0001752724-20-130598.txt : 20200626
0001752724-20-130598.hdr.sgml : 20200626
20200626150736
ACCESSION NUMBER: 0001752724-20-130598
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200626
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22649
FILM NUMBER: 20993633
BUSINESS ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: (415) 670-2000
MAIL ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
0001524513
S000040474
iShares Ultra Short-Term Bond ETF
C000125661
iShares Ultra Short-Term Bond ETF
ICSH
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001524513
XXXXXXXX
S000040474
C000125661
iShares U.S. ETF Trust
811-22649
0001524513
5493002YECWEEITPWL97
400 HOWARD STREET
SAN FRANCISCO
94105
800-474-2737
iShares Ultra Short-Term Bond ETF
S000040474
549300JE6SRZTXKUCU42
2020-10-31
2020-04-30
N
2667807369.27
1782669.18
2666024700.09
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
35995216.68000000
USD
N
NBCUNIVERSAL ENTERPRISE
51M0QTTNCGUN7KFCFZ59
NBCUniversal Enterprise Inc
63946CAG3
5000000.00000000
PA
USD
5000403.00000000
0.187560265283
Long
DBT
CORP
US
N
2
2021-04-01
Floating
1.83000000
N
N
N
N
N
N
NUTRIEN LTD
N/A
NUTRIEN LTD
67077UED8
4000000.00000000
PA
USD
3998772.24000000
0.149990067228
Long
STIV
CORP
CA
N
2
2020-05-13
None
0.00000000
N
N
N
N
N
N
STANDARD CHRTRD BNKN
RILFO74KP1CM8P6PCT96
STANDARD CHRTRD BNKN
85325V2B5
15000000.00000000
PA
USD
15000790.05000000
0.562665081441
Long
STIV
CORP
US
N
2
2020-05-01
Fixed
1.99000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBC7
8400000.00000000
PA
USD
8480147.17000000
0.318082093152
Long
DBT
CORP
AU
N
2
2022-10-17
Fixed
2.10000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDD6
1925000.00000000
PA
USD
2005100.27000000
0.075209365837
Long
DBT
CORP
NL
N
2
2022-02-08
Fixed
3.88000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAQ3
1795000.00000000
PA
USD
1806568.51000000
0.067762632129
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
3.34000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBE9
9000000.00000000
PA
USD
8980994.34000000
0.336868384591
Long
DBT
CORP
US
N
2
2020-09-28
Floating
1.82000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159KU9
1000000.00000000
PA
USD
996496.67000000
0.037377623319
Long
DBT
CORP
CA
N
2
2021-01-08
Floating
1.64000000
N
N
N
N
N
N
LLOYDS BANK CORP MKTS/NY
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets PLC/New York NY
53947BAC4
2800000.00000000
PA
USD
2800001.40000000
0.105025336033
Long
DBT
CORP
GB
N
2
2020-09-24
Floating
1.70000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622AT1
2000000.00000000
PA
USD
2074734.66000000
0.077821284248
Long
DBT
CORP
JP
N
2
2022-01-12
Fixed
3.95000000
N
N
N
N
N
N
ABN AMRO BANK NV
N/A
ABN AMRO BANK NV 05/20 1.85
000000000
13000000.00000000
PA
USD
13005434.13000000
0.487821216718
Long
DBT
CORP
NL
N
2
2020-05-11
Fixed
1.85000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAF9
2000000.00000000
PA
USD
2008722.94000000
0.075345248674
Long
DBT
CORP
FR
N
2
2020-09-16
Fixed
2.63000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKC2
4186000.00000000
PA
USD
4164534.23000000
0.156207638656
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.25000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAL2
3000000.00000000
PA
USD
2961066.36000000
0.111066726422
Long
DBT
CORP
SE
N
2
2022-12-12
Floating
1.43000000
N
N
N
N
N
N
OVERSEA CHINESE BANKING
N/A
OVERSEA CHINESE BANKING
69033MLH8
12000000.00000000
PA
USD
12041692.08000000
0.451672187417
Long
STIV
CORP
GB
N
2
2020-08-04
Fixed
1.87000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBE2
10890000.00000000
PA
USD
10958894.39000000
0.411057496565
Long
DBT
CORP
GB
N
2
2023-01-27
Fixed
2.00000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069XY2
1680000.00000000
PA
USD
1701053.19000000
0.063804854844
Long
DBT
CORP
CA
N
2
2021-02-02
Fixed
2.70000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUS
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/Houston
06417MCN3
8000000.00000000
PA
USD
7992462.24000000
0.299789504565
Long
STIV
CORP
CA
N
2
2020-10-23
Variable
0.49000000
N
N
N
N
N
N
WELLS FARGO SECURITIES LLC
VYVVCKR63DVZZN70PB21
TRI PARTY The Bank of New York Mellon
000000000
15000000.00000000
PA
USD
15000000.00000000
0.562635447432
Long
RA
CORP
US
N
2
Repurchase
Y
1.65000000
2020-07-01
16359969.00000000
USD
16989696.36000000
USD
ACMO
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAJ1
3000000.00000000
PA
USD
3022878.54000000
0.113385241325
Long
DBT
CORP
SE
N
2
2020-10-01
Fixed
2.40000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAF9
4080000.00000000
PA
USD
4126150.06000000
0.154767885678
Long
DBT
CORP
NL
N
2
2021-01-19
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JB32
5000000.00000000
PA
USD
5009100.00000000
0.187886481315
Long
DBT
CORP
US
N
2
2020-06-16
Fixed
2.80000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BF5
12000000.00000000
PA
USD
12070919.76000000
0.452768489338
Long
DBT
CORP
US
N
2
2020-11-23
Fixed
2.50000000
N
N
N
N
N
N
COMPASS GROUP PLC
N/A
COMPASS GROUP PLC
20453PGX6
13900000.00000000
PA
USD
13885435.85000000
0.520829227483
Long
STIV
CORP
US
N
2
2020-07-31
None
0.00000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
40435RGR6
9000000.00000000
PA
USD
8980373.97000000
0.336845115114
Long
STIV
CORP
US
N
2
2021-02-04
Floating
0.67000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RP34
680000.00000000
PA
USD
675722.30000000
0.025345687906
Long
DBT
CORP
US
N
2
2021-05-10
Floating
1.99000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWG5
21300000.00000000
PA
USD
21342873.49000000
0.800550478368
Long
DBT
CORP
US
N
2
2020-12-27
Fixed
2.60000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DG6
9325000.00000000
PA
USD
9325000.00000000
0.349771703153
Long
DBT
CORP
US
N
2
2020-05-04
Fixed
3.10000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XRJ9
2000000.00000000
PA
USD
1997389.16000000
0.074920129582
Long
DBT
CORP
CA
N
2
2020-07-22
Floating
1.40000000
N
N
N
N
N
N
MUFG BANK LTD/NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
55379WU20
3000000.00000000
PA
USD
2989278.51000000
0.112124936798
Long
DBT
CORP
JP
N
2
2021-07-16
Floating
1.68000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBS1
7565000.00000000
PA
USD
7739127.01000000
0.290287145866
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
2260000.00000000
PA
USD
2334679.30000000
0.087571555504
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
GLAXOSMITHKLINE LLC
549300Y2PZWSSLJYI255
GLAXOSMITHKLINE LLC
37737PJ15
9850000.00000000
PA
USD
9818006.12000000
0.368263884414
Long
STIV
CORP
US
N
2
2020-09-01
None
0.00000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RP26
915000.00000000
PA
USD
936076.30000000
0.035111313858
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
3.10000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22549LV36
5000000.00000000
PA
USD
5000981.85000000
0.187581977384
Long
STIV
CORP
CH
N
2
2020-12-30
Variable
1.60000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAB2
3000000.00000000
PA
USD
3018695.40000000
0.113228335802
Long
DBT
CORP
FR
N
2
2021-09-27
Fixed
1.75000000
N
N
N
N
N
N
Toyota Industries Corp
35380000WKGEAHEMW830
Toyota Industries Corp
892330AD3
1000000.00000000
PA
USD
1018319.63000000
0.038196181376
Long
DBT
CORP
JP
N
2
2022-03-12
Fixed
3.11000000
N
N
N
N
N
N
MUFG BANK LTD
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd
064255BG6
1400000.00000000
PA
USD
1421384.48000000
0.053314752858
Long
DBT
CORP
JP
N
2
2021-09-08
Fixed
2.85000000
N
N
N
N
N
N
NISSAN MTR ACCP CP
7D6DIU2QXTUJRFNNJA49
NISSAN MTR ACCP CP
65475LG14
6950000.00000000
PA
USD
6914845.72000000
0.259369154373
Long
STIV
CORP
US
N
2
2020-07-01
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAD9
6794000.00000000
PA
USD
6757906.88000000
0.253482530742
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
3.00000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAB8
2000000.00000000
PA
USD
1994890.60000000
0.074826411020
Long
DBT
CORP
SG
N
2
2021-04-23
Floating
1.52000000
N
N
N
N
N
N
VERIZON COMMNTN INC
N/A
VERIZON COMMNTN INC
92344LFP5
9000000.00000000
PA
USD
8980965.00000000
0.336867284076
Long
STIV
CORP
US
N
2
2020-06-23
None
0.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367T4W7
2020000.00000000
PA
USD
2062110.41000000
0.077347760878
Long
DBT
CORP
CA
N
2
2021-04-13
Fixed
3.10000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
40433FQQ5
5000000.00000000
PA
USD
4993268.95000000
0.187292673988
Long
STIV
CORP
GB
N
2
2020-12-30
Floating
0.69000000
N
N
N
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971RFS8
6000000.00000000
PA
USD
5997150.00000000
0.224947278237
Long
STIV
CORP
ES
N
2
2020-06-26
None
0.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254AAR9
5000000.00000000
PA
USD
5048032.45000000
0.189346799743
Long
DBT
CORP
AU
N
2
2021-07-12
Fixed
1.88000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468H5
5000000.00000000
PA
USD
4895211.05000000
0.183614617292
Long
DBT
CORP
US
N
2
2022-06-10
Floating
0.93000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FG6
4320000.00000000
PA
USD
4296248.25000000
0.161148103761
Long
DBT
CORP
US
N
2
2021-09-01
Floating
1.83000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA/New York NY
40054PEG6
4000000.00000000
PA
USD
3989569.52000000
0.149644882129
Long
DBT
CORP
US
N
2
2021-02-26
Floating
0.77000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AN4
12100000.00000000
PA
USD
12127962.25000000
0.454908097797
Long
DBT
CORP
FR
N
2
2020-10-13
Fixed
2.35000000
N
N
N
N
N
N
Nordea Bank Abp
6SCPQ280AIY8EP3XFW53
Nordea Bank Abp
65557CAW3
2000000.00000000
PA
USD
2001889.36000000
0.075088927718
Long
DBT
CORP
FI
N
2
2020-05-29
Floating
2.08000000
N
N
N
N
N
N
BANK OF MONTREAL CHICAGO
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal/Chicago IL
06367BFH7
7700000.00000000
PA
USD
7691115.74000000
0.288486289708
Long
DBT
CORP
CA
N
2
2021-02-12
Floating
1.93000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
7560000.00000000
PA
USD
7295400.00000000
0.273643376213
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.38000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740BC2
750000.00000000
PA
USD
733557.92000000
0.027515045902
Long
DBT
CORP
US
N
2
2020-09-28
Floating
1.76000000
N
N
N
N
N
N
MITSUBISHI UFJ TR & BANK
JBONEPAGQXF4QP29B387
Mitsubishi UFJ Trust & Banking Corp
60682VAD2
8500000.00000000
PA
USD
8553742.95000000
0.320842599459
Long
DBT
CORP
JP
N
2
2020-10-19
Fixed
2.65000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGM6
1000000.00000000
PA
USD
1003474.70000000
0.037639362454
Long
DBT
CORP
US
N
2
2020-07-22
Fixed
2.60000000
N
N
N
N
N
N
NATIONAL GRID USA
N/A
NATIONAL GRID USA
6362P2ET9
10000000.00000000
PA
USD
9990100.00000000
0.374718958892
Long
STIV
CORP
US
N
2
2020-05-27
None
0.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2G9
2000000.00000000
PA
USD
2012520.84000000
0.075487704218
Long
DBT
CORP
CA
N
2
2020-11-02
Fixed
2.20000000
N
N
N
N
N
N
BRITISH AEROSPACE PUB LTD CO
N/A
BRITISH AEROSPACE PUB LTD CO
1104A2FB4
17100000.00000000
PA
USD
17072668.56000000
0.640379234274
Long
STIV
CORP
US
N
2
2020-06-11
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565BGM7
8200000.00000000
PA
USD
8202140.69000000
0.307654339801
Long
STIV
CORP
JP
N
2
2020-06-18
Floating
1.30000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAS2
4000000.00000000
PA
USD
4057546.64000000
0.152194637951
Long
DBT
CORP
FI
N
2
2021-05-27
Fixed
2.25000000
N
N
N
N
N
N
LLOYDS BANK CORP MKTS/NY
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets PLC/New York NY
53947BBD1
7000000.00000000
PA
USD
6991140.73000000
0.262230906178
Long
DBT
CORP
GB
N
2
2021-04-26
Floating
1.51000000
N
N
N
N
N
N
SUNCOR ENERGY INC
N/A
SUNCOR ENERGY INC
86723AE40
4000000.00000000
PA
USD
3999644.44000000
0.150022782604
Long
STIV
CORP
US
N
2
2020-05-04
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA/New York NY
40054PED3
2750000.00000000
PA
USD
2745984.97000000
0.102999232149
Long
DBT
CORP
US
N
2
2020-06-29
Variable
0.26000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAA0
3571000.00000000
PA
USD
3704755.48000000
0.138961783807
Long
DBT
CORP
FR
N
2
2021-04-15
Fixed
5.20000000
N
N
N
N
N
N
NATIXIS NY BRANCH
KX1WK48MPD4Y2NCUIZ63
Natixis SA/New York NY
63873NZ38
3000000.00000000
PA
USD
2999628.09000000
0.112513139503
Long
STIV
CORP
FR
N
2
2020-06-05
Variable
0.31000000
N
N
N
N
N
N
TRUIST BANK
IYDOJBGJWY9T8XKCSX06
Truist Bank
86787EBA4
5000000.00000000
PA
USD
5053113.65000000
0.189537390626
Long
DBT
CORP
US
N
2
2021-10-26
Fixed
3.53000000
N
N
N
N
N
N
SUMITOMO MITSUI TRUST NY
N/A
SUMITOMO MITSUI TRUST NY
86564GBE0
10000000.00000000
PA
USD
10012447.60000000
0.375557195687
Long
STIV
CORP
JP
N
2
2020-07-21
Fixed
0.90000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254ABC1
4460000.00000000
PA
USD
4524338.18000000
0.169703535749
Long
DBT
CORP
AU
N
2
2022-12-13
Fixed
1.88000000
N
N
N
N
N
N
SUNCOR ENERGY INC
N/A
SUNCOR ENERGY INC
86723AF31
6000000.00000000
PA
USD
5991823.02000000
0.224747468386
Long
STIV
CORP
US
N
2
2020-06-03
None
0.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BQ1
7563000.00000000
PA
USD
7562511.66000000
0.283662475435
Long
DBT
CORP
GB
N
2
2021-05-18
Floating
2.29000000
N
N
N
N
N
N
SUNCORP GROUP LTD
JEBU6C6ITPD2YZ9N7F22
SUNCORP GROUP LTD
8672E2F94
7000000.00000000
PA
USD
6996398.92000000
0.262428135784
Long
STIV
CORP
US
N
2
2020-06-09
None
0.00000000
N
N
N
N
N
N
SVENSKA HANDLSBNKN A
N/A
SVENSKA HANDLSBNKN A
86960JKG9
4000000.00000000
PA
USD
3990517.24000000
0.149680430187
Long
STIV
CORP
SE
N
2
2020-10-16
None
0.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAR9
7300000.00000000
PA
USD
7131892.32000000
0.267510361766
Long
DBT
CORP
FR
N
2
2022-02-17
Floating
0.90000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAA7
4010000.00000000
PA
USD
4112905.02000000
0.154271077078
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.70000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254AAV0
5000000.00000000
PA
USD
5003241.70000000
0.187666742166
Long
DBT
CORP
AU
N
2
2020-05-22
Fixed
2.13000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBG3
13000000.00000000
PA
USD
13166984.22000000
0.493880803863
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
2.15000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2W8
3810000.00000000
PA
USD
3876806.14000000
0.145415237145
Long
DBT
CORP
US
N
2
2021-05-17
Fixed
2.65000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959REM8
10000000.00000000
PA
USD
9985322.70000000
0.374539767004
Long
STIV
CORP
SE
N
2
2021-01-04
Variable
0.58000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAV7
2000000.00000000
PA
USD
1965856.86000000
0.073737383600
Long
DBT
CORP
US
N
2
2021-04-12
Floating
1.72000000
N
N
N
N
N
N
SUMITOMO MITSUI TRUST NY
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Limited/ New York
86564FWT6
6000000.00000000
PA
USD
6000005.16000000
0.225054372519
Long
STIV
CORP
JP
N
2
2020-05-18
Floating
1.89000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22546QAF4
5020000.00000000
PA
USD
5060180.83000000
0.189802473691
Long
DBT
CORP
CH
N
2
2020-08-05
Fixed
4.38000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5U7
2000000.00000000
PA
USD
1987940.00000000
0.074565700757
Long
DBT
CORP
US
N
2
2021-10-22
Floating
1.61000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGS2
7287000.00000000
PA
USD
7297262.21000000
0.273713225903
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
2.33000000
N
N
N
N
N
N
BANK OF MONTREAL-
N/A
BANK OF MONTREAL-
06367BMF3
15000000.00000000
PA
USD
15075302.85000000
0.565459984278
Long
STIV
CORP
CA
N
2
2021-01-11
Fixed
1.25000000
N
N
N
N
N
N
COCA-COLA COMPANY
N/A
COCA-COLA COMPANY
19121AJQ5
3000000.00000000
PA
USD
2996447.49000000
0.112393838282
Long
STIV
CORP
US
N
2
2020-09-24
None
0.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XJG4
2000000.00000000
PA
USD
2000157.14000000
0.075023953826
Long
STIV
CORP
FR
N
2
2020-05-11
Floating
2.12000000
N
N
N
N
N
N
AMERICAN ELEC PWR INC
N/A
AMERICAN ELEC PWR INC
0255E2EV8
7000000.00000000
PA
USD
6992066.06000000
0.262265614409
Long
STIV
CORP
US
N
2
2020-05-29
None
0.00000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330NAR6
7600000.00000000
PA
USD
7600000.00000000
0.285068626698
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
2.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8F1
10000000.00000000
PA
USD
10100263.40000000
0.378851081149
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
2.88000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBE8
1351000.00000000
PA
USD
1354246.48000000
0.050796471613
Long
DBT
CORP
NZ
N
2
2020-07-17
Fixed
2.20000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DC5
3000000.00000000
PA
USD
2929560.00000000
0.109884953425
Long
DBT
CORP
US
N
2
2021-02-22
Floating
2.13000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159GW0
6000000.00000000
PA
USD
6049300.50000000
0.226903392897
Long
DBT
CORP
CA
N
2
2020-10-21
Fixed
2.35000000
N
N
N
N
N
N
BARTON CAPITAL CORP.
N/A
BARTON CAPITAL CORP.
06945LG28
24000000.00000000
PA
USD
23979756.00000000
0.899457383091
Long
STIV
CORP
US
N
2
2020-07-02
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAN8
3000000.00000000
PA
USD
3000000.00000000
0.112527089486
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
3.05000000
N
N
N
N
N
N
CREDIT IND ET CM NY
N/A
CREDIT IND ET CM NY
22536UZT0
8000000.00000000
PA
USD
8014521.68000000
0.300616932758
Long
STIV
CORP
FR
N
2
2021-01-21
Fixed
0.90000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
539473AH1
3500000.00000000
PA
USD
3619643.23000000
0.135769305883
Long
DBT
CORP
GB
N
2
2021-01-21
Fixed
6.38000000
N
N
N
N
N
N
TORONTO-DOMINION
N/A
TORONTO-DOMINION
89114NJX4
10000000.00000000
PA
USD
10045048.70000000
0.376780031320
Long
STIV
CORP
CA
N
2
2021-04-14
Fixed
1.13000000
N
N
N
N
N
N
DUKE ENERGY CORP
N/A
DUKE ENERGY CORP
26244HFH1
5000000.00000000
PA
USD
4990533.35000000
0.187190064286
Long
STIV
CORP
US
N
2
2020-06-17
None
0.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BC1
12500000.00000000
PA
USD
12564993.38000000
0.471300711489
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
2.88000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
Bank of New York Mellon/The
06405LAB7
12000000.00000000
PA
USD
11934235.08000000
0.447641579599
Long
DBT
CORP
US
N
2
2021-06-04
Floating
1.53000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2U2
9000000.00000000
PA
USD
8999672.76000000
0.337568994004
Long
DBT
CORP
US
N
2
2020-08-26
Floating
1.90000000
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RNW7
4550000.00000000
PA
USD
4534351.73000000
0.170079134294
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
2.15000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XNT1
7000000.00000000
PA
USD
6950919.50000000
0.260722246863
Long
DBT
CORP
FR
N
2
2021-07-15
Floating
1.43000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CB3
3200000.00000000
PA
USD
3235270.75000000
0.121351867066
Long
DBT
CORP
US
N
2
2021-02-22
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCV1
2000000.00000000
PA
USD
2001116.00000000
0.075059919734
Long
DBT
CORP
US
N
2
2020-10-01
Floating
1.76000000
N
N
N
N
N
N
ING (US) FUNDING LLC
N/A
ING US Funding LLC
44988KHK8
5000000.00000000
PA
USD
4996313.20000000
0.187406860852
Long
STIV
CORP
US
N
2
2020-09-14
Floating
0.89000000
N
N
N
N
N
N
AIRBUS GROUP FINANCE
N/A
AIRBUS GROUP FINANCE
00927WEN5
20000000.00000000
PA
USD
19997971.20000000
0.750104498256
Long
STIV
CORP
NL
N
2
2020-05-22
None
0.00000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAK3
14385000.00000000
PA
USD
14427853.49000000
0.541174786922
Long
DBT
CORP
FR
N
2
2020-07-20
Fixed
2.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RT0
5000000.00000000
PA
USD
5013755.75000000
0.188061113981
Long
DBT
CORP
US
N
2
2021-03-04
Floating
2.59000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFT1
6000000.00000000
PA
USD
6040839.96000000
0.226586046250
Long
DBT
CORP
US
N
2
2020-10-19
Fixed
2.63000000
N
N
N
N
N
N
Suncorp-Metway Ltd
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd
8672EMAH7
1250000.00000000
PA
USD
1255667.84000000
0.047098882465
Long
DBT
CORP
AU
N
2
2020-11-09
Fixed
2.38000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RN85
580000.00000000
PA
USD
583639.01000000
0.021891733035
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
2.05000000
N
N
N
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2018-C Owner Trust
89231AAB7
653511.27000000
PA
USD
655079.30000000
0.024571389003
Long
ABS-O
CORP
US
N
2
2021-08-16
Fixed
2.77000000
N
N
N
N
N
N
VERSAILLES CDS LLC
N/A
VERSAILLES CDS LLC
92512LHK0
10000000.00000000
PA
USD
9981345.80000000
0.374390597343
Long
STIV
CORP
US
N
2
2020-08-19
None
0.00000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUN7
3000000.00000000
PA
USD
2998741.17000000
0.112479871994
Long
DBT
CORP
US
N
2
2020-07-10
Floating
1.73000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XPE2
6500000.00000000
PA
USD
6317666.62000000
0.236969545698
Long
DBT
CORP
FR
N
2
2021-11-15
Floating
0.94000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22532LAS3
4000000.00000000
PA
USD
4000814.60000000
0.150066674170
Long
DBT
CORP
FR
N
2
2021-07-01
Floating
2.61000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAG7
5460000.00000000
PA
USD
5500677.00000000
0.206325057671
Long
DBT
CORP
FR
N
2
2021-04-08
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA/New York NY
38148PP84
445000.00000000
PA
USD
445841.65000000
0.016723087748
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
3.20000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAD2
5000000.00000000
PA
USD
4914852.95000000
0.184351365905
Long
DBT
CORP
NO
N
2
2022-12-02
Floating
2.20000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBT5
9000000.00000000
PA
USD
8951573.25000000
0.335764828048
Long
DBT
CORP
US
N
2
2021-05-21
Floating
2.05000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AW2
3870000.00000000
PA
USD
3759553.68000000
0.141017211126
Long
DBT
CORP
US
N
2
2021-09-24
Floating
2.06000000
N
N
N
N
N
N
CREDIT SUISSE NY
N/A
CREDIT SUISSE NY
22549LU29
3000000.00000000
PA
USD
3024175.20000000
0.113433877784
Long
STIV
CORP
CH
N
2
2020-11-20
Fixed
1.97000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAV0
2000000.00000000
PA
USD
2025075.72000000
0.075958625587
Long
DBT
CORP
US
N
2
2022-02-19
Fixed
3.17000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159LH7
2000000.00000000
PA
USD
1995342.22000000
0.074843350848
Long
DBT
CORP
CA
N
2
2021-04-20
Floating
1.58000000
N
N
N
N
N
N
AT&T INC
N/A
AT&T INC
0020A2H47
6730000.00000000
PA
USD
6703331.23000000
0.251435451058
Long
STIV
CORP
US
N
2
2020-08-04
None
0.00000000
N
N
N
N
N
N
SUNCOR ENERGY INC
N/A
SUNCOR ENERGY INC
86723AEB4
3200000.00000000
PA
USD
3199217.79000000
0.119999555513
Long
STIV
CORP
US
N
2
2020-05-11
None
0.00000000
N
N
N
N
N
N
NORDEA BANK AB NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65590AZA7
4000000.00000000
PA
USD
3999997.96000000
0.150036042796
Long
DBT
CORP
FI
N
2
2020-07-10
Floating
1.60000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAJ0
5815000.00000000
PA
USD
5817490.91000000
0.218208440071
Long
DBT
CORP
US
N
2
2020-05-26
Fixed
2.20000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HJZ3
5500000.00000000
PA
USD
5499518.20000000
0.206281592207
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.50000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAH4
4000000.00000000
PA
USD
4117572.96000000
0.154446166978
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAB5
15000000.00000000
PA
USD
14968970.55000000
0.561471562866
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
1.25000000
N
N
N
N
N
N
DZ BANK NY
529900HNOAA1KXQJUQ27
DZ Bank AG Deutsche Zentral-Genossenschaftsbank/New York
23328AM50
20000000.00000000
PA
USD
19647994.21000000
0.736977200899
Long
STIV
CORP
DE
N
2
2022-02-17
Floating
1.89000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAT8
4500000.00000000
PA
USD
4532313.29000000
0.170002674388
Long
DBT
CORP
AU
N
2
2020-11-09
Fixed
2.25000000
N
N
N
N
N
N
RAYTHEON COMPANY
YR6K3WJN0KKLUPZSNL57
Raytheon Co
755111BT7
4600000.00000000
PA
USD
4647085.88000000
0.174307682889
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.13000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEA0
3000000.00000000
PA
USD
3036696.90000000
0.113903554603
Long
DBT
CORP
US
N
2
2021-04-21
Fixed
2.50000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565BQ87
5000000.00000000
PA
USD
4963914.20000000
0.186191605795
Long
STIV
CORP
JP
N
2
2021-09-10
Floating
1.34000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AV1
5000000.00000000
PA
USD
5087698.70000000
0.190834642298
Long
DBT
CORP
GB
N
2
2021-03-08
Fixed
3.40000000
N
N
N
N
N
N
CREDIT INDUSTRIEL ET COM
N/A
CREDIT INDUSTRIEL ET COM 01/21 0
000000000
8000000.00000000
PA
USD
7952939.36000000
0.298307039680
Long
DBT
CORP
GB
N
2
2021-01-08
None
0.00000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBB4
4000000.00000000
PA
USD
3984800.44000000
0.149465998565
Long
DBT
CORP
NZ
N
2
2021-07-28
Floating
1.90000000
N
N
N
N
N
N
BPCE
9695005MSX1OYEMGDF46
BPCE
05571BMP5
8000000.00000000
PA
USD
7968242.00000000
0.298881026861
Long
STIV
CORP
FR
N
2
2020-12-23
None
0.00000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53944VAP4
3000000.00000000
PA
USD
3062563.53000000
0.114873786799
Long
DBT
CORP
GB
N
2
2021-05-07
Fixed
3.30000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAB7
2500000.00000000
PA
USD
2466929.40000000
0.092532128450
Long
DBT
CORP
CA
N
2
2022-11-20
Fixed
2.65000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41284VAA0
2000000.00000000
PA
USD
1999916.26000000
0.075014918651
Long
DBT
CORP
US
N
2
2020-05-21
Floating
2.20000000
N
N
N
N
N
N
MACQUARIE BANK LIMITED
4ZHCHI4KYZG2WVRT8631
MACQUARIE BANK LIMITED
55607NHJ2
10000000.00000000
PA
USD
9974093.00000000
0.374118551852
Long
STIV
CORP
US
N
2
2021-02-16
Variable
1.76000000
N
N
N
N
N
N
LLOYDS BANK CORPORATE
N/A
LLOYDS BANK CORPORATE
53947CD54
5500000.00000000
PA
USD
5536829.43000000
0.207681100246
Long
STIV
CORP
GB
N
2
2020-12-18
Fixed
2.03000000
N
N
N
N
N
N
MUFG BK LTD N Y BRH DISC COML
C3GTMMZIHMY46P4OIX74
MUFG BK LTD N Y BRH DISC COML
55379WZ41
4000000.00000000
PA
USD
4019045.16000000
0.150750484789
Long
STIV
CORP
JP
N
2
2020-08-26
Fixed
2.02000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5Z6
15000000.00000000
PA
USD
14860314.30000000
0.557395972344
Long
DBT
CORP
US
N
2
2022-09-09
Floating
1.66000000
N
N
N
N
N
N
NATIXIS NY
N/A
NATIXIS NY
63873QAT1
6000000.00000000
PA
USD
6043527.36000000
0.226686848017
Long
STIV
CORP
FR
N
2
2020-11-12
Fixed
1.93000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
N/A
HYUNDAI CAPITAL AMERICA
44890MF98
13000000.00000000
PA
USD
12979301.14000000
0.486840993617
Long
STIV
CORP
US
N
2
2020-06-09
None
0.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
TRI PARTY CITIGROUP GLOBAL
000000000
12000000.00000000
PA
USD
12000000.00000000
0.450108357945
Long
RA
CORP
US
N
2
Repurchase
Y
1.11000000
2050-12-31
11902992.00000000
USD
12600000.03000000
USD
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
893526DK6
1886000.00000000
PA
USD
1896169.10000000
0.071123463332
Long
DBT
CORP
CA
N
2
2020-10-01
Fixed
3.80000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XMR6
6000000.00000000
PA
USD
6000009.06000000
0.225054518804
Long
STIV
CORP
FR
N
2
2021-09-09
Floating
1.48000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023KAE8
3267000.00000000
PA
USD
3328256.25000000
0.124839662959
Long
DBT
CORP
SG
N
2
2022-04-16
Fixed
2.85000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDC3
5000000.00000000
PA
USD
5000115.15000000
0.187549468308
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
1.95000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AR4
6000000.00000000
PA
USD
6088685.28000000
0.228380677785
Long
DBT
CORP
SE
N
2
2021-03-15
Fixed
2.63000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DT5
2000000.00000000
PA
USD
1996560.00000000
0.074889028594
Long
DBT
CORP
AU
N
2
2021-01-12
Floating
1.66000000
N
N
N
N
N
N
NISSAN MTR ACCP CP
N/A
NISSAN MTR ACCP CP
65475LFC1
7000000.00000000
PA
USD
6975184.23000000
0.261632393344
Long
STIV
CORP
US
N
2
2020-06-12
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA/New York NY
3814267X7
4915000.00000000
PA
USD
4878505.58000000
0.182988011320
Long
DBT
CORP
US
N
2
2021-05-24
Floating
1.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
549300LQMUNTYT3DC014
Carmax Auto Owner Trust 2019-1
14315NAH3
1454650.80000000
PA
USD
1461235.57000000
0.054809528582
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
3.02000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAP8
19579000.00000000
PA
USD
19639279.24000000
0.736650310829
Long
DBT
CORP
GB
N
2
2020-11-03
Fixed
2.13000000
N
N
N
N
N
N
Suncorp-Metway Ltd
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd
8672EMAG9
895000.00000000
PA
USD
917020.20000000
0.034396538035
Long
DBT
CORP
AU
N
2
2022-05-04
Fixed
2.80000000
N
N
N
N
N
N
TELSTRA CORP LMTD
N/A
TELSTRA CORP LMTD
8796V4MM1
8140000.00000000
PA
USD
8094249.78000000
0.303607456439
Long
STIV
CORP
AU
N
2
2020-12-21
None
0.00000000
N
N
N
N
N
N
BAYERISCHE LANDESBANK NY
VDYMYTQGZZ6DU0912C88
Bayerische Landesbank/New York
0727MAX97
13800000.00000000
PA
USD
13772705.67000000
0.516600827799
Long
DBT
CORP
DE
N
2
2021-01-28
Floating
1.07000000
N
N
N
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558TSH9
6500000.00000000
PA
USD
6420490.12000000
0.240826355426
Long
DBT
CORP
FI
N
2
2022-01-07
Floating
1.65000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959RET3
7000000.00000000
PA
USD
6914513.76000000
0.259356702875
Long
DBT
CORP
SE
N
2
2022-01-06
Floating
1.63000000
N
N
N
N
N
N
BARCLAYS BANK PLC NY
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC/NY
06742TPX8
5000000.00000000
PA
USD
5002143.10000000
0.187625534745
Long
STIV
CORP
GB
N
2
2020-10-08
Floating
1.80000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XKG2
5000000.00000000
PA
USD
5114842.55000000
0.191852781777
Long
DBT
CORP
CA
N
2
2021-04-30
Fixed
3.20000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBD5
26000000.00000000
PA
USD
25692007.90000000
0.963682290682
Long
DBT
CORP
AU
N
2
2021-11-24
Floating
2.13000000
N
N
N
N
N
N
VW CR INC
N/A
VW CR INC
91842JHE2
6700000.00000000
PA
USD
6662970.98000000
0.249921577237
Long
STIV
CORP
US
N
2
2020-08-14
None
0.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBK8
5716000.00000000
PA
USD
5720844.54000000
0.214583328496
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.85000000
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAY9
2670000.00000000
PA
USD
2688353.63000000
0.100837536498
Long
DBT
CORP
GB
N
2
2023-01-13
Fixed
2.10000000
N
N
N
N
N
N
SUNCORP GROUP LTD
JEBU6C6ITPD2YZ9N7F22
SUNCORP GROUP LTD
8672E2EB0
9000000.00000000
PA
USD
8998790.04000000
0.337535884033
Long
STIV
CORP
US
N
2
2020-05-11
None
0.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEB8
2000000.00000000
PA
USD
2006914.54000000
0.075277417344
Long
DBT
CORP
US
N
2
2021-04-21
Floating
2.51000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank/Cincinnati OH
31677QBL2
1000000.00000000
PA
USD
996830.00000000
0.037390126204
Long
DBT
CORP
US
N
2
2020-10-30
Floating
1.01000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565BJU6
2000000.00000000
PA
USD
2000762.64000000
0.075046665544
Long
DBT
CORP
JP
N
2
2020-07-24
Floating
1.44000000
N
N
N
N
N
N
MUFG BK LTD N Y BRH DISC COML
N/A
MUFG BK LTD N Y BRH DISC COML
55379W5N2
8000000.00000000
PA
USD
8050418.72000000
0.301963395902
Long
STIV
CORP
JP
N
2
2020-10-15
Fixed
1.96000000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING CORP L
5493007O3QFXCPOGWK22
OVERSEA-CHINESE BANKING CORP L
69034AKK7
8000000.00000000
PA
USD
7961395.52000000
0.298624222038
Long
STIV
CORP
SG
N
2
2020-10-19
None
0.00000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674XF2
2300000.00000000
PA
USD
2302227.30000000
0.086354312468
Long
DBT
CORP
CH
N
2
2020-06-08
Fixed
2.20000000
N
N
N
N
N
N
TORONTO DOMINION BANK NY
PT3QB789TSUIDF371261
Toronto-Dominion Bank/NY
89114NK61
5000000.00000000
PA
USD
4999998.75000000
0.187545102257
Long
STIV
CORP
CA
N
2
2021-04-26
Floating
1.42000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGS8
15345000.00000000
PA
USD
15142802.62000000
0.567991835165
Long
DBT
CORP
US
N
2
2021-08-13
Floating
1.83000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EJ8
2375000.00000000
PA
USD
2426801.01000000
0.091026951472
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
2.00000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674XK1
14200000.00000000
PA
USD
14281651.85000000
0.535690905246
Long
DBT
CORP
CH
N
2
2020-12-01
Fixed
2.45000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAK4
3000000.00000000
PA
USD
3080712.33000000
0.115554530679
Long
DBT
CORP
SE
N
2
2022-03-25
Fixed
3.05000000
N
N
N
N
N
N
UBS AG STAMFORD BRAN
BFM8T61CT2L1QCEMIK50
UBS AG STAMFORD BRAN
90275DMG2
10000000.00000000
PA
USD
10005996.60000000
0.375315224936
Long
STIV
CORP
CH
N
2
2021-04-16
Fixed
1.38000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAR4
4000000.00000000
PA
USD
4018779.56000000
0.150740522391
Long
DBT
CORP
FI
N
2
2020-09-17
Fixed
2.50000000
N
N
N
N
N
N
NATIONAL AUSTRALI BANK L
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
63254GMT9
12000000.00000000
PA
USD
11994253.56000000
0.449892814556
Long
STIV
CORP
AU
N
2
2020-12-09
Floating
1.12000000
N
N
N
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
TRI PARTY MIZUHO SECURITIES US
000000000
6000000.00000000
PA
USD
6000000.00000000
0.225054178972
Long
RA
CORP
US
N
2
Repurchase
Y
0.95000000
2050-12-31
5694900.00000000
USD
6120058.18000000
USD
UST
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558TDT9
9848000.00000000
PA
USD
9839883.97000000
0.369084501342
Long
STIV
CORP
FI
N
2
2021-02-05
Floating
2.03000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565B4S7
3000000.00000000
PA
USD
3000000.75000000
0.112527117618
Long
DBT
CORP
JP
N
2
2021-10-12
Floating
1.69000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DA8
5000000.00000000
PA
USD
5051548.15000000
0.189478670239
Long
DBT
CORP
AU
N
2
2021-08-19
Fixed
2.00000000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69034CKC1
5000000.00000000
PA
USD
4996739.55000000
0.187422852827
Long
STIV
CORP
SG
N
2
2020-08-26
Floating
1.74000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAQ6
500000.00000000
PA
USD
498659.17000000
0.018704221681
Long
DBT
CORP
GB
N
2
2020-11-03
Floating
0.86000000
N
N
N
N
N
N
EATON CAPITAL UNLTD CO
N/A
EATON CAPITAL UNLTD CO
27806BE18
10500000.00000000
PA
USD
10499812.47000000
0.393837779134
Long
STIV
CORP
US
N
2
2020-05-01
None
0.00000000
N
N
N
N
N
N
SKANDIN ENS BANKEN
F3JS33DEI6XQ4ZBPTN86
SKANDIN ENS BANKEN
83050PEY1
6000000.00000000
PA
USD
6040265.04000000
0.226564481559
Long
STIV
CORP
SE
N
2
2020-10-16
Fixed
1.93000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5Q6
5000000.00000000
PA
USD
4975143.80000000
0.186612817196
Long
DBT
CORP
US
N
2
2021-07-23
Floating
1.54000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565B6X4
5000000.00000000
PA
USD
4940019.55000000
0.185295340655
Long
STIV
CORP
JP
N
2
2021-11-12
Floating
2.04000000
N
N
N
N
N
N
NATIXIS NY BRANCH
KX1WK48MPD4Y2NCUIZ63
Natixis SA/New York NY
63873NG70
4000000.00000000
PA
USD
3999396.60000000
0.150013486366
Long
DBT
CORP
FR
N
2
2020-07-23
Floating
1.43000000
N
N
N
N
N
N
MUFG BANK LTD/NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
55379WYA8
2000000.00000000
PA
USD
2002189.74000000
0.075100194680
Long
DBT
CORP
JP
N
2
2021-01-25
Floating
1.49000000
N
N
N
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558TTX3
10000000.00000000
PA
USD
9868358.70000000
0.370152560839
Long
STIV
CORP
FI
N
2
2022-01-28
Floating
1.12000000
N
N
N
N
N
N
ENBRIDGE (US) INC
N/A
ENBRIDGE (US) INC
29251UEL8
8000000.00000000
PA
USD
7995480.00000000
0.299902697815
Long
STIV
CORP
US
N
2
2020-05-20
None
0.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAS9
3000000.00000000
PA
USD
2983763.79000000
0.111918085001
Long
DBT
CORP
NL
N
2
2021-08-27
Floating
2.21000000
N
N
N
N
N
N
BEDFORD ROW FDG CORP
N/A
BEDFORD ROW FDG CORP
07644ARC0
10000000.00000000
PA
USD
9920961.10000000
0.372125625830
Long
STIV
CORP
US
N
2
2021-04-12
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAT4
1000000.00000000
PA
USD
975843.31000000
0.036602935823
Long
DBT
CORP
US
N
2
2021-03-12
Floating
1.60000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JV2
4000000.00000000
PA
USD
4020758.28000000
0.150814742258
Long
DBT
CORP
AU
N
2
2020-11-09
Fixed
2.20000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
6085000.00000000
PA
USD
6110692.27000000
0.229206138630
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP NY
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp/NY
96130AEQ7
12000000.00000000
PA
USD
11996406.36000000
0.449973563995
Long
STIV
CORP
AU
N
2
2020-12-09
Variable
1.15000000
N
N
N
N
N
N
COMMONWEALTH BK AUSTR NY
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia/New York NY
20271RAP5
11575000.00000000
PA
USD
11747264.13000000
0.440628480658
Long
DBT
CORP
AU
N
2
2021-03-15
Fixed
2.55000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTD3
5000000.00000000
PA
USD
4984803.70000000
0.186975150674
Long
DBT
CORP
US
N
2
2020-10-15
Floating
1.52000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22549LR80
3000000.00000000
PA
USD
2999272.35000000
0.112499796040
Long
STIV
CORP
CH
N
2
2020-12-11
Floating
1.48000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAX1
8350000.00000000
PA
USD
8359352.00000000
0.313551183517
Long
DBT
CORP
FI
N
2
2020-05-29
Fixed
2.13000000
N
N
N
N
N
N
DNB BANK ASA/NY
549300GKFG0RYRRQ1414
DNB Bank ASA/New York
23341VWL1
13000000.00000000
PA
USD
12932733.19000000
0.485094274991
Long
DBT
CORP
NO
N
2
2021-07-19
Floating
1.36000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAT0
4000000.00000000
PA
USD
4074400.00000000
0.152826791134
Long
DBT
CORP
GB
N
2
2021-06-01
Fixed
3.40000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXK4
450000.00000000
PA
USD
451408.50000000
0.016931894891
Long
DBT
MUN
US
N
2
2020-12-01
Fixed
2.03000000
N
N
N
N
N
N
BAYERISCHE LANDESBANK NY
VDYMYTQGZZ6DU0912C88
Bayerische Landesbank/New York
0727MAZ20
20000000.00000000
PA
USD
19747747.40000000
0.740718846278
Long
STIV
CORP
DE
N
2
2022-02-03
Floating
1.03000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BA5
2000000.00000000
PA
USD
2000904.68000000
0.075051993326
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.88000000
N
N
N
N
N
N
COCA-COLA COMPANY
N/A
COCA-COLA COMPANY
19121APB1
5000000.00000000
PA
USD
4982062.50000000
0.186872330921
Long
STIV
CORP
US
N
2
2021-02-11
None
0.00000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAC7
3000000.00000000
PA
USD
3002437.26000000
0.112618508744
Long
DBT
CORP
NL
N
2
2020-05-27
Fixed
2.15000000
N
N
N
N
N
N
DUKE ENERGY CORP
N/A
DUKE ENERGY CORP
26244HFQ1
12000000.00000000
PA
USD
11974186.68000000
0.449140125355
Long
STIV
CORP
US
N
2
2020-06-24
None
0.00000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUC1
1000000.00000000
PA
USD
994912.09000000
0.037318187260
Long
DBT
CORP
US
N
2
2021-03-12
Floating
1.02000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DR2
5000000.00000000
PA
USD
5003944.00000000
0.187693084757
Long
DBT
CORP
US
N
2
2022-02-22
Fixed
3.40000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5P8
2000000.00000000
PA
USD
2006170.98000000
0.075249527130
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
3.33000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565BXW6
6476000.00000000
PA
USD
6464389.83000000
0.242472990958
Long
DBT
CORP
JP
N
2
2021-04-06
Floating
1.73000000
N
N
N
N
N
N
GEN DYNAMICS CORP
N/A
GEN DYNAMICS CORP
36955DGD6
16000000.00000000
PA
USD
15958987.52000000
0.598606138925
Long
STIV
CORP
US
N
2
2020-07-13
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
TRI PARTY CREDIT SUISSE SECURI
000000000
10000000.00000000
PA
USD
10000000.00000000
0.375090298288
Long
RA
CORP
US
N
2
Repurchase
Y
1.10613000
2050-12-31
13275016.00000000
USD
11500000.05000000
USD
ABS
N
N
N
BNP PARIBAS NEW YORK
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA/New York NY
05586F7A9
17000000.00000000
PA
USD
16980892.68000000
0.636936810053
Long
STIV
CORP
FR
N
2
2021-02-01
Floating
0.94000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAS6
2200000.00000000
PA
USD
2195875.00000000
0.082365140875
Long
DBT
CORP
US
N
2
2021-03-12
Fixed
3.45000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAS1
745000.00000000
PA
USD
744678.76000000
0.027932177821
Long
DBT
CORP
SE
N
2
2020-09-08
Floating
1.36000000
N
N
N
N
N
N
ABB TREASURY CENTRE
N/A
ABB TREASURY CENTRE
00038BEN7
11000000.00000000
PA
USD
10994568.42000000
0.412395594820
Long
STIV
CORP
US
N
2
2020-05-22
None
0.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC46
5000000.00000000
PA
USD
5044543.60000000
0.189215936365
Long
DBT
CORP
US
N
2
2022-11-04
Fixed
2.31000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBA6
2619000.00000000
PA
USD
2648700.32000000
0.099350179310
Long
DBT
CORP
NZ
N
2
2021-07-28
Fixed
2.13000000
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
449786BJ0
5865000.00000000
PA
USD
5881618.89000000
0.220613818386
Long
DBT
CORP
NL
N
2
2021-08-15
Fixed
2.05000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAM0
2845000.00000000
PA
USD
2899065.50000000
0.108741134315
Long
DBT
CORP
SE
N
2
2022-12-12
Fixed
2.20000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
TRI PARTY MERRILL LYNCH, PIERC 12/50 VAR
000000000
7000000.00000000
PA
USD
7000000.00000000
0.262563208801
Long
RA
CORP
US
N
2
Repurchase
Y
0.74000000
2050-12-31
11311522.00000000
USD
8400000.34000000
USD
ACMO
N
N
N
BPCE
9695005MSX1OYEMGDF46
BPCE
05571BM18
8000000.00000000
PA
USD
7972957.76000000
0.299057910443
Long
STIV
CORP
FR
N
2
2020-12-01
None
0.00000000
N
N
N
N
N
N
ENBRIDGE (US) INC
N/A
ENBRIDGE (US) INC
29251UES3
6400000.00000000
PA
USD
6394097.41000000
0.239836390479
Long
STIV
CORP
US
N
2
2020-05-26
None
0.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XKA5
1800000.00000000
PA
USD
1800348.50000000
0.067529325588
Long
STIV
CORP
FR
N
2
2020-09-24
Floating
1.60000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAB4
3150000.00000000
PA
USD
3168117.23000000
0.118833003681
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
1.87000000
N
N
N
N
N
N
BANCO SANTANDER SA/NY
5493006QMFDDMYWIAM13
Banco Santander SA/New York
05966DXH0
6000000.00000000
PA
USD
5987448.00000000
0.224583365630
Long
STIV
CORP
ES
N
2
2021-01-29
Floating
0.98000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LG4
5000000.00000000
PA
USD
5119477.35000000
0.192026628629
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.75000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ACY5
1000000.00000000
PA
USD
998337.56000000
0.037446673317
Long
DBT
CORP
AU
N
2
2020-11-09
Floating
2.05000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAU6
1200000.00000000
PA
USD
1209324.38000000
0.045360584242
Long
DBT
CORP
FR
N
2
2021-02-03
Fixed
2.65000000
N
N
N
N
N
N
AMERICAN ELEC PWR INC
N/A
AMERICAN ELEC PWR INC
0255E2EU0
10000000.00000000
PA
USD
9989398.90000000
0.374692661311
Long
STIV
CORP
US
N
2
2020-05-28
None
0.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TML3
5000000.00000000
PA
USD
4970003.90000000
0.186420024534
Long
DBT
CORP
US
N
2
2021-05-24
Floating
2.03000000
N
N
N
N
N
N
Capital One NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042E3Y4
4500000.00000000
PA
USD
4541220.00000000
0.170336756439
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
2.95000000
N
N
N
N
N
N
BARCLAYS BANK PLC NY
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC/NY
06742TPH3
2000000.00000000
PA
USD
1999924.08000000
0.075015211972
Long
STIV
CORP
GB
N
2
2020-08-10
Variable
1.31000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
N/A
BP CAPITAL MARKETS PLC
05568TH51
20000000.00000000
PA
USD
19971492.80000000
0.749111319160
Long
STIV
CORP
GB
N
2
2020-08-05
None
0.00000000
N
N
N
N
N
N
VERIZON COMMNTN INC
N/A
VERIZON COMMNTN INC
92344LE76
10000000.00000000
PA
USD
9998833.30000000
0.375046536502
Long
STIV
CORP
US
N
2
2020-05-07
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDA6
4120000.00000000
PA
USD
4081555.87000000
0.153095200875
Long
DBT
CORP
US
N
2
2021-06-11
Floating
1.12000000
N
N
N
N
N
N
SUNCORP GROUP LTD
N/A
SUNCORP GROUP LTD
8672E2ES3
2000000.00000000
PA
USD
1999425.12000000
0.074996496466
Long
STIV
CORP
US
N
2
2020-05-26
None
0.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2Z1
7000000.00000000
PA
USD
6967081.59000000
0.261328471179
Long
DBT
CORP
US
N
2
2021-03-08
Floating
1.30000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53944VAK5
7829000.00000000
PA
USD
7865613.81000000
0.295031543021
Long
DBT
CORP
GB
N
2
2020-08-17
Fixed
2.70000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05567LT31
18500000.00000000
PA
USD
19017838.31000000
0.713340664449
Long
DBT
CORP
FR
N
2
2021-01-15
Fixed
5.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAL2
3000000.00000000
PA
USD
3014014.83000000
0.113052772162
Long
DBT
CORP
FR
N
2
2020-07-31
Fixed
3.15000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAQ3
14955000.00000000
PA
USD
15090791.40000000
0.566040944762
Long
DBT
CORP
NL
N
2
2021-01-19
Fixed
2.65000000
N
N
N
N
N
N
CAN AST + CAN LTD JT
N/A
CAN AST + CAN LTD JT
13738JF39
3000000.00000000
PA
USD
2999130.18000000
0.112494463382
Long
STIV
CORP
US
N
2
2020-06-03
None
0.00000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAU1
7000000.00000000
PA
USD
7076720.63000000
0.265440925200
Long
DBT
CORP
FR
N
2
2021-07-21
Fixed
1.96000000
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
05579HAE2
3700000.00000000
PA
USD
3780083.95000000
0.141787281635
Long
DBT
CORP
NZ
N
2
2022-02-21
Fixed
2.90000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAW2
11945000.00000000
PA
USD
12160010.00000000
0.456110177808
Long
DBT
CORP
FR
N
2
2021-12-02
Fixed
2.75000000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCS4
27500000.00000000
PA
USD
27213652.13000000
1.020757689494
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
2.01000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAL2
6300000.00000000
PA
USD
6384509.08000000
0.239476741523
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
2.85000000
N
N
N
N
N
N
CARGILL INC
N/A
CARGILL INC
14178LKD1
20000000.00000000
PA
USD
19944666.60000000
0.748105094424
Long
STIV
CORP
US
N
2
2020-10-13
None
0.00000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUL1
3000000.00000000
PA
USD
2990908.59000000
0.112186079517
Long
DBT
CORP
US
N
2
2020-10-09
Floating
1.49000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAT7
4060000.00000000
PA
USD
4169218.83000000
0.156383353457
Long
DBT
CORP
NL
N
2
2021-08-27
Fixed
3.40000000
N
N
N
N
N
N
SUNCOR ENERGY INC
N/A
SUNCOR ENERGY INC
86723AHJ4
8750000.00000000
PA
USD
8699655.91000000
0.326315653028
Long
STIV
CORP
US
N
2
2020-08-18
None
0.00000000
N
N
N
N
N
N
ALBION CAPITAL CORP
N/A
ALBION CAPITAL CORP
01329WG96
7000000.00000000
PA
USD
6995467.50000000
0.262393199123
Long
STIV
CORP
US
N
2
2020-07-09
None
0.00000000
N
N
N
N
N
N
SALISBURY RECEIVABLES CO
549300HB2PGDP0V6U989
SALISBURY RECEIVABLES CO
79539QAG1
9000000.00000000
PA
USD
8967805.92000000
0.336373699752
Long
STIV
CORP
US
N
2
2021-02-19
Variable
0.31000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
N/A
HYUNDAI CAPITAL AMERICA
44890MFK3
4500000.00000000
PA
USD
4491143.73000000
0.168458444134
Long
STIV
CORP
US
N
2
2020-06-19
None
0.00000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBA8
1075000.00000000
PA
USD
1116867.90000000
0.041892631375
Long
DBT
CORP
US
N
2
2021-09-14
Fixed
3.00000000
N
N
N
N
N
N
CANADIAN IMP BK COMM NY
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce/New York NY
13606BWG7
2000000.00000000
PA
USD
2000000.00000000
0.075018059657
Long
STIV
CORP
CA
N
2
2020-05-02
Variable
2.16000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TQV1
9000000.00000000
PA
USD
9042529.14000000
0.339176495240
Long
STIV
CORP
US
N
2
2020-12-08
Fixed
2.01000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAH1
4000000.00000000
PA
USD
3984189.32000000
0.149443076047
Long
DBT
CORP
SE
N
2
2021-05-17
Floating
2.12000000
N
N
N
N
N
N
STARBIRD FDG. CORP
549300A8DDPP6QJBB522
STARBIRD FDG. CORP
85520LHE8
5000000.00000000
PA
USD
4992329.70000000
0.187257443632
Long
STIV
CORP
US
N
2
2020-08-14
None
0.00000000
N
N
N
N
N
N
VW CR INC
N/A
VW CR INC
91842JNV7
12900000.00000000
PA
USD
12713451.68000000
0.476869238292
Long
STIV
CORP
US
N
2
2021-01-29
None
0.00000000
N
N
N
N
N
N
ING (US) FUNDING LLC
N/A
ING US Funding LLC
44988GAZ1
10000000.00000000
PA
USD
9993018.90000000
0.374828443999
Long
STIV
CORP
US
N
2
2020-09-23
Floating
1.37000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAR9
2000000.00000000
PA
USD
1988349.86000000
0.074581074208
Long
DBT
CORP
US
N
2
2021-07-23
Floating
1.61000000
N
N
N
N
N
N
BARCLAYS BK PLC
N/A
BARCLAYS BK PLC
06742VAZ4
15000000.00000000
PA
USD
14887387.50000000
0.558411461810
Long
STIV
CORP
GB
N
2
2021-01-28
None
0.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EM1
1670000.00000000
PA
USD
1720285.20000000
0.064526228880
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
N/A
TRANSCANADA PIPELINES LTD
89355PE53
36000000.00000000
PA
USD
35996000.04000000
1.350175039217
Long
STIV
CORP
CA
N
2
2020-05-05
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690UUK4
15000000.00000000
PA
USD
15044660.40000000
0.564310615707
Long
DBT
CORP
US
N
2
2021-08-25
Fixed
2.15000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKM0
4899000.00000000
PA
USD
4892316.78000000
0.183506056032
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.88000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCG4
4000000.00000000
PA
USD
3997742.40000000
0.149951438929
Long
DBT
CORP
US
N
2
2020-06-16
Floating
1.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XMG0
3000000.00000000
PA
USD
2998339.11000000
0.112464791113
Long
DBT
CORP
FR
N
2
2021-01-11
Floating
1.58000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFQ3
2435000.00000000
PA
USD
2462431.86000000
0.092363430088
Long
DBT
CORP
US
N
2
2021-01-08
Fixed
3.05000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TMM1
7000000.00000000
PA
USD
6877313.17000000
0.257961344835
Long
DBT
CORP
US
N
2
2021-06-21
Floating
0.56000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDT2
10000000.00000000
PA
USD
9921618.10000000
0.372150269262
Long
DBT
CORP
GB
N
2
2020-11-24
Floating
1.93000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAD0
3000000.00000000
PA
USD
3001740.00000000
0.112592355198
Long
DBT
CORP
SE
N
2
2020-05-27
Fixed
2.45000000
N
N
N
N
N
N
STARBUCKS CORPORATION
OQSJ1DU9TAOC51A47K68
STARBUCKS CORPORATION
8552M2FG3
7000000.00000000
PA
USD
6987205.54000000
0.262083301019
Long
STIV
CORP
US
N
2
2020-06-16
None
0.00000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
90276JHQ2
5000000.00000000
PA
USD
5000461.75000000
0.187562468938
Long
STIV
CORP
CH
N
2
2020-07-10
Floating
1.51000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank/Cincinnati OH
31677QBS7
4560000.00000000
PA
USD
4598808.52000000
0.172496845953
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.80000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05579TED4
4900000.00000000
PA
USD
4903155.21000000
0.183912595027
Long
DBT
CORP
FR
N
2
2020-05-21
Fixed
2.38000000
N
N
N
N
N
N
ASTRAZENECA PLC
N/A
ASTRAZENECA PLC
04635PGG8
10000000.00000000
PA
USD
9967638.60000000
0.373876453570
Long
STIV
CORP
GB
N
2
2020-07-16
None
0.00000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5V5
5000000.00000000
PA
USD
4972512.25000000
0.186514110309
Long
DBT
CORP
US
N
2
2021-05-21
Floating
2.08000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550L2A8
6855000.00000000
PA
USD
6927519.94000000
0.259844552069
Long
DBT
CORP
CH
N
2
2021-11-12
Fixed
2.10000000
N
N
N
N
N
N
NUTRIEN LTD
N/A
NUTRIEN LTD
67077UEC0
6000000.00000000
PA
USD
5998300.02000000
0.224990414372
Long
STIV
CORP
CA
N
2
2020-05-12
None
0.00000000
N
N
N
N
N
N
UBS AG STAMFORD CT
BFM8T61CT2L1QCEMIK50
UBS AG/Stamford CT
90261XGD8
1000000.00000000
PA
USD
1009668.74000000
0.037871694885
Long
DBT
CORP
CH
N
2
2020-08-04
Fixed
4.88000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22549LVL6
5000000.00000000
PA
USD
5000452.10000000
0.187562106976
Long
STIV
CORP
CH
N
2
2020-05-22
Variable
0.38000000
N
N
N
N
N
N
Suncorp-Metway Ltd
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd
8672EMAJ3
7000000.00000000
PA
USD
6967565.15000000
0.261346609045
Long
DBT
CORP
AU
N
2
2020-10-19
Floating
1.64000000
N
N
N
N
N
N
MUFG BK LTD N Y BRH DISC COML
N/A
MUFG BK LTD N Y BRH DISC COML
55379W3E4
5500000.00000000
PA
USD
5525335.04000000
0.207249956829
Long
STIV
CORP
JP
N
2
2020-08-18
Fixed
2.06000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WBY5
6900000.00000000
PA
USD
6964789.34000000
0.261242491105
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XKZ0
6000000.00000000
PA
USD
6002557.02000000
0.225150090312
Long
DBT
CORP
FR
N
2
2020-07-13
Floating
1.78000000
N
N
N
N
N
N
DUKE ENERGY CORP
N/A
DUKE ENERGY CORP
26244HE82
12000000.00000000
PA
USD
11997866.64000000
0.450028337681
Long
STIV
CORP
US
N
2
2020-05-08
None
0.00000000
N
N
N
N
N
N
VERIZON COMMNTN INC
N/A
VERIZON COMMNTN INC
92344LF83
5665000.00000000
PA
USD
5656193.30000000
0.212158323207
Long
STIV
CORP
US
N
2
2020-06-08
None
0.00000000
N
N
N
N
N
N
NUTRIEN LTD
N/A
NUTRIEN LTD
67077UES5
4000000.00000000
PA
USD
3996310.88000000
0.149897744003
Long
STIV
CORP
CA
N
2
2020-05-26
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAE8
3000000.00000000
PA
USD
3000644.49000000
0.112551263681
Long
DBT
CORP
US
N
2
2020-06-12
Fixed
2.10000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214CS0
11160000.00000000
PA
USD
11270510.34000000
0.422745908528
Long
DBT
CORP
AU
N
2
2020-11-23
Fixed
2.60000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
3440000.00000000
PA
USD
3377650.00000000
0.126692374601
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159LG9
6021000.00000000
PA
USD
6148923.25000000
0.230640145599
Long
DBT
CORP
CA
N
2
2021-04-20
Fixed
3.13000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368YDK0
10000000.00000000
PA
USD
10006838.50000000
0.375346803788
Long
STIV
CORP
FR
N
2
2020-08-20
Floating
1.10000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBA2
1850000.00000000
PA
USD
1851124.99000000
0.069433902466
Long
DBT
CORP
US
N
2
2020-08-14
Fixed
3.25000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AU7
5000000.00000000
PA
USD
4994824.75000000
0.187351030537
Long
DBT
CORP
SE
N
2
2020-12-01
Floating
2.30000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XLL0
5000000.00000000
PA
USD
4999843.55000000
0.187539280856
Long
STIV
CORP
FR
N
2
2020-08-25
Floating
1.97000000
N
N
N
N
N
N
VW CR INC
N/A
VW CR INC
91842JHA0
10000000.00000000
PA
USD
9947016.70000000
0.373102946107
Long
STIV
CORP
US
N
2
2020-08-10
None
0.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254AAL2
3000000.00000000
PA
USD
3011741.82000000
0.112967513763
Long
DBT
CORP
AU
N
2
2020-07-23
Fixed
2.63000000
N
N
N
N
N
N
SKANDINAV ENSKILDA BK NY
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB/New York NY
83050PEP0
5000000.00000000
PA
USD
4999998.15000000
0.187545079752
Long
STIV
CORP
SE
N
2
2020-10-02
Floating
1.60000000
N
N
N
N
N
N
NUTRIEN LTD
N/A
NUTRIEN LTD
67077UE48
11000000.00000000
PA
USD
10998961.16000000
0.412560362236
Long
STIV
CORP
CA
N
2
2020-05-04
None
0.00000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
N/A
ELECTRICITE DE FRANCE SA
28504GE85
12000000.00000000
PA
USD
11997866.64000000
0.450028337681
Long
STIV
CORP
FR
N
2
2020-05-08
None
0.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAS9
5925000.00000000
PA
USD
6023177.25000000
0.225923535134
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.40000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44890MFJ6
3800000.00000000
PA
USD
3792665.77000000
0.142259213497
Long
STIV
CORP
US
N
2
2020-06-18
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCY5
10100000.00000000
PA
USD
10139437.67000000
0.380320470011
Long
DBT
CORP
US
N
2
2022-06-27
Fixed
2.20000000
N
N
N
N
N
N
ROYAL BANK OF CANADA NY
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada/New York NY
78012UVN2
8000000.00000000
PA
USD
8003863.44000000
0.300217152516
Long
STIV
CORP
CA
N
2
2021-04-23
Floating
1.49000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AR9
9905000.00000000
PA
USD
10093328.82000000
0.378590971781
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.80000000
N
N
N
N
N
N
SUNCOR ENERGY INC
N/A
SUNCOR ENERGY INC
86723AES7
10000000.00000000
PA
USD
9990777.20000000
0.374744360007
Long
STIV
CORP
US
N
2
2020-05-26
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCC3
1000000.00000000
PA
USD
991884.70000000
0.037204632799
Long
DBT
CORP
US
N
2
2021-02-12
Floating
1.92000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468K8
10000000.00000000
PA
USD
9642145.30000000
0.361667515671
Long
DBT
CORP
US
N
2
2023-01-20
Floating
0.71000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q3D9
7000000.00000000
PA
USD
6897854.11000000
0.258731815566
Long
DBT
CORP
US
N
2
2021-11-12
Floating
1.91000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAZ6
6172000.00000000
PA
USD
6219050.51000000
0.233270551086
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
2.15000000
N
N
N
N
N
N
MUFG BANK LTD
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd
06538PAC6
3000000.00000000
PA
USD
3019705.29000000
0.113266215796
Long
DBT
CORP
JP
N
2
2020-09-14
Fixed
2.75000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EY0
1615000.00000000
PA
USD
1612019.73000000
0.060465296137
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.75000000
N
N
N
N
N
N
SUNCOR ENERGY INC
N/A
SUNCOR ENERGY INC
86723AE73
9500000.00000000
PA
USD
9498522.18000000
0.356280351779
Long
STIV
CORP
US
N
2
2020-05-07
None
0.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBY3
1000000.00000000
PA
USD
1002501.09000000
0.037602843288
Long
DBT
CORP
CA
N
2
2020-06-11
Fixed
3.00000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB NY
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate and Investment Bank/New York
22532XLA4
3145000.00000000
PA
USD
3150435.66000000
0.118169785144
Long
DBT
CORP
FR
N
2
2021-01-14
Floating
1.91000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEF2
16460000.00000000
PA
USD
15876493.00000000
0.595511849513
Long
DBT
CORP
US
N
2
2023-01-13
Floating
0.58000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959RCG3
10000000.00000000
PA
USD
9999996.30000000
0.375090159504
Long
STIV
CORP
SE
N
2
2020-10-02
Floating
1.60000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAM0
1000000.00000000
PA
USD
996865.08000000
0.037391442021
Long
DBT
CORP
US
N
2
2021-02-12
Floating
2.06000000
N
N
N
N
N
N
SUNCOR ENERGY INC
N/A
SUNCOR ENERGY INC
86723AET5
5250000.00000000
PA
USD
5244802.50000000
0.196727453418
Long
STIV
CORP
US
N
2
2020-05-27
None
0.00000000
N
N
N
N
N
N
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd
60688XAW0
3700000.00000000
PA
USD
3729577.13000000
0.139892819817
Long
DBT
CORP
JP
N
2
2020-10-20
Fixed
2.70000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565B6H9
8500000.00000000
PA
USD
8399321.41000000
0.315050397309
Long
STIV
CORP
JP
N
2
2021-11-05
Floating
2.09000000
N
N
N
N
N
N
KOOKMIN BANK/NEW YORK
549300XXMOJSIW8P4769
Kookmin Bank/New York
48668MJ20
30000000.00000000
PA
USD
29981080.50000000
1.124561242774
Long
DBT
CORP
KR
N
2
2021-02-17
Floating
2.17000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAF4
3000000.00000000
PA
USD
3023432.13000000
0.113406005949
Long
DBT
CORP
FR
N
2
2020-10-15
Fixed
2.75000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAA1
4450000.00000000
PA
USD
4503547.16000000
0.168923684759
Long
DBT
CORP
NO
N
2
2021-06-02
Fixed
2.38000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5M5
2000000.00000000
PA
USD
1996020.00000000
0.074868773718
Long
DBT
CORP
US
N
2
2021-01-15
Floating
1.53000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CZ9
16455000.00000000
PA
USD
16124117.92000000
0.604800020024
Long
DBT
NUSS
KR
N
2
2023-02-18
Floating
2.04000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBD6
5000000.00000000
PA
USD
4873447.00000000
0.182798268892
Long
DBT
CORP
US
N
2
2021-08-13
Floating
2.21000000
N
N
N
N
N
N
WALT DISNEY CO
N/A
WALT DISNEY CO
2546R2J98
8750000.00000000
PA
USD
8711500.00000000
0.326759913353
Long
STIV
CORP
US
N
2
2020-09-09
None
0.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AN2
7000000.00000000
PA
USD
7011371.92000000
0.262989758488
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
3.88000000
N
N
N
N
N
N
LLOYDS BANK CORPORATE
N/A
LLOYDS BANK CORPORATE
53947CES3
5000000.00000000
PA
USD
5011236.55000000
0.187966621233
Long
STIV
CORP
GB
N
2
2020-10-15
Fixed
1.35000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TRG3
7000000.00000000
PA
USD
6996302.18000000
0.262424507160
Long
STIV
CORP
US
N
2
2021-03-03
Fixed
1.25000000
N
N
N
N
N
N
LLOYDS BANK CORP MKTS/NY
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets PLC/New York NY
53947BBG4
4000000.00000000
PA
USD
3983182.32000000
0.149405304454
Long
DBT
CORP
GB
N
2
2021-07-19
Floating
1.69000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAL9
10000000.00000000
PA
USD
9969163.00000000
0.373933632335
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.85000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254ABB3
3035000.00000000
PA
USD
3133880.30000000
0.117548809652
Long
DBT
CORP
AU
N
2
2021-11-04
Fixed
3.70000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22549LVZ5
4000000.00000000
PA
USD
4000287.88000000
0.150046917414
Long
STIV
CORP
CH
N
2
2020-05-01
Fixed
2.70000000
N
N
N
N
N
N
BANCO SANTANDER SA/NY
5493006QMFDDMYWIAM13
Banco Santander SA/New York
05966DXL1
4500000.00000000
PA
USD
4490009.28000000
0.168415892015
Long
STIV
CORP
ES
N
2
2021-02-11
Floating
1.89000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAE0
6000000.00000000
PA
USD
6128600.04000000
0.229877841709
Long
DBT
CORP
NO
N
2
2022-12-02
Fixed
2.15000000
N
N
N
N
N
N
NORDEA BANK AB NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65590AC87
1000000.00000000
PA
USD
999918.33000000
0.037505966466
Long
STIV
CORP
FI
N
2
2020-08-10
Floating
2.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254AAX6
1000000.00000000
PA
USD
1007960.00000000
0.037807601706
Long
DBT
CORP
AU
N
2
2021-01-12
Fixed
2.50000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851CZ5
1535000.00000000
PA
USD
1520216.77000000
0.057021856172
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
2.30000000
N
N
N
N
N
N
CANADIAN IMP BK COMM NY
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce/New York NY
13606C5A8
10000000.00000000
PA
USD
9997041.40000000
0.374979324072
Long
STIV
CORP
CA
N
2
2021-01-04
Variable
0.58000000
N
N
N
N
N
N
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
TRI PARTY J.P. MORGAN SECURITI
000000000
15000000.00000000
PA
USD
15000000.00000000
0.562635447432
Long
RA
CORP
US
N
2
Repurchase
Y
1.99000000
2020-05-13
15150925.00000000
USD
15750000.61000000
USD
CDS
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEC9
1450000.00000000
PA
USD
1460910.79000000
0.054797346399
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
5.63000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BV0
4000000.00000000
PA
USD
3969911.80000000
0.148907540123
Long
DBT
CORP
GB
N
2
2021-09-11
Floating
1.43000000
N
N
N
N
N
N
SHELL INTNL FNC B.V
213800ITMMKU4Z7I4F78
SHELL INTNL FNC B.V
8225X2FS8
6500000.00000000
PA
USD
6488885.00000000
0.243391781020
Long
STIV
CORP
US
N
2
2020-06-26
None
0.00000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-A
12596JAB9
1870102.11000000
PA
USD
1879308.25000000
0.070491029206
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
2.96000000
N
N
N
N
N
N
BlackRock Funds III
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
49140000.00000000
NS
USD
49140000.00000000
1.843193725787
Long
STIV
RF
US
N
1
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22549LE68
7000000.00000000
PA
USD
6990751.18000000
0.262216294536
Long
STIV
CORP
CH
N
2
2020-09-25
Variable
0.46000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2G3
1500000.00000000
PA
USD
1525105.70000000
0.057205235193
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.90000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
N/A
TRANSCANADA PIPELINES LTD
89355PE12
23000000.00000000
PA
USD
22999488.94000000
0.862688516697
Long
STIV
CORP
CA
N
2
2020-05-01
None
0.00000000
N
N
N
N
N
N
MUFG BK LTD N Y BRH DISC COML
C3GTMMZIHMY46P4OIX74
MUFG BK LTD N Y BRH DISC COML
55379W4A1
6000000.00000000
PA
USD
6038351.52000000
0.226492707280
Long
STIV
CORP
JP
N
2
2020-10-15
Fixed
1.98000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAP7
1000000.00000000
PA
USD
1000120.26000000
0.037513540664
Long
DBT
CORP
NL
N
2
2021-04-26
Floating
1.42000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC38
5000000.00000000
PA
USD
4845582.35000000
0.181753092904
Long
DBT
CORP
US
N
2
2022-11-04
Floating
0.88000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2H1
1000000.00000000
PA
USD
996522.39000000
0.037378588051
Long
DBT
CORP
US
N
2
2021-03-15
Floating
0.97000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAY6
10000000.00000000
PA
USD
9923440.90000000
0.372218640722
Long
DBT
CORP
US
N
2
2021-05-04
Floating
1.04000000
N
N
N
N
N
N
LLOYDS BANK CORPORATE
N/A
LLOYDS BANK CORPORATE
53947CD96
3500000.00000000
PA
USD
3522437.10000000
0.132123198253
Long
STIV
CORP
GB
N
2
2021-01-06
Fixed
1.93000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AX0
430000.00000000
PA
USD
428726.65000000
0.016081120703
Long
DBT
CORP
US
N
2
2021-09-24
Fixed
2.50000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550UAA9
16000000.00000000
PA
USD
15558828.16000000
0.583596549554
Long
DBT
CORP
CH
N
2
2022-02-04
Floating
0.46000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEE5
3000000.00000000
PA
USD
3094426.23000000
0.116068925764
Long
DBT
CORP
US
N
2
2021-01-05
Fixed
5.88000000
N
N
N
N
N
N
RECKITT BENCKISER TREAS
213800LAXWIUOOBZ3908
RECKITT BENCKISER TREAS
7562E0EV4
3000000.00000000
PA
USD
2999173.50000000
0.112496088273
Long
STIV
CORP
GB
N
2
2020-05-29
None
0.00000000
N
N
N
N
N
N
STANDARD CHARTERED BK/NY
RILFO74KP1CM8P6PCT96
Standard Chartered Bank/New York
85325V2R0
6500000.00000000
PA
USD
6501013.09000000
0.243846693910
Long
STIV
CORP
GB
N
2
2020-06-08
Variable
1.22000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTN1
26000000.00000000
PA
USD
24954307.56000000
0.936011866625
Long
DBT
CORP
US
N
2
2023-01-06
Floating
0.61000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RS2
2200000.00000000
PA
USD
2223796.54000000
0.083412450752
Long
DBT
CORP
US
N
2
2021-03-04
Fixed
2.50000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
N/A
TRANSCANADA PIPELINES LTD
89355PE61
11000000.00000000
PA
USD
10998533.37000000
0.412544316248
Long
STIV
CORP
CA
N
2
2020-05-06
None
0.00000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
40433FPV5
10000000.00000000
PA
USD
9999109.80000000
0.375056907749
Long
STIV
CORP
GB
N
2
2020-10-13
Floating
1.54000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KD2
14000000.00000000
PA
USD
13996719.24000000
0.525003359478
Long
DBT
CORP
US
N
2
2021-05-13
Floating
2.11000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565BVG3
14474000.00000000
PA
USD
14467324.59000000
0.542655309589
Long
STIV
CORP
JP
N
2
2021-02-12
Floating
2.10000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2X1
2115000.00000000
PA
USD
2182204.13000000
0.081852359804
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAJ9
5000000.00000000
PA
USD
5004400.00000000
0.187710188875
Long
DBT
CORP
NL
N
2
2020-06-04
Fixed
2.45000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61765QTT6
4400000.00000000
PA
USD
4393062.21000000
0.164779501474
Long
SN
CORP
US
N
2
2021-02-19
Variable
0.59000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ABK6
4000000.00000000
PA
USD
4109563.56000000
0.154145742155
Long
DBT
CORP
AU
N
2
2021-01-12
Fixed
4.88000000
N
N
N
N
N
N
BRITISH AEROSPACE PUB LTD CO
N/A
BRITISH AEROSPACE PUB LTD CO
1104A2FH1
11000000.00000000
PA
USD
10979173.37000000
0.411818141430
Long
STIV
CORP
US
N
2
2020-06-17
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp/New York
86565BG39
5000000.00000000
PA
USD
4973382.60000000
0.186546756293
Long
DBT
CORP
JP
N
2
2021-07-12
Floating
1.66000000
N
N
N
N
N
N
2020-05-29
iShares U.S. ETF Trust
Ann Frechette
Ann Frechette
Assistant Treasurer