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Form NPORT-P NORTHERN FUNDS For: Mar 31

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May 24, 2022 11:47 AM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000916620
          XXXXXXXX
        
      
      
      
      
        S000025872
        C000232975
        C000077366
      
      
      
    
  
  
    
      Northern Funds
      811-08236
      0000916620
      5493004ZY1PEJR3C0A81
      50 South LaSalle Street
      Chicago
      
      60603
      800-595-9111
      Northern Ultra-Short Fixed Income Fund
      S000025872
      549300PJ95YVI5YC1X57
      2022-03-31
      2022-03-31
      N
    
    
      3194034034.660000000000
      6874877.890000000000
      3187159156.770000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
        
        
      
      
      
      
    
    
      
        Toyota Motor Credit Corporation
        Z2VZBHUMB7PWWJ63I008
        TOYOTA 2.9 03/30/23 MTN
        89236TGW9
        
          
          
        
        1000000
        PA
        USD
        1006578.64
        0.0315823149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-30
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR ZS8641
        3132A9S65
        
          
          
        
        4263357.96
        PA
        USD
        4219923.76
        0.1324039231
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caterpillar Financial Services Corporation
        EDBQKYOPJUCJKLOJDE72
        CAT F 05/15/23 MTN
        14913Q2M0
        
          
          
        
        1300000
        PA
        USD
        1303339.84
        0.0408934658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Floating
          1.016430000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DnB Bank ASA
        549300GKFG0RYRRQ1414
        DNBNO 2.15 12/02/22 144A
        23329PAE0
        
          
          
        
        3035000
        PA
        USD
        3041192.71
        0.0954201708
        Long
        DBT
        CORP
        NO
        Y
        
        2
        
          2022-12-02
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM F 01/10/25 GMTN
        48129AAA0
        
          
          
        
        1305000
        PA
        USD
        1312339.57
        0.0411758405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Floating
          1.081290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brighthouse Financial Global Funding
        549300BLFX3KJ2IFOA78
        BHF 1.75 01/13/25 144A
        10921U2H0
        
          
          
        
        700000
        PA
        USD
        666128.55
        0.0209003855
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-01-13
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel
        VBHFXSYT7OG62HNT8T76
        BFCM 2.125 11/21/22 144A
        06675FAS6
        
          
          
        
        12495000
        PA
        USD
        12509605.03
        0.3925001675
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2022-11-21
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank U.A. New York Branch
        N/A
        RABOBK F 01/10/25
        21688AAT9
        
          
          
        
        9700000
        PA
        USD
        9643795.29
        0.3025827960
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-01-10
          Floating
          0.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole S.A. London Branch
        N/A
        ACAFP 3.75 04/24/23 144A
        22535WAE7
        
          
          
        
        19710000
        PA
        USD
        19971386.14
        0.6266202959
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2023-04-24
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corporation
        B6Q2VFHD1797Q7NZ3E43
        HNDA 0.875 07/07/23 MTN
        02665WDK4
        
          
          
        
        17590000
        PA
        USD
        17290675.19
        0.5425105663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-07
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.75 07/15/22
        9128287C8
        
          
          
        
        5000000
        PA
        USD
        5015234.4
        0.1573575135
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M Company
        LUZQVYP4VS22CLWDAR65
        MMM 2 06/26/22 MTN
        88579YAF8
        
          
          
        
        715000
        PA
        USD
        715786.72
        0.0224584555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-26
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Australia Bank Limited
        F8SB4JFBSYQFRQEH3Z21
        NAB F 01/12/27 144A
        6325C0EC1
        
          
          
        
        11000000
        PA
        USD
        10932418.64
        0.3430145186
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2027-01-12
          Floating
          0.920000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paccar Financial Corp
        PH3S12DWZBHHQKVYZ297
        PCAR 2.65 04/06/23 MTN
        69371RQ74
        
          
          
        
        4000000
        PA
        USD
        4025484.16
        0.1263032049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedish Export Credit Corporation
        1FOLRR5RWTWWI397R131
        SEK 0.75 04/06/23 GMTN
        00254EMY5
        
          
          
        
        1300000
        PA
        USD
        1284733.16
        0.0403096644
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2023-04-06
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP 4.25 10/15/24 MTN
        05579T5G7
        
          
          
        
        13084000
        PA
        USD
        13376673.9
        0.4197052372
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-10-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBSSP 2.85 04/16/22 144A
        24023KAE8
        
          
          
        
        7600000
        PA
        USD
        7600912
        0.2384854859
        Long
        DBT
        CORP
        SG
        Y
        
        2
        
          2022-04-16
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNG Bank N.V.
        529900GGYMNGRQTDOO93
        BNG 0.75 04/17/23 144A
        05591F2G4
        
          
          
        
        4200000
        PA
        USD
        4147102.68
        0.1301190959
        Long
        DBT
        NUSS
        NL
        Y
        
        2
        
          2023-04-17
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        HYNMTR 0.8 01/08/24 144A
        44891ABR7
        
          
          
        
        7400000
        PA
        USD
        7063689.17
        0.2216296339
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-01-08
          Fixed
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        MET F 01/07/24 144A
        59217GGW3
        
          
          
        
        15700000
        PA
        USD
        15616640.85
        0.4899862254
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-01-07
          Floating
          0.405755645530
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank U.A. New York Branch
        N/A
        RABOBK F 01/12/24
        21688AAR3
        
          
          
        
        4700000
        PA
        USD
        4688264.48
        0.1470985366
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-01-12
          Floating
          0.570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        NWIDE F 02/16/28 144A
        63861VAG2
        
          
          
        
        10700000
        PA
        USD
        10525590
        0.3302499023
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2028-02-16
          Floating
          1.340000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC 0.375 04/20/23
        3137EAEQ8
        
          
          
        
        21050000
        PA
        USD
        20745937.59
        0.6509225479
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-04-20
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANZ New Zealand (Int'l) Limited, London Branch
        213800VD256NU2D97H12
        ANZNZ F 02/18/25 144A
        00182EBQ1
        
          
          
        
        11930000
        PA
        USD
        11910717.42
        0.3737095273
        Long
        DBT
        CORP
        NZ
        Y
        
        2
        
          2025-02-18
          Floating
          0.880000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNMA 2.25 04/12/22
        3135G0V59
        
          
          
        
        3705000
        PA
        USD
        3707305.51
        0.1163200621
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2022-04-12
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Honda Finance Corporation
        B6Q2VFHD1797Q7NZ3E43
        HNDA F 01/12/24 MTN
        02665WDU2
        
          
          
        
        6000000
        PA
        USD
        5994544.74
        0.1880842608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-12
          Floating
          0.518290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skandinaviska Enskilda Banken AB (publ)
        F3JS33DEI6XQ4ZBPTN86
        SEB F 09/01/23 144A
        83051GAP3
        
          
          
        
        9520000
        PA
        USD
        9510624.7
        0.2984044484
        Long
        DBT
        CORP
        SE
        Y
        
        2
        
          2023-09-01
          Floating
          0.843000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Bank of New York Mellon Corporation
        WFLLPEPC7FZXENRZV188
        BK 0.85 10/25/24 J
        06406RAX5
        
          
          
        
        4900000
        PA
        USD
        4689771.23
        0.1471458123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-25
          Fixed
          0.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.5 02/29/24
        91282CEA5
        
          
          
        
        15000000
        PA
        USD
        14781445.35
        0.4637812115
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MS V1.164 10/21/25 MTN
        61747YEG6
        
          
          
        
        3385000
        PA
        USD
        3215543.52
        0.1008905851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          1.164000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 2.125 05/15/22
        9128286U9
        
          
          
        
        10000000
        PA
        USD
        10021899.4
        0.3144461543
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-15
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.375 10/31/23
        91282CDD0
        
          
          
        
        34000000
        PA
        USD
        33046406.08
        1.0368608675
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Bank for International Cooperation
        549300TJ3QFYVCTSCJ29
        JBIC 1.75 01/23/23
        471048CG1
        
          
          
        
        6770000
        PA
        USD
        6766337.02
        0.2122999413
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-01-23
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA3932
        31418DLN0
        
          
          
        
        2702944.72
        PA
        USD
        2766094.02
        0.0867887007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        HYNMTR 1.25 09/18/23 144A
        44891ABM8
        
          
          
        
        18180000
        PA
        USD
        17685344.38
        0.5548936689
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-09-18
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC 0.375 05/05/23
        3137EAER6
        
          
          
        
        10240000
        PA
        USD
        10080790.32
        0.3162939102
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-05-05
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 2.25 01/15/23
        00914AAD4
        
          
          
        
        4300000
        PA
        USD
        4301560.77
        0.1349653581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System, Inc.
        ZXJ6Y2OSPZXIVGRILD15
        R 2.875 06/01/22 MTN
        78355HKM0
        
          
          
        
        279000
        PA
        USD
        279298.59
        0.0087632458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB (publ)
        M312WZV08Y7LYUC71685
        SWEDA 0.6 09/25/23 144A
        87020PAL1
        
          
          
        
        14500000
        PA
        USD
        14056145.14
        0.4410242617
        Long
        DBT
        CORP
        SE
        Y
        
