0001752724-20-083460.txt : 20200429
0001752724-20-083460.hdr.sgml : 20200429
20200429101247
ACCESSION NUMBER: 0001752724-20-083460
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200429
PERIOD START: 20200229
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 20827975
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000029581
JPMorgan Managed Income Fund
C000090816
Class L
JMGIX
C000190446
Class I
JMGLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001217286
XXXXXXXX
S000029581
C000090816
C000190446
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Managed Income Fund
S000029581
54930080XGK0GXPQLV03
2020-02-29
2020-02-29
N
13859181874.92
92816520.78
13766365354.14
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFH6
28846000.00000000
PA
USD
29057998.20000000
0.211079667381
Long
DBT
CORP
US
N
2
2021-01-22
Fixed
2.50000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ACR0
600000.00000000
PA
USD
607026.00000000
0.004409486341
Long
DBT
CORP
AU
Y
2
2021-11-23
Floating
2.55274900
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DC5
2393000.00000000
PA
USD
2398699.60000000
0.017424349407
Long
DBT
CORP
US
Y
2
2021-02-22
Floating
2.13275200
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WBT3
41185000.00000000
PA
USD
42289717.20000000
0.307195952686
Long
DBT
CORP
NL
N
2
2021-01-11
Fixed
4.50000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCR9
29226000.00000000
PA
USD
29237253.18000000
0.212381790166
Long
DBT
CORP
US
Y
2
2022-01-07
Floating
1.98124900
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122BX5
3685000.00000000
PA
USD
3733351.11000000
0.027119366760
Long
DBT
CORP
US
Y
2
2021-05-14
Fixed
2.55000000
N
N
N
N
N
N
TTX Co.
549300I8CNSYS1OGX775
TTX Co.
87305QCK5
4229000.00000000
PA
USD
4237355.49000000
0.030780495657
Long
DBT
CORP
US
Y
2
2020-06-15
Fixed
2.60000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2020-A, Class A2
44935SAB2
18314000.00000000
PA
USD
18418016.19000000
0.133789970817
Long
ABS-O
CORP
US
Y
2
2022-05-16
Fixed
1.90000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust, Series 2017-A4, Class A4
14041NFN6
41984000.00000000
PA
USD
42123475.05000000
0.305988356159
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
1.99000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2019-A, Class A2
65479PAB5
33320911.43000000
PA
USD
33474037.68000000
0.243158138106
Long
ABS-O
CORP
US
N
2
2021-07-15
Fixed
2.71000000
N
N
N
N
N
N
US Bank NA
6BYL5QZYBDK8S7L73M02
US Bank NA
90331HNQ2
7778000.00000000
PA
USD
7797803.64000000
0.056643881223
Long
DBT
CORP
US
N
2
2021-04-26
Floating
2.11412900
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The), Series D
38141EA66
15311000.00000000
PA
USD
15497491.50000000
0.112575041423
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
6.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAV3
1887000.00000000
PA
USD
1933652.30000000
0.014046207915
Long
DBT
CORP
AU
N
2
2021-05-17
Fixed
3.30000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2019-A, Class A3
65479PAD1
12122000.00000000
PA
USD
12295046.40000000
0.089312219193
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.76000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2018-2, Class A3
02004VAC7
2550493.74000000
PA
USD
2576003.52000000
0.018712299533
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
2.92000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RES3
7570000.00000000
PA
USD
7596490.99000000
0.055181529725
Long
DBT
CORP
US
N
2
2020-07-21
Fixed
2.60000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAC6
97658000.00000000
PA
USD
98087214.72000000
0.712513522608
Long
DBT
CORP
US
N
2
2021-06-03
Floating
2.57550100
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TGS8
25591000.00000000
PA
USD
25572728.03000000
0.185762380789
Long
DBT
CORP
US
N
2
2021-08-13
Floating
1.83224900
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448DM7
794000.00000000
PA
USD
800024.51000000
0.005811443248
Long
DBT
CORP
US
N
2
2021-10-06
Floating
2.43024800
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467P8
21087000.00000000
PA
USD
21397202.84000000
0.155431025470
Long
DBT
CORP
US
N
2
2020-07-24
Fixed
5.50000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ABK6
1000000.00000000
PA
USD
1030113.16000000
0.007482825956
Long
DBT
CORP
AU
Y
2
2021-01-12
Fixed
4.87500000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2017-D, Class A3
89238KAD4
3948782.82000000
PA
USD
3957327.59000000
0.028746350167
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
1.93000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2019-4, Class A2
02007TAB1
2729000.00000000
PA
USD
2741613.71000000
0.019915305452
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
1.93000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22550L2A8
19830000.00000000
PA
USD
20027445.72000000
0.145480998105
Long
DBT
CORP
CH
N
2
2021-11-12
Fixed
2.10000000
N
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AC8
35910000.00000000
PA
USD
36250885.73000000
0.263329388676
Long
DBT
CORP
AU
Y
2
2021-04-28
Fixed
2.37500000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876ADN0
15000000.00000000
PA
USD
14960040.00000000
0.108670949921
Long
STIV
CORP
US
Y
2
2020-04-22
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796XC8
1000000.00000000
PA
USD
999125.35000000
0.007257727979
Long
STIV
UST
US
N
2
2020-03-24
None
0.00000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSP7
6120000.00000000
PA
USD
6180697.73000000
0.044897092086
Long
DBT
CORP
US
Y
2
2021-04-29
Fixed
2.25000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TJY7
480000.00000000
PA
USD
484713.08000000
0.003520995321
Long
DBT
CORP
CA
N
2
2021-08-27
Floating
2.42763100
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CB8
15378000.00000000
PA
USD
15432845.48000000
0.112105447465
Long
DBT
CORP
US
N
2
2021-04-16
Floating
2.38263100
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAL6
4790000.00000000
PA
USD
4834566.83000000
0.035118687508
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
3.40000000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
BBVA USA
20453KAD7
325000.00000000
PA
USD
326475.30000000
0.002371543189
Long
DBT
CORP
US
N
2
2021-06-11
Floating
2.61838100
N
N
N
N
N
N
USAA Capital Corp.
N/A
USAA Capital Corp.
90327QCX5
4533000.00000000
PA
USD
4556018.94000000
0.033095292931
Long
DBT
CORP
US
Y
2
2020-08-01
Fixed
2.45000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CT5
28058000.00000000
PA
USD
28168157.39000000
0.204615791208
Long
DBT
CORP
US
N
2
2020-07-27
Fixed
2.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFW4
18931000.00000000
PA
USD
19164121.82000000
0.139209742927
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
2.62500000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EUC1
440000.00000000
PA
USD
440024.68000000
0.003196375141
Long
DBT
CORP
US
N
2
2021-03-12
Floating
2.12725100
N
N
N
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
084659AH4
465000.00000000
PA
USD
468113.92000000
0.003400417669
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
2.37500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBG3
35650000.00000000
PA
USD
35985432.99000000
0.261401118336
Long
DBT
CORP
US
Y
2
2021-11-19
Fixed
2.15000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBY0
17050000.00000000
PA
USD
17398400.21000000
0.126383397232
Long
DBT
CORP
US
N
2
2021-04-30
Fixed
3.45000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DC1
32015000.00000000
PA
USD
32536477.29000000
0.236347623014
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
3.35000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAJ7
2250000.00000000
PA
USD
2259883.42000000
0.016415977361
Long
DBT
CORP
US
N
2
2020-10-20
Fixed
2.12500000
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M2G8
9831000.00000000
PA
USD
9832529.80000000
0.071424297896
Long
DBT
CORP
US
N
2
2020-03-16
Fixed
2.25000000
N
N
N
N
N
N
MUFG Bank Ltd.
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd.
55379WX35
61000000.00000000
PA
USD
61183337.94000000
0.444440753721
Long
STIV
CORP
JP
N
2
2020-08-13
Fixed
2.02000000
N
N
N
N
N
N
Lloyds Bank plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank plc
53944VAK5
3939000.00000000
PA
USD
3959239.05000000
0.028760235168
Long
DBT
CORP
GB
N
2
2020-08-17
Fixed
2.70000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DU4
40166000.00000000
PA
USD
40557197.96000000
0.294610791713
Long
DBT
CORP
AU
N
2
2021-01-25
Fixed
2.65000000
N
N
N
N
N
N
MUFG Bank Ltd.
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd.
55379WYR1
8300000.00000000
PA
USD
8326528.63000000
0.060484582646
Long
STIV
CORP
JP
N
2
2021-02-04
Floating
2.21113100
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAC4
59184000.00000000
PA
USD
59476393.82000000
0.432041372504
Long
DBT
CORP
NO
Y
2
2020-10-02
Fixed
2.12500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RFZ0
7570000.00000000
PA
USD
7605079.38000000
0.055243916490
Long
DBT
CORP
US
N
2
2021-06-01
Floating
2.65687900
N
N
N
N
N
N
Bank of New York Mellon (The)
HPFHU0OQ28E4N0NFVK49
Bank of New York Mellon (The)
06405LAB7
3125000.00000000
PA
USD
3125281.25000000
0.022702297735
Long
DBT
CORP
US
N
2
2021-06-04
Floating
2.18013100
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAS6
26438000.00000000
PA
USD
26875851.88000000
0.195228378650
Long
DBT
CORP
FR
Y
2
2022-11-21
Fixed
2.12500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2019-C, Class A2A
34531KAB8
4921000.00000000
PA
USD
4941417.23000000
0.035894857523
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
1.88000000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876AD83
12500000.00000000
PA
USD
12475236.13000000
0.090621132078
Long
STIV
CORP
US
Y
2
2020-04-08
None
0.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2018-C, Class A3
89231AAD3
3948000.00000000
PA
USD
4012560.85000000
0.029147569069
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
3.02000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAC2
67187000.00000000
PA
USD
67237390.25000000
0.488417883154
Long
DBT
CORP
US
Y
2
2020-05-04
Fixed
2.37500000
N
N
N
N
N
N
Lloyds Bank plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank plc
53944VAQ2
500000.00000000
PA
USD
502389.64000000
0.003649399293
Long
DBT
CORP
GB
N
2
2021-05-07
Floating
2.23162900
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HER9
6700000.00000000
PA
USD
6820026.01000000
0.049541224822
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.90000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JP5
17754000.00000000
PA
USD
17824363.19000000
0.129477627038
Long
DBT
CORP
AU
Y
2
2020-09-18
Fixed
2.05000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAT7
28324000.00000000
PA
USD
29141052.23000000
0.211682978624
Long
DBT
CORP
NL
Y
2
2021-08-27
Fixed
3.40000000
N
N
N
N
N
N
Dell Equipment Finance Trust
549300CHGEQ6XHCQGX20
Dell Equipment Finance Trust, Series 2019-1, Class A2
24704BAC8
36356321.52000000
PA
USD
36585878.97000000
0.265762806876
Long
ABS-O
CORP
US
Y
2
2021-08-23
Fixed
2.78000000
N
N
N
N
N
N
PACCAR Financial Corp.
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp.
69371RP42
755000.00000000
PA
USD
773426.39000000
0.005618232337
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
3.15000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAK3
31680000.00000000
PA
USD
31754858.57000000
0.230669880924
Long
DBT
CORP
FR
Y
2
2020-07-20
Fixed
2.20000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CX0
1090000.00000000
PA
USD
1091326.39000000
0.007927483848
Long
DBT
CORP
US
Y
2
2020-05-05
Floating
2.27099900
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LB5
1157000.00000000
PA
USD
1169801.05000000
0.008497530175
Long
DBT
CORP
US
N
2
2021-12-08
Floating
2.95499900
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAS9
34823000.00000000
PA
USD
34992239.78000000
0.254186481905
Long
DBT
CORP
NL
Y
2
2021-08-27
Floating
2.20763200
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21688AAF9
25454000.00000000
PA
USD
25705709.01000000
0.186728365466
Long
DBT
CORP
NL
N
2
2021-01-19
Fixed
2.50000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CZ5
600000.00000000
PA
USD
602937.14000000
0.004379784529
Long
DBT
CORP
US
Y
2
2021-02-12
Fixed
2.30000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2018-3, Class A3
03066MAD8
16650000.00000000
PA
USD
16967658.69000000
0.123254455722
Long
ABS-O
CORP
US
N
2
2023-07-18
Fixed
3.38000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAF9
29775000.00000000
PA
USD
29995277.83000000
0.217888143009
Long
DBT
CORP
FR
Y
2
2020-09-16
Fixed
2.62500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAR9
400000.00000000
PA
USD
401824.00000000
0.002918882287
Long
DBT
CORP
US
N
2
2021-07-23
Floating
2.37624800
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
63254AAV0
470000.00000000
PA
USD
470752.52000000
0.003419584675
Long
DBT
CORP
AU
N
2
2020-05-22
Fixed
2.12500000
N
N
N
N
N
N
MUFG Bank Ltd.
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd.
55379W4A1
28160000.00000000
PA
USD
28278358.73000000
0.205416302724
Long
STIV
CORP
JP
N
2
2020-10-15
Fixed
1.98000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2019-B, Class A2A
65478LAB5
35715975.56000000
PA
USD
35879554.73000000
0.260632010025
Long
ABS-O
CORP
US
N
2
2021-01-15
Fixed
2.27000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WQD8
63455000.00000000
PA
USD
63683542.70000000
0.462602444884
Long
DBT
CORP
CA
N
2
2021-09-10
Floating
2.29050000
N
N
N
N
N
N
Precision Castparts Corp.
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp.
740189AL9
2400000.00000000
PA
USD
2403457.03000000
0.017458907766
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.25000000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05531MCS5
35000000.00000000
PA
USD
34953747.50000000
0.253906870846
Long
STIV
CORP
GB
Y
2
2020-03-26
None
0.00000000
N
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAB9
4500000.00000000
PA
USD
4510260.68000000
0.032762901201
Long
DBT
CORP
US
N
2
2021-01-20
Fixed
1.80000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGP8
4543000.00000000
PA
USD
4556133.36000000
0.033096124087
Long
DBT
CORP
US
N
2
2021-07-21
Variable
2.36900200
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0HX0
1865000.00000000
PA
USD
1885234.67000000
0.013694498304
Long
DBT
CORP
AU
Y
2
2021-09-06
Floating
2.71712900
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAU1
32210000.00000000
PA
USD
32480056.69000000
0.235937779177
Long
DBT
CORP
FR
Y
2
2021-07-21
Fixed
1.96000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AR1
1698000.00000000
PA
USD
1727619.42000000
0.012549568281
Long
DBT
CORP
US
N
2
2021-05-06
Fixed
2.85000000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939UAA4
2899000.00000000
PA
USD
2965126.89000000
0.021538923410
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.37500000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAG8
400000.00000000
PA
USD
401913.94000000
0.002919535619
Long
DBT
CORP
GB
N
2
2021-06-21
Floating
2.72774900
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
90261XHK1
350000.00000000
PA
USD
350126.00000000
0.002543343802
Long
DBT
CORP
CH
N
2
2020-03-26
Fixed
2.35000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2G9
8753000.00000000
PA
USD
8799532.17000000
0.063920518914
Long
DBT
CORP
CA
N
2
2020-11-02
Fixed
2.20000000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp.
02581RD67
12700000.00000000
PA
USD
12676352.60000000
0.092082058509
Long
STIV
CORP
US
N
2
2020-04-06
None
0.00000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables Owner Trust, Series 2019-A, Class A2A
65479KAB6
24722614.67000000
PA
USD
24822946.46000000
0.180315906351
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
2.82000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAA6
5250000.00000000
PA
USD
5418537.76000000
0.039360699942
Long
DBT
CORP
FR
Y
2
2023-01-11
Fixed
2.75000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2019-4, Class A2
43813VAB4
28826000.00000000
PA
USD
28978256.05000000
0.210500413903
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
1.86000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp.
86565B7A3
27265000.00000000
PA
USD
27264962.65000000
0.198054910999
Long
STIV
CORP
JP
N
2
2021-11-22
Floating
2.01462800
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-1, Class A2
14315XAB4
10896000.00000000
PA
USD
10970634.33000000
0.079691581966
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
1.87000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558THJ7
80600000.00000000
PA
USD
80759013.32000000
0.586640055254
Long
STIV
CORP
FI
N
2
2021-05-05
Floating
2.06100000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
446438RM7
9733000.00000000
PA
USD
9738679.01000000
0.070742558107
Long
DBT
CORP
US
N
2
2020-04-01
Fixed
2.40000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
6325C0DF5
2885000.00000000
PA
USD
2920859.05000000
0.021217358212
Long
DBT
CORP
AU
Y
2
2021-07-12
Floating
2.84788100
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSZ5
10499000.00000000
PA
USD
10508759.24000000
0.076336483666
Long
DBT
CORP
US
Y
2
2020-04-27
Floating
2.09413100
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAJ2
6899000.00000000
PA
USD
6983566.56000000
0.050729196707
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
3.45000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851BR4
3210000.00000000
PA
USD
3210000.00000000
0.023317701640
Long
DBT
CORP
US
Y
2
2020-03-02
Fixed
2.25000000
N
N
N
N
N
N
Agricultural Bank of China Ltd.
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd.
00850UD27
58800000.00000000
PA
USD
58702427.87000000
0.426419220759
Long
STIV
CORP
CN
Y
2
2020-04-02
None
0.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAC1
669000.00000000
PA
USD
681356.31000000
0.004949427771
Long
DBT
CORP
FR
Y
2
2022-01-10
Floating
3.26400100
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05568TD14
63145000.00000000
PA
USD
63055976.28000000
0.458043751258
Long
STIV
CORP
GB
Y
2
2020-04-01
None
0.00000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2017-1, Class A3
43814TAC6
3566176.00000000
PA
USD
3568018.29000000
0.025918375680
Long
ABS-O
CORP
US
N
2
2021-07-21
Fixed
1.72000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
6325C0DW8
26739000.00000000
PA
USD
26988025.39000000
0.196043216170
Long
DBT
CORP
AU
Y
2
2021-11-04
Floating
2.46112900
N
N
N
N
N
N
PACCAR Financial Corp.
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp.
69371RM94
565000.00000000
PA
USD
569956.88000000
0.004140213232
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
2.25000000
N
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAK9
706000.00000000
PA
USD
717002.56000000
0.005208365037
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
3.45000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2017-C, Class A3
89237RAD0
12641159.17000000
PA
USD
12654409.63000000
0.091922662986
Long
ABS-O
CORP
US
N
2
2021-11-15
Fixed
1.78000000
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
44987CAG3
46431000.00000000
PA
USD
46679187.16000000
0.339081420252
Long
DBT
CORP
NL
Y
2
2020-08-17
Fixed
2.70000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBH1
53288000.00000000
PA
USD
53235370.64000000
0.386706071432
Long
DBT
CORP
US
Y
2
2021-10-06
Floating
2.30024900
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XKH0
4000000.00000000
PA
USD
4013837.44000000
0.029156842323
Long
DBT
CORP
CA
N
2
2021-04-30
Floating
2.15950000
N
N
N
N
N
N
CK Hutchison International 16 Ltd.
254900OULDVPV9SGEO05
CK Hutchison International 16 Ltd.
12563TAA8
20001000.00000000
PA
USD
20088504.38000000
0.145924533188
Long
DBT
CORP
KY
Y
2
2021-10-03
Fixed
1.87500000
N
N
N
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
70109LE77
4400000.00000000
PA
USD
4386523.55000000
0.031864064603
Long
STIV
CORP
US
Y
2
2020-05-07
None
0.00000000
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
359838910.22000000
NS
USD
360018829.68000000
2.615206123174
Long
STIV
RF
US
N
1
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEF2
21951000.00000000
PA
USD
22005972.77000000
0.159853179861
Long
DBT
CORP
US
Y
2
2023-01-13
Floating
2.11000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAG3
1020000.00000000
PA
USD
1043674.88000000
0.007581339396
Long
DBT
CORP
US
Y
2
2021-06-25
Fixed
3.35000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406FAB9
3485000.00000000
PA
USD
3511923.82000000
0.025510900878
Long
DBT
CORP
US
N
2
2021-05-03
Fixed
2.05000000
N
N
N
N
N
N
Agricultural Bank of China Ltd.
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd.
00851BEC5
15766000.00000000
PA
USD
15778727.73000000
0.114617964321
Long
STIV
CORP
CN
N
2
2020-04-09
Fixed
2.30000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962G4Y7
10177000.00000000
PA
USD
10443597.40000000
0.075863142749
Long
DBT
CORP
US
N
2
2021-01-07
Fixed
4.62500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAT9
13497000.00000000
PA
USD
13828091.67000000
0.100448384989
Long
DBT
CORP
SE
N
2
2021-05-24
Fixed
3.35000000
N
N
N
N
N
N
NBCUniversal Enterprise, Inc.
N/A
NBCUniversal Enterprise, Inc.
63946CAG3
69230000.00000000
PA
USD
69414453.64000000
0.504232249067
Long
DBT
CORP
US
Y
2
2021-04-01
Floating
2.30937800
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334CD4
124000.00000000
PA
USD
126873.55000000
0.000921619808
Long
DBT
CORP
US
N
2
2021-04-16
Fixed
3.20000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAA5
32388000.00000000
PA
USD
32608768.92000000
0.236872755307
Long
DBT
CORP
CH
Y
2
2020-09-24
Fixed
2.95000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693476BL6
18402000.00000000
PA
USD
18625311.03000000
0.135295777431
Long
DBT
CORP
US
N
2
2020-08-11
Fixed
4.37500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254AY6
112167000.00000000
PA
USD
113310669.31000000
0.823097937582
Long
DBT
CORP
GB
Y
2
2021-01-15
Fixed
3.05000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTG6
64170000.00000000
PA
USD
64210750.52000000
0.466432125460
Long
DBT
CORP
US
Y
2
2021-03-16
Floating
2.20362800
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22549LJ22
121215000.00000000
PA
USD
121345439.46000000
0.881463162849
Long
STIV
CORP
CH
N
2
2020-10-09
Floating
2.09800100
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114NAW5
4500000.00000000
PA
USD
4503620.66000000
0.032714667554
Long
STIV
CORP
CA
N
2
2020-05-13
Fixed
1.85000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913Q2H1
78900000.00000000
PA
USD
78980664.20000000
0.573721982296
Long
DBT
CORP
US
N
2
2021-03-15
Floating
2.12362900
N
N
N
N
N
N
LG&E & KU Energy LLC
N/A
LG&E & KU Energy LLC
50188FAD7
16514000.00000000
PA
USD
16672690.62000000
0.121111783619
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.75000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687CK0
1139000.00000000
PA
USD
1171584.81000000
0.008510487553
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
4.50000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DH4
32329000.00000000
PA
USD
32342254.89000000
0.234936775670
Long
DBT
CORP
US
Y
2
2020-05-04
Floating
2.14112900
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05531MCD8
35500000.00000000
PA
USD
35476171.69000000
0.257701802744
Long
STIV
CORP
GB
Y
2
2020-03-13
None
0.00000000
N
N
N
N
N
N
Mizuho Bank Ltd.
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd.
60688XAS9
69016000.00000000
PA
USD
69048043.44000000
0.501570615509
Long
DBT
CORP
JP
Y
2
2020-03-26
Fixed
2.40000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BF4
895000.00000000
PA
USD
898489.84000000
0.006526703431
Long
DBT
CORP
US
N
2
2021-05-11
Floating
2.11088200
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CBA2
5043000.00000000
PA
USD
5063047.39000000
0.036778388919
Long
DBT
CORP
US
Y
2
2021-05-14
Floating
2.20375100
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
44987CAH1
2008000.00000000
PA
USD
2017663.64000000
0.014656473136
Long
DBT
CORP
NL
Y
2
2020-08-17
Floating
2.66175000
N
N
N
N
N
N
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank
22532XPA0
54310000.00000000
PA
USD
54325327.37000000
0.394623605959
Long
STIV
CORP
FR
N
2
2021-08-09
Floating
1.95162800
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06739FJK8
8000000.00000000
PA
USD
7991327.36000000
0.058049653299
Long
DBT
CORP
GB
N
2
2021-01-11
Floating
2.30788100
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DJ0
8722000.00000000
PA
USD
8886028.90000000
0.064548838211
Long
DBT
CORP
US
Y
2
2021-05-04
Fixed
3.35000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599CT0
16491000.00000000
PA
USD
16589896.53000000
0.120510360601
Long
DBT
CORP
US
N
2
2021-02-08
Floating
2.68413100
N
N
N
N
N
N
Reckitt Benckiser Treasury Services plc
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services plc
7562E0G75
3250000.00000000
PA
USD
3230717.56000000
0.023468195684
Long
STIV
CORP
GB
Y
2
2020-07-07
None
0.00000000
N
N
N
N
N
N
Santander UK plc
PTCQB104N23FMNK2RZ28
Santander UK plc
80283LAQ6
800000.00000000
PA
USD
801277.18000000
0.005820542745
Long
DBT
CORP
GB
N
2
2020-11-03
Floating
2.06325000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAU6
2612000.00000000
PA
USD
2638328.96000000
0.019165036610
Long
DBT
CORP
FR
N
2
2021-02-03
Fixed
2.65000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069XZ9
250000.00000000
PA
USD
250260.50000000
0.001817912670
Long
DBT
CORP
CA
N
2
2021-02-02
Floating
2.07825100
N
N
N
N
N
N
Bell Canada, Inc.
549300O5ZKB2MUUSKB97
Bell Canada, Inc.
07787PDN5
17300000.00000000
PA
USD
17254224.20000000
0.125336090944
Long
STIV
CORP
CA
Y
2
2020-04-22
None
0.00000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REP9
4000000.00000000
PA
USD
4006026.92000000
0.029100106069
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
2.30000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RDV1
1320000.00000000
PA
USD
1332413.28000000
0.009678758668
Long
DBT
CORP
US
N
2
2021-07-15
Floating
2.78124800
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBW9
900000.00000000
PA
USD
907886.68000000
0.006594962843
Long
DBT
CORP
US
Y
2
2020-11-23
Fixed
2.45000000
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
44987CAC2
1993000.00000000
PA
USD
1993556.25000000
0.014481355090
Long
DBT
CORP
NL
Y
2
2020-03-16
Fixed
2.45000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069XY2
33163000.00000000
PA
USD
33503090.21000000
0.243369178051
Long
DBT
CORP
CA
N
2
2021-02-02
Fixed
2.70000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EUW7
13888000.00000000
PA
USD
13947675.07000000
0.101317048554
Long
DBT
CORP
US
N
2
2021-06-07
Floating
2.28499900
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
86723AC42
8850000.00000000
PA
USD
8847919.01000000
0.064272004863
Long
STIV
CORP
CA
Y
2
2020-03-04
None
0.00000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAB9
26825000.00000000
PA
USD
26948415.66000000
0.195755487863
Long
DBT
CORP
CA
Y
2
2020-10-30
Fixed
2.25000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAB8
1500000.00000000
PA
USD
1507228.85000000
0.010948633217
Long
DBT
CORP
US
N
2
2020-12-14
Fixed
2.20000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
68269EC67
21182000.00000000
PA
USD
21174009.73000000
0.153809732527
Long
STIV
CORP
US
Y
2
2020-03-06
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp.
86565B5L1
13700000.00000000
PA
USD
13721452.56000000
0.099673749802
Long
STIV
CORP
JP
N
2
2020-07-27
Fixed
1.73000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XX29
70030000.00000000
PA
USD
70161505.84000000
0.509658897138
Long
DBT
CORP
CA
N
2
2021-01-25
Floating
2.19413200
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AX0
5879000.00000000
PA
USD
5954483.24000000
0.043253851592
Long
DBT
CORP
US
Y
2
2021-09-24
Fixed
2.50000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CB3
21390000.00000000
PA
USD
21661107.34000000
0.157348049269
Long
DBT
CORP
US
N
2
2021-02-22
Fixed
3.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KKU0
228000.00000000
PA
USD
229958.00000000
0.001670433655
Long
DBT
CORP
CA
N
2
2021-01-19
Fixed
2.50000000
N
N
N
N
N
N
Federation des caisses Desjardins du Quebec (The)
549300B2Q47IR0CR5B54
Federation des caisses Desjardins du Quebec (The)
31428FJN6
46000000.00000000
PA
USD
45625997.00000000
0.331430961087
Long
STIV
CORP
CA
Y
2
2020-09-22
None
0.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558TEF8
38000000.00000000
PA
USD
38067894.22000000
0.276528286448
Long
STIV
CORP
FI
N
2
2021-02-12
Floating
2.00313000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63305LBW2
7000000.00000000
PA
USD
7004157.93000000
0.050878774097
Long
DBT
CORP
CA
N
2
2020-08-20
Floating
1.85463000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GY6
23069000.00000000
PA
USD
23144752.14000000
0.168125366025
Long
DBT
NUSS
US
N
2
2020-12-15
Fixed
1.62500000
N
N
N
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
31849HE57
83800000.00000000
PA
USD
83565902.19000000
0.607029524789
Long
STIV
CORP
AE
Y
2
2020-05-05
None
0.00000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAE8
2320000.00000000
PA
USD
2322238.80000000
0.016868931924
Long
DBT
CORP
US
Y
2
2020-07-02
Floating
2.38938100
N
N
N
N
N
N
Santander UK plc
PTCQB104N23FMNK2RZ28
Santander UK plc
80283LAN3
15279000.00000000
PA
USD
15280375.11000000
0.110997890270
Long
DBT
CORP
GB
N
2
2020-03-16
Fixed
2.37500000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp.
86565BXW6
127715000.00000000
PA
USD
127984331.78000000
0.929688617784
Long
STIV
CORP
JP
N
2
2021-04-06
Floating
2.25524900
N
N
N
N
N
N
Dow Chemical Co. (The)
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co. (The)
26055ACX2
42750000.00000000
PA
USD
42682702.10000000
0.310050627031
Long
STIV
CORP
US
N
2
2020-03-31
None
0.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747WAF6
16821000.00000000
PA
USD
17421314.74000000
0.126549850246
Long
DBT
CORP
US
N
2
2021-01-25
Fixed
5.75000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AN5
5645000.00000000
PA
USD
5656346.45000000
0.041088161649
Long
DBT
CORP
US
N
2
2020-05-07
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282Z2
154200000.00000000
PA
USD
154567429.30000000
1.122790404901
Long
DBT
UST
US
N
2
2020-10-15
Fixed
1.62500000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CA0
2780000.00000000
PA
USD
2790914.11000000
0.020273427576
Long
DBT
CORP
US
Y
2
2020-08-03
Fixed
2.70000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DL1
13229000.00000000
PA
USD
13392701.60000000
0.097285676033
Long
DBT
CORP
US
N
2
2022-09-11
Fixed
1.70000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAD5
10000000.00000000
PA
USD
10287845.80000000
0.074731750431
Long
DBT
CORP
FI
Y
2
2021-01-14
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747WAL3
2092000.00000000
PA
USD
2205371.67000000
0.016019999566
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
5.50000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCF5
46380000.00000000
PA
USD
46514663.40000000
0.337886306250
Long
DBT
CORP
US
Y
2
2020-09-22
Fixed
1.95000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AX2
1050000.00000000
PA
USD
1056171.39000000
0.007672115063
Long
DBT
CORP
JP
N
2
2021-07-26
Floating
2.44413000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAK0
7626000.00000000
PA
USD
7822201.35000000
0.056821108177
Long
DBT
CORP
US
Y
2
2021-06-28
Fixed
3.39700000
N
N
N
N
N
N
Nissan Motor Acceptance Corp.
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp.
654740AK5
1509000.00000000
PA
USD
1509000.00000000
0.010961498995
Long
DBT
CORP
US
Y
2
2020-03-03
Fixed
2.12500000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2020-A, Class A2A
65479NAB0
64729000.00000000
PA
USD
65102803.50000000
0.472912071016
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
1.80000000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876ADH3
17775000.00000000
PA
USD
17731717.34000000
0.128804640032
Long
STIV
CORP
US
Y
2
2020-04-17
None
0.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFT1
1900000.00000000
PA
USD
1913772.00000000
0.013901795795
Long
DBT
CORP
US
N
2
2020-10-19
Fixed
2.62500000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876ACR2
25000000.00000000
PA
USD
24968204.25000000
0.181371070777
Long
STIV
CORP
US
Y
2
2020-03-25
None
0.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAS2
34034000.00000000
PA
USD
34375280.36000000
0.249704838391
Long
DBT
CORP
FI
Y
2
2021-05-27
Fixed
2.25000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122BF4
13150000.00000000
PA
USD
13316537.52000000
0.096732413948
Long
DBT
CORP
US
Y
2
2021-08-15
Fixed
2.25000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AQ9
13300000.00000000
PA
USD
13862088.72000000
0.100695342331
Long
DBT
CORP
JP
N
2
2021-11-26
Fixed
4.00000000
N
N
N
N
N
N
TECO Finance, Inc.
N/A
TECO Finance, Inc.
87875UAK8
31656000.00000000
PA
USD
31687339.44000000
0.230179416460
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
5.15000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBB7
15960000.00000000
PA
USD
16205963.39000000
0.117721438978
Long
DBT
CORP
US
N
2
2022-08-16
Fixed
1.90200000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAE0
12175000.00000000
PA
USD
12546041.65000000
0.091135469147
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.37500000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BF5
10099000.00000000
PA
USD
10145782.10000000
0.073699788135
Long
DBT
CORP
US
N
2
2020-11-23
Fixed
2.50000000
N
N
N
N
N
N
Santander UK plc
PTCQB104N23FMNK2RZ28
Santander UK plc
80283LAU7
2000000.00000000
PA
USD
2009189.66000000
0.014594917455
Long
DBT
CORP
GB
N
2
2021-06-01
Floating
2.52688000
N
N
N
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust, Series 2018-C, Class A2
98163EAB2
3220745.43000000
PA
USD
3226933.13000000
0.023440705276
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
2.80000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AD2
38597000.00000000
PA
USD
38886667.01000000
0.282475918731
Long
DBT
CORP
US
N
2
2020-09-17
Fixed
3.20000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp., Series 0014
24422ETB5
6891000.00000000
PA
USD
6929412.71000000
0.050335818727
Long
DBT
CORP
US
N
2
2020-09-11
Fixed
2.45000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2019-1, Class A2A
36256UAB4
19030021.51000000
PA
USD
19101538.23000000
0.138755130628
Long
ABS-O
CORP
US
N
2
2021-04-20
Fixed
2.91000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EAL9
35861000.00000000
PA
USD
36002650.95000000
0.261526191001
Long
DBT
CORP
GB
N
2
2021-01-12
Fixed
3.25000000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
54930039HJHMLGTL9O65
Nissan Auto Receivables Owner Trust, Series 2017-B, Class A3
65478GAD2
6382119.94000000
PA
USD
6388216.14000000
0.046404522731
Long
ABS-O
CORP
US
N
2
2021-10-15
Fixed
1.75000000
N
N
N
N
N
N
Lloyds Bank plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank plc
53944VAP4
8260000.00000000
PA
USD
8453844.61000000
0.061409416302
Long
DBT
CORP
GB
N
2
2021-05-07
Fixed
3.30000000
N
N
N
N
N
N
Chiba Bank Ltd.
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd.
16706CJG2
13545000.00000000
PA
USD
13545912.93000000
0.098398615622
Long
STIV
CORP
JP
N
2
2020-03-05
Fixed
2.00000000
N
N
N
N
N
N
US Bank NA
6BYL5QZYBDK8S7L73M02
US Bank NA
90331HPK3
130034000.00000000
PA
USD
130043642.02000000
0.944647615217
Long
DBT
CORP
US
N
2
2022-01-21
Floating
1.99913000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2019-1, Class A2
02004WAB7
25047699.78000000
PA
USD
25134379.85000000
0.182578183880
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.85000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAR9
89040000.00000000
PA
USD
89040601.02000000
0.646798183321
Long
DBT
CORP
FR
Y
2
2022-02-17
Floating
2.02305600
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBY5
39456000.00000000
PA
USD
39822852.81000000
0.289276448688
Long
DBT
CORP
US
Y
2
2021-04-15
Fixed
2.00000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAT6
25121000.00000000
PA
USD
25140225.10000000
0.182620644253
Long
DBT
CORP
US
N
2
2020-05-14
Fixed
2.50000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAP8
3810000.00000000
PA
USD
3811142.47000000
0.027684449540
Long
DBT
CORP
NL
Y
2
2020-03-16
Fixed
2.20000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAJ3
1429000.00000000
PA
USD
1434245.79000000
0.010418478320
Long
DBT
CORP
US
Y
2
2020-09-25
Fixed
2.16100000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DG6
4935000.00000000
PA
USD
4946274.75000000
0.035930142944
Long
DBT
CORP
US
Y
2
2020-05-04
Fixed
3.10000000
N
N
N
N
N
N
Suncorp-Metway Ltd.
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd.
8672EMAD6
17562000.00000000
PA
USD
17580966.96000000
0.127709576985
Long
DBT
CORP
AU
Y
2
2020-04-27
Fixed
2.35000000
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAN3
4460000.00000000
PA
USD
4461117.41000000
0.032405920482
Long
DBT
CORP
NL
Y
2
2020-03-16
Floating
2.23363100
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust, Series 2019-B, Class A3
65478LAD1
5537000.00000000
PA
USD
5597049.32000000
0.040657422464
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.27000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSN2
4454000.00000000
PA
USD
4501013.84000000
0.032695731401
Long
DBT
CORP
US
Y
2
2020-12-09
Fixed
2.60000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159LH7
750000.00000000
PA
USD
753109.81000000
0.005470651044
Long
DBT
CORP
CA
N
2
2021-04-20
Floating
2.25913000
N
N
N
N
N
N
Mizuho Bank Ltd.
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd.
60688XAW0
21200000.00000000
PA
USD
21378054.98000000
0.155291933855
Long
DBT
CORP
JP
Y
2
2020-10-20
Fixed
2.70000000
N
N
N
N
N
N
Mitsubishi UFJ Trust & Banking Corp.
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp.
60682VAD2
26876000.00000000
PA
USD
27066245.53000000
0.196611413642
Long
DBT
CORP
JP
Y
2
2020-10-19
Fixed
2.65000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAN8
23900000.00000000
PA
USD
23923847.18000000
0.173784775898
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
3.05000000
N
N
N
N
N
BAE Systems Holdings, Inc.
MF62XBVMNYTYMC18DL76
BAE Systems Holdings, Inc.
05523UAM2
1000000.00000000
PA
USD
1006593.78000000
0.007311979263
Long
DBT
CORP
US
Y
2
2020-12-15
Fixed
2.85000000
N
N
N
N
N
N
Chevron Phillips Chemical Co. LLC
N/A
Chevron Phillips Chemical Co. LLC
166754AM3
9064000.00000000
PA
USD
9068532.00000000
0.065874555604
Long
DBT
CORP
US
Y
2
2020-05-01
Fixed
2.45000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2019-2, Class A2A
36257FAB6
59184887.12000000
PA
USD
59363862.22000000
0.431223933789
Long
ABS-O
CORP
US
N
2
2022-06-16
Fixed
2.66000000
N
N
N
N
N
N
Fifth Third Bank
QFROUN1UWUYU0DVIWD51
Fifth Third Bank
31677QBP3
500000.00000000
PA
USD
501640.16000000
0.003643955009
Long
DBT
CORP
US
N
2
2021-07-26
Floating
2.23413100
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JB32
17893000.00000000
PA
USD
17956556.83000000
0.130437892414
Long
DBT
CORP
US
N
2
2020-06-16
Fixed
2.80000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2018-A, Class A3
34528FAD0
4895998.83000000
PA
USD
4946961.77000000
0.035935133513
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
3.03000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAC7
38316000.00000000
PA
USD
38400346.93000000
0.278943250031
Long
DBT
CORP
CA
Y
2
2020-10-30
Floating
2.09949800
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AK5
3400000.00000000
PA
USD
3525762.94000000
0.025611429373
Long
DBT
CORP
GB
N
2
2021-04-05
Fixed
5.10000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
549300U4TNYCTQL3R792
Mercedes-Benz Auto Lease Trust, Series 2019-A, Class A2
58772TAB6
7739642.78000000
PA
USD
7754535.40000000
0.056329577201
Long
ABS-O
CORP
US
N
2
2021-02-16
Fixed
3.01000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEF6
2868000.00000000
PA
USD
2889717.01000000
0.020991139895
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
2.90000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2019-3, Class A2A
38013TAB7
17142000.00000000
PA
USD
17197284.66000000
0.124922477484
Long
ABS-O
CORP
US
N
2
2021-10-20
Fixed
2.09000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBH0
300000.00000000
PA
USD
303130.54000000
0.002201964950
Long
DBT
CORP
CA
N
2
2021-04-07
Floating
2.87388000
N
N
N
N
N
N
Fifth Third Bank
QFROUN1UWUYU0DVIWD51
Fifth Third Bank
31677QBC2
7001000.00000000
PA
USD
7165083.00000000
0.052047746922
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
2.87500000
N
N
N
N
N
N
JPMorgan U.S. Government Money Market Fund
549300NQ5E5B7ZV4T516
JPMorgan U.S. Government Money Market Fund, Share Class IM
4812C2270
1864160.00000000
NS
USD
1864160.00000000
0.013541410183
Long
STIV
RF
US
N
1
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust, Series 2020-A, Class A2
80286KAB8
36379000.00000000
PA
USD
36287143.03000000
0.263592764658
Long
ABS-O
CORP
US
Y
2
2023-01-20
Fixed
1.69000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36960LCJ2
28900000.00000000
PA
USD
28873444.95000000
0.209739057530
Long
STIV
CORP
US
N
2
2020-03-18
None
0.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHA4
86068000.00000000
PA
USD
86263419.98000000
0.626624513884
Long
DBT
CORP
CA
N
2
2021-01-22
Floating
2.20213100
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBZ0
37914000.00000000
PA
USD
38804286.69000000
0.281877501372
Long
DBT
CORP
CA
N
2
2021-06-11
Fixed
3.25000000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAB4
9937000.00000000
PA
USD
9960924.02000000
0.072356963975
Long
DBT
CORP
CA
N
2
2020-03-30
Fixed
4.87500000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp.
0258M0EB1
7584000.00000000
PA
USD
7648731.64000000
0.055561010065
Long
DBT
CORP
US
N
2
2021-05-05
Fixed
2.25000000
N
N
N
N
N
N
US Bank NA
6BYL5QZYBDK8S7L73M02
US Bank NA
90331HPB3
350000.00000000
PA
USD
350310.10000000
0.002544681119
Long
DBT
CORP
US
N
2
2021-02-04
Floating
2.06113000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0EL9
3453000.00000000
PA
USD
3458485.33000000
0.025122719330
Long
DBT
CORP
AU
Y
2
2020-03-19
Fixed
5.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AB0
2216000.00000000
PA
USD
2253497.56000000
0.016369589953
Long
DBT
CORP
JP
N
2
2021-03-01
Floating
3.78688000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874CX3
11300000.00000000
PA
USD
11392459.20000000
0.082755752204
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
3.37500000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
U.S. Bancorp
91159HHA1
533000.00000000
PA
USD
549525.15000000
0.003991795480
Long
DBT
CORP
US
N
2
2021-05-24
Fixed
4.12500000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTB7
1045000.00000000
PA
USD
1070378.57000000
0.007775317176
Long
DBT
CORP
US
Y
2
2021-06-11
Fixed
3.30000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874BW6
9531000.00000000
PA
USD
9897244.88000000
0.071894393511
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
6.40000000
N
N
N
N
N
N
USAA Capital Corp.
N/A
USAA Capital Corp.
90327QD30
2600000.00000000
PA
USD
2646649.82000000
0.019225480015
Long
DBT
CORP
US
Y
2
2021-06-01
Fixed
2.62500000
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAG5
18583000.00000000
PA
USD
18660526.98000000
0.135551588963
Long
DBT
CORP
US
N
2
2020-11-15
Floating
2.40175100
N
N
N
N
N
N
Airbus Finance BV
529900M7QSB704RUUT95
Airbus Finance BV
00927WDN6
60000000.00000000
PA
USD
59865540.00000000
0.434868162074
Long
STIV
CORP
NL
Y
2
2020-04-22
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAA4
1500000.00000000
PA
USD
1500660.00000000
0.010900916555
Long
DBT
CORP
US
N
2
2020-04-23
Fixed
2.60000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
63254AAL2
3241000.00000000
PA
USD
3256530.71000000
0.023655704510
Long
DBT
CORP
AU
N
2
2020-07-23
Fixed
2.62500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAM3
9250000.00000000
PA
USD
9352844.37000000
0.067939823834
Long
DBT
CORP
AU
N
2
2021-06-01
Fixed
2.30000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAK7
68394000.00000000
PA
USD
68949716.98000000
0.500856364089
Long
DBT
CORP
AU
N
2
2020-11-16
Fixed
2.70000000
N
N
N
N
N
N
China Construction Bank Corp.
5493001KQW6DM7KEDR62
China Construction Bank Corp.
16955AWT1
29951000.00000000
PA
USD
29968384.76000000
0.217692789556
Long
STIV
CORP
CN
N
2
2020-04-07
Fixed
2.18000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAD7
39903000.00000000
PA
USD
40384029.87000000
0.293352884593
Long
DBT
CORP
GB
N
2
2021-01-08
Fixed
3.12500000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAE8
10052000.00000000
PA
USD
10449973.66000000
0.075909460421
Long
DBT
CORP
AU
Y
2
2021-01-14
Fixed
6.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AF0
92311000.00000000
PA
USD
95472900.99000000
0.693522934587
Long
DBT
CORP
CA
Y
2
2021-10-22
Fixed
3.35000000
N
N
N
N
N
N
Tampa Electric Co.
WS423EPRKJIIJUITXD73
Tampa Electric Co.
875127AZ5
8574000.00000000
PA
USD
8984614.09000000
0.065264969066
Long
DBT
CORP
US
N
2
2021-05-15
Fixed
5.40000000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
3814267X7
10398000.00000000
PA
USD
10404880.36000000
0.075581899014
Long
DBT
CORP
US
N
2
2021-05-24
Floating
2.18000200
N
N
N
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC, Series 2019-2A, Class A2
92888BAB5
26546000.00000000
PA
USD
26681230.63000000
0.193814634027
Long
ABS-O
CORP
US
Y
2
2022-08-15
Fixed
2.02000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-4, Class A2A
26209AAB7
13215817.76000000
PA
USD
13239164.82000000
0.096170372348
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
2.32000000
N
N
N
N
N
N
Suncor Energy, Inc.
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
86723AEC2
24350000.00000000
PA
USD
24259955.16000000
0.176226291660
Long
STIV
CORP
CA
Y
2
2020-05-12
None
0.00000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14912L6U0
4383000.00000000
PA
USD
4395735.68000000
0.031930982266
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
1.70000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TFG5
130000.00000000
PA
USD
130129.51000000
0.000945271367
Long
DBT
CORP
US
N
2
2020-07-15
Floating
2.07124900
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2017-1, Class A3
14314JAC4
248921.10000000
PA
USD
249176.69000000
0.001810039786
Long
ABS-O
CORP
US
N
2
2021-11-15
Fixed
1.98000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2016-4, Class A3
14312QAC0
3237395.15000000
PA
USD
3236578.68000000
0.023510771338
Long
ABS-O
CORP
US
N
2
2021-08-15
Fixed
1.40000000
N
N
N
N
N
N
MUFG Bank Ltd.
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd.
55379WYA8
1000000.00000000
PA
USD
1003486.73000000
0.007289409398
Long
STIV
CORP
JP
N
2
2021-01-25
Floating
2.29412900
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369Y5Z5
60700000.00000000
PA
USD
60915296.83000000
0.442493681251
Long
STIV
CORP
FR
N
2
2020-07-31
Fixed
2.19000000
N
N
N
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAC7
6143000.00000000
PA
USD
6211167.03000000
0.045118423565
Long
DBT
CORP
US
Y
2
2021-10-27
Fixed
1.95000000
N
N
N
N
N
Lloyds Bank Corporate Markets plc
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets plc
53947BAC4
41735000.00000000
PA
USD
41846113.18000000
0.303973576928
Long
STIV
CORP
GB
N
2
2020-09-24
Floating
2.43474800
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAN1
1722000.00000000
PA
USD
1726132.63000000
0.012538768117
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
2.25000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ACY5
25081000.00000000
PA
USD
25117367.45000000
0.182454604420
Long
DBT
CORP
AU
Y
2
2020-11-09
Floating
2.05413100
N
N
N
N
N
N
Cloud Pass-Through Trust
N/A
Cloud Pass-Through Trust, Series 2019-1A, Class CLOU
18913AAA3
44569081.47000000
PA
USD
45277885.86000000
0.328902253392
Long
ABS-O
CORP
US
Y
2
2022-12-05
Variable
3.55423000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBC2
37164000.00000000
PA
USD
37189490.79000000
0.270147492335
Long
DBT
CORP
US
Y
2
2020-06-26
Floating
2.24663000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
63254AAN8
1471000.00000000
PA
USD
1484173.83000000
0.010781159673
Long
DBT
CORP
AU
N
2
2021-01-14
Fixed
2.62500000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2018-3, Class A2A
14313FAB5
6767139.22000000
PA
USD
6779564.36000000
0.049247308099
Long
ABS-O
CORP
US
N
2
2021-10-15
Fixed
2.88000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
54930055DOVJH2UEOS50
Honda Auto Receivables Owner Trust, Series 2018-1, Class A3
43814UAC3
3322390.46000000
PA
USD
3344334.85000000
0.024293520940
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
2.64000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
539439AK5
13499000.00000000
PA
USD
13756697.39000000
0.099929771120
Long
DBT
CORP
GB
N
2
2021-07-06
Fixed
3.10000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EUN7
24346000.00000000
PA
USD
24381592.63000000
0.177109876156
Long
DBT
CORP
US
N
2
2020-07-10
Floating
2.25400000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBX5
56154000.00000000
PA
USD
56590514.80000000
0.411078112081
Long
DBT
CORP
CA
N
2
2021-01-25
Fixed
2.55000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCV3
4390000.00000000
PA
USD
4400229.71000000
0.031963627266
Long
DBT
CORP
US
Y
2
2020-09-28
Fixed
1.95000000
N
N
N
N
N
N
GlaxoSmithKline Capital plc
549300U0LV41VX7LEP38
GlaxoSmithKline Capital plc
377373AE5
5355000.00000000
PA
USD
5479509.69000000
0.039803605011
Long
DBT
CORP
GB
N
2
2021-05-14
Fixed
3.12500000
N
N
N
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
976657AK2
7368000.00000000
PA
USD
7382253.84000000
0.053625293605
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.45000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDB6
27410000.00000000
PA
USD
27431717.49000000
0.199266231749
Long
DBT
CORP
US
Y
2
2020-10-01
Floating
2.06938100
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BE7
25236000.00000000
PA
USD
25754821.12000000
0.187085119837
Long
DBT
CORP
US
N
2
2021-05-11
Fixed
3.00000000
N
N
N
N
N
N
Pricoa Global Funding I
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCH0
575000.00000000
PA
USD
578269.12000000
0.004200594021
Long
DBT
CORP
US
Y
2
2021-06-03
Fixed
2.20000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05567LT31
70817000.00000000
PA
USD
72851079.52000000
0.529196179571
Long
DBT
CORP
FR
N
2
2021-01-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159FL5
2269000.00000000
PA
USD
2314727.38000000
0.016814368356
Long
DBT
CORP
CA
N
2
2021-07-21
Fixed
2.80000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBA2
17824000.00000000
PA
USD
17988141.75000000
0.130667327847
Long
DBT
CORP
US
Y
2
2020-08-14
Fixed
3.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674XF2
13089000.00000000
PA
USD
13099369.76000000
0.095154889638
Long
DBT
CORP
CH
Y
2
2020-06-08
Fixed
2.20000000
N
N
N
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
4501000.00000000
NS
USD
4501000.00000000
0.032695630867
Long
STIV
RF
US
N
1
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBP9
55875000.00000000
PA
USD
55916347.50000000
0.406180905864
Long
DBT
CORP
US
N
2
2020-05-12
Fixed
2.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal, Series D
06367T4W7
17306000.00000000
PA
USD
17628213.66000000
0.128052780864
Long
DBT
CORP
CA
N
2
2021-04-13
Fixed
3.10000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAG7
41130000.00000000
PA
USD
41534992.71000000
0.301713572475
Long
DBT
CORP
FR
Y
2
2021-04-08
Fixed
2.50000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAQ2
14932000.00000000
PA
USD
14937375.52000000
0.108506313291
Long
DBT
CORP
US
Y
2
2020-04-08
Fixed
2.20000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBD5
104919000.00000000
PA
USD
105360568.40000000
0.765347756576
Long
DBT
CORP
AU
Y
2
2021-11-24
Floating
2.13275200
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust, Series 2017-2A, Class A
92348PAA0
24265034.19000000
PA
USD
24277018.69000000
0.176350242532
Long
ABS-O
CORP
US
Y
2
2021-12-20
Fixed
1.92000000
N
N
N
N
N
N
Chiba Bank Ltd.
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd.
16706CJJ6
11268000.00000000
PA
USD
11268637.77000000
0.081856303244
Long
STIV
CORP
JP
N
2
2020-03-04
Fixed
2.00000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTN1
60981000.00000000
PA
USD
61193838.94000000
0.444517033841
Long
DBT
CORP
US
Y
2
2023-01-06
Floating
2.15254800
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AY5
25252000.00000000
PA
USD
25651249.27000000
0.186332765476
Long
DBT
CORP
GB
N
2
2021-05-25
Fixed
2.95000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913Q2G3
7200000.00000000
PA
USD
7304938.49000000
0.053063668601
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.90000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWG5
5919000.00000000
PA
USD
5933510.72000000
0.043101505498
Long
DBT
CORP
US
N
2
2020-12-27
Fixed
2.60000000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust, Series 2017-1A, Class A
92348NAA5
788893.11000000
PA
USD
789351.22000000
0.005733911600
Long
ABS-O
CORP
US
Y
2
2021-09-20
Fixed
2.06000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2019-3, Class A2A
14315PAB1
19913000.00000000
PA
USD
20026081.94000000
0.145471091496
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
2.21000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFC7
14306000.00000000
PA
USD
14310112.69000000
0.103949824967
Long
DBT
CORP
US
N
2
2020-05-19
Fixed
2.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAW2
9700000.00000000
PA
USD
9908724.60000000
0.071977783133
Long
DBT
CORP
FR
N
2
2021-12-02
Fixed
2.75000000
N
N
N
N
N
N
Chiba Bank Ltd.
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd.
16706CJP2
47809000.00000000
PA
USD
47814695.01000000
0.347329841828
Long
STIV
CORP
JP
N
2
2020-03-10
Fixed
2.00000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2019-A, Class A2
44932NAB6
21732203.68000000
PA
USD
21819130.32000000
0.158495941075
Long
ABS-O
CORP
US
N
2
2021-12-15
Fixed
2.67000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36960LCL7
31100000.00000000
PA
USD
31068324.65000000
0.225682842571
Long
STIV
CORP
US
N
2
2020-03-20
None
0.00000000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAH3
1500000.00000000
PA
USD
1507845.63000000
0.010953113557
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
1.70000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
6325C0BY6
8583000.00000000
PA
USD
8781610.62000000
0.063790335314
Long
DBT
CORP
AU
Y
2
2020-12-10
Fixed
4.37500000
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
24023KAD0
5893000.00000000
PA
USD
5895505.11000000
0.042825429649
Long
DBT
CORP
SG
Y
2
2020-06-08
Floating
2.37499900
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAL6
3985000.00000000
PA
USD
4031730.62000000
0.029286819841
Long
DBT
CORP
SE
N
2
2021-03-30
Fixed
2.45000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A2
36258NAB8
12000000.00000000
PA
USD
12055297.20000000
0.087570661462
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
1.83000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAV7
15890000.00000000
PA
USD
15929725.00000000
0.115714820798
Long
DBT
CORP
MX
N
2
2020-03-30
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20271RAP5
5657000.00000000
PA
USD
5722883.01000000
0.041571488644
Long
DBT
CORP
AU
N
2
2021-03-15
Fixed
2.55000000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QMS4
17536000.00000000
PA
USD
17583872.40000000
0.127730682338
Long
DBT
CORP
IE
N
2
2020-11-15
Fixed
2.34200000
N
N
N
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081DX8
11900000.00000000
PA
USD
11991011.91000000
0.087103687876
Long
DBT
CORP
US
N
2
2021-06-03
Fixed
1.95000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAJ1
4580000.00000000
PA
USD
4605212.53000000
0.033452639179
Long
DBT
CORP
SE
N
2
2020-10-01
Fixed
2.40000000
N
N
N
N
N
N
Fifth Third Bank
QFROUN1UWUYU0DVIWD51
Fifth Third Bank
31677QBK4
7985000.00000000
PA
USD
8008934.56000000
0.058177553435
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
2.20000000
N
N
N
N
N
N
VW Credit, Inc.
549300UUPJ2NXDB68M19
VW Credit, Inc.
91842JCJ6
27000000.00000000
PA
USD
26975190.78000000
0.195949984517
Long
STIV
CORP
US
Y
2
2020-03-18
None
0.00000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAT8
16825000.00000000
PA
USD
16937817.35000000
0.123037685796
Long
DBT
CORP
US
N
2
2022-02-14
Floating
2.42375000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CY8
3250000.00000000
PA
USD
3252044.41000000
0.023623115661
Long
DBT
CORP
US
Y
2
2020-05-05
Fixed
2.20000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2019-B, Class A2A
89239JAB0
29465821.88000000
PA
USD
29603987.12000000
0.215045775398
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
2.59000000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
446438RQ8
7363000.00000000
PA
USD
7403324.50000000
0.053778352597
Long
DBT
CORP
US
N
2
2020-08-20
Fixed
2.87500000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DK7
7630000.00000000
PA
USD
7660625.75000000
0.055647409849
Long
DBT
CORP
US
Y
2
2021-05-04
Floating
2.30113100
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAH4
7946000.00000000
PA
USD
7964885.66000000
0.057857578635
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.85000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2019-2, Class A2A
14316LAB9
26562930.44000000
PA
USD
26733129.76000000
0.194191633537
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.69000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06742TMV5
44200000.00000000
PA
USD
44266764.98000000
0.321557388905
Long
STIV
CORP
GB
N
2
2020-04-09
Fixed
2.95000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HQ0
6400000.00000000
PA
USD
6438594.94000000
0.046770478440
Long
DBT
NUSS
DE
N
2
2020-12-15
Fixed
1.87500000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCR1
3300000.00000000
PA
USD
3327040.63000000
0.024167894316
Long
DBT
CORP
US
N
2
2021-02-17
Fixed
2.80000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ACL3
500000.00000000
PA
USD
505580.00000000
0.003672574328
Long
DBT
CORP
AU
Y
2
2021-06-01
Floating
2.89688000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
71855AC93
24200000.00000000
PA
USD
24188498.22000000
0.175707222623
Long
STIV
CORP
US
Y
2
2020-03-09
None
0.00000000
N
N
N
N
N
N
ABB Finance USA, Inc.
5493002Y01YAFV45F528
ABB Finance USA, Inc.
00037BAD4
6410000.00000000
PA
USD
6416689.03000000
0.046611352124
Long
DBT
CORP
US
N
2
2020-04-03
Fixed
2.80000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AH4
10454000.00000000
PA
USD
10498197.53000000
0.076259762543
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
2.15000000
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M2W3
7639000.00000000
PA
USD
7815533.93000000
0.056772675495
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.35000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599AU8
20700000.00000000
PA
USD
20797885.54000000
0.151077535754
Long
DBT
CORP
US
Y
2
2020-07-15
Fixed
3.20000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
867914BK8
41963000.00000000
PA
USD
42415829.45000000
0.308112042349
Long
DBT
CORP
US
N
2
2021-03-03
Fixed
2.90000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFM5
780000.00000000
PA
USD
781830.03000000
0.005679277063
Long
DBT
CORP
US
N
2
2021-03-12
Floating
2.23724900
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BS0
482000.00000000
PA
USD
484056.40000000
0.003516225144
Long
DBT
CORP
NL
N
2
2021-05-10
Fixed
1.87500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2018-3, Class A2A
03066MAB2
8275823.74000000
PA
USD
8296100.34000000
0.060263549067
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
3.11000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22532LAS3
15428000.00000000
PA
USD
15649587.12000000
0.113679876404
Long
DBT
CORP
FR
Y
2
2021-07-01
Floating
3.08938000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BG3
6308000.00000000
PA
USD
6447904.00000000
0.046838100211
Long
DBT
CORP
GB
N
2
2022-01-05
Floating
3.40025000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAQ7
36603000.00000000
PA
USD
37640427.48000000
0.273423133206
Long
DBT
CORP
US
Y
2
2022-04-15
Fixed
2.92400000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBD4
1350000.00000000
PA
USD
1367708.88000000
0.009935148783
Long
DBT
CORP
GB
Y
2
2021-07-27
Fixed
2.45000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAP8
12623000.00000000
PA
USD
12835761.42000000
0.093240017170
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
5.20000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCQ0
61405000.00000000
PA
USD
61512517.08000000
0.446831937825
Long
DBT
CORP
US
Y
2
2020-09-07
Floating
2.14999900
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC, Series A
26444HAG6
6370000.00000000
PA
USD
6382538.84000000
0.046363282361
Long
DBT
CORP
US
N
2
2021-11-26
Floating
1.89663100
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAL8
40200000.00000000
PA
USD
40409409.04000000
0.293537240952
Long
DBT
CORP
US
Y
2
2021-06-28
Floating
2.48050100
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BZ1
8483000.00000000
PA
USD
8539886.49000000
0.062034431531
Long
DBT
CORP
US
N
2
2021-11-05
Floating
2.34100100
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAF4
63839000.00000000
PA
USD
64278078.26000000
0.466921199651
Long
DBT
CORP
FR
Y
2
2020-10-15
Fixed
2.75000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21688AAN2
71139000.00000000
PA
USD
72643264.03000000
0.527686590913
Long
DBT
CORP
NL
N
2
2021-04-26
Fixed
3.12500000
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
3016E2CD3
10465000.00000000
PA
USD
10457898.35000000
0.075967026015
Long
STIV
CORP
US
Y
2
2020-03-13
None
0.00000000
N
N
N
N
N
N
Express Scripts Holding Co.
5493003UA6VMND084504
Express Scripts Holding Co.
30219GAR9
26465000.00000000
PA
USD
26688440.82000000
0.193867009435
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
2.60000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAA2
27966000.00000000
PA
USD
28199011.31000000
0.204839916598
Long
DBT
CORP
US
Y
2
2020-11-25
Fixed
2.70000000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876AEC3
9000000.00000000
PA
USD
8968827.51000000
0.065150294062
Long
STIV
CORP
US
Y
2
2020-05-12
None
0.00000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AK4
37226000.00000000
PA
USD
37455878.00000000
0.272082550741
Long
DBT
CORP
GB
N
2
2020-11-16
Fixed
2.37500000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200KD2
57300000.00000000
PA
USD
57460788.38000000
0.417399850300
Long
DBT
CORP
US
N
2
2021-05-13
Floating
2.10724900
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AL4
915000.00000000
PA
USD
933694.89000000
0.006782435784
Long
DBT
CORP
US
Y
2
2021-03-15
Fixed
4.50000000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HPV8
7098000.00000000
PA
USD
7132073.88000000
0.051807965984
Long
DBT
CORP
US
N
2
2020-08-07
Fixed
2.75000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HET5
9811000.00000000
PA
USD
9915222.65000000
0.072024985498
Long
DBT
CORP
US
N
2
2022-01-21
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141EA58
32218000.00000000
PA
USD
32257835.62000000
0.234323547212
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
5.37500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2019-B, Class A2A
34532DAB3
39954135.37000000
PA
USD
40083291.11000000
0.291168293727
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
2.35000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BU2
300000.00000000
PA
USD
305856.56000000
0.002221766981
Long
DBT
CORP
US
N
2
2021-05-17
Fixed
3.37500000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAB2
6000000.00000000
PA
USD
6034832.94000000
0.043837518362
Long
DBT
CORP
FR
Y
2
2021-09-27
Fixed
1.75000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2016-1, Class A4
14313YAD0
6140258.69000000
PA
USD
6141068.59000000
0.044609222783
Long
ABS-O
CORP
US
N
2
2021-06-15
Fixed
1.88000000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
09702LEK7
50880000.00000000
PA
USD
50677828.32000000
0.368127875559
Long
STIV
CORP
US
Y
2
2020-05-19
None
0.00000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FAZ6
1895000.00000000
PA
USD
1903728.84000000
0.013828841462
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
2.15000000
N
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAG8
11427000.00000000
PA
USD
11546503.57000000
0.083874743063
Long
DBT
CORP
US
N
2
2021-02-05
Fixed
2.65000000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDZ4
23421000.00000000
PA
USD
23436457.86000000
0.170244340151
Long
DBT
CORP
US
N
2
2020-05-22
Floating
2.23274900
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FAV5
4849000.00000000
PA
USD
4881288.67000000
0.035458078762
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
2.05000000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312BP0
3361000.00000000
PA
USD
3382967.97000000
0.024574155072
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
2.05000000
N
N
N
N
N
N
Chiba Bank Ltd.
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd.
16706CJM9
14985000.00000000
PA
USD
14987076.32000000
0.108867343953
Long
STIV
CORP
JP
N
2
2020-03-12
Fixed
2.00000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2020-A, Class A2
34531MAB4
32312000.00000000
PA
USD
32482248.70000000
0.235953702116
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
1.80000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAM4
1970000.00000000
PA
USD
1992025.96000000
0.014470238939
Long
DBT
CORP
SE
N
2
2021-03-30
Floating
3.11050100
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05531MCL0
15000000.00000000
PA
USD
14984722.50000000
0.108850245613
Long
STIV
CORP
GB
Y
2
2020-03-20
None
0.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAY6
6000000.00000000
PA
USD
6014978.82000000
0.043693296416
Long
DBT
CORP
US
N
2
2021-05-04
Floating
2.23112900
N
N
N
N
N
N
ABB Treasury Center USA, Inc.
N/A
ABB Treasury Center USA, Inc.
00038AAB9
7271000.00000000
PA
USD
7522349.24000000
0.054642958010
Long
DBT
CORP
US
Y
2
2021-06-15
Fixed
4.00000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477AS2
1090000.00000000
PA
USD
1094690.95000000
0.007951924286
Long
DBT
CORP
US
N
2
2020-08-18
Fixed
2.55000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
37790ACA9
40000000.00000000
PA
USD
39976460.00000000
0.290392263837
Long
STIV
CORP
US
Y
2
2020-03-10
None
0.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAD0
42587000.00000000
PA
USD
42684268.71000000
0.310062007014
Long
DBT
CORP
SE
Y
2
2020-05-27
Fixed
2.45000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JV2
10000000.00000000
PA
USD
10056079.40000000
0.073048180411
Long
DBT
CORP
AU
Y
2
2020-11-09
Fixed
2.20000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913Q2K4
21629000.00000000
PA
USD
21638534.06000000
0.157184075123
Long
DBT
CORP
US
N
2
2020-05-15
Floating
1.87175200
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2018-C, Class A2A
89231AAB7
17087617.14000000
PA
USD
17132526.82000000
0.124452071256
Long
ABS-O
CORP
US
N
2
2021-08-16
Fixed
2.77000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd.
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd.
055451AQ1
6747000.00000000
PA
USD
6948306.73000000
0.050473066428
Long
DBT
CORP
AU
N
2
2022-02-24
Fixed
2.87500000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
44644AAG2
49322000.00000000
PA
USD
49479512.77000000
0.359423213732
Long
DBT
CORP
US
N
2
2021-02-05
Floating
2.29100000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654AR6
16126000.00000000
PA
USD
16301411.69000000
0.118414783209
Long
DBT
CORP
US
N
2
2021-01-12
Fixed
2.95000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBE8
5051000.00000000
PA
USD
5064548.45000000
0.036789292741
Long
DBT
CORP
NZ
Y
2
2020-07-17
Fixed
2.20000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2D2
15980000.00000000
PA
USD
16007735.69000000
0.116281496809
Long
DBT
CORP
US
Y
2
2020-04-20
Floating
2.95913200
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
210371AL4
437000.00000000
PA
USD
444414.16000000
0.003228260681
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
5.15000000
N
N
N
N
N
N
Lloyds Bank Corporate Markets plc
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets plc
53947BAE0
560000.00000000
PA
USD
561481.50000000
0.004078647381
Long
STIV
CORP
GB
N
2
2020-10-26
Floating
2.37800200
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables Owner Trust, Series 2019-B, Class A2
65479HAB3
70595056.99000000
PA
USD
70973107.64000000
0.515554438765
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.56000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTA9
46562000.00000000
PA
USD
46795193.21000000
0.339924097655
Long
DBT
CORP
US
Y
2
2021-06-11
Floating
2.36837900
N
N
N
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAA8
44247000.00000000
PA
USD
44772141.98000000
0.325228488625
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.76600000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BS2
6753000.00000000
PA
USD
6765279.79000000
0.049143543818
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
1.65000000
N
N
N
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639AR7
21911000.00000000
PA
USD
22504162.54000000
0.163472070957
Long
DBT
CORP
US
N
2
2021-06-09
Fixed
3.62500000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2019-3, Class A2
02007RAB5
32411014.02000000
PA
USD
32522177.32000000
0.236243746866
Long
ABS-O
CORP
US
N
2
2022-10-17
Fixed
2.06000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2019-1, Class A2A
80285HAB6
178965.56000000
PA
USD
179068.54000000
0.001300768470
Long
ABS-O
CORP
US
N
2
2022-01-18
Fixed
2.91000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
867914BM4
7383000.00000000
PA
USD
7545107.72000000
0.054808277463
Long
DBT
CORP
US
N
2
2022-01-27
Fixed
2.70000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BS8
12848000.00000000
PA
USD
12938396.34000000
0.093985565595
Long
DBT
CORP
US
N
2
2021-02-23
Fixed
2.25000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WCD1
1900000.00000000
PA
USD
1920173.97000000
0.013948300227
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
2.65000000
N
N
N
N
N
N
CK Hutchison International 17 II Ltd.
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd.
12563XAA9
87197000.00000000
PA
USD
87523988.75000000
0.635781388176
Long
DBT
CORP
KY
Y
2
2020-09-29
Fixed
2.25000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDK6
53140000.00000000
PA
USD
53314901.81000000
0.387283792333
Long
DBT
CORP
US
Y
2
2022-01-21
Floating
2.09913100
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
893526BY8
28392000.00000000
PA
USD
30340864.93000000
0.220398515871
Long
DBT
CORP
CA
N
2
2021-01-01
Fixed
9.87500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AR4
21516000.00000000
PA
USD
21710730.99000000
0.157708519507
Long
DBT
CORP
SE
N
2
2021-03-15
Fixed
2.62500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCC0
312000.00000000
PA
USD
312355.40000000
0.002268975085
Long
DBT
CORP
CA
N
2
2021-03-17
Floating
2.16963000
N
N
N
N
N
N
Cargill, Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc.
141781BH6
16251000.00000000
PA
USD
16588720.64000000
0.120501818840
Long
DBT
CORP
US
Y
2
2021-04-19
Fixed
3.05000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAU2
9800000.00000000
PA
USD
9832999.15000000
0.071427707292
Long
DBT
CORP
US
N
2
2022-02-19
Floating
2.22288100
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159MJ2
71490000.00000000
PA
USD
71648353.21000000
0.520459477624
Long
DBT
CORP
CA
N
2
2021-01-25
Floating
2.21413000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCL1
71526000.00000000
PA
USD
72120978.30000000
0.523892664800
Long
DBT
CORP
US
Y
2
2021-01-08
Fixed
2.40000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DD9
695000.00000000
PA
USD
696946.00000000
0.005062672550
Long
DBT
CORP
US
N
2
2021-03-09
Floating
2.60500000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust, Series 2019-C, Class A2
12597CAB3
24445000.00000000
PA
USD
24567291.00000000
0.178458804252
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
1.99000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TGP4
46186000.00000000
PA
USD
46230629.99000000
0.335823064408
Long
DBT
CORP
US
N
2
2020-10-23
Floating
1.98000000
N
N
N
N
N
N
Manufacturers & Traders Trust Co.
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co.
55279HAS9
535000.00000000
PA
USD
535880.74000000
0.003892681373
Long
DBT
CORP
US
N
2
2021-01-25
Floating
2.06412800
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764AM9
450000.00000000
PA
USD
461475.03000000
0.003352192231
Long
DBT
CORP
US
N
2
2021-02-10
Fixed
4.25000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCW9
3719000.00000000
PA
USD
3735571.86000000
0.027135498469
Long
DBT
CORP
US
N
2
2021-10-01
Floating
2.34938200
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214CP6
5410000.00000000
PA
USD
5418115.00000000
0.039357628979
Long
DBT
CORP
AU
N
2
2020-05-26
Fixed
2.30000000
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFN3
429000.00000000
PA
USD
429143.86000000
0.003117335977
Long
DBT
CORP
US
N
2
2021-06-10
Floating
2.20050000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05568TDF3
9775000.00000000
PA
USD
9754963.99000000
0.070860853529
Long
STIV
CORP
GB
Y
2
2020-04-15
None
0.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAJ9
58286000.00000000
PA
USD
58414695.49000000
0.424329109298
Long
DBT
CORP
NL
Y
2
2020-06-04
Fixed
2.45000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2018-A, Class A3
58772QAD8
1121171.55000000
PA
USD
1122221.86000000
0.008151911060
Long
ABS-O
CORP
US
N
2
2021-02-16
Fixed
2.41000000
N
N
N
N
N
N
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
Wells Fargo Securities LLC
0QY002FP1
220000000.00000000
PA
USD
220000000.00000000
1.598097931737
Long
RA
CORP
US
N
2
Repurchase
Y
2.32200000
2020-05-13
222582580.54000000
USD
244300070.61000000
USD
ABS
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339MCA2
5000000.00000000
PA
USD
4997379.85000000
0.036301374556
Long
STIV
CORP
US
Y
2
2020-03-10
None
0.00000000
N
N
N
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC, Series 2019-1A, Class A2
92888DAB1
14450485.13000000
PA
USD
14525152.23000000
0.105511889713
Long
ABS-O
CORP
US
Y
2
2021-11-15
Fixed
2.90000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TMN9
31449000.00000000
PA
USD
31483439.80000000
0.228698272856
Long
DBT
CORP
US
N
2
2021-07-26
Floating
2.11412900
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
549300U4TNYCTQL3R792
Mercedes-Benz Auto Lease Trust, Series 2019-A, Class A3
58772TAC4
8135000.00000000
PA
USD
8231759.32000000
0.059796170653
Long
ABS-O
CORP
US
N
2
2021-11-15
Fixed
3.10000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CM8
1862000.00000000
PA
USD
1904827.32000000
0.013836820910
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.85000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp., Series I
14913Q2X6
47865000.00000000
PA
USD
48059117.46000000
0.349105346427
Long
DBT
CORP
US
N
2
2021-05-17
Floating
2.08175000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAB5
2477000.00000000
PA
USD
2477365.23000000
0.017995782955
Long
DBT
CORP
JP
N
2
2020-03-04
Fixed
6.70000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05579TED4
22617000.00000000
PA
USD
22654114.72000000
0.164561335815
Long
DBT
CORP
FR
N
2
2020-05-21
Fixed
2.37500000
N
N
N
N
N
N
BNZ International Funding Ltd.
549300HVMZ89HDMELW08
BNZ International Funding Ltd.
05579HAB8
28462000.00000000
PA
USD
28887282.90000000
0.209839577527
Long
DBT
CORP
NZ
Y
2
2021-03-02
Fixed
2.75000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AN4
12526000.00000000
PA
USD
12581217.11000000
0.091390986555
Long
DBT
NUSS
FR
Y
2
2020-10-13
Fixed
2.35000000
N
N
N
N
N
N
Suncorp-Metway Ltd.
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd.
8672EMAH7
22664000.00000000
PA
USD
22827180.57000000
0.165818500256
Long
DBT
CORP
AU
Y
2
2020-11-09
Fixed
2.37500000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513AV7
14860000.00000000
PA
USD
14890427.34000000
0.108165277885
Long
DBT
CORP
US
N
2
2021-05-21
Floating
2.01600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEE2
8005000.00000000
PA
USD
8060376.19000000
0.058551229628
Long
DBT
CORP
US
N
2
2022-01-20
Floating
2.99913100
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAH1
24843000.00000000
PA
USD
24940760.43000000
0.181171716632
Long
DBT
CORP
US
Y
2
2021-06-25
Floating
2.40662900
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBR5
2259000.00000000
PA
USD
2267962.85000000
0.016474666999
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
2.40000000
N
N
N
N
N
N
Chiba Bank Ltd.
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd.
16706CJK3
25230000.00000000
PA
USD
25232751.58000000
0.183292764145
Long
STIV
CORP
JP
N
2
2020-03-09
Fixed
2.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2015-2, Class A
34530WAA5
8606000.00000000
PA
USD
8635464.36000000
0.062728716969
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
2.44000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAT8
32771000.00000000
PA
USD
32916353.80000000
0.239107076946
Long
DBT
CORP
AU
N
2
2020-11-09
Fixed
2.25000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BE5
5417000.00000000
PA
USD
5437160.56000000
0.039495977479
Long
DBT
CORP
US
N
2
2020-06-12
Fixed
3.25000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587CS4
1295000.00000000
PA
USD
1303953.94000000
0.009472027702
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
2.35000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2019-2, Class A2A
26208RAB1
2596580.76000000
PA
USD
2598221.02000000
0.018873689264
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.93000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2020-A, Class A2
58770FAB8
26671000.00000000
PA
USD
26766767.56000000
0.194435981258
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
1.82000000
N
N
N
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LAA1
1260000.00000000
PA
USD
1271424.94000000
0.009235734395
Long
DBT
CORP
US
Y
2
2021-04-26
Fixed
2.00000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDT2
24459000.00000000
PA
USD
24477064.44000000
0.177803391166
Long
DBT
CORP
GB
N
2
2020-11-24
Floating
1.93275000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAA0
41975000.00000000
PA
USD
43741845.70000000
0.317744332470
Long
DBT
CORP
FR
Y
2
2021-04-15
Fixed
5.20000000
N
N
N
N
N
N
Shizuoka Bank Ltd. (The)
549300TJ1GRR4PX8GJ82
Shizuoka Bank Ltd. (The)
82487BCZ6
9724000.00000000
PA
USD
9727237.41000000
0.070659445392
Long
STIV
CORP
JP
N
2
2020-05-04
Fixed
1.77000000
N
N
N
N
N
N
Manufacturers & Traders Trust Co.
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co.
55279HAN0
12955000.00000000
PA
USD
12960689.58000000
0.094147505507
Long
DBT
CORP
US
N
2
2020-08-17
Fixed
2.05000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GEH8
60000.00000000
PA
USD
62471.35000000
0.000453796978
Long
DBT
CORP
US
N
2
2021-05-13
Fixed
5.00000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
06417GZ84
1770000.00000000
PA
USD
1772538.94000000
0.012875867336
Long
STIV
CORP
CA
N
2
2020-09-21
Floating
2.20775000
N
N
N
N
N
N
Comerica Bank
70WY0ID1N53Q4254VH70
Comerica Bank
200339DW6
17960000.00000000
PA
USD
17992566.51000000
0.130699469664
Long
DBT
CORP
US
N
2
2020-06-02
Fixed
2.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAE0
16900000.00000000
PA
USD
17018684.81000000
0.123625113617
Long
DBT
CORP
JP
N
2
2021-07-14
Fixed
2.05800000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAD4
2425000.00000000
PA
USD
2493941.34000000
0.018116193169
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
5.12500000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust, Series 2018-3, Class A3
36256GAD1
4053862.49000000
PA
USD
4077331.11000000
0.029618065517
Long
ABS-O
CORP
US
N
2
2021-06-21
Fixed
3.18000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
63254AAX6
14416000.00000000
PA
USD
14542291.94000000
0.105636393963
Long
DBT
CORP
AU
N
2
2021-01-12
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVQ4
16728000.00000000
PA
USD
16799930.40000000
0.122036063752
Long
DBT
CORP
US
N
2
2020-09-15
Floating
3.09363100
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBH1
6760000.00000000
PA
USD
6849397.42000000
0.049754581138
Long
DBT
CORP
NZ
Y
2
2021-01-22
Fixed
2.75000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2C4
60999000.00000000
PA
USD
61080351.93000000
0.443692654950
Long
DBT
CORP
US
Y
2
2020-04-20
Fixed
2.75000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BF5
2550000.00000000
PA
USD
2596155.64000000
0.018858686176
Long
DBT
CORP
GB
N
2
2022-01-05
Fixed
2.65000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2019-B, Class A2
44891JAB4
12979000.00000000
PA
USD
13046167.62000000
0.094768424957
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
1.93000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAB6
15941000.00000000
PA
USD
15956558.42000000
0.115909740948
Long
DBT
CORP
NO
Y
2
2020-10-02
Floating
2.27938000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAS1
10746000.00000000
PA
USD
10764765.95000000
0.078196137274
Long
DBT
CORP
SE
N
2
2020-09-08
Floating
2.24500000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAE8
1000000.00000000
PA
USD
1014410.48000000
0.007368760409
Long
DBT
CORP
US
Y
2
2021-01-20
Fixed
3.05000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017DA4
25341000.00000000
PA
USD
26040908.28000000
0.189163280285
Long
DBT
CORP
US
N
2
2021-08-16
Fixed
3.35000000
N
N
N
N
N
N
BP Capital Markets America, Inc.
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAG5
1550000.00000000
PA
USD
1599531.92000000
0.011619130241
Long
DBT
CORP
US
N
2
2021-03-11
Fixed
4.74200000
N
N
N
N
N
N
Fifth Third Bank
QFROUN1UWUYU0DVIWD51
Fifth Third Bank
31677QBG3
32715000.00000000
PA
USD
33069565.82000000
0.240220021547
Long
DBT
CORP
US
N
2
2021-06-14
Fixed
2.25000000
N
N
N
N
N
N
Columbia Pipeline Group, Inc.
549300SRP1TQM9JJBG80
Columbia Pipeline Group, Inc.
198280AD1
47689000.00000000
PA
USD
47810626.50000000
0.347300287839
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
3.30000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAM0
13150000.00000000
PA
USD
13394840.11000000
0.097301210344
Long
DBT
CORP
US
Y
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
CLP Power Hong Kong Financing Ltd.
254900SBJOP9O3YV1271
CLP Power Hong Kong Financing Ltd.
N/A
650000.00000000
PA
USD
651670.50000000
0.004733787628
Long
DBT
CORP
VG
Y
2
2020-03-19
Fixed
4.75000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TCZ6
1860000.00000000
PA
USD
1874740.28000000
0.013618266200
Long
DBT
CORP
US
N
2
2021-04-08
Fixed
1.90000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAS7
10000000.00000000
PA
USD
9999989.50000000
0.072640738806
Long
DBT
CORP
FR
Y
2
2021-08-19
Floating
1.88287900
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2018-1, Class A2A
24704AAB2
1649141.12000000
PA
USD
1650860.02000000
0.011991981743
Long
ABS-O
CORP
US
Y
2
2020-10-22
Fixed
2.97000000
N
N
N
N
N
N
US Bank NA
6BYL5QZYBDK8S7L73M02
US Bank NA
90331HPA5
1500000.00000000
PA
USD
1518636.38000000
0.011031498445
Long
DBT
CORP
US
N
2
2021-02-04
Fixed
3.00000000
N
N
N
N
N
N
Diageo Capital plc
213800L23DJLALFC4O95
Diageo Capital plc
25243YAP4
11433000.00000000
PA
USD
11569435.02000000
0.084041318985
Long
DBT
CORP
GB
N
2
2020-07-15
Fixed
4.82800000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ADD0
39450000.00000000
PA
USD
39508380.87000000
0.286992098884
Long
DBT
CORP
AU
Y
2
2020-07-02
Floating
2.22937900
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2019-2, Class A2
02008QAB6
62073131.32000000
PA
USD
62312423.24000000
0.452642521370
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
2.34000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128287A2
88400000.00000000
PA
USD
89104437.50000000
0.647261896715
Long
DBT
UST
US
N
2
2021-06-30
Fixed
1.62500000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22532LAR5
10218000.00000000
PA
USD
10367231.34000000
0.075308413465
Long
DBT
CORP
FR
Y
2
2021-07-01
Fixed
2.37500000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KAS9
26946000.00000000
PA
USD
27357558.38000000
0.198727533929
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.40300000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp., Series F
0258M0DX4
4347000.00000000
PA
USD
4365636.50000000
0.031712339369
Long
DBT
CORP
US
N
2
2020-09-14
Fixed
2.60000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust, Series 2019-B, Class A2
12596TAB7
26194859.50000000
PA
USD
26334038.03000000
0.191292598682
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
2.55000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422ERE1
282000.00000000
PA
USD
292380.97000000
0.002123879197
Long
DBT
CORP
US
N
2
2021-07-12
Fixed
3.90000000
N
N
N
N
N
N
Agricultural Bank of China Ltd.
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd.
00851BEB7
14641000.00000000
PA
USD
14652515.44000000
0.106437066451
Long
STIV
CORP
CN
N
2
2020-04-08
Fixed
2.30000000
N
N
N
N
N
N
PPL Capital Funding, Inc.
549300MROK5WY0D2NU17
PPL Capital Funding, Inc.
69354GC90
15000000.00000000
PA
USD
14992870.80000000
0.108909435528
Long
STIV
CORP
US
Y
2
2020-03-09
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAE0
46201000.00000000
PA
USD
46927123.10000000
0.340882447129
Long
DBT
CORP
NO
Y
2
2022-12-02
Fixed
2.15000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKA6
8696000.00000000
PA
USD
8736759.54000000
0.063464533413
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
2.87500000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAJ0
33457000.00000000
PA
USD
33485361.16000000
0.243240392787
Long
DBT
CORP
US
N
2
2020-05-26
Fixed
2.20000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2019-2, Class A2
80286GAB7
32390483.60000000
PA
USD
32463488.51000000
0.235817426567
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.63000000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876AC35
15000000.00000000
PA
USD
14997108.30000000
0.108940217073
Long
STIV
CORP
US
Y
2
2020-03-03
None
0.00000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159LG9
6363000.00000000
PA
USD
6484506.45000000
0.047103983391
Long
DBT
CORP
CA
N
2
2021-04-20
Fixed
3.12500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2019-A, Class A2A
34533FAB7
634013.55000000
PA
USD
636880.43000000
0.004626351354
Long
ABS-O
CORP
US
N
2
2022-02-15
Fixed
2.78000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CJ7
27935000.00000000
PA
USD
28016091.67000000
0.203511173423
Long
DBT
CORP
US
N
2
2020-07-20
Fixed
2.80000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05568THB8
25000000.00000000
PA
USD
24829270.75000000
0.180361846509
Long
STIV
CORP
GB
Y
2
2020-08-11
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AA2
6635000.00000000
PA
USD
6716921.48000000
0.048792265112
Long
DBT
CORP
JP
N
2
2021-03-01
Fixed
2.95000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2019-4, Class A2A
36258MAB0
50129000.00000000
PA
USD
50253680.85000000
0.365046833766
Long
ABS-O
CORP
US
N
2
2022-11-16
Fixed
1.84000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCM9
52618000.00000000
PA
USD
52671388.85000000
0.382609261740
Long
DBT
CORP
US
Y
2
2021-01-08
Floating
2.10224900
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAB5
47492000.00000000
PA
USD
48069487.52000000
0.349180675388
Long
DBT
CORP
JP
Y
2
2021-04-12
Fixed
2.63200000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200JW2
3600000.00000000
PA
USD
3669024.20000000
0.026652090843
Long
DBT
CORP
US
N
2
2021-05-13
Fixed
2.80000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAK7
5105000.00000000
PA
USD
5110183.77000000
0.037120791425
Long
DBT
CORP
US
N
2
2020-05-26
Floating
2.21663200
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2019-1, Class A2
05586VAB8
22188095.43000000
PA
USD
22262481.02000000
0.161716476697
Long
ABS-O
CORP
US
N
2
2021-03-22
Fixed
2.79000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BQ1
34580000.00000000
PA
USD
34609629.87000000
0.251407172333
Long
DBT
CORP
GB
N
2
2021-05-18
Floating
2.29174900
N
N
N
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150AJ3
11235000.00000000
PA
USD
11381389.35000000
0.082675339911
Long
DBT
CORP
US
N
2
2021-03-14
Fixed
3.15000000
N
N
N
N
N
N
State Grid Overseas Investment 2016 Ltd.
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd.
857006AD2
6420000.00000000
PA
USD
6426784.01000000
0.046684682882
Long
DBT
CORP
VG
Y
2
2020-05-04
Fixed
2.25000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2017-2, Class A3
24702JAD1
262380.77000000
PA
USD
262538.46000000
0.001907100772
Long
ABS-O
CORP
US
Y
2
2022-10-24
Fixed
2.19000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAJ7
45911000.00000000
PA
USD
45967891.99000000
0.333914514161
Long
DBT
CORP
US
Y
2
2021-01-22
Floating
2.45212900
N
N
N
N
N
N
HPHT Finance 15 Ltd.
549300H7C3XO293UKF63
HPHT Finance 15 Ltd.
40433QAB1
10453000.00000000
PA
USD
10457217.79000000
0.075962082372
Long
DBT
CORP
KY
Y
2
2020-03-17
Fixed
2.87500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674XJ4
37837000.00000000
PA
USD
37925462.91000000
0.275493653803
Long
DBT
CORP
CH
Y
2
2020-12-01
Floating
2.38687900
N
N
N
N
N
N
Mississippi Power Co.
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co.
605417CA0
907000.00000000
PA
USD
907438.93000000
0.006591710350
Long
DBT
CORP
US
N
2
2020-03-27
Floating
2.59663000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAE3
12603000.00000000
PA
USD
12634315.05000000
0.091776694319
Long
DBT
CORP
SE
Y
2
2020-03-30
Fixed
5.12500000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd.
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd.
225433AK7
53903000.00000000
PA
USD
54454054.68000000
0.395558691631
Long
DBT
CORP
GG
N
2
2020-12-10
Fixed
3.12500000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LAS8
1660000.00000000
PA
USD
1671089.76000000
0.012138932223
Long
DBT
CORP
US
Y
2
2020-11-19
Fixed
2.62500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254AW0
16867000.00000000
PA
USD
16876108.18000000
0.122589425355
Long
DBT
CORP
GB
Y
2
2020-04-17
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22546QAF4
1957000.00000000
PA
USD
1980271.92000000
0.014384856634
Long
DBT
CORP
CH
N
2
2020-08-05
Fixed
4.37500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBG2
12592000.00000000
PA
USD
12674970.70000000
0.092072020275
Long
DBT
CORP
CA
N
2
2021-04-07
Fixed
2.12500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AZ2
33233000.00000000
PA
USD
33788159.92000000
0.245439947660
Long
DBT
CORP
GB
N
2
2021-05-25
Floating
3.33924800
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
6325C0DP3
2290000.00000000
PA
USD
2291148.71000000
0.016643090976
Long
DBT
CORP
AU
Y
2
2020-05-22
Floating
2.19274900
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513AW5
1000000.00000000
PA
USD
1022798.49000000
0.007429691597
Long
DBT
CORP
US
N
2
2021-05-21
Fixed
3.25000000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp.
0258M0DT3
20670000.00000000
PA
USD
20690261.77000000
0.150295747917
Long
DBT
CORP
US
N
2
2020-05-26
Fixed
2.37500000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAF1
8244000.00000000
PA
USD
8250308.72000000
0.059930915007
Long
DBT
CORP
US
Y
2
2020-04-08
Fixed
2.26200000
N
N
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
91127KAB8
2867000.00000000
PA
USD
2872097.81000000
0.020863152590
Long
DBT
CORP
SG
Y
2
2021-04-23
Floating
2.28624800
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2019-B, Class A2
44935RAB4
33473000.00000000
PA
USD
33611601.65000000
0.244157413996
Long
ABS-O
CORP
US
Y
2
2021-12-15
Fixed
2.08000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BofA Securities, Inc.
0SC001O81
55000000.00000000
PA
USD
55000000.00000000
0.399524482934
Long
RA
CORP
US
N
2
Repurchase
Y
1.98000000
2020-04-06
55000000.92000000
USD
58965828.20000000
USD
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAR1
1200000.00000000
PA
USD
1202335.20000000
0.008733860892
Long
DBT
CORP
NL
Y
2
2021-01-19
Floating
2.22913100
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust, Series 2016-B, Class A3
44891EAC3
14086.19000000
PA
USD
14084.00000000
0.000102307323
Long
ABS-O
CORP
US
N
2
2021-04-15
Fixed
1.29000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WCU3
74600000.00000000
PA
USD
74722681.19000000
0.542791646652
Long
DBT
CORP
US
N
2
2020-11-02
Floating
2.04324800
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDA8
1274000.00000000
PA
USD
1306311.75000000
0.009489155026
Long
DBT
CORP
US
Y
2
2021-08-06
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Global Markets Holdings, Inc.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc.
0CTG10JQ0
120000000.00000000
PA
USD
120000000.00000000
0.871689780947
Long
RA
CORP
US
N
2
Repurchase
Y
1.89275000
2020-10-23
120000000.77000000
USD
126475090.50000000
USD
CDS
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GBR9
8815000.00000000
PA
USD
8880756.90000000
0.064510541973
Long
DBT
CORP
US
Y
2
2020-12-03
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole Corporate and Investment Bank
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank
22532XMX3
52510000.00000000
PA
USD
52716832.16000000
0.382939365648
Long
STIV
CORP
FR
N
2
2021-09-17
Floating
2.37962900
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KL4
2528000.00000000
PA
USD
2561689.75000000
0.018608323141
Long
DBT
CORP
US
N
2
2021-03-30
Floating
3.34050100
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TML3
54811000.00000000
PA
USD
54844259.86000000
0.398393173863
Long
DBT
CORP
US
N
2
2021-05-24
Floating
2.03275100
N
N
N
N
N
N
Regions Bank
EQTWLK1G7ODGC2MGLV11
Regions Bank
759187CC9
845000.00000000
PA
USD
846176.29000000
0.006146693540
Long
DBT
CORP
US
N
2
2021-04-01
Floating
2.28938000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAR4
22896000.00000000
PA
USD
23018527.26000000
0.167208458208
Long
DBT
CORP
FI
Y
2
2020-09-17
Fixed
2.50000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587CM7
22393000.00000000
PA
USD
22425877.18000000
0.162903399721
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.75000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAF2
350000.00000000
PA
USD
352045.31000000
0.002557285826
Long
DBT
CORP
US
Y
2
2021-04-11
Fixed
2.00000000
N
N
N
N
N
N
MUFG Bank Ltd.
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd.
06538PAC6
9820000.00000000
PA
USD
9879562.23000000
0.071765945301
Long
DBT
CORP
JP
Y
2
2020-09-14
Fixed
2.75000000
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCF3
35934000.00000000
PA
USD
35930931.96000000
0.261005218412
Long
DBT
CORP
CA
N
2
2023-01-27
Floating
2.00999900
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAQ1
71931000.00000000
PA
USD
72017482.64000000
0.523140863890
Long
DBT
CORP
FR
Y
2
2022-01-14
Floating
2.13774800
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAQ3
23952000.00000000
PA
USD
24205891.20000000
0.175833566648
Long
DBT
CORP
NL
Y
2
2021-01-19
Fixed
2.65000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCU4
5488000.00000000
PA
USD
5513310.05000000
0.040049133581
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.12500000
N
N
N
N
N
N
Lloyds Bank Corporate Markets plc
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets plc
53947CD70
50000000.00000000
PA
USD
50082683.00000000
0.363804691446
Long
STIV
CORP
GB
N
2
2020-07-02
Fixed
1.92000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDB5
604000.00000000
PA
USD
603613.98000000
0.004384701150
Long
DBT
CORP
US
N
2
2020-10-15
Floating
1.90125000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBP7
20000000.00000000
PA
USD
20205620.00000000
0.146775270597
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
2.80000000
N
N
N
N
N
N
Fifth Third Bank
QFROUN1UWUYU0DVIWD51
Fifth Third Bank
31677QBL2
10076000.00000000
PA
USD
10088642.36000000
0.073284720407
Long
DBT
CORP
US
N
2
2020-10-30
Floating
2.01949900
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDE0
17496000.00000000
PA
USD
17539584.29000000
0.127408969897
Long
DBT
CORP
US
Y
2
2021-01-28
Floating
2.07537800
N
N
N
N
N
N
Agricultural Bank of China Ltd.
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd.
00851BEA9
16857000.00000000
PA
USD
16862535.67000000
0.122490833536
Long
STIV
CORP
CN
N
2
2020-03-16
Fixed
2.30000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2017-C, Class A3
34532AAD5
300821.15000000
PA
USD
301388.59000000
0.002189311283
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
2.01000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06739FJJ1
12130000.00000000
PA
USD
12231133.75000000
0.088847952494
Long
DBT
CORP
GB
N
2
2021-01-11
Fixed
2.65000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2019-B, Class A2
58769QAB7
36411000.00000000
PA
USD
36518933.13000000
0.265276506837
Long
ABS-O
CORP
US
N
2
2021-12-15
Fixed
2.01000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851BV5
27499000.00000000
PA
USD
27542677.21000000
0.200072252199
Long
DBT
CORP
US
Y
2
2020-05-18
Fixed
2.45000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2017-A, Class A4
34531EAE6
1080000.00000000
PA
USD
1082665.12000000
0.007864567677
Long
ABS-O
CORP
US
N
2
2022-04-15
Fixed
1.92000000
N
N
N
N
N
N
BG Energy Capital plc
S2M8QDKEE05NZN8JD460
BG Energy Capital plc
05541VAA4
17713000.00000000
PA
USD
18033005.36000000
0.130993220767
Long
DBT
CORP
GB
Y
2
2020-12-09
Fixed
4.00000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAG6
27196000.00000000
PA
USD
27196000.00000000
0.197553960688
Long
DBT
CORP
US
N
2
2020-03-02
Fixed
2.25000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AX7
4489000.00000000
PA
USD
4582815.25000000
0.033289943511
Long
DBT
CORP
GB
N
2
2021-03-08
Floating
4.12499900
N
N
N
N
N
N
PACCAR Financial Corp.
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp.
69371RP26
5814000.00000000
PA
USD
5948195.43000000
0.043208176428
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
3.10000000
N
N
N
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC, Series 2017-1A, Class A3
92887KAC4
572222.78000000
PA
USD
572412.99000000
0.004158054615
Long
ABS-O
CORP
US
Y
2
2021-03-15
Fixed
1.92000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172BS7
2266000.00000000
PA
USD
2270119.68000000
0.016490334388
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
1.87500000
N
N
N
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123BV2
4249000.00000000
PA
USD
4382426.12000000
0.031834300538
Long
DBT
CORP
US
N
2
2021-05-27
Fixed
3.90000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EUV9
16193000.00000000
PA
USD
16430499.65000000
0.119352488673
Long
DBT
CORP
US
N
2
2021-06-07
Fixed
2.30000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REW4
2667000.00000000
PA
USD
2690711.18000000
0.019545545325
Long
DBT
CORP
US
N
2
2021-04-29
Fixed
2.15000000
N
N
N
N
N
N
Santander UK plc
PTCQB104N23FMNK2RZ28
Santander UK plc
80283LAT0
6555000.00000000
PA
USD
6721865.06000000
0.048828175680
Long
DBT
CORP
GB
N
2
2021-06-01
Fixed
3.40000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables Owner Trust, Series 2019-A, Class A2A
89239AAB9
22863054.02000000
PA
USD
22959193.16000000
0.166777450469
Long
ABS-O
CORP
US
N
2
2021-10-15
Fixed
2.83000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2019-4, Class A2A
14315WAB6
24800000.00000000
PA
USD
24940963.20000000
0.181173189570
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
2.01000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAL2
7437000.00000000
PA
USD
7507971.29000000
0.054538515409
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
2.85000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBL1
1000000.00000000
PA
USD
1005217.03000000
0.007301978439
Long
DBT
CORP
CA
N
2
2021-07-13
Fixed
1.80000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCE1
4500000.00000000
PA
USD
4540123.40000000
0.032979826433
Long
DBT
CORP
US
Y
2
2021-04-13
Fixed
2.00000000
N
N
N
N
N
N
EMD Finance LLC
529900C8KS5G529A0B76
EMD Finance LLC
26867LAE0
3735000.00000000
PA
USD
3735933.75000000
0.027138127268
Long
DBT
CORP
US
Y
2
2020-03-19
Fixed
2.40000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCY3
10000000.00000000
PA
USD
10019787.50000000
0.072784553091
Long
DBT
CORP
US
Y
2
2021-05-28
Floating
2.08000100
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
8225X2HX5
105190000.00000000
PA
USD
104429432.12000000
0.758583906743
Long
STIV
CORP
NL
Y
2
2020-08-31
None
0.00000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAR0
3997000.00000000
PA
USD
4048109.56000000
0.029405797796
Long
DBT
CORP
FR
N
2
2021-07-12
Fixed
2.21800000
N
N
N
N
N
N
Schlumberger Oilfield UK plc
529900TJX1R4UVNKM296
Schlumberger Oilfield UK plc
80685QAA4
1650000.00000000
PA
USD
1674781.20000000
0.012165747144
Long
DBT
CORP
GB
Y
2
2021-01-15
Fixed
4.20000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EA7
413000.00000000
PA
USD
414322.91000000
0.003009675388
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
1.90000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2017-4, Class A3
02007FAC9
2338707.12000000
PA
USD
2339289.46000000
0.016992789308
Long
ABS-O
CORP
US
N
2
2021-12-15
Fixed
1.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866FAC8
17037000.00000000
PA
USD
17152527.90000000
0.124597360732
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
2.75000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAA1
10674000.00000000
PA
USD
10807078.20000000
0.078503496907
Long
DBT
CORP
NO
Y
2
2021-06-02
Fixed
2.37500000
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
449786AP7
20364000.00000000
PA
USD
21333994.14000000
0.154971872322
Long
DBT
CORP
NL
Y
2
2021-06-09
Fixed
5.00000000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906EGV8
63300000.00000000
PA
USD
62797004.27000000
0.456162557469
Long
STIV
CORP
GB
Y
2
2020-07-29
None
0.00000000
N
N
N
N
N
N
Verizon Owner Trust
5493002I20BBOB4UPY82
Verizon Owner Trust, Series 2017-3A, Class A1A
92348RAA6
4563454.17000000
PA
USD
4571212.04000000
0.033205656848
Long
ABS-O
CORP
US
Y
2
2022-04-20
Fixed
2.06000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd.
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd.
225433AD3
4360000.00000000
PA
USD
4362310.80000000
0.031688181213
Long
DBT
CORP
GG
N
2
2020-03-26
Fixed
2.75000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0KA6
4887000.00000000
PA
USD
4891534.84000000
0.035532507776
Long
DBT
CORP
AU
Y
2
2020-06-25
Floating
2.26662800
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAH0
1160000.00000000
PA
USD
1174645.84000000
0.008532723124
Long
DBT
CORP
FR
Y
2
2021-04-13
Fixed
2.50000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05252ADC2
30330000.00000000
PA
USD
30461201.82000000
0.221272652849
Long
DBT
CORP
AU
Y
2
2021-05-17
Floating
2.15174900
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38145GAF7
810000.00000000
PA
USD
815913.09000000
0.005926859189
Long
DBT
CORP
US
N
2
2021-11-15
Floating
2.86175200
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEB8
21825000.00000000
PA
USD
22093927.65000000
0.160492091279
Long
DBT
CORP
US
N
2
2021-04-21
Floating
3.21913100
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TFM2
240000.00000000
PA
USD
240223.86000000
0.001745005699
Long
DBT
CORP
US
N
2
2020-09-18
Floating
2.06849900
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp., Series 1
674599BY0
37481000.00000000
PA
USD
37929574.86000000
0.275523523343
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
4.10000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust, Series 2019-B, Class A2
477870AB5
11398000.00000000
PA
USD
11455920.08000000
0.083216737209
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
2.28000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
05333TC43
9200000.00000000
PA
USD
9197836.71000000
0.066813835557
Long
STIV
CORP
US
Y
2
2020-03-04
None
0.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KW0
1150000.00000000
PA
USD
1166973.76000000
0.008476992510
Long
DBT
CORP
US
N
2
2021-08-02
Floating
2.95324900
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BV0
14343000.00000000
PA
USD
14403585.26000000
0.104628817334
Long
DBT
CORP
US
N
2
2021-05-17
Floating
2.21675000
N
N
N
N
N
N
Manufacturers & Traders Trust Co.
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co.
55279HAR1
6262000.00000000
PA
USD
6307365.37000000
0.045817216147
Long
DBT
CORP
US
N
2
2021-01-25
Fixed
2.62500000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HPR7
3480000.00000000
PA
USD
3480177.90000000
0.025280295927
Long
DBT
CORP
US
N
2
2020-03-05
Fixed
2.35000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAB2
17529000.00000000
PA
USD
17537764.50000000
0.127395750794
Long
DBT
CORP
US
N
2
2020-04-23
Floating
2.96624900
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
63254AAR9
3465000.00000000
PA
USD
3489470.56000000
0.025347798567
Long
DBT
CORP
AU
N
2
2021-07-12
Fixed
1.87500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAB7
5200000.00000000
PA
USD
5235410.54000000
0.038030448889
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
3.60000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal, Series D
06367T4X5
2164000.00000000
PA
USD
2166293.84000000
0.015736135023
Long
DBT
CORP
CA
N
2
2021-04-13
Floating
2.30788100
N
N
N
N
N
N
Oversea-Chinese Banking Corp. Ltd.
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp. Ltd.
N/A
12300000.00000000
PA
USD
12330688.50000000
0.089571126312
Long
DBT
CORP
SG
Y
2
2021-05-17
Floating
2.14162900
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06744CFV8
150000.00000000
PA
USD
150351.45000000
0.001092165187
Long
DBT
CORP
GB
N
2
2020-08-07
Floating
2.39163100
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAA0
6031000.00000000
PA
USD
6151589.54000000
0.044685647821
Long
DBT
CORP
US
Y
2
2020-10-01
Fixed
5.25000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBQ7
24892000.00000000
PA
USD
24912853.52000000
0.180968998563
Long
DBT
CORP
US
N
2
2020-05-12
Floating
2.47313200
N
N
N
N
N
N
Chiba Bank Ltd.
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd.
16706CJQ0
37380000.00000000
PA
USD
37386567.29000000
0.271579072095
Long
STIV
CORP
JP
N
2
2020-03-16
Fixed
2.00000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd.
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd.
225433AP6
5500000.00000000
PA
USD
5633752.74000000
0.040924039098
Long
DBT
CORP
GG
N
2
2021-04-16
Floating
4.10913000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVW1
13000000.00000000
PA
USD
13134413.76000000
0.095409452111
Long
DBT
CORP
US
N
2
2021-04-23
Floating
3.15412900
N
N
N
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
31849HFH0
60000000.00000000
PA
USD
59732883.60000000
0.433904535172
Long
STIV
CORP
AE
Y
2
2020-06-17
None
0.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BV0
49328000.00000000
PA
USD
49373431.09000000
0.358652627762
Long
DBT
CORP
GB
N
2
2021-09-11
Floating
2.53725100
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214CS0
11121000.00000000
PA
USD
11195035.83000000
0.081321652752
Long
DBT
CORP
AU
N
2
2020-11-23
Fixed
2.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBG4
12738000.00000000
PA
USD
12774590.03000000
0.092795663207
Long
DBT
CORP
US
N
2
2021-09-09
Floating
2.78500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674XK1
85650000.00000000
PA
USD
86164847.29000000
0.625908473830
Long
DBT
CORP
CH
Y
2
2020-12-01
Fixed
2.45000000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp.
0258M0DU0
10000000.00000000
PA
USD
10009968.60000000
0.072713227801
Long
DBT
CORP
US
N
2
2020-05-26
Floating
2.37663000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCV1
20723000.00000000
PA
USD
20763420.83000000
0.150827181291
Long
DBT
CORP
US
N
2
2020-10-01
Floating
2.23938000
N
N
N
N
N
N
Credit Agricole Corporate & Investment Bank SA
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate & Investment Bank SA
22533B2G9
53000000.00000000
PA
USD
53185833.90000000
0.386346232515
Long
DBT
CORP
FR
Y
2
2021-05-03
Floating
2.16325100
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBB9
47000000.00000000
PA
USD
46986370.00000000
0.341312821440
Long
DBT
CORP
AU
Y
2
2021-08-06
Floating
2.18738200
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAE8
76328000.00000000
PA
USD
76893590.48000000
0.558561308681
Long
DBT
CORP
SE
Y
2
2020-11-17
Fixed
2.62500000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAH4
11550000.00000000
PA
USD
11550000.00000000
0.083900141416
Long
DBT
CORP
US
N
2
2020-03-02
Floating
2.44688000
N
N
N
N
N
N
Fifth Third Bank
QFROUN1UWUYU0DVIWD51
Fifth Third Bank
31677QBQ1
1345000.00000000
PA
USD
1354539.59000000
0.009839485987
Long
DBT
CORP
US
N
2
2022-02-01
Floating
2.40324800
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables Owner Trust, Series 2017-C, Class A3
65478HAD0
942639.93000000
PA
USD
946674.71000000
0.006876722254
Long
ABS-O
CORP
US
N
2
2022-04-18
Fixed
2.12000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd.
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd.
00182EBB4
6000000.00000000
PA
USD
6070379.04000000
0.044095728130
Long
DBT
CORP
NZ
Y
2
2021-07-28
Floating
2.80537900
N
N
N
N
N
N
WEA Finance LLC
N/A
WEA Finance LLC
92890HAE2
82465000.00000000
PA
USD
83072571.61000000
0.603445931245
Long
DBT
CORP
US
Y
2
2020-10-05
Fixed
3.25000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TEV3
12658000.00000000
PA
USD
12675948.66000000
0.092079124256
Long
DBT
CORP
US
N
2
2021-04-13
Floating
2.12788100
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XKG2
14283000.00000000
PA
USD
14588577.93000000
0.105972619167
Long
DBT
CORP
CA
N
2
2021-04-30
Fixed
3.20000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAJ9
1150000.00000000
PA
USD
1165994.36000000
0.008469878068
Long
DBT
CORP
JP
N
2
2021-10-19
Floating
2.95913200
N
N
N
N
N
N
Lloyds Bank plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank plc
539473AH1
56470000.00000000
PA
USD
59013385.65000000
0.428678043418
Long
DBT
CORP
GB
N
2
2021-01-21
Fixed
6.37500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30229AGE3
12000000.00000000
PA
USD
11934468.36000000
0.086692950920
Long
STIV
CORP
US
N
2
2020-07-14
None
0.00000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBT5
4844000.00000000
PA
USD
4853972.83000000
0.035259654274
Long
DBT
CORP
US
Y
2
2021-05-21
Floating
2.04599900
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAR3
24884000.00000000
PA
USD
24956797.64000000
0.181288212233
Long
DBT
CORP
SE
N
2
2020-09-08
Fixed
1.95000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85325V3Q1
27685000.00000000
PA
USD
27740322.10000000
0.201507960789
Long
STIV
CORP
GB
N
2
2020-10-26
Fixed
1.78000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DA9
13272000.00000000
PA
USD
13281423.12000000
0.096477340084
Long
DBT
CORP
US
Y
2
2021-02-12
Floating
2.14313000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280AV1
33713000.00000000
PA
USD
34303870.22000000
0.249186109314
Long
DBT
CORP
GB
N
2
2021-03-08
Fixed
3.40000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2018-2, Class A2A
03066LAB4
5157130.40000000
PA
USD
5162489.17000000
0.037500742114
Long
ABS-O
CORP
US
N
2
2021-11-18
Fixed
2.86000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WBW0
900000.00000000
PA
USD
903625.08000000
0.006564006233
Long
DBT
CORP
US
N
2
2021-11-05
Floating
2.09099900
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDA6
1125000.00000000
PA
USD
1128259.04000000
0.008195765628
Long
DBT
CORP
US
N
2
2021-06-11
Floating
2.23837900
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89233P4S2
18199000.00000000
PA
USD
18607753.00000000
0.135168234470
Long
DBT
CORP
US
N
2
2021-01-11
Fixed
4.25000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAH1
43104000.00000000
PA
USD
43218990.70000000
0.313946271133
Long
DBT
CORP
SE
Y
2
2021-05-17
Floating
2.12175000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
CarMax Auto Owner Trust, Series 2019-1, Class A2A
14315NAH3
1411131.73000000
PA
USD
1418523.24000000
0.010304268436
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
3.02000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AW4
1830000.00000000
PA
USD
1884561.23000000
0.013689606381
Long
DBT
CORP
JP
N
2
2021-07-26
Fixed
3.53500000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674XE5
4000000.00000000
PA
USD
4003564.36000000
0.029082217833
Long
DBT
CORP
CH
Y
2
2020-06-08
Floating
2.46499900
N
N
N
N
N
N
US Bank NA
6BYL5QZYBDK8S7L73M02
US Bank NA
90331HNP4
3750000.00000000
PA
USD
3825029.89000000
0.027785328891
Long
DBT
CORP
US
N
2
2021-04-26
Fixed
3.15000000
N
N
N
N
N
N
Mercedes-Benz Auto Receivables Trust
N/A
Mercedes-Benz Auto Receivables Trust, Series 2019-1, Class A2A
58769TAB1
4418000.00000000
PA
USD
4432452.60000000
0.032197696966
Long
ABS-O
CORP
US
N
2
2022-06-15
Fixed
2.04000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
07330NAR6
14875000.00000000
PA
USD
14892970.04000000
0.108183748265
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
2.25000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAU9
4113000.00000000
PA
USD
4191235.55000000
0.030445476654
Long
DBT
CORP
US
Y
2
2021-04-12
Fixed
3.10000000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
00440EAT4
45215000.00000000
PA
USD
45400418.12000000
0.329792337716
Long
DBT
CORP
US
N
2
2020-11-03
Fixed
2.30000000
N
N
N
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
68269EC34
16896000.00000000
PA
USD
16892399.29000000
0.122707765306
Long
STIV
CORP
US
Y
2
2020-03-03
None
0.00000000
N
N
N
N
N
N
Daimler Trucks Retail Trust
N/A
Daimler Trucks Retail Trust, Series 2019-1, Class A2
233871AB8
41390701.64000000
PA
USD
41505407.69000000
0.301498664478
Long
ABS-O
CORP
US
Y
2
2021-04-15
Fixed
2.77000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FAW3
16356000.00000000
PA
USD
16364505.12000000
0.118873099028
Long
DBT
CORP
US
N
2
2020-06-15
Floating
2.46363100
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDF7
419000.00000000
PA
USD
424561.11000000
0.003084046508
Long
DBT
CORP
US
Y
2
2021-01-28
Fixed
2.95000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284P2
50000000.00000000
PA
USD
50953125.00000000
0.370127653082
Long
DBT
UST
US
N
2
2021-05-15
Fixed
2.62500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959RCW8
36200000.00000000
PA
USD
36351950.59000000
0.264063532056
Long
STIV
CORP
SE
N
2
2020-10-19
Fixed
1.92000000
N
N
N
N
N
N
Mercedes-Benz Auto Receivables Trust
5493006LDEVJTEG9O760
Mercedes-Benz Auto Receivables Trust, Series 2018-1, Class A2A
58772RAB0
1044584.91000000
PA
USD
1045141.36000000
0.007591992026
Long
ABS-O
CORP
US
N
2
2021-04-15
Fixed
2.71000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAT2
18162000.00000000
PA
USD
18186335.08000000
0.132107020351
Long
DBT
CORP
US
N
2
2020-08-14
Floating
2.29375100
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558TTX3
67218000.00000000
PA
USD
67217900.52000000
0.488276308167
Long
STIV
CORP
FI
N
2
2022-01-28
Floating
1.99325200
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCF4
11623000.00000000
PA
USD
11636458.16000000
0.084528180537
Long
DBT
CORP
US
Y
2
2020-06-12
Floating
2.28724900
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAE1
59890000.00000000
PA
USD
60109028.51000000
0.436636882457
Long
DBT
CORP
FR
Y
2
2021-08-07
Floating
2.13162800
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307CAH4
121140000.00000000
PA
USD
121216211.60000000
0.880524441141
Long
DBT
CORP
CA
Y
2
2021-03-21
Floating
2.32774900
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBE8
53956000.00000000
PA
USD
54052398.33000000
0.392641027166
Long
DBT
CORP
US
Y
2
2021-03-02
Floating
2.23688200
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913Q2P3
500000.00000000
PA
USD
501122.31000000
0.003640193305
Long
DBT
CORP
US
N
2
2021-09-07
Floating
2.16500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAC1
4900000.00000000
PA
USD
4937191.00000000
0.035864157844
Long
DBT
CORP
CH
Y
2
2020-09-24
Floating
3.37475200
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2F1
8495000.00000000
PA
USD
8500513.26000000
0.061748421179
Long
DBT
CORP
CA
N
2
2020-06-12
Floating
2.44725100
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCE7
1850000.00000000
PA
USD
1845025.65000000
0.013402416705
Long
DBT
CORP
US
Y
2
2020-06-12
Fixed
2.05000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAE7
700000.00000000
PA
USD
712652.62000000
0.005176766718
Long
DBT
CORP
CH
Y
2
2021-04-14
Floating
3.61775200
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
3016E2C68
8525000.00000000
PA
USD
8521933.39000000
0.061904018749
Long
STIV
CORP
US
Y
2
2020-03-06
None
0.00000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAL1
11652000.00000000
PA
USD
11676665.77000000
0.084820251893
Long
DBT
CORP
FR
Y
2
2020-07-20
Floating
2.30913000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2019-A, Class A3
448969AD7
13350000.00000000
PA
USD
13571977.13000000
0.098587948095
Long
ABS-O
CORP
US
Y
2
2022-07-15
Fixed
2.98000000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
44644AAD9
9818000.00000000
PA
USD
10010674.03000000
0.072718352102
Long
DBT
CORP
US
N
2
2021-05-14
Fixed
3.25000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05568TD22
23800000.00000000
PA
USD
23765361.72000000
0.172633524598
Long
STIV
CORP
GB
Y
2
2020-04-02
None
0.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BP3
14767000.00000000
PA
USD
14810261.70000000
0.107582948142
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
2.20000000
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
30161MAH6
7870000.00000000
PA
USD
7937459.20000000
0.057658350594
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.00000000
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
44987CAM0
30783000.00000000
PA
USD
31128764.51000000
0.226121882640
Long
DBT
CORP
NL
Y
2
2021-03-22
Fixed
2.75000000
N
N
N
N
N
N
Fifth Third Bank
QFROUN1UWUYU0DVIWD51
Fifth Third Bank
31677QBN8
5837000.00000000
PA
USD
5990729.94000000
0.043517150575
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
3.35000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBM9
166000.00000000
PA
USD
167721.83000000
0.001218345043
Long
DBT
CORP
CA
N
2
2021-07-13
Floating
2.74788000
N
N
N
N
N
N
2020-03-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer