NPORT-P false 0000916620 XXXXXXXX S000025872 C000077366 Northern Funds 811-08236 0000916620 5493004ZY1PEJR3C0A81 50 South LaSalle Street Chicago 60603 800-595-9111 Northern Ultra-Short Fixed Income Fund S000025872 549300PJ95YVI5YC1X57 2021-03-31 2020-06-30 N 2870228043.040000000000 101015501.110000000000 2769212541.930000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 28739152.380000000000 0.000000000000 0.000000000000 USD N Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 83051GAJ7 10000000 PA USD 10235320 0.3696112106 Long DBT CORP SE Y 2 2021-05-17 Fixed 3.250000000000 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 14913Q2M0 1300000 PA USD 1300676 0.0469691647 Long DBT CORP US N 2 2023-05-15 Floating 0.902380000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 74432QBP9 2717000 PA USD 2758512.55 0.0996136089 Long DBT CORP US N 2 2020-11-15 Fixed 4.500000000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WAZ4 4000000 PA USD 4017154.76 0.1450648767 Long DBT CORP US N 2 2020-09-24 Fixed 2.450000000000 N N N N N N Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 83051GAK4 15350000 PA USD 15983187.5 0.5771744587 Long DBT CORP SE Y 2 2022-03-25 Fixed 3.050000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WJM6 5000000 PA USD 5211240.25 0.1881849143 Long DBT CORP CA N 2 2022-03-26 Fixed 2.900000000000 N N N N N N Australia & New Zealand Banking Group NY Branch N/A 05253JAQ4 1219000 PA USD 1255719.02 0.0453457075 Long DBT CORP AU N 2 2021-11-23 Fixed 2.550000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WJN4 1627000 PA USD 1634559.74 0.0590261569 Long DBT CORP CA N 2 2022-03-26 Floating 0.853750000000 N N N N N N Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch N/A 21688AAN2 1120000 PA USD 1145395.1 0.0413617620 Long DBT CORP NL N 2 2021-04-26 Fixed 3.125000000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 94974BEV8 2000000 PA USD 2061880.52 0.0744572866 Long DBT CORP US N 2 2021-04-01 Fixed 4.600000000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEF6 1325000 PA USD 1331177.14 0.0480706020 Long DBT CORP US N 2 2020-09-15 Fixed 2.900000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 05531FBG7 13000000 PA USD 13588396.64 0.4906953307 Long DBT CORP US N 2 2022-06-20 Fixed 3.050000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128287C8 5000000 PA USD 5160742.2 0.1863613616 Long DBT UST US N 2 2022-07-15 Fixed 1.750000000000 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YAF8 715000 PA USD 737486.44 0.0266316301 Long DBT CORP US N 2 2022-06-26 Fixed 2.000000000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 24023KAE8 7600000 PA USD 7869539.78 0.2841796959 Long DBT CORP SG Y 2 2022-04-16 Fixed 2.850000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TFX8 6970000 PA USD 7220324.55 0.2607356583 Long DBT CORP US N 2 2022-04-12 Fixed 2.650000000000 N N N N N N Svenska Handelsbanken Ab (Publ) NHBDILHZTYCNBV5UYZ31 86960BAU6 1000000 PA USD 1003550.88 0.0362395759 Long DBT CORP SE N 2 2021-05-24 Floating 0.829000000000 N N N N N N Svenska Handelsbanken Ab (Publ) NHBDILHZTYCNBV5UYZ31 86960BAT9 3000000 PA USD 3076180.23 0.1110850173 Long DBT CORP SE N 2 2021-05-24 Fixed 3.350000000000 N N N N N N Kreditanstalt Fur Wiederaufbau 549300GDPG70E3MBBU98 500769JA3 411268 PA USD 417581.59 0.0150794344 Long DBT NUSS DE N 2 2021-03-24 Fixed 2.375000000000 N N N N N N Paccar Financial Corp PH3S12DWZBHHQKVYZ297 69371RP67 500000 PA USD 500250.31 0.0180647134 Long DBT CORP US N 2 2020-11-13 Floating 0.633500000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0V59 6705000 PA USD 6950181.47 0.2509804273 Long DBT USGSE US N 2 2022-04-12 Fixed 2.250000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828TY6 12000000 PA USD 12412500 0.4482321170 Long DBT UST US N 2 2022-11-15 Fixed 1.625000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013X6E3 9800000 PA USD 9826412.96 0.3548450258 Long DBT CORP CA N 2 2022-04-29 Floating 1.310750000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QC30 10512000 PA USD 10541231.87 0.3806581008 Long DBT CORP CA N 2 2021-06-11 Floating 0.744630000000 N N N N N N Credit Suisse AG New York Branch N/A 22546QAR8 4165000 PA USD 4305298.32 0.1554701293 Long DBT CORP CH N 2 2021-10-29 Fixed 3.000000000000 N N N N N N Svenska Handelsbanken Ab (Publ) NHBDILHZTYCNBV5UYZ31 86960BAL6 1015000 PA USD 1031235.44 0.0372393027 Long DBT CORP SE N 2 2021-03-30 Fixed 2.450000000000 N N N N N N National Australia Bank Limited New York Branch N/A 63254AAZ1 2600000 PA USD 2690647.1 0.0971628959 Long DBT CORP AU N 2 2021-09-20 Fixed 3.375000000000 N N N N N N National Australia Bank Limited New York Branch N/A 63254ABB3 3560000 PA USD 3711977.82 0.1340445258 Long DBT CORP AU N 2 2021-11-04 Fixed 3.700000000000 N N N N N N Paccar Financial Corp PH3S12DWZBHHQKVYZ297 69371RP83 5500000 PA USD 5732397.88 0.2070046193 Long DBT CORP US N 2 2022-05-10 Fixed 2.650000000000 N N N N N N ABN AMRO Bank N.V. BFXS5XCH7N0Y05NIXW11 00084DAQ3 2105000 PA USD 2123229.3 0.0766726738 Long DBT CORP NL Y 2 2021-01-19 Fixed 2.650000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128286U9 10000000 PA USD 10364453.1 0.3742743810 Long DBT UST US N 2 2022-05-15 Fixed 2.125000000000 N N N N N N Permanent Master Issuer Plc 213800MVYG7MLQM2LF25 71419GAX8 3000000 PA USD 2998182 0.1082683960 Long ABS-O CORP GB Y 2 2058-07-15 Floating N/A N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TJX9 3080000 PA USD 3132490.53 0.1131184581 Long DBT CORP CA N 2 2021-08-27 Fixed 1.900000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128282F6 25000000 PA USD 25273437.5 0.9126579169 Long DBT UST US N 2 2021-08-31 Fixed 1.125000000000 N N N N N N PNC Bank, National Association AD6GFRVSDT01YPT1CS68 69353RFH6 5000000 PA USD 5050671.9 0.1823865746 Long DBT CORP US N 2 2021-01-22 Fixed 2.500000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128285R7 9000000 PA USD 9320625 0.3365803404 Long DBT UST US N 2 2021-12-15 Fixed 2.625000000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0HX0 9604000 PA USD 9680316.27 0.3495692773 Long DBT CORP AU Y 2 2021-09-06 Floating 1.147630000000 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 94988J5Q6 8300000 PA USD 8329600.37 0.3007931043 Long DBT CORP US N 2 2021-07-23 Floating 1.543000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EUQ0 6690000 PA USD 6975886.18 0.2519086590 Long DBT CORP US N 2 2022-01-10 Fixed 3.200000000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21685WDD6 1000000 PA USD 1055674.3 0.0381218229 Long DBT CORP NL N 2 2022-02-08 Fixed 3.875000000000 N N N N N N Whirlpool Corporation WHENKOULSSK7WUM60H03 96332HCD9 12703000 PA USD 13214578.65 0.4771962589 Long DBT CORP US N 2 2021-06-15 Fixed 4.850000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828Z86 12300000 PA USD 12686777.31 0.4581366406 Long DBT UST US N 2 2023-02-15 Fixed 1.375000000000 N N N N N N Credit Suisse AG 549300506SI9CRFV9Z86 22549LP66 5000000 PA USD 5028824.45 0.1815976338 Long STIV CORP CH N 2 2020-11-02 Fixed 2.000000000000 N N N N N N Nordea Bank ABP 529900ODI3047E2LIV03 65557CAZ6 1400000 PA USD 1391088.38 0.0502340777 Long DBT CORP FI Y 2 2023-08-30 Floating 1.302500000000 N N N N N N Citizens Bank, National Association DRMSV1Q0EKMEXLAU1P80 17401QAS0 6150000 PA USD 6368974.93 0.2299922752 Long DBT CORP US N 2 2022-02-14 Fixed 3.250000000000 N N N N N N Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch N/A 21688AAF9 5200000 PA USD 5262110.46 0.1900219062 Long DBT CORP NL N 2 2021-01-19 Fixed 2.500000000000 N N N N N N Wheels Spv Llc 54930087O4PHK5ODMW30 96328DBF0 315624.38 PA USD 318096.82 0.0114869052 Long ABS-O CORP US Y 2 2027-04-20 Fixed 3.060000000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AW4 6800000 PA USD 7016353.83 0.2533700005 Long DBT CORP JP N 2 2021-07-26 Fixed 3.535000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HJE1 10061000 PA USD 10623966.17 0.3836457480 Long DBT CORP US N 2 2022-09-23 Fixed 3.250000000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760761AD8 22775000 PA USD 24203278.78 0.8740130421 Long DBT CORP US N 2 2021-11-15 Fixed 5.250000000000 N N N N N N PNC Funding Corp. CFGNEKW0P8842LEUIA51 693476BL6 449000 PA USD 451007.03 0.0162864722 Long DBT CORP US N 2 2020-08-11 Fixed 4.375000000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAD2 5000000 PA USD 5049714.3 0.1823519944 Long DBT CORP JP N 2 2021-03-09 Floating 1.992880000000 N N N N N N Raytheon Technologies Corporation YR6K3WJN0KKLUPZSNL57 755111BT7 7192000 PA USD 7249747.59 0.2617981639 Long DBT CORP US N 2 2020-10-15 Fixed 3.125000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAW6 2100000 PA USD 2103066 0.0759445499 Long DBT CORP US N 2 2024-07-23 Floating 1.933000000000 N N N N N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 17325FAR9 6000000 PA USD 6027984 0.2176786328 Long DBT CORP US N 2 2021-07-23 Floating 1.613000000000 N N N N N N Marsh & McLennan Companies, Inc. 549300XMP3KDCKJXIU47 571748BE1 2300000 PA USD 2334260.85 0.0842933077 Long DBT CORP US N 2 2020-12-29 Fixed 3.500000000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAB7 2461000 PA USD 2500202.08 0.0902856694 Long DBT CORP US Y 2 2020-11-01 Fixed 5.400000000000 N N N N N N Autozone, Inc. GA3JGKJ41LJKXDN23E90 053332AL6 3393000 PA USD 3407337.19 0.1230435417 Long DBT CORP US N 2 2020-11-15 Fixed 4.000000000000 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A 92868LAB7 1769.95 PA USD 1772.22 0.0000639973 Long ABS-O CORP US N 2 2021-07-20 Fixed 2.810000000000 N N N N N N International Lease Finance Corporation N/A 459745GF6 3300000 PA USD 3377420.01 0.1219631920 Long DBT CORP US N 2 2020-12-15 Fixed 8.250000000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881EL2 5000000 PA USD 4998581 0.1805055020 Long ABS-O CORP CA Y 2 2023-05-15 Floating 2.407880000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HQJ2 278000 PA USD 281471.36 0.0101643105 Long DBT CORP US N 2 2021-03-01 Fixed 2.550000000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAF2 1317000 PA USD 1353972.71 0.0488937808 Long DBT CORP US N 2 2021-09-15 Fixed 3.550000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38143U8G9 550000 PA USD 554489.68 0.0200233702 Long DBT CORP US N 2 2021-02-25 Floating 2.129000000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 941063AQ2 565000 PA USD 574916.6 0.0207610139 Long DBT CORP US N 2 2021-03-01 Fixed 4.600000000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05568TKL2 8500000 PA USD 8492119.57 0.3066618918 Long STIV CORP GB N 2 2020-10-20 None N/A N N N N N N Sanofi 549300E9PC51EN656011 80105NAG0 4524000 PA USD 4650788.99 0.1679462634 Long DBT CORP FR N 2 2021-03-29 Fixed 4.000000000000 N N N N N N McKesson Corporation 549300WZWOM80UCFSF54 581557BM6 5322000 PA USD 5390421.87 0.1946554043 Long DBT CORP US N 2 2020-11-30 Fixed 3.650000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818ET1 28410000 PA USD 29113424.21 1.0513250164 Long DBT CORP US N 2 2021-06-08 Fixed 3.200000000000 N N N N N N Mercedes-Benz Auto Lease Trust 2019-A 549300U4TNYCTQL3R792 58772TAB6 111693.66 PA USD 111789.47 0.0040368685 Long ABS-O CORP US N 2 2021-02-16 Fixed 3.010000000000 N N N N N N Enterprise Fleet Financing, LLC RKWYUSIDZTWNAX1D9U96 29373FAB0 1215116.77 PA USD 1227818.99 0.0443381998 Long ABS-O CORP US Y 2 2024-02-20 Fixed 3.140000000000 N N N N N N Penske Truck Leasing Co., L.P. 549300ZX07JYMI8GHQ39 709599BD5 2400000 PA USD 2456478.67 0.0887067581 Long DBT CORP US Y 2 2021-07-29 Fixed 3.650000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GVQ4 4000000 PA USD 4005120 0.1446302853 Long DBT CORP US N 2 2020-09-15 Floating 1.513380000000 N N N N N N Paccar Financial Corp PH3S12DWZBHHQKVYZ297 69371RP42 395000 PA USD 406499.8 0.0146792561 Long DBT CORP US N 2 2021-08-09 Fixed 3.150000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159MJ2 3520000 PA USD 3528289.49 0.1274112924 Long DBT CORP CA N 2 2021-01-25 Floating 1.411380000000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAG8 1500000 PA USD 1521917.18 0.0549584821 Long DBT CORP US N 2 2021-02-05 Fixed 2.650000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BA7 500000 PA USD 518390.12 0.0187197664 Long DBT CORP US N 2 2022-03-15 Fixed 2.550000000000 N N N N N N TD AMERITRADE Holding Corporation ZI85ER3E6RXD4HPHW309 87236YAE8 363000 PA USD 377656.79 0.0136376961 Long DBT CORP US N 2 2022-04-01 Fixed 2.950000000000 N N N N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571FQ2 1000000 PA USD 1037656.6 0.0374711794 Long ABS-O CORP US N 2 2024-09-16 Fixed 2.160000000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WDE0 1000000 PA USD 1001564.69 0.0361678519 Long DBT CORP US Y 2 2021-01-28 Floating 1.167130000000 N N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90331HPA5 5000000 PA USD 5066847.25 0.1829706884 Long DBT CORP US N 2 2021-02-04 Fixed 3.000000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KK6 2000000 PA USD 2032558.96 0.0733984456 Long DBT CORP US N 2 2021-03-30 Fixed 2.700000000000 N N N N N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 17325FAV0 9500000 PA USD 9652807.31 0.3485758917 Long DBT CORP US N 2 2022-02-19 Fixed 3.165000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAC1 20000000 PA USD 20061137.2 0.7244347227 Long DBT CORP CH Y 2 2020-09-24 Floating 1.736630000000 N N N N N N World Finl Network Credit Card Tst 549300RSY3BGZS85SD04 981464HA1 12745000 PA USD 13147185.04 0.4747625847 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.140000000000 N N N N N N CCG RECEIVABLES TRUST N/A 12509KAB2 1753675.56 PA USD 1776985.77 0.0641693530 Long ABS-O CORP US Y 2 2025-12-15 Fixed 3.090000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFW4 2497000 PA USD 2541195.5 0.0917659971 Long DBT CORP US N 2 2021-04-19 Fixed 2.625000000000 N N N N N N FORD CREDIT AUTO LEASE TRUST N/A 34532FAB8 2552890.43 PA USD 2560860.81 0.0924761379 Long ABS-O CORP US N 2 2021-09-15 Fixed 2.840000000000 N N N N N N Capital One Multi Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFT3 2000000 PA USD 2077874.2 0.0750348400 Long ABS-O CORP US N 2 2024-12-16 Fixed 2.840000000000 N N N N N N SECURITIZED TERM AUTO RECEIVABLES TR 2019-1 N/A 81377DAA4 352245.36 PA USD 352892.61 0.0127434281 Long ABS-O CORP US Y 2 2021-05-25 Fixed 2.862000000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903AL7 1130000 PA USD 1129431.69 0.0407853017 Long DBT CORP US N 2 2020-10-15 Fixed 3.375000000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BG8 6200000 PA USD 6467276.05 0.2335420612 Long DBT CORP JP N 2 2022-03-07 Fixed 3.218000000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571900BA6 3200000 PA USD 3169247.42 0.1144457990 Long DBT CORP US N 2 2021-03-08 Floating 0.967630000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159GW0 8105000 PA USD 8157677.56 0.2945847398 Long DBT CORP CA N 2 2020-10-21 Fixed 2.350000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HHZ6 600000 PA USD 621813.2 0.0224545134 Long DBT CORP US N 2 2021-05-10 Fixed 4.625000000000 N N N N N N VERIZON OWNER TRUST 549300AUOVO1I366IH69 92347YAA2 4250000 PA USD 4374520.75 0.1579698446 Long ABS-O CORP US N 2 2023-09-20 Fixed 2.930000000000 N N N N N N Synchrony Card Issuance Trust 2018-1 N/A 87166PAE1 11500000 PA USD 11913339.9 0.4302067725 Long ABS-O CORP US N 2 2025-03-15 Fixed 2.950000000000 N N N N N N Toyota Industries Corporation 35380000WKGEAHEMW830 892330AD3 1900000 PA USD 1956818.74 0.0706633641 Long DBT CORP JP Y 2 2022-03-12 Fixed 3.110000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516BM7 300000 PA USD 305703.35 0.0110393603 Long DBT CORP US N 2 2021-11-01 Fixed 1.850000000000 N N N N N N Nissan Motor Acceptance Corporation 7D6DIU2QXTUJRFNNJA49 654740BJ7 1348000 PA USD 1351238.19 0.0487950336 Long DBT CORP US Y 2 2021-09-21 Fixed 3.650000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BZ2 2500000 PA USD 2608557.6 0.0941985334 Long DBT CORP US N 2 2022-12-01 Fixed 2.750000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBB1 13300000 PA USD 13847380.25 0.5000475782 Long DBT CORP US N 2 2023-04-01 Fixed 3.207000000000 N N N N N N Chesapeake Funding II Llc 5493000HT7H4OFOD6Z12 165183BY9 4100028.8 PA USD 4162006.89 0.1502956825 Long ABS-O CORP US Y 2 2031-04-15 Fixed 2.940000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GEH8 2000000 PA USD 2078946.86 0.0750735752 Long DBT CORP US N 2 2021-05-13 Fixed 5.000000000000 N N N N N N Energy Transfer Operating L P 5493008K8W3OKZE54J59 29273RAN9 3529000 PA USD 3604050.04 0.1301471081 Long DBT CORP US N 2 2021-06-01 Fixed 4.650000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HNX4 3400000 PA USD 3417341.8 0.1234048217 Long DBT CORP US N 2 2020-10-29 Fixed 2.550000000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAJ5 4400000 PA USD 4578620.51 0.1653401623 Long DBT CORP US N 2 2022-03-22 Fixed 3.000000000000 N N N N N N International Flavors & Fragrances Inc. BZLRL03D3GPGMOGFO832 459506AJ0 5195000 PA USD 5220985.96 0.1885368451 Long DBT CORP US N 2 2020-09-25 Fixed 3.400000000000 N N N N N N BlackRock, Inc. 549300LRIF3NWCU26A80 09247XAH4 789000 PA USD 815392.33 0.0294449168 Long DBT CORP US N 2 2021-05-24 Fixed 4.250000000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AK1 1450000 PA USD 1459953.53 0.0527208912 Long DBT CORP US N 2 2020-11-15 Fixed 2.800000000000 N N N N N N BMW US Capital, LLC KK5MZM9DIXLXZL9DZL15 05565EAV7 2500000 PA USD 2492370.63 0.0900028652 Long DBT CORP US Y 2 2021-04-12 Floating 1.721380000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCX7 1300000 PA USD 1302691.26 0.0470419385 Long DBT CORP US N 2 2024-04-15 Floating 1.848880000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBR5 470000 PA USD 472062.4 0.0170468100 Long DBT CORP US N 2 2020-10-30 Fixed 2.400000000000 N N N N N N AstraZeneca Plc PY6ZZQWO2IZFZC3IOL08 046353AK4 3171000 PA USD 3195025.18 0.1153766687 Long DBT CORP GB N 2 2020-11-16 Fixed 2.375000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QGS7 4300000 PA USD 4417162.1 0.1595096813 Long ABS-O CORP US N 2 2024-03-15 Fixed 2.840000000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816BP3 11556000 PA USD 11609062.96 0.4192189218 Long DBT CORP US N 2 2020-10-30 Fixed 2.200000000000 N N N N N N NEXTERA ENERGY CAPITAL HLDGS INC UMI46YPGBLUE4VGNNT48 65339KBF6 6500000 PA USD 6765781.75 0.2443215047 Long DBT CORP US N 2 2022-04-01 Fixed 2.900000000000 N N N N N N Ameren Corporation XRZQ5S7HYJFPHJ78L959 023608AF9 4330000 PA USD 4356497.13 0.1573189874 Long DBT CORP US N 2 2020-11-15 Fixed 2.700000000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05252ACR0 765000 PA USD 772354.47 0.0278907617 Long DBT CORP AU Y 2 2021-11-23 Floating 2.552750000000 N N N N N N DELL EQUIPMENT FINANCE TRUST 549300CHGEQ6XHCQGX20 24704BAC8 2484896.83 PA USD 2501118.48 0.0903187618 Long ABS-O CORP US Y 2 2021-08-23 Fixed 2.780000000000 N N N N N N Chesapeake Funding II Llc 5493000HT7H4OFOD6Z12 165183BH6 2367319.05 PA USD 2358525.64 0.0851695420 Long ABS-O CORP US Y 2 2030-04-15 Floating 0.633629900000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDV1 9400000 PA USD 9476610 0.3422131691 Long DBT CORP US N 2 2021-07-15 Floating 2.168880000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MEX8 510000 PA USD 514463.28 0.0185779629 Long DBT CORP US N 2 2020-12-09 Fixed 2.750000000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02587AAN4 9300000 PA USD 9682112.82 0.3496341532 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.670000000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AA4 3600000 PA USD 3632568.08 0.1311769330 Long DBT CORP US N 2 2020-12-15 Fixed 3.000000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159LG9 12000000 PA USD 12266551.32 0.4429617133 Long DBT CORP CA N 2 2021-04-20 Fixed 3.125000000000 N N N N N N SANTANDER RETAIL AUTO LEASE TRUST N/A 80285JAC0 5608451.4 PA USD 5659506.82 0.2043724248 Long ABS-O CORP US Y 2 2022-01-20 Fixed 2.720000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GEU9 2141000 PA USD 2285039.29 0.0825158508 Long DBT CORP US N 2 2023-01-11 Fixed 3.300000000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RCZ9 1000000 PA USD 1020384.2 0.0368474498 Long ABS-O CORP US N 2 2023-09-15 Fixed 3.000000000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DAT2 1800000 PA USD 1800130.32 0.0650051339 Long DBT CORP US N 2 2020-08-14 Floating 0.982380000000 N N N N N N GlaxoSmithKline Capital plc 549300U0LV41VX7LEP38 377373AF2 2000000 PA USD 2003343.28 0.0723434279 Long DBT CORP GB N 2 2021-05-14 Floating 0.774000000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816BV0 10400000 PA USD 10426477.98 0.3765141831 Long DBT CORP US N 2 2021-05-17 Floating 0.910630000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AN2 4675000 PA USD 4719343.73 0.1704218675 Long DBT CORP US Y 2 2020-11-13 Fixed 3.875000000000 N N N N N N GlaxoSmithKline Capital plc 549300U0LV41VX7LEP38 377373AE5 1020000 PA USD 1044964.89 0.0377350916 Long DBT CORP GB N 2 2021-05-14 Fixed 3.125000000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 1000000 PA USD 1026623.29 0.0370727517 Long DBT CORP GB N 2 2021-06-01 Fixed 3.400000000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAA8 9600000 PA USD 9709434.34 0.3506207701 Long DBT CORP US N 2 2020-11-15 Fixed 3.766000000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044CX7 11627000 PA USD 11776009.77 0.4252475963 Long DBT CORP US N 2 2021-01-15 Fixed 3.300000000000 N N N N N N WEST BLOOMFIELD MICH SCH DIST N/A 951452RH6 2000000 PA USD 2043240 0.0737841523 Long DBT MUN US N 2 2021-05-01 Fixed 3.000000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200HG9 2600000 PA USD 2676207.64 0.0966414675 Long DBT CORP US N 2 2022-08-01 Fixed 1.875000000000 N N N N N N Paccar Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ74 4000000 PA USD 4221567.16 0.1524464842 Long DBT CORP US N 2 2023-04-06 Fixed 2.650000000000 N N N N N N Swedish Export Credit Corporation 1FOLRR5RWTWWI397R131 00254EMY5 6300000 PA USD 6346710.85 0.2291882892 Long DBT NUSS SE N 2 2023-04-06 Fixed 0.750000000000 N N N N N N BNG Bank N.V. 529900GGYMNGRQTDOO93 05591F2G4 9200000 PA USD 9284364 0.3352709068 Long DBT CORP NL Y 2 2023-04-17 Fixed 0.750000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFG4 2803000 PA USD 2809243.12 0.1014455582 Long DBT CORP US N 2 2021-10-28 Floating 1.317130000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137EAEQ8 20000000 PA USD 20054568.6 0.7241975217 Long DBT USGSE US N 2 2023-04-20 Fixed 0.375000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7G3 12790000 PA USD 13120543.74 0.4738005314 Long DBT CORP CA N 2 2023-04-17 Fixed 1.600000000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKM0 279000 PA USD 288690.72 0.0104250113 Long DBT CORP US N 2 2022-06-01 Fixed 2.875000000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HZ2 18400000 PA USD 18386371.67 0.6639566805 Long DBT NUSS XX N 2 2022-09-06 Fixed 1.375000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159TE6 4000000 PA USD 4120265.36 0.1487883396 Long DBT CORP CA N 2 2023-02-01 Fixed 1.950000000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 36259KAD9 2720000 PA USD 2759619.52 0.0996535830 Long ABS-O CORP US N 2 2022-12-20 Fixed 1.670000000000 N N N N N N Otis Worldwide Corporation 549300ZLBKR8VSU25153 68902VAC1 6200000 PA USD 6131857.41 0.2214296417 Long DBT CORP US Y 2 2023-04-05 Floating 0.819250000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBH2 2200000 PA USD 2326417.15 0.0840100612 Long DBT CORP US N 2 2023-04-06 Fixed 2.937000000000 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAF2 1690000 PA USD 1768954.43 0.0638793304 Long DBT CORP US N 2 2022-01-25 Fixed 3.666000000000 N N N N N N BMW US Capital, LLC KK5MZM9DIXLXZL9DZL15 05565EBM6 6700000 PA USD 7197546.42 0.2599131093 Long DBT CORP US Y 2 2023-04-06 Fixed 3.800000000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AU8 4000000 PA USD 4275968.92 0.1544110051 Long DBT CORP US N 2 2023-04-06 Fixed 3.700000000000 N N N N N N V.F. Corporation CWAJJ9DJ5Z7P057HV541 918204AZ1 7450000 PA USD 7629510.06 0.2755118989 Long DBT CORP US N 2 2022-04-23 Fixed 2.050000000000 N N N N N N DH Europe Finance II SARL 222100KDGL314CKTZ511 23291KAF2 2400000 PA USD 2478651.89 0.0895074630 Long DBT CORP LU N 2 2022-11-15 Fixed 2.050000000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST N/A 44891LAB9 6300000 PA USD 6362425.44 0.2297557643 Long ABS-O CORP US N 2 2023-04-15 Fixed 1.510000000000 N N N N N N Toyota Auto Receivables 2020-B Owner Trust N/A 89239RAB2 3900000 PA USD 3933385.17 0.1420398438 Long ABS-O CORP US N 2 2022-12-15 Fixed 1.380000000000 N N N N N N UBS AG, London Branch N/A 902674YA2 17850000 PA USD 18191303.25 0.6569124968 Long DBT CORP CH Y 2 2022-04-21 Fixed 1.750000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80287AAB9 3000000 PA USD 3024526.2 0.1092197206 Long ABS-O CORP US N 2 2023-01-15 Fixed 2.070000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBL5 15650000 PA USD 16061842.74 0.5800148055 Long DBT CORP US N 2 2023-04-15 Fixed 1.571000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST N/A 36258VAB0 800000 PA USD 806567.12 0.0291262266 Long ABS-O CORP US N 2 2023-03-16 Fixed 1.500000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159VK9 2800000 PA USD 2866106.35 0.1034989661 Long DBT CORP CA N 2 2023-05-01 Fixed 1.625000000000 N N N N N N Bank Of Eng London YUEDD7W89PH0FV8Q2S28 06425YAH2 4700000 PA USD 4724242.6 0.1705987723 Long DBT CORP GB Y 2 2023-04-28 Fixed 0.500000000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAG5 800000 PA USD 806218.62 0.0291136418 Long DBT CORP JP N 2 2021-07-14 Floating 2.421380000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A9S65 7589769.96 PA USD 7965818.77 0.2876564601 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 2.500000000000 N N N N N N DnB Bank ASA 549300GKFG0RYRRQ1414 23329PAD2 8600000 PA USD 8616478.98 0.3111526779 Long DBT CORP NO Y 2 2022-12-02 Floating 0.964000000000 N N N N N N DnB Bank ASA 549300GKFG0RYRRQ1414 23329PAE0 3730000 PA USD 3859641.04 0.1393768438 Long DBT CORP NO Y 2 2022-12-02 Fixed 2.150000000000 N N N N N N Banque Federative du Credit Mutuel VBHFXSYT7OG62HNT8T76 06675FAS6 13700000 PA USD 14125463.91 0.5100895542 Long DBT CORP FR Y 2 2022-11-21 Fixed 2.125000000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0JL4 10145000 PA USD 10207085.68 0.3685916312 Long DBT CORP AU Y 2 2022-03-10 Floating 1.009750000000 N N N N N N Nordea Bank ABP 529900ODI3047E2LIV03 65557CAR4 2600000 PA USD 2611750.15 0.0943138206 Long DBT CORP FI Y 2 2020-09-17 Fixed 2.500000000000 N N N N N N Australia & New Zealand Banking Group NY Branch N/A 05253JAW1 12700000 PA USD 13169025.73 0.4755512815 Long DBT CORP AU N 2 2022-11-21 Fixed 2.050000000000 N N N N N N Credit Suisse AG New York Branch N/A 22550L2A8 4300000 PA USD 4389926.16 0.1585261548 Long DBT CORP CH N 2 2021-11-12 Fixed 2.100000000000 N N N N N N Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 83051GAM0 5400000 PA USD 5595577.52 0.2020638516 Long DBT CORP SE Y 2 2022-12-12 Fixed 2.200000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828YA2 23000000 PA USD 23650468.75 0.8540503263 Long DBT UST US N 2 2022-08-15 Fixed 1.500000000000 N N N N N N PNC Bank, National Association AD6GFRVSDT01YPT1CS68 69353RFR4 7500000 PA USD 7508540.63 0.2711435297 Long DBT CORP US N 2 2022-12-09 Floating 0.742880000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828YW4 60000000 PA USD 62142187.2 2.2440381971 Long DBT UST US N 2 2022-12-15 Fixed 1.625000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAK3 4100000 PA USD 4226242.08 0.1526153019 Long DBT CORP US N 2 2022-08-23 Fixed 1.950000000000 N N N N N N Nederlandse Waterschapsbank N.V. JLP5FSPH9WPSHY3NIM24 63983TBR5 3000000 PA USD 3039666 0.1097664392 Long DBT NUSS NL Y 2 2021-08-27 Fixed 1.500000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46623EKG3 925000 PA USD 926933.25 0.0334728099 Long DBT CORP US N 2 2021-08-15 Fixed 2.295000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828ZK9 37000000 PA USD 37021535.85 1.3368975942 Long DBT UST US N 2 2022-04-30 Floating 0.264000000000 N N N N N N National Australia Bank Limited New York Branch N/A 63254ABC1 9500000 PA USD 9798260.58 0.3538284054 Long DBT CORP AU N 2 2022-12-13 Fixed 1.875000000000 N N N N N N Kommuninvest I Sverige AB EV2XZWMLLXF2QRX0CD47 50046QAG8 2800000 PA USD 2807924 0.1013979230 Long DBT CORP SE Y 2 2022-02-02 Fixed 0.500000000000 N N N N N N Federal Farm Credit Banks N/A 3133ELYR9 10000000 PA USD 10002270 0.3611954608 Long DBT USGSE US N 2 2022-05-06 Fixed 0.250000000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CG1 6400000 PA USD 6603886.27 0.2384752405 Long DBT NUSS JP N 2 2023-01-23 Fixed 1.750000000000 N N N N N N National Australia Bank Limited F8SB4JFBSYQFRQEH3Z21 6325C0DH1 12914000 PA USD 13025574.51 0.4703710644 Long DBT CORP AU Y 2 2022-01-10 Floating 2.201380000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0T94 5000000 PA USD 5282124.45 0.1907446384 Long DBT USGSE US N 2 2023-01-19 Fixed 2.375000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DLN0 7400108.96 PA USD 7808543.77 0.2819770477 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.500000000000 N N N N N N National Australia Bank Limited New York Branch N/A 63254AAU2 3531000 PA USD 3653893.67 0.1319470288 Long DBT CORP AU N 2 2022-01-10 Fixed 2.800000000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881EK4 5000000 PA USD 5058524 0.1826701246 Long ABS-O CORP CA Y 2 2023-01-15 Fixed 2.620000000000 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3137EAER6 20240000 PA USD 20292575.42 0.7327922690 Long DBT USGSE US N 2 2023-05-05 Fixed 0.375000000000 N N N N N N Massmutual Global Funding II 549300K1IE3K7YU6VG29 57629WCR9 25000000 PA USD 24938828.25 0.9005747256 Long DBT CORP US Y 2 2022-01-07 Floating 1.537380000000 N N N N N N Svenska Handelsbanken Ab (Publ) NHBDILHZTYCNBV5UYZ31 86960BAR3 3450000 PA USD 3460087.08 0.1249484114 Long DBT CORP SE N 2 2020-09-08 Fixed 1.950000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7D0 8050000 PA USD 8301479.67 0.2997776279 Long DBT CORP CA N 2 2023-01-17 Fixed 1.950000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7E8 2500000 PA USD 2489875 0.0899127446 Long DBT CORP CA N 2 2023-01-17 Floating 1.494880000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCC0 10000000 PA USD 10015115.4 0.3616593255 Long DBT CORP CA N 2 2021-03-17 Floating 0.569000000000 N N N N N N PNC Bank, National Association AD6GFRVSDT01YPT1CS68 69353RFK9 7730000 PA USD 7736811.83 0.2793867106 Long DBT CORP US N 2 2021-01-22 Floating 1.347630000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WBW0 12550000 PA USD 12509220.66 0.4517248305 Long DBT CORP US N 2 2021-11-05 Floating 0.890880000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TDQ5 1500000 PA USD 1508496.92 0.0544738584 Long DBT CORP US N 2 2022-01-11 Floating 2.001380000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAM9 3375000 PA USD 3490478.19 0.1260458754 Long DBT CORP US N 2 2023-01-27 Fixed 1.850000000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 09659W2A1 6100000 PA USD 6314034.79 0.2280083126 Long DBT CORP FR Y 2 2022-05-23 Fixed 2.950000000000 N N N N N N Air Lease Corporation 5493004NW4M4P8TMMK63 00914AAC6 1800000 PA USD 1728515.59 0.0624190294 Long DBT CORP US N 2 2021-06-03 Floating 1.007130000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 912828Z60 9585000 PA USD 9766216.41 0.3526712472 Long DBT UST US N 2 2022-01-31 Fixed 1.375000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TGZ2 20000000 PA USD 20226188.4 0.7303949442 Long DBT CORP US N 2 2022-05-26 Fixed 1.150000000000 N N N N N N Australia & New Zealand Banking Group NY Branch N/A 05253JAS0 14000000 PA USD 14586688.06 0.5267449804 Long DBT CORP AU N 2 2022-05-19 Fixed 2.625000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G04Q3 20000000 PA USD 19978996.8 0.7214685221 Long DBT USGSE US N 2 2023-05-22 Fixed 0.250000000000 N N N N N N Paccar Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ33 3260000 PA USD 3362827.87 0.1214362502 Long DBT CORP US N 2 2022-09-26 Fixed 2.000000000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBN4 7500000 PA USD 7518959.63 0.2715197738 Long DBT NUSS XX N 2 2023-05-19 Fixed 0.375000000000 N N N N N N Svenska Handelsbanken Ab (Publ) NHBDILHZTYCNBV5UYZ31 86960BAQ5 13360000 PA USD 13586720 0.4906347850 Long DBT CORP SE N 2 2021-09-07 Fixed 1.875000000000 N N N N N N Swedbank AB (publ) M312WZV08Y7LYUC71685 87020PAK3 4100000 PA USD 4149159.86 0.1498317589 Long DBT CORP SE Y 2 2023-06-02 Fixed 1.300000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012KZG5 4000000 PA USD 4149707.84 0.1498515472 Long DBT CORP CA N 2 2022-02-01 Fixed 2.750000000000 N N N N N N DnB Bank ASA 549300GKFG0RYRRQ1414 23329PAB6 2500000 PA USD 2502042.6 0.0903521330 Long DBT CORP NO Y 2 2020-10-02 Floating 1.820500000000 N N N N N N Nordea Bank ABP 529900ODI3047E2LIV03 65557CBE2 5000000 PA USD 5048586.5 0.1823112680 Long DBT CORP FI Y 2 2023-06-09 Fixed 1.000000000000 N N N N N N Paccar Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ82 3060000 PA USD 3071726.38 0.1109241827 Long DBT CORP US N 2 2023-06-08 Fixed 0.800000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EVG1 7500000 PA USD 7521449.4 0.2716096828 Long DBT CORP US N 2 2022-07-05 Fixed 0.550000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 55608PBC7 6000000 PA USD 6164569.5 0.2226109194 Long DBT CORP AU Y 2 2022-10-17 Fixed 2.100000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012KZD2 10000000 PA USD 10073032.5 0.3637507901 Long DBT CORP CA N 2 2022-02-01 Floating 1.416630000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QBC1 5674000 PA USD 5730533.13 0.2069372807 Long DBT CORP CA N 2 2020-12-14 Fixed 2.500000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TGK5 1000000 PA USD 999622.03 0.0360976998 Long DBT CORP US N 2 2021-10-07 Floating 1.677380000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 05531FAV5 5678000 PA USD 5751043.27 0.2076779295 Long DBT CORP US N 2 2021-05-10 Fixed 2.050000000000 N N N N N N Massmutual Global Funding II 549300K1IE3K7YU6VG29 57629WCU2 11000000 PA USD 11046559.59 0.3989061664 Long DBT CORP US Y 2 2023-06-09 Fixed 0.850000000000 N N N N N N Hyndai Capital America 549300RIPPWJB5Z0FK07 44891AAT4 3600000 PA USD 3569788.48 0.1289098769 Long DBT CORP US Y 2 2021-03-12 Floating 1.138380000000 N N N N N N Holmes Master Issuer PLC 5493007HX9EKP3XR9846 43641NBY9 1337142.99 PA USD 1335668.12 0.0482327774 Long ABS-O CORP GB Y 2 2054-10-15 Floating 2.036250000000 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 14913Q2P3 18300000 PA USD 18311163 0.6612407940 Long DBT CORP US N 2 2021-09-07 Floating 0.597630000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WCY5 5800000 PA USD 5957767.48 0.2151430195 Long DBT CORP US N 2 2022-06-27 Fixed 2.200000000000 N N N N N N Hyndai Capital America 549300RIPPWJB5Z0FK07 44891ABC0 5830000 PA USD 5949046.62 0.2148280975 Long DBT CORP US Y 2 2022-11-01 Fixed 2.850000000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKA6 1000000 PA USD 1001302.9 0.0361583983 Long DBT CORP US N 2 2020-09-01 Fixed 2.875000000000 N N N N N N Australia & New Zealand Banking Group NY Branch N/A 05253JAM3 12000000 PA USD 12210952.32 0.4409539584 Long DBT CORP AU N 2 2021-06-01 Fixed 2.300000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X6K91 7527957.92 PA USD 7917310.23 0.2859047513 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.500000000000 N N N N N N Northern Inst Fds 549300Y178DO5JBR1S04 665278404 321430303.74 NS USD 321430303.74 11.6072818129 Long STIV RF US N 1 N N N DRIVE AUTO RECEIVABLES TRUST N/A 26208QAB3 4014921.48 PA USD 4032394.02 0.1456151870 Long ABS-O CORP US N 2 2022-12-15 Fixed 1.990000000000 N N N N N N Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 830505AT0 364000 PA USD 370028.27 0.0133622199 Long DBT CORP SE N 2 2021-09-13 Fixed 1.875000000000 N N N N N N Svenska Handelsbanken Ab (Publ) NHBDILHZTYCNBV5UYZ31 86959LAF0 19400000 PA USD 19385049.97 0.7000203010 Long DBT CORP SE Y 2 2023-06-30 Fixed 0.625000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EK5 12375000 PA USD 12366956.87 0.4465874931 Long DBT CORP AU N 2 2023-01-13 Floating 1.701380000000 N N N N N N Mizuho Financial Group Inc. 353800CI5L6DDAN5XZ33 60687YAF6 5000000 PA USD 5045105.25 0.1821855554 Long DBT CORP JP N 2 2021-09-13 Floating 1.453380000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 05522RCX4 1000000 PA USD 1001935.4 0.0361812387 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.840000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 064159JF4 1923000 PA USD 1934233.15 0.0698477679 Long DBT CORP CA N 2 2022-03-07 Floating 0.957630000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAK0 5000000 PA USD 5032813.1 0.1817416693 Long DBT CORP US N 2 2023-07-02 Fixed 1.950000000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAF1 654000 PA USD 671001.7 0.0242307764 Long DBT CORP US N 2 2021-04-01 Fixed 4.875000000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BF9 700000 PA USD 710909 0.0256718829 Long DBT CORP US N 2 2021-08-23 Fixed 2.250000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EJ8 5040000 PA USD 5217939.67 0.1884268394 Long DBT CORP AU N 2 2023-01-13 Fixed 2.000000000000 N N N N N N Lanark Master Issuer plc 213800KIOPB5OYXIVY33 513770AY3 1620000 PA USD 1619211.06 0.0584718954 Long ABS-O CORP GB Y 2 2069-12-22 Floating 2.056035700000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BE2 5600000 PA USD 5600468.22 0.2022404613 Long DBT CORP US N 2 2020-08-21 Floating 0.824130000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533GAB5 22200000 PA USD 22207066.26 0.8019271155 Long ABS-O CORP US N 2 2023-02-15 Fixed 0.500000000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58769VAB6 2900000 PA USD 2901259.76 0.1047684031 Long ABS-O CORP US N 2 2023-03-15 Fixed 0.460000000000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 93142WHX4 15000000 PA USD 14982355.8 0.5410330761 Long STIV CORP US N 2 2020-08-31 None N/A N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 93142WHQ9 14000000 PA USD 13986033.04 0.5050545174 Long STIV CORP US N 2 2020-08-24 None N/A N N N N N N Total Capital International S.A. 549300U37G2I8G4RUG09 89153VAR0 15200000 PA USD 15452676.29 0.5580169834 Long DBT CORP FR N 2 2021-07-12 Fixed 2.218000000000 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807CU9 10000000 PA USD 10004500 0.3612759891 Long DBT CORP US N 2 2020-09-01 Fixed 2.500000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TJY7 9581000 PA USD 9651253.16 0.3485197692 Long DBT CORP CA N 2 2021-08-27 Floating 1.159250000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214DU4 500000 PA USD 506153.8 0.0182778964 Long DBT CORP AU N 2 2021-01-25 Fixed 2.650000000000 N N N N N N Moodys Corp 549300GCEDD8YCF5WU84 615369AG0 8380000 PA USD 8623729.53 0.3114145050 Long DBT CORP US N 2 2021-12-15 Fixed 2.750000000000 N N N N N N Chevron Corporation N/A 166764BM1 4975000 PA USD 4992581.45 0.1802888501 Long DBT CORP US N 2 2022-03-03 Floating 0.817130000000 N N N N N N Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 830505AR4 5990000 PA USD 6077484.55 0.2194661644 Long DBT CORP SE N 2 2021-03-15 Fixed 2.625000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 1800000 PA USD 1908549.54 0.0689202981 Long DBT CORP US N 2 2023-01-23 Fixed 3.125000000000 N N N N N N Upjohn Inc N/A 91533BAA8 12400000 PA USD 12474543.59 0.4504725947 Long DBT CORP US Y 2 2022-06-22 Fixed 1.125000000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BL7 7400000 PA USD 7686222.9 0.2775598761 Long DBT CORP JP N 2 2022-07-18 Fixed 2.623000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGX1 9950000 PA USD 9922702.47 0.3583221699 Long DBT CORP US N 2 2022-01-23 Floating 1.423000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWU4 7160000 PA USD 7125637.58 0.2573163841 Long DBT CORP US N 2 2023-02-23 Floating 1.109000000000 N N N N N N Aercap Ireland Capital DAC 549300TI38531ODB1G63 00774MAH8 6900000 PA USD 6968541.22 0.2516434226 Long DBT CORP IE N 2 2021-12-16 Fixed 4.450000000000 N N N N N N Chesapeake Funding II Llc 5493000HT7H4OFOD6Z12 165183AR5 891222.86 PA USD 894293.39 0.0322941405 Long ABS-O CORP US Y 2 2029-08-15 Fixed 1.910000000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AE9 3400000 PA USD 3502463.01 0.1264786634 Long DBT CORP JP N 2 2022-07-02 Fixed 2.157000000000 N N N N N N E.I. Du Pont de Nemours and Company GLU7INWNWH88J9XBXD45 2635J4M33 8500000 NS USD 8469796.7 0.3058557829 Long STIV CORP US N 2 2020-12-03 None N/A N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851CA0 3590000 PA USD 3595137.76 0.1298252736 Long DBT CORP US Y 2 2020-08-03 Fixed 2.700000000000 N N N N N N Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch N/A 21688AAM4 10000000 PA USD 10000556.7 0.3611335912 Long DBT CORP NL N 2 2023-01-10 Floating 1.791380000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWN0 2000000 PA USD 2004005.24 0.0723673322 Long DBT CORP US N 2 2023-07-24 Floating 2.020250000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAM5 4100000 PA USD 4123864.99 0.1489183271 Long DBT CORP GB N 2 2023-06-15 Fixed 1.326000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HQK9 1830000 PA USD 1842776.91 0.0665451598 Long DBT CORP US N 2 2021-03-01 Floating 1.830000000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06739FJJ1 8500000 PA USD 8584127.82 0.3099844338 Long DBT CORP GB N 2 2021-01-11 Fixed 2.650000000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST N/A 43813DAB4 7000000 PA USD 7021149.1 0.2535431641 Long ABS-O CORP US N 2 2022-11-15 Fixed 0.740000000000 N N N N N N Sumitomo Mitsui Banking Corporation 5U0XI89JRFVHWIBS4F54 865622BV5 1000000 PA USD 1001282.28 0.0361576537 Long DBT CORP JP N 2 2020-07-23 Fixed 2.650000000000 N N N N N N World Finl Network Credit Card Tst 549300RSY3BGZS85SD04 981464HC7 4000000 PA USD 4090286.8 0.1477057733 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.490000000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEH8 12900000 PA USD 12972770.96 0.4684642570 Long DBT CORP US Y 2 2023-06-08 Fixed 0.900000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFZ0 17200000 PA USD 17287118 0.6242611478 Long DBT CORP US N 2 2021-06-01 Floating 1.100000000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746SP7 7000000 PA USD 7021228.06 0.2535460155 Long DBT CORP US N 2 2022-02-11 Floating 1.377630000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140AR1 2370000 PA USD 2505582.65 0.0904799690 Long DBT CORP US N 2 2022-07-29 Fixed 3.100000000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GKW3 19500000 PA USD 19374154.22 0.6996268407 Long DBT CORP CA N 2 2023-03-17 Floating 0.880000000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BP0 10920000 PA USD 10899024.86 0.3935784883 Long DBT CORP US N 2 2023-06-03 Fixed 0.400000000000 N N N N N N American Express Credit Corporation 549300Y4SA5G3GIJTP18 02588NAA3 2000000 PA USD 2008189.4 0.0725184279 Long ABS-O CORP US N 2 2025-02-18 Floating 0.563630000000 N N N N N N Park Aerospace Holdings Limited 635400CPI3EOIFF6OC33 70014LAA8 1000000 PA USD 938673.02 0.0338967488 Long DBT CORP KY Y 2 2022-08-15 Fixed 5.250000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST N/A 03066KAC4 1240620.61 PA USD 1247264.75 0.0450404124 Long ABS-O CORP US N 2 2022-09-19 Fixed 2.430000000000 N N N N N N Aercap Ireland Capital DAC 549300TI38531ODB1G63 00772BAM3 5000000 PA USD 5056422.95 0.1825942528 Long DBT CORP IE N 2 2021-10-01 Fixed 5.000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468K8 18600000 PA USD 18537026.54 0.6693970311 Long DBT CORP US N 2 2023-01-20 Floating 0.780000000000 N N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90331HPK3 20000000 PA USD 19995008.8 0.7220467370 Long DBT CORP US N 2 2022-01-21 Floating 1.289000000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AV7 6240000 PA USD 6239126.4 0.2253032696 Long DBT CORP US N 2 2022-07-01 Fixed 0.625000000000 N N N N N N J.M. Smucker Company 5493000WDH6A0LHDJD55 832696AH1 4000000 PA USD 4147801.76 0.1497827161 Long DBT CORP US N 2 2022-03-15 Fixed 3.000000000000 N N N N N N Cigna Corporation 549300VIWYMSIGT1U456 125523AB6 7000000 PA USD 7000315 0.2527908167 Long DBT CORP US N 2 2021-09-17 Floating 0.949000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QBT4 2300000 PA USD 2306832.01 0.0833028153 Long DBT CORP CA N 2 2020-09-11 Fixed 1.850000000000 N N N N N N Cigna Corporation 549300VIWYMSIGT1U456 125523AC4 6300000 PA USD 6330879.07 0.2286165823 Long DBT CORP US N 2 2023-07-15 Floating 2.108880000000 N N N N N N NEXTERA ENERGY CAPITAL HLDGS INC UMI46YPGBLUE4VGNNT48 65339KAS9 5830000 PA USD 5961693.17 0.2152847815 Long DBT CORP US N 2 2021-09-01 Fixed 2.403000000000 N N N N N N Cigna Corporation 549300VIWYMSIGT1U456 125523AE0 3166000 PA USD 3271161.44 0.1181260517 Long DBT CORP US N 2 2021-09-17 Fixed 3.400000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AJ2 7040000 PA USD 7090924.83 0.2560628598 Long DBT CORP NL N 2 2022-03-29 Floating 1.456000000000 N N N N N N Cigna Corporation 549300VIWYMSIGT1U456 125523AD2 394000 PA USD 396201.68 0.0143073771 Long DBT CORP US N 2 2020-09-17 Fixed 3.200000000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST N/A 38013TAB7 1279413.88 PA USD 1285741.61 0.0464298637 Long ABS-O CORP US N 2 2021-10-20 Fixed 2.090000000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903AN3 2930000 PA USD 2944631.04 0.1063345986 Long DBT CORP US N 2 2021-03-01 Fixed 2.875000000000 N N N N N N American Express Credit Corporation 9ET6B8VCXWW51H8Z3M54 0258M0DY2 1000000 PA USD 1001167.82 0.0361535204 Long DBT CORP US N 2 2020-09-14 Floating 1.363380000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDX9 1900000 PA USD 1925532.2 0.0695335649 Long DBT CORP US N 2 2022-03-16 Floating 1.320880000000 N N N N N N Verizon Owner Trust 549300XY7L2MRX0BQH89 92348TAA2 8500000 PA USD 8722999.2 0.3149992667 Long ABS-O CORP US N 2 2024-07-20 Fixed 1.850000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CL7 7190000 PA USD 7259269.32 0.2621420064 Long DBT CORP US N 2 2021-08-01 Fixed 2.300000000000 N N N N N N Capital One Bank (USA), National Association (Virginia) LKE37K2B8CFZUR7F9816 14042TCS4 12480000 PA USD 12653704.88 0.4569423505 Long DBT CORP US N 2 2023-01-27 Fixed 2.014000000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QDE5 5433000 PA USD 5455329.63 0.1969993111 Long DBT CORP GB N 2 2021-09-16 Floating 1.190880000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAA1 11591000 PA USD 12123457.27 0.4377943941 Long DBT CORP CH Y 2 2023-05-23 Fixed 3.491000000000 N N N N N N Enterprise Products Operating LP 5493004LGN656HWLDA30 29379VBP7 14300000 PA USD 14497743.4 0.5235330687 Long DBT CORP US N 2 2021-02-15 Fixed 2.800000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BG3 2439000 PA USD 2474054.31 0.0893414381 Long DBT CORP GB N 2 2022-01-05 Floating 2.873000000000 N N N N N N ANZ New Zealand (Int'l) Limited, London Branch 213800VD256NU2D97H12 00182EBL2 11500000 PA USD 11810761.28 0.4265025202 Long DBT CORP NZ Y 2 2023-02-13 Fixed 1.900000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBB7 400000 PA USD 412467.6 0.0148947614 Long DBT CORP US N 2 2022-08-16 Fixed 1.902000000000 N N N N N N BA Credit Card Trust N/A 05522RCY2 3000000 PA USD 3045790.5 0.1099876031 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.700000000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST N/A 80286HAB5 1911513.42 PA USD 1914706.79 0.0691426447 Long ABS-O CORP US N 2 2022-02-15 Fixed 2.280000000000 N N N N N N Gosforth Funding 2017-1 Plc 213800Q7QWXVPNLSAJ10 383121AA8 565352.5 PA USD 564914.35 0.0203998191 Long ABS-O CORP GB Y 2 2059-12-19 Floating 1.521880000000 N N N N N N World Finl Network Credit Card Tst 549300RSY3BGZS85SD04 981464GL8 7000000 PA USD 7091742.7 0.2560923942 Long ABS-O CORP US N 2 2024-12-15 Fixed 3.070000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38145GAG5 5366000 PA USD 5400147.99 0.1950066276 Long DBT CORP US N 2 2021-11-15 Fixed 2.350000000000 N N N N N N Credit Suisse AG New York Branch N/A 22550UAA9 20650000 PA USD 20557344.69 0.7423534445 Long DBT CORP CH N 2 2022-02-04 Floating 0.530000000000 N N N N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 06742LAR4 3500000 PA USD 3585727.25 0.1294854474 Long ABS-O CORP US N 2 2025-05-15 Fixed 1.960000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGU7 3330000 PA USD 3332587.21 0.1203442191 Long DBT CORP US N 2 2021-10-01 Floating 2.083380000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFV6 7000000 PA USD 7073514.42 0.2554341465 Long DBT CORP US N 2 2021-04-19 Floating 2.555250000000 N N N N N N Nextgear Floorplan Master Owner Trust N/A 65341KAZ9 2250000 PA USD 2232076.05 0.0806032768 Long ABS-O CORP US Y 2 2023-02-15 Floating 0.823630000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DC1 797000 PA USD 812812.63 0.0293517604 Long DBT CORP US N 2 2021-03-09 Fixed 3.350000000000 N N N N N N Capital One, National Association 207ALC1P1YM0OVDV0K75 14042RNW7 2500000 PA USD 2568160.2 0.0927397288 Long DBT CORP US N 2 2022-09-06 Fixed 2.150000000000 N N N N N N Capital One Multi Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFU0 9100000 PA USD 9353086.47 0.3377525679 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.720000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DD9 19201000 PA USD 19273963.8 0.6960088295 Long DBT CORP US N 2 2021-03-09 Floating 1.032880000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAJ9 1330000 PA USD 1342496.05 0.0484793431 Long DBT CORP JP N 2 2021-10-19 Floating 2.275250000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEA0 1900000 PA USD 1931814.28 0.0697604193 Long DBT CORP US N 2 2021-04-21 Fixed 2.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBG4 1280000 PA USD 1269853.11 0.0458561086 Long DBT CORP US N 2 2021-09-09 Floating 1.212880000000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CBD0 4690000 PA USD 4687345.88 0.1692663820 Long DBT CORP US N 2 2021-03-12 Floating 0.998380000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAC8 3100000 PA USD 3154737.97 0.1139218432 Long DBT CORP NL Y 2 2021-10-28 Fixed 2.000000000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAE4 17590000 PA USD 18125913.65 0.6545511901 Long DBT CORP NL Y 2 2022-09-19 Fixed 2.125000000000 N N N N N N Enterprise Fleet Financing, LLC N/A 29373EAB3 247635.73 PA USD 248327.2 0.0089674301 Long ABS-O CORP US Y 2 2023-05-20 Fixed 2.130000000000 N N N N N N Nextgear Floorplan Master Owner Trust N/A 65341KAX4 1000000 PA USD 1003795.1 0.0362483950 Long ABS-O CORP US Y 2 2022-10-17 Fixed 2.560000000000 N N N N N N HPEFS EQUIPMENT TRUST 549300NXXXDG2TJQD265 40438DAC3 1250000 PA USD 1269098.13 0.0458288452 Long ABS-O CORP US Y 2 2029-09-20 Fixed 2.210000000000 N N N N N N World Finl Network Credit Card Tst 549300RSY3BGZS85SD04 981464HF0 6000000 PA USD 6119720.4 0.2209913579 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.210000000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAU4 2261000 PA USD 2363141.4 0.0853362234 Long DBT CORP JP N 2 2022-10-18 Fixed 2.778000000000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002BE0 3000000 PA USD 3004471.26 0.1084955096 Long DBT CORP US N 2 2021-03-29 Floating 0.736000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CT5 2159000 PA USD 2187441.35 0.0789914576 Long DBT CORP US N 2 2021-06-01 Fixed 2.125000000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BB3 13536000 PA USD 13544250.06 0.4891011381 Long DBT CORP US N 2 2020-11-05 Fixed 2.650000000000 N N N N N N United Health Group Incorporated 549300GHBMY8T5GXDE41 91324PDB5 10305000 PA USD 10308898.48 0.3722682287 Long DBT CORP US N 2 2020-10-15 Floating 1.288880000000 N N N N N N Paypal Holdings Incorporation 5493005X2GO78EFZ3E94 70450YAB9 8090000 PA USD 8373194.9 0.3023673616 Long DBT CORP US N 2 2022-09-26 Fixed 2.200000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BH6 2000000 PA USD 2103047.88 0.0759438955 Long DBT CORP US N 2 2022-11-03 Fixed 2.650000000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAR0 1640000 PA USD 1672082.93 0.0603811699 Long DBT CORP US N 2 2021-04-01 Fixed 4.400000000000 N N N N N N DnB Bank ASA 549300GKFG0RYRRQ1414 23341CAB9 10000000 PA USD 10082943.1 0.3641086752 Long DBT CORP NO Y 2 2021-06-02 Floating 1.414000000000 N N N N N N Chesapeake Funding II Llc 5493000HT7H4OFOD6Z12 165183BB9 1297109.25 PA USD 1306052.43 0.0471633148 Long ABS-O CORP US Y 2 2029-11-15 Fixed 2.120000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AY5 900000 PA USD 918836.43 0.0331804228 Long DBT CORP GB N 2 2021-05-25 Fixed 2.950000000000 N N N N N N Dell International L.L.C. and EMC Corporation N/A 25272KAD5 8832000 PA USD 9078849.01 0.3278494833 Long DBT CORP US Y 2 2021-06-15 Fixed 4.420000000000 N N N N N N FiServ Inc. GI7UBEJLXYLGR2C7GV83 337738AL2 450000 PA USD 467881.56 0.0168958342 Long DBT CORP US N 2 2021-06-15 Fixed 4.750000000000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CAG4 21970000 PA USD 22107971.6 0.7983486737 Long DBT CORP US N 2 2020-10-15 Fixed 3.600000000000 N N N N N N NEXTERA ENERGY CAPITAL HLDGS INC UMI46YPGBLUE4VGNNT48 65339KBF6 7500000 PA USD 7806671.25 0.2819094285 Long DBT CORP US N 2 2022-04-01 Fixed 2.900000000000 N N N N N N Credit Suisse Group Funding (Guernsey) Limited 549300PXR5FKNXF0OH19 225433AM3 2050000 PA USD 2098607.57 0.0757835500 Long DBT CORP GG N 2 2021-04-16 Fixed 3.450000000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WDK6 16680000 PA USD 16713367.67 0.6035422495 Long DBT CORP US Y 2 2022-01-21 Floating 1.389000000000 N N N N N N World Finl Network Credit Card Tst 549300RSY3BGZS85SD04 981464GH7 3000000 PA USD 3012340.2 0.1087796677 Long ABS-O CORP US N 2 2024-08-15 Fixed 2.310000000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05252ACZ2 4193000 PA USD 4207523.71 0.1519393563 Long DBT CORP AU Y 2 2022-11-09 Floating 2.314130000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05252ACY5 300000 PA USD 300242.28 0.0108421537 Long DBT CORP AU Y 2 2020-11-09 Floating 2.054130000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LB5 5000000 PA USD 5039110.5 0.1819690769 Long DBT CORP US N 2 2021-12-08 Floating 1.387630000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CB2 4400000 PA USD 4512516.98 0.1629530746 Long DBT NUSS JP N 2 2022-10-17 Fixed 1.625000000000 N N N N N N DELL EQUIPMENT FINANCE TRUST N/A 24703KAB1 9000000 PA USD 9060426 0.3271842036 Long ABS-O CORP US Y 2 2021-12-22 Fixed 1.950000000000 N N N N N N Chesapeake Funding II Llc 5493000HT7H4OFOD6Z12 165183AQ7 534268.34 PA USD 533283.04 0.0192575699 Long ABS-O CORP US Y 2 2029-05-15 Floating 0.633629900000 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 36164QMS4 7401000 PA USD 7448953 0.2689917400 Long DBT CORP IE N 2 2020-11-15 Fixed 2.342000000000 N N N N N N Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A., New York Branch N/A 21688AAP7 5575000 PA USD 5591190.08 0.2019054152 Long DBT CORP NL N 2 2021-04-26 Floating 1.421380000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 000000000 4900000 PA USD 4899985.01 0.1769450678 Long LON CORP US N 2 2020-07-01 Fixed 0 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881FA5 17000000 PA USD 16958055.9 0.6123782716 Long ABS-O CORP CA Y 2 2023-10-16 Floating 0.534000000000 N N N N N N AstraZeneca Plc PY6ZZQWO2IZFZC3IOL08 04635PL23 15000000 PA USD 14972500.05 0.5406771717 Long STIV CORP GB N 2 2020-11-02 None N/A N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17308CC46 5100000 PA USD 5200562.36 0.1877993213 Long DBT CORP US N 2 2022-11-04 Fixed 2.312000000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST N/A 98162VAB5 2748753.43 PA USD 2767052.43 0.0999219954 Long ABS-O CORP US N 2 2022-06-15 Fixed 2.630000000000 N N N N N N Discover Card Execution Note Trust N/A 254683CM5 15000000 PA USD 15500401.5 0.5597404051 Long ABS-O CORP US N 2 2024-10-15 Fixed 1.890000000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05252ADC2 2370000 PA USD 2377299.6 0.0858474951 Long DBT CORP AU Y 2 2021-05-17 Floating 0.845630000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CBA2 7400000 PA USD 7415639.23 0.2677887348 Long DBT CORP US Y 2 2021-05-14 Floating 0.924000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KD2 21264000 PA USD 21336557.02 0.7704918527 Long DBT CORP US N 2 2021-05-13 Floating 0.833500000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BD3 5880000 PA USD 6184212.5 0.2233202546 Long DBT CORP US Y 2 2023-05-12 Fixed 3.125000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DV9 21990000 PA USD 22221668.83 0.8024544340 Long DBT CORP US N 2 2023-05-11 Fixed 0.750000000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BC5 5000000 PA USD 5161889.75 0.1864028012 Long DBT CORP US Y 2 2022-05-13 Fixed 2.900000000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WDP5 11260000 PA USD 11495867.72 0.4151312890 Long DBT CORP US Y 2 2023-05-05 Fixed 1.100000000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QDT2 10975000 PA USD 10978596.51 0.3964519279 Long DBT CORP GB N 2 2020-11-24 Floating 0.609000000000 N N N N N N Nissan Motor Acceptance Corporation 7D6DIU2QXTUJRFNNJA49 654740AW9 3000000 PA USD 2883450 0.1041252687 Long DBT CORP US Y 2 2022-01-13 Floating 2.201380000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DB4 1250000 PA USD 1263122.51 0.0456130575 Long DBT CORP US N 2 2021-02-01 Fixed 2.600000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 855244AY5 2040000 PA USD 2069024.41 0.0747152621 Long DBT CORP US N 2 2022-05-07 Fixed 1.300000000000 N N N N N N Aon Corporation LTS3U8DGK38SETRUWX71 037389BD4 5540000 PA USD 5744214.15 0.2074313207 Long DBT CORP US N 2 2022-11-15 Fixed 2.200000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAH3 3500000 PA USD 3559494.23 0.1285381377 Long DBT CORP US N 2 2021-02-15 Fixed 3.300000000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06739GCR8 5770000 PA USD 5873625.91 0.2121045540 Long DBT CORP GB N 2 2022-05-12 Fixed 1.700000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214DG5 935000 PA USD 969345.84 0.0350043857 Long DBT CORP AU N 2 2022-01-11 Fixed 2.800000000000 N N N N N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 17325FAX6 7500000 PA USD 7512675 0.2712928273 Long DBT CORP US N 2 2022-05-20 Floating 0.976630000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 09702LKV6 18000000 NS USD 17884929.06 0.6458489115 Long STIV CORP US N 2 2020-10-29 None N/A N N N N N N SunTrust Bank JJKC32MCHWDI71265Z06 86787EBD8 4808000 PA USD 4822792.49 0.1741575418 Long DBT CORP US N 2 2022-05-17 Floating 0.975630000000 N N N N N N Pepsico Inc FJSUNZKFNQ5YPJ5OT455 713448EY0 7570000 PA USD 7638867.09 0.2758497939 Long DBT CORP US N 2 2023-05-01 Fixed 0.750000000000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABL2 1560000 PA USD 1571142.07 0.0567360593 Long DBT CORP US N 2 2020-12-01 Fixed 2.550000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214DH3 9000000 PA USD 9072897.57 0.3276345688 Long DBT CORP AU N 2 2022-01-11 Floating 2.161380000000 N N N N N N Chevron Corporation N/A 166764BV1 23467000 PA USD 23871187.63 0.8620207828 Long DBT CORP US N 2 2023-05-11 Fixed 1.141000000000 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746SL6 2000000 PA USD 2010694 0.0726088724 Long DBT CORP US N 2 2023-01-24 Floating 2.130250000000 N N N N N N Paypal Holdings Incorporation 5493005X2GO78EFZ3E94 70450YAF0 10500000 PA USD 10704884.82 0.3865678296 Long DBT CORP US N 2 2023-06-01 Fixed 1.350000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BE7 6320000 PA USD 6430017.36 0.2321965997 Long DBT CORP US Y 2 2021-02-19 Fixed 2.875000000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653AB7 6570000 PA USD 6313441.5 0.2279868881 Long DBT CORP US Y 2 2022-11-15 Floating 1.442380000000 N N N N N N FORD CREDIT AUTO OWNER TRUST N/A 34528GAJ5 1450000 PA USD 1456515 0.0525967212 Long ABS-O CORP US N 2 2022-10-15 Fixed 1.030000000000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST N/A 92868JAB2 7500000 PA USD 7528713.75 0.2718720082 Long ABS-O CORP US N 2 2022-12-20 Fixed 0.930000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEE2 10000000 PA USD 10041099.7 0.3625976536 Long DBT CORP US N 2 2022-01-20 Floating 2.315250000000 N N N N N N Nissan Master Owne N/A 65474VAS0 9100000 PA USD 9047221.82 0.3267073828 Long ABS-O CORP US N 2 2023-11-15 Floating 0.613630000000 N N N N N N 2020-07-30 Northern Funds Randal E. Rein Randal E. Rein Treasurer and Principal Financial Officer XXXX