0001752724-21-283082.txt : 20211228
0001752724-21-283082.hdr.sgml : 20211228
20211228101535
ACCESSION NUMBER: 0001752724-21-283082
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211228
PERIOD START: 20211031
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: 211522584
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
BlackRock Ultra Short-Term Bond ETF
C000125661
BlackRock 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
BlackRock Ultra Short-Term Bond ETF
S000040474
549300JE6SRZTXKUCU42
2021-10-31
2021-10-31
N
5876009320.63
69401228.82
5806608091.81
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
30000000.00000000
0.00000000
0.00000000
0.00000000
USD
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAC0
16705000.00000000
PA
USD
16649936.14000000
0.286741172759
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
NATIXIS NY
2549003L5ZG5M2ZSE107
NATIXIS NY
63873QLP7
10000000.00000000
PA
USD
10001278.60000000
0.172239600845
Long
STIV
CORP
FR
N
2
2021-11-16
Fixed
0.34000000
N
N
N
N
N
N
DEUTSCHE BANK AG NY
N/A
DEUTSCHE BANK AG NY
25158BW57
54000000.00000000
PA
USD
54006922.26000000
0.930094151457
Long
STIV
CORP
DE
N
2
2021-11-19
Fixed
0.36000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKM0
4899000.00000000
PA
USD
4957067.65000000
0.085369420006
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.88000000
N
N
N
N
N
N
WELLS FARGO SECURITIES LLC
VYVVCKR63DVZZN70PB21
TRI PARTY WELLS FARGO SECS 5 1
000000000
11000000.00000000
PA
USD
11000000.00000000
0.189439339216
Long
RA
CORP
US
N
2
Repurchase
Y
0.27000000
2021-11-09
13245419.00000000
USD
12282983.47000000
USD
ACMO
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94107MZH2
7500000.00000000
PA
USD
7498336.05000000
0.129134529684
Long
STIV
CORP
US
N
2
2021-12-17
None
0.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571BZ97
8000000.00000000
PA
USD
7999380.48000000
0.137763395660
Long
STIV
CORP
FR
N
2
2021-12-09
None
0.00000000
N
N
N
N
N
N
Suncorp-Metway Ltd
JEBU6C6ITPD2YZ9N7F22
Suncorp-Metway Ltd
8672EMAG9
895000.00000000
PA
USD
905419.55000000
0.015592916478
Long
DBT
CORP
AU
N
2
2022-05-04
Fixed
2.80000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87974WC30
20200000.00000000
PA
USD
20184920.09000000
0.347619811271
Long
STIV
CORP
CA
N
2
2022-03-03
None
0.00000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
TRI PARTY BOFA SECURITIES INC.
000000000
7000000.00000000
PA
USD
7000000.00000000
0.120552306773
Long
RA
CORP
US
N
2
Repurchase
Y
0.67000000
2050-12-31
10126493.00000000
USD
8400000.20000000
USD
CDS
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HJF3
28000000.00000000
PA
USD
27899634.00000000
0.480480748121
Long
STIV
CORP
US
N
2
2022-09-15
None
0.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BED4
6000000.00000000
PA
USD
6005929.02000000
0.103432656811
Long
DBT
CORP
US
N
2
2021-11-17
Fixed
2.63000000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989VAA2
22000000.00000000
PA
USD
22102300.00000000
0.380640464287
Long
DBT
CORP
US
N
2
2023-01-17
Floating
0.60000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDM0
20000000.00000000
PA
USD
20001045.20000000
0.344453162392
Long
DBT
CORP
US
N
2
2023-09-08
Fixed
0.65000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
23585LZ27
15165000.00000000
PA
USD
15162808.66000000
0.261130223019
Long
STIV
CORP
US
N
2
2021-12-02
None
0.00000000
N
N
N
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558T3N3
8000000.00000000
PA
USD
8004328.96000000
0.137848617186
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.30000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HKM6
15500000.00000000
PA
USD
15434674.01000000
0.265812222315
Long
STIV
CORP
US
N
2
2022-10-21
None
0.00000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAB7
2500000.00000000
PA
USD
2551995.33000000
0.043949846272
Long
DBT
CORP
CA
N
2
2022-11-20
Fixed
2.65000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CP5
30000000.00000000
PA
USD
30009674.70000000
0.516819358660
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.80000000
N
N
N
N
N
N
Mizuho Bank Ltd/New York NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60710AXN7
5000000.00000000
PA
USD
5000117.95000000
0.086110821859
Long
STIV
CORP
JP
N
2
2021-11-03
Fixed
0.24000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AQ1
764000.00000000
PA
USD
772256.98000000
0.013299622908
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.38000000
N
N
N
N
N
N
DISNEY (WALT) CO THE
549300GZKULIZ0WOW665
DISNEY (WALT) CO THE
2546R3FF6
16940000.00000000
PA
USD
16916724.44000000
0.291335736328
Long
STIV
CORP
US
N
2
2022-06-15
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE NY
N/A
CREDIT SUISSE NY
22552G3D0
4000000.00000000
PA
USD
4001143.60000000
0.068906727244
Long
STIV
CORP
CH
N
2
2021-12-29
Variable
0.30000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YG9
8470000.00000000
PA
USD
8494122.56000000
0.146283724089
Long
DBT
CORP
CH
N
2
2023-06-01
Floating
0.37000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KHQ2
10000000.00000000
PA
USD
9975498.60000000
0.171795623921
Long
STIV
CORP
US
N
2
2022-08-24
None
0.00000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
33774KZE3
10000000.00000000
PA
USD
9997687.20000000
0.172177750623
Long
STIV
CORP
US
N
2
2021-12-14
None
0.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2B6
6300000.00000000
PA
USD
6367374.53000000
0.109657383955
Long
DBT
CORP
CH
N
2
2022-04-08
Fixed
2.80000000
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAH4
4000000.00000000
PA
USD
4037981.32000000
0.069541137548
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
PPL ELECTRIC UTI
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAY9
8065000.00000000
PA
USD
8070484.20000000
0.138987926727
Long
DBT
CORP
US
N
2
2024-06-24
Floating
0.38000000
N
N
N
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
TRI PARTY MIZUHO SECURITIES
000000000
11000000.00000000
PA
USD
11000000.00000000
0.189439339216
Long
RA
CORP
US
N
2
Repurchase
Y
0.52863000
2050-12-31
62769000.00000000
USD
12650261.90000000
USD
ABS
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGQ6
20834000.00000000
PA
USD
21158309.75000000
0.364383292542
Long
DBT
CORP
US
N
2
2023-07-21
Fixed
2.82000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22552G2V1
5000000.00000000
PA
USD
5002814.70000000
0.086157264635
Long
STIV
CORP
CH
N
2
2022-04-08
Floating
0.27000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BP8
10165000.00000000
PA
USD
10078581.95000000
0.173570900440
Long
DBT
CORP
US
N
2
2024-02-02
Fixed
0.40000000
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGF5
3580000.00000000
PA
USD
3570171.75000000
0.061484634291
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEN5
3590000.00000000
PA
USD
3560082.74000000
0.061310883801
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.55000000
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TRI PARTY BARCLAYS BANK
000000000
15000000.00000000
PA
USD
15000000.00000000
0.258326371658
Long
RA
CORP
US
N
2
Repurchase
Y
0.27000000
2021-12-13
44978788.00000000
USD
17250000.14000000
USD
PLCMO
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HDY2
5000000.00000000
PA
USD
5000000.00000000
0.086108790552
Long
DBT
MUN
US
N
2
2025-07-01
Floating
0.34000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBC3
3000000.00000000
PA
USD
3005525.70000000
0.051760436600
Long
DBT
CORP
US
N
2
2022-02-25
Floating
0.85000000
N
N
N
N
N
N
SHINHAN BANK
5493003P813VL21KG928
SHINHAN BANK
82460AMF2
5000000.00000000
PA
USD
5002463.35000000
0.086151213770
Long
STIV
CORP
KR
N
2
2022-02-10
Fixed
0.33000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368YFQ5
15000000.00000000
PA
USD
14999565.00000000
0.258318880193
Long
STIV
CORP
FR
N
2
2021-12-13
None
0.00000000
N
N
N
N
N
N
County of Fresno CA
549300JJ6NWR5CVGI705
FRESNO CNTY CA
358244BK6
19900000.00000000
PA
USD
19898786.10000000
0.342692080908
Long
DBT
MUN
US
N
2
2022-06-30
Fixed
0.25000000
N
N
N
N
N
N
BAYERISCHE LANDESBANK NY
549300DJ6F1V4GISFC11
Bayerische Landesbank/New York
0727MAZ20
20000000.00000000
PA
USD
20018968.00000000
0.344761824519
Long
DBT
CORP
DE
N
2
2022-02-03
Floating
0.59000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAA6
4000000.00000000
PA
USD
4108304.76000000
0.070752230821
Long
DBT
CORP
FR
N
2
2023-01-11
Fixed
2.75000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBG9
5380000.00000000
PA
USD
5364124.59000000
0.092379656163
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.55000000
N
N
N
N
N
N
DISNEY (WALT) CO THE
549300GZKULIZ0WOW665
DISNEY (WALT) CO THE
2546R3GF5
10950000.00000000
PA
USD
10932195.96000000
0.188271634440
Long
STIV
CORP
US
N
2
2022-07-15
None
0.00000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
7743E2YV4
4650000.00000000
PA
USD
4649515.51000000
0.080072831444
Long
STIV
CORP
US
N
2
2021-11-29
None
0.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87974WC97
9030000.00000000
PA
USD
9022738.16000000
0.155387414086
Long
STIV
CORP
CA
N
2
2022-03-09
None
0.00000000
N
N
N
N
N
N
Ontario Power Generation Inc
YDHER8SKF7V7YW8KZB55
Ontario Power Generation Inc
68322LYP0
8600000.00000000
PA
USD
8599235.55000000
0.148093954577
Long
STIV
CORP
CA
N
2
2021-11-23
None
0.00000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CN0
20000000.00000000
PA
USD
19986976.60000000
0.344210876366
Long
DBT
CORP
US
N
2
2023-04-18
Floating
0.40000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558KKM5
10000000.00000000
PA
USD
9970745.80000000
0.171713772349
Long
STIV
CORP
SE
N
2
2022-10-21
None
0.00000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAM0
23850000.00000000
PA
USD
23811363.00000000
0.410073533868
Long
DBT
CORP
US
N
2
2023-08-15
Floating
0.30000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22552G3R9
15000000.00000000
PA
USD
14987700.90000000
0.258114559533
Long
DBT
CORP
CH
N
2
2022-10-28
Fixed
0.50000000
N
N
N
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
8200000.00000000
PA
USD
8174931.37000000
0.140786690624
Long
DBT
CORP
ES
N
2
2024-06-30
Fixed
0.70000000
N
N
N
N
N
N
BNZ INTNL FDG LTD
549300HVMZ89HDMELW08
BNZ INTNL FDG LTD
0556X1AC6
10600000.00000000
PA
USD
10597902.05000000
0.182514505584
Long
STIV
CORP
NZ
N
2
2022-01-12
None
0.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THD0
6580000.00000000
PA
USD
6584109.60000000
0.113389942904
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
0.45000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UYW4
4121000.00000000
PA
USD
4120446.88000000
0.070961339474
Long
STIV
CORP
CA
N
2
2021-11-30
None
0.00000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HDN2
10600000.00000000
PA
USD
10585726.78000000
0.182304826029
Long
STIV
CORP
US
N
2
2022-04-22
None
0.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBH1
23000000.00000000
PA
USD
23019710.08000000
0.396439878773
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
2.15000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83050UFM5
7000000.00000000
PA
USD
6990724.02000000
0.120392558090
Long
STIV
CORP
SE
N
2
2022-06-21
None
0.00000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BV4
10800000.00000000
PA
USD
10800447.23000000
0.186002689680
Long
DBT
CORP
US
N
2
2023-09-29
Floating
0.65000000
N
N
N
N
N
N
City of Houston TX Airport System Revenue
N/A
HOUSTON TX ARPT SYS REVENUE
442349EJ1
690000.00000000
PA
USD
692427.42000000
0.011924817536
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.88000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AL8
4975000.00000000
PA
USD
5015654.21000000
0.086378383570
Long
DBT
CORP
JP
N
2
2022-02-22
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGE3
1615000.00000000
PA
USD
1624363.87000000
0.027974401652
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
3.12000000
N
N
N
N
N
N
GOLDMAN SACHS INTL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTL
38150TZN7
12000000.00000000
PA
USD
11998020.00000000
0.206626998245
Long
STIV
CORP
US
N
2
2021-12-22
None
0.00000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LER6
635000.00000000
PA
USD
636081.29000000
0.010954438115
Long
DBT
CORP
US
N
2
2024-08-23
Floating
0.43000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94107NH98
19720000.00000000
PA
USD
19665493.92000000
0.338674379415
Long
STIV
CORP
US
N
2
2022-08-09
None
0.00000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DC9
12500000.00000000
PA
USD
12517036.25000000
0.215565370558
Long
DBT
NUSS
KR
N
2
2022-03-21
Floating
0.60000000
N
N
N
N
N
N
BANK OF MONTREAL CHICAGO
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal/Chicago IL
06367C3R6
5000000.00000000
PA
USD
5000388.65000000
0.086115483789
Long
STIV
CORP
CA
N
2
2021-11-18
Floating
0.22000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBC7
9450000.00000000
PA
USD
9591745.18000000
0.165186715348
Long
DBT
CORP
AU
N
2
2022-10-17
Fixed
2.10000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YF1
4440000.00000000
PA
USD
4417316.26000000
0.076073952127
Long
DBT
CORP
CH
N
2
2023-06-01
Fixed
0.38000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAJ3
37641000.00000000
PA
USD
37634975.56000000
0.648140445591
Long
DBT
CORP
US
N
2
2022-02-18
Floating
0.30000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HJ71
10000000.00000000
PA
USD
9965570.00000000
0.171624635973
Long
STIV
CORP
US
N
2
2022-09-07
None
0.00000000
N
N
N
N
N
N
SVENSKA HANDLSBNKN A
N/A
SVENSKA HANDLSBNKN A
86959RLP3
5000000.00000000
PA
USD
5000665.95000000
0.086120259382
Long
STIV
CORP
SE
N
2
2021-11-22
Fixed
0.28000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPD9
4750000.00000000
PA
USD
4758786.08000000
0.081954662769
Long
DBT
CORP
US
N
2
2022-05-23
Floating
0.57000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTN1
26000000.00000000
PA
USD
26117212.42000000
0.449784314819
Long
DBT
CORP
US
N
2
2023-01-06
Floating
0.65000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TWB8
10000000.00000000
PA
USD
10005214.50000000
0.172307383963
Long
STIV
CORP
US
N
2
2022-02-01
Fixed
0.33000000
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
Telstra Corp Ltd
8796V5BA6
19200000.00000000
PA
USD
19189738.75000000
0.330481038957
Long
STIV
CORP
AU
N
2
2022-02-10
None
0.00000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YK0
4330000.00000000
PA
USD
4302430.85000000
0.074095423386
Long
DBT
CORP
CH
N
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HHY8
6000000.00000000
PA
USD
6000000.00000000
0.103330548663
Long
DBT
MUN
US
N
2
2026-09-01
Floating
0.47000000
N
N
N
N
N
N
Brookfield Infrastructure Holdings Canada Inc
549300GV8LYH0T7DZO77
Brookfield Infrastructure Holdings Canada Inc
11275NA46
3750000.00000000
PA
USD
3748499.48000000
0.064555751322
Long
STIV
CORP
CA
N
2
2022-01-04
None
0.00000000
N
N
N
N
N
N
State of Hawaii
N/A
HAWAII ST
419792ZH2
4945000.00000000
PA
USD
4953747.71000000
0.085312244802
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
0.43000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31621YY11
12770000.00000000
PA
USD
12769868.09000000
0.219919579349
Long
STIV
CORP
US
N
2
2021-11-01
None
0.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBN9
15000000.00000000
PA
USD
15188943.00000000
0.261580302301
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.95000000
N
N
N
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HGX1
6056633.00000000
PA
USD
6056633.00000000
0.104305868490
Long
DBT
MUN
US
N
2
2041-02-15
Floating
0.34000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45856WY94
15000000.00000000
PA
USD
14998800.00000000
0.258305705548
Long
STIV
CORP
US
N
2
2021-11-09
None
0.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce/New York NY
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce/New York NY
13606CHN7
5000000.00000000
NS
USD
5000112.65000000
0.086110730583
Long
STIV
CORP
CA
N
2
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AK2
37065000.00000000
PA
USD
37138758.24000000
0.639594710936
Long
DBT
CORP
US
N
2
2023-08-11
Floating
0.33000000
N
N
N
N
N
N
ROYAL BK OF CANADA
N/A
ROYAL BK OF CANADA
78012US48
18000000.00000000
PA
USD
17988950.16000000
0.309801348318
Long
STIV
CORP
CA
N
2
2022-08-16
Fixed
0.20000000
N
N
N
N
N
N
ING US Funding LLC
N/A
ING US Funding LLC
4497W1EH5
10000000.00000000
PA
USD
9989611.10000000
0.172038665982
Long
STIV
CORP
US
N
2
2022-05-17
None
0.00000000
N
N
N
N
N
N
NATIONAL WESTMINSTER BANK PLC
N/A
NATIONAL WESTMINSTER BANK PLC
000000000
25000000.00000000
PA
USD
24999760.50000000
0.430539828153
Long
DBT
CORP
GB
N
2
2021-11-01
None
0.00000000
N
N
N
N
N
N
Brookfield Infrastructure Holdings Canada Inc
549300GV8LYH0T7DZO77
Brookfield Infrastructure Holdings Canada Inc
11275MZ74
7750000.00000000
PA
USD
7748438.38000000
0.133441731514
Long
STIV
CORP
CA
N
2
2021-12-07
None
0.00000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAG9
9415000.00000000
PA
USD
9397238.60000000
0.161836970076
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.63000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550UAA9
16000000.00000000
PA
USD
16013280.00000000
0.275776834716
Long
DBT
CORP
CH
N
2
2022-02-04
Floating
0.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAC2
22627000.00000000
PA
USD
22782610.63000000
0.392356609397
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
KOOKMIN BANK/NEW YORK
549300XXMOJSIW8P4769
Kookmin Bank/New York
48668MP72
4500000.00000000
PA
USD
4501591.88000000
0.077525326469
Long
STIV
CORP
KR
N
2
2022-02-07
Floating
0.34000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
TRI PARTY CITIGROUP
000000000
12000000.00000000
PA
USD
12000000.00000000
0.206661097326
Long
RA
CORP
US
N
2
Repurchase
Y
0.38000000
2050-12-31
12753000.00000000
USD
12505618.69000000
USD
CDS
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-3
14315FAC1
364256.99000000
PA
USD
364337.31000000
0.006274529023
Long
ABS-O
CORP
US
N
2
2023-06-15
Floating
0.34000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC
92866BYA7
8000000.00000000
PA
USD
7999256.00000000
0.137761251896
Long
STIV
CORP
US
N
2
2021-11-10
None
0.00000000
N
N
N
N
N
N
MUFG Bank Ltd/New York NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
55380TUD0
7000000.00000000
PA
USD
6997477.55000000
0.120508865750
Long
STIV
CORP
JP
N
2
2022-07-15
Fixed
0.23000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31621YY29
27500000.00000000
PA
USD
27499615.00000000
0.473591717663
Long
STIV
CORP
US
N
2
2021-11-02
None
0.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
3440000.00000000
PA
USD
3507794.83000000
0.060410394063
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.85000000
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
69350AYF9
28000000.00000000
PA
USD
27998241.32000000
0.482178939534
Long
STIV
CORP
US
N
2
2021-11-15
None
0.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
TRI PARTY CITIGROUP
000000000
9000000.00000000
PA
USD
9000000.00000000
0.154995822995
Long
RA
CORP
US
N
2
Repurchase
Y
0.36000000
2050-12-31
9657000.00000000
USD
9270166.44000000
USD
CDS
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJH9
4000000.00000000
PA
USD
3956181.28000000
0.068132397045
Long
DBT
CORP
US
N
2
2024-06-18
Fixed
0.50000000
N
N
N
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HHK8
250000.00000000
PA
USD
250000.00000000
0.004305439527
Long
DBT
MUN
US
N
2
2056-11-01
Floating
0.34000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251UZ27
22000000.00000000
PA
USD
21996821.00000000
0.378823930463
Long
STIV
CORP
US
N
2
2021-12-02
None
0.00000000
N
N
N
N
N
N
Taxable Municipal Funding Trust
N/A
TXBL MUNI FUNDING TRUST VARIOUS STATES
62630WCZ8
2170000.00000000
PA
USD
2170000.00000000
0.037371215099
Long
DBT
MUN
US
N
2
2025-01-16
Floating
0.27000000
N
N
N
N
N
N
BMW FINANCE NV
5299006ZHG3IXU0PNJ56
BMW Finance NV
05600LAA4
1890000.00000000
PA
USD
1917541.06000000
0.033023428302
Long
DBT
CORP
NL
N
2
2022-08-12
Fixed
2.25000000
N
N
N
N
N
N
ABB Treasury Center USA Inc
N/A
ABB Treasury Center USA Inc
00038BY39
10000000.00000000
PA
USD
9999827.80000000
0.172214615518
Long
STIV
CORP
US
N
2
2021-11-03
None
0.00000000
N
N
N
N
N
N
Alabama Federal Aid Highway Finance Authority
N/A
ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE
010268CJ7
3035000.00000000
PA
USD
3034141.10000000
0.052253244097
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
0.23000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDY4
3235000.00000000
PA
USD
3214489.97000000
0.055359168712
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEF2
16460000.00000000
PA
USD
16525853.99000000
0.284604259986
Long
DBT
CORP
US
N
2
2023-01-13
Floating
0.62000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBK0
14765000.00000000
PA
USD
14767346.60000000
0.254319671080
Long
DBT
CORP
US
N
2
2023-06-10
Floating
0.30000000
N
N
N
N
N
N
Regatta Funding Co LLC
549300WUYTMY4HKCQ621
Regatta Funding Co LLC
75888XKU9
5000000.00000000
PA
USD
4983405.00000000
0.085822995476
Long
STIV
CORP
US
N
2
2022-10-28
Variable
0.00000000
N
N
N
N
N
N
Credit Agricole Corporate and Investment Bank/New York
254900BN8XS34XZDJ223
Credit Agricole Corporate and Investment Bank/New York
22532XPE2
6500000.00000000
PA
USD
6500704.93000000
0.111953567852
Long
STIV
CORP
FR
N
2
2021-11-15
Floating
0.45000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HAQ8
2000000.00000000
PA
USD
1999047.84000000
0.034427118351
Long
STIV
CORP
US
N
2
2022-01-24
None
0.00000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAZ7
4820000.00000000
PA
USD
4819327.27000000
0.082997288499
Long
DBT
CORP
US
N
2
2023-10-13
Fixed
0.63000000
N
N
N
N
N
N
CREDIT INDUSTRIEL ET
N/A
CREDIT INDUSTRIEL ET
000000000
22000000.00000000
PA
USD
21988380.26000000
0.378678566080
Long
DBT
CORP
FR
N
2
2022-02-22
None
0.00000000
N
N
N
N
N
N
Collateralized Commercial Paper FLEX Co LLC
549300QFFTZ0K7V16U14
Collateralized Commercial Paper FLEX Co LLC
19423JZ67
6000000.00000000
PA
USD
5999379.36000000
0.103319860151
Long
STIV
CORP
US
N
2
2021-12-06
None
0.00000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBQ7
3350000.00000000
PA
USD
3339181.41000000
0.057506574530
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.80000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31622GA72
18000000.00000000
PA
USD
17993700.00000000
0.309883148914
Long
STIV
CORP
US
N
2
2022-01-07
None
0.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGD0
16955000.00000000
PA
USD
17036723.10000000
0.293402324224
Long
DBT
CORP
US
N
2
2024-03-22
Floating
0.55000000
N
N
N
N
N
N
Nordea Bank Abp/New York NY
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558TSH9
6500000.00000000
PA
USD
6504000.23000000
0.112010318712
Long
STIV
CORP
US
N
2
2022-01-07
Floating
0.38000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890NAA8
800000.00000000
PA
USD
799742.06000000
0.013772964308
Long
STIV
CORP
US
N
2
2022-01-10
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJY6
18580000.00000000
PA
USD
18489883.10000000
0.318428294240
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.52000000
N
N
N
N
N
N
SVENSKA HANDLSBNKN A
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDLSBNKN A
86960JZ81
8000000.00000000
PA
USD
7999351.12000000
0.137762890030
Long
STIV
CORP
SE
N
2
2021-12-08
None
0.00000000
N
N
N
N
N
N
Taxable Municipal Funding Trust
N/A
TXBL MUNI FUNDING TRUST VARIOUS STATES
62630WEL7
6980000.00000000
PA
USD
6980000.00000000
0.120207871611
Long
DBT
MUN
US
N
2
2030-09-01
Floating
0.27000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BV7
9205000.00000000
PA
USD
9186973.85000000
0.158215841412
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
0.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TXE1
10000000.00000000
PA
USD
10006191.30000000
0.172324206176
Long
STIV
CORP
US
N
2
2022-03-30
Fixed
0.30000000
N
N
N
N
N
N
Toyota Industries Corp
35380000WKGEAHEMW830
Toyota Industries Corp
892330AD3
1000000.00000000
PA
USD
1007431.51000000
0.017349741778
Long
DBT
CORP
JP
N
2
2022-03-12
Fixed
3.11000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAC3
15081000.00000000
PA
USD
15007180.62000000
0.258450034559
Long
DBT
CORP
CA
N
2
2024-03-17
Fixed
0.75000000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340AK8
2000000.00000000
PA
USD
2027284.48000000
0.034913402935
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.45000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
05361LY58
15000000.00000000
PA
USD
14999620.80000000
0.258319841167
Long
STIV
CORP
US
N
2
2021-11-05
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDP3
5790000.00000000
PA
USD
5826138.11000000
0.100336341249
Long
DBT
CORP
US
N
2
2023-09-08
Floating
0.53000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVT3
7330000.00000000
PA
USD
7332490.29000000
0.126278374122
Long
DBT
CORP
US
N
2
2023-07-10
Floating
0.17000000
N
N
N
N
N
N
JP Morgan Securities LLC
ZBUT11V806EZRVTWT807
JP Morgan Securities LLC
46651VAV8
10000000.00000000
PA
USD
9993629.80000000
0.172107875062
Long
STIV
CORP
US
N
2
2022-09-30
Fixed
0.22000000
N
N
N
N
N
N
NORINCHUKIN BANK (NY)
549300KQZJBM38M51L16
Norinchukin BK NY BR
65602YCL2
8250000.00000000
PA
USD
8250549.78000000
0.142088972590
Long
STIV
CORP
US
N
2
2021-11-18
Floating
0.23000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890NAK6
4365000.00000000
PA
USD
4363359.50000000
0.075144721858
Long
STIV
CORP
US
N
2
2022-01-19
None
0.00000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2020-B
34531RAB3
2878336.96000000
PA
USD
2878934.21000000
0.049580308580
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
0.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AP9
25137000.00000000
PA
USD
25545981.25000000
0.439946709784
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.67000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2A8
6855000.00000000
PA
USD
6858319.67000000
0.118112322401
Long
DBT
CORP
CH
N
2
2021-11-12
Fixed
2.10000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AT2
15330000.00000000
PA
USD
15345578.50000000
0.264277840993
Long
DBT
CORP
US
N
2
2024-10-01
Floating
0.30000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDD6
1925000.00000000
PA
USD
1943119.54000000
0.033463934697
Long
DBT
CORP
NL
N
2
2022-02-08
Fixed
3.88000000
N
N
N
N
N
N
IONIC CAPITAL II
254900ABXGHL7TZDR053
IONIC CAPITAL II
46221LYA1
5200000.00000000
PA
USD
5199847.48000000
0.089550515512
Long
STIV
CORP
US
N
2
2021-11-10
None
0.00000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22549L7L3
8000000.00000000
PA
USD
8000999.92000000
0.137791285264
Long
STIV
CORP
CH
N
2
2021-11-16
Floating
0.35000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAC3
3000000.00000000
PA
USD
3031903.11000000
0.052214701975
Long
DBT
CORP
GB
N
2
2022-06-24
Fixed
2.38000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UZA1
14900000.00000000
PA
USD
14897253.48000000
0.256556895944
Long
STIV
CORP
CA
N
2
2021-12-10
None
0.00000000
N
N
N
N
N
N
MUFG Bank Ltd/New York NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
55380TXV7
7500000.00000000
PA
USD
7494513.23000000
0.129068694003
Long
STIV
CORP
JP
N
2
2022-10-31
Variable
0.30000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
2574P0YF5
12000000.00000000
PA
USD
11999246.28000000
0.206648116943
Long
STIV
CORP
US
N
2
2021-11-15
None
0.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89355PYN2
35000000.00000000
PA
USD
34996663.45000000
0.602704072612
Long
STIV
CORP
CA
N
2
2021-11-22
None
0.00000000
N
N
N
N
N
N
Ionic Capital II Trust
254900ABXGHL7TZDR053
Ionic Capital II Trust
46221MC47
4200000.00000000
PA
USD
4197883.20000000
0.072294929046
Long
STIV
CORP
US
N
2
2022-03-04
None
0.00000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAA7
4010000.00000000
PA
USD
4073077.02000000
0.070145547204
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.70000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAD2
5000000.00000000
PA
USD
5029578.35000000
0.086618181741
Long
DBT
CORP
NO
N
2
2022-12-02
Floating
0.74000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HG82
12000000.00000000
PA
USD
11970936.00000000
0.206160564149
Long
STIV
CORP
US
N
2
2022-07-08
None
0.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2A4
5000000.00000000
PA
USD
5018305.50000000
0.086424043445
Long
DBT
CORP
US
N
2
2022-05-13
Floating
0.86000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BG6
15025000.00000000
PA
USD
15034669.49000000
0.258923441229
Long
DBT
CORP
US
N
2
2022-11-23
Fixed
0.75000000
N
N
N
N
N
N
Lloyds Bank Corporate Markets PLC/New York NY
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets PLC/New York NY
53947CKF4
15000000.00000000
PA
USD
15000490.05000000
0.258334811181
Long
STIV
CORP
GB
N
2
2022-06-30
Variable
0.23000000
N
N
N
N
N
N
County of Pima AZ
N/A
PIMA CNTY AZ COPS
721664GW4
1950000.00000000
PA
USD
1950337.35000000
0.033588238075
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
0.38000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q3D9
7000000.00000000
PA
USD
7000419.02000000
0.120559523035
Long
DBT
CORP
US
N
2
2021-11-12
Floating
0.32000000
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAY9
2105000.00000000
PA
USD
2144225.92000000
0.036927340128
Long
DBT
CORP
GB
N
2
2023-01-13
Fixed
2.10000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDV0
8820000.00000000
PA
USD
8830006.20000000
0.152068230891
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.28000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AH3
25620000.00000000
PA
USD
25625374.05000000
0.441313993381
Long
DBT
CORP
US
N
2
2022-08-10
Floating
0.58000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
30000000.00000000
PA
USD
29964406.50000000
0.516039760669
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAD5
42000000.00000000
PA
USD
41807857.14000000
0.720004802786
Long
DBT
CORP
GB
N
2
2023-05-05
Fixed
0.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJP1
12000000.00000000
PA
USD
12032932.56000000
0.207228253909
Long
DBT
CORP
US
N
2
2024-09-13
Floating
0.34000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
7560000.00000000
PA
USD
7694797.07000000
0.132517933849
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.38000000
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAD1
45000000.00000000
PA
USD
44998295.40000000
0.774949758766
Long
DBT
CORP
US
N
2
2024-01-17
Floating
0.25000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAV5
5000000.00000000
PA
USD
5006471.15000000
0.086220235132
Long
DBT
CORP
GB
N
2
2021-11-15
Fixed
3.75000000
N
N
N
N
N
NATWEST MARKET
RR3QWICWWIPCS8A4S074
NATWEST MARKET
63906FA41
13050000.00000000
PA
USD
13046964.05000000
0.224691658946
Long
STIV
CORP
GB
N
2
2022-01-04
None
0.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA NY
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada/New York NY
78012US97
10000000.00000000
PA
USD
10001281.00000000
0.172239642177
Long
STIV
CORP
CA
N
2
2022-05-24
Floating
0.18000000
N
N
N
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HEL9
8675000.00000000
PA
USD
8675000.00000000
0.149398751609
Long
DBT
MUN
US
N
2
2031-03-01
Floating
0.34000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAG6
9703000.00000000
PA
USD
9704863.27000000
0.167134807732
Long
DBT
CORP
US
N
2
2021-11-26
Floating
0.37000000
N
N
N
N
N
N
BlackRock Funds III
5493008LW2651I1QB503
BlackRock Cash Funds: Institutional, SL Agency Shares
066922519
14773037.71600000
NS
USD
14780424.23000000
0.254544890860
Long
STIV
RF
US
N
1
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31621YZ69
22000000.00000000
PA
USD
21996400.58000000
0.378816690091
Long
STIV
CORP
US
N
2
2021-12-06
None
0.00000000
N
N
N
N
N
N
NORINCHUKIN BK
N/A
NORINCHUKIN BK
65602YBX7
18000000.00000000
PA
USD
18001438.74000000
0.310016423622
Long
STIV
CORP
JP
N
2
2021-11-16
Fixed
0.24000000
N
N
N
N
N
N
Hitachi International Treasury Ltd
549300CGU7TX0W29IM37
Hitachi International Treasury Ltd
4335Q2Y15
40000000.00000000
PA
USD
39999566.80000000
0.688862863956
Long
STIV
CORP
SG
N
2
2021-11-01
None
0.00000000
N
N
N
N
N
N
Bedford Row Funding Corp
N/A
Bedford Row Funding Corp
07644DLH9
15000000.00000000
PA
USD
15000000.00000000
0.258326371658
Long
STIV
CORP
US
N
2
2022-06-27
Floating
0.19000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THS7
15000000.00000000
PA
USD
15015993.30000000
0.258601804402
Long
DBT
CORP
US
N
2
2022-06-13
Floating
0.35000000
N
N
N
N
N
N
GOLDMAN SACHS & CO LLC
FOR8UP27PHTHYVLBNG30
TRI PARTY GOLDMAN SACHS + CO
000000000
60000000.00000000
PA
USD
60000000.00000000
1.033305486633
Long
RA
CORP
US
N
2
Repurchase
Y
0.57000000
2050-12-31
63495577.00000000
USD
63000000.57000000
USD
CDS
N
N
N
Collateralized Commercial Paper FLEX Co LLC
549300QFFTZ0K7V16U14
Collateralized Commercial Paper FLEX Co LLC
19421MBF8
15000000.00000000
PA
USD
14993682.45000000
0.258217572340
Long
STIV
CORP
US
N
2
2022-08-18
Fixed
0.27000000
N
N
N
N
N
N
WELLS FARGO SECURITIES LLC
VYVVCKR63DVZZN70PB21
WELLS FARGO SECS LLC
000000000
10000000.00000000
PA
USD
10000000.00000000
0.172217581105
Long
RA
CORP
US
N
2
Repurchase
Y
0.27000000
2021-11-12
10304000.00000000
USD
10200376.11000000
USD
CDS
N
N
N
CREDIT INDUST ET COMM NY
N4JDFKKH2FTD8RKFXO39
Credit Industriel et Commercial/New York
22536UU24
7000000.00000000
PA
USD
7000702.31000000
0.120564401786
Long
STIV
CORP
FR
N
2
2022-05-06
Floating
0.17000000
N
N
N
N
N
N
BAYERISCHE LANDESBANK NY
549300DJ6F1V4GISFC11
Bayerische Landesbank/New York
0727MCQW0
15000000.00000000
PA
USD
15129423.15000000
0.260555265841
Long
DBT
CORP
US
N
2
2023-06-27
Fixed
0.90000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BN6
5975000.00000000
PA
USD
5920933.06000000
0.101968876948
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.63000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CC8
3666000.00000000
PA
USD
3665700.89000000
0.063129814033
Long
DBT
CORP
US
N
2
2022-08-19
Fixed
0.48000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251UY51
15000000.00000000
PA
USD
14999620.80000000
0.258319841167
Long
STIV
CORP
US
N
2
2021-11-05
None
0.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBD6
11350000.00000000
PA
USD
11371871.45000000
0.195843619376
Long
DBT
CORP
CA
N
2
2023-02-17
Floating
0.45000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBV6
19960000.00000000
PA
USD
20083352.80000000
0.345870643970
Long
DBT
CORP
US
N
2
2024-08-12
Floating
0.43000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2M8
10000000.00000000
PA
USD
10000508.60000000
0.172226340091
Long
DBT
CORP
US
N
2
2024-05-17
Floating
0.29000000
N
N
N
N
N
N
BARCLAYS BANK CCP
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06741HAT0
10000000.00000000
PA
USD
10005910.00000000
0.172319361696
Long
STIV
CORP
GB
N
2
2022-07-22
Floating
0.28000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB SA
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate & Investment Bank SA
22533B2H7
12000000.00000000
PA
USD
11977162.44000000
0.206267794392
Long
DBT
CORP
FR
N
2
2023-01-15
Fixed
0.40000000
N
N
N
N
N
N
KOOKMIN BANK/NEW YORK
549300XXMOJSIW8P4769
Kookmin Bank/New York
48668MU27
5000000.00000000
PA
USD
4999899.15000000
0.086107053738
Long
STIV
CORP
KR
N
2
2022-10-24
Floating
0.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXL3
10000000.00000000
PA
USD
9988492.20000000
0.172019396557
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.63000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBN4
15615000.00000000
PA
USD
15747789.96000000
0.271204629467
Long
DBT
CORP
US
N
2
2024-04-01
Floating
0.58000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBG7
16520000.00000000
PA
USD
16360855.08000000
0.281762688669
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
0.55000000
N
N
N
N
N
N
Amcor Flexibles North America Inc
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343BYF8
5000000.00000000
PA
USD
4999652.90000000
0.086102812880
Long
STIV
CORP
US
N
2
2021-11-15
None
0.00000000
N
N
N
N
N
N
NESTLE HOLDINGS INC
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AU8
35000000.00000000
PA
USD
34841383.15000000
0.600029872846
Long
DBT
CORP
US
N
2
2024-09-14
Fixed
0.61000000
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2ZE5
74000000.00000000
PA
USD
73984776.72000000
1.274147928535
Long
STIV
CORP
US
N
2
2021-12-14
None
0.00000000
N
N
N
N
N
N
NATIXIS NY BRANC
2549003L5ZG5M2ZSE107
Natixis SA/New York NY
63873QPY4
12000000.00000000
PA
USD
12004862.52000000
0.206744838470
Long
STIV
CORP
FR
N
2
2022-06-17
Floating
0.23000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A3BE9
8500000.00000000
PA
USD
8495308.00000000
0.146304139450
Long
STIV
CORP
US
N
2
2022-02-14
None
0.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
2574P0Z15
7000000.00000000
PA
USD
6999024.69000000
0.120535510221
Long
STIV
CORP
US
N
2
2021-12-01
None
0.00000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2021-C
44933MAB7
17150000.00000000
PA
USD
17128118.32000000
0.294976310596
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.24000000
N
N
N
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HEC9
11000000.00000000
PA
USD
11000000.00000000
0.189439339216
Long
DBT
MUN
US
N
2
2027-09-01
Floating
0.34000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
63254GQN8
10000000.00000000
PA
USD
10001508.50000000
0.172243560127
Long
STIV
CORP
AU
N
2
2022-03-25
Floating
0.17000000
N
N
N
N
N
N
Port of Oakland
N/A
PORT OF OAKLAND CA
735000TK7
480000.00000000
PA
USD
482114.88000000
0.008302865844
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
0.82000000
N
N
N
N
N
N
BAYERISCHE LANDESBANK NY
549300DJ6F1V4GISFC11
Bayerische Landesbank/New York
0727MCQB6
22500000.00000000
PA
USD
22502962.35000000
0.387540574362
Long
DBT
CORP
US
N
2
2023-01-27
Floating
0.29000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89355PYJ1
12500000.00000000
PA
USD
12499041.63000000
0.215255471565
Long
STIV
CORP
CA
N
2
2021-11-18
None
0.00000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAM0
2845000.00000000
PA
USD
2901934.68000000
0.049976417111
Long
DBT
CORP
SE
N
2
2022-12-12
Fixed
2.20000000
N
N
N
N
N
N
County of Pima AZ
N/A
PIMA CNTY AZ COPS
721664GX2
1020000.00000000
PA
USD
1021811.52000000
0.017597390832
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
0.48000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YC8
5000000.00000000
PA
USD
5012600.00000000
0.086325784705
Long
DBT
CORP
CH
N
2
2024-02-09
Floating
0.41000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ82
2760000.00000000
PA
USD
2766967.04000000
0.047652037062
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
0.80000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAB5
596294.23000000
PA
USD
596431.14000000
0.010271592822
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
0.50000000
N
N
N
N
N
N
Antalis SA
549300G2LM2ZKZ0X4Y50
Antalis SA
03664BC12
12500000.00000000
PA
USD
12493508.38000000
0.215160179272
Long
STIV
CORP
FR
N
2
2022-03-01
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAX7
15000000.00000000
PA
USD
15040152.60000000
0.259017870023
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
0.49000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce/New York NY
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce/New York NY
13606CJU9
3000000.00000000
PA
USD
3000550.02000000
0.051674746643
Long
STIV
CORP
CA
N
2
2021-12-13
Floating
0.21000000
N
N
N
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HEJ4
18000000.00000000
PA
USD
18000000.00000000
0.309991645990
Long
DBT
MUN
US
N
2
2031-03-01
Floating
0.34000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358W4V3
12570000.00000000
PA
USD
12666776.43000000
0.218144159718
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.09000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXP4
5000000.00000000
PA
USD
4986375.35000000
0.085874150126
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.48000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BL7
8400000.00000000
PA
USD
8530448.14000000
0.146909314441
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
10000000.00000000
PA
USD
10261783.40000000
0.176725951497
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
GOLDMAN SACHS INTL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTL
38150UAE1
8400000.00000000
PA
USD
8397718.22000000
0.144623471865
Long
STIV
CORP
US
N
2
2022-01-14
None
0.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCA2
20000000.00000000
PA
USD
20067347.80000000
0.345595009732
Long
DBT
CORP
US
N
2
2024-03-16
Floating
0.63000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AU9
8175000.00000000
PA
USD
8170968.58000000
0.140718444413
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.63000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
5442000.00000000
PA
USD
5475498.45000000
0.094297709840
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YB0
7000000.00000000
PA
USD
6914984.79000000
0.119088195391
Long
DBT
CORP
CH
N
2
2024-02-09
Fixed
0.45000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YA2
6085000.00000000
PA
USD
6116112.36000000
0.105330207640
Long
DBT
CORP
CH
N
2
2022-04-21
Fixed
1.75000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAK4
3000000.00000000
PA
USD
3030660.00000000
0.052193293435
Long
DBT
CORP
SE
N
2
2022-03-25
Fixed
3.05000000
N
N
N
N
N
N
NATIONAL WESTMINSTER BANK PLC
N/A
NATIONAL WESTMINSTER BANK PLC
000000000
16000000.00000000
PA
USD
15985664.80000000
0.275301252422
Long
DBT
CORP
GB
N
3
2022-03-31
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
15000000.00000000
PA
USD
14986612.65000000
0.258095817955
Long
DBT
CORP
US
N
2
2023-11-10
Fixed
0.56000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAL1
14500000.00000000
PA
USD
14462003.91000000
0.249061133132
Long
DBT
CORP
SE
N
2
2023-09-25
Fixed
0.60000000
N
N
N
N
N
N
Nordea Bank Abp/New York NY
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558TK20
12500000.00000000
NS
USD
12505528.25000000
0.215367182566
Long
STIV
CORP
US
N
2
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAB5
15000000.00000000
PA
USD
15147748.80000000
0.260870865753
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
1.25000000
N
N
N
N
N
N
DZ Bank AG Deutsche Zentral-Genossenschaftsbank/New York
529900HNOAA1KXQJUQ27
DZ Bank AG Deutsche Zentral-Genossenschaftsbank/New York
23328AM50
27000000.00000000
PA
USD
27008432.92000000
0.465132698693
Long
STIV
CORP
DE
N
2
2022-02-17
Floating
0.32000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AG5
12125000.00000000
PA
USD
12085824.61000000
0.208139148000
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
Deutsche Bank Spears/Lifers Trust
N/A
DEUTSCHE BANK SPEARS/LIFERS TRUST VARIOUS STATES
25155W4V8
51500000.00000000
PA
USD
51500000.00000000
0.886920542694
Long
DBT
MUN
US
N
2
2031-04-01
Floating
0.27000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
86562LGM8
15000000.00000000
PA
USD
14970408.30000000
0.257816750558
Long
STIV
CORP
JP
N
2
2022-07-21
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDQ1
7000000.00000000
PA
USD
7003674.72000000
0.120615591912
Long
DBT
CORP
US
N
2
2022-01-21
Floating
0.25000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254ABB3
3035000.00000000
PA
USD
3035515.95000000
0.052276921431
Long
DBT
CORP
AU
N
2
2021-11-04
Fixed
3.70000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
90351XCW1
11500000.00000000
PA
USD
11491114.30000000
0.197897190895
Long
STIV
CORP
CH
N
2
2022-03-30
None
0.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBT6
45000000.00000000
PA
USD
45001763.10000000
0.775009478657
Long
DBT
CORP
US
N
2
2023-02-22
Floating
0.40000000
N
N
N
N
N
N
Hitachi Capital America Corp
SAG6K2J487EOB0C5BI47
Hitachi Capital America Corp
43357LZT2
42000000.00000000
PA
USD
41987678.88000000
0.723101649295
Long
STIV
CORP
US
N
2
2021-12-27
None
0.00000000
N
N
N
N
N
N
LMA-Americas LLC
N/A
LMA-Americas LLC
53944RD54
20000000.00000000
PA
USD
19984990.00000000
0.344176663622
Long
STIV
CORP
US
N
2
2022-04-05
None
0.00000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851EB6
26690000.00000000
PA
USD
26577162.42000000
0.457705462462
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.75000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CQ3
9215000.00000000
PA
USD
9228741.13000000
0.158935147405
Long
DBT
CORP
US
N
2
2024-10-18
Floating
0.58000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
86723AZ13
12760000.00000000
PA
USD
12758222.15000000
0.219719015788
Long
STIV
CORP
US
N
2
2021-12-01
None
0.00000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196BR2
5370000.00000000
PA
USD
5382721.21000000
0.092699922655
Long
DBT
CORP
US
N
2
2024-03-05
Floating
0.29000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89119BH33
20000000.00000000
PA
USD
19960462.20000000
0.343754251783
Long
STIV
CORP
CA
N
2
2022-08-03
None
0.00000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBS7
4560000.00000000
PA
USD
4626443.58000000
0.079675492246
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.80000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339MY26
16000000.00000000
PA
USD
15999786.72000000
0.275544456712
Long
STIV
CORP
US
N
2
2021-11-02
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA/New York NY
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA/New York NY
05586FRU3
35000000.00000000
PA
USD
34974705.50000000
0.602325918109
Long
STIV
CORP
FR
N
2
2022-09-08
Fixed
0.20000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254ABC1
4460000.00000000
PA
USD
4535846.09000000
0.078115244188
Long
DBT
CORP
AU
N
2
2022-12-13
Fixed
1.88000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXK5
7000000.00000000
PA
USD
7011042.78000000
0.120742482859
Long
DBT
CORP
US
N
2
2023-11-17
Floating
0.59000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GD3
11020000.00000000
PA
USD
11018347.55000000
0.189755316284
Long
DBT
CORP
US
N
2
2023-05-10
Floating
0.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXY5
20000000.00000000
PA
USD
19963273.20000000
0.343802662145
Long
DBT
CORP
US
N
2
2023-03-08
Fixed
0.52000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
0255E2Y87
38049000.00000000
PA
USD
38047626.05000000
0.655247012514
Long
STIV
CORP
US
N
2
2021-11-08
None
0.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBV1
9305000.00000000
PA
USD
9341289.22000000
0.160873423387
Long
DBT
CORP
US
N
2
2023-03-01
Floating
0.59000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC
40433HA39
13000000.00000000
PA
USD
12995805.29000000
0.223810615156
Long
STIV
CORP
US
N
2
2022-01-03
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP
N/A
SUMITOMO MITSUI BKG CORP
86565C2D0
20000000.00000000
PA
USD
20002201.40000000
0.344473074189
Long
STIV
CORP
JP
N
2
2022-01-18
Fixed
0.17000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368YGY7
10000000.00000000
PA
USD
9992270.00000000
0.172084456915
Long
STIV
CORP
US
N
2
2022-05-03
None
0.00000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDH9
30560000.00000000
PA
USD
30567752.16000000
0.526430433683
Long
DBT
CORP
US
N
2
2023-09-15
Floating
0.65000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542691EY2
6800000.00000000
PA
USD
6775431.60000000
0.116684844109
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
0.36000000
N
N
N
N
N
N
SHINHAN BANK
5493003P813VL21KG928
SHINHAN BANK
82460AME5
10750000.00000000
PA
USD
10755315.77000000
0.185225446593
Long
STIV
CORP
KR
N
2
2022-02-11
Fixed
0.33000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279GYG6
1250000.00000000
PA
USD
1249915.63000000
0.021525744638
Long
STIV
CORP
US
N
2
2021-11-16
None
0.00000000
N
N
N
N
N
N
STANDARD CHARTERED BK/NY
RILFO74KP1CM8P6PCT96
Standard Chartered Bank/New York
85325VG87
15000000.00000000
PA
USD
15002457.30000000
0.258368690684
Long
STIV
CORP
GB
N
2
2022-04-25
Floating
0.22000000
N
N
N
N
N
N
MIZUHO SECURITIES USA LLC
7TK5RJIZDFROZCA6XF66
TRI PARTY MIZUHO SECURITIES US
000000000
6000000.00000000
PA
USD
6000000.00000000
0.103330548663
Long
RA
CORP
US
N
2
Repurchase
Y
0.48700000
2050-12-31
5370000.00000000
USD
6301165.71000000
USD
ABS
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
7560000.00000000
PA
USD
7526341.29000000
0.129616829153
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607LDV3
15000000.00000000
PA
USD
14982482.55000000
0.258024690371
Long
STIV
CORP
US
N
2
2022-04-29
None
0.00000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069TZ4
3480000.00000000
PA
USD
3495089.56000000
0.060191586977
Long
DBT
CORP
CA
N
2
2022-06-16
Floating
0.84000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45856WY37
4000000.00000000
PA
USD
3999856.00000000
0.068884552509
Long
STIV
CORP
US
N
2
2021-11-03
None
0.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCT4
12685000.00000000
PA
USD
12906334.10000000
0.222269763964
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
63254WAA8
3500000.00000000
PA
USD
3513124.37000000
0.060502178112
Long
DBT
CORP
AU
N
2
2022-12-13
Floating
0.52000000
N
N
N
N
N
N
KOOKMIN BANK/SEOUL
549300XXMOJSIW8P4769
Kookmin Bank/Seoul
50049MAE9
10535000.00000000
PA
USD
10539915.63000000
0.181515877485
Long
DBT
CORP
KR
N
2
2022-08-03
Floating
0.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TVS2
15250000.00000000
PA
USD
15256608.44000000
0.262745620141
Long
STIV
CORP
US
N
2
2021-12-31
Fixed
0.36000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251VDJ2
6000000.00000000
PA
USD
5992960.50000000
0.103209316097
Long
STIV
CORP
US
N
2
2022-04-18
None
0.00000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
86723AY14
12000000.00000000
PA
USD
11999870.04000000
0.206658859187
Long
STIV
CORP
US
N
2
2021-11-01
None
0.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFA5
5000000.00000000
PA
USD
5004197.30000000
0.086181075438
Long
DBT
CORP
US
N
2
2024-10-18
Floating
0.38000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368YFW2
10000000.00000000
PA
USD
9999030.00000000
0.172200876000
Long
STIV
CORP
FR
N
2
2022-01-10
None
0.00000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YL8
8470000.00000000
PA
USD
8514975.70000000
0.146642851822
Long
DBT
CORP
CH
N
2
2024-08-09
Floating
0.50000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAF0
6310000.00000000
PA
USD
6317519.82000000
0.108798798198
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
0.63000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
27205000.00000000
PA
USD
27095221.02000000
0.466627342358
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBU8
2925000.00000000
PA
USD
2910948.89000000
0.050131657655
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.75000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THN8
13000000.00000000
PA
USD
13028730.00000000
0.224377636547
Long
DBT
CORP
US
N
2
2022-10-14
Floating
0.39000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBF1
5000000.00000000
PA
USD
5055320.15000000
0.087061500794
Long
DBT
CORP
US
N
2
2022-04-14
Fixed
2.95000000
N
N
N
N
N
N
SALISBURY RECEIVABLES CO
549300HB2PGDP0V6U989
Salisbury Receivables Co LLC
79539QAH9
10000000.00000000
PA
USD
10002954.10000000
0.172268455901
Long
STIV
CORP
US
N
2
2022-02-18
Floating
0.30000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBD5
26000000.00000000
PA
USD
26006817.72000000
0.447883123999
Long
DBT
CORP
AU
N
2
2021-11-24
Floating
0.58000000
N
N
N
N
N
N
STANDARD CHARTERED BK/NY
RILFO74KP1CM8P6PCT96
Standard Chartered Bank/New York
85325VJ43
10000000.00000000
PA
USD
10004558.50000000
0.172296086489
Long
STIV
CORP
GB
N
2
2022-04-14
Floating
0.28000000
N
N
N
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HGC7
3500000.00000000
PA
USD
3500000.00000000
0.060276153386
Long
DBT
MUN
US
N
2
2058-12-01
Floating
0.34000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAW2
11945000.00000000
PA
USD
11970179.58000000
0.206147537266
Long
DBT
CORP
FR
N
2
2021-12-02
Fixed
2.75000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
7743E3AR7
14500000.00000000
PA
USD
14494045.28000000
0.249612941855
Long
STIV
CORP
US
N
2
2022-01-25
None
0.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
2332K1KK5
5000000.00000000
PA
USD
4984074.30000000
0.085834521999
Long
STIV
CORP
NO
N
2
2022-10-19
None
0.00000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LEQ8
660000.00000000
PA
USD
654480.14000000
0.011271298659
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
0.75000000
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAX8
2659000.00000000
PA
USD
2738271.60000000
0.047157851136
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.10000000
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAR6
5000000.00000000
PA
USD
5037517.20000000
0.086754902696
Long
DBT
CORP
US
N
2
2022-04-06
Fixed
2.70000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
0255E2YF1
21000000.00000000
PA
USD
20998680.99000000
0.361634204650
Long
STIV
CORP
US
N
2
2021-11-15
None
0.00000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
90351XHJ5
10000000.00000000
PA
USD
9978025.00000000
0.171839132971
Long
STIV
CORP
CH
N
2
2022-08-18
None
0.00000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
69350AYP7
4245000.00000000
PA
USD
4244575.50000000
0.073099052543
Long
STIV
CORP
US
N
2
2021-11-23
None
0.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAB4
119743.58000000
PA
USD
119836.50000000
0.002063795215
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
1.87000000
N
N
N
N
N
N
Mackinac Funding Co LLC
549300DSZ0UOZX6UNF02
Mackinac Funding Co LLC
55458FE37
7000000.00000000
PA
USD
6991283.81000000
0.120402198658
Long
STIV
CORP
US
N
2
2022-05-03
None
0.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-4
14316HAB8
7185707.37000000
PA
USD
7188375.42000000
0.123796462691
Long
ABS-O
CORP
US
N
2
2024-01-16
Fixed
0.31000000
N
N
N
N
N
N
CONCORD MINUTEMEN CAPITAL COMP
549300B4YYZ4SNU1JB49
CONCORD MINUTEMEN CAPITAL COMP
20632LC13
24000000.00000000
PA
USD
23985895.92000000
0.413079297599
Long
STIV
CORP
US
N
2
2022-03-01
None
0.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QLC2
4990000.00000000
PA
USD
4990034.93000000
0.085937174527
Long
DBT
MUN
US
N
2
2021-11-01
Fixed
0.40000000
N
N
N
N
N
N
Ridgefield Funding Co LLC
N/A
Ridgefield Funding Co LLC
76582KCG4
10000000.00000000
PA
USD
9994173.30000000
0.172117235087
Long
STIV
CORP
US
N
2
2022-03-16
None
0.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAW5
6610000.00000000
PA
USD
6702036.25000000
0.115420847145
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.40000000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2F4
23890000.00000000
PA
USD
23940731.85000000
0.412301492910
Long
DBT
CORP
US
N
2
2023-02-24
Floating
0.36000000
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2B2
12000000.00000000
PA
USD
12042212.16000000
0.207388064935
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.95000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890NAB6
9200000.00000000
PA
USD
9196993.16000000
0.158388391546
Long
STIV
CORP
US
N
2
2022-01-11
None
0.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571BZ14
12000000.00000000
PA
USD
11999252.04000000
0.206648216140
Long
STIV
CORP
FR
N
2
2021-12-01
None
0.00000000
N
N
N
N
N
N
ASB Finance Ltd/London
549300A8V0FZJN79NH08
ASB Finance Ltd/London
0020P3JC9
15000000.00000000
PA
USD
14969524.95000000
0.257801537718
Long
STIV
CORP
NZ
N
2
2022-09-12
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A3AL4
10000000.00000000
PA
USD
9995734.71000000
0.172144125312
Long
STIV
CORP
US
N
2
2022-01-20
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAW9
12000000.00000000
PA
USD
11899833.12000000
0.204936047548
Long
DBT
CORP
JP
N
2
2024-09-16
Fixed
0.80000000
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXQ2
12000000.00000000
PA
USD
12005872.44000000
0.206762231067
Long
DBT
CORP
US
N
2
2023-01-27
Floating
0.46000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HH32
15100000.00000000
PA
USD
15056389.54000000
0.259297498676
Long
STIV
CORP
US
N
2
2022-08-03
None
0.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDK4
5025000.00000000
PA
USD
5051220.95000000
0.086990905363
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.88000000
N
N
N
N
N
N
Brookfield BRP Holdings Canada Inc
549300NSPD7QJ50GZW26
Brookfield BRP Holdings Canada Inc
11284WZ63
15000000.00000000
PA
USD
14997545.85000000
0.258284106880
Long
STIV
CORP
CA
N
2
2021-12-06
None
0.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC38
5000000.00000000
PA
USD
5035943.20000000
0.086727795648
Long
DBT
CORP
US
N
2
2022-11-04
Floating
0.92000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
23585LY28
16000000.00000000
PA
USD
15999768.96000000
0.275544150854
Long
STIV
CORP
US
N
2
2021-11-02
None
0.00000000
N
N
N
N
N
N
Kookmin Bank
549300XXMOJSIW8P4769
Kookmin Bank
50049QDE7
8000000.00000000
PA
USD
7991724.24000000
0.137631541747
Long
STIV
CORP
KR
N
2
2022-04-14
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCC2
3580000.00000000
PA
USD
3550147.60000000
0.061139783224
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.51000000
N
N
N
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
BANCO SANTANDER
05966DZX3
25000000.00000000
PA
USD
25001081.50000000
0.430562578095
Long
STIV
CORP
ES
N
2
2021-11-08
Fixed
0.28000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TRI PARTY BNP PARIBAS
000000000
20000000.00000000
PA
USD
20000000.00000000
0.344435162211
Long
RA
CORP
US
N
2
Repurchase
Y
0.42000000
2050-12-31
21549685.00000000
USD
21977835.66000000
USD
CDS
N
N
N
Connecticut Housing Finance Authority
5493003DXX0NRJKSH186
CONNECTICUT ST HSG FIN AUTH HSG MTGE FIN PROGRAM
20775HFT5
580000.00000000
PA
USD
579861.96000000
0.009986242412
Long
DBT
MUN
US
N
2
2022-11-15
Fixed
0.30000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
8698000.00000000
PA
USD
8793845.35000000
0.151445477479
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.21000000
N
N
N
N
N
N
BANCO SANTANDER
5493006QMFDDMYWIAM13
BANCO SANTANDER
05966DB84
10000000.00000000
PA
USD
10000679.70000000
0.172229286734
Long
STIV
CORP
ES
N
2
2021-12-03
Fixed
0.18000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
86723AYQ9
26110000.00000000
PA
USD
26107246.96000000
0.449612692077
Long
STIV
CORP
US
N
2
2021-11-24
None
0.00000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBE2
15890000.00000000
PA
USD
16180014.27000000
0.278648291983
Long
DBT
CORP
GB
N
2
2023-01-27
Fixed
2.00000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QRF9
5575000.00000000
PA
USD
5579911.58000000
0.096095887509
Long
DBT
MUN
US
N
2
2022-08-01
Fixed
0.43000000
N
N
N
N
N
N
BOFA SECURITIES INC
549300HN4UKV1E2R3U73
TRI PARTY BOFA SECURITIES INC.
000000000
35000000.00000000
PA
USD
35000000.00000000
0.602761533869
Long
RA
CORP
US
N
2
Repurchase
Y
0.39000000
2050-12-31
287244010.00000000
USD
38807622.72000000
USD
CDS
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
86723AZ62
9295000.00000000
PA
USD
9293479.25000000
0.160050051649
Long
STIV
CORP
US
N
2
2021-12-06
None
0.00000000
N
N
N
N
N
N
KOOKMIN BANK/NEW YORK
549300XXMOJSIW8P4769
Kookmin Bank/New York
48668MP80
10000000.00000000
PA
USD
10002962.90000000
0.172268607452
Long
STIV
CORP
KR
N
2
2022-02-07
Floating
0.32000000
N
N
N
N
N
N
LANDESBANK BADEN-WUERTTEMBERG
N/A
LANDESBANK BADEN-WUERTTEMBERG
51501HSE0
10000000.00000000
PA
USD
9998812.80000000
0.172197135434
Long
STIV
CORP
DE
N
2
2022-10-21
Variable
0.34000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87974WB72
34000000.00000000
PA
USD
33980540.78000000
0.585204653779
Long
STIV
CORP
CA
N
2
2022-02-07
None
0.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89355QBA3
10000000.00000000
PA
USD
9994077.80000000
0.172115590409
Long
STIV
CORP
CA
N
2
2022-02-10
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NHL7
5000000.00000000
NS
USD
5000220.55000000
0.086112588811
Long
STIV
CORP
US
N
2
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVV8
14290000.00000000
PA
USD
14324010.20000000
0.246684638837
Long
DBT
CORP
US
N
2
2024-10-11
Floating
0.25000000
N
N
N
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565CLC1
10000000.00000000
PA
USD
10029683.60000000
0.172728784884
Long
DBT
CORP
JP
N
2
2022-07-15
Fixed
0.70000000
N
N
N
N
N
N
TORONTO-DOMINION
N/A
TORONTO-DOMINION
89114WJV8
7000000.00000000
PA
USD
7000770.21000000
0.120565571144
Long
STIV
CORP
CA
N
2
2022-10-28
Variable
0.34000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
0020A2ZG0
12000000.00000000
PA
USD
11997408.00000000
0.206616458529
Long
STIV
CORP
US
N
2
2021-12-16
None
0.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
23585LYF9
23985000.00000000
PA
USD
23983493.51000000
0.413037923875
Long
STIV
CORP
US
N
2
2021-11-15
None
0.00000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DU5
2247000.00000000
PA
USD
2284469.60000000
0.039342582862
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.55000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
2546R3JW5
5000000.00000000
PA
USD
4988660.00000000
0.085913495815
Long
STIV
CORP
US
N
2
2022-09-30
None
0.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBS1
7565000.00000000
PA
USD
7623672.10000000
0.131293036820
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO SECURITIES LLC
VYVVCKR63DVZZN70PB21
TRI PARTY WELLS FARGO
000000000
18000000.00000000
PA
USD
18000000.00000000
0.309991645990
Long
RA
CORP
US
N
2
Repurchase
Y
0.47000000
2021-12-06
26198502.00000000
USD
20700000.33000000
USD
ABS
N
N
N
Nordea Bank Abp/New York NY
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558TTX3
10000000.00000000
PA
USD
10007636.20000000
0.172349089894
Long
STIV
CORP
US
N
2
2022-01-28
Floating
0.37000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BQ3
18675000.00000000
PA
USD
18713178.05000000
0.322273825857
Long
DBT
CORP
CA
N
2
2022-03-22
Floating
0.73000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
2260000.00000000
PA
USD
2283317.23000000
0.039322737024
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2E0
5335000.00000000
PA
USD
5291397.90000000
0.091127174700
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.50000000
N
N
N
N
N
N
ROYAL BK OF CANADA
N/A
ROYAL BK OF CANADA
78012UZA6
10000000.00000000
PA
USD
10001148.80000000
0.172237365461
Long
STIV
CORP
CA
N
2
2021-11-16
Fixed
0.31000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LG4
5000000.00000000
PA
USD
5046491.35000000
0.086909453336
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.75000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023KAE8
3267000.00000000
PA
USD
3297666.35000000
0.056791612209
Long
DBT
CORP
SG
N
2
2022-04-16
Fixed
2.85000000
N
N
N
N
N
Ontario Power Generation Inc
YDHER8SKF7V7YW8KZB55
Ontario Power Generation Inc
68322LY39
20310000.00000000
PA
USD
20309650.26000000
0.349767884087
Long
STIV
CORP
CA
N
2
2021-11-03
None
0.00000000
N
N
N
N
N
N
Enbridge US Inc
5493003FRODSVHJWFS32
Enbridge US Inc
29251VA71
23000000.00000000
PA
USD
22991636.97000000
0.395956410463
Long
STIV
CORP
US
N
2
2022-01-07
None
0.00000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AK5
9050000.00000000
PA
USD
9029051.51000000
0.155496141073
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.35000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45856WYK9
10000000.00000000
PA
USD
9998660.00000000
0.172194503949
Long
STIV
CORP
US
N
2
2021-11-19
None
0.00000000
N
N
N
N
N
N
Taxable Municipal Funding Trust
N/A
TXBL MUNI FUNDING TRUST VARIOUS STATES
62630WGF8
1050000.00000000
PA
USD
1050000.00000000
0.018082846016
Long
DBT
MUN
US
N
2
2054-11-15
Floating
0.27000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC46
31997000.00000000
PA
USD
31999874.29000000
0.551094094590
Long
DBT
CORP
US
N
2
2022-11-04
Fixed
2.31000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp/New York
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565B6X4
5000000.00000000
NS
USD
5000565.35000000
0.086118526873
Long
STIV
CORP
JP
N
2
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607NJR2
10000000.00000000
PA
USD
10000003.50000000
0.172217641381
Long
STIV
CORP
US
N
2
2022-09-20
Floating
0.23000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AK2
2390000.00000000
PA
USD
2389994.55000000
0.041159908025
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.45000000
N
N
N
N
N
N
VW Credit Inc
549300UUPJ2NXDB68M19
VW Credit Inc
91842KHP4
19500000.00000000
PA
USD
19452382.17000000
0.335004220406
Long
STIV
CORP
US
N
2
2022-08-23
None
0.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UYG9
4175000.00000000
PA
USD
4174666.00000000
0.071895088044
Long
STIV
CORP
CA
N
2
2021-11-16
None
0.00000000
N
N
N
N
N
N
Taxable Municipal Funding Trust
N/A
TXBL MUNI FUNDING TRUST VARIOUS STATES
62630WDX2
350000.00000000
PA
USD
350000.00000000
0.006027615338
Long
DBT
MUN
US
N
2
2025-04-01
Floating
0.27000000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC
40433HB20
10000000.00000000
PA
USD
9994560.00000000
0.172123894741
Long
STIV
CORP
US
N
2
2022-02-02
None
0.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31621YY86
7895000.00000000
PA
USD
7894714.91000000
0.135960870531
Long
STIV
CORP
US
N
2
2021-11-08
None
0.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
20000000.00000000
PA
USD
20324127.80000000
0.350017212779
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.88000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TYS9
13000000.00000000
PA
USD
13004348.11000000
0.223957737536
Long
STIV
CORP
US
N
2
2022-04-08
Fixed
0.24000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94107NJ88
25000000.00000000
PA
USD
24932184.75000000
0.429376054932
Long
STIV
CORP
US
N
2
2022-09-08
None
0.00000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890NBN9
5000000.00000000
PA
USD
4997116.10000000
0.086059124724
Long
STIV
CORP
US
N
2
2022-02-22
None
0.00000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959RET3
14500000.00000000
PA
USD
14508335.18000000
0.249859039056
Long
DBT
CORP
SE
N
2
2022-01-06
Floating
0.39000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAQ8
1998000.00000000
PA
USD
2010053.51000000
0.034616655338
Long
DBT
CORP
US
N
2
2022-02-10
Fixed
2.35000000
N
N
N
N
N
N
MUFG Bank Ltd/New York NY
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd/New York NY
55380TSM3
10000000.00000000
PA
USD
10002497.90000000
0.172260599335
Long
STIV
CORP
JP
N
2
2022-01-28
Fixed
0.23000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TXX9
17000000.00000000
PA
USD
17007541.20000000
0.292899760601
Long
STIV
CORP
US
N
2
2022-03-03
Fixed
0.27000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAQ4
2000000.00000000
PA
USD
2002719.14000000
0.034490344592
Long
DBT
CORP
AU
N
2
2021-11-23
Fixed
2.55000000
N
N
N
N
N
N
Ionic Capital II Trust
254900ABXGHL7TZDR053
Ionic Capital II Trust
46221MCR6
5000000.00000000
PA
USD
4996774.15000000
0.086053235744
Long
STIV
CORP
US
N
2
2022-03-25
None
0.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368YHD2
10000000.00000000
PA
USD
9975190.00000000
0.171790309286
Long
STIV
CORP
US
N
2
2022-09-19
None
0.00000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp/New York
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565B6D8
2000000.00000000
NS
USD
2000070.94000000
0.034444737932
Long
STIV
CORP
JP
N
2
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
05361LZD0
10920000.00000000
PA
USD
10917952.50000000
0.188026337017
Long
STIV
CORP
US
N
2
2021-12-13
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA N/A
B4TYDEB6GKMZO031MB27
BANK OF AMERICA N/A
06050TMY5
3250000.00000000
PA
USD
3249824.53000000
0.055967691957
Long
STIV
CORP
US
N
2
2022-07-08
Variable
0.21000000
N
N
N
N
N
N
Mizuho Bank Ltd/New York NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60710AYF3
12000000.00000000
PA
USD
12001099.32000000
0.206680029549
Long
STIV
CORP
JP
N
2
2021-11-18
Fixed
0.23000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC
92866BY82
15000000.00000000
PA
USD
14998975.05000000
0.258308720217
Long
STIV
CORP
US
N
2
2021-11-08
None
0.00000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HDL6
4400000.00000000
PA
USD
4394185.27000000
0.075675595812
Long
STIV
CORP
US
N
2
2022-04-20
None
0.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368YGC5
10000000.00000000
PA
USD
10002970.00000000
0.172268729727
Long
STIV
CORP
US
N
2
2022-01-31
Floating
0.23000000
N
N
N
N
N
N
TORONTO DOMINION BANK NY
PT3QB789TSUIDF371261
Toronto-Dominion Bank/NY
89114NZV0
17000000.00000000
PA
USD
17007533.72000000
0.292899631783
Long
STIV
CORP
CA
N
2
2022-02-16
Floating
0.25000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CZ9
16455000.00000000
PA
USD
16481174.97000000
0.283834808711
Long
DBT
NUSS
KR
N
2
2023-02-18
Floating
0.47000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CALIFORNIA ST HLTH FACS FING AUTH REVENUE
13032UXJ2
2400000.00000000
PA
USD
2401953.60000000
0.041365863892
Long
DBT
MUN
US
N
2
2022-06-01
Fixed
0.42000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAQ1
9319000.00000000
PA
USD
9324641.72000000
0.160586724169
Long
DBT
CORP
FR
N
2
2022-01-14
Floating
0.43000000
N
N
N
N
N
N
Brookfield BRP Holdings Canada Inc
549300NSPD7QJ50GZW26
Brookfield BRP Holdings Canada Inc
11284WYG2
15750000.00000000
PA
USD
15748936.88000000
0.271224381445
Long
STIV
CORP
CA
N
2
2021-11-16
None
0.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253CGU4
10000000.00000000
PA
USD
9983302.20000000
0.171930015633
Long
STIV
CORP
AU
N
2
2022-07-28
None
0.00000000
N
N
N
N
N
N
BRIGHTHOUSE FINL SHORT TERM FD
N/A
BRIGHTHOUSE FINL SHORT TERM FD
10924JDT4
13900000.00000000
PA
USD
13884015.00000000
0.239107147933
Long
STIV
CORP
US
N
2
2022-04-27
None
0.00000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBB8
18980000.00000000
PA
USD
19111947.82000000
0.329141342377
Long
DBT
CORP
NL
N
2
2024-03-11
Floating
0.48000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TXL5
10000000.00000000
PA
USD
10006239.30000000
0.172325032821
Long
STIV
CORP
US
N
2
2022-04-19
Fixed
0.31000000
N
N
N
N
N
N
NORINCHUKIN BK
N/A
NORINCHUKIN BK
65602YFY1
7000000.00000000
PA
USD
7001965.60000000
0.120586157861
Long
STIV
CORP
JP
N
2
2022-01-20
Variable
0.25000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAQ8
5000000.00000000
PA
USD
5073991.55000000
0.087383055129
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.90000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
3135000.00000000
PA
USD
3158531.28000000
0.054395461688
Long
DBT
CORP
FI
N
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGW9
10000000.00000000
PA
USD
10343635.70000000
0.178135592009
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAB8
5020257.81000000
PA
USD
5021190.57000000
0.086473729423
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
0.27000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
9612C1KE6
5000000.00000000
PA
USD
4985319.45000000
0.085855965671
Long
STIV
CORP
AU
N
2
2022-10-14
None
0.00000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15200KY13
30000000.00000000
PA
USD
29999675.10000000
0.516647147967
Long
STIV
CORP
US
N
2
2021-11-01
None
0.00000000
N
N
N
N
N
N
WELLS FARGO SECURITIES LLC
VYVVCKR63DVZZN70PB21
TRI PARTY WELLS FARGO
000000000
3000000.00000000
PA
USD
3000000.00000000
0.051665274331
Long
RA
CORP
US
N
2
Repurchase
Y
0.47000000
2021-11-23
2948000.00000000
USD
3300720.95000000
USD
CDS
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3D4
15565000.00000000
PA
USD
15590466.36000000
0.268495240482
Long
DBT
CORP
US
N
2
2024-06-14
Floating
0.37000000
N
N
N
N
N
N
BARCLAYS CAP INC DISC COML
AC28XWWI3WIBK2824319
BARCLAYS CAP INC DISC COML
06743VAJ9
25000000.00000000
PA
USD
24993587.50000000
0.430433518240
Long
STIV
CORP
US
N
2
2022-01-18
None
0.00000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAA1
3895000.00000000
PA
USD
3858985.54000000
0.066458515522
Long
DBT
CORP
GB
N
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
Ridgefield Funding Co LLC
N/A
Ridgefield Funding Co LLC
76582JY24
7000000.00000000
PA
USD
6999930.77000000
0.120551114511
Long
STIV
CORP
US
N
2
2021-11-02
None
0.00000000
N
N
N
N
N
N
BRIGHTHOUSE FINL SHORT TERM FD
N/A
BRIGHTHOUSE FINL SHORT TERM FD
10924JDS6
29750000.00000000
PA
USD
29716125.46000000
0.511763924655
Long
STIV
CORP
US
N
2
2022-04-26
None
0.00000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
90351XCB7
2500000.00000000
PA
USD
2498439.10000000
0.043027513834
Long
STIV
CORP
CH
N
2
2022-03-11
None
0.00000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAE0
14382000.00000000
PA
USD
14656445.38000000
0.252409757095
Long
DBT
CORP
NO
N
2
2022-12-02
Fixed
2.15000000
N
N
N
N
N
Mitsubishi HC Capital America Inc
SAG6K2J487EOB0C5BI47
Mitsubishi HC Capital America Inc
60678MYK6
7785000.00000000
PA
USD
7784137.19000000
0.134056527785
Long
STIV
CORP
US
N
2
2021-11-19
None
0.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJM8
22277000.00000000
PA
USD
22277000.00000000
0.383649105429
Long
DBT
CORP
US
N
2
2023-02-13
Floating
0.25000000
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622AT1
2000000.00000000
PA
USD
2014059.00000000
0.034685636918
Long
DBT
CORP
JP
N
2
2022-01-12
Fixed
3.95000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
20272EKM9
5000000.00000000
PA
USD
4984827.50000000
0.085847493427
Long
STIV
CORP
AU
N
2
2022-10-21
None
0.00000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAL2
3000000.00000000
PA
USD
3017249.13000000
0.051962334676
Long
DBT
CORP
SE
N
2
2022-12-12
Floating
0.76000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CDA6
10000000.00000000
PA
USD
9959375.00000000
0.171517947182
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2X1
2115000.00000000
PA
USD
2131254.96000000
0.036703957393
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAB7
7000000.00000000
PA
USD
7036585.85000000
0.121182379432
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.97000000
N
N
N
N
N
N
OVERSEA CHINESE BANKING
N/A
OVERSEA CHINESE BANKING
69033MZB6
15000000.00000000
PA
USD
14999776.05000000
0.258322514845
Long
STIV
CORP
GB
N
2
2022-03-09
Fixed
0.18000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAK6
6164000.00000000
PA
USD
6394870.40000000
0.110130911177
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.55000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAX1
8710000.00000000
PA
USD
8710214.09000000
0.150005200149
Long
DBT
CORP
US
N
2
2023-09-28
Floating
0.38000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEM7
23000000.00000000
PA
USD
23060244.13000000
0.397137946377
Long
DBT
CORP
US
N
2
2022-09-08
Floating
0.40000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550UAB7
15000000.00000000
PA
USD
14973310.35000000
0.257866728962
Long
DBT
CORP
CH
N
2
2024-02-02
Floating
0.44000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
10000000.00000000
PA
USD
9978957.90000000
0.171855199149
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.53000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2R7
15620000.00000000
PA
USD
15660612.00000000
0.269703271727
Long
DBT
CORP
US
N
2
2024-09-13
Floating
0.32000000
N
N
N
N
N
N
NATWEST MARKET
RR3QWICWWIPCS8A4S074
NATWEST MARKET
63906FAT6
20000000.00000000
PA
USD
19993000.00000000
0.344314609904
Long
STIV
CORP
GB
N
2
2022-01-27
None
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAQ2
12744000.00000000
PA
USD
12759974.48000000
0.219749193991
Long
DBT
CORP
JP
N
2
2023-09-12
Fixed
0.80000000
N
N
N
N
N
N
STANDARD CHARTERED BK/NY
RILFO74KP1CM8P6PCT96
Standard Chartered Bank/New York
85325VL81
3900000.00000000
PA
USD
3900101.40000000
0.067166602917
Long
STIV
CORP
GB
N
2
2022-03-18
Floating
0.18000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THE8
16790000.00000000
PA
USD
16793019.35000000
0.289205317191
Long
DBT
CORP
US
N
2
2022-02-14
Floating
0.27000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MZG0
9600000.00000000
PA
USD
9598284.77000000
0.165299338585
Long
STIV
CORP
US
N
2
2021-12-16
None
0.00000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAB1
6005000.00000000
PA
USD
5961690.32000000
0.102670788621
Long
DBT
CORP
JP
N
2
2024-03-01
Fixed
0.58000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
4510000.00000000
PA
USD
4552672.18000000
0.078405019040
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.14000000
N
N
N
N
N
N
Crown Point Capital Co LLC
549300LXH4KLRKIKII81
Crown Point Capital Co LLC
22845AZU7
10000000.00000000
PA
USD
9993462.90000000
0.172105000750
Long
STIV
CORP
US
N
2
2022-10-04
Fixed
0.30000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AV7
23770000.00000000
PA
USD
23774578.82000000
0.409440045618
Long
DBT
CORP
US
N
2
2023-03-09
Floating
0.50000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KYK6
15000000.00000000
PA
USD
14999089.95000000
0.258310698997
Long
STIV
CORP
US
N
2
2021-11-19
None
0.00000000
N
N
N
N
N
N
Alabama Federal Aid Highway Finance Authority
N/A
ALABAMA FEDERAL AID HIGHWAY FIN AUTH SPL OBLIG REVENUE
010268CK4
3545000.00000000
PA
USD
3535151.99000000
0.060881532455
Long
DBT
MUN
US
N
2
2023-09-01
Fixed
0.45000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UZL7
8235000.00000000
PA
USD
8233037.35000000
0.141787377756
Long
STIV
CORP
CA
N
2
2021-12-20
None
0.00000000
N
N
N
N
N
N
Brookfield BRP Holdings Canada Inc
549300NSPD7QJ50GZW26
Brookfield BRP Holdings Canada Inc
11284WYH0
16250000.00000000
PA
USD
16248824.96000000
0.279833333042
Long
STIV
CORP
CA
N
2
2021-11-17
None
0.00000000
N
N
N
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire Inc
84858MY44
10000000.00000000
PA
USD
9999783.30000000
0.172213849150
Long
STIV
CORP
US
N
2
2021-11-04
None
0.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAL8
5305000.00000000
PA
USD
5280613.29000000
0.090941444755
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.58000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
40433FSB6
12000000.00000000
NS
USD
12000160.08000000
0.206663854185
Long
STIV
CORP
GB
N
2
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2020-3
14315FAB3
1287837.53000000
PA
USD
1288191.56000000
0.022184923446
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
0.49000000
N
N
N
N
N
N
Long Island Power Authority
1R46U5SYJ63KQXF39168
LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
542691DP2
1290000.00000000
PA
USD
1290899.13000000
0.022231552561
Long
DBT
MUN
US
N
2
2023-03-01
Fixed
0.76000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EJ8
2375000.00000000
PA
USD
2418866.89000000
0.041657140481
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
2.00000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAK3
6680000.00000000
PA
USD
6746400.54000000
0.116184878216
Long
DBT
CORP
SE
N
2
2023-06-02
Fixed
1.30000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAR9
7300000.00000000
PA
USD
7306912.59000000
0.125837881160
Long
DBT
CORP
FR
N
2
2022-02-17
Floating
0.49000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBH6
15000000.00000000
PA
USD
14990546.85000000
0.258163571795
Long
DBT
CORP
AU
N
2
2023-04-06
Floating
0.35000000
N
N
N
N
N
N
STANDARD CHARTERED BK/NY
RILFO74KP1CM8P6PCT96
Standard Chartered Bank/New York
85325VC24
20000000.00000000
PA
USD
20003554.20000000
0.344496371783
Long
STIV
CORP
GB
N
2
2021-11-23
Floating
0.37000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94107NGR9
21600000.00000000
PA
USD
21558197.30000000
0.371270059200
Long
STIV
CORP
US
N
2
2022-07-25
None
0.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
2574P0YJ7
25000000.00000000
PA
USD
24998083.25000000
0.430510942959
Long
STIV
CORP
US
N
2
2021-11-18
None
0.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468K8
32000000.00000000
PA
USD
32053744.00000000
0.552021825705
Long
DBT
CORP
US
N
2
2023-01-20
Floating
0.75000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2021-B
345329AB2
8670000.00000000
PA
USD
8654340.25000000
0.149042954392
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.24000000
N
N
N
N
N
N
Mitsubishi HC Capital America Inc
SAG6K2J487EOB0C5BI47
Mitsubishi HC Capital America Inc
60678MY42
10000000.00000000
PA
USD
9999716.70000000
0.172212702181
Long
STIV
CORP
US
N
2
2021-11-04
None
0.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABU0
21620000.00000000
PA
USD
21611986.33000000
0.372196400864
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.80000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAM2
15935000.00000000
PA
USD
15890521.27000000
0.273662713562
Long
DBT
CORP
US
N
2
2023-03-02
Fixed
0.70000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AY4
24000000.00000000
PA
USD
23926648.80000000
0.412058958030
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.30000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HF83
8860000.00000000
PA
USD
8842625.54000000
0.152285558112
Long
STIV
CORP
US
N
2
2022-06-08
None
0.00000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55607KYJ9
10000000.00000000
PA
USD
9999427.80000000
0.172207726815
Long
STIV
CORP
US
N
2
2021-11-18
None
0.00000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
21295000.00000000
PA
USD
21250312.66000000
0.365967744404
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEB4
15135000.00000000
PA
USD
15027219.73000000
0.258795143264
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.55000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services Inc
44920UAQ1
20000000.00000000
PA
USD
19898500.00000000
0.342687153763
Long
DBT
CORP
KR
N
2
2023-09-15
Fixed
0.75000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2020-2 Owner Trust
43813DAB4
392851.70000000
PA
USD
392966.57000000
0.006767575214
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
0.74000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
4000000.00000000
PA
USD
4197975.84000000
0.072296524470
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3C6
10000000.00000000
PA
USD
9954289.50000000
0.171430365931
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.43000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCU2
8328000.00000000
PA
USD
8357670.92000000
0.143933786951
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
0.85000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
5000000.00000000
PA
USD
5025211.40000000
0.086542975185
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05970UDJ4
5000000.00000000
PA
USD
4994988.75000000
0.086022488017
Long
STIV
CORP
ES
N
2
2022-04-18
None
0.00000000
N
N
N
N
N
N
Lloyds Bank Corporate Markets PLC/New York NY
213800MBWEIJDM5CU638
Lloyds Bank Corporate Markets PLC/New York NY
53947CM70
6700000.00000000
PA
USD
6696305.96000000
0.115322161477
Long
STIV
CORP
GB
N
2
2022-08-17
Fixed
0.23000000
N
N
N
N
N
N
Mitsubishi HC Capital America Inc
SAG6K2J487EOB0C5BI47
Mitsubishi HC Capital America Inc
60678MYG5
20000000.00000000
PA
USD
19998200.00000000
0.344404163046
Long
STIV
CORP
US
N
2
2021-11-16
None
0.00000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92930VY49
34000000.00000000
PA
USD
33999263.22000000
0.585527087112
Long
STIV
CORP
US
N
2
2021-11-04
Variable
0.00000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
95980GY10
19000000.00000000
PA
USD
18999773.52000000
0.327209503716
Long
STIV
CORP
US
N
2
2021-11-01
None
0.00000000
N
N
N
N
N
N
NATIXIS NY BRANCH
2549003L5ZG5M2ZSE107
Natixis SA/New York NY
63873QLW2
3000000.00000000
PA
USD
3000594.90000000
0.051675519555
Long
STIV
CORP
FR
N
2
2021-12-09
Floating
0.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
N/A
BARCLAYS BANK PLC
06742TWF9
5000000.00000000
PA
USD
5000343.00000000
0.086114697615
Long
STIV
CORP
US
N
2
2021-11-10
Fixed
0.30000000
N
N
N
N
N
N
CREDIT SUISSE NY
549300D0YARF5HYP1809
CREDIT SUISSE NY
22549L6U4
20000000.00000000
PA
USD
20000366.00000000
0.344441465374
Long
STIV
CORP
CH
N
2
2021-11-01
Fixed
0.34000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp/New York
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565B6H9
23500000.00000000
NS
USD
23500794.54000000
0.404724998973
Long
STIV
CORP
JP
N
2
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DR2
5000000.00000000
PA
USD
5046652.35000000
0.086912226039
Long
DBT
CORP
US
N
2
2022-02-22
Fixed
3.40000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077UZP8
15000000.00000000
PA
USD
14996172.90000000
0.258260462268
Long
STIV
CORP
CA
N
2
2021-12-23
None
0.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVG1
11060000.00000000
PA
USD
11077435.43000000
0.190772913460
Long
DBT
CORP
US
N
2
2022-07-05
Fixed
0.55000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAK0
28000000.00000000
PA
USD
27919552.08000000
0.480823772477
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.31000000
N
N
N
N
N
N
Enel Finance America LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29279HFA8
10000000.00000000
PA
USD
9980151.10000000
0.171875748151
Long
STIV
CORP
US
N
2
2022-06-10
None
0.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2E6
2085000.00000000
PA
USD
2085901.47000000
0.035922890558
Long
DBT
CORP
US
N
2
2022-01-06
Floating
0.35000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
23585LZ19
8315000.00000000
PA
USD
8313841.47000000
0.143178966765
Long
STIV
CORP
US
N
2
2021-12-01
None
0.00000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94107NH23
4805000.00000000
PA
USD
4795091.56000000
0.082579906964
Long
STIV
CORP
US
N
2
2022-08-02
None
0.00000000
N
N
N
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
05579HAE2
3700000.00000000
PA
USD
3728991.17000000
0.064219783926
Long
DBT
CORP
NZ
N
2
2022-02-21
Fixed
2.90000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBX7
30000000.00000000
PA
USD
30017100.00000000
0.516947235380
Long
DBT
CORP
US
N
2
2023-11-03
Floating
0.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBZ8
4000000.00000000
PA
USD
4000827.36000000
0.068901281036
Long
DBT
CORP
US
N
2
2024-03-16
Fixed
0.70000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDE8
14400000.00000000
PA
USD
14418285.41000000
0.248308223700
Long
DBT
CORP
US
N
2
2022-02-15
Floating
0.57000000
N
N
N
N
N
N
Mizuho Floater/Residual Trust
N/A
MIZUHO FLOATER/RESIDUAL TRUSTVARIOUS STATES
60700HDW6
13000000.00000000
PA
USD
13000000.00000000
0.223882855437
Long
DBT
MUN
US
N
2
2023-02-01
Floating
0.34000000
N
N
N
N
N
N
Taxable Municipal Funding Trust
N/A
TXBL MUNI FUNDING TRUST VARIOUS STATES
62630WFM4
400000.00000000
PA
USD
400000.00000000
0.006888703244
Long
DBT
MUN
US
N
2
2031-02-01
Floating
0.27000000
N
N
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
1V8Y6QCX6YMJ2OELII46
TRI PARTY CREDIT SUISSE
000000000
35000000.00000000
PA
USD
35000000.00000000
0.602761533869
Long
RA
CORP
US
N
2
Repurchase
Y
0.66000000
2050-12-31
56958915.00000000
USD
40250000.31000000
USD
PLCMO
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCY5
10100000.00000000
PA
USD
10227863.07000000
0.176141783779
Long
DBT
CORP
US
N
2
2022-06-27
Fixed
2.20000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
40435RKB6
8000000.00000000
PA
USD
8001219.52000000
0.137795067162
Long
STIV
CORP
US
N
2
2021-11-17
Fixed
0.38000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGW3
27000000.00000000
PA
USD
27122426.64000000
0.467095870965
Long
DBT
CORP
US
N
2
2024-01-07
Floating
0.37000000
N
N
N
N
N
N
OVERSEA CHINESE BANKING
N/A
OVERSEA CHINESE BANKING
69033MA72
10130000.00000000
PA
USD
10126216.04000000
0.174391243216
Long
STIV
CORP
GB
N
2
2022-06-03
Variable
0.17000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EY0
1615000.00000000
PA
USD
1622727.45000000
0.027946219623
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.75000000
N
N
N
N
N
N
BNZ International Funding Ltd/London
549300HVMZ89HDMELW08
BNZ International Funding Ltd/London
0556X1FD9
7500000.00000000
PA
USD
7490730.83000000
0.129003554425
Long
STIV
CORP
NZ
N
2
2022-06-13
None
0.00000000
N
N
N
N
N
N
2021-11-29
iShares U.S. ETF Trust
Ann Frechette
Ann Frechette
Assistant Treasurer