325000.00000000 PA USD 3431235.21000000 0.303661145958 Long DBT CORP US N 2 2022-07-20 Fixed 0.03500000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAK7 3650000.00000000 PA USD 3765219.99000000 0.333218490418 Long DBT CORP US N 2 2023-02-06 Fixed 0.03350000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YK0 7000000.00000000 PA USD 6953604.14000000 0.615387541937 Long DBT UST US N 2 2022-10-15 Fixed 0.01375000 N N N N N N Virginia Electric and Power Co. Series C CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co. Series C 927804FN9 3940000.00000000 PA USD 4010207.18000000 0.354899630389 Long DBT CORP US N 2 2023-03-15 Fixed 0.02750000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816CG2 5000000.00000000 PA USD 5054328.95000000 0.447303442367 Long DBT CORP US N 2 2024-07-30 Fixed 0.02500000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 2-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 2-year U.S. Treasury index) 30292KAQ2 3500000.00000000 PA USD 3556665.35000000 0.314761597462 Long ABS-MBS USGA US N 2 2047-11-25 Variable 0.03629500 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 PayPal Holdings Inc. 70450YAC7 3400000.00000000 PA USD 3431613.44000000 0.303694618963 Long DBT CORP US N 2 2024-10-01 Fixed 0.02400000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) 357081AE8 3000000.00000000 PA USD 3049909.50000000 0.269914172930 Long ABS-MBS USGA US N 2 2022-07-25 Variable 0.03391700 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650BZ2 3030000.00000000 PA USD 3077625.99000000 0.272367056688 Long DBT CORP US N 2 2022-12-01 Fixed 0.02750000 N N N N N N Mitsubishi UFJ Financial Group Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc. 606822BJ2 3400000.00000000 PA USD 3465974.35000000 0.306735527752 Long DBT CORP JP N 2 2024-07-18 Fixed 0.02801000 N N N N N N Sherwin-Williams Co. (The) N/A Sherwin-Williams Co. (The) N/A 3500000.00000000 PA USD 3498774.23000000 0.309638286828 Long STIV CORP XX N 2 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828W71 7500000.00000000 PA USD 7632882.83000000 0.675503078415 Long DBT UST US N 2 2024-03-31 Fixed 0.02125000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 1-Month U.S. LIBOR) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 1-Month U.S. LIBOR) 30292EAA1 3114928.87820000 PA USD 3122032.78000000 0.276297016575 Long ABS-MBS USGA US N 2 2021-06-25 Variable 0.04947100 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128286Z8 40500000.00000000 PA USD 40590982.04000000 3.592264408428 Long DBT UST US N 2 2024-06-30 Fixed 0.01750000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAG6 3025000.00000000 PA USD 3036252.12000000 0.268705507418 Long DBT CORP US N 2 2020-06-04 Fixed 0.03100000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 Equinix Inc. 29444UBC9 3500000.00000000 PA USD 3506510.00000000 0.310322895326 Long DBT CORP US N 2 2024-11-18 Fixed 0.02625000 N N N N N N Syngenta Finance N.V. 54930042S3BYCEGOCN86 Syngenta Finance N.V. 87164KAD6 2250000.00000000 PA USD 2257074.02000000 0.199748965453 Long DBT CORP NL N 2 2020-04-24 Fixed 0.03698000 N N N N N N Evergy Inc. 549300PGTHDQY6PSUI61 Evergy Inc. 391164AF7 2890000.00000000 PA USD 3070298.17000000 0.271718551388 Long DBT CORP US N 2 2022-06-15 Variable 0.05292000 N N N N N N Sonoco Products Co. N/A Sonoco Products Co. N/A 2100000.00000000 PA USD 2099792.33000000 0.185829681201 Long STIV CORP XX N 2 N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 Zoetis Inc. 98978VAB9 5635000.00000000 PA USD 5798004.49000000 0.513118040573 Long DBT CORP US N 2 2023-02-01 Fixed 0.03250000 N N N N N N Sysco Corp. N/A Sysco Corp. N/A 2000000.00000000 PA USD 1999700.84000000 0.176971676811 Long STIV CORP XX N 2 N N N General Motors Financial Co. Inc. N/A General Motors Financial Co. Inc. N/A 6200000.00000000 PA USD 6195974.65000000 0.548338032048 Long STIV CORP XX N 2 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 BAE Systems plc 05523RAB3 2727000.00000000 PA USD 2845982.36000000 0.251866809449 Long DBT CORP GB N 2 2021-10-11 Fixed 0.04750000 N N N N N N Korea Development Bank 549300ML2LNRZUCS7149 Korea Development Bank 500630CW6 1750000.00000000 PA USD 1818968.20000000 0.160977005150 Long DBT CORP KR N 2 2024-02-19 Fixed 0.03250000 N N N N N N Campbell Soup Co. N/A Campbell Soup Co. N/A 5000000.00000000 PA USD 4992432.50000000 0.441825663728 Long STIV CORP XX N 2 N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 3-year U.S. Treasury index) 30291XAE2 390000.00000000 PA USD 395344.72000000 0.034987642460 Long ABS-MBS USGA US N 2 2046-02-25 Variable 0.03971200 N N N N N N Federal National Mortgage Association Fixed Rate Pass-Through Certificates B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association Fixed Rate Pass-Through Certificates 3138EJRP5 6775208.01300000 PA USD 6943603.44000000 0.614502489227 Long ABS-MBS USGA US N 2 2021-06-01 Fixed 0.04381000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285D8 31250000.00000000 PA USD 32614097.81000000 2.886317523936 Long DBT UST US N 2 2023-09-30 Fixed 0.02875000 N N N N N N Walgreens Boots Alliance Inc. N/A Walgreens Boots Alliance Inc. N/A 2000000.00000000 PA USD 1999292.22000000 0.176935514318 Long STIV CORP XX N 2 N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891AAL1 3600000.00000000 PA USD 3601462.46000000 0.318726100309 Long DBT CORP US N 2 2020-04-03 Fixed 0.02550000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 1-Month U.S. LIBOR) 549300GB8L2B5I16ZW94 Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 1-Month U.S. LIBOR) 30292FAA8 1435975.91440000 PA USD 1448268.73000000 0.128170444545 Long ABS-MBS USGA US N 2 2022-09-25 Variable 0.05697100 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 Crown Castle International Corp. 228227BD5 2745000.00000000 PA USD 2980579.99000000 0.263778575349 Long DBT CORP US N 2 2023-01-15 Fixed 0.05250000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp. 637432NM3 4975000.00000000 PA USD 5027320.13000000 0.444913186751 Long DBT CORP US N 2 2022-04-25 Fixed 0.02400000 N N N N N N SBA Tower Trust Series 2014-2 (GTD by SBA Guarantor LLC and SBA Holdings LLC) N/A SBA Tower Trust Series 2014-2 (GTD by SBA Guarantor LLC and SBA Holdings LLC) 78403DAH3 6500000.00000000 PA USD 6763820.05000000 0.598591825314 Long DBT CORP US N 2 2024-10-08 Fixed 0.03869000 N N N N N N Volkswagen Group of America Inc. 5493002SQ1AVQBY41K40 Volkswagen Group of America Inc. 928668AX0 3400000.00000000 PA USD 3428838.90000000 0.303449074737 Long DBT CORP US N 2 2021-09-24 Fixed 0.02500000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 Constellation Brands Inc. 21036PAN8 725000.00000000 PA USD 803036.59000000 0.071067996287 Long DBT CORP US N 2 2024-11-15 Fixed 0.04750000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128283C2 42500000.00000000 PA USD 42943716.15000000 3.800479203466 Long DBT UST US N 2 2022-10-31 Fixed 0.02000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285A4 3600000.00000000 PA USD 3668289.01000000 0.324640188243 Long DBT UST US N 2 2021-09-15 Fixed 0.02750000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp. 02665WDD0 3400000.00000000 PA USD 3402511.34000000 0.301119110001 Long DBT CORP US N 2 2024-09-10 Fixed 0.02150000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828XQ8 16500000.00000000 PA USD 16662507.18000000 1.474616490897 Long DBT UST US N 2 2022-07-31 Fixed 0.02000000 N N N N N N Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Month U.S. LIBOR plus 250 bps) N/A Federal Home Loan Mortgage Corp. Agency REMIC/CMO (1-Month U.S. LIBOR plus 250 bps) 35708UAC8 3106507.89340000 PA USD 3115960.06000000 0.275759586466 Long ABS-MBS USGA US N 2 2024-11-25 Variable 0.04197100 N N N N N N Federal National Mortgage Association Agency REMIC/CMO N/A Federal National Mortgage Association Agency REMIC/CMO 3136A96M5 898342.37990000 PA USD 897933.72000000 0.079466304616 Long ABS-MBS USGA US N 2 2042-12-25 Fixed 0.02000000 N N N N N N PNC Bank N.A. AD6GFRVSDT01YPT1CS68 PNC Bank N.A. 69353REY0 4000000.00000000 PA USD 4046980.48000000 0.358154033464 Long DBT CORP US N 2 2021-12-09 Fixed 0.02550000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828WG1 14000000.00000000 PA USD 14116259.92000000 1.249275960871 Long DBT UST US N 2 2021-04-30 Fixed 0.02250000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284W7 25000000.00000000 PA USD 25451320.25000000 2.252418327585 Long DBT UST US N 2 2021-08-15 Fixed 0.02750000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 Synchrony Bank 87166FAA1 3500000.00000000 PA USD 3566997.00000000 0.315675938942 Long DBT CORP US N 2 2022-06-15 Fixed 0.03000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 Crown Castle International Corp. 228227BE3 3099000.00000000 PA USD 3281684.00000000 0.290426002043 Long DBT CORP US N 2 2022-04-15 Fixed 0.04875000 N N N N N N 2020-01-30 IVY FUNDS Joseph W. Kauten Joseph W. Kauten Treasurer, Vice President XXXX