NPORT-P
false
0001657201
XXXXXXXX
S000060849
C000197665
Invesco Exchange-Traded Self-Indexed Fund Trust
811-23304
0001657201
549300U103VG1ABIOE62
3500 Lacey Road
Suite 700
Downers Grove
60515
800-983-0903
Invesco BulletShares 2020 Corporate Bond ETF
S000060849
5493007AMAHN2DESQE07
2020-08-31
2019-11-30
N
1826460186.81
4179133.25
1822281053.56
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
123.75
USD
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53944VAK5
3900000.00000000
PA
USD
3926426.91000000
0.215467691019
Long
DBT
CORP
GB
N
2
2020-08-17
Fixed
2.70000000
N
N
N
N
N
N
Dominion Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AK1
3090000.00000000
PA
USD
3110268.89000000
0.170679977379
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
2.80000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UCT4
5002000.00000000
PA
USD
5014594.69000000
0.275182287617
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
2.57900000
N
N
N
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAC3
2198000.00000000
PA
USD
2194989.42000000
0.120452847584
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YCM5
9250000.00000000
PA
USD
9297316.71000000
0.510202127813
Long
DBT
CORP
US
N
2
2020-01-26
Fixed
5.50000000
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764AR8
3904000.00000000
PA
USD
3908106.89000000
0.214462356526
Long
DBT
CORP
US
N
2
2020-07-30
Fixed
2.10000000
N
N
N
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417EAG4
2326000.00000000
PA
USD
2366461.03000000
0.129862571164
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
3.90000000
N
N
N
N
N
N
Adobe Systems, Inc.
FU4LY2G4933NH2E1CP29
Adobe Systems, Inc.
00724FAB7
4133000.00000000
PA
USD
4152281.19000000
0.227861733067
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
4.75000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AD2
6022000.00000000
PA
USD
6075562.62000000
0.333404257709
Long
DBT
CORP
US
N
2
2020-09-17
Fixed
3.20000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397YM9
4200000.00000000
PA
USD
4199966.11000000
0.230478503949
Long
DBT
CORP
US
N
2
2020-06-12
Fixed
2.42500000
N
N
N
N
N
N
GE Capital International Funding Co. Unlimited Co.
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164QMS4
28800000.00000000
PA
USD
28776444.48000000
1.579144140459
Long
DBT
CORP
IE
N
2
2020-11-15
Fixed
2.34200000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422ETS8
2104000.00000000
PA
USD
2104877.41000000
0.115507835955
Long
DBT
CORP
US
N
2
2020-06-22
Fixed
1.95000000
N
N
N
N
N
N
Wells Fargo Bank N.A.
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank N.A.
94988J5L7
7822000.00000000
PA
USD
7827437.46000000
0.429540626826
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.40000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAF7
3815000.00000000
PA
USD
3827055.48000000
0.210014556894
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
2.80000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KAD8
4407000.00000000
PA
USD
4416081.28000000
0.242338099898
Long
DBT
CORP
US
N
2
2020-04-17
Fixed
2.65000000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369AA3
2538000.00000000
PA
USD
2601811.82000000
0.142777746326
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
5.50000000
N
N
N
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BB3
2296000.00000000
PA
USD
2309282.27000000
0.126724813688
Long
DBT
CORP
US
N
2
2020-11-05
Fixed
2.65000000
N
N
N
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106LAW9
2322000.00000000
PA
USD
2357410.22000000
0.129365896407
Long
DBT
CORP
US
N
2
2020-06-30
Fixed
4.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TYL8
4473000.00000000
PA
USD
4477685.47000000
0.245718708497
Long
DBT
CORP
CA
N
2
2020-06-15
Fixed
2.10000000
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367T7H7
4332000.00000000
PA
USD
4362623.04000000
0.239404510708
Long
DBT
CORP
CA
N
2
2020-07-13
Fixed
3.10000000
N
N
N
N
N
N
MPT Operating Partnership LP/MPT Finance Corp.
N/A
MPT Operating Partnership LP/MPT Finance Corp.
55342UAF1
2232000.00000000
PA
USD
2337305.76000000
0.128262638490
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
6.37500000
N
N
N
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156AS8
2198000.00000000
PA
USD
2211993.96000000
0.121385993432
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
2.45000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XF5
4350000.00000000
PA
USD
4351697.85000000
0.238804976954
Long
DBT
CORP
US
N
2
2020-03-27
Fixed
2.45900000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216BT6
7529000.00000000
PA
USD
7535354.33000000
0.413512192056
Long
DBT
CORP
US
N
2
2020-10-27
Fixed
1.87500000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523CG3
2293000.00000000
PA
USD
2328785.50000000
0.127795078341
Long
DBT
CORP
US
Y
2
2020-09-15
Fixed
4.12500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
263901AC4
2456000.00000000
PA
USD
2485701.12000000
0.136406023381
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
3.75000000
N
N
N
N
N
N
Fifth Third Bank
QFROUN1UWUYU0DVIWD51
Fifth Third Bank
31677QBK4
4200000.00000000
PA
USD
4210284.62000000
0.231044745363
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
2.20000000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAB8
14044000.00000000
PA
USD
14100384.41000000
0.773776601718
Long
DBT
CORP
US
N
2
2020-12-14
Fixed
2.20000000
N
N
N
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978VAJ2
2159000.00000000
PA
USD
2184527.54000000
0.119878738558
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
3.45000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807BL5
6621000.00000000
PA
USD
6629655.10000000
0.363810790165
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
2.08000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TDU6
5177000.00000000
PA
USD
5178611.70000000
0.284182930502
Long
DBT
CORP
US
N
2
2020-04-17
Fixed
1.95000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EA7
5600000.00000000
PA
USD
5608538.38000000
0.307775706115
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
1.90000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141EA58
13029000.00000000
PA
USD
13153137.84000000
0.721795236486
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
5.37500000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076AT9
2424000.00000000
PA
USD
2451042.90000000
0.134504109298
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
3.95000000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HPB2
3900000.00000000
PA
USD
3992196.51000000
0.219076881812
Long
DBT
CORP
US
N
2
2020-09-27
Fixed
5.00000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22546QAF4
6404000.00000000
PA
USD
6507604.94000000
0.357113131768
Long
DBT
CORP
CH
N
2
2020-08-05
Fixed
4.37500000
N
N
N
N
N
N
NextEra Energy Capital Holdings, Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc., Series H
65339KAQ3
3345000.00000000
PA
USD
3376241.90000000
0.185275585969
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
3.34200000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Citibank N.A.
17325FAJ7
10050000.00000000
PA
USD
10063667.00000000
0.552256578662
Long
DBT
CORP
US
N
2
2020-10-20
Fixed
2.12500000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp.
0258M0EE5
9072000.00000000
PA
USD
9075913.12000000
0.498052323063
Long
DBT
CORP
US
N
2
2020-03-03
Fixed
2.20000000
N
N
N
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776743AA4
2465000.00000000
PA
USD
2488552.93000000
0.136562520097
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
3.00000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCX4
8243000.00000000
PA
USD
8249105.67000000
0.452680208351
Long
DBT
CORP
GB
N
2
2020-02-13
Fixed
2.31500000
N
N
N
N
N
N
Cisco Systems, Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc.
17275RAH5
11711000.00000000
PA
USD
11744376.35000000
0.644487650631
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
4.45000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAN3
4056000.00000000
PA
USD
4059920.29000000
0.222793310728
Long
DBT
CORP
GB
N
2
2020-03-16
Fixed
2.37500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448DC9
5044000.00000000
PA
USD
5058181.41000000
0.277574164540
Long
DBT
CORP
US
N
2
2020-10-14
Fixed
2.15000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAW8
7088000.00000000
PA
USD
7117179.17000000
0.390564296110
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
5.00000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WBT7
3794000.00000000
PA
USD
3794608.29000000
0.208233975905
Long
DBT
CORP
US
N
2
2020-07-20
Fixed
1.95000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBC1
9249000.00000000
PA
USD
9308144.58000000
0.510796321007
Long
DBT
CORP
CA
N
2
2020-12-14
Fixed
2.50000000
N
N
N
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620MAP1
6397000.00000000
PA
USD
6475657.19000000
0.355359958188
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.62500000
N
N
N
N
N
N
Cisco Systems, Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc.
17275RAX0
7088000.00000000
PA
USD
7112958.97000000
0.390332707246
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.45000000
N
N
N
N
N
N
Invesco Premier U.S. Government Money Portfolio
N/A
Invesco Premier U.S. Government Money Portfolio, Institutional Class
00142W843
18105294.49000000
NS
USD
18105294.49000000
0.993551156921
Long
STIV
RF
US
N
1
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142CZ4
5717000.00000000
PA
USD
5790632.39000000
0.317768347461
Long
DBT
CORP
US
N
2
2020-10-25
Fixed
3.25000000
N
N
N
N
N
N
Wells Fargo & Co., Series N
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co., Series N
94974BGF1
9370000.00000000
PA
USD
9372425.80000000
0.514323835046
Long
DBT
CORP
US
N
2
2020-01-30
Fixed
2.15000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GWG5
7732000.00000000
PA
USD
7734870.27000000
0.424460884060
Long
DBT
CORP
US
N
2
2020-12-27
Fixed
2.60000000
N
N
N
N
N
N
Manulife Financial Corp.
5493007GBX87QOZACS27
Manulife Financial Corp.
56501RAB2
2444000.00000000
PA
USD
2502486.00000000
0.137327115107
Long
DBT
CORP
CA
N
2
2020-09-17
Fixed
4.90000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BE5
3319000.00000000
PA
USD
3338262.55000000
0.183191420636
Long
DBT
CORP
US
N
2
2020-06-12
Fixed
3.25000000
N
N
N
N
N
N
VMware, Inc.
549300BUDHS3LRWBE814
VMware, Inc.
928563AA3
6032000.00000000
PA
USD
6039916.70000000
0.331448142326
Long
DBT
CORP
US
N
2
2020-08-21
Fixed
2.30000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BV5
6975000.00000000
PA
USD
6976021.84000000
0.382818107358
Long
DBT
CORP
US
N
2
2020-02-06
Fixed
1.85000000
N
N
N
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343EAF9
3603000.00000000
PA
USD
3670520.22000000
0.201424484594
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.62500000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513AD7
3153000.00000000
PA
USD
3202135.82000000
0.175721292483
Long
DBT
CORP
US
N
2
2020-07-22
Fixed
4.45000000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172AH2
4763000.00000000
PA
USD
4800560.11000000
0.263436866701
Long
DBT
CORP
US
N
2
2020-03-26
Fixed
4.50000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAR3
4000000.00000000
PA
USD
4000692.32000000
0.219543100236
Long
DBT
CORP
SE
N
2
2020-09-08
Fixed
1.95000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Citibank N.A.
17325FAN8
9000000.00000000
PA
USD
9033289.47000000
0.495713295836
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
3.05000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142CU5
5034000.00000000
PA
USD
5087589.25000000
0.279187957316
Long
DBT
CORP
US
N
2
2020-07-08
Fixed
3.62500000
N
N
N
N
N
N
Manufacturers & Traders Trust Co.
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co.
55279HAN0
4015000.00000000
PA
USD
4018564.96000000
0.220523884180
Long
DBT
CORP
US
N
2
2020-08-17
Fixed
2.05000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017BR9
6109000.00000000
PA
USD
6164710.41000000
0.338296356533
Long
DBT
CORP
US
N
2
2020-04-15
Fixed
4.50000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WAZ4
4490000.00000000
PA
USD
4510378.67000000
0.247512789598
Long
DBT
CORP
US
N
2
2020-09-24
Fixed
2.45000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBY3
2228000.00000000
PA
USD
2241749.97000000
0.123018892482
Long
DBT
CORP
CA
N
2
2020-06-11
Fixed
3.00000000
N
N
N
N
N
N
US Bank N.A.
6BYL5QZYBDK8S7L73M02
US Bank N.A.
90331HNU3
3950000.00000000
PA
USD
3976181.31000000
0.218198027259
Long
DBT
CORP
US
N
2
2020-07-24
Fixed
3.05000000
N
N
N
N
N
N
Telefonica Emisiones Sau
549300Y5MFC4SW5Z3K71
Telefonica Emisiones Sau
87938WAM5
6605000.00000000
PA
USD
6686877.89000000
0.366950963844
Long
DBT
CORP
ES
N
2
2020-04-27
Fixed
5.13400000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAJ0
3903000.00000000
PA
USD
3906097.30000000
0.214352077708
Long
DBT
CORP
US
N
2
2020-05-26
Fixed
2.20000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAD3
4150000.00000000
PA
USD
4180382.52000000
0.229403829438
Long
DBT
CORP
ES
N
2
2020-10-20
Fixed
3.00000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836BD9
4336000.00000000
PA
USD
4421958.29000000
0.242660608327
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141EA66
9318000.00000000
PA
USD
9516332.23000000
0.522220884172
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
6.00000000
N
N
N
N
N
N
Arconic, Inc.
549300HO5WFZUT5N2T22
Arconic, Inc.
013817AU5
5303000.00000000
PA
USD
5441562.99000000
0.298612718349
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
6.15000000
N
N
N
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160KAG0
2502000.00000000
PA
USD
2502211.59000000
0.137312056508
Long
DBT
CORP
US
N
2
2020-02-15
Fixed
1.75000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2G9
4450000.00000000
PA
USD
4463771.64000000
0.244955169307
Long
DBT
CORP
CA
N
2
2020-11-02
Fixed
2.20000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22546QAD9
5896000.00000000
PA
USD
5918538.46000000
0.324787356398
Long
DBT
CORP
CH
N
2
2020-01-14
Fixed
5.40000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GAR0
3985000.00000000
PA
USD
3996656.52000000
0.219321630557
Long
DBT
CORP
GB
N
2
2020-01-08
Fixed
5.12500000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913Q2A6
4799000.00000000
PA
USD
4796753.64000000
0.263227981799
Long
DBT
CORP
US
N
2
2020-09-04
Fixed
1.85000000
N
N
N
N
N
N
Capital One NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RFH9
6600000.00000000
PA
USD
6601848.86000000
0.362284887235
Long
DBT
CORP
US
N
2
2020-01-31
Fixed
2.35000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HHQ6
6376000.00000000
PA
USD
6435855.98000000
0.353175815960
Long
DBT
CORP
US
N
2
2020-03-25
Fixed
4.95000000
N
N
N
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278XAH2
3901000.00000000
PA
USD
4111927.07000000
0.225647249197
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
5.37500000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159GW0
4279000.00000000
PA
USD
4297576.17000000
0.235834980647
Long
DBT
CORP
CA
N
2
2020-10-21
Fixed
2.35000000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAL2
4779000.00000000
PA
USD
4777916.55000000
0.262194272429
Long
DBT
CORP
US
N
2
2020-02-14
Fixed
1.80000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QBM6
2937000.00000000
PA
USD
2990741.23000000
0.164120744391
Long
DBT
CORP
US
N
2
2020-06-21
Fixed
5.37500000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122BC1
6441000.00000000
PA
USD
6486139.49000000
0.355935187787
Long
DBT
CORP
US
Y
2
2020-08-15
Fixed
2.87500000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAR3
2382000.00000000
PA
USD
2384380.74000000
0.130845938135
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
2.62500000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693476BL6
3194000.00000000
PA
USD
3247143.27000000
0.178191133780
Long
DBT
CORP
US
N
2
2020-08-11
Fixed
4.37500000
N
N
N
N
N
N
Chubb INA Holdings, Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc.
00440EAT4
6293000.00000000
PA
USD
6310726.06000000
0.346309151800
Long
DBT
CORP
US
N
2
2020-11-03
Fixed
2.30000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162BW9
3293000.00000000
PA
USD
3295648.96000000
0.180852945464
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
2.12500000
N
N
N
N
N
N
Raytheon Co.
YR6K3WJN0KKLUPZSNL57
Raytheon Co.
755111BT7
4542000.00000000
PA
USD
4592829.16000000
0.252037365533
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.12500000
N
N
N
N
N
N
Transcanada Pipelines Ltd.
5BV01I6231JPDAPMGH09
Transcanada Pipelines Ltd.
893526DK6
4419000.00000000
PA
USD
4486048.82000000
0.246177658009
Long
DBT
CORP
CA
N
2
2020-10-01
Fixed
3.80000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AN8
3883000.00000000
PA
USD
3894038.17000000
0.213690317549
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
2.70000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824CAG4
14142000.00000000
PA
USD
14308005.44000000
0.785170070887
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.60000000
N
N
N
N
N
N
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00772BAN1
3901000.00000000
PA
USD
3946692.06000000
0.216579767006
Long
DBT
CORP
IE
N
2
2020-07-01
Fixed
4.25000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp.
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp.
084664BZ3
2660000.00000000
PA
USD
2686785.27000000
0.147440772912
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
2.90000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAX7
3806000.00000000
PA
USD
3823317.64000000
0.209809438150
Long
DBT
CORP
GB
N
2
2020-05-18
Fixed
3.00000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14912L6J5
2288000.00000000
PA
USD
2288314.92000000
0.125574203580
Long
DBT
CORP
US
N
2
2020-03-05
Fixed
2.00000000
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013GKN4
9387000.00000000
PA
USD
9410926.05000000
0.516436585433
Long
DBT
CORP
CA
N
2
2020-10-26
Fixed
2.15000000
N
N
N
N
N
N
Walt Disney Co. (The)
7260JQNI6SCF9FIV2392
Walt Disney Co. (The)
25468PDU7
3829000.00000000
PA
USD
3827764.34000000
0.210053456491
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
1.80000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KJA6
6738000.00000000
PA
USD
6764722.71000000
0.371222797755
Long
DBT
CORP
CA
N
2
2020-10-30
Fixed
2.35000000
N
N
N
N
N
N
Express Scripts Holding Co.
5493003UA6VMND084504
Express Scripts Holding Co.
30219GAR9
2216000.00000000
PA
USD
2228219.40000000
0.122276385173
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
2.60000000
N
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AC7
2556000.00000000
PA
USD
2576296.20000000
0.141377544093
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.25000000
N
N
N
N
N
N
Bunge Ltd. Finance Corp.
549300QHC068L40NNM71
Bunge Ltd. Finance Corp.
120568AW0
1891000.00000000
PA
USD
1917524.75000000
0.105226619475
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
3.50000000
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PDC3
4353000.00000000
PA
USD
4356078.62000000
0.239045377302
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
1.95000000
N
N
N
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540RAJ1
2421000.00000000
PA
USD
2464262.86000000
0.135229571486
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.62500000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962G7M0
4224000.00000000
PA
USD
4223621.61000000
0.231776629721
Long
DBT
CORP
US
N
2
2020-01-09
Fixed
2.20000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406HBP3
2152000.00000000
PA
USD
2158888.55000000
0.118471766239
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
4.60000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XAR7
4624000.00000000
PA
USD
4625660.76000000
0.253839041511
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
3.15000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp.
865622CJ1
6000000.00000000
PA
USD
6004429.44000000
0.329500733614
Long
DBT
CORP
JP
N
2
2020-01-17
Fixed
2.51400000
N
N
N
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
428236BF9
2962000.00000000
PA
USD
3009961.80000000
0.165175497715
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
3.75000000
N
N
N
N
N
N
Total Capital SA
529900QI55ZLJVCMPA71
Total Capital SA
89152UAD4
5582000.00000000
PA
USD
5660299.55000000
0.310616166421
Long
DBT
CORP
FR
N
2
2020-06-24
Fixed
4.45000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AV5
3800000.00000000
PA
USD
3804515.46000000
0.208777644511
Long
DBT
CORP
SE
N
2
2020-03-11
Fixed
2.30000000
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
446438RU9
3935000.00000000
PA
USD
3938175.35000000
0.216112401668
Long
DBT
CORP
US
N
2
2020-03-10
Fixed
2.37500000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BE8
2228000.00000000
PA
USD
2227353.84000000
0.122228886463
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
2.40000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AK4
7426000.00000000
PA
USD
7456332.76000000
0.409175782486
Long
DBT
CORP
GB
N
2
2020-11-16
Fixed
2.37500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CT5
4919000.00000000
PA
USD
4944050.11000000
0.271311063699
Long
DBT
CORP
US
N
2
2020-07-27
Fixed
2.87500000
N
N
N
N
N
N
Broadcom Corp. / Broadcom Cayman Finance Ltd.
N/A
Broadcom Corp. / Broadcom Cayman Finance Ltd.
11134LAB5
12899000.00000000
PA
USD
12901201.09000000
0.707969885589
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.37500000
N
N
N
N
N
N
Columbia Pipeline Group, Inc.
549300SRP1TQM9JJBG80
Columbia Pipeline Group, Inc.
198280AD1
3593000.00000000
PA
USD
3611018.36000000
0.198159244038
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
3.30000000
N
N
N
N
N
N
AEGON Funding Co. LLC
KEIOKM01PSK5VZ5CCI74
AEGON Funding Co. LLC
007634AA6
2485000.00000000
PA
USD
2580544.75000000
0.141610688700
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
5.75000000
N
N
N
N
N
N
Omnicom Group, Inc./Omnicom Capital, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc./Omnicom Capital, Inc.
682134AC5
2759000.00000000
PA
USD
2807476.62000000
0.154063864875
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
4.45000000
N
N
N
N
N
N
Invesco Liquid Assets Portfolio
549300DC1W0JSX3QRC47
Invesco Liquid Assets Portfolio, Institutional Class
825252729
997739.43000000
NS
USD
998138.53
0.054774126529
Long
STIV
RF
US
N
1
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062XAC7
6838000.00000000
PA
USD
6877962.50000000
0.377436975847
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
2.90000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAF0
4525000.00000000
PA
USD
4547811.97000000
0.249566989741
Long
DBT
CORP
US
N
2
2020-01-31
Fixed
5.25000000
N
N
N
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324PCM2
7100000.00000000
PA
USD
7134307.20000000
0.391504218630
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
2.70000000
N
N
N
N
N
N
Continental Resources, Inc.
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AH4
7929000.00000000
PA
USD
7979232.44000000
0.437870570207
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
5.00000000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp.
0258M0DT3
8026000.00000000
PA
USD
8039129.09000000
0.441157475368
Long
DBT
CORP
US
N
2
2020-05-26
Fixed
2.37500000
N
N
N
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036PAV0
3052000.00000000
PA
USD
3057774.51000000
0.167799281237
Long
DBT
CORP
US
N
2
2020-11-06
Fixed
2.25000000
N
N
N
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537AH4
2245000.00000000
PA
USD
2248745.02000000
0.123402754784
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
2.15000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp.
865622BR4
8025000.00000000
PA
USD
8030272.59000000
0.440671463620
Long
DBT
CORP
JP
N
2
2020-01-16
Fixed
2.45000000
N
N
N
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAT6
17640000.00000000
PA
USD
17670461.28000000
0.969689129208
Long
DBT
CORP
US
N
2
2020-05-14
Fixed
2.50000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BE5
2895000.00000000
PA
USD
2965082.30000000
0.162712677838
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
5.30000000
N
N
N
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
89114QBT4
3941000.00000000
PA
USD
3941274.21000000
0.216282455568
Long
DBT
CORP
CA
N
2
2020-09-11
Fixed
1.85000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAB7
4001000.00000000
PA
USD
4071314.73000000
0.223418595174
Long
DBT
CORP
US
N
2
2020-04-15
Fixed
7.00000000
N
N
N
N
N
N
Expedia Group, Inc.
CI7MUJI4USF3V0NJ1H64
Expedia Group, Inc.
30212PAH8
3311000.00000000
PA
USD
3399057.57000000
0.186527624998
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
5.95000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397YE7
5100000.00000000
PA
USD
5101484.05000000
0.279950452211
Long
DBT
CORP
US
N
2
2020-01-09
Fixed
2.68100000
N
N
N
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222AH8
3115000.00000000
PA
USD
3132596.20000000
0.171905217028
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
2.62500000
N
N
N
N
N
N
Aon Corp.
LTS3U8DGK38SETRUWX71
Aon Corp.
037389AW3
2905000.00000000
PA
USD
2976735.63000000
0.163352169204
Long
DBT
CORP
US
N
2
2020-09-30
Fixed
5.00000000
N
N
N
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477AS2
5514000.00000000
PA
USD
5540480.76000000
0.304040957303
Long
DBT
CORP
US
N
2
2020-08-18
Fixed
2.55000000
N
N
N
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661CQ8
2163000.00000000
PA
USD
2166764.18000000
0.118903951493
Long
DBT
CORP
US
N
2
2020-04-15
Fixed
4.62500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397VM2
5700000.00000000
PA
USD
5740481.23000000
0.315016238509
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
8.12500000
N
N
N
N
N
N
Nordstrom, Inc.
549300S3IZB5P35KNV16
Nordstrom, Inc.
655664AN0
2192000.00000000
PA
USD
2215729.78000000
0.121591001326
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HHU7
12334000.00000000
PA
USD
12578215.17000000
0.690245620752
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
4.25000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967JJ1
9586000.00000000
PA
USD
9595834.18000000
0.526583655208
Long
DBT
CORP
US
N
2
2020-02-18
Fixed
2.40000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918AH7
4601000.00000000
PA
USD
4648692.40000000
0.255102932169
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
3.00000000
N
N
N
N
N
N
ERP Operating L.P.
DX5HQV5MLU50FEWZ5072
ERP Operating L.P.
26884AAY9
2691000.00000000
PA
USD
2735002.53000000
0.150086756631
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
4.75000000
N
N
N
N
N
N
Chevron Corp.
LJOF0JWZSCIUPEC3LQ45
Chevron Corp.
166764AG5
4806000.00000000
PA
USD
4819871.65000000
0.264496612121
Long
DBT
CORP
US
N
2
2020-06-24
Fixed
2.42700000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650DA5
8503000.00000000
PA
USD
8527779.02000000
0.467972764318
Long
DBT
CORP
US
N
2
2020-03-09
Fixed
3.12500000
N
N
N
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331ABK4
2255000.00000000
PA
USD
2263104.88000000
0.124190770440
Long
DBT
CORP
US
N
2
2020-02-15
Fixed
4.00000000
N
N
N
N
N
N
Branch Banking & Trust Co.
JJKC32MCHWDI71265Z06
Branch Banking & Trust Co.
07330NAR6
4250000.00000000
PA
USD
4255726.49000000
0.233538426012
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
2.25000000
N
N
N
N
N
N
Becton Dickinson & Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887AW9
3208000.00000000
PA
USD
3243649.93000000
0.177999432286
Long
DBT
CORP
US
N
2
2020-11-12
Fixed
3.25000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBD7
4414000.00000000
PA
USD
4467004.46000000
0.245132574433
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
3.70000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAP8
5500000.00000000
PA
USD
5506720.34000000
0.302188311141
Long
DBT
CORP
GB
N
2
2020-11-03
Fixed
2.12500000
N
N
N
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172BX6
4358000.00000000
PA
USD
4357749.59000000
0.239137073915
Long
DBT
CORP
US
N
2
2020-02-21
Fixed
2.00000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017CM9
5030000.00000000
PA
USD
5029256.06000000
0.275986849019
Long
DBT
CORP
US
N
2
2020-05-04
Fixed
1.90000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816BP3
7116000.00000000
PA
USD
7132053.62000000
0.391380550550
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
2.20000000
N
N
N
N
N
N
Kinder Morgan Energy Partners L.P.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners L.P.
494550BB1
3161000.00000000
PA
USD
3189419.92000000
0.175023491232
Long
DBT
CORP
US
N
2
2020-02-15
Fixed
6.85000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448CS5
3429000.00000000
PA
USD
3429705.11000000
0.188209447894
Long
DBT
CORP
US
N
2
2020-04-30
Fixed
1.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDW2
11848000.00000000
PA
USD
11860404.97000000
0.650854869331
Long
DBT
CORP
US
N
2
2020-01-27
Fixed
2.65000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833AX8
6137000.00000000
PA
USD
6133150.51000000
0.336564466717
Long
DBT
CORP
US
N
2
2020-02-07
Fixed
1.55000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DJ6
4517000.00000000
PA
USD
4527220.98000000
0.248437032869
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
2.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069VX6
5843000.00000000
PA
USD
5854428.09000000
0.321269217970
Long
DBT
CORP
CA
N
2
2020-10-05
Fixed
2.10000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CS7
4550000.00000000
PA
USD
4550299.25000000
0.249703482407
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
1.80000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WCH2
2256000.00000000
PA
USD
2269801.35000000
0.124558247783
Long
DBT
CORP
US
N
2
2020-06-16
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley, Series F
6174467P8
9050000.00000000
PA
USD
9255542.15000000
0.507909695484
Long
DBT
CORP
US
N
2
2020-07-24
Fixed
5.50000000
N
N
N
N
N
N
Chevron Corp.
LJOF0JWZSCIUPEC3LQ45
Chevron Corp.
166764AY6
5617000.00000000
PA
USD
5649684.09000000
0.310033629497
Long
DBT
CORP
US
N
2
2020-11-17
Fixed
2.41900000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFC7
4020000.00000000
PA
USD
4021450.94000000
0.220682256018
Long
DBT
CORP
US
N
2
2020-05-19
Fixed
2.00000000
N
N
N
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EAV8
4599000.00000000
PA
USD
4655379.92000000
0.255469918369
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
3.87500000
N
N
N
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579YAQ4
2529000.00000000
PA
USD
2531652.85000000
0.138927683249
Long
DBT
CORP
US
N
2
2020-08-07
Fixed
2.00000000
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAL6
2997000.00000000
PA
USD
3031797.24000000
0.166373745371
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
3.40000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967LF6
7092000.00000000
PA
USD
7092623.46000000
0.389216770165
Long
DBT
CORP
US
N
2
2020-01-10
Fixed
2.45000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14913Q2J7
2784000.00000000
PA
USD
2798449.35000000
0.153568481905
Long
DBT
CORP
US
N
2
2020-05-15
Fixed
2.95000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AL3
2250000.00000000
PA
USD
2262804.80000000
0.124174303166
Long
DBT
CORP
US
N
2
2020-11-22
Fixed
2.20000000
N
N
N
N
N
N
Plains All American Pipeline L.P./PAA Finance Corp.
N/A
Plains All American Pipeline L.P./PAA Finance Corp.
72650RAW2
2152000.00000000
PA
USD
2160364.91000000
0.118552783379
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
5.75000000
N
N
N
N
N
N
American Honda Finance Corp.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp.
02665WBM2
3842000.00000000
PA
USD
3842462.96000000
0.210860062035
Long
DBT
CORP
US
N
2
2020-02-14
Fixed
2.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406HCZ0
5259000.00000000
PA
USD
5260707.65000000
0.288688050601
Long
DBT
CORP
US
N
2
2020-02-24
Fixed
2.15000000
N
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAV8
2372000.00000000
PA
USD
2413628.67000000
0.132450955646
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
4.37500000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TEJ0
3378000.00000000
PA
USD
3378889.77000000
0.185420891217
Long
DBT
CORP
US
N
2
2020-01-10
Fixed
2.20000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFT1
8147000.00000000
PA
USD
8194949.98000000
0.449708345701
Long
DBT
CORP
US
N
2
2020-10-19
Fixed
2.62500000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAL5
2233000.00000000
PA
USD
2235668.03000000
0.122685138257
Long
DBT
CORP
US
N
2
2020-04-01
Fixed
2.45000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874CX3
3071000.00000000
PA
USD
3102721.83000000
0.170265822823
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
3.37500000
N
N
N
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015AD5
4552000.00000000
PA
USD
4565643.16000000
0.250545499064
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
2.25000000
N
N
N
N
N
N
Novartis Capital Corp.
5493002KF87V5RSRQS84
Novartis Capital Corp.
66989HAD0
4687000.00000000
PA
USD
4732768.84000000
0.259716734186
Long
DBT
CORP
US
N
2
2020-04-24
Fixed
4.40000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CM0
3064000.00000000
PA
USD
3067288.01000000
0.168321346699
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.20000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp.
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp.
865622BY9
3850000.00000000
PA
USD
3868521.39000000
0.212290051660
Long
DBT
CORP
JP
N
2
2020-10-20
Fixed
2.45000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAG6
5300000.00000000
PA
USD
5322957.96000000
0.292104115860
Long
DBT
CORP
US
N
2
2020-06-04
Fixed
3.10000000
N
N
N
N
N
N
Fiat Chrysler Automobiles NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
31562QAC1
6850000.00000000
PA
USD
6904560.25000000
0.378896561346
Long
DBT
CORP
NL
N
2
2020-04-15
Fixed
4.50000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAJ1
5000000.00000000
PA
USD
5019539.55000000
0.275453643124
Long
DBT
CORP
SE
N
2
2020-10-01
Fixed
2.40000000
N
N
N
N
N
N
Ares Capital Corp.
WEQ82666OJYSI5GUAB47
Ares Capital Corp.
04010LAP8
2757000.00000000
PA
USD
2759404.16000000
0.151425827240
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
3.87500000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BB8
9212000.00000000
PA
USD
9255461.94000000
0.507905293857
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
2.55000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
3014758.07000000
NS
USD
3014758.07000000
0.165438699157
Long
STIV
RF
US
N
1
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
62854AAL8
2395000.00000000
PA
USD
2426801.15000000
0.133173812308
Long
DBT
CORP
NL
N
2
2020-12-15
Fixed
3.75000000
N
N
N
N
N
N
Kinder Morgan Energy Partners, L.P.
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners, L.P.
28370TAA7
2518000.00000000
PA
USD
2553467.47000000
0.140124788380
Long
DBT
CORP
US
N
2
2020-04-01
Fixed
6.50000000
N
N
N
N
N
N
Unilever Capital Corp.
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp.
904764AV9
4000000.00000000
PA
USD
3999284.16000000
0.219465825657
Long
DBT
CORP
US
N
2
2020-05-05
Fixed
1.80000000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCB0
3888000.00000000
PA
USD
3894233.98000000
0.213701062873
Long
DBT
CORP
US
N
2
2020-11-06
Fixed
2.45000000
N
N
N
N
N
N
Reynolds American, Inc.
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BT2
3085000.00000000
PA
USD
3143754.84000000
0.172517561649
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
6.87500000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAM2
2504000.00000000
PA
USD
2507609.59000000
0.137608278651
Long
DBT
CORP
US
N
2
2020-05-15
Fixed
4.70000000
N
N
N
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZK7
4844000.00000000
PA
USD
4854196.47000000
0.266380230454
Long
DBT
CORP
US
N
2
2020-03-13
Fixed
2.87500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XAY2
7115000.00000000
PA
USD
7153017.22000000
0.392530954872
Long
DBT
CORP
US
N
2
2020-07-13
Fixed
3.20000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397YS6
4600000.00000000
PA
USD
4584727.36000000
0.251592768911
Long
DBT
CORP
US
N
2
2020-11-02
Fixed
2.34300000
N
N
N
N
N
N
US Bank N.A.
6BYL5QZYBDK8S7L73M02
US Bank N.A.
90331HNJ8
4001000.00000000
PA
USD
4002315.97000000
0.219632200103
Long
DBT
CORP
US
N
2
2020-01-23
Fixed
2.35000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KC62
6677000.00000000
PA
USD
6680990.78000000
0.366627901165
Long
DBT
CORP
CA
N
2
2020-03-02
Fixed
2.12500000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HPR7
7851000.00000000
PA
USD
7858527.30000000
0.431246721500
Long
DBT
CORP
US
N
2
2020-03-05
Fixed
2.35000000
N
N
N
N
N
N
Symantec Corp.
YF6ZV0M6AU4FY94MK914
Symantec Corp.
871503AH1
3696000.00000000
PA
USD
3732752.95000000
0.204839585129
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
4.20000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFN4
8440000.00000000
PA
USD
8450736.69000000
0.463744968071
Long
DBT
CORP
US
N
2
2020-04-21
Fixed
2.25000000
N
N
N
N
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515AZ7
2360000.00000000
PA
USD
2387227.93000000
0.131002181323
Long
DBT
CORP
US
N
2
2020-03-30
Fixed
5.50000000
N
N
N
N
N
N
Raytheon Co.
YR6K3WJN0KKLUPZSNL57
Raytheon Co.
755111BR1
2152000.00000000
PA
USD
2162466.10000000
0.118668088864
Long
DBT
CORP
US
N
2
2020-02-15
Fixed
4.40000000
N
N
N
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718FA2
3072000.00000000
PA
USD
3075937.44000000
0.168795995216
Long
DBT
CORP
US
N
2
2020-10-23
Fixed
1.90000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406HDD8
4913000.00000000
PA
USD
4935284.29000000
0.270830028131
Long
DBT
CORP
US
N
2
2020-08-17
Fixed
2.60000000
N
N
N
N
N
N
Becton, Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton, Dickinson and Co.
075887BR9
4959000.00000000
PA
USD
4968280.37000000
0.272640730160
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
2.40400000
N
N
N
N
N
N
SunTrust Bank
IYDOJBGJWY9T8XKCSX06
SunTrust Bank
86787EAR8
4566000.00000000
PA
USD
4567084.70000000
0.250624605412
Long
DBT
CORP
US
N
2
2020-01-31
Fixed
2.25000000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076CAE6
3416000.00000000
PA
USD
3447545.56000000
0.189188465372
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
5.30000000
N
N
N
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874BW6
3160000.00000000
PA
USD
3299676.90000000
0.181073983815
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
6.40000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962G2T0
2417000.00000000
PA
USD
2450305.32000000
0.134463633653
Long
DBT
CORP
US
N
2
2020-05-04
Fixed
5.55000000
N
N
N
N
N
N
BB&T Corp.
549300DRQQI75D2JP341
BB&T Corp.
05531FAU7
4040000.00000000
PA
USD
4054065.62000000
0.222472028235
Long
DBT
CORP
US
N
2
2020-06-29
Fixed
2.62500000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAH4
4159000.00000000
PA
USD
4174508.87000000
0.229081505393
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.85000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAE8
9500000.00000000
PA
USD
9507361.74000000
0.521728617077
Long
DBT
CORP
US
N
2
2020-06-12
Fixed
2.10000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAK1
4887000.00000000
PA
USD
4949623.00000000
0.271616883154
Long
DBT
CORP
US
N
2
2020-07-15
Fixed
3.87500000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422ESW0
2443000.00000000
PA
USD
2443777.85000000
0.134105430401
Long
DBT
CORP
US
N
2
2020-03-10
Fixed
2.05000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967FF3
4294000.00000000
PA
USD
4392492.38000000
0.241043628885
Long
DBT
CORP
US
N
2
2020-08-09
Fixed
5.37500000
N
N
N
N
N
N
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00772BAQ4
4050000.00000000
PA
USD
4140443.83000000
0.227212142820
Long
DBT
CORP
IE
N
2
2020-10-30
Fixed
4.62500000
N
N
N
N
N
N
Chevron Corp.
LJOF0JWZSCIUPEC3LQ45
Chevron Corp.
166764AR1
8315000.00000000
PA
USD
8315331.52000000
0.456314436445
Long
DBT
CORP
US
N
2
2020-03-03
Fixed
1.96100000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HNX4
11287000.00000000
PA
USD
11341316.88000000
0.622369247479
Long
DBT
CORP
US
N
2
2020-10-29
Fixed
2.55000000
N
N
N
N
N
N
Mead Johnson Nutrition Co.
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co.
582839AJ5
3319000.00000000
PA
USD
3352500.99000000
0.183972773214
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAG0
4000000.00000000
PA
USD
4013864.00000000
0.220265912997
Long
DBT
CORP
GB
N
2
2020-06-08
Fixed
2.87500000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587CM7
2652000.00000000
PA
USD
2661179.42000000
0.146035619192
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.75000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558AY9
2241000.00000000
PA
USD
2242752.33000000
0.123073898267
Long
DBT
CORP
US
N
2
2020-02-01
Fixed
2.35000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
Shell International Finance B.V.
822582BP6
5460000.00000000
PA
USD
5481545.60000000
0.300806815133
Long
DBT
CORP
NL
N
2
2020-11-10
Fixed
2.25000000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38148LAA4
8171000.00000000
PA
USD
8187309.32000000
0.449289054726
Long
DBT
CORP
US
N
2
2020-04-23
Fixed
2.60000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207AN5
3360000.00000000
PA
USD
3375341.19000000
0.185226158358
Long
DBT
CORP
US
N
2
2020-05-07
Fixed
3.00000000
N
N
N
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693476BJ1
4313000.00000000
PA
USD
4338051.80000000
0.238056132533
Long
DBT
CORP
US
N
2
2020-02-08
Fixed
5.12500000
N
N
N
N
N
N
Lear Corp.
549300UPNBTXA1SYTQ33
Lear Corp.
521865AX3
2917000.00000000
PA
USD
3001096.64000000
0.164689010739
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.25000000
N
N
N
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AD5
8154000.00000000
PA
USD
8167961.44000000
0.448227315102
Long
DBT
CORP
US
N
2
2020-05-20
Fixed
2.25000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
4042Q1AE7
5800000.00000000
PA
USD
5917072.83000000
0.324706928080
Long
DBT
CORP
US
N
2
2020-08-24
Fixed
4.87500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HHS2
11222000.00000000
PA
USD
11395674.81000000
0.625352208307
Long
DBT
CORP
US
N
2
2020-07-22
Fixed
4.40000000
N
N
N
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348AT3
6372000.00000000
PA
USD
6376714.07000000
0.349930328120
Long
DBT
CORP
US
N
2
2020-05-15
Fixed
2.25000000
N
N
N
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667AB7
2150000.00000000
PA
USD
2155689.12000000
0.118296193432
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
4.37500000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBP9
6553000.00000000
PA
USD
6565385.10000000
0.360283891838
Long
DBT
CORP
US
N
2
2020-05-12
Fixed
2.50000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251525AT8
6268000.00000000
PA
USD
6268745.45000000
0.344005412214
Long
DBT
CORP
DE
N
2
2020-07-13
Fixed
2.70000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CJ7
11877000.00000000
PA
USD
11932955.99000000
0.654836199206
Long
DBT
CORP
US
N
2
2020-07-20
Fixed
2.80000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BD1
6069000.00000000
PA
USD
6073498.65000000
0.333290994719
Long
DBT
CORP
US
N
2
2020-05-06
Fixed
2.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAP8
4548000.00000000
PA
USD
4653875.48000000
0.255387360303
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
5.20000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MET7
3227000.00000000
PA
USD
3229178.29000000
0.177205282560
Long
DBT
CORP
US
N
2
2020-05-26
Fixed
2.20000000
N
N
N
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EG4
5879000.00000000
PA
USD
5915624.76000000
0.324627463389
Long
DBT
CORP
US
N
2
2020-06-23
Fixed
2.85000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBR5
2936000.00000000
PA
USD
2945940.88000000
0.161662267971
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
2.40000000
N
N
N
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KB6
12791000.00000000
PA
USD
12868372.38000000
0.706168368203
Long
DBT
CORP
US
N
2
2020-10-26
Fixed
2.65000000
N
N
N
N
N
N
PNC Bank N.A.
AD6GFRVSDT01YPT1CS68
PNC Bank N.A.
69353REU8
6730000.00000000
PA
USD
6763002.57000000
0.371128402876
Long
DBT
CORP
US
N
2
2020-11-05
Fixed
2.45000000
N
N
N
N
N
N
Williams Partners LP
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96950FAD6
6788000.00000000
PA
USD
6847282.79000000
0.375753387581
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HKA7
16973000.00000000
PA
USD
16975228.72000000
0.931537354615
Long
DBT
CORP
US
N
2
2020-01-23
Fixed
2.25000000
N
N
N
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162BD1
4540000.00000000
PA
USD
4593623.67000000
0.252080965283
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
3.45000000
N
N
N
N
N
N
Citizens Bank NA
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAG6
4577000.00000000
PA
USD
4578621.04000000
0.251257676803
Long
DBT
CORP
US
N
2
2020-03-02
Fixed
2.25000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RES3
4250000.00000000
PA
USD
4266172.31000000
0.234111653724
Long
DBT
CORP
US
N
2
2020-07-21
Fixed
2.60000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89233P4C7
3438000.00000000
PA
USD
3486445.61000000
0.191323155294
Long
DBT
CORP
US
N
2
2020-06-17
Fixed
4.50000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
96950FAG9
2624000.00000000
PA
USD
2660007.97000000
0.145971334378
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.12500000
N
N
N
N
N
N
US Bank N.A.
6BYL5QZYBDK8S7L73M02
US Bank N.A.
90331HNG4
4720000.00000000
PA
USD
4726400.93000000
0.259367286992
Long
DBT
CORP
US
N
2
2020-10-23
Fixed
2.05000000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
65535HAB5
6906000.00000000
PA
USD
6986817.95000000
0.383410557682
Long
DBT
CORP
JP
N
2
2020-03-04
Fixed
6.70000000
N
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216BG4
5894000.00000000
PA
USD
5929968.90000000
0.325414616390
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
2.45000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SAT0
5004000.00000000
PA
USD
5005962.02000000
0.274708558826
Long
DBT
CORP
US
N
2
2020-01-14
Fixed
2.62500000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795HV5
2454000.00000000
PA
USD
2475627.81000000
0.135853237631
Long
DBT
CORP
US
N
2
2020-08-01
Fixed
4.00000000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962G4J0
5431000.00000000
PA
USD
5447519.96000000
0.298939614685
Long
DBT
CORP
US
N
2
2020-01-08
Fixed
5.50000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AM4
5622000.00000000
PA
USD
5665808.70000000
0.310918488063
Long
DBT
CORP
NL
N
2
2020-03-25
Fixed
4.37500000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAP6
14288000.00000000
PA
USD
14312626.08000000
0.785423634408
Long
DBT
CORP
LU
N
2
2020-03-12
Fixed
3.00000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAE4
3481000.00000000
PA
USD
3553822.52000000
0.195020549275
Long
DBT
CORP
US
N
2
2020-11-06
Fixed
4.37500000
N
N
N
N
N
N
Branch Banking & Trust Co.
JJKC32MCHWDI71265Z06
Branch Banking & Trust Co.
07330NAN5
4000000.00000000
PA
USD
4000385.40000000
0.219526257609
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.10000000
N
N
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216AR1
5009000.00000000
PA
USD
5070968.64000000
0.278275880117
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.15000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CU9
2413000.00000000
PA
USD
2418855.14000000
0.132737764862
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
2.50000000
N
N
N
N
N
N
Allergan, Inc.
6T6CAG8O6TSUTMO6BA21
Allergan, Inc.
018490AN2
3190000.00000000
PA
USD
3215427.81000000
0.176450707409
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
3.37500000
N
N
N
N
N
N
General Motors Financial Co., Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XBV7
4456000.00000000
PA
USD
4463958.19000000
0.244965406476
Long
DBT
CORP
US
N
2
2020-04-13
Fixed
2.65000000
N
N
N
N
N
N
Citizens Bank N.A.
DRMSV1Q0EKMEXLAU1P80
Citizens Bank N.A.
17401QAN1
4251000.00000000
PA
USD
4264206.96000000
0.234003802633
Long
DBT
CORP
US
N
2
2020-10-30
Fixed
2.25000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BF5
5559000.00000000
PA
USD
5586202.24000000
0.306549981907
Long
DBT
CORP
US
N
2
2020-11-23
Fixed
2.50000000
N
N
N
N
N
N
Georgia Power Co., Series C
D981X4Z4RWS7PDMJUZ03
Georgia Power Co., Series C
373334KJ9
2297000.00000000
PA
USD
2297318.62000000
0.126068293116
Long
DBT
CORP
US
N
2
2020-09-08
Fixed
2.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122BD9
1999000.00000000
PA
USD
2034449.17000000
0.111642996343
Long
DBT
CORP
US
Y
2
2020-10-15
Fixed
3.95000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918AY0
7078000.00000000
PA
USD
7078130.24000000
0.388421436208
Long
DBT
CORP
US
N
2
2020-02-12
Fixed
1.85000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550BA5
9159000.00000000
PA
USD
9198836.61000000
0.504797906559
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
2.87500000
N
N
N
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
38148PP84
4501000.00000000
PA
USD
4530620.72000000
0.248623597943
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
3.20000000
N
N
N
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206RCL4
13177000.00000000
PA
USD
13197836.00000000
0.724248105099
Long
DBT
CORP
US
N
2
2020-06-30
Fixed
2.45000000
N
N
N
N
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
210371AL4
2506000.00000000
PA
USD
2561169.99000000
0.140547474002
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
5.15000000
N
N
N
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829AX5
3589000.00000000
PA
USD
3609584.64000000
0.198080566823
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
2.60000000
N
N
N
N
N
N
Nevada Power Co.
MJZFGXRJ52U8U4MKJ519
Nevada Power Co., Series BB
641423CB2
2661000.00000000
PA
USD
2668028.74000000
0.146411484374
Long
DBT
CORP
US
N
2
2020-04-15
Fixed
2.75000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AW9
2498000.00000000
PA
USD
2499586.83000000
0.137168019451
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
2.40000000
N
N
N
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506BD8
2209000.00000000
PA
USD
2241715.93000000
0.123017024493
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.60000000
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
30161MAH6
2693000.00000000
PA
USD
2724055.68000000
0.149486034257
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.00000000
N
N
N
N
N
N
Exelon Generation Co. LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co. LLC
30161MAP8
4943000.00000000
PA
USD
4945779.35000000
0.271405957952
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.95000000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GAG7
7124000.00000000
PA
USD
7125307.61000000
0.391010354636
Long
DBT
CORP
US
N
2
2020-03-06
Fixed
1.91200000
N
N
N
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023AZ8
3721000.00000000
PA
USD
3741523.18000000
0.205320862700
Long
DBT
CORP
US
N
2
2020-02-15
Fixed
4.87500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGR5
9207000.00000000
PA
USD
9262254.61000000
0.508278050298
Long
DBT
CORP
US
N
2
2020-12-07
Fixed
2.55000000
N
N
N
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933YAS4
5903000.00000000
PA
USD
5903505.89000000
0.323962424921
Long
DBT
CORP
US
N
2
2020-02-10
Fixed
1.85000000
N
N
N
N
N
N
Caterpillar Financial Services Corp.
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp.
14912L6Y2
4430000.00000000
PA
USD
4430718.06000000
0.243141311892
Long
DBT
CORP
US
N
2
2020-01-10
Fixed
2.10000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GBP3
5070000.00000000
PA
USD
5188307.79000000
0.284715015823
Long
DBT
CORP
GB
N
2
2020-10-14
Fixed
5.14000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GEC9
10850000.00000000
PA
USD
11072254.76000000
0.607604120032
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
5.62500000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAP4
3604000.00000000
PA
USD
3669111.49000000
0.201347178736
Long
DBT
CORP
GB
N
2
2020-07-15
Fixed
4.82800000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
74432QBP9
2284000.00000000
PA
USD
2339583.40000000
0.128387626893
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.50000000
N
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAS5
2262000.00000000
PA
USD
2280009.64000000
0.125118440733
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
5.20000000
N
N
N
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833CK4
4509000.00000000
PA
USD
4509082.02000000
0.247441634274
Long
DBT
CORP
US
N
2
2020-02-07
Fixed
1.90000000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448BR8
4814000.00000000
PA
USD
4872128.76000000
0.267364287768
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
3.12500000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BG8
10873000.00000000
PA
USD
10900680.37000000
0.598188756268
Long
DBT
CORP
US
N
2
2020-11-03
Fixed
2.00000000
N
N
N
N
N
N
Huntington National Bank (The)
2WHM8VNJH63UN14OL754
Huntington National Bank (The)
446438RQ8
3882000.00000000
PA
USD
3905014.17000000
0.214292639566
Long
DBT
CORP
US
N
2
2020-08-20
Fixed
2.87500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2E4
4000000.00000000
PA
USD
4004802.24000000
0.219768637344
Long
DBT
CORP
CA
N
2
2020-06-12
Fixed
2.15000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEF6
4144000.00000000
PA
USD
4174428.40000000
0.229077089499
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
2.90000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397XK4
5800000.00000000
PA
USD
5822276.12000000
0.319504837556
Long
DBT
CORP
US
N
2
2020-08-04
Fixed
3.15700000
N
N
N
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GVP6
9730000.00000000
PA
USD
9780741.66000000
0.536730689313
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
2.75000000
N
N
N
N
N
N
HSBC USA, Inc.
549300LBOHZ4QSIWU288
HSBC USA, Inc.
40428HPV8
6300000.00000000
PA
USD
6331910.82000000
0.347471692559
Long
DBT
CORP
US
N
2
2020-08-07
Fixed
2.75000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MEX8
4805000.00000000
PA
USD
4844457.60000000
0.265845797525
Long
DBT
CORP
US
N
2
2020-12-09
Fixed
2.75000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BA9
3358000.00000000
PA
USD
3415910.66000000
0.187452459834
Long
DBT
CORP
PA
N
2
2020-10-15
Fixed
3.95000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140AQ3
8243000.00000000
PA
USD
8275916.28000000
0.454151474814
Long
DBT
CORP
US
N
2
2020-07-29
Fixed
2.45000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AW4
2802000.00000000
PA
USD
2826752.31000000
0.155121642980
Long
DBT
CORP
US
N
2
2020-09-01
Fixed
2.95000000
N
N
N
N
N
N
Energy Transfer Partners LP
5493008K8W3OKZE54J59
Energy Transfer Partners LP
29273RAX7
4966000.00000000
PA
USD
5027353.74000000
0.275882456780
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.15000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CH5
865000.00000000
PA
USD
867096.12000000
0.047583006930
Long
DBT
CORP
US
N
2
2020-11-10
Fixed
1.95000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
UBS AG
90261XGD8
3900000.00000000
PA
USD
3975687.77000000
0.218170943622
Long
DBT
CORP
CH
N
2
2020-08-04
Fixed
4.87500000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
94973VAS6
3193000.00000000
PA
USD
3245718.12000000
0.178112926853
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
4.35000000
N
N
N
N
N
N
BB&T Corp.
549300DRQQI75D2JP341
BB&T Corp.
05531FAS2
5482000.00000000
PA
USD
5483016.86000000
0.300887552405
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.45000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BG6
9586000.00000000
PA
USD
9599020.47000000
0.526758506940
Long
DBT
CORP
NL
N
2
2020-05-11
Fixed
2.12500000
N
N
N
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
36962G4R2
5913000.00000000
PA
USD
6006458.81000000
0.329612097885
Long
DBT
CORP
US
N
2
2020-09-16
Fixed
4.37500000
N
N
N
N
N
N
Bank of Nova Scotia (The)
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia (The)
064159JX5
4919000.00000000
PA
USD
4926727.80000000
0.270360479815
Long
DBT
CORP
CA
N
2
2020-07-14
Fixed
2.15000000
N
N
N
N
N
N
Concho Resources, Inc.
SYHS7HRDXLL4I0IQ8776
Concho Resources, Inc.
20605PAG6
2750000.00000000
PA
USD
2843636.46000000
0.156048182273
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.37500000
N
N
N
N
N
N
Block Financial LLC
N/A
Block Financial LLC
093662AF1
3093000.00000000
PA
USD
3137944.85000000
0.172198731028
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.12500000
N
N
N
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956PAK8
7110000.00000000
PA
USD
7119833.20000000
0.390709939396
Long
DBT
CORP
US
N
2
2020-04-01
Fixed
2.70000000
N
N
N
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642AR4
2440000.00000000
PA
USD
2442917.85000000
0.134058236803
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
2.15000000
N
N
N
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759AH3
3781000.00000000
PA
USD
3807985.94000000
0.208968091533
Long
DBT
CORP
US
N
2
2020-03-01
Fixed
5.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
06406HDF3
3462000.00000000
PA
USD
3481022.44000000
0.191025551914
Long
DBT
CORP
US
N
2
2020-11-27
Fixed
2.45000000
N
N
N
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508AZ7
2419000.00000000
PA
USD
2416992.01000000
0.132635523223
Long
DBT
CORP
US
N
2
2020-05-01
Fixed
1.75000000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200JN2
3900000.00000000
PA
USD
3900490.46000000
0.214044395203
Long
DBT
CORP
US
N
2
2020-01-27
Fixed
1.90000000
N
N
N
N
N
N
Chevron Corp.
LJOF0JWZSCIUPEC3LQ45
Chevron Corp.
166764BP4
2825000.00000000
PA
USD
2826140.93000000
0.155088092721
Long
DBT
CORP
US
N
2
2020-03-03
Fixed
1.99100000
N
N
N
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875PAE1
2056000.00000000
PA
USD
2079937.23000000
0.114139211727
Long
DBT
CORP
US
N
2
2020-06-01
Fixed
4.40000000
N
N
N
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859AL8
2038000.00000000
PA
USD
2067684.63000000
0.113466834655
Long
DBT
CORP
US
N
2
2020-11-04
Fixed
3.45000000
N
N
N
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076BQ4
3563000.00000000
PA
USD
3560709.13000000
0.195398460794
Long
DBT
CORP
US
N
2
2020-06-05
Fixed
1.80000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAE3
3402000.00000000
PA
USD
3403681.54000000
0.186781371257
Long
DBT
CORP
US
N
2
2020-02-03
Fixed
2.70000000
N
N
N
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135AT3
4672000.00000000
PA
USD
4677081.17000000
0.256660802177
Long
DBT
CORP
US
N
2
2020-08-21
Fixed
1.90000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HLW8
10053000.00000000
PA
USD
10092377.80000000
0.553832120477
Long
DBT
CORP
US
N
2
2020-06-23
Fixed
2.75000000
N
N
N
N
N
N
Walt Disney Co. (The)
7260JQNI6SCF9FIV2392
Walt Disney Co. (The)
25468PDP8
2662000.00000000
PA
USD
2662267.72000000
0.146095341045
Long
DBT
CORP
US
N
2
2020-03-04
Fixed
1.95000000
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200HM6
6000000.00000000
PA
USD
5997306.42000000
0.329109848795
Long
DBT
CORP
US
N
2
2020-05-15
Fixed
1.62500000
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807AM0
2478000.00000000
PA
USD
2481259.24000000
0.136162269544
Long
DBT
CORP
US
N
2
2020-03-15
Fixed
2.75000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140AZ3
4839000.00000000
PA
USD
4839386.15000000
0.265567495230
Long
DBT
CORP
US
N
2
2020-05-11
Fixed
1.85000000
N
N
N
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc.
50075NBA1
1985000.00000000
PA
USD
1997400.31000000
0.109609892837
Long
DBT
CORP
US
N
2
2020-02-10
Fixed
5.37500000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
89236TCF0
5870000.00000000
PA
USD
5874517.85000000
0.322371669206
Long
DBT
CORP
US
N
2
2020-03-12
Fixed
2.15000000
N
N
N
N
N
N
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
N/A
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
161175AX2
9886000.00000000
PA
USD
9958168.10000000
0.546467191794
Long
DBT
CORP
US
N
2
2020-07-23
Fixed
3.57900000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCT3
5853000.00000000
PA
USD
5857132.04000000
0.321417600680
Long
DBT
CORP
GB
N
2
2020-01-15
Fixed
2.52100000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGM6
12860000.00000000
PA
USD
12914350.48000000
0.708691475158
Long
DBT
CORP
US
N
2
2020-07-22
Fixed
2.60000000
N
N
N
N
N
N
US Bank NA/Cincinnati Oh
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati Oh
90331HNB5
5580000.00000000
PA
USD
5580634.06000000
0.306244420919
Long
DBT
CORP
US
N
2
2020-01-24
Fixed
2.00000000
N
N
N
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834LAP5
2315000.00000000
PA
USD
2324165.32000000
0.127541540063
Long
DBT
CORP
US
N
2
2020-01-30
Fixed
4.75000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422ERY7
2829000.00000000
PA
USD
2828213.71000000
0.155201839171
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
1.70000000
N
N
N
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The)
29736RAL4
2786000.00000000
PA
USD
2784790.90000000
0.152818957018
Long
DBT
CORP
US
N
2
2020-02-07
Fixed
1.80000000
N
N
N
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149YAT5
2334000.00000000
PA
USD
2394288.41000000
0.131389634179
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
4.62500000
N
N
N
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044CH2
3172000.00000000
PA
USD
3188107.92000000
0.174951493556
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
6.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JB32
11342000.00000000
PA
USD
11391821.44000000
0.625140749707
Long
DBT
CORP
US
N
2
2020-06-16
Fixed
2.80000000
N
N
N
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748AY8
2433000.00000000
PA
USD
2434530.53000000
0.133597971906
Long
DBT
CORP
US
N
2
2020-03-06
Fixed
2.35000000
N
N
N
N
N
N
Anthem, Inc.
8MYN82XMYQH89CTMTH67
Anthem, Inc.
036752AE3
4243000.00000000
PA
USD
4264574.51000000
0.234023972409
Long
DBT
CORP
US
N
2
2020-11-21
Fixed
2.50000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AL6
2421000.00000000
PA
USD
2454398.35000000
0.134688243902
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.00000000
N
N
N
N
N
N
International Lease Finance Corp.
N/A
International Lease Finance Corp.
459745GF6
4167000.00000000
PA
USD
4424410.13000000
0.242795156178
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
8.25000000
N
N
N
N
N
N
First Horizon National Corp.
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corp.
320517AB1
2792000.00000000
PA
USD
2826356.65000000
0.155099930632
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
3.50000000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp.
0258M0DX4
7056000.00000000
PA
USD
7087827.78000000
0.388953601100
Long
DBT
CORP
US
N
2
2020-09-14
Fixed
2.60000000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912XAU8
2644000.00000000
PA
USD
2643922.45000000
0.145088620925
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
2.12500000
N
N
N
N
N
N
Walt Disney Co. (The)
7260JQNI6SCF9FIV2392
Walt Disney Co. (The)
25468PDE3
3408000.00000000
PA
USD
3418100.05000000
0.187572605406
Long
DBT
CORP
US
N
2
2020-09-17
Fixed
2.15000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KCB1
3962000.00000000
PA
USD
3964746.18000000
0.217570509897
Long
DBT
CORP
CA
N
2
2020-03-06
Fixed
2.15000000
N
N
N
N
N
N
Precision Castparts Corp.
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp.
740189AL9
2905000.00000000
PA
USD
2910262.70000000
0.159704382280
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.25000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422ESY6
2032000.00000000
PA
USD
2039650.87000000
0.111928446274
Long
DBT
CORP
US
N
2
2020-07-14
Fixed
2.37500000
N
N
N
N
N
N
2020-01-27
Invesco Exchange-Traded Self-Indexed Fund Trust
Sheri Morris
Sheri Morris
Vice President
XXXX