        2
        
          2023-09-25
          Fixed
          0.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP 2.95 05/23/22 144A
        09659W2A1
        
          
          
        
        2557000
        PA
        USD
        2562647.88
        0.0804053941
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2022-05-23
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group NY Branch
        N/A
        ANZ 2.625 05/19/22
        05253JAS0
        
          
          
        
        10000
        PA
        USD
        10014.69
        0.0003142200
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2022-05-19
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNMA 0.25 05/22/23
        3135G04Q3
        
          
          
        
        10000000
        PA
        USD
        9808521.4
        0.3077512266
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-05-22
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel
        VBHFXSYT7OG62HNT8T76
        BFCM F 07/20/23 144a
        06675FAQ0
        
          
          
        
        1050000
        PA
        USD
        1056193.12
        0.0331390140
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2023-07-20
          Floating
          1.214000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paccar Financial Corp
        PH3S12DWZBHHQKVYZ297
        PCAR 2 09/26/22 MTN
        69371RQ33
        
          
          
        
        3260000
        PA
        USD
        3271473.41
        0.1026454359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-26
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordic Investment Bank
        213800HYL1S7VAXG6Z48
        NIB 0.375 05/19/23
        65562QBN4
        
          
          
        
        6500000
        PA
        USD
        6381147.37
        0.2002142678
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2023-05-19
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ontario (Province Of)
        C7PVKCRGLG18EBQGZV36
        ONT 1.75 01/24/23
        683234C89
        
          
          
        
        1000000
        PA
        USD
        998692.74
        0.0313348876
        Long
        DBT
        MUN
        CA
        N
        
        2
        
          2023-01-24
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd
        5493007FKT78NKPM5V55
        DBSSP F 11/22/24 144A
        24023KAG3
        
          
          
        
        20000000
        PA
        USD
        19851005.2
        0.6228432351
        Long
        DBT
        CORP
        SG
        Y
        
        2
        
          2024-11-22
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swedbank AB (publ)
        M312WZV08Y7LYUC71685
        SWEDA 1.3 06/02/23 144A
        87020PAK3
        
          
          
        
        2480000
        PA
        USD
        2444928.29
        0.0767118355
        Long
        DBT
        CORP
        SE
        Y
        
        2
        
          2023-06-02
          Fixed
          1.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank ABP
        529900ODI3047E2LIV03
        NDASS 1 06/09/23 144A
        65557CBE2
        
          
          
        
        13685000
        PA
        USD
        13409908.78
        0.4207480116
        Long
        DBT
        CORP
        FI
        
        Y
        
        2
        
          2023-06-09
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        HYNMTR 2.375 02/10/23 144A
        44891ABE6
        
          
          
        
        4565000
        PA
        USD
        4550107.28
        0.1427637296
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-02-10
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale S.A.
        O2RNE8IBXP4R0TD8PU41
        SOCGEN 2.625 10/16/24 144A
        83368RAU6
        
          
          
        
        14505000
        PA
        USD
        14104590.49
        0.4425442783
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2024-10-16
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Limited
        4ZHCHI4KYZG2WVRT8631
        MQGAU 2.1 10/17/22 144A
        55608PBC7
        
          
          
        
        6000000
        PA
        USD
        6001001.04
        0.1882868330
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2022-10-17
          Fixed
          2.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Protective Life Global Funding
        635400EVYITCJYWL2I50
        PL 0.631 10/13/23 144A
        74368CAZ7
        
          
          
        
        20800000
        PA
        USD
        20167505.07
        0.6327737047
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-10-13
          Fixed
          0.631000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.5 11/30/23
        91282CDM0
        
          
          
        
        10000000
        PA
        USD
        9719921.9
        0.3049713372
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        NACN 2.15 10/07/22 144A
        63307CAG6
        
          
          
        
        5000000
        PA
        USD
        5011078.25
        0.1572271105
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2022-10-07
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        BNP 3.5 03/01/23 144A
        09659W2E3
        
          
          
        
        4910000
        PA
        USD
        4959048.49
        0.1555946298
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2023-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole S.A. London Branch
        N/A
        ACAFP 3.25 10/04/24 144A
        22535WAD9
        
          
          
        
        5000000
        PA
        USD
        4999828.8
        0.1568741489
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2024-10-04
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding 2015-1
        549300LM1QSI4MSIL320
        ATH 1.2 10/13/23 144A
        04685A2Q3
        
          
          
        
        21900000
        PA
        USD
        21330278.07
        0.6692567588
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-10-13
          Fixed
          1.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Massmutual Global Funding II
        549300K1IE3K7YU6VG29
        MASSMU 0.85 06/09/23 144A
        57629WCU2
        
          
          
        
        1000000
        PA
        USD
        982432.13
        0.0308246963
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-06-09
          Fixed
          0.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1 12/15/24
        91282CDN8
        
          
          
        
        10000000
        PA
        USD
        9610156.2
        0.3015273392
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-15
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank ABP
        529900ODI3047E2LIV03
        NDASS F 08/30/23 144A
        65557CAZ6
        
          
          
        
        200000
        PA
        USD
        200985.69
        0.0063061077
        Long
        DBT
        CORP
        FI
        
        Y
        
        2
        
          2023-08-30
          Floating
          1.447860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM3019
        3140X6K91
        
          
          
        
        3011837.44
        PA
        USD
        3087902.6
        0.0968857358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC 0.25 06/26/23
        3137EAES4
        
          
          
        
        5000000
        PA
        USD
        4894378.35
        0.1535655457
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-06-26
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Inst Fds
        549300Y178DO5JBR1S04
        Northern Inst Fds GOVT PTFL
        665278404
        
          
          
        
        209346098.66
        NS
        USD
        209346098.66
        6.5684231117
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNHI 1.95 07/02/23
        12592BAK0
        
          
          
        
        5850000
        PA
        USD
        5789547.62
        0.1816522908
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-02
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nasdaq Inc
        549300L8X1Q78ERXFD06
        NDAQ 0.445 12/21/22
        63111XAC5
        
          
          
        
        1900000
        PA
        USD
        1878051.2
        0.0589255543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-21
          Fixed
          0.445000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM 3.25 09/23/22
        46625HJE1
        
          
          
        
        2561000
        PA
        USD
        2583040.71
        0.0810452376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-23
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corporation
        EN5TNI6CI43VEPAMHL14
        WSTP 2 01/13/23
        961214EJ8
        
          
          
        
        2690000
        PA
        USD
        2692091.72
        0.0844668116
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-01-13
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Campus Communities Operating Partnership, L.P.
        529900MR3ZXRO3W6UX26
        ACC 3.75 04/15/23
        024836AA6
        
          
          
        
        17930000
        PA
        USD
        18110176.24
        0.5682231526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc.
        353800CI5L6DDAN5XZ33
        MIZUHO F 07/16/23
        60687YAY5
        
          
          
        
        2100000
        PA
        USD
        2102485.43
        0.0659673812
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-07-16
          Floating
          1.079140000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Securities Clearing Corporation
        549300RYC9NELN2ICA34
        NSCCLF 0.4 12/07/23 144A
        637639AC9
        
          
          
        
        10000000
        PA
        USD
        9645855.7
        0.3026474432
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-12-07
          Fixed
          0.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consolidated Edison, Inc.
        54930033SBW53OO8T749
        ED 0.65 12/01/23 A
        209115AE4
        
          
          
        
        29100000
        PA
        USD
        28413991.36
        0.8915146675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM F 07/23/24
        46647PAW6
        
          
          
        
        23453000
        PA
        USD
        23574943.64
        0.7396851704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Floating
          1.148860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG Global Funding
        54930057MDZ7KOVOTV71
        AIG 0.45 12/08/23 144A
        00138CAQ1
        
          
          
        
        20230000
        PA
        USD
        19413380.04
        0.6091123501
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-12-08
          Fixed
          0.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Consumers Energy Company
        7NKTFWJ1G6MELP9TU740
        CMS 0.35 06/01/23
        210518DM5
        
          
          
        
        5320000
        PA
        USD
        5184127.25
        0.1626566793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 3.3 01/23/23
        00774MAD7
        
          
          
        
        1665000
        PA
        USD
        1669894.82
        0.0523944597
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-01-23
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO RECEIVABLES TRUST 2022-A
        N/A
        HART 2022-A A2A
        448977AB4
        
          
          
        
        5000000
        PA
        USD
        4979861
        0.1562476411
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2025-02-18
          Fixed
          1.810000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group, Inc.
        353800V2V8PUY9TK3E06
        MUFG 2.623 07/18/22
        606822BL7
        
          
          
        
        22730000
        PA
        USD
        22818207.86
        0.7159419012
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-18
          Fixed
          2.623000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        D.R. Horton, Inc.
        529900ZIUEYVSB8QDD25
        DHI 4.375 09/15/22
        23331ABE8
        
          
          
        
        2000000
        PA
        USD
        2009817.84
        0.0630598518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc.
        N/A
        MGLLNS 3.428 03/15/24 144a
        55903VAC7
        
          
          
        
        6200000
        PA
        USD
        6233988.9
        0.1955970378
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-03-15
          Fixed
          3.428000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS F 02/23/23
        38141GWU4
        
          
          
        
        5160000
        PA
        USD
        5169490.48
        0.1621974375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Floating
          1.213860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        AMXCA 2022-1 A
        02589BAA8
        
          
          
        
        13900000
        PA
        USD
        13633220.08
        0.4277546056
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.210000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Life Global Funding I
        635400MMSOCXNNNZDZ82
        MET 1.95 01/13/23 144A
        59217GEE5
        
          
          
        
        1000000
        PA
        USD
        1000123.4
        0.0313797759
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-01-13
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Company
        5586006WD91QHB7J4X50
        ARAMCO 1.25 11/24/23 144A
        80414L2G9
        
          
          
        
        8196000
        PA
        USD
        8003918.54
        0.2511301804
        Long
        DBT
        CORP
        SA
        Y
        
        2
        
          2023-11-24
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VW 0.75 11/23/22 144A
        928668BG6
        
          
          
        
        13700000
        PA
        USD
        13581493.77
        0.4261316458
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-11-23
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corporation
        5493002F0SC4JTBU5137
        SYK 0.6 12/01/23
        863667BB6
        
          
          
        
        4660000
        PA
        USD
        4519801.9
        0.1418128709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Electric Power Co, Inc.
        1B4S6S7G0TW5EE83BO58
        AEP F 11/01/23 A
        025537AS0
        
          
          
        
        15000000
        PA
        USD
        14981069.4
        0.4700445966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Floating
          0.796570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
        N/A
        AMCAR 2020-3 A2
        03066PAB5
        
          
          
        
        1308408.65
        PA
        USD
        1307871.16
        0.0410356401
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.420000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana, LLC
        0V5453U14HDZO63CGH17
        ETR 0.62 11/17/23
        29364WBF4
        
          
          
        
        11400000
        PA
        USD
        11061722.44
        0.3470715423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          0.620000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Company
        HLYYNH7UQUORYSJQCN42
        BMY 0.537 11/13/23
        110122DT2
        
          
          
        
        500000
        PA
        USD
        486059.19
        0.0152505465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-13
          Fixed
          0.537000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-1
        N/A
        SDART 2022-1 A2
        80286EAB2
        
          
          
        
        7000000
        PA
        USD
        6947787.7
        0.2179931205
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          1.360000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MS F 02/18/26
        61747YEN1
        
          
          
        
        20000000
        PA
        USD
        20005440
        0.6276887666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-18
          Floating
          1.220000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM F 02/24/28
        46647PCY0
        
          
          
        
        13000000
        PA
        USD
        12991680
        0.4076257056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C F 02/24/28
        172967NH0
        
          
          
        
        21000000
        PA
        USD
        21063125.16
        0.6608745947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Floating
          1.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS F 07/24/23
        38141GWN0
        
          
          
        
        2000000
        PA
        USD
        2001624.3
        0.0628027720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Floating
          1.258860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        SYF 4.25 08/15/24
        87165BAD5
        
          
          
        
        18560000
        PA
        USD
        18818939.84
        0.5904612514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Charles Schwab Corporation
        549300VSGCJ7E698NM85
        SCHW F 03/03/27
        808513BZ7
        
          
          
        
        20000000
        PA
        USD
        20104443.8
        0.6307951003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-03
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Capital Corporation
        WEQ82666OJYSI5GUAB47
        ARCC 3.5 02/10/23
        04010LAU7
        
          
          
        
        500000
        PA
        USD
        502665.48
        0.0157715839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holdings, Inc.
        PVJRP0EQNV6OGDPZGY95
        ROSW F 03/10/25 144A
        771196CA8
        
          
          
        
        15100000
        PA
        USD
        15099245
        0.4737524628
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-03-10
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CLR 3.8 06/01/24
        212015AN1
        
          
          
        
        1000000
        PA
        USD
        1003660
        0.0314907399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jackson National Life Global Funding
        635400PQXLYXWJI5QD78
        JXN 2.375 09/15/22 144A
        46849LTM3
        
          
          
        
        1500000
        PA
        USD
        1504974.53
        0.0472199365
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2022-09-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mondelez International, Inc.
        549300DV9GIB88LZ5P30
        MDLZ 2.125 03/17/24
        609207AZ8
        
          
          
        
        2050000
        PA
        USD
        2034933.09
        0.0638478654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-17
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK TRANSN DEV CORP
        N/A
        NY NYTTRN 1.61 12/01/2022
        650116DZ6
        
          
          
        
        1000000
        PA
        USD
        997660.9
        0.0313025127
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-12-01
          Fixed
          1.610000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS V1.326 06/15/23
        53944YAM5
        
          
          
        
        4100000
        PA
        USD
        4089774.85
        0.1283203834
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-15
          Fixed
          1.326000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptiv PLC / Aptiv Corp
        N/A
        APTV 2.396 02/18/25
        00217GAA1
        
          
          
        
        4830000
        PA
        USD
        4704996.51
        0.1476235192
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-02-18
          Fixed
          2.396000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corporation
        OQSJ1DU9TAOC51A47K68
        SBUX F 02/14/24
        855244BB4
        
          
          
        
        9400000
        PA
        USD
        9414474.78
        0.2953876577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-14
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US Funding XIV LLC
        N/A
        OSCAR 2022-1A A1
        68784HAA9
        
          
          
        
        6800000
        PA
        USD
        6797654.68
        0.2132825612
        Long
        ABS-O
        CORP
        JP
        Y
        
        2
        
          2023-03-10
          Fixed
          0.446050000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 3.875 07/03/23
        00912XBC7
        
          
          
        
        800000
        PA
        USD
        808065.53
        0.0253537866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-03
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA EARTHQUAKE AUTH
        N/A
        CA CASGEN 1.33 07/01/2022
        13017HAJ5
        
          
          
        
        3000000
        PA
        USD
        3003394.2
        0.0942342083
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          1.327000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Finl Network Credit Card Tst
        549300RSY3BGZS85SD04
        WFNMT 2019-B A
        981464HC7
        
          
          
        
        4000000
        PA
        USD
        4010602.8
        0.1258362888
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          2.490000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips Company
        6VJJ5GQWIRDQ06DUXG89
        COP 2.125 03/08/24
        20826FAT3
        
          
          
        
        8000000
        PA
        USD
        7926522.72
        0.2487018166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS F 11/17/23 FRN
        38141GXK5
        
          
          
        
        1852000
        PA
        USD
        1842672.12
        0.0578155037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        CM F 03/17/23 *
        13607GKW3
        
          
          
        
        4500000
        PA
        USD
        4509000
        0.1414739515
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-03-17
          Floating
          1.079390000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        NACN 2.1 02/01/23 MTN
        63307A2J3
        
          
          
        
        500000
        PA
        USD
        499886.49
        0.0156843906
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-01
          Fixed
          2.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Europacific Partners PLC
        549300LTH67W4GWMRF57
        CCEP 0.5 05/05/23 144A
        19123MAD5
        
          
          
        
        20000000
        PA
        USD
        19559855.2
        0.6137081406
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2023-05-05
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kia Corporation
        988400V8MJK9N7OI5X76
        KIAMTR 2.375 02/14/25 144A
        49374JAC7
        
          
          
        
        7080000
        PA
        USD
        6881222.98
        0.2159045922
        Long
        DBT
        CORP
        KR
        Y
        
        2
        
          2025-02-14
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Company
        549300GZKULIZ0WOW665
        DIS 3 09/15/22
        254687CM6
        
          
          
        
        125000
        PA
        USD
        125967.69
        0.0039523502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 1.2 10/15/24
        37045XDM5
        
          
          
        
        1000000
        PA
        USD
        949294.99
        0.0297849886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          1.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM F 10/15/24
        37045XDN3
        
          
          
        
        250000
        PA
        USD
        246024.71
        0.0077192477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA 5 03/15/24
        404119BN8
        
          
          
        
        2100000
        PA
        USD
        2176781.23
        0.0682984791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corporation
        ZUE8T73ROZOF6FLBAR73
        COF 3.5 06/15/23
        14040HBD6
        
          
          
        
        4600000
        PA
        USD
        4652951.24
        0.1459905518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shire Acquisitions Investments Ireland DAC
        549300XK5HGW68R8K327
        TACHEM 2.875 09/23/23
        82481LAC3
        
          
          
        
        3985000
        PA
        USD
        3996047.54
        0.1253796043
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-09-23
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 1.65 10/29/24
        00774MAU9
        
          
          
        
        9100000
        PA
        USD
        8594122.99
        0.2696483786
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-10-29
          Fixed
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corporation
        549300VIWYMSIGT1U456
        CI F 07/15/23
        125523AC4
        
          
          
        
        1109000
        PA
        USD
        1117066.53
        0.0350489723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Floating
          1.129140000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cox Communications, Inc.
        5493001NEDZNIFRP2R92
        COXENT 2.95 06/30/23 144A
        224044CA3
        
          
          
        
        2755000
        PA
        USD
        2764824.39
        0.0867488649
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-06-30
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER F 09/29/23
        00774MBA2
        
          
          
        
        2100000
        PA
        USD
        2079510.68
        0.0652465276
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-09-29
          Floating
          0.951690000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications, LLC
        L2Z2MO2EQURH3BREWI15
        DISCA 2.95 03/20/23
        25470DAQ2
        
          
          
        
        4000000
        PA
        USD
        4008920.28
        0.1257834982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-20
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORT AUTH N Y & N J
        54930006MR4KZ4W74Z83
        NY PORTRN 1.09 07/01/2023
        73358W4V3
        
          
          
        
        10000000
        PA
        USD
        9881010
        0.3100256220
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          1.086000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK N Y
        549300ABYZD2SFD5JB29
        NY NYC 0.59 08/01/2023
        64966QRZ5
        
          
          
        
        4000000
        PA
        USD
        3919488.4
        0.1229774921
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          0.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK N Y
        549300ABYZD2SFD5JB29
        NY NYC 0.431 08/01/2022
        64966QRF9
        
          
          
        
        1680000
        PA
        USD
        1677292.85
        0.0526265796
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          0.431000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD AMERITRADE Holding Corporation
        ZI85ER3E6RXD4HPHW309
        AMTD 2.95 04/01/22
        87236YAE8
        
          
          
        
        63000
        PA
        USD
        63000
        0.0019766820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific Inc
        HCHV7422L5HDJZCRFL38
        TMO F 10/18/24
        883556CQ3
        
          
          
        
        4034000
        PA
        USD
        4026638.39
        0.1263394199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-18
          Floating
          0.634090000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2021-4 A2
        80285VAB5
        
          
          
        
        4901223.32
        PA
        USD
        4880319.6
        0.1531244397
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviation Capital Group LLC
        549300ODEK8HY3445C77
        ACGCAP 5.5 12/15/24 144A
        05369AAH4
        
          
          
        
        10000000
        PA
        USD
        10292441.6
        0.3229346604
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-12-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group Funding (Switzerland) AG
        549300SZJ9VS8SGXAN81
        UBS 3.491 05/23/23 144A
        90352JAA1
        
          
          
        
        3156000
        PA
        USD
        3160520.02
        0.0991641730
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-05-23
          Fixed
          3.491000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2
        N/A
        SDART 2022-2 A2
        80286MAB4
        
          
          
        
        5000000
        PA
        USD
        4997955
        0.1568153567
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2026-10-15
          Fixed
          2.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        AVOL 5.25 05/15/24 144A
        05401AAD3
        
          
          
        
        4957000
        PA
        USD
        5060651.46
        0.1587825148
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-05-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        ORCL 2.5 10/15/22
        68389XAP0
        
          
          
        
        16000000
        PA
        USD
        16046295.2
        0.5034670191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Capital Holdings Inc
        UMI46YPGBLUE4VGNNT48
        NEE F 11/03/23
        65339KBX7
        
          
          
        
        22160000
        PA
        USD
        22068805.4
        0.6924287215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-03
          Floating
          0.519180000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corporation
        J3WHBG0MTS7O8ZVMDC91
        XOM 1.902 08/16/22
        30231GBB7
        
          
          
        
        400000
        PA
        USD
        400980.85
        0.0125811367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-16
          Fixed
          1.902000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advanced Micro Devices, Inc.
        R2I72C950HOYXII45366
        AMD 7.5 08/15/22
        007903AX5
        
          
          
        
        2800000
        PA
        USD
        2858800
        0.0896974346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trillium Credit Card Trust Ii
        N/A
        TCCT 2021-2A A
        89621ABC2
        
          
          
        
        25000000
        PA
        USD
        24940875
        0.7825425017
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2026-10-26
          Floating
          0.269000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Athene Global Funding 2015-1
        549300LM1QSI4MSIL320
        ATH F 01/08/24 144A
        04685A2T7
        
          
          
        
        35000000
        PA
        USD
        34705560.05
        1.0889183233
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-01-08
          Floating
          0.961290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Truck Leasing Co., L.P.
        549300ZX07JYMI8GHQ39
        PENSKE 2.7 03/14/23 144A
        709599AY0
        
          
          
        
        4850000
        PA
        USD
        4871569.99
        0.1528499127
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-03-14
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Dryrock Issuance Trust
        213800R4G3N2G68CHU37
        DROCK 2019-1 A
        06742LAR4
        
          
          
        
        3500000
        PA
        USD
        3507436.1
        0.1100489787
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          1.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS 4.05 08/16/23
        539439AS8
        
          
          
        
        2939000
        PA
        USD
        2991317.67
        0.0938552963
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-08-16
          Fixed
          4.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMIBK 0.508 01/12/24
        86562MCC2
        
          
          
        
        2500000
        PA
        USD
        2403978.08
        0.0754269857
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-01-12
          Fixed
          0.508000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTO RECEIVABLES TRUST
        N/A
        WOART 2021-D A3
        98163KAC6
        
          
          
        
        600000
        PA
        USD
        575997.72
        0.0180724492
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.810000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group, Inc.
        353800V2V8PUY9TK3E06
        MUFG 3.455 03/02/23
        606822AT1
        
          
          
        
        7514000
        PA
        USD
        7592541.74
        0.2382228614
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-02
          Fixed
          3.455000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Company
        R4PP93JZOLY261QX3811
        AXP F 11/04/26
        025816CL1
        
          
          
        
        29900000
        PA
        USD
        29479569.22
        0.9249481363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-04
          Floating
          0.770350000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        NWIDE 0.55 01/22/24 144A
        63859UBG7
        
          
          
        
        10000000
        PA
        USD
        9586898.6
        0.3007976109
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-01-22
          Fixed
          0.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG New York Branch
        N/A
        DB 0.962 11/08/23 E
        251526CM9
        
          
          
        
        7300000
        PA
        USD
        7077486.8
        0.2220625470
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-11-08
          Fixed
          0.962000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T F 06/12/24
        00206RGD8
        
          
          
        
        3619000
        PA
        USD
        3672864.69
        0.1152394502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-12
          Floating
          1.982860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM FINANCIAL AUTOMOBILE LEASING TRUST
        N/A
        GMALT 2020-1 A3
        36259KAD9
        
          
          
        
        226897.15
        PA
        USD
        226958.07
        0.0071210146
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-12-20
          Fixed
          1.670000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walgreens Boots Alliance, Inc.
        549300RPTUOIXG4LIH86
        WBA 0.95 11/17/23
        931427AU2
        
          
          
        
        9920000
        PA
        USD
        9666251.56
        0.3032873818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          0.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One, National Association
        207ALC1P1YM0OVDV0K75
        COF 2.15 09/06/22 BKNT
        14042RNW7
        
          
          
        
        2500000
        PA
        USD
        2507255.98
        0.0786674231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-06
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Company
        549300GZKULIZ0WOW665
        DIS 1.65 09/01/22
        254687FJ0
        
          
          
        
        300000
        PA
        USD
        300245.22
        0.0094204652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bills
        254900HROIFWPRGM1V77
        B 0 07/21/22
        912796S42
        
          
          
        
        3000000
        PA
        USD
        2993895
        0.0939361624
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-21
          None
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.625 12/15/22
        912828YW4
        
          
          
        
        25000000
        PA
        USD
        25047851.5
        0.7858989861
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rogers Communications Inc.
        54930030NVF3Y2OL0A78
        RCICN 4.1 10/01/23
        775109AY7
        
          
          
        
        4900000
        PA
        USD
        4974213.1
        0.1560704331
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-01
          Fixed
          4.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG New York Branch
        N/A
        DB F 11/16/27
        251526CN7
        
          
          
        
        7500000
        PA
        USD
        7266473.03
        0.2279921608
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-11-16
          Floating
          1.341900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.25 09/30/23
        91282CDA6
        
          
          
        
        15000000
        PA
        USD
        14583398.4
        0.4575673094
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-30
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.625 11/15/22
        912828TY6
        
          
          
        
        7000000
        PA
        USD
        7014765.66
        0.2200946145
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC F 03/05/24 MTN
        06051GHE2
        
          
          
        
        9140000
        PA
        USD
        9159226.08
        0.2873789990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-05
          Floating
          1.373140000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corporation
        EN5TNI6CI43VEPAMHL14
        WSTP 1.019 11/18/24
        961214EU3
        
          
          
        
        6280000
        PA
        USD
        6013983.47
        0.1886941685
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-11-18
          Fixed
          1.019000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.75 11/15/24
        91282CDH1
        
          
          
        
        15000000
        PA
        USD
        14337304.65
        0.4498458955
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bills
        254900HROIFWPRGM1V77
        B 0 04/05/22
        912796T74
        
          
          
        
        5000000
        PA
        USD
        4999927.8
        0.1568772551
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-05
          None
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA AUTO LEASE TRUST
        N/A
        TESLA 2020-A A2
        88167HAB2
        
          
          
        
        172566.32
        PA
        USD
        172494.24
        0.0054121627
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2023-05-20
          Fixed
          0.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corporation
        EN5TNI6CI43VEPAMHL14
        WSTP F 11/18/24
        961214EV1
        
          
          
        
        14720000
        PA
        USD
        14592424.85
        0.4578505224
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2024-11-18
          Floating
          0.580000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autozone, Inc.
        GA3JGKJ41LJKXDN23E90
        AZO 2.875 01/15/23
        053332AN2
        
          
          
        
        2536000
        PA
        USD
        2546440.15
        0.0798968619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Public Service Enterprise Group Incorporated
        PUSS41EMO3E6XXNV3U28
        PEG 0.841 11/08/23
        744573AT3
        
          
          
        
        350000
        PA
        USD
        339398.49
        0.0106489345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-08
          Fixed
          0.841000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Company
        549300FC3G3YU2FBZD92
        SO F 05/10/23 2021
        842587DK0
        
          
          
        
        13340000
        PA
        USD
        13302813.95
        0.4173878145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-10
          Floating
          0.498510000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Payments Inc
        549300NOMHGVQBX6S778
        GPN 1.5 11/15/24
        37940XAF9
        
          
          
        
        7630000
        PA
        USD
        7294575.74
        0.2288739087
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc.
        353800CI5L6DDAN5XZ33
        MIZUHO F 09/13/23
        60687YBB4
        
          
          
        
        7800000
        PA
        USD
        7814131.49
        0.2451754401
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-13
          Floating
          1.652860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Campbell Soup Company
        5493007JDSMX8Z5Z1902
        CPB 3.65 03/15/23
        134429BE8
        
          
          
        
        6000000
        PA
        USD
        6070426.08
        0.1904651064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON OWNER TRUST
        549300AUOVO1I366IH69
        VZOT 2019-A A1A
        92347YAA2
        
          
          
        
        479372.85
        PA
        USD
        480822.86
        0.0150862519
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-09-20
          Fixed
          2.930000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        CM 3.5 09/13/23 BKNT
        13607RAD2
        
          
          
        
        1250000
        PA
        USD
        1268598.04
        0.0398034104
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-13
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International, Inc.
        J5OIVXX3P24RJRW5CK77
        BAX F 11/29/24 144A
        071813CZ0
        
          
          
        
        11570000
        PA
        USD
        11499215.43
        0.3607982804
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-11-29
          Floating
          0.490000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        GLENLN 4.125 03/12/24 144A
        378272AT5
        
          
          
        
        7000000
        PA
        USD
        7094568.88
        0.2225985127
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-03-12
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zimmer Biomet Holdings Inc
        2P2YLDVPES3BXQ1FRB91
        ZBH 1.45 11/22/24
        98956PAU6
        
          
          
        
        6600000
        PA
        USD
        6329772.37
        0.1986023307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-22
          Fixed
          1.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxter International, Inc.
        J5OIVXX3P24RJRW5CK77
        BAX 0.868 12/01/23 144A
        071813CC1
        
          
          
        
        18200000
        PA
        USD
        17622333.64
        0.5529166500
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-12-01
          Fixed
          0.868000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Company
        549300BX44RGX6ANDV88
        HPE 2.25 04/01/23
        42824CBE8
        
          
          
        
        1600000
        PA
        USD
        1598480.54
        0.0501537721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-Eleven Inc.
        549300K23JPL0SS3LB18
        SVELEV 0.8 02/10/24 144A
        817826AB6
        
          
          
        
        14000000
        PA
        USD
        13448916.32
        0.4219719085
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-02-10
          Fixed
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Company
        549300GZKULIZ0WOW665
        DIS 2.35 12/01/22 MTN
        25468PCW4
        
          
          
        
        38000
        PA
        USD
        38158.69
        0.0011972634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          2.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS 4.75 12/01/22
        126650CQ1
        
          
          
        
        5000000
        PA
        USD
        5065668.25
        0.1589399211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 1.7 08/18/23
        37045XCZ7
        
          
          
        
        3160000
        PA
        USD
        3125929.2
        0.0980788547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-18
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        T 3 06/30/22
        00206RCM2
        
          
          
        
        3755000
        PA
        USD
        3759327.04
        0.1179522846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-30
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II Llc
        5493000HT7H4OFOD6Z12
        CFII 2019-1A A1
        165183BY9
        
          
          
        
        1020124.79
        PA
        USD
        1020817.45
        0.0320290704
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2031-04-15
          Fixed
          2.940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PSX 4.3 04/01/22
        718546AC8
        
          
          
        
        2157000
        PA
        USD
        2157000
        0.0676778251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        ICE 0.7 06/15/23
        45866FAM6
        
          
          
        
        6620000
        PA
        USD
        6518418.75
        0.2045212815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jackson Financial Inc
        213800WXW2KG1N4CO374
        JXN 1.125 11/22/23 144A
        46817MAH0
        
          
          
        
        11450000
        PA
        USD
        11105305.54
        0.3484390014
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-11-22
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Company
        54930036474DURYNB481
        CP 1.35 12/02/24
        13645RBD5
        
          
          
        
        4060000
        PA
        USD
        3892715.45
        0.1221374666
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-02
          Fixed
          1.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 3.7 05/09/23
        37045XBK1
        
          
          
        
        620000
        PA
        USD
        626190.78
        0.0196473019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-09
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        WMT 2.35 12/15/22
        931142DU4
        
          
          
        
        3030000
        PA
        USD
        3043362.06
        0.0954882361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          2.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Finl Network Credit Card Tst
        549300RSY3BGZS85SD04
        WFNMT 2019-C A
        981464HF0
        
          
          
        
        6000000
        PA
        USD
        6016179
        0.1887630553
        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
        SUMIBK 2.778 10/18/22
        86562MAU4
        
          
          
        
        261000
        PA
        USD
        262530.2
        0.0082371224
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-10-18
          Fixed
          2.778000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corporation
        529900G61XVRLX5TJX09
        LEN 4.875 12/15/23
        526057BW3
        
          
          
        
        2850000
        PA
        USD
        2927494.78
        0.0918527954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Bank, Limited
        5493006GGLR4BTEL8O61
        SUMITR 0.8 09/12/23 144A
        86563VAQ2
        
          
          
        
        10000000
        PA
        USD
        9733024.6
        0.3053824463
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2023-09-12
          Fixed
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C F 05/17/24
        172967LL3
        
          
          
        
        110000
        PA
        USD
        110604.63
        0.0034703203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-17
          Floating
          1.568710000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        ABT 3.4 11/30/23
        002824BE9
        
          
          
        
        1486000
        PA
        USD
        1510581.06
        0.0473958464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-30
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecolab Inc.
        82DYEISM090VG8LTLS26
        ECL 0.9 12/15/23
        278865BK5
        
          
          
        
        3500000
        PA
        USD
        3410811.81
        0.1070173042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Autodesk Inc
        FRKKVKAIQEF3FCSTPG55
        ADSK 3.6 12/15/22
        052769AB2
        
          
          
        
        1031000
        PA
        USD
        1038925.6
        0.0325972300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Financial Group Inc.
        353800CI5L6DDAN5XZ33
        MIZUHO F 09/08/24
        60687YBM0
        
          
          
        
        20100000
        PA
        USD
        20075590.96
        0.6298898164
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-09-08
          Floating
          1.220140000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Resources, Inc.
        XXRTID9RYWOZ0UPIVR53
        CLR 4.5 04/15/23
        212015AL5
        
          
          
        
        4690000
        PA
        USD
        4746280
        0.1489188260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
        549300XU3XH6F05YEQ93
        BHI 1.231 12/15/23
        05724BAB5
        
          
          
        
        4790000
        PA
        USD
        4675378.46
        0.1466942261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          1.231000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Credit Card Master Note Trust
        549300G1V1M796QIYC04
        SYNCT 2017-2 A
        87165LBU4
        
          
          
        
        9936000
        PA
        USD
        9992062.89
        0.3135100068
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.620000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Corporation
        549300ZFEEJ2IP5VME73
        STT V2.653 05/15/23
        857477AZ6
        
          
          
        
        825000
        PA
        USD
        825188.05
        0.0258910211
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          2.653000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        D F 09/15/23 D
        25746UDH9
        
          
          
        
        11640000
        PA
        USD
        11618873.17
        0.3645526501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Floating
          1.356000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Co Ltd
        353800DRBDH1LUTNAY26
        NSANY 3.043 09/15/23 144A
        654744AA9
        
          
          
        
        10000000
        PA
        USD
        9977659.2
        0.3130580780
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2023-09-15
          Fixed
          3.043000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MS 2.75 05/19/22
        61744YAH1
        
          
          
        
        1250000
        PA
        USD
        1252125.41
        0.0392865668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-19
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        eBay Inc.
        OML71K8X303XQONU6T67
        EBAY 2.75 01/30/23
        278642AS2
        
          
          
        
        2900000
        PA
        USD
        2918295.11
        0.0915641475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hewlett Packard Enterprise Company
        549300BX44RGX6ANDV88
        HPE 4.45 10/02/23
        42824CBG3
        
          
          
        
        5601000
        PA
        USD
        5736612.08
        0.1799913904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US Capital, LLC
        KK5MZM9DIXLXZL9DZL15
        BMW 3.8 04/06/23 144A
        05565EBM6
        
          
          
        
        3700000
        PA
        USD
        3753124.79
        0.1177576834
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-04-06
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIAMI-DADE CNTY FLA
        549300QG0NBD9HULR263
        FL MIAGEN 0.375 04/01/2023
        59333NN90
        
          
          
        
        7830000
        PA
        USD
        7716580.88
        0.2421147015
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-04-01
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Bank for International Cooperation
        549300TJ3QFYVCTSCJ29
        JBIC 1.625 10/17/22 DTC
        471048CB2
        
          
          
        
        4400000
        PA
        USD
        4403464.78
        0.1381626886
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2022-10-17
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL Electric Utilities Corporation
        549300GCZLSGYEYPIR35
        PPL F 09/28/23
        69351UAX1
        
          
          
        
        6150000
        PA
        USD
        6120020.72
        0.1920211831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-28
          Floating
          1.215570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aercap Ireland Capital DAC
        549300TI38531ODB1G63
        AER 3.15 02/15/24
        00774MAQ8
        
          
          
        
        5000000
        PA
        USD
        4919389.95
        0.1543503072
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-02-15
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Australia Bank Limited
        F8SB4JFBSYQFRQEH3Z21
        NAB 1.388 01/12/25 144A
        6325C0DZ1
        
          
          
        
        6500000
        PA
        USD
        6223921.28
        0.1952811571
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2025-01-12
          Fixed
          1.388000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GlaxoSmithKline Capital plc
        549300U0LV41VX7LEP38
        GSK 0.534 10/01/23
        377373AL9
        
          
          
        
        1015000
        PA
        USD
        991464.19
        0.0311080853
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-01
          Fixed
          0.534000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group, L.P.
        MR92GTD0MJTTTTQDVG45
        SPG F 01/11/24
        828807DR5
        
          
          
        
        8400000
        PA
        USD
        8392213.45
        0.2633132843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-11
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences, Inc.
        549300WTZWR07K8MNV44
        GILD 0.75 09/29/23
        375558BW2
        
          
          
        
        6073000
        PA
        USD
        5931010.41
        0.1860908137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        PSX 3.7 04/06/23
        718546AU8
        
          
          
        
        4000000
        PA
        USD
        4055616.76
        0.1272486425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Company
        549300IX8SD6XXD71I78
        DTE 2.25 11/01/22
        233331BE6
        
          
          
        
        4200000
        PA
        USD
        4205554.84
        0.1319530853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        V.F. Corp
        CWAJJ9DJ5Z7P057HV541
        VFC 2.05 04/23/22
        918204AZ1
        
          
          
        
        3695000
        PA
        USD
        3696560.14
        0.1159829164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-23
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II SARL
        222100KDGL314CKTZ511
        DHR 2.05 11/15/22
        23291KAF2
        
          
          
        
        2400000
        PA
        USD
        2403383.66
        0.0754083352
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cargill Inc.
        QXZYQNMR4JZ5RIRN4T31
        CARGIL 1.375 07/23/23 144A
        141781BL7
        
          
          
        
        500000
        PA
        USD
        493779.86
        0.0154927895
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-07-23
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jackson National Life Global Funding
        635400PQXLYXWJI5QD78
        JXN 1.75 01/12/25 144A
        46849LUV1
        
          
          
        
        15220000
        PA
        USD
        14574859.66
        0.4572993987
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-01-12
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Card Execution Note Trust
        N/A
        DCENT 2019-A3 A
        254683CM5
        
          
          
        
        15000000
        PA
        USD
        15034092
        0.4717082286
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          1.890000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackstone Private Credit Fund
        549300ORP3TTCNXSYO43
        BCRED 2.7 01/15/25 144A
        09261HAN7
        
          
          
        
        7920000
        PA
        USD
        7563408.73
        0.2373087869
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-01-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corporation
        J3WHBG0MTS7O8ZVMDC91
        XOM 1.571 04/15/23
        30231GBL5
        
          
          
        
        55000
        PA
        USD
        54823.56
        0.0017201388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          1.571000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Company
        549300IX8SD6XXD71I78
        DTE 0.55 11/01/22 H
        233331BH9
        
          
          
        
        1440000
        PA
        USD
        1429322.53
        0.0448462866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          0.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group Inc
        35380028MYWPB6AUO129
        SUMIBK F 01/14/27
        86562MCL2
        
          
          
        
        5840000
        PA
        USD
        5815340.95
        0.1824615799
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-01-14
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia
        L3I9ZG2KFGXZ61BMYR72
        BNS 1.625 05/01/23
        064159VK9
        
          
          
        
        2040000
        PA
        USD
        2025551.74
        0.0635535171
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-05-01
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advance Auto Parts Inc.
        529900UCNQ5H9FSL0Y70
        AAP 4.5 12/01/23
        00751YAC0
        
          
          
        
        750000
        PA
        USD
        767673.96
        0.0240864645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C F 01/25/26
        17327CAP8
        
          
          
        
        12100000
        PA
        USD
        11903859
        0.3734943382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-25
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corporation
        1Z4GXXU7ZHVWFCD8TV52
        ORCL 2.4 09/15/23
        68389XBL8
        
          
          
        
        19990000
        PA
        USD
        19915680.38
        0.6248724774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          2.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Business Machines Corporation
        VGRQXHF3J8VDLUA7XE92
        IBM 2.85 05/13/22
        459200JX0
        
          
          
        
        2820000
        PA
        USD
        2825830.91
        0.0886629996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-13
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Campus Communities Operating Partnership, L.P.
        RDKVCX5HITZ2GPIR7153
        ACC 4.125 07/01/24
        024836AB4
        
          
          
        
        10000000
        PA
        USD
        10180499.2
        0.3194223664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VW 3.125 05/12/23 144A
        928668BD3
        
          
          
        
        17270000
        PA
        USD
        17387309.24
        0.5455425470
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-05-12
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        VW 2.9 05/13/22 144A
        928668BC5
        
          
          
        
        5000000
        PA
        USD
        5006349.45
        0.1570787401
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-05-13
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Fleet Management Corp
        5493000PGBS1C22ELQ16
        EFNCN 1.6 04/06/24 144A
        286181AF9
        
          
          
        
        5800000
        PA
        USD
        5593528.35
        0.1755020090
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-04-06
          Fixed
          1.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Credit Card Trust
        N/A
        GCCT 2022-2A A
        380881FH0
        
          
          
        
        22600000
        PA
        USD
        22498607.36
        0.7059141465
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2026-01-15
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        ABBV 2.3 11/21/22
        00287YBM0
        
          
          
        
        10000000
        PA
        USD
        10033712.7
        0.3148168073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon Corporation
        LTS3U8DGK38SETRUWX71
        AON 2.2 11/15/22
        037389BD4
        
          
          
        
        5540000
        PA
        USD
        5550148.39
        0.1741409235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equifax Inc.
        5493004MCF8JDC86VS77
        EFX 3.95 06/15/23
        294429AN5
        
          
          
        
        2100000
        PA
        USD
        2120917.66
        0.0665457091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Bank (USA), National Association (Virginia)
        LKE37K2B8CFZUR7F9816
        COF 3.375 02/15/23
        140420NB2
        
          
          
        
        5000000
        PA
        USD
        5037624.7
        0.1580600294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank plc
        G5GSEF7VJP5I7OUK5573
        BACR 1.7 05/12/22
        06739GCR8
        
          
          
        
        4260000
        PA
        USD
        4262149.89
        0.1337288061
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-05-12
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC F 10/24/24 MTN
        06051GJJ9
        
          
          
        
        8652000
        PA
        USD
        8656066.01
        0.2715918969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-24
          Floating
          0.825890000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New Zealand
        N7LGVZM7X4UQ66T7LT74
        BZLNZ F 01/27/27 144A
        06407EAD7
        
          
          
        
        21000000
        PA
        USD
        20832975.87
        0.6536534527
        Long
        DBT
        CORP
        NZ
        Y
        
        2
        
          2027-01-27
          Floating
          1.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwest Airlines Co.
        UDTZ87G0STFETI6HGH41
        LUV 4.75 05/04/23
        844741BH0
        
          
          
        
        16650000
        PA
        USD
        16996679.47
        0.5332861848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-04
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paypal Holdings Incorporation
        5493005X2GO78EFZ3E94
        PYPL 1.35 06/01/23
        70450YAF0
        
          
          
        
        16520000
        PA
        USD
        16471693.21
        0.5168142662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          1.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        BMO F 09/15/26 MTN
        06368FAD1
        
          
          
        
        25800000
        PA
        USD
        25572446.84
        0.8023586392
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-09-15
          Floating
          0.878030000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        CBAAU F 06/15/26 144A
        2027A0KE8
        
          
          
        
        29500000
        PA
        USD
        29237987.79
        0.9173683005
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2026-06-15
          Floating
          0.734010000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        RY F 04/27/26 GMTN
        78016EZR1
        
          
          
        
        25900000
        PA
        USD
        25649740.73
        0.8047838049
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-04-27
          Floating
          0.681810000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ga Global Funding Trust
        54930029I8ROQ4OROZ88
        GBLATL F 09/13/24 144A
        36143L2E4
        
          
          
        
        20000000
        PA
        USD
        19761400
        0.6200317909
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-09-13
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brighthouse Financial Global Funding
        549300BLFX3KJ2IFOA78
        BHF F 04/12/24 144A
        10921U2B3
        
          
          
        
        1300000
        PA
        USD
        1302848.3
        0.0408780433
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-04-12
          Floating
          1.030000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Bank Global
        JJKC32MCHWDI71265Z06
        TFC 1.25 03/09/23 BKNT
        89788JAB5
        
          
          
        
        2250000
        PA
        USD
        2233771.16
        0.0700865897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        CBAAU F 07/07/25 144A
        2027A0KG3
        
          
          
        
        7800000
        PA
        USD
        7724028
        0.2423483617
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2025-07-07
          Floating
          0.488008739730
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Federative du Credit Mutuel
        VBHFXSYT7OG62HNT8T76
        BFCM F 02/04/25 144A
        06675FAW7
        
          
          
        
        35000000
        PA
        USD
        34555500
        1.0842100535
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-02-04
          Floating
          0.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Security Benefit Global Funding
        5493003C0JW6BY7YFF93
        SECBEN 1.25 05/17/24
        81412DAA1
        
          
          
        
        9300000
        PA
        USD
        8887185.46
        0.2788434786
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-05-17
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        RY F 11/02/26 GMTN
        78016EYD3
        
          
          
        
        15000000
        PA
        USD
        14790162.75
        0.4640547278
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-11-02
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        GNR 2013-149 MA
        38378UQY6
        
          
          
        
        2437388.53
        PA
        USD
        2426108.3
        0.0761213413
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2040-05-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corporation
        9DJT3UXIJIZJI4WXO774
        BAC F 05/28/24 MTN
        06051GJX8
        
          
          
        
        40000000
        PA
        USD
        39898920
        1.2518646869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-28
          Floating
          N/A
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corporation
        549300DRQQI75D2JP341
        TFC F 06/09/25 MTN
        89788MAF9
        
          
          
        
        25000000
        PA
        USD
        24842700
        0.7794621724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-09
          Floating
          0.576675873200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 0.7 02/15/24 MTN
        00914AAL6
        
          
          
        
        7765000
        PA
        USD
        7417909.62
        0.2327436207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL F 12/15/22 MTN
        00914AAN2
        
          
          
        
        5000000
        PA
        USD
        4997374.2
        0.1567971336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Floating
          1.176000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        HYNMTR 0.875 06/14/24 144A
        44891ABV8
        
          
          
        
        9900000
        PA
        USD
        9345681.28
        0.2932291994
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-06-14
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyBank National Association
        HUX2X73FUCYHUVH1BK78
        KEY V0.433 06/14/24 BKNT
        49327M3C6
        
          
          
        
        3700000
        PA
        USD
        3611829.19
        0.1133244062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Fixed
          0.433000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Protective Life Global Funding
        635400EVYITCJYWL2I50
        PL 0.781 07/05/24 144A
        74368CBF0
        
          
          
        
        13300000
        PA
        USD
        12619799.03
        0.3959576039
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-07-05
          Fixed
          0.781000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brighthouse Financial Global Funding
        549300BLFX3KJ2IFOA78
        BHF 0.6 06/28/23 144A
        10921U2D9
        
          
          
        
        8650000
        PA
        USD
        8441181.99
        0.2648497165
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-06-28
          Fixed
          0.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Farm Credit Banks
        N/A
        FFCB 0.25 02/26/24
        3133EMRZ7
        
          
          
        
        9150000
        PA
        USD
        8825657.94
        0.2769129970
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2024-02-26
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank ABP
        529900ODI3047E2LIV03
        NDASS 3.75 08/30/23 144A
        65557CAY9
        
          
          
        
        5000000
        PA
        USD
        5069947.9
        0.1590741990
        Long
        DBT
        CORP
        FI
        
        Y
        
        2
        
          2023-08-30
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Bank of Canada
        BSGEFEIOM18Y80CKCV46
        NACN 0.75 08/06/24 FXD
        63307A2P9
        
          
          
        
        27500000
        PA
        USD
        26067485.4
        0.8178909216
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-08-06
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        AL 0.8 08/18/24
        00914AAP7
        
          
          
        
        5100000
        PA
        USD
        4803085.14
        0.1507011387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-18
          Fixed
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwestern Mutual Global Funding
        635400LZXFVELZDVP257
        NWMLIC F 03/25/24 144A
        66815L2C2
        
          
          
        
        11030000
        PA
        USD
        10993414.59
        0.3449283217
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-03-25
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Limited
        ACMHD8HWFMFUIQQ8Y590
        MQGAU F 10/14/25 144A
        55608JBB3
        
          
          
        
        12960000
        PA
        USD
        12867260.96
        0.4037219457
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2025-10-14
          Floating
          0.980000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada Pipelines Limited
        5BV01I6231JPDAPMGH09
        TRPCN 1 10/12/24
        89352HBB4
        
          
          
        
        5160000
        PA
        USD
        4902302.01
        0.1538141577
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-10-12
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc.
        GYVOE5EZ4GDAVTU4CQ61
        ADI F 10/01/24
        032654AT2
        
          
          
        
        3320000
        PA
        USD
        3308102.85
        0.1037947177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        NWG F 08/12/24 144A
        63906YAC2
        
          
          
        
        10700000
        PA
        USD
        10556970.21
        0.3312344847
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-08-12
          Floating
          0.641844626080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BA Credit Card Trust
        5493006DQ60M1CRKHH19
        BACCT 2021-A1 A1
        05522RDD7
        
          
          
        
        4500000
        PA
        USD
        4305205.35
        0.1350797101
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          0.440000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR Capital Corp
        549300TYRSI1T21B1360
        FSK 1.65 10/12/24
        302635AJ6
        
          
          
        
        9830000
        PA
        USD
        9264809.8
        0.2906917836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-12
          Fixed
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc.
        6SHGI4ZSSLCXXQSBB395
        C F 05/01/25
        172967MW8
        
          
          
        
        3418000
        PA
        USD
        3384753.11
        0.1061996889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Incorporation
        98TPTUM4IVMFCZBCUR27
        ENBCN F 02/16/24
        29250NBM6
        
          
          
        
        14180000
        PA
        USD
        14176493.71
        0.4448003069
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-02-16
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM F 09/22/27
        46647PCQ7
        
          
          
        
        15100000
        PA
        USD
        14695370.43
        0.4610805331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Floating
          1.048860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        MS V0.731 04/05/24
        61772BAA1
        
          
          
        
        7000000
        PA
        USD
        6855711.73
        0.2151041537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-05
          Fixed
          0.731000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        CHTR F 02/01/24
        161175BP8
        
          
          
        
        5590000
        PA
        USD
        5698857.42
        0.1788068038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Floating
          1.966570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group Funding (Switzerland) AG
        549300SZJ9VS8SGXAN81
        UBS V2.859 08/15/23 144A
        90352JAE3
        
          
          
        
        10000000
        PA
        USD
        10015021
        0.3142303383
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-08-15
          Fixed
          2.859000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Markets PLC
        RR3QWICWWIPCS8A4S074
        NWG F 09/29/26 144A
        63906YAE8
        
          
          
        
        32900000
        PA
        USD
        32063291.15
        1.0060147477
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2026-09-29
          Floating
          0.810000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Motor Acceptance Co LLC
        353800DRBDH1LUTNAY26
        NSANY 1.125 09/16/24 144A
        65480CAB1
        
          
          
        
        4200000
        PA
        USD
        3927910.48
        0.1232417425
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-09-16
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Natural Gas Company
        N/A
        SONGAS 0.625 04/28/23 144A
        84346LAC4
        
          
          
        
        3580000
        PA
        USD
        3509048.12
        0.1100995572
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-04-28
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Card Execution Note Trust
        549300CKCX1QE4RUW216
        DCENT 2021-A1 A1
        254683CP8
        
          
          
        
        14400000
        PA
        USD
        13611412.8
        0.4270703824
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          0.580000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Bank, Limited
        5493006GGLR4BTEL8O61
        SUMITR F 09/16/24 144A
        86563VAX7
        
          
          
        
        12400000
        PA
        USD
        12345192
        0.3873415601
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2024-09-16
          Floating
          0.638960000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle Holdings, Inc.
        549300EAEU8YV8MQXP30
        NESNVX 0.606 09/14/24 144A
        641062AU8
        
          
          
        
        4700000
        PA
        USD
        4462675.43
        0.1400204762
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-09-14
          Fixed
          0.606000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 1.95 02/01/24
        097023CZ6
        
          
          
        
        7958000
        PA
        USD
        7780513.68
        0.2441206509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        TD F 09/10/26
        89114TZH8
        
          
          
        
        20000000
        PA
        USD
        19737444.4
        0.6192801623
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-09-10
          Floating
          0.782620000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cleco Power LLC
        TM1ZH54SJKLNHFCBFK92
        CNL F 06/15/23 144A
        185508AH1
        
          
          
        
        9300000
        PA
        USD
        9297506.02
        0.2917176571
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-06-15
          Floating
          1.326000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federation des Caisses Desjardins du Quebec
        549300B2Q47IR0CR5B54
        CCDJ F 05/21/24 144A
        31429KAF0
        
          
          
        
        22400000
        PA
        USD
        22256202.3
        0.6983084686
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-05-21
          Floating
          0.558104944450
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON MASTER TRUST
        N/A
        VZMT 2021-1 A
        92348KAA1
        
          
          
        
        20640000
        PA
        USD
        19648759.87
        0.6164976050
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-20
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Smbc Aviation Capital Finance
        549300OD7VKRVNWB2J98
        SMBCAC 4.125 07/15/23 144A
        78448TAD4
        
          
          
        
        5927000
        PA
        USD
        5944566.62
        0.1865161521
        Long
        DBT
        CORP
        IE
        Y
        
        2
        
          2023-07-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2021-2 A2
        80286XAB0
        
          
          
        
        449858.01
        PA
        USD
        449698.58
        0.0141096995
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Health Group Incorporated
        549300GHBMY8T5GXDE41
        UNH 0.55 05/15/24
        91324PEB4
        
          
          
        
        1000000
        PA
        USD
        957949.15
        0.0300565206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sky Limited
        2138003TS48MQKF4BZ29
        CMCSA 3.75 09/16/24 144A
        111013AL2
        
          
          
        
        1000000
        PA
        USD
        1016578.62
        0.0318960733
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-09-16
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corporation
        EN5TNI6CI43VEPAMHL14
        WSTP F 06/03/26
        961214ES8
        
          
          
        
        4200000
        PA
        USD
        4192900.32
        0.1315560383
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-06-03
          Floating
          0.679340000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG, London Branch
        N/A
        UBS 0.375 06/01/23 144A
        902674YF1
        
          
          
        
        670000
        PA
        USD
        656162.05
        0.0205876775
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-06-01
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OGE Energy Corporation
        CE5OG6JPOZMDSA0LAQ19
        OGE 0.703 05/26/23 *
        670837AC7
        
          
          
        
        5780000
        PA
        USD
        5662557.68
        0.1776678666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.703000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        CS V2.997 12/14/23 144A
        225401AD0
        
          
          
        
        10000000
        PA
        USD
        9998942.9
        0.3137258734
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-12-14
          Fixed
          2.997000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST
        N/A
        AMCAR 2021-2 A2
        03066RAB1
        
          
          
        
        4519899.11
        PA
        USD
        4501936.13
        0.1412523162
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-18
          Fixed
          0.260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Imperial Bank of Commerce
        2IGI19DL77OX0HC3ZE78
        CM 0.45 06/22/23
        13607HVC3
        
          
          
        
        6507000
        PA
        USD
        6352317.16
        0.1993096939
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-22
          Fixed
          0.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST 2021-B
        N/A
        SRT 2021-B A2
        80286DAB4
        
          
          
        
        10431352.47
        PA
        USD
        10351387.81
        0.3247841511
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-01-22
          Fixed
          0.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Limited
        ACMHD8HWFMFUIQQ8Y590
        MQGAU F 09/23/27 144A
        55607PAE5
        
          
          
        
        13000000
        PA
        USD
        12806722.89
        0.4018225090
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2027-09-23
          Floating
          1.199009121560
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cargill Inc.
        QXZYQNMR4JZ5RIRN4T31
        CARGIL 0.4 02/02/24 144A
        141781BP8
        
          
          
        
        14100000
        PA
        USD
        13538304.22
        0.4247765347
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-02-02
          Fixed
          0.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameren Illinois Company
        RC71E2BZ6UOMFPDJSE79
        AEE 0.375 06/15/23
        02361DAW0
        
          
          
        
        7150000
        PA
        USD
        6971569.03
        0.2187392812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC F 09/12/26
        404280BW8
        
          
          
        
        22816000
        PA
        USD
        23093171.96
        0.7245691484
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-12
          Floating
          2.182860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL Electric Utilities Corporation
        549300GCZLSGYEYPIR35
        PPL F 06/24/24
        69351UAY9
        
          
          
        
        8055000
        PA
        USD
        8006119.92
        0.2511992507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Floating
          0.604580000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International L.L.C. and EMC Corporation
        N/A
        DELL 5.45 06/15/23
        24703TAA4
        
          
          
        
        4886000
        PA
        USD
        5033278.06
        0.1579236496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Martin Marietta Materials Inc
        5299005MZ4WZECVATV08
        MLM 0.65 07/15/23
        573284AY2
        
          
          
        
        8790000
        PA
        USD
        8581199.79
        0.2692429015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mississippi Power Company
        LNZ0J6YZ5SC6ILIRU850
        SO F 06/28/24 A
        605417CC6
        
          
          
        
        8000000
        PA
        USD
        7928406.56
        0.2487609238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-28
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG, London Branch
        N/A
        UBS 0.45 02/09/24 144A
        902674YB0
        
          
          
        
        455000
        PA
        USD
        433759.87
        0.0136096081
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2024-02-09
          Fixed
          0.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG, London Branch
        N/A
        UBS F 02/09/24 144A
        902674YC8
        
          
          
        
        9000000
        PA
        USD
        8938253.88
        0.2804457964
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2024-02-09
          Floating
          0.630000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Boeing Company
        RVHJWBXLJ1RFUBSY1F30
        BA 1.167 02/04/23
        097023DD4
        
          
          
        
        4400000
        PA
        USD
        4365029.37
        0.1369567428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-04
          Fixed
          1.167000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Allstate Corporation
        OBT0W1ED8G0NWVOLOJ77
        ALL F 03/29/23
        020002BF7
        
          
          
        
        880000
        PA
        USD
        881416.18
        0.0276552295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-29
          Floating
          1.612860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Multi Asset Execution Trust
        R42WS16M9R97TJJKGU15
        COMET 2021-A1 A1
        14041NFW6
        
          
          
        
        34140000
        PA
        USD
        32516994.64
        1.0202501049
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Incorporation
        98TPTUM4IVMFCZBCUR27
        ENBCN F 02/17/23
        29250NBD6
        
          
          
        
        2730000
        PA
        USD
        2727128.5
        0.0855661222
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-17
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc.
        549300JBN1OSM8YNAI90
        ALLY 4.625 05/19/22
        02005NBC3
        
          
          
        
        14537000
        PA
        USD
        14592960.91
        0.4578673418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-19
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM 3.5 11/07/24
        37045XCD6
        
          
          
        
        4000000
        PA
        USD
        4007856.88
        0.1257501330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-07
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services Inc
        6WQI0GK1PRFVBA061U48
        FIS 0.6 03/01/24
        31620MBQ8
        
          
          
        
        2300000
        PA
        USD
        2201916.78
        0.0690871297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          0.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Company
        549300FC3G3YU2FBZD92
        SO 0.6 02/26/24 21-A
        842587DG9
        
          
          
        
        1580000
        PA
        USD
        1518713.57
        0.0476510113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-26
          Fixed
          0.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG New York Branch
        N/A
        DB V2.222 09/18/24
        251526CC1
        
          
          
        
        7513000
        PA
        USD
        7348595.43
        0.2305688254
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-09-18
          Fixed
          2.222000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia
        L3I9ZG2KFGXZ61BMYR72
        BNS F 03/02/26
        0641593V6
        
          
          
        
        30000000
        PA
        USD
        29668134
        0.9308645267
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-03-02
          Floating
          0.721079133940
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Siemens Financieringsmaatschappij N.V.
        TAFO772JB70PDRN5VS48
        SIEGR F 03/11/24 144A
        82620KBB8
        
          
          
        
        16521000
        PA
        USD
        16508219.19
        0.5179603019
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-03-11
          Floating
          0.643346890670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc.
        529900YLDW34GJAO4J06
        HUM 0.65 08/03/23
        444859BP6
        
          
          
        
        4275000
        PA
        USD
        4170642.25
        0.1308576712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-03
          Fixed
          0.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Nova Scotia
        L3I9ZG2KFGXZ61BMYR72
        BNS F 07/31/24
        0641596F8
        
          
          
        
        20000000
        PA
        USD
        19850435
        0.6228253446
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-31
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS F 03/09/27
        38141GXX7
        
          
          
        
        25000000
        PA
        USD
        24383667
        0.7650595970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Floating
          0.986680000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Resources Corp.
        2JADVB0458J06WCD4N56
        CNP 0.7 03/02/23
        15189WAM2
        
          
          
        
        9910000
        PA
        USD
        9764681.25
        0.3063757023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-02
          Fixed
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        TD F 03/04/24
        89114QCR7
        
          
          
        
        5000000
        PA
        USD
        4971540
        0.1559865622
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-04
          Floating
          0.518110000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        GS F 03/08/24
        38141GXW9
        
          
          
        
        15700000
        PA
        USD
        15562160.59
        0.4882768580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Floating
          0.742600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KDP 0.75 03/15/24
        49271VAL4
        
          
          
        
        16700000
        PA
        USD
        16084901.43
        0.5046783245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        TD 0.55 03/04/24
        89114QCQ9
        
          
          
        
        1000000
        PA
        USD
        962306.11
        0.0301932242
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-04
          Fixed
          0.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Finance North America LLC
        549300423Z16BB673J12
        MBGGR 0.75 03/01/24 144A
        233851EB6
        
          
          
        
        3450000
        PA
        USD
        3310425.83
        0.1038676033
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-03-01
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Gas, Inc.
        549300HXDWI0LATTX840
        OGS F 03/11/23
        68235PAK4
        
          
          
        
        13863000
        PA
        USD
        13844875.79
        0.4343954948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-11
          Floating
          1.355000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPM V0.768 08/09/25
        46647PCM6
        
          
          
        
        9000000
        PA
        USD
        8530807.59
        0.2676618007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-09
          Fixed
          0.768000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eversource Energy
        SJ7XXