0001752724-22-093863.txt : 20220427
0001752724-22-093863.hdr.sgml : 20220427
20220427104537
ACCESSION NUMBER: 0001752724-22-093863
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220427
PERIOD START: 20220228
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: 22857260
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
C000190446
C000090816
JPMorgan Trust I
811-21295
0001217286
549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Managed Income Fund
S000029581
54930080XGK0GXPQLV03
2022-02-28
2022-02-28
N
12967492628.88
39221113.42
12928271515.46
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
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2021-A, Class A2
88161FAB2
52764557.71000000
PA
USD
52358729.67000000
0.404994044311
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
0.36000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
35800000.00000000
PA
USD
36455544.18000000
0.281983126177
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
874060AT3
21956000.00000000
PA
USD
22791282.21000000
0.176290250268
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2022-1, Class A2
380146AB6
15927000.00000000
PA
USD
15845076.29000000
0.122561444281
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.76000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284AY2
16857000.00000000
PA
USD
16591801.29000000
0.128337351750
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVC3
49236000.00000000
PA
USD
48399969.77000000
0.374373091655
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAM5
23381000.00000000
PA
USD
23351762.29000000
0.180625555876
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
1.32599880
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2Q3
5033000.00000000
PA
USD
4964763.89000000
0.038402379498
Long
DBT
CORP
US
Y
2
2023-10-13
Fixed
1.20000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2020-4, Class A2
14316HAB8
10547545.32000000
PA
USD
10540390.92000000
0.081529776872
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.31000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
8183000.00000000
PA
USD
8119602.21000000
0.062805009937
Long
DBT
CORP
FI
Y
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAC0
2200000.00000000
PA
USD
2216456.66000000
0.017144261375
Long
DBT
CORP
FR
Y
2
2023-09-27
Fixed
2.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YL8
28626000.00000000
PA
USD
28589724.27000000
0.221141118793
Long
DBT
CORP
CH
Y
2
2024-08-09
Floating
0.49933080
N
N
N
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
1207656627.75100000
NS
USD
1208018924.74000000
9.344009547567
Long
STIV
RF
US
N
1
N
N
N
HPHT Finance 17 Ltd.
549300TYU0354ZWXG128
HPHT Finance 17 Ltd.
N/A
4375000.00000000
PA
USD
4387818.75000000
0.033939716881
Long
DBT
CORP
KY
Y
2
2022-09-11
Fixed
2.75000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CG1
480000.00000000
PA
USD
482443.20000000
0.003731691428
Long
DBT
NUSS
JP
N
2
2023-01-23
Fixed
1.75000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AT6
14245000.00000000
PA
USD
14345135.37000000
0.110959422169
Long
DBT
CORP
US
N
2
2022-08-22
Fixed
2.50000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HFT7
8600000.00000000
PA
USD
8575267.86000000
0.066329577389
Long
STIV
CORP
US
Y
2
2022-06-27
None
0.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WRC9
4900000.00000000
PA
USD
4934071.42000000
0.038164973671
Long
DBT
CORP
CA
N
2
2022-11-01
Fixed
2.05000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAE0
49333000.00000000
PA
USD
49658530.71000000
0.384108042986
Long
DBT
CORP
NO
Y
2
2022-12-02
Fixed
2.15000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABU0
40000000.00000000
PA
USD
39427139.20000000
0.304968372244
Long
DBT
CORP
US
Y
2
2023-04-03
Fixed
0.80000000
N
N
N
N
N
N
Enbridge US, Inc.
5493003FRODSVHJWFS32
Enbridge US, Inc.
29251VD45
52075000.00000000
PA
USD
52043863.32000000
0.402558557482
Long
STIV
CORP
US
Y
2
2022-04-04
None
0.00000000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081GH4
16540000.00000000
PA
USD
16540661.93000000
0.127941789513
Long
DBT
CORP
US
N
2
2024-01-12
Floating
0.42852960
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044DH1
4664000.00000000
PA
USD
4685868.89000000
0.036245130560
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.80000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBG7
23773000.00000000
PA
USD
23105713.29000000
0.178722370290
Long
DBT
CORP
GB
Y
2
2024-01-22
Fixed
0.55000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818DM7
1978000.00000000
PA
USD
1997776.44000000
0.015452772921
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAA6
30351000.00000000
PA
USD
30684445.80000000
0.237343760635
Long
DBT
CORP
FR
Y
2
2023-01-11
Fixed
2.75000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AQ1
21386000.00000000
PA
USD
21451010.66000000
0.165923268507
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.37500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AG8
44750000.00000000
PA
USD
44974306.24000000
0.347875631991
Long
DBT
CORP
CA
Y
2
2022-09-23
Fixed
1.90000000
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class A2
80287EAB1
22323611.65000000
PA
USD
22291825.06000000
0.172426956173
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
0.29000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DY7
9351000.00000000
PA
USD
9360979.95000000
0.072407049455
Long
DBT
CORP
US
Y
2
2023-03-10
Fixed
1.75000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
20941000.00000000
PA
USD
20507209.70000000
0.158622981235
Long
DBT
CORP
US
Y
2
2023-11-22
Fixed
0.87500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2M2
14749000.00000000
PA
USD
14926921.91000000
0.115459532948
Long
DBT
CORP
US
Y
2
2023-05-26
Fixed
2.80000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236THD0
5392000.00000000
PA
USD
5380695.02000000
0.041619600992
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
0.45000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust, Series 2021-2, Class A2
24702VAC6
9383000.00000000
PA
USD
9275668.80000000
0.071747168899
Long
ABS-O
CORP
US
Y
2
2026-12-22
Fixed
0.33000000
N
N
N
N
N
N
Capital One Prime Auto Receivables Trust
N/A
Capital One Prime Auto Receivables Trust, Series 2020-1, Class A3
14043MAC5
17698644.78000000
PA
USD
17727957.28000000
0.137125502498
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
1.60000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EJS2
88888000.00000000
PA
USD
88735595.30000000
0.686368593000
Long
DBT
CORP
CA
N
2
2023-04-14
Floating
0.31852800
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJM8
82884000.00000000
PA
USD
82790647.75000000
0.640384506552
Long
DBT
CORP
US
N
2
2023-02-13
Floating
0.24999840
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AZ7
1208000.00000000
PA
USD
1217558.66000000
0.009417799266
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
1.12713840
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAZ0
74382000.00000000
PA
USD
74764598.69000000
0.578303128926
Long
DBT
CORP
IT
Y
2
2022-07-14
Fixed
3.12500000
N
N
N
N
N
N
Bayerische Landesbank
549300DJ6F1V4GISFC11
Bayerische Landesbank
0727MCQW0
66500000.00000000
PA
USD
66299651.46000000
0.512826880072
Long
STIV
CORP
DE
N
2
2023-06-27
Fixed
0.90000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
891160RY1
25000000.00000000
PA
USD
25121591.00000000
0.194315156283
Long
DBT
CORP
CA
Y
2
2022-07-15
Fixed
2.10000000
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAR4
2602000.00000000
PA
USD
2603967.14000000
0.020141649538
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.40000000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co., Series H
233331BH9
25587000.00000000
PA
USD
25460448.23000000
0.196936212234
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
0.55000000
N
N
N
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
4595A3CV7
30000000.00000000
PA
USD
29989415.10000000
0.231967707857
Long
STIV
CORP
US
Y
2
2022-03-29
None
0.00000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14912L5F4
1000000.00000000
PA
USD
1004957.42000000
0.007773331638
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.85000000
N
N
N
N
N
N
PPL Electric Utilities Corp.
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp.
69351UAQ6
719000.00000000
PA
USD
721717.95000000
0.005582478285
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516CC8
1483000.00000000
PA
USD
1481081.49000000
0.011456144684
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.48300000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CY2
550000.00000000
PA
USD
556564.79000000
0.004305020894
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp., Series D
63743HEV0
41285000.00000000
PA
USD
41145098.76000000
0.318256765498
Long
DBT
CORP
US
N
2
2023-02-16
Floating
0.52356960
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199BE4
2600000.00000000
PA
USD
2603800.86000000
0.020140363364
Long
DBT
CORP
US
N
2
2022-06-08
Fixed
2.60000000
N
N
N
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457BQ0
250000.00000000
PA
USD
250772.60000000
0.001939722566
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.35000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369CCU9
20000000.00000000
PA
USD
19995426.60000000
0.154664346089
Long
STIV
CORP
US
Y
2
2022-03-28
None
0.00000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
12553YDV0
35000000.00000000
PA
USD
34962083.45000000
0.270431228244
Long
STIV
CORP
US
Y
2
2022-04-29
None
0.00000000
N
N
N
N
N
N
Westpac Securities NZ Ltd.
549300W0N3O6Q4RCKE25
Westpac Securities NZ Ltd.
96122HK77
113142000.00000000
PA
USD
112483550.90000000
0.870058698608
Long
STIV
CORP
NZ
Y
2
2022-10-07
None
0.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBB0
46581000.00000000
PA
USD
46630926.91000000
0.360689569786
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.50000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2W0
16353000.00000000
PA
USD
15922010.14000000
0.123156526539
Long
DBT
CORP
US
Y
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
UBS AG
254900R882POXXVAK772
UBS AG
90275DNB2
46669000.00000000
PA
USD
46609181.54000000
0.360521369653
Long
STIV
CORP
CH
N
2
2022-12-02
Fixed
0.45500000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CU1
11700000.00000000
PA
USD
11445049.63000000
0.088527299386
Long
DBT
CORP
GB
N
2
2024-08-17
Variable
0.73199880
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2N4
62150000.00000000
PA
USD
62044144.88000000
0.479910595981
Long
DBT
CORP
CA
N
2
2023-05-16
Floating
0.35000280
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906FFM6
14000000.00000000
PA
USD
13965371.84000000
0.108021956556
Long
STIV
CORP
GB
Y
2
2022-06-21
None
0.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class A2
30165XAB1
2422439.11000000
PA
USD
2422075.74000000
0.018734722094
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.27000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2020-C, Class A2
34533YAB6
12292204.81000000
PA
USD
12280736.18000000
0.094991323204
Long
ABS-O
CORP
US
N
2
2023-10-15
Fixed
0.25000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJA4
34800000.00000000
PA
USD
34777886.69000000
0.269006468872
Long
SN
CORP
US
N
2
2022-08-02
Floating
0.34886160
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
2951000.00000000
PA
USD
3047320.73000000
0.023570983378
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWJ9
55938000.00000000
PA
USD
56158034.92000000
0.434381617471
Long
DBT
CORP
US
N
2
2023-06-05
Variable
2.90800080
N
N
N
N
N
N
Reckitt Benckiser Treasury Services plc
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services plc
75625QAC3
8031000.00000000
PA
USD
8052113.26000000
0.062282983849
Long
DBT
CORP
GB
Y
2
2022-06-24
Fixed
2.37500000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAQ2
39389000.00000000
PA
USD
38710053.38000000
0.299421723419
Long
DBT
CORP
JP
Y
2
2023-09-12
Fixed
0.80000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83369CN42
65700000.00000000
PA
USD
65048256.00000000
0.503147353628
Long
STIV
CORP
FR
Y
2
2023-01-04
None
0.00000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BH6
1204000.00000000
PA
USD
1214534.57000000
0.009394407972
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.65000000
N
N
N
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251VAE2
24480000.00000000
PA
USD
24754205.13000000
0.191473431698
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.30000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEE5
1670000.00000000
PA
USD
1678342.89000000
0.012981958864
Long
DBT
CORP
US
Y
2
2023-01-13
Fixed
1.95000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBU8
2794000.00000000
PA
USD
2833170.87000000
0.021914537195
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2020-B, Class A2
58769EAB4
1848082.37000000
PA
USD
1847632.36000000
0.014291410555
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
0.31000000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKF5
314000.00000000
PA
USD
315971.88000000
0.002444038088
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAU4
700000.00000000
PA
USD
707341.05000000
0.005471273164
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.77800000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AJ2
24060000.00000000
PA
USD
24077278.69000000
0.186237415119
Long
DBT
CORP
NL
N
2
2022-03-29
Floating
1.36974960
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2019-1, Class A3
36256XAD4
147665.06000000
PA
USD
148130.44000000
0.001145786889
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
2.97000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
18781000.00000000
PA
USD
18634198.13000000
0.144135262844
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.56000160
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc., Series B
25746UBP3
462000.00000000
PA
USD
464216.96000000
0.003590711716
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAB7
21135000.00000000
PA
USD
21748429.64000000
0.168223800173
Long
DBT
CORP
FR
Y
2
2024-01-10
Fixed
3.80000000
N
N
N
N
N
N
BNZ International Funding Ltd.
549300HVMZ89HDMELW08
BNZ International Funding Ltd.
0556X1M17
96736000.00000000
PA
USD
95954308.31000000
0.742205237531
Long
STIV
CORP
NZ
Y
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204AZ1
3973000.00000000
PA
USD
3979952.67000000
0.030784878436
Long
DBT
CORP
US
N
2
2022-04-23
Fixed
2.05000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAX7
14634000.00000000
PA
USD
14821633.05000000
0.114645125083
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599AY0
4914000.00000000
PA
USD
4963796.61000000
0.038394897601
Long
DBT
CORP
US
Y
2
2023-03-14
Fixed
2.70000000
N
N
N
N
N
N
Central Japan Railway Co.
353800YAR3OVUITHTG64
Central Japan Railway Co.
N/A
16732000.00000000
PA
USD
17092503.32000000
0.132210274974
Long
DBT
CORP
JP
Y
2
2023-09-06
Fixed
3.40000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2019-3, Class A3
03066NAD6
3213006.10000000
PA
USD
3218883.97000000
0.024898022648
Long
ABS-O
CORP
US
N
2
2024-04-18
Fixed
2.06000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2G2
17449000.00000000
PA
USD
17135087.78000000
0.132539665178
Long
DBT
CORP
US
Y
2
2023-12-15
Fixed
1.20000000
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EJ8
2626000.00000000
PA
USD
2642914.78000000
0.020442908990
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
2.00000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
423012AA1
47759000.00000000
PA
USD
47861991.81000000
0.370211839631
Long
DBT
CORP
NL
Y
2
2022-04-01
Fixed
3.40000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBV1
6553000.00000000
PA
USD
6567509.00000000
0.050799590588
Long
DBT
CORP
US
N
2
2023-03-01
Floating
0.58947840
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94107NJ88
18667000.00000000
PA
USD
18563858.66000000
0.143591188023
Long
STIV
CORP
US
Y
2
2022-09-08
None
0.00000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BM0
9360000.00000000
PA
USD
9408036.27000000
0.072771029435
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HR8
115570000.00000000
PA
USD
116847188.34000000
0.903811373394
Long
DBT
NUSS
DE
N
2
2022-12-29
Fixed
2.37500000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40434RH54
31300000.00000000
PA
USD
31176777.22000000
0.241151937308
Long
STIV
CORP
US
Y
2
2022-08-05
None
0.00000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBL5
6944000.00000000
PA
USD
6958105.07000000
0.053820845746
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57100000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd.
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd.
225433AH4
49098000.00000000
PA
USD
49734280.13000000
0.384693963694
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
3.80000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2020-3, Class A2
43813KAB8
670633.00000000
PA
USD
670489.75000000
0.005186228872
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
0.27000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2X8
9146000.00000000
PA
USD
9155237.46000000
0.070815634163
Long
DBT
CORP
US
Y
2
2024-05-24
Floating
0.74999880
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BJ7
98849000.00000000
PA
USD
98900472.65000000
0.764993777642
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
3.26199960
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2020-3, Class A2
03066PAB5
1686337.49000000
PA
USD
1685993.14000000
0.013041133441
Long
ABS-O
CORP
US
N
2
2024-03-18
Fixed
0.42000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBF4
17078000.00000000
PA
USD
16751066.97000000
0.129569269565
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
Toyota Lease Owner Trust
5493006AB33TXC4NJ781
Toyota Lease Owner Trust, Series 2021-B, Class A2
89239CAB5
48356368.06000000
PA
USD
48038521.65000000
0.371577295484
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
0.25000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713AY2
8012000.00000000
PA
USD
8343635.51000000
0.064537904390
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.85000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BA6
36976000.00000000
PA
USD
37835011.64000000
0.292653287755
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAA7
7746000.00000000
PA
USD
7582133.76000000
0.058647698966
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
Constellation Energy Generation LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAL7
2204000.00000000
PA
USD
2206802.47000000
0.017069586350
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015DKB5
71402000.00000000
PA
USD
71018214.25000000
0.549324897493
Long
STIV
CORP
CA
Y
2
2022-10-11
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AP9
53382000.00000000
PA
USD
53731365.44000000
0.415611362862
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.66500000
N
N
N
N
N
N
Hyundai Capital Services, Inc.
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc.
44920UAJ7
1517000.00000000
PA
USD
1517455.10000000
0.011737494050
Long
DBT
CORP
KR
Y
2
2022-03-06
Fixed
3.00000000
N
N
N
N
N
N
ABB Finance USA, Inc.
5493002Y01YAFV45F528
ABB Finance USA, Inc.
00037BAB8
6055000.00000000
PA
USD
6072863.70000000
0.046973516086
Long
DBT
CORP
US
N
2
2022-05-08
Fixed
2.87500000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDX6
3820000.00000000
PA
USD
3759838.67000000
0.029082299714
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
0.35000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94107NDM3
5000000.00000000
PA
USD
4995688.35000000
0.038641579765
Long
STIV
CORP
US
Y
2
2022-04-21
None
0.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRT3
37574000.00000000
PA
USD
37594289.96000000
0.290791308915
Long
DBT
CORP
CA
N
2
2023-12-14
Floating
0.44916480
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CA5
11680000.00000000
PA
USD
11740211.80000000
0.090810374658
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
2.37500000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QCF3
10000000.00000000
PA
USD
10019141.50000000
0.077497919872
Long
DBT
CORP
CA
N
2
2023-01-27
Floating
0.52896960
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAE3
36844000.00000000
PA
USD
37282214.43000000
0.288377409040
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.62500000
N
N
N
N
N
N
Enbridge US, Inc.
N/A
Enbridge US, Inc.
29251VDE3
30000000.00000000
PA
USD
29975062.50000000
0.231856690696
Long
STIV
CORP
US
Y
2
2022-04-14
None
0.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406RAC1
230000.00000000
PA
USD
230521.16000000
0.001783077959
Long
DBT
CORP
US
N
2
2023-05-16
Variable
2.66100120
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-3, Class A3
80287EAC9
42765000.00000000
PA
USD
42528731.93000000
0.328959148785
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
0.33000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXY5
28071000.00000000
PA
USD
27874011.20000000
0.215605088171
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.52300000
N
N
N
N
N
N
Cloud Pass-Through Trust
N/A
Cloud Pass-Through Trust, Series 2019-1A, Class CLOU
18913AAA3
438921.92000000
PA
USD
439860.77000000
0.003402316925
Long
ABS-O
CORP
US
Y
2
2022-12-05
Variable
3.55422960
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBC7
5326000.00000000
PA
USD
5354323.19000000
0.041415615255
Long
DBT
CORP
AU
Y
2
2022-10-17
Fixed
2.10000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDH1
27800000.00000000
PA
USD
27931989.12000000
0.216053546575
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
1.95000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89119BLF1
20000000.00000000
PA
USD
19845877.80000000
0.153507588205
Long
STIV
CORP
CA
Y
2
2022-11-15
None
0.00000000
N
N
N
N
N
N
BAT International Finance plc
21380041YBGOQDFAC823
BAT International Finance plc
05530QAF7
2655000.00000000
PA
USD
2669592.23000000
0.020649258694
Long
DBT
CORP
GB
Y
2
2022-06-07
Fixed
3.25000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-1A, Class A3
30166RAC1
332275.33000000
PA
USD
332192.46000000
0.002569504048
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
0.34000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-3, Class A2
03066JAB9
59389000.00000000
PA
USD
59032446.26000000
0.456615149128
Long
ABS-O
CORP
US
N
2
2027-08-18
Fixed
0.41000000
N
N
N
N
N
N
Diageo Investment Corp.
S4G8DPIPDVCF6CB81Z61
Diageo Investment Corp.
25245BAB3
200000.00000000
PA
USD
200792.49000000
0.001553127111
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.87500000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
664397AK2
4206000.00000000
PA
USD
4243501.33000000
0.032823423648
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.80000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAN2
10078000.00000000
PA
USD
10072344.13000000
0.077909441474
Long
DBT
CORP
US
N
2
2022-12-15
Floating
0.55275120
N
N
N
N
N
N
Eaton Corp.
0NZWDMRCE180888QQE14
Eaton Corp.
278062AC8
61482000.00000000
PA
USD
62077595.19000000
0.480169333663
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
2.75000000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
44644AAB3
2565000.00000000
PA
USD
2578666.37000000
0.019945948434
Long
DBT
CORP
US
N
2
2022-08-07
Fixed
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-2, Class A3
80286XAC8
9890000.00000000
PA
USD
9857709.15000000
0.076249242895
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.34000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAM9
5000000.00000000
PA
USD
5033408.60000000
0.038933345373
Long
DBT
CORP
FR
Y
2
2022-07-20
Fixed
2.70000000
N
N
N
N
N
Wells Fargo Securities LLC
VYVVCKR63DVZZN70PB21
Wells Fargo Securities LLC
0SX001BB5
100000000.00000000
PA
USD
100000000.00000000
0.773498606371
Long
RA
CORP
US
N
2
Repurchase
Y
0.66000000
2022-06-21
100331833.43000000
USD
110365016.77000000
USD
ABS
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust, Series 2020-A, Class A3
88167HAC0
11952000.00000000
PA
USD
11901640.25000000
0.092059021469
Long
ABS-O
CORP
US
Y
2
2023-12-20
Fixed
0.68000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JK6
3305000.00000000
PA
USD
3306642.29000000
0.025576832030
Long
DBT
CORP
AU
Y
2
2022-03-10
Fixed
2.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAX8
20340000.00000000
PA
USD
20624295.03000000
0.159528634630
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.10200000
N
N
N
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054AT6
7003000.00000000
PA
USD
7044818.41000000
0.054491572222
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.05000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159VK9
29963000.00000000
PA
USD
29952813.18000000
0.231684592516
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.62500000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables Owner Trust, Series 2019-1, Class A3
43814WAC9
113822.74000000
PA
USD
114310.39000000
0.000884189273
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
2.83000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
14284000.00000000
PA
USD
14321189.97000000
0.110774204833
Long
DBT
CORP
IT
Y
2
2022-04-12
Fixed
3.75000000
N
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
29940000.00000000
PA
USD
30400849.05000000
0.235150143726
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
Woori Bank
549300VUVMRL6RE7R376
Woori Bank
98106JEF8
9000000.00000000
PA
USD
8975911.41000000
0.069428549665
Long
STIV
CORP
KR
Y
2
2022-08-12
Fixed
0.26000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114TZA3
44810000.00000000
PA
USD
44080812.70000000
0.340964471911
Long
DBT
CORP
CA
N
2
2023-06-02
Fixed
0.30000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GAQ2
899000.00000000
PA
USD
901894.64000000
0.006976142471
Long
DBT
CORP
US
Y
2
2022-04-11
Fixed
3.87500000
N
N
N
N
N
N
World Omni Select Auto Trust
N/A
World Omni Select Auto Trust, Series 2021-A, Class A2
98163HAB5
7554909.44000000
PA
USD
7523326.90000000
0.058192828724
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.29000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAW1
8500000.00000000
PA
USD
8550227.35000000
0.066135889393
Long
DBT
CORP
AU
N
2
2022-11-21
Fixed
2.05000000
N
N
N
N
N
N
Penske Truck Leasing Co. LP
N/A
Penske Truck Leasing Co. LP
709599AH7
2633000.00000000
PA
USD
2666079.30000000
0.020622086230
Long
DBT
CORP
US
Y
2
2022-07-11
Fixed
4.87500000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BC6
20382000.00000000
PA
USD
20545712.50000000
0.158920799856
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2B3
9930000.00000000
PA
USD
9968035.97000000
0.077102619310
Long
DBT
CORP
US
Y
2
2024-04-12
Floating
0.80884080
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92344ME58
27463000.00000000
PA
USD
27428863.49000000
0.212161876838
Long
STIV
CORP
US
Y
2
2022-05-05
None
0.00000000
N
N
N
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
24023KAE8
3595000.00000000
PA
USD
3600356.55000000
0.027848707738
Long
DBT
CORP
SG
Y
2
2022-04-16
Fixed
2.85000000
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M2T0
730000.00000000
PA
USD
735087.07000000
0.005685888242
Long
DBT
CORP
US
N
2
2022-09-14
Fixed
2.30000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BD0
4312000.00000000
PA
USD
4359444.72000000
0.033720244154
Long
DBT
CORP
US
N
2
2022-12-02
Fixed
2.65000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114WPC3
26600000.00000000
PA
USD
26487106.67000000
0.204877400960
Long
STIV
CORP
CA
N
2
2023-01-13
Fixed
0.73000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAF0
25463000.00000000
PA
USD
25450375.19000000
0.196858297410
Long
DBT
CORP
CA
Y
2
2024-05-21
Floating
0.47999880
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BC5
36852000.00000000
PA
USD
36986036.25000000
0.286086474945
Long
DBT
CORP
US
Y
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138MAA4
87384000.00000000
PA
USD
87419940.17000000
0.676192018905
Long
DBT
CORP
US
Y
2
2023-12-15
Floating
0.42941160
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CU2
23739000.00000000
PA
USD
23814868.18000000
0.184207673481
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34961ECW3
23785000.00000000
PA
USD
23776080.63000000
0.183907652322
Long
STIV
CORP
US
Y
2
2022-03-30
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YC8
29727000.00000000
PA
USD
29673864.47000000
0.229526928132
Long
DBT
CORP
CH
Y
2
2024-02-09
Floating
0.40933080
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFE3
2500000.00000000
PA
USD
2511753.85000000
0.019428381025
Long
DBT
CORP
US
N
2
2022-07-28
Fixed
2.45000000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
00440EAU1
1938000.00000000
PA
USD
1956031.07000000
0.015129873066
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.87500000
N
N
N
N
N
N
Public Service Co. of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Co. of Colorado
744448CH2
1527000.00000000
PA
USD
1538764.74000000
0.011902323819
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NJ0
1503000.00000000
PA
USD
1517100.85000000
0.011734753931
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641593Y0
52664000.00000000
PA
USD
52620733.36000000
0.407020639202
Long
DBT
CORP
CA
N
2
2023-06-23
Floating
0.32942880
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2E3
104327000.00000000
PA
USD
105993959.76000000
0.819861801581
Long
DBT
CORP
FR
Y
2
2023-03-01
Fixed
3.50000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
423012AD5
9513000.00000000
PA
USD
9614724.79000000
0.074369762257
Long
DBT
CORP
NL
Y
2
2023-04-01
Fixed
2.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
902674YF1
29113000.00000000
PA
USD
28673899.68000000
0.221792214417
Long
DBT
CORP
CH
Y
2
2023-06-01
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-7565.00000000
NC
USD
15669723.12000000
0.121205089955
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2022-03-31
-1633035277.22000000
USD
15669723.12000000
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAW0
11617000.00000000
PA
USD
11673595.47000000
0.090295098273
Long
DBT
CORP
JP
N
2
2023-01-17
Floating
0.98129160
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816CD9
17785000.00000000
PA
USD
17828385.08000000
0.137902310132
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
16790000.00000000
PA
USD
16863774.42000000
0.130441060120
Long
DBT
CORP
CH
Y
2
2023-05-23
Fixed
3.49100000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
14724000.00000000
PA
USD
15129884.73000000
0.117029447532
Long
DBT
CORP
FR
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AG8
75378000.00000000
PA
USD
75515414.09000000
0.584110675581
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
18200000.00000000
PA
USD
18460009.57000000
0.142787916759
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.12500000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JL4
200000.00000000
PA
USD
200030.10000000
0.001547230035
Long
DBT
CORP
AU
Y
2
2022-03-10
Floating
0.90050040
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AK2
5554000.00000000
PA
USD
5535284.96000000
0.042815352024
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.45000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K4LY8
17894000.00000000
PA
USD
17793793.60000000
0.137634745516
Long
STIV
CORP
NO
N
2
2022-12-30
None
0.00000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89119BN36
132400000.00000000
PA
USD
131056735.80000000
1.013722024968
Long
STIV
CORP
CA
Y
2
2023-01-03
None
0.00000000
N
N
N
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687FJ0
8366000.00000000
PA
USD
8398986.64000000
0.064966044609
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.65000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAS6
52546000.00000000
PA
USD
52813869.00000000
0.408514540685
Long
DBT
CORP
FR
Y
2
2022-11-21
Fixed
2.12500000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LQ2
2758000.00000000
PA
USD
2781231.74000000
0.021512788748
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
N
N
N
N
N
N
Capital One NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RNW7
27508000.00000000
PA
USD
27662494.56000000
0.213969009909
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
2.15000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRK2
74286000.00000000
PA
USD
73512346.22000000
0.568616973522
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.95000000
N
N
N
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331BE6
29523000.00000000
PA
USD
29699883.51000000
0.229728185043
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.25000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EVA4
2020000.00000000
PA
USD
2026986.94000000
0.015678715732
Long
DBT
CORP
US
N
2
2022-06-13
Fixed
1.95000000
N
N
N
N
N
N
Beam Suntory, Inc.
EWRDABCN7XBHM37LIA98
Beam Suntory, Inc.
073730AG8
2000000.00000000
PA
USD
2024159.34000000
0.015656844285
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.25000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCD0
1024000.00000000
PA
USD
1025691.10000000
0.007933706364
Long
DBT
CORP
US
Y
2
2022-04-13
Fixed
2.50000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MBP0
32387000.00000000
PA
USD
31971234.48000000
0.247297053142
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
893526DM2
55734000.00000000
PA
USD
55996814.23000000
0.433134577681
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
0020A3FM7
3500000.00000000
PA
USD
3490365.17000000
0.026997925947
Long
STIV
CORP
US
Y
2
2022-06-21
None
0.00000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AV7
17862000.00000000
PA
USD
17830660.23000000
0.137919908385
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
0.62500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P2, Class A2
14687TAB3
19986754.46000000
PA
USD
19950864.25000000
0.154319656932
Long
ABS-O
CORP
US
N
2
2024-07-10
Fixed
0.30000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2020-A, Class A3
34531MAD0
740004.81000000
PA
USD
740584.53000000
0.005728411018
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
1.85000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBR5
18946000.00000000
PA
USD
19070263.40000000
0.147508221630
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.62500000
N
N
N
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VDX9
50632000.00000000
PA
USD
50650285.75000000
0.391779254399
Long
DBT
CORP
US
N
2
2022-03-16
Floating
1.21088160
N
N
N
N
N
N
Reckitt Benckiser Treasury Services plc
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services plc
75625QAF6
4492000.00000000
PA
USD
4497142.40000000
0.034785333790
Long
DBT
CORP
GB
Y
2
2022-06-24
Floating
0.77974920
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977SDE9
2000000.00000000
PA
USD
2061978.88000000
0.015949377900
Long
DBT
CORP
NL
Y
2
2023-09-26
Fixed
3.87500000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBM6
22369000.00000000
PA
USD
22894665.46000000
0.177089918266
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
3.80000000
N
N
N
N
N
N
NatWest Markets plc
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAA6
47876000.00000000
PA
USD
48199734.64000000
0.372824275715
Long
DBT
CORP
GB
Y
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
7-Eleven, Inc.
549300K23JPL0SS3LB18
7-Eleven, Inc.
817826AA8
72570000.00000000
PA
USD
71989117.06000000
0.556834817198
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
KeyBank NA
HUX2X73FUCYHUVH1BK78
KeyBank NA
49327M3C6
58259000.00000000
PA
USD
57186536.29000000
0.442337061235
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.43300080
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBK3
25719000.00000000
PA
USD
24963022.92000000
0.193088634394
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WYH0
17499000.00000000
PA
USD
17554524.33000000
0.135784001047
Long
DBT
CORP
CA
N
2
2023-03-10
Floating
0.72929160
N
N
N
N
N
N
Lloyds Bank plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank plc
53944VAS8
2408000.00000000
PA
USD
2422477.98000000
0.018737833414
Long
DBT
CORP
GB
N
2
2022-08-14
Fixed
2.25000000
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2D9
13515000.00000000
PA
USD
13307709.63000000
0.102934948528
Long
DBT
CORP
US
Y
2
2023-06-28
Fixed
0.60000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236THM0
1278000.00000000
PA
USD
1272296.93000000
0.009841199022
Long
DBT
CORP
US
N
2
2022-10-14
Fixed
0.35000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
89788JAD1
41213000.00000000
PA
USD
41161970.06000000
0.318387264769
Long
DBT
CORP
US
N
2
2024-01-17
Floating
0.24851880
N
N
N
N
N
N
AerCap Ireland Capital DAC
N/A
AerCap Ireland Capital DAC
00774MAT2
43830000.00000000
PA
USD
42814741.60000000
0.331171429597
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AY4
62628000.00000000
PA
USD
61738555.27000000
0.477546864607
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.30000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069TY7
170000.00000000
PA
USD
170872.99000000
0.001321700196
Long
DBT
CORP
CA
N
2
2022-06-16
Fixed
2.55000000
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FBG7
3055000.00000000
PA
USD
3068825.68000000
0.023737323866
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
3.05000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2F7
10143000.00000000
PA
USD
10173269.86000000
0.078690100589
Long
DBT
CORP
US
Y
2
2022-07-01
Floating
1.44438120
N
N
N
N
N
N
KEB Hana Bank
6RPK2YDJN6L35AS0M510
KEB Hana Bank
48723KAB6
37595000.00000000
PA
USD
37599141.09000000
0.290828832338
Long
STIV
CORP
KR
N
2
2022-08-15
Fixed
0.80000000
N
N
N
N
N
N
CK Hutchison International 17 Ltd.
254900TNOJOSKVTDPK87
CK Hutchison International 17 Ltd.
12563UAA5
28031000.00000000
PA
USD
28061834.10000000
0.217057895685
Long
DBT
CORP
KY
Y
2
2022-04-05
Fixed
2.87500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAV7
61205000.00000000
PA
USD
61462240.94000000
0.475409577115
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.76400000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJY6
35575000.00000000
PA
USD
34928185.67000000
0.270169029388
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.52300080
N
N
N
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556VAA4
18826000.00000000
PA
USD
18833978.46000000
0.145680560912
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
1.12500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448BY3
1383000.00000000
PA
USD
1383240.16000000
0.010699343360
Long
DBT
CORP
US
N
2
2022-03-05
Fixed
2.75000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2S9
28649000.00000000
PA
USD
27999370.46000000
0.216574740300
Long
DBT
CORP
US
Y
2
2024-01-08
Fixed
0.95000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBU3
29411000.00000000
PA
USD
29127949.42000000
0.225304282828
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
Aetna, Inc.
549300QKBENKLBXQ8968
Aetna, Inc.
008117AP8
55652000.00000000
PA
USD
56006232.77000000
0.433207429957
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.75000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
714264AH1
20065000.00000000
PA
USD
20291533.85000000
0.156954731541
Long
DBT
CORP
FR
Y
2
2022-07-15
Fixed
4.25000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
589331AT4
1141000.00000000
PA
USD
1146167.30000000
0.008865588092
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620RAF2
450000.00000000
PA
USD
459314.45000000
0.003552790869
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
5.50000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAX3
22073000.00000000
PA
USD
22116697.04000000
0.171072343379
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.38642840
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22552G6R6
40300000.00000000
PA
USD
40248116.97000000
0.311318623853
Long
STIV
CORP
CH
N
2
2023-02-03
Fixed
1.10000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBH6
44324000.00000000
PA
USD
44133025.17000000
0.341368334639
Long
DBT
CORP
AU
Y
2
2023-04-06
Floating
0.34884000
N
N
N
N
N
N
Ryder System, Inc.
ZXJ6Y2OSPZXIVGRILD15
Ryder System, Inc.
78355HKM0
10270000.00000000
PA
USD
10301743.54000000
0.079683842713
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.87500000
N
N
N
N
N
N
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21684XUZ7
76484000.00000000
PA
USD
76307828.28000000
0.590239988298
Long
STIV
CORP
NL
N
2
2023-02-03
Fixed
0.97000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159KD7
2925000.00000000
PA
USD
2944279.70000000
0.022773962447
Long
DBT
CORP
CA
N
2
2022-09-19
Fixed
2.45000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
0641598J8
1353000.00000000
PA
USD
1323614.67000000
0.010238141026
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GAX7
140000.00000000
PA
USD
142099.55000000
0.001099138038
Long
DBT
CORP
US
Y
2
2023-01-10
Fixed
3.00000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P4, Class A2
14687KAB2
23277000.00000000
PA
USD
23049895.62000000
0.178290621390
Long
ABS-O
CORP
US
N
2
2025-04-10
Fixed
0.82000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABQ9
50331000.00000000
PA
USD
50120739.23000000
0.387683219447
Long
DBT
CORP
US
Y
2
2022-11-10
Fixed
1.15000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAL3
24439000.00000000
PA
USD
24680955.63000000
0.190906847837
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94107NK60
33158000.00000000
PA
USD
32931052.06000000
0.254721228747
Long
STIV
CORP
US
Y
2
2022-10-06
None
0.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJE6
39450000.00000000
PA
USD
39440947.01000000
0.305075175462
Long
DBT
CORP
US
N
2
2023-04-06
Floating
0.36869760
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2D2
50805000.00000000
PA
USD
50417834.40000000
0.389981246446
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
Barclays Bank plc
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06742XLN5
4300000.00000000
PA
USD
4288076.57000000
0.033168212509
Long
STIV
CORP
GB
Y
2
2022-07-14
None
0.00000000
N
N
N
N
N
N
Svensk Exportkredit AB
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
87031CAA1
60917000.00000000
PA
USD
61562245.66000000
0.476183112231
Long
DBT
NUSS
SE
N
2
2023-05-25
Floating
1.05006960
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DD3
2723000.00000000
PA
USD
2768425.58000000
0.021413733279
Long
DBT
CORP
US
Y
2
2023-02-22
Fixed
3.35000000
N
N
N
N
N
N
Kia Corp.
988400V8MJK9N7OI5X76
Kia Corp.
493738AE8
3400000.00000000
PA
USD
3442228.00000000
0.026625585608
Long
DBT
CORP
KR
Y
2
2023-04-25
Fixed
3.00000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94107NJ62
9617000.00000000
PA
USD
9564720.93000000
0.073982983096
Long
STIV
CORP
US
Y
2
2022-09-06
None
0.00000000
N
N
N
N
N
N
Shinhan Bank
5493003P813VL21KG928
Shinhan Bank
82460ANV6
30433000.00000000
PA
USD
30438515.37000000
0.235441492187
Long
STIV
CORP
KR
N
2
2022-08-12
Fixed
0.80000000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBT6
70324000.00000000
PA
USD
70248543.05000000
0.543371501487
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.74957040
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
0020A3FE5
60224000.00000000
PA
USD
60073272.58000000
0.464665926208
Long
STIV
CORP
US
Y
2
2022-06-14
None
0.00000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAT1
1428000.00000000
PA
USD
1442835.12000000
0.011160309545
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2020-1, Class A3
36258NAC6
3731833.90000000
PA
USD
3744260.53000000
0.028961803018
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
1.84000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BG6
52994000.00000000
PA
USD
52646760.52000000
0.407221958921
Long
DBT
CORP
US
Y
2
2022-11-23
Fixed
0.75000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AQ1
14612000.00000000
PA
USD
15030602.38000000
0.116261499938
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAC9
59630000.00000000
PA
USD
59774970.67000000
0.462358565091
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.50000000
N
N
N
N
N
N
Oklahoma Gas and Electric Co.
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co.
678858BW0
1182000.00000000
PA
USD
1164887.83000000
0.009010391130
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55300000
N
N
N
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346AL9
22382000.00000000
PA
USD
22573607.38000000
0.174606538492
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.12500000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2A2
5989000.00000000
PA
USD
6006967.00000000
0.046463806030
Long
DBT
NUSS
SA
Y
2
2022-04-16
Fixed
2.75000000
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
1010233.00000000
NS
USD
1010233.00000000
0.007814138176
Long
STIV
RF
US
N
1
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HJT3
36675000.00000000
PA
USD
36422856.44000000
0.281730286964
Long
STIV
CORP
US
Y
2
2022-09-27
None
0.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2021-2, Class A2A
14314QAB0
18856134.49000000
PA
USD
18820471.88000000
0.145576087704
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
0.27000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
49141000.00000000
PA
USD
49319865.87000000
0.381488475168
Long
DBT
CORP
FR
Y
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp.
86565C4F3
64949000.00000000
PA
USD
64947043.74000000
0.502364478208
Long
STIV
CORP
JP
N
2
2022-08-02
Floating
0.23000040
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
29923000.00000000
PA
USD
29509234.93000000
0.228253520934
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.73100160
N
N
N
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
31849MJW2
48088000.00000000
PA
USD
47811291.07000000
0.369819670114
Long
STIV
CORP
AE
Y
2
2022-09-30
None
0.00000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63861VAD9
46240000.00000000
PA
USD
46374070.57000000
0.358702789576
Long
DBT
CORP
GB
Y
2
2023-04-26
Variable
3.62199960
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSW2
7681000.00000000
PA
USD
7719324.04000000
0.059708863870
Long
DBT
CORP
US
Y
2
2022-06-27
Fixed
2.50000000
N
N
N
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429BE8
34401000.00000000
PA
USD
35054457.32000000
0.271145738841
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.65000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEF6
21142000.00000000
PA
USD
21114838.66000000
0.163322982772
Long
DBT
CORP
US
Y
2
2023-06-30
Floating
0.23870160
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust, Series 2021-2, Class A2
80286XAB0
5369440.38000000
PA
USD
5368350.38000000
0.041524115374
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.28000000
N
N
N
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339AK6
2027000.00000000
PA
USD
1986725.84000000
0.015367296684
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAQ2
9938000.00000000
PA
USD
9991718.67000000
0.077285804665
Long
DBT
CORP
JP
N
2
2023-03-05
Floating
0.97013160
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAP0
42714000.00000000
PA
USD
43029050.35000000
0.332829104792
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.50000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAV1
38604000.00000000
PA
USD
38768625.21000000
0.299874775708
Long
DBT
CORP
JP
N
2
2023-07-16
Variable
2.72099880
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CN0
104480000.00000000
PA
USD
104431941.29000000
0.807779610484
Long
DBT
CORP
US
N
2
2023-04-18
Floating
0.39852000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy, Series K
30040WAC2
22773000.00000000
PA
USD
22787969.15000000
0.176264623795
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAU5
10000000.00000000
PA
USD
10094021.70000000
0.078077117176
Long
DBT
CORP
AU
N
2
2022-11-09
Fixed
2.62500000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAF4
12730000.00000000
PA
USD
12828596.27000000
0.099229013365
Long
DBT
CORP
FR
Y
2
2023-04-24
Floating
1.27886040
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AV7
85900000.00000000
PA
USD
85822002.80000000
0.663831995618
Long
DBT
CORP
US
N
2
2023-03-09
Floating
0.57825000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
Nationwide Building Society
63859UBE2
22727000.00000000
PA
USD
22805551.10000000
0.176400619933
Long
DBT
CORP
GB
Y
2
2023-01-27
Fixed
2.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
5639000.00000000
PA
USD
5678904.83000000
0.043926249717
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368B4Q8
25162000.00000000
PA
USD
25265291.02000000
0.195426673935
Long
DBT
CORP
CA
Y
2
2022-06-15
Fixed
2.10000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960KLM2
42300000.00000000
PA
USD
41967446.71000000
0.324617615431
Long
STIV
CORP
SE
Y
2
2022-11-21
None
0.00000000
N
N
N
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
8500802.33000000
NS
USD
8500802.33000000
0.065753587552
Long
STIV
RF
US
N
1
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAB8
2047000.00000000
PA
USD
2051629.39000000
0.015869324739
Long
DBT
CORP
FR
Y
2
2022-05-22
Floating
1.69957080
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
36160BAA3
3137000.00000000
PA
USD
3160521.82000000
0.024446592231
Long
DBT
CORP
FR
Y
2
2022-10-10
Fixed
2.87500000
N
N
N
N
N
N
Sky Ltd.
2138003TS48MQKF4BZ29
Sky Ltd.
111013AK4
29603000.00000000
PA
USD
29969147.96000000
0.231810941811
Long
DBT
CORP
GB
Y
2
2022-11-26
Fixed
3.12500000
N
N
N
N
N
N
Rogers Communications, Inc.
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BQ3
25914000.00000000
PA
USD
25918116.96000000
0.200476273483
Long
DBT
CORP
CA
N
2
2022-03-22
Floating
0.81425160
N
N
N
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust, Series 2021-3A, Class A2
96043JAC9
135181000.00000000
PA
USD
134571482.39000000
1.040908540860
Long
ABS-O
CORP
US
Y
2
2024-09-16
Fixed
0.57000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CX4
10977000.00000000
PA
USD
11099670.94000000
0.085855800032
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
Coca-Cola Europacific Partners plc
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners plc
19123MAD5
47359000.00000000
PA
USD
46611099.57000000
0.360536205588
Long
DBT
CORP
GB
Y
2
2023-05-05
Fixed
0.50000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
80687PAA4
165000.00000000
PA
USD
166236.86000000
0.001285839795
Long
DBT
CORP
FR
Y
2
2022-09-27
Fixed
2.95000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748BA9
16907000.00000000
PA
USD
17171044.57000000
0.132817790448
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
3.30000000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAL3
40080000.00000000
PA
USD
40398945.42000000
0.312485279812
Long
DBT
CORP
JP
N
2
2022-09-11
Fixed
2.60100000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477AZ6
7486000.00000000
PA
USD
7503632.08000000
0.058040489566
Long
DBT
CORP
US
N
2
2023-05-15
Variable
2.65299840
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AN2
2246000.00000000
PA
USD
2263698.86000000
0.017509679134
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.87500000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BW9
3672000.00000000
PA
USD
3688744.32000000
0.028532385907
Long
DBT
CORP
GB
Y
2
2023-10-14
Floating
1.29861360
N
N
N
N
N
N
Westpac Securities NZ Ltd.
549300W0N3O6Q4RCKE25
Westpac Securities NZ Ltd.
96122HH89
4100000.00000000
PA
USD
4086742.98000000
0.031610899996
Long
STIV
CORP
NZ
Y
2
2022-08-08
None
0.00000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
0255E3E20
94000000.00000000
PA
USD
93890772.00000000
0.726243812931
Long
STIV
CORP
US
Y
2
2022-05-02
None
0.00000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94107NL93
7300000.00000000
PA
USD
7236802.66000000
0.055976567720
Long
STIV
CORP
US
Y
2
2022-11-09
None
0.00000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HJV8
8876000.00000000
PA
USD
8814030.70000000
0.068176404629
Long
STIV
CORP
US
Y
2
2022-09-29
None
0.00000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960KK76
112300000.00000000
PA
USD
111647140.58000000
0.863589076439
Long
STIV
CORP
SE
Y
2
2022-10-07
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
16800000.00000000
PA
USD
16847460.50000000
0.130314872176
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAT9
16721000.00000000
PA
USD
17145025.50000000
0.132616533304
Long
DBT
CORP
FR
Y
2
2024-03-28
Fixed
3.87500000
N
N
N
N
N
N
CenterPoint Energy Resources Corp.
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp.
15189WAN0
31552000.00000000
PA
USD
31552380.20000000
0.244057221124
Long
DBT
CORP
US
N
2
2023-03-02
Floating
0.67325040
N
N
N
N
N
N
CDP Financial, Inc.
549300OXMGVYFCBFV096
CDP Financial, Inc.
12509TH18
12319000.00000000
PA
USD
12282006.04000000
0.095001145553
Long
STIV
CORP
CA
Y
2
2022-08-01
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BG8
17399000.00000000
PA
USD
17405118.53000000
0.134628349266
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
3.21800000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523BT6
33961000.00000000
PA
USD
34386584.65000000
0.265979753046
Long
DBT
CORP
US
N
2
2022-11-30
Fixed
3.05000000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHA3
19935000.00000000
PA
USD
20181485.71000000
0.156103510711
Long
DBT
NUSS
CA
N
2
2023-01-24
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAE7
85025000.00000000
PA
USD
86906732.49000000
0.672222364653
Long
DBT
CORP
FR
Y
2
2023-04-24
Fixed
3.75000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGK9
42567000.00000000
PA
USD
42649322.45000000
0.329891914777
Long
DBT
CORP
US
N
2
2023-04-24
Variable
2.88100080
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAJ7
89854000.00000000
PA
USD
89101458.37000000
0.689198538748
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAJ7
2461000.00000000
PA
USD
2526212.44000000
0.019540218017
Long
DBT
CORP
US
Y
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAE5
42504000.00000000
PA
USD
42865446.37000000
0.331563630286
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
60687YAN9
5785000.00000000
PA
USD
5804861.81000000
0.044900525202
Long
DBT
CORP
JP
N
2
2022-09-11
Floating
1.08087840
N
N
N
N
N
N
Mizuho Bank Ltd.
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd.
60688QAD7
11505000.00000000
PA
USD
11625245.54000000
0.089921112239
Long
DBT
CORP
JP
Y
2
2022-10-17
Fixed
2.95000000
N
N
N
N
N
N
Westpac Securities NZ Ltd.
549300W0N3O6Q4RCKE25
Westpac Securities NZ Ltd.
96122HLR2
135600000.00000000
PA
USD
134516895.00000000
1.040486308159
Long
STIV
CORP
NZ
Y
2
2022-11-25
None
0.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAE3
38439000.00000000
PA
USD
38683251.02000000
0.299214407538
Long
DBT
CORP
CH
Y
2
2023-08-15
Variable
2.85900120
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
1360698A2
15000000.00000000
PA
USD
15056086.35000000
0.116458618091
Long
DBT
CORP
CA
N
2
2023-07-22
Variable
2.60600040
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LED7
35428000.00000000
PA
USD
35342364.86000000
0.273372699650
Long
DBT
CORP
US
Y
2
2023-05-11
Fixed
1.25000000
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2020-P1, Class A2
14687AAM0
566334.83000000
PA
USD
566260.75000000
0.004380019009
Long
ABS-O
CORP
US
N
2
2023-11-08
Fixed
0.28000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDV0
78501000.00000000
PA
USD
78544457.37000000
0.607540283138
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.62957160
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAQ0
12474000.00000000
PA
USD
12594832.15000000
0.097420851155
Long
DBT
CORP
FR
Y
2
2023-07-20
Floating
1.21399920
N
N
N
N
N
N
ONE Gas, Inc.
549300HXDWI0LATTX840
ONE Gas, Inc.
68235PAK4
23570000.00000000
PA
USD
23571021.52000000
0.182321522964
Long
DBT
CORP
US
N
2
2023-03-11
Floating
0.81087840
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2E0
13815000.00000000
PA
USD
13899132.80000000
0.107509598505
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAZ6
19854000.00000000
PA
USD
20102530.78000000
0.155492795428
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.35000000
N
N
N
N
N
N
Chevron Phillips Chemical Co. LLC
N/A
Chevron Phillips Chemical Co. LLC
166754AQ4
231000.00000000
PA
USD
235137.91000000
0.001818788456
Long
DBT
CORP
US
Y
2
2023-05-01
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
13212130.46000000
0.102195644980
Long
DBT
CORP
US
Y
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477BL6
9223000.00000000
PA
USD
9231101.85000000
0.071402444162
Long
DBT
CORP
US
N
2
2023-03-30
Variable
2.82499920
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367CKC0
32238000.00000000
PA
USD
32154231.49000000
0.248712532464
Long
STIV
CORP
CA
N
2
2022-08-19
Fixed
0.20000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust, Series 2021-2, Class A2
03066RAB1
55201163.93000000
PA
USD
55082912.00000000
0.426065556668
Long
ABS-O
CORP
US
N
2
2024-11-18
Fixed
0.26000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTM3
3898000.00000000
PA
USD
3924252.99000000
0.030354042188
Long
DBT
CORP
US
Y
2
2022-09-15
Fixed
2.37500000
N
N
N
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073EAS4
38898000.00000000
PA
USD
38582082.89000000
0.298431873463
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2L8
20078000.00000000
PA
USD
20014311.38000000
0.154810419599
Long
DBT
CORP
CA
N
2
2023-08-15
Variable
0.90000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21688AAL6
10831000.00000000
PA
USD
10967042.88000000
0.084829923836
Long
DBT
CORP
NL
N
2
2023-01-10
Fixed
2.75000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718EU9
4470000.00000000
PA
USD
4493034.31000000
0.034753557771
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
2.15000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BM0
26034000.00000000
PA
USD
26244067.04000000
0.202997492809
Long
DBT
CORP
GB
N
2
2023-11-22
Variable
3.03300000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTN1
56045000.00000000
PA
USD
56141335.19000000
0.434252445292
Long
DBT
CORP
US
Y
2
2023-01-06
Floating
0.64885680
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EUT4
5377000.00000000
PA
USD
5387235.82000000
0.041670193989
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.95000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2A1
69299000.00000000
PA
USD
69621873.74000000
0.538524223108
Long
DBT
CORP
FR
Y
2
2022-05-23
Fixed
2.95000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAB9
6937000.00000000
PA
USD
6955482.18000000
0.053800557728
Long
DBT
CORP
CH
Y
2
2023-05-23
Floating
1.69957080
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAL6
17400000.00000000
PA
USD
17910407.08000000
0.138536749159
Long
DBT
CORP
FR
Y
2
2023-09-14
Fixed
4.25000000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876BCE9
10000000.00000000
PA
USD
9999611.10000000
0.077346852501
Long
STIV
CORP
US
Y
2
2022-03-14
None
0.00000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159TE6
2425000.00000000
PA
USD
2432128.51000000
0.018812480130
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
1.95000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust, Series 2021-P3, Class A2
14687JAD1
39250903.57000000
PA
USD
38921663.07000000
0.301058521423
Long
ABS-O
CORP
US
N
2
2025-01-10
Fixed
0.38000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YBM0
59087000.00000000
PA
USD
59451304.44000000
0.459855011313
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2019-2, Class A3
02008QAC4
952418.45000000
PA
USD
956394.42000000
0.007397697510
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
2.23000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGQ6
24487000.00000000
PA
USD
24613599.75000000
0.190385851044
Long
DBT
CORP
US
N
2
2023-07-21
Variable
2.81599920
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAJ4
8348000.00000000
PA
USD
8383235.57000000
0.064844210302
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.05000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHC6
55933000.00000000
PA
USD
56430097.27000000
0.436486015957
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.00399840
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAH1
13621000.00000000
PA
USD
13746231.07000000
0.106326905755
Long
DBT
CORP
AU
Y
2
2023-11-28
Variable
3.18899880
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAD5
470000.00000000
PA
USD
471495.25000000
0.003647009187
Long
DBT
CORP
CH
Y
2
2023-08-15
Floating
1.45643040
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance Standard Life Global Funding II
75951AAK4
18876000.00000000
PA
USD
18979169.42000000
0.146803610964
Long
DBT
CORP
US
Y
2
2022-07-22
Fixed
2.62500000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CQ1
4828000.00000000
PA
USD
4907150.91000000
0.037956743901
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.75000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012US55
80050000.00000000
PA
USD
79853085.14000000
0.617662500702
Long
STIV
CORP
CA
N
2
2022-08-16
Fixed
0.20000000
N
N
N
N
N
N
Citigroup Global Markets Holdings, Inc.
82VOJDD5PTRDMVVMGV31
Citigroup Global Markets Holdings, Inc.
17329FXG4
66574000.00000000
PA
USD
64775120.59000000
0.501034655039
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.75000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAM3
22956000.00000000
PA
USD
22973638.47000000
0.177700773398
Long
DBT
CORP
US
N
2
2022-05-26
Floating
1.31785920
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDP5
5820000.00000000
PA
USD
5795045.00000000
0.044824592313
Long
DBT
CORP
US
Y
2
2023-05-05
Fixed
1.10000000
N
N
N
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34961ECV5
27991000.00000000
PA
USD
27981123.94000000
0.216433603722
Long
STIV
CORP
US
Y
2
2022-03-29
None
0.00000000
N
N
N
N
N
N
AIG Global Funding
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAM0
8857000.00000000
PA
USD
8746609.45000000
0.067654902200
Long
DBT
CORP
US
Y
2
2023-07-07
Fixed
0.80000000
N
N
N
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441CAW5
17059000.00000000
PA
USD
17151477.52000000
0.132666439589
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
3257.00000000
NC
USD
380323.28000000
0.002941795270
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 2 Year Note
2022-06-30
700585787.43000000
USD
380323.28000000
N
N
N
GM Financial Consumer Automobile Receivables Trust
N/A
GM Financial Consumer Automobile Receivables Trust, Series 2020-4, Class A2
36260KAB0
1038614.97000000
PA
USD
1038243.25000000
0.008030797069
Long
ABS-O
CORP
US
N
2
2023-11-16
Fixed
0.26000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd.
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd.
86563VAX7
25847000.00000000
PA
USD
25786066.73000000
0.199454866794
Long
DBT
CORP
JP
Y
2
2024-09-16
Floating
0.48944880
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCD5
69963000.00000000
PA
USD
70551896.06000000
0.545717932792
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2J3
25916000.00000000
PA
USD
26008124.90000000
0.201172483644
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
2.10000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
05253JAS0
1000000.00000000
PA
USD
1004093.02000000
0.007766645516
Long
DBT
CORP
AU
N
2
2022-05-19
Fixed
2.62500000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568AY6
8185000.00000000
PA
USD
8248685.52000000
0.063803467541
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550L2F7
41195000.00000000
PA
USD
40429558.59000000
0.312722072255
Long
DBT
CORP
CH
N
2
2023-08-09
Fixed
0.52000000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
44644AAH0
25063000.00000000
PA
USD
25063000.00000000
0.193861955714
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.12500000
N
N
N
N
N
N
Schlumberger Finance Canada Ltd.
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd.
80685XAB7
219000.00000000
PA
USD
221153.26000000
0.001710617384
Long
DBT
CORP
CA
Y
2
2022-11-20
Fixed
2.65000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960KNJ7
80850000.00000000
PA
USD
79970998.80000000
0.618574561219
Long
STIV
CORP
SE
Y
2
2023-01-18
None
0.00000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAL5
20980000.00000000
PA
USD
21040094.48000000
0.162744837582
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
2.65000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-2A, Class A3
30165XAC9
9006000.00000000
PA
USD
8989377.63000000
0.069532710689
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.30000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAA3
1400000.00000000
PA
USD
1402079.41000000
0.010845064696
Long
DBT
CORP
ES
N
2
2022-04-11
Floating
1.79614080
N
N
N
N
N
N
Daiwa Securities Group, Inc.
353800WRC7Y23PWFJG38
Daiwa Securities Group, Inc.
234064AB9
32531000.00000000
PA
USD
32621015.55000000
0.252323100663
Long
DBT
CORP
JP
Y
2
2022-04-19
Fixed
3.12900000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WDR9
2397000.00000000
PA
USD
2388102.36000000
0.018471938473
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
0.40000000
N
N
N
N
N
N
Suntory Holdings Ltd.
54930074QUY8RD0UZM08
Suntory Holdings Ltd.
86803UAC5
35976000.00000000
PA
USD
36033365.89000000
0.278717582987
Long
DBT
CORP
JP
Y
2
2022-06-28
Fixed
2.55000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7K4
61235000.00000000
PA
USD
61251657.14000000
0.473780714357
Long
DBT
CORP
CA
N
2
2023-10-26
Floating
0.49840560
N
N
N
N
N
N
GlaxoSmithKline Capital, Inc.
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital, Inc.
377372AH0
5968000.00000000
PA
USD
6049449.23000000
0.046792405487
Long
DBT
CORP
US
N
2
2023-03-18
Fixed
2.80000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXL3
30940000.00000000
PA
USD
30685031.81000000
0.237348293414
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.62699848
N
N
N
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214DQ3
8930000.00000000
PA
USD
8978228.16000000
0.069446469694
Long
DBT
CORP
AU
N
2
2022-06-28
Fixed
2.50000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DU5
15000000.00000000
PA
USD
15090662.85000000
0.116726066836
Long
DBT
CORP
US
Y
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAK9
90175000.00000000
PA
USD
90226487.22000000
0.697900621224
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
2.85800040
N
N
N
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
891027AQ7
5687000.00000000
PA
USD
5760221.26000000
0.044555231170
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.80000000
N
N
N
N
N
N
Macquarie Bank Ltd.
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd.
55608PBG8
114770000.00000000
PA
USD
114113093.25000000
0.882663185976
Long
DBT
CORP
AU
Y
2
2022-12-16
Fixed
0.44100000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust, Series 2021-A, Class A2
34532QAB4
16775479.18000000
PA
USD
16760612.75000000
0.129643106040
Long
ABS-O
CORP
US
N
2
2023-07-15
Fixed
0.19000000
N
N
N
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340AK8
267000.00000000
PA
USD
268422.90000000
0.002076247390
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.45000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EUG2
550000.00000000
PA
USD
551416.67000000
0.004265200257
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.73762920
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HNL5
10591000.00000000
PA
USD
10447906.16000000
0.080814408542
Long
STIV
CORP
US
Y
2
2023-01-20
None
0.00000000
N
N
N
N
N
N
Suncorp-Metway Ltd.
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd.
8672EMAG9
6710000.00000000
PA
USD
6734514.25000000
0.052091373869
Long
DBT
CORP
AU
Y
2
2022-05-04
Fixed
2.80000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TJL0
3000000.00000000
PA
USD
2998212.27000000
0.023191130124
Long
DBT
CORP
US
N
2
2022-08-15
Floating
0.20000160
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HK38
9012000.00000000
PA
USD
8947193.46000000
0.069206416722
Long
STIV
CORP
US
Y
2
2022-10-03
None
0.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BL7
115515000.00000000
PA
USD
116235558.31000000
0.899080423635
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62300000
N
N
N
N
N
N
BNZ International Funding Ltd.
549300HVMZ89HDMELW08
BNZ International Funding Ltd.
05579HAH5
33987000.00000000
PA
USD
34304264.57000000
0.265343008374
Long
DBT
CORP
NZ
Y
2
2022-11-03
Fixed
2.65000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
0255E3C14
2000000.00000000
PA
USD
1999987.72000000
0.015469877141
Long
STIV
CORP
US
Y
2
2022-03-01
None
0.00000000
N
N
N
N
N
N
Mitsubishi HC Capital America, Inc.
SAG6K2J487EOB0C5BI47
Mitsubishi HC Capital America, Inc.
60678NCM4
6057000.00000000
PA
USD
6055622.03000000
0.046840152009
Long
STIV
CORP
US
N
2
2022-03-21
None
0.00000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LM1
91835000.00000000
PA
USD
92338074.89000000
0.714233722424
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.87600040
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89355QFD3
39600000.00000000
PA
USD
39505174.63000000
0.305571975207
Long
STIV
CORP
CA
Y
2
2022-06-13
None
0.00000000
N
N
N
N
N
N
Canadian Imperial Holdings, Inc.
5493004RKKFE3DO79Y41
Canadian Imperial Holdings, Inc.
13609CLH2
29000000.00000000
PA
USD
28780924.43000000
0.222620049366
Long
STIV
CORP
US
Y
2
2022-11-17
None
0.00000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696AE6
5688000.00000000
PA
USD
5740824.51000000
0.044405197579
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.12500000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAZ6
4812000.00000000
PA
USD
4856984.69000000
0.037568708888
Long
DBT
CORP
FI
Y
2
2023-08-30
Floating
1.44785880
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06369MN58
17100000.00000000
PA
USD
16938172.27000000
0.131016526453
Long
STIV
CORP
CA
N
2
2023-01-05
None
0.00000000
N
N
N
N
N
N
NTT Finance Corp.
3538007PR116187GD960
NTT Finance Corp.
62954WAA3
28846000.00000000
PA
USD
28538364.33000000
0.220743850373
Long
DBT
CORP
JP
Y
2
2023-03-03
Fixed
0.37300000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust, Series 2021-2, Class A2
262104AB8
33359107.92000000
PA
USD
33299518.55000000
0.257571311912
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
0.36000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236THV0
23375000.00000000
PA
USD
23388226.98000000
0.180907609745
Long
DBT
CORP
US
N
2
2024-01-11
Floating
0.37848960
N
N
N
N
N
N
Lloyds Bank Corporate Markets plc
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets plc
53947CM39
5253000.00000000
PA
USD
5241361.09000000
0.040541854986
Long
STIV
CORP
GB
N
2
2022-08-03
Fixed
0.22000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7D0
3650000.00000000
PA
USD
3668078.38000000
0.028372535149
Long
DBT
CORP
CA
N
2
2023-01-17
Fixed
1.95000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust, Series 2019-1, Class A4
02004WAD3
1788000.00000000
PA
USD
1806384.04000000
0.013972355375
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
3.02000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust, Series 2021-A, Class A2
58770GAB6
8981758.03000000
PA
USD
8977703.66000000
0.069442412694
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
0.18000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust, Series 2019-A, Class A3
34533FAD3
658087.40000000
PA
USD
660235.07000000
0.005106909065
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.78000000
N
N
N
N
N
N
Hyundai Capital Services, Inc.
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc.
44920UAK4
300000.00000000
PA
USD
301650.00000000
0.002333258546
Long
DBT
CORP
KR
Y
2
2022-08-29
Fixed
3.00000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AY5
6262000.00000000
PA
USD
6265283.17000000
0.048461878005
Long
DBT
CORP
US
N
2
2022-05-07
Fixed
1.30000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2022-1, Class A2
05601XAB5
14624000.00000000
PA
USD
14565069.67000000
0.112660610914
Long
ABS-O
CORP
US
N
2
2024-05-28
Fixed
0.67000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFC9
3008000.00000000
PA
USD
3009267.18000000
0.023276639699
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CD4
334000.00000000
PA
USD
334008.30000000
0.002583549545
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.25000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HNQ4
32759000.00000000
PA
USD
32308263.35000000
0.249903966755
Long
STIV
CORP
US
Y
2
2023-01-24
None
0.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
47200000.00000000
PA
USD
46383962.03000000
0.358779299881
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.70099920
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG
22550UAB7
24506000.00000000
PA
USD
24478493.73000000
0.189340807862
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
0.43914960
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust, Series 2021-3A, Class A3
30166AAC8
20201000.00000000
PA
USD
20098300.14000000
0.155460071487
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.35000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BF0
16196000.00000000
PA
USD
16197260.37000000
0.125285583232
Long
DBT
CORP
JP
N
2
2022-03-07
Floating
0.88763040
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367CNZ6
20500000.00000000
PA
USD
20414628.57000000
0.157906867484
Long
STIV
CORP
CA
N
2
2022-11-18
Fixed
0.40000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
903000.00000000
PA
USD
925547.91000000
0.007159100185
Long
DBT
CORP
US
Y
2
2023-05-30
Fixed
4.12500000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
581557AZ8
8100000.00000000
PA
USD
8156400.54000000
0.063089644506
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.70000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MAQ3
66905000.00000000
PA
USD
67329341.62000000
0.520791519109
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
2.78400000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
66681MCQ9
29652000.00000000
PA
USD
29644547.56000000
0.229300162241
Long
STIV
CORP
US
N
2
2022-03-24
None
0.00000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CBD5
92929000.00000000
PA
USD
92331598.49000000
0.714183627560
Long
DBT
CORP
US
Y
2
2022-12-09
Fixed
0.32700000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159SH0
25711000.00000000
PA
USD
25882046.54000000
0.200197269287
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
2.00000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp.
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PCW4
2993000.00000000
PA
USD
3017762.88000000
0.023342353820
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AC8
19252000.00000000
PA
USD
19303346.82000000
0.149311118635
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.30000000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
780097BE0
113093000.00000000
PA
USD
113475089.22000000
0.877728233695
Long
DBT
CORP
GB
N
2
2023-05-15
Variable
3.49800120
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159VM5
19996000.00000000
PA
USD
19770004.21000000
0.152920707043
Long
DBT
CORP
CA
N
2
2023-06-15
Fixed
0.80000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GXZ2
36100000.00000000
PA
USD
35628969.73000000
0.275589584326
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.67299840
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307CAG6
73760000.00000000
PA
USD
74127081.39000000
0.573371941495
Long
DBT
CORP
CA
Y
2
2022-10-07
Fixed
2.15000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JR1
6248000.00000000
PA
USD
6294741.04000000
0.048689734219
Long
DBT
CORP
AU
Y
2
2022-09-18
Fixed
2.50000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Standard Chartered Bank
85324UKE2
79915000.00000000
PA
USD
79386096.16000000
0.614050347450
Long
STIV
CORP
GB
Y
2
2022-10-14
None
0.00000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
63743HFB3
11259000.00000000
PA
USD
11278860.88000000
0.087241831721
Long
DBT
CORP
US
N
2
2023-08-07
Floating
0.44909280
N
N
N
N
N
N
Niagara Mohawk Power Corp.
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp.
65364UAB2
9994000.00000000
PA
USD
10087302.29000000
0.078025142633
Long
DBT
CORP
US
Y
2
2022-11-28
Fixed
2.72100000
N
N
N
N
N
N
Natixis SA
2549003L5ZG5M2ZSE107
Natixis SA
63873QRY2
95602000.00000000
PA
USD
95126855.19000000
0.735804899179
Long
STIV
CORP
FR
N
2
2023-01-04
Fixed
0.62000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust, Series 2021-4, Class A2A
14317JAB3
13918486.97000000
PA
USD
13851746.43000000
0.107143065594
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.24000000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159JG2
3172000.00000000
PA
USD
3172857.49000000
0.024542008467
Long
DBT
CORP
CA
N
2
2022-03-07
Fixed
2.70000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
8085A3H99
73591000.00000000
PA
USD
73337331.82000000
0.567263239577
Long
STIV
CORP
US
Y
2
2022-08-09
None
0.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAG7
1733000.00000000
PA
USD
1749251.26000000
0.013530434118
Long
DBT
NUSS
NO
N
2
2023-01-17
Fixed
2.45000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust, Series 2021-A, Class A3
44891TAC0
852000.00000000
PA
USD
847206.90000000
0.006553133564
Long
ABS-O
CORP
US
Y
2
2024-01-16
Fixed
0.33000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AZ5
14940000.00000000
PA
USD
15027853.47000000
0.116240237157
Long
DBT
CORP
US
Y
2
2022-09-26
Fixed
2.70000000
N
N
N
N
N
N
Eni Finance USA, Inc.
5493004C2UY8KKD61453
Eni Finance USA, Inc.
26876BC41
29239000.00000000
PA
USD
29238675.15000000
0.226160744806
Long
STIV
CORP
US
Y
2
2022-03-04
None
0.00000000
N
N
N
N
N
N
Beam Suntory, Inc.
EWRDABCN7XBHM37LIA98
Beam Suntory, Inc.
073730AE3
8241000.00000000
PA
USD
8254995.28000000
0.063852273446
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.25000000
N
N
N
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560AU9
53345000.00000000
PA
USD
52741469.07000000
0.407954528236
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CW6
6683000.00000000
PA
USD
6751475.02000000
0.052222565189
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.25000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BW8
21143000.00000000
PA
USD
21693588.03000000
0.167799601084
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448CG1
2744000.00000000
PA
USD
2784714.54000000
0.021539728158
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.75000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust, Series 2021-2, Class A2
09690AAB9
38334291.10000000
PA
USD
38213783.42000000
0.295583082195
Long
ABS-O
CORP
US
N
2
2023-11-27
Fixed
0.19000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAH0
58202000.00000000
PA
USD
58195513.97000000
0.450141489528
Long
DBT
CORP
US
Y
2
2023-04-06
Floating
0.43808760
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
112339000.00000000
PA
USD
111028275.73000000
0.858802165449
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.52899840
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BV1
43385000.00000000
PA
USD
43183512.25000000
0.334023865435
Long
DBT
CORP
GB
Y
2
2023-10-14
Variable
1.31900040
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBD6
13243000.00000000
PA
USD
13229743.76000000
0.102331883610
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
0.45000000
N
N
N
N
N
N
Southern Natural Gas Co. LLC
N/A
Southern Natural Gas Co. LLC
84346LAC4
4967000.00000000
PA
USD
4891921.56000000
0.037838945091
Long
DBT
CORP
US
Y
2
2023-04-28
Fixed
0.62500000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YCT4
3962000.00000000
PA
USD
3988388.58000000
0.030850130082
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172CD9
4975000.00000000
PA
USD
5013095.57000000
0.038776224370
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
2.50000000
N
N
N
N
N
N
2022-03-30
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer