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