NPORT-P
false
0000896435
XXXXXXXX
S000027873
C000084644
C000084643
AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
811-07452
0000896435
FC4UULIMJMGKBDUARB13
11 Greenway Plaza
Suite 1000
Houston
77046-1173
800-959-4246
Invesco V.I. Equity and Income Fund
S000027873
549300OMRSAT1M3Z5487
2020-12-31
2020-06-30
N
1098832002.33
57418378.31
1041413624.02
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
263795.42000000
USD
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7449.53000000
0.000715328648
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
351618.00000000
GBP
443160.13000000
USD
2020-07-10
7449.53000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
185.95000000
0.000017855537
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
97951.41000000
USD
133228.00000000
CAD
2020-07-10
185.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
26806.12000000
0.002574012801
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
812089.00000000
GBP
1033113.48000000
USD
2020-07-10
26806.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9812.36000000
0.000942215443
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
495838.00000000
GBP
624234.46000000
USD
2020-07-10
9812.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
514.32000000
0.000049386717
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
159734.92000000
USD
217549.00000000
CAD
2020-07-10
514.32000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-231.25000000
-0.00002220539
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
106237.38000000
USD
94338.00000000
EUR
2020-07-10
-231.25000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-244.29000000
-0.00002345753
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
111305.00000000
CAD
81744.32000000
USD
2020-07-10
-244.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
471.28000000
0.000045253873
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
118358.34000000
USD
105750.00000000
EUR
2020-07-10
471.28000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
35.64000000
0.000003422271
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
101105.40000000
USD
95805.00000000
CHF
2020-07-10
35.64000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1054.06000000
0.000101214347
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
73316.62000000
USD
70447.00000000
CHF
2020-07-10
1054.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-266.31000000
-0.00002557197
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
44198.70000000
EUR
49399.08000000
USD
2020-07-10
-266.31000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8689.85000000
0.000834428300
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
542802.00000000
GBP
681307.81000000
USD
2020-07-10
8689.85000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-673.67000000
-0.00006468803
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
80511.00000000
CHF
84321.54000000
USD
2020-07-10
-673.67000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1678.77000000
0.000161201079
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
565921.00000000
GBP
702944.85000000
USD
2020-07-10
1678.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
226.61000000
0.000021759845
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
80214.33000000
USD
76197.00000000
CHF
2020-07-10
226.61000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1286.93000000
0.000123575299
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
233965.62000000
USD
222841.00000000
CHF
2020-07-10
1286.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-442.87000000
-0.00004252585
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
120766.00000000
CHF
127049.42000000
USD
2020-07-10
-442.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
193138.77000000
0.018545827089
N/A
DFE
N/A
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
12032789.02000000
GBP
15103677.11000000
USD
2020-07-10
193138.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
556.00000000
0.000053388969
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
359696.69000000
USD
489067.00000000
CAD
2020-07-10
556.00000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1121.57000000
0.000107696881
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
79320.42000000
USD
76198.00000000
CHF
2020-07-10
1121.57000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
9363.99000000
0.000899161465
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4230078.36000000
CAD
3125291.09000000
USD
2020-07-10
9363.99000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
58.29000000
0.000005597199
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
140746.00000000
EUR
158212.37000000
USD
2020-07-10
58.29000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-472.77000000
-0.00004539694
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
200849.00000000
EUR
225218.11000000
USD
2020-07-10
-472.77000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1015.06000000
0.000097469437
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
225982.00000000
CAD
167476.15000000
USD
2020-07-10
1015.06000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-158.95000000
-0.00001526290
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
117891.00000000
CHF
124298.21000000
USD
2020-07-10
-158.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
456.92000000
0.000043874978
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
88985.47000000
USD
121424.00000000
CAD
2020-07-10
456.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
472.78000000
0.000045397908
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
29641.79000000
GBP
37203.67000000
USD
2020-07-10
472.78000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-20689.19000000
-0.00198664483
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1867026.13000000
USD
1489992.00000000
GBP
2020-07-10
-20689.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3547.12000000
0.000340606260
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
305245.00000000
CAD
228394.29000000
USD
2020-07-10
3547.12000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-445.66000000
-0.00004279375
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
100847.00000000
CHF
106018.20000000
USD
2020-07-10
-445.66000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
226.93000000
0.000021790573
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
105746.11000000
CAD
78120.80000000
USD
2020-07-10
226.93000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-49.36000000
-0.00000473971
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
44770.56000000
USD
60712.00000000
CAD
2020-07-10
-49.36000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
238.82000000
0.000022932290
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
261358.27000000
USD
232803.00000000
EUR
2020-07-10
238.82000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13205.11000000
-0.00126799858
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
823151.62000000
USD
653626.00000000
GBP
2020-07-10
-13205.11000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
326.95000000
0.000031394826
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
136943.00000000
EUR
154207.66000000
USD
2020-07-10
326.95000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
195736.30000000
0.018795250559
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
12032693.83000000
GBP
15106156.68000000
USD
2020-07-10
195736.30000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-432.68000000
-0.00004154737
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
74804.41000000
USD
70448.00000000
CHF
2020-07-10
-432.68000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3050.88000000
-0.00029295564
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1248596.47000000
USD
1005154.00000000
GBP
2020-07-10
-3050.88000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12.71000000
0.000001220456
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
71322.84000000
USD
67572.00000000
CHF
2020-07-10
12.71000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-38070.24000000
-0.00365563106
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6703269.61000000
EUR
7494288.94000000
USD
2020-07-10
-38070.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4.92000000
0.000000472434
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
64085.00000000
CAD
47210.71000000
USD
2020-07-10
4.92000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-68988.35000000
-0.00662449082
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4448213.05000000
CHF
4626976.28000000
USD
2020-07-10
-68988.35000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-832.98000000
-0.00007998551
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
53007.95000000
USD
70831.00000000
CAD
2020-07-10
-832.98000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2459.04000000
0.000236125199
N/A
DFE
N/A
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
134661.00000000
EUR
153775.50000000
USD
2020-07-10
2459.04000000
N
N
N
Neurocrine Biosciences, Inc.
549300FECER0XBN49756
Neurocrine Biosciences, Inc., Conv.
64125CAD1
1685000.00000000
PA
USD
2818544.89000000
0.270646055034
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.25000000
N
N
N
Y
N
Neurocrine Biosciences Inc
Neurocrine Biosciences, Inc.
USD
XXXX
N
N
N
Brookfield Asset Management, Inc.
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management, Inc.
112585AH7
420000.00000000
PA
USD
463020.80000000
0.044460797258
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NAM3
278000.00000000
PA
USD
412139.88000000
0.039575042086
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.45000000
N
N
N
N
N
N
Chevron Corp.
LJOF0JWZSCIUPEC3LQ45
Chevron Corp.
166764100
142597.00000000
NS
USD
12723930.31000000
1.221794109134
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BB8
1643000.00000000
PA
USD
1648972.52000000
0.158339825979
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
2.55000000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
290546.00000000
NS
USD
7525141.40000000
0.722589106425
Long
EC
CORP
US
N
1
N
N
N
NuVasive, Inc.
549300C5ZB4NZ6TWM881
NuVasive, Inc., Conv.
670704AG0
1710000.00000000
PA
USD
1882196.85000000
0.180734801868
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.25000000
N
N
N
Y
N
NuVasive Inc
NuVasive, Inc.
USD
XXXX
N
N
N
Nationwide Financial Services, Inc.
5493001H7AZNDS6BKJ36
Nationwide Financial Services, Inc.
638612AL5
405000.00000000
PA
USD
474533.09000000
0.045566245635
Long
DBT
CORP
US
Y
2
2044-11-18
Fixed
5.30000000
N
N
N
N
N
N
AMG Capital Trust II
N/A
AMG Capital Trust II, Conv. Pfd.
00170F209
42732.00000000
NS
USD
1699385.83000000
0.163180679684
Long
EP
CORP
US
N
1
N
N
N
Liberty Media Corp.
N/A
Liberty Media Corp., Liberty Formula One, Conv.
531229AF9
520000.00000000
PA
USD
566456.08000000
0.054392996877
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.00000000
N
N
N
Y
N
Liberty Media Corp-Liberty Formula One
Liberty Media Corp.-Liberty Formula One
USD
XXXX
N
N
N
Husky Energy, Inc.
N/A
Husky Energy, Inc.
448055AJ2
274000.00000000
PA
USD
280057.37000000
0.026892040159
Long
DBT
CORP
CA
N
2
2022-04-15
Fixed
3.95000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAM8
1043000.00000000
PA
USD
1166000.26000000
0.111963223171
Long
DBT
CORP
US
N
2
2029-01-23
Variable
3.50900000
N
N
N
N
N
N
Convertible Trust - Energy
N/A
Convertible Trust - Energy, Series 2019-1
21257DAA5
5688000.00000000
PA
USD
5751705.60000000
0.552297902326
Long
DBT
CORP
US
N
2
2024-09-19
Fixed
0.33000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FT0
2636800.00000000
PA
USD
4037033.51000000
0.387649385113
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAM3
713000.00000000
PA
USD
725665.03000000
0.069680769798
Long
DBT
CORP
AU
N
2
2021-06-01
Fixed
2.30000000
N
N
N
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc., Conv.
595017AF1
1983000.00000000
PA
USD
2929975.72000000
0.281346013958
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
1.62500000
N
N
N
Y
N
Microchip Technology Inc
Microchip Technology, Inc.
USD
XXXX
N
N
N
LYB Finance Co. B.V.
549300BBGA3CFHX0KS75
LYB Finance Co. B.V.
61238QAA6
678000.00000000
PA
USD
910522.17000000
0.087431367229
Long
DBT
CORP
NL
Y
2
2027-03-15
Fixed
8.10000000
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
16404.00000000
NS
USD
8366696.16000000
0.803397993556
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AJ9
298000.00000000
PA
USD
378198.37000000
0.036315865404
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc., Conv.
67020YAK6
2458000.00000000
PA
USD
2909027.10000000
0.279334457789
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
1.00000000
N
N
N
Y
N
Nuance Communications Inc
Nuance Communications, Inc.
USD
XXXX
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172BE8
369000.00000000
PA
USD
407122.96000000
0.039093300741
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.60000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122BT4
1390000.00000000
PA
USD
1866204.21000000
0.179199135382
Long
DBT
CORP
US
Y
2
2044-05-15
Fixed
4.62500000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
G5960L103
126186.00000000
NS
USD
11571256.20000000
1.111110507209
Long
EC
CORP
IE
N
1
N
N
N
United Airlines Pass Through Trust
N/A
United Airlines Pass Through Trust, Series 2014-2, Class A
90932QAA4
370672.21000000
PA
USD
339049.57000000
0.032556667416
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BG5
1379000.00000000
PA
USD
1641609.45000000
0.157632799507
Long
DBT
CORP
CA
N
2
2048-02-15
Fixed
4.30000000
N
N
N
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677AC9
333000.00000000
PA
USD
355687.74000000
0.034154319839
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
410000.00000000
PA
USD
462500.14000000
0.044410801753
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCM2
474000.00000000
PA
USD
495198.73000000
0.047550629123
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
Convertible Trust - Healthcare
N/A
Convertible Trust - Healthcare, Series 2018-1
212567AA9
5897000.00000000
PA
USD
6359324.80000000
0.610643518898
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
0.25000000
N
N
N
N
N
N
Carlyle Holdings Finance LLC
N/A
Carlyle Holdings Finance LLC
14309UAA0
98000.00000000
PA
USD
104395.92000000
0.010024443467
Long
DBT
CORP
US
Y
2
2023-02-01
Fixed
3.87500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAA4
479000.00000000
PA
USD
604802.05000000
0.058075104459
Long
DBT
CORP
US
N
2
2048-02-22
Variable
4.26000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
94391.00000000
NS
USD
18653549.42000000
1.791175858444
Long
EC
CORP
US
N
1
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KR1
341000.00000000
PA
USD
436529.17000000
0.041916982832
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
GlaxoSmithKline Capital, Inc.
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital, Inc.
377372AE7
64000.00000000
PA
USD
97451.47000000
0.009357614280
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.37500000
N
N
N
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
106482.00000000
NS
USD
6561420.84000000
0.630049452845
Long
EC
CORP
US
N
1
N
N
N
Nuance Communications, Inc.
AEMSOT3SS15TNMJCE605
Nuance Communications, Inc., Conv.
67020YAN0
1558000.00000000
PA
USD
2180042.67000000
0.209334948162
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
1.25000000
N
N
N
Y
N
Nuance Communications Inc
Nuance Communications, Inc.
USD
XXXX
N
N
N
Precision Castparts Corp.
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp.
740189AG0
333000.00000000
PA
USD
349223.29000000
0.033533581849
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.50000000
N
N
N
N
N
N
Silicon Laboratories, Inc.
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories, Inc., Conv.
826919AB8
563000.00000000
PA
USD
680215.08000000
0.065316514429
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
1.37500000
N
N
N
Y
N
Silicon Laboratories Inc
Silicon Laboratories, Inc.
USD
XXXX
N
N
N
BofA Finance LLC
549300CGZYSEY3ZSIW16
BofA Finance LLC, Conv.
09709THH7
2151000.00000000
PA
USD
2242417.50000000
0.215324386802
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.12500000
N
N
N
Y
N
Charter Communications Inc
Charter Communications, Inc.
USD
XXXX
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCM9
864000.00000000
PA
USD
1081216.63000000
0.103822017022
Long
DBT
CORP
US
Y
2
2044-06-15
Fixed
4.85000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAT7
519000.00000000
PA
USD
589235.03000000
0.056580307421
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
1681100.00000000
PA
USD
1676240.58000000
0.160958195796
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AY6
652000.00000000
PA
USD
671005.87000000
0.064432215454
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
2.15000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
985000.00000000
PA
USD
1151707.60000000
0.110590794419
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBR9
1288000.00000000
PA
USD
1495868.76000000
0.143638293709
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co., Series V
48127FAA1
582000.00000000
PA
USD
514720.87000000
0.049425209938
Long
DBT
CORP
US
N
2
N/A
Variable
4.75338000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
365274.00000000
NS
USD
13716038.70000000
1.317059656570
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214CV3
3590000.00000000
PA
USD
3643438.84000000
0.349855115773
Long
DBT
CORP
AU
N
2
2021-05-13
Fixed
2.10000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348AX4
156000.00000000
PA
USD
190135.35000000
0.018257428711
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Conv.
25470MAB5
7388000.00000000
PA
USD
6805195.11000000
0.653457469063
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.37500000
N
N
N
Y
N
DISH Network Corp
DISH Network Corp.
USD
XXXX
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
880673.00000000
NS
USD
20915983.75000000
2.008422327841
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AQ2
1953000.00000000
PA
USD
1985956.88000000
0.190698185062
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.50000000
N
N
N
Y
N
Live Nation Entertainment Inc
Live Nation Entertainment, Inc.
USD
XXXX
N
N
N
RealPage, Inc.
5493001RSFZX4122A604
RealPage, Inc., Conv.
75606NAB5
628000.00000000
PA
USD
1013396.28000000
0.097309681439
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
1.50000000
N
N
N
Y
N
RealPage Inc
RealPage, Inc.
USD
XXXX
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc., Conv.
09857LAM0
345000.00000000
PA
USD
427909.37000000
0.041089280966
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
0.75000000
N
N
N
Y
N
Booking Holdings Inc
Booking Holdings, Inc.
USD
XXXX
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc., Conv.
741503AX4
1430000.00000000
PA
USD
1522930.49000000
0.146236851033
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.90000000
N
N
N
Y
N
Booking Holdings Inc
Booking Holdings, Inc.
USD
XXXX
N
N
N
Teladoc Health, Inc.
549300I2PVFBC9MFAC61
Teladoc Health, Inc., Conv.
87918AAE5
3333000.00000000
PA
USD
3699167.95000000
0.355206410275
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
1.25000000
N
N
N
Y
N
Teladoc Health Inc
Teladoc Health, Inc.
USD
XXXX
N
N
N
PartnerRe Finance B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAB7
1015000.00000000
PA
USD
1116480.20000000
0.107208142302
Long
DBT
CORP
US
N
2
2029-07-02
Fixed
3.70000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CC0
603000.00000000
PA
USD
772192.09000000
0.074148452851
Long
DBT
CORP
US
Y
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGA1
515000.00000000
PA
USD
568306.15000000
0.054570646752
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
161175BB9
969000.00000000
PA
USD
1033504.46000000
0.099240535764
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
Continental Airlines Pass Through Trust
N/A
Continental Airlines Pass Through Trust, Series 2012-1, Class A
210795PZ7
304793.11000000
PA
USD
286154.13000000
0.027477471333
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
Convertible Trust - Media
N/A
Convertible Trust - Media, Series 2019, Class 1
212569AA5
5704000.00000000
PA
USD
6133511.20000000
0.588960145952
Long
DBT
CORP
US
N
2
2024-12-04
Fixed
0.25000000
N
N
N
N
N
N
GS Finance Corp.
549300FR80KBVO6DRL61
GS Finance Corp., Series 0001, Conv.
362273BK9
5920000.00000000
PA
USD
5877621.68000000
0.564388783134
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
0.25000000
N
N
N
Y
N
Bank of America Corp
Bank of America Corp.
USD
XXXX
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZX1
5189300.00000000
PA
USD
5186664.82000000
0.498040807261
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.12500000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
03522AAJ9
1021000.00000000
PA
USD
1252689.06000000
0.120287370081
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
HCP, Inc.
PZ9HF5U52KPF0MH0QN75
HCP, Inc.
40414LAL3
461000.00000000
PA
USD
507258.90000000
0.048708686760
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.87500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
715344.00000000
NS
USD
18098203.20000000
1.737849667276
Long
EC
CORP
US
N
1
N
N
N
Viavi Solutions, Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc.
925550AE5
1295000.00000000
PA
USD
1449101.30000000
0.139147526648
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.75000000
N
N
N
Y
N
Viavi Solutions Inc
Viavi Solutions, Inc.
USD
XXXX
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
204693.00000000
NS
USD
7428308.97000000
0.713290934424
Long
EC
CORP
US
N
1
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408GU1
346000.00000000
PA
USD
477295.35000000
0.045831487027
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.50000000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAS1
241000.00000000
PA
USD
293928.22000000
0.028223965312
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122BL1
485000.00000000
PA
USD
535296.31000000
0.051400932122
Long
DBT
CORP
US
Y
2
2023-08-15
Fixed
4.00000000
N
N
N
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
530847.00000000
NS
USD
14221391.13000000
1.365585277740
Long
EC
CORP
US
N
1
N
N
N
Telefonica Emisiones S.A.
549300Y5MFC4SW5Z3K71
Telefonica Emisiones S.A.
87938WAV5
750000.00000000
PA
USD
897328.88000000
0.086164503642
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
Cameron LNG, LLC
549300C39FLHGVD73K22
Cameron LNG, LLC
133434AD2
606000.00000000
PA
USD
652021.03000000
0.062609227972
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077M108
124432.00000000
NS
USD
3994267.20000000
0.383542821783
Long
EC
CORP
CA
N
1
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AB4
404000.00000000
PA
USD
452687.54000000
0.043468563264
Long
DBT
CORP
US
N
2
2034-11-18
Fixed
4.50000000
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199BE4
1161000.00000000
PA
USD
1205778.76000000
0.115782887047
Long
DBT
CORP
US
N
2
2022-06-08
Fixed
2.60000000
N
N
N
N
N
N
Ohio Power Co.
06ZODLC132CY1O2Y7D77
Ohio Power Co., Series M
677415CP4
182000.00000000
PA
USD
192868.62000000
0.018519886388
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.37500000
N
N
N
N
N
N
Credit Suisse Group AG
ANGGYXNX0JLX3X63JN86
Credit Suisse Group AG, Conv.
22549K2A4
3834000.00000000
PA
USD
3669904.80000000
0.352396465280
Long
DBT
CORP
CH
Y
2
2024-06-24
Fixed
0.50000000
N
N
N
Y
N
Apache Corp
Apache Corp.
USD
XXXX
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCT6
905000.00000000
PA
USD
1089514.77000000
0.104618832025
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
227651.00000000
NS
USD
7444187.70000000
0.714815662893
Long
EC
CORP
US
N
1
N
N
N
GCI Liberty, Inc.
5493003JDENERRDYFN86
GCI Liberty, Inc., Conv.
36164VAA5
2143000.00000000
PA
USD
3006579.20000000
0.288701734897
Long
DBT
CORP
US
Y
2
2046-09-30
Fixed
1.75000000
N
N
N
Y
N
Charter Communications Inc
Charter Communications, Inc.
USD
XXXX
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535AT1
482000.00000000
PA
USD
600154.98000000
0.057628877341
Long
DBT
CORP
US
N
2
2049-05-20
Fixed
5.00000000
N
N
N
N
N
N
American Airlines Pass Through Trust
N/A
American Airlines Pass Through Trust, Series 2014-1, Class A
02377AAA6
287644.94000000
PA
USD
244792.98000000
0.023505836139
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.70000000
N
N
N
N
N
N
Broadcom Corp./Broadcom Cayman Finance Ltd.
N/A
Broadcom Corp./Broadcom Cayman Finance Ltd.
11134LAF6
610000.00000000
PA
USD
656453.70000000
0.063034867689
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.62500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGE4
632000.00000000
PA
USD
785267.51000000
0.075403998170
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
Reinsurance Group of America, Inc.
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc.
759351AL3
352000.00000000
PA
USD
385252.83000000
0.036993258117
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.70000000
N
N
N
N
N
N
NXP Semiconductors N.V.
724500M9BY5293JDF951
NXP Semiconductors N.V.
N6596X109
82905.00000000
NS
USD
9454486.20000000
0.907851211270
Long
EC
CORP
NL
N
1
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp., Conv.
958102AP0
1916000.00000000
PA
USD
1810685.28000000
0.173868023063
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.50000000
N
N
N
Y
N
Western Digital Corp
Western Digital Corp.
USD
XXXX
N
N
N
ANZ New Zealand (Int'l) Ltd.
213800VD256NU2D97H12
ANZ New Zealand (Int'l) Ltd.
00182EBC2
350000.00000000
PA
USD
361790.70000000
0.034740346357
Long
DBT
CORP
NZ
Y
2
2022-01-25
Fixed
2.87500000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAT1
63000.00000000
PA
USD
62169.98000000
0.005969768261
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAQ6
23000.00000000
PA
USD
30580.25000000
0.002936417317
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
6.45000000
N
N
N
N
N
N
ConocoPhillips Co.
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FAF3
217000.00000000
PA
USD
241206.27000000
0.023161428315
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.15000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CJ7
305000.00000000
PA
USD
346178.53000000
0.033241213866
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
BBVA Bancomer S.A.
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAD0
700000.00000000
PA
USD
747841.50000000
0.071810228208
Long
DBT
CORP
MX
Y
2
2024-04-10
Fixed
4.37500000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
N/A
1921508.00000000
NS
7302540.87000000
0.701214263148
Long
EC
CORP
GB
N
2
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAX8
957000.00000000
PA
USD
1071997.94000000
0.102936807746
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAK7
2690000.00000000
PA
USD
2713404.64000000
0.260550138524
Long
DBT
CORP
AU
N
2
2020-11-16
Fixed
2.70000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
N/A
8145529.00000000
NS
12988535.54000000
1.247202383416
Long
EC
CORP
GB
N
2
N
N
N
Continental Airlines Pass Through Trust
N/A
Continental Airlines Pass Through Trust, Series 2010-1, Class A
21079VAA1
117398.37000000
PA
USD
115759.43000000
0.011115605493
Long
DBT
CORP
US
N
2
2021-01-12
Fixed
4.75000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
248179.00000000
NS
USD
9674017.42000000
0.928931329192
Long
EC
CORP
US
N
1
N
N
N
Heineken N.V.
724500K5PTPSST86UQ23
Heineken N.V.
423012AF0
910000.00000000
PA
USD
1026688.00000000
0.098585996603
Long
DBT
CORP
NL
Y
2
2028-01-29
Fixed
3.50000000
N
N
N
N
N
N
MPLX L.P.
5493000CZJ19CK4P3G36
MPLX L.P.
55336VAE0
1656000.00000000
PA
USD
1781998.08000000
0.171113382703
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.50000000
N
N
N
N
N
N
CVS Pass Through Trust
N/A
CVS Pass Through Trust
126650BP4
603036.31000000
PA
USD
681891.48000000
0.065477487932
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.03600000
N
N
N
N
N
N
Electricite de France S.A.
549300X3UK4GG3FNMO06
Electricite de France S.A.
268317AK0
846000.00000000
PA
USD
1001142.00000000
0.096132984715
Long
DBT
CORP
FR
Y
2
2044-01-22
Fixed
4.87500000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAP7
548000.00000000
PA
USD
568578.75000000
0.054596822711
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.20000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBG0
459000.00000000
PA
USD
500589.32000000
0.048068251504
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
Liberty Media Corp.
549300ZKUTPIBZLWLL89
Liberty Media Corp., Conv.
531229AE2
1399000.00000000
PA
USD
671613.16000000
0.064490529460
Long
DBT
CORP
US
N
2
2046-09-30
Fixed
2.25000000
N
N
N
Y
N
AT&T Inc
AT&T, Inc.
USD
XXXX
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002BD2
292000.00000000
PA
USD
333721.34000000
0.032045033049
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.28000000
N
N
N
N
N
N
Alcon, Inc.
549300LDT5AP8S0NBM78
Alcon, Inc.
N/A
95846.00000000
NS
5491614.05000000
0.527323046610
Long
EC
CORP
CH
N
2
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
149052.00000000
NS
USD
15681760.92000000
1.505814842278
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
04650NAB0
92000.00000000
PA
USD
115779.76000000
0.011117557647
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.35000000
N
N
N
N
N
N
LifeStorage L.P.
N/A
LifeStorage L.P.
84610WAB1
404000.00000000
PA
USD
433345.27000000
0.041611254165
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSR3
479000.00000000
PA
USD
488577.08000000
0.046914796266
Long
DBT
CORP
US
Y
2
2021-10-25
Fixed
2.10000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSS1
438000.00000000
PA
USD
467938.61000000
0.044933021731
Long
DBT
CORP
US
Y
2
2024-01-30
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDR2
459000.00000000
PA
USD
600395.14000000
0.057651938303
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3134A4AA2
682000.00000000
PA
USD
1073955.24000000
0.103124754202
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
Willis North America, Inc.
5493004KVU1HWZCP0C66
Willis North America, Inc.
970648AF8
228000.00000000
PA
USD
246890.59000000
0.023707255628
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
NXP B.V./NXP Funding LLC
N/A
NXP B.V./NXP Funding LLC
62947QAX6
656000.00000000
PA
USD
780870.01000000
0.074981735593
Long
DBT
CORP
NL
Y
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LBB4
427000.00000000
PA
USD
506705.66000000
0.048655562815
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.90000000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
5493000EYEKDT0FBSQ91
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
03522AAH3
914000.00000000
PA
USD
1078744.44000000
0.103584629115
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Ingredion, Inc.
PKSTQ48QDN0XSVS7YK88
Ingredion, Inc.
219023AC2
232000.00000000
PA
USD
327274.80000000
0.031426014837
Long
DBT
CORP
US
N
2
2037-04-15
Fixed
6.62500000
N
N
N
N
N
N
Voya Financial, Inc.
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
186803.00000000
NS
USD
8714359.95000000
0.836781827028
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Ltd.
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385101
224858.00000000
NS
3900564.16000000
0.374545144218
Long
EC
CORP
CA
N
1
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AQ2
1037000.00000000
PA
USD
1142557.05000000
0.109712128173
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
546000.00000000
PA
USD
570969.27000000
0.054826368392
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
839651.00000000
NS
USD
5138664.12000000
0.493431620393
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172BD0
1102000.00000000
PA
USD
1419607.08000000
0.136315393543
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
144654.00000000
NS
USD
4880625.96000000
0.468653938015
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp.
54930012H97VSM0I2R19
Crown Castle International Corp.
22822VAF8
46000.00000000
PA
USD
56981.20000000
0.005471524347
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.75000000
N
N
N
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
176025.00000000
NS
USD
7174779.00000000
0.688946143445
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
377571.00000000
NS
USD
18236679.30000000
1.751146602980
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer Operating L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating L.P.
29278NAC7
1722000.00000000
PA
USD
1831776.36000000
0.175893258715
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
Cree, Inc.
549300OGU88P3AW3TO93
Cree, Inc., Conv.
225447AB7
1922000.00000000
PA
USD
2264758.37000000
0.217469631447
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.87500000
N
N
N
Y
N
Cree Inc
Cree, Inc.
USD
XXXX
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HS3
228000.00000000
PA
USD
303229.02000000
0.029117059063
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AY6
680000.00000000
PA
USD
688307.82000000
0.066093606241
Long
DBT
CORP
GB
Y
2
2021-01-15
Fixed
3.05000000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AK2
529000.00000000
PA
USD
569534.80000000
0.054688625812
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.55000000
N
N
N
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417EAJ8
605000.00000000
PA
USD
790224.45000000
0.075879980036
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.60000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
543342.00000000
NS
USD
16941403.56000000
1.626769918239
Long
EC
CORP
US
N
1
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZV5
3189800.00000000
PA
USD
3192167.44000000
0.306522534982
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
2198600.00000000
PA
USD
2517311.12000000
0.241720586512
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
230474.00000000
NS
USD
16073256.76000000
1.543407574980
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
268590.00000000
NS
USD
14844969.30000000
1.425463327692
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Brewing Co.
54930073LBBH6ZCBE225
Molson Coors Brewing Co.
60871RAH3
361000.00000000
PA
USD
351716.56000000
0.033772993927
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473QBF9
562000.00000000
PA
USD
679927.32000000
0.065288882756
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.37500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
35177PAW7
1385000.00000000
PA
USD
1447803.07000000
0.139022866285
Long
DBT
CORP
FR
N
2
2021-09-14
Fixed
4.12500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828PC8
545600.00000000
PA
USD
550587.12000000
0.052869206557
Long
DBT
UST
US
N
2
2020-11-15
Fixed
2.62500000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DB0
656000.00000000
PA
USD
755082.78000000
0.072505559998
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796XH7
15000.00000000
PA
USD
14996.57000000
0.001440020531
Long
DBT
UST
US
N
2
2020-09-03
None
0.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31384WAH3
809.36000000
PA
USD
916.01000000
0.000087958326
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
9.50000000
N
N
N
N
N
N
JOYY, Inc.
549300N6CHVU5CQZPW24
JOYY, Inc., Conv.
98426TAF3
3894000.00000000
PA
USD
4307425.98000000
0.413613369428
Long
DBT
CORP
KY
N
2
2026-06-15
Fixed
1.37500000
N
N
N
Y
N
JOYY Inc
JOYY, Inc.
USD
XXXX
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
151676.00000000
NS
USD
13834367.96000000
1.328422025688
Long
EC
CORP
US
N
1
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp, Series W
91159HHM5
2087000.00000000
PA
USD
2319089.13000000
0.222686651730
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
72384.00000000
NS
USD
8639754.24000000
0.829617938610
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
428463.00000000
NS
USD
4858770.42000000
0.466555296371
Long
EC
CORP
US
N
1
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAH6
333000.00000000
PA
USD
440488.17000000
0.042297139180
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp.
084423AS1
382000.00000000
PA
USD
402723.66000000
0.038670865322
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.62500000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QC5
36400.00000000
PA
USD
57987.62000000
0.005568164143
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610AN5
415000.00000000
PA
USD
420344.98000000
0.040362923079
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
2.37500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FG8
519000.00000000
PA
USD
612951.40000000
0.058857632151
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818DZ8
401000.00000000
PA
USD
483364.68000000
0.046414284281
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.15000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
101439.00000000
NS
10320303.55000000
0.990989872992
Long
EC
CORP
FR
N
2
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751YAC0
602000.00000000
PA
USD
653490.05000000
0.062750288159
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
4.50000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAK6
361000.00000000
PA
USD
392894.41000000
0.037727028045
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
686000.00000000
PA
USD
748647.60000000
0.071887632611
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBY5
945000.00000000
PA
USD
957739.72000000
0.091965353430
Long
DBT
CORP
US
Y
2
2021-04-15
Fixed
2.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GGQ1
364000.00000000
PA
USD
382268.91000000
0.036706732193
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
Liberty Media Corp.
549300ZKUTPIBZLWLL89
Liberty Media Corp., Conv.
531229AB8
5513000.00000000
PA
USD
5812907.20000000
0.558174683519
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
1.37500000
N
N
N
Y
N
Liberty Media Corp
Liberty Media
USD
XXXX
N
N
N
Viavi Solutions, Inc.
5493006K3E3N1QOBF092
Viavi Solutions, Inc., Conv.
925550AB1
1806000.00000000
PA
USD
2083057.81000000
0.200022139326
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
1.00000000
N
N
N
Y
N
Viavi Solutions Inc
Viavi Solutions, Inc.
USD
XXXX
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
N/A
2472633.00000000
NS
6755487.39000000
0.648684368457
Long
EC
CORP
GB
N
2
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
72800.00000000
PA
USD
115075.19000000
0.011049902492
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.37500000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661DS3
508000.00000000
PA
USD
644320.23000000
0.061869771543
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.55000000
N
N
N
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Conv.
98954MAH4
1282000.00000000
PA
USD
1497004.22000000
0.143747324355
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
Y
N
Zillow Group Inc
Zillow Group, Inc., Class C
USD
XXXX
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
G8994E103
103992.00000000
NS
USD
9253208.16000000
0.888523824403
Long
EC
CORP
IE
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCJ8
746000.00000000
PA
USD
886689.05000000
0.085142831776
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
259200.00000000
NS
USD
14727744.00000000
1.414206964486
Long
EC
CORP
US
N
1
N
N
N
Raytheon Co.
YR6K3WJN0KKLUPZSNL57
Raytheon Co.
755111BT7
2375000.00000000
PA
USD
2394179.19000000
0.229897049047
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.12500000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224AA5
304000.00000000
PA
USD
328390.85000000
0.031533181670
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
3.60000000
N
N
N
N
N
N
Tandem Diabetes Care, Inc.
549300JEPFOD0K4D3I05
Tandem Diabetes Care, Inc., Conv.
875372AA2
338000.00000000
PA
USD
395416.42000000
0.037969199833
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
1.50000000
N
N
N
Y
N
Tandem Diabetes Care Inc
Tandem Diabetes Care, Inc.
USD
XXXX
N
N
N
Pacira BioSciences, Inc.
N/A
Pacira BioSciences, Inc., Conv.
695127AD2
1080000.00000000
PA
USD
1181201.32000000
0.113422879512
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.37500000
N
N
N
Y
N
Pacira BioSciences Inc
Pacira BioSciences, Inc.
USD
XXXX
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
196783.00000000
NS
USD
6476128.53000000
0.621859401550
Long
EC
CORP
US
N
1
N
N
N
Avnet, Inc.
XJI53DCPL7QABOWK4Z75
Avnet, Inc.
053807AS2
641000.00000000
PA
USD
726090.72000000
0.069721645967
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.62500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HA2
741000.00000000
PA
USD
1146525.53000000
0.110093194822
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.67500000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752103
55224.00000000
NS
USD
14522807.52000000
1.394528282042
Long
EC
CORP
US
N
1
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2B6
1110000.00000000
PA
USD
1149328.30000000
0.110362326120
Long
DBT
CORP
US
Y
2
2022-01-25
Fixed
4.00000000
N
N
N
N
N
N
Parsley Energy, Inc.
549300DMRA8DSL66G562
Parsley Energy, Inc., Class A
701877102
368753.00000000
NS
USD
3938282.04000000
0.378166940508
Long
EC
CORP
US
N
1
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAK7
1500000.00000000
PA
USD
1583462.45000000
0.152049331166
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35000000
N
N
N
N
N
N
Ctrip.com International, Ltd.
2549004RMYDSRQL4KW41
Ctrip.com International, Ltd., Conv.
22943FAM2
2721000.00000000
PA
USD
2717499.08000000
0.260943300271
Long
DBT
CORP
KY
N
2
2022-09-15
Fixed
1.25000000
N
N
N
Y
N
Trip.com Group Ltd
Trip.com Group Ltd.
USD
XXXX
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LP4
496000.00000000
PA
USD
553254.91000000
0.053125376626
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.66800000
N
N
N
N
N
N
Telefonica Emisiones S.A.
549300Y5MFC4SW5Z3K71
Telefonica Emisiones S.A.
87938WAU7
700000.00000000
PA
USD
878944.04000000
0.084399130156
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
Finisar Corp.
529900017XY2RY3P7A48
Finisar Corp., Conv.
31787AAP6
1013000.00000000
PA
USD
1045719.90000000
0.100413502942
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
0.50000000
N
N
N
Y
N
Finisar Corp
Finisar Corp.
USD
XXXX
N
N
N
Sumitomo Mitsui Banking Corp.
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp.
865622BV5
715000.00000000
PA
USD
715923.17000000
0.068745323998
Long
DBT
CORP
JP
N
2
2020-07-23
Fixed
2.65000000
N
N
N
N
N
N
MDC Holdings, Inc.
5299005FV4VNV75R8R35
MDC Holdings, Inc.
552676AQ1
956000.00000000
PA
USD
1008312.32000000
0.096821502690
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCG5
491000.00000000
PA
USD
582127.75000000
0.055897842756
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
122592.00000000
NS
USD
18322600.32000000
1.759397025100
Long
EC
CORP
US
N
1
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAJ2
1015000.00000000
PA
USD
970282.60000000
0.093169762486
Long
DBT
CORP
US
Y
2
2022-01-20
Fixed
2.87500000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDT6
543000.00000000
PA
USD
632094.36000000
0.060695802841
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBW4
965000.00000000
PA
USD
1099240.25000000
0.105552704962
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Cisco Systems, Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc.
17275R102
65764.00000000
NS
USD
3067232.96000000
0.294525910671
Long
EC
CORP
US
N
1
N
N
N
Markel Corp.
549300SCNO12JLWIK605
Markel Corp.
570535AP9
351000.00000000
PA
USD
416863.96000000
0.040028663960
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CF5
341000.00000000
PA
USD
371843.88000000
0.035705686138
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Notes Futures
N/A
-12.00000000
NC
USD
-4336.74000000
-0.00041642819
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
United States Treasury Note/Bond
U.S. Treasury Floating Rate Notes
2020-09-30
1504569.52000000
USD
-4336.74000000
N
N
N
SMBC Aviation Capital Finance DAC
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAA0
315000.00000000
PA
USD
316443.44000000
0.030385951623
Long
DBT
CORP
IE
Y
2
2021-07-15
Fixed
2.65000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
44106MAQ5
182000.00000000
PA
USD
178805.74000000
0.017169521876
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
Telefonica Emisiones S.A.
549300Y5MFC4SW5Z3K71
Telefonica Emisiones S.A.
87938WAC7
328000.00000000
PA
USD
477762.68000000
0.045876361608
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
Dell International LLC/EMC Corp.
N/A
Dell International LLC/EMC Corp.
25272KAG8
587000.00000000
PA
USD
642318.70000000
0.061677577975
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409BDG9
7.38000000
PA
USD
7.45000000
0.000000715373
Long
ABS-MBS
USGSE
US
N
2
2021-03-01
Fixed
5.50000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VCQ5
297000.00000000
PA
USD
369448.89000000
0.035475711233
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
Sunoco Logistics Partners Operations L.P.
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations L.P.
86765BAP4
587000.00000000
PA
USD
567304.94000000
0.054474507238
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBK9
887000.00000000
PA
USD
937292.70000000
0.090001962561
Long
DBT
CORP
US
Y
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
Liberty Latin America Ltd.
213800YWQHEAX7CAVO83
Liberty Latin America Ltd., Conv.
53069QAA7
2431000.00000000
PA
USD
1937203.13000000
0.186016687828
Long
DBT
CORP
BM
Y
2
2024-07-15
Fixed
2.00000000
N
N
N
Y
N
Liberty Latin America Ltd
Liberty Latin America Ltd.
USD
XXXX
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co., Series B
373334KN0
341000.00000000
PA
USD
380180.12000000
0.036506159630
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
H00392318
6136.00000000
NS
287494.55000000
0.027606182919
Long
EC
CORP
CH
N
2
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
1775000.00000000
PA
USD
1841741.26000000
0.176850121557
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300000
N
N
N
N
N
N
The PNC Financial Services Group, Inc.
CFGNEKW0P8842LEUIA51
The PNC Financial Services Group, Inc.
693475AW5
669000.00000000
PA
USD
772198.91000000
0.074149107731
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.45000000
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AF5
548000.00000000
PA
USD
565321.99000000
0.054284097784
Long
DBT
CORP
US
N
2
2021-11-18
Fixed
3.30000000
N
N
N
N
N
N
FireEye, Inc.
549300E9D2UJUFLLY524
FireEye, Inc., Series B, Conv.
31816QAD3
1587000.00000000
PA
USD
1503970.84000000
0.144416282379
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
1.62500000
N
N
N
Y
N
FireEye Inc
FireEye, Inc.
USD
XXXX
N
N
N
Noble Energy, Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc.
655044AG0
756000.00000000
PA
USD
693976.19000000
0.066637901981
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.25000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
109570.00000000
NS
USD
5602314.10000000
0.537952833608
Long
EC
CORP
US
N
1
N
N
N
MPLX L.P.
5493000CZJ19CK4P3G36
MPLX L.P.
55336VAM2
799000.00000000
PA
USD
799697.35000000
0.076789599401
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
BAE Systems Holdings, Inc.
MF62XBVMNYTYMC18DL76
BAE Systems Holdings, Inc.
05523UAM2
262000.00000000
PA
USD
263736.03000000
0.025324810806
Long
DBT
CORP
US
Y
2
2020-12-15
Fixed
2.85000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
65657.00000000
NS
USD
4337301.42000000
0.416482108545
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer Operating L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating L.P.
29273RBE8
325000.00000000
PA
USD
326786.95000000
0.031379169857
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAH6
669000.00000000
PA
USD
613512.64000000
0.058911524282
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
4.87500000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
79480.00000000
NS
USD
6349657.20000000
0.609715203790
Long
EC
CORP
US
N
1
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAE8
423000.00000000
PA
USD
427411.94000000
0.041041516083
Long
DBT
CORP
US
Y
2
2021-01-20
Fixed
3.05000000
N
N
N
N
N
N
Mizuho Financial Group Cayman 3 Ltd.
549300AM6U7J7ZZI1G88
Mizuho Financial Group Cayman 3 Ltd.
60688UAB2
200000.00000000
PA
USD
218132.30000000
0.020945788970
Long
DBT
CORP
KY
Y
2
2024-03-27
Fixed
4.60000000
N
N
N
N
N
N
United Airlines Pass Through Trust
N/A
United Airlines Pass Through Trust, Series 2018-1, Class AA
909318AA5
461848.19000000
PA
USD
434126.68000000
0.041686287752
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRS1
379000.00000000
PA
USD
421004.51000000
0.040426253343
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844CD8
456000.00000000
PA
USD
501297.19000000
0.048136223536
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.40000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017CW7
299000.00000000
PA
USD
366154.62000000
0.035159384470
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
130766.00000000
NS
USD
18389622.58000000
1.765832725426
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAN4
392000.00000000
PA
USD
399007.39000000
0.038314016716
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAG6
384000.00000000
PA
USD
447045.53000000
0.042926798698
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
20341529.42000000
NS
USD
20341529.42000000
1.953261312395
Long
STIV
RF
US
N
1
N
N
N
Societe Generale S.A.
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RAF9
890000.00000000
PA
USD
894205.93000000
0.085864627596
Long
DBT
CORP
FR
Y
2
2020-09-16
Fixed
2.62500000
N
N
N
N
N
N
Euronet Worldwide, Inc.
YG3575C4DSHJPA5KET68
Euronet Worldwide, Inc., Conv.
298736AL3
554000.00000000
PA
USD
538418.75000000
0.051700759197
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
0.75000000
N
N
N
Y
N
Euronet Worldwide Inc
Euronet Worldwide, Inc.
USD
XXXX
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGP9
596000.00000000
PA
USD
666055.89000000
0.063956901910
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
Energy Transfer Operating L.P.
5493008K8W3OKZE54J59
Energy Transfer Operating L.P.
29278NAR4
716000.00000000
PA
USD
679033.55000000
0.065203059988
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
BioMarin Pharmaceutical, Inc.
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc., Conv.
09061GAF8
2172000.00000000
PA
USD
2859347.41000000
0.274564048717
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
1.50000000
N
N
N
Y
N
BioMarin Pharmaceutical Inc
BioMarin Pharmaceutical, Inc.
USD
XXXX
N
N
N
Aircastle Ltd.
549300PNK8AKY3OIKP58
Aircastle Ltd.
00928QAR2
761000.00000000
PA
USD
738674.62000000
0.070929993900
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
N/A
270508.00000000
NS
5481017.45000000
0.526305525833
Long
EC
CORP
GB
N
2
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
141644.00000000
NS
USD
9202610.68000000
0.883665286082
Long
EC
CORP
US
N
1
N
N
N
HCP, Inc.
PZ9HF5U52KPF0MH0QN75
HCP, Inc.
40414LAK5
438000.00000000
PA
USD
477824.76000000
0.045882322737
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.20000000
N
N
N
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
5334.00000000
NS
USD
8493541.56000000
0.815578110761
Long
EC
CORP
US
N
1
N
N
N
Invesco Treasury Portfolio
5493004B3TM8ZIDDDC39
Invesco Treasury Portfolio, Institutional Class
825252406
23247462.14000000
NS
USD
23247462.14000000
2.232298637525
Long
STIV
RF
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
145309.00000000
NS
USD
7942589.94000000
0.762673903702
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320AY8
141000.00000000
PA
USD
160507.54000000
0.015412467851
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
Capri Holdings Ltd.
549300LPG8W0H1OX3A26
Capri Holdings Ltd.
G1890L107
418114.00000000
NS
USD
6535121.82000000
0.627524133472
Long
EC
CORP
VG
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AQ1
1397000.00000000
PA
USD
1527283.54000000
0.146654845373
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
656000.00000000
PA
USD
809936.56000000
0.077772802402
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
1556000.00000000
PA
USD
1487945.04000000
0.142877431760
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22546DAA4
686000.00000000
PA
USD
751971.25000000
0.072206780539
Long
DBT
CORP
CH
Y
2
2023-08-08
Fixed
6.50000000
N
N
N
N
Y
Credit Suisse AG
Credit Suisse AG
USD
XXXX
N
N
N
National Australia Bank Ltd.
549300E2IPL06NDXMZ63
National Australia Bank Ltd.
63254AAR9
945000.00000000
PA
USD
959674.09000000
0.092151098071
Long
DBT
CORP
AU
N
2
2021-07-12
Fixed
1.87500000
N
N
N
N
N
N
Invesco Liquid Assets Portfolio
549300DC1W0JSX3QRC47
Invesco Liquid Assets Portfolio, Institutional Class
825252729
10502685.81600000
NS
USD
10510037.70000000
1.009208777145
Long
STIV
RF
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
G96629103
41848.00000000
NS
USD
8241963.60000000
0.791420758275
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAN6
1043000.00000000
PA
USD
1262362.33000000
0.121216229640
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.89700000
N
N
N
N
N
N
Supernus Pharmaceuticals, Inc.
549300GRM36VBKISYJ58
Supernus Pharmaceuticals, Inc., Conv.
868459AD0
1057000.00000000
PA
USD
935515.49000000
0.089831308946
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.62500000
N
N
N
Y
N
Supernus Pharmaceuticals Inc
Supernus Pharmaceuticals, Inc.
USD
XXXX
N
N
N
Oil States International, Inc.
5493004TF4KQJGMYL777
Oil States International, Inc.
678026AH8
1451000.00000000
PA
USD
731769.70000000
0.070266960516
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
1.50000000
N
N
N
Y
N
Oil States International Inc
Oil States International, Inc.
USD
XXXX
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
77550.00000000
NS
USD
11897721.00000000
1.142458743152
Long
EC
CORP
US
N
1
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2J9
260000.00000000
PA
USD
263400.87000000
0.025292627628
Long
DBT
CORP
US
Y
2
2024-06-25
Fixed
2.75000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818DR6
92000.00000000
PA
USD
100758.13000000
0.009675130771
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.64600000
N
N
N
N
N
N
Convertible Trust - Consumer
N/A
Convertible Trust - Consumer, Series 2018-1
21256PAA9
5674000.00000000
PA
USD
5761379.60000000
0.553226831982
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
0.25000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BK4
306000.00000000
PA
USD
339732.00000000
0.032622196614
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.62500000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
36341.00000000
NS
USD
13257196.80000000
1.273000131189
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC, Class A
G7690A100
440645.00000000
NS
7011674.97000000
0.673284351988
Long
EC
CORP
GB
N
2
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCP5
421000.00000000
PA
USD
499989.63000000
0.048010667276
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAG5
197000.00000000
PA
USD
293055.14000000
0.028140129266
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
Dell International LLC/EMC Corp.
N/A
Dell International LLC/EMC Corp.
25272KAR4
14000.00000000
PA
USD
18206.07000000
0.001748207396
Long
DBT
CORP
US
Y
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
KKR Group Finance Co. III LLC
N/A
KKR Group Finance Co. III LLC
48250AAA1
287000.00000000
PA
USD
346049.99000000
0.033228871028
Long
DBT
CORP
US
Y
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CW8
1237000.00000000
PA
USD
1399213.52000000
0.134357136081
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
DexCom, Inc., Conv.
252131AH0
2639000.00000000
PA
USD
6553115.19000000
0.629251916707
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.75000000
N
N
N
Y
N
DexCom Inc
DexCom, Inc.
USD
XXXX
N
N
N
Federal Home Loan Mortgage Corp.
N/A
Federal Home Loan Mortgage Corp.
3128KLAK3
14.07000000
PA
USD
16.14000000
0.000001549816
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5.50000000
N
N
N
N
N
N
America Movil, S.A.B. de C.V.
5493000FNR3UCEAONM59
America Movil, S.A.B. de C.V.
02364WBE4
600000.00000000
PA
USD
724252.63000000
0.069545146452
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.37500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJD3
74000.00000000
PA
USD
78645.12000000
0.007551766002
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
4.50000000
N
N
N
N
N
N
Regency Centers, L.P.
5493008PTR2GAOYBXW28
Regency Centers, L.P.
75884RAY9
256000.00000000
PA
USD
291868.92000000
0.028026224476
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.65000000
N
N
N
N
N
N
Workday, Inc.
549300J0DYC0N31V7G13
Workday, Inc., Conv.
98138HAF8
2173000.00000000
PA
USD
2997623.69000000
0.287841797040
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.25000000
N
N
N
Y
N
Workday Inc
Workday, Inc.
USD
XXXX
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZU7
15880500.00000000
PA
USD
15915238.59000000
1.528234144716
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
PPL Electric Utilities Corp.
W26OIMKOTNHK5IKZ4U19
PPL Electric Utilities Corp.
69351UAM5
46000.00000000
PA
USD
68120.23000000
0.006541131057
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
6.25000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146CH4
223000.00000000
PA
USD
294384.48000000
0.028267776914
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
Becton, Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Co.
075887BM0
342000.00000000
PA
USD
424217.09000000
0.040734735960
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.87500000
N
N
N
N
N
N
Plains All American Pipeline L.P./PAA Finance Corp.
N/A
Plains All American Pipeline L.P./PAA Finance Corp.
72650RAZ5
323000.00000000
PA
USD
330314.70000000
0.031717916146
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCN0
263000.00000000
PA
USD
289370.19000000
0.027786288111
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
Mead Johnson Nutrition Co.
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co.
582839AH9
60000.00000000
PA
USD
69506.92000000
0.006674285643
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series Q, Pfd.
949746556
10911.00000000
NS
USD
270156.36000000
0.025941312247
Long
EP
CORP
US
N
1
N
N
N
Rio Tinto Finance USA Ltd.
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd.
767201AD8
182000.00000000
PA
USD
255412.75000000
0.024525581777
Long
DBT
CORP
AU
N
2
2028-07-15
Fixed
7.12500000
N
N
N
N
N
N
Equitable Holdings, Inc.
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
305334.00000000
NS
USD
5889892.86000000
0.565567102652
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AT6
685000.00000000
PA
USD
781585.59000000
0.075050447965
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
N
N
N
N
N
N
Texas Eastern Transmission L.P.
549300SIOULUXXIDGA69
Texas Eastern Transmission L.P.
882389CC1
169000.00000000
PA
USD
227229.47000000
0.021819329492
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XAX4
402000.00000000
PA
USD
486873.60000000
0.046751222450
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.90000000
N
N
N
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp., Conv.
682189AK1
1548000.00000000
PA
USD
1807147.24000000
0.173528288695
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
1.00000000
N
N
N
Y
N
ON Semiconductor Corp
ON Semiconductor Corp.
USD
XXXX
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
38376AAB9
664000.00000000
PA
USD
661932.65000000
0.063560974691
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BC7
367000.00000000
PA
USD
449572.13000000
0.043169411233
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAF0
590000.00000000
PA
USD
605720.12000000
0.058163260593
Long
DBT
CORP
US
Y
2
2021-10-08
Fixed
3.00000000
N
N
N
N
N
N
Regency Centers, L.P.
5493008PTR2GAOYBXW28
Regency Centers, L.P.
75884RAZ6
745000.00000000
PA
USD
756618.19000000
0.072652995173
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312AZ9
236000.00000000
PA
USD
256069.15000000
0.024588611488
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.40000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BL5
1278000.00000000
PA
USD
1284027.81000000
0.123296621091
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
2.08000000
N
N
N
N
N
N
Apollo Management Holdings L.P.
5493006XQW0V5K38YM64
Apollo Management Holdings L.P.
03765HAA9
2715000.00000000
PA
USD
2951358.94000000
0.283399301865
Long
DBT
CORP
US
Y
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
Johnson Controls International PLC
549300XQ6S1GYKGBL205
Johnson Controls International PLC
G51502105
411038.00000000
NS
USD
14032837.32000000
1.347479713759
Long
EC
CORP
IE
N
1
N
N
N
FireEye, Inc.
549300E9D2UJUFLLY524
FireEye, Inc., Series A, Conv.
31816QAB7
1566000.00000000
PA
USD
1563505.77000000
0.150133024375
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
1.00000000
N
N
N
Y
N
FireEye Inc
FireEye, Inc.
USD
XXXX
N
N
N
US Foods Holding Corp.
549300UGOZSO64CFPR97
US Foods Holding Corp.
912008109
397035.00000000
NS
USD
7829530.20000000
0.751817531422
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
175114.00000000
NS
USD
6790920.92000000
0.652086813862
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
226892.00000000
NS
USD
13574948.36000000
1.303511692846
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
318000.00000000
PA
USD
371814.78000000
0.035702891860
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZW3
4110100.00000000
PA
USD
4102473.83000000
0.393933182299
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBU8
943000.00000000
PA
USD
993855.92000000
0.095433351079
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
IAC Financeco 3, Inc.
5493003IEL8HSZKWUI17
IAC Financeco 3, Inc., Conv.
44932KAA4
3211000.00000000
PA
USD
4169530.51000000
0.400372187748
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
2.00000000
N
N
N
Y
N
IAC/interactivecorp
IAC/InterActiveCorp.
USD
XXXX
N
N
N
El Paso Energy Capital Trust I
N/A
El Paso Energy Capital Trust I, Conv. Pfd.
283678209
95499.00000000
NS
USD
4245885.54000000
0.407704051691
Long
EP
CORP
US
N
1
N
N
N
Societe Generale S.A.
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83367TBG3
735000.00000000
PA
USD
795711.36000000
0.076406851384
Long
DBT
CORP
FR
Y
2
2024-01-17
Fixed
5.00000000
N
N
N
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112BQ5
670000.00000000
PA
USD
783339.26000000
0.075218841191
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66300000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVR2
502000.00000000
PA
USD
566150.87000000
0.054363689598
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Cree, Inc.
549300OGU88P3AW3TO93
Cree, Inc., Conv.
225447AC5
1370000.00000000
PA
USD
1935125.00000000
0.185817138874
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
1.75000000
N
N
N
Y
N
Cree Inc
Cree, Inc.
USD
XXXX
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
551000.00000000
PA
USD
596366.24000000
0.057265069924
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
553267.00000000
NS
USD
13964459.08000000
1.340913807723
Long
EC
CORP
US
N
1
N
N
N
Spectra Energy Partners, L.P.
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners, L.P.
84756NAG4
488000.00000000
PA
USD
553592.58000000
0.053157800822
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAW6
525000.00000000
PA
USD
528671.94000000
0.050764838082
Long
DBT
CORP
US
Y
2
2039-10-01
Fixed
4.62500000
N
N
N
N
N
N
Nestle Holdings, Inc.
549300EAEU8YV8MQXP30
Nestle Holdings, Inc.
641062AJ3
3190000.00000000
PA
USD
3290099.42000000
0.315926289431
Long
DBT
CORP
US
Y
2
2021-09-24
Fixed
3.10000000
N
N
N
N
N
N
Mylan N.V.
549300A0CD4KNFGIIS89
Mylan N.V.
62854AAM6
393000.00000000
PA
USD
401250.62000000
0.038529419122
Long
DBT
CORP
NL
N
2
2021-06-15
Fixed
3.15000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AU7
448000.00000000
PA
USD
468746.45000000
0.045010593215
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
4.40000000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
126563.00000000
NS
USD
6724292.19000000
0.645688901595
Long
EC
CORP
US
N
1
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109AX9
533000.00000000
PA
USD
634413.84000000
0.060918527025
Long
DBT
CORP
CA
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
143562.00000000
NS
USD
7258494.72000000
0.696984805324
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
619000.00000000
PA
USD
702302.96000000
0.067437466132
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RHA3
128000.00000000
PA
USD
161209.29000000
0.015479852220
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
Jazz Investments I Ltd.
635400GAUMJCLEZRRV50
Jazz Investments I Ltd., Conv.
472145AE1
1374000.00000000
PA
USD
1391719.10000000
0.133637496946
Long
DBT
CORP
BM
Y
2
2026-06-15
Fixed
2.00000000
N
N
N
Y
N
Jazz Pharmaceuticals PLC
Jazz Pharmaceuticals PLC
USD
XXXX
N
N
N
SanDisk LLC
5493009Q58RSNRUOV288
SanDisk LLC, Conv.
80004CAF8
2520000.00000000
PA
USD
2169015.26000000
0.208276059576
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
0.50000000
N
N
N
Y
N
Western Digital Corp
Western Digital Corp.
USD
XXXX
N
N
N
Medtronic, Inc.
D56MRZY2INAN94ZONZ37
Medtronic, Inc.
585055BT2
234000.00000000
PA
USD
305985.14000000
0.029381710872
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BL5
575000.00000000
PA
USD
581783.06000000
0.055864744476
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
2.00000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
302112.00000000
NS
USD
21165966.72000000
2.032426524083
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XAW6
828000.00000000
PA
USD
968562.23000000
0.093004566836
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
436607.00000000
NS
USD
22310617.70000000
2.142339718379
Long
EC
CORP
US
N
1
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAF0
669000.00000000
PA
USD
713818.91000000
0.068543265954
Long
DBT
CORP
US
Y
2
2024-05-06
Fixed
2.90000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBE2
1088000.00000000
PA
USD
1358135.49000000
0.130412687012
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508BB9
210000.00000000
PA
USD
225853.89000000
0.021687241725
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.62500000
N
N
N
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355LAA4
446000.00000000
PA
USD
466235.63000000
0.044769495928
Long
DBT
CORP
US
N
2
2022-09-18
Fixed
4.45000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
249640.00000000
NS
USD
14678832.00000000
1.409510271561
Long
EC
CORP
US
N
1
N
N
N
Integra LifeSciences Holdings Corp.
WB7IJCYY8YFTENS4O147
Integra LifeSciences Holdings Corp., Conv.
457985AL3
1758000.00000000
PA
USD
1606935.06000000
0.154303249250
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
0.50000000
N
N
N
Y
N
Integra LifeSciences Holdings Corp
Integra LifeSciences Holdings Corp.
USD
XXXX
N
N
N
2020-08-14
AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
Sheri Morris
Sheri Morris
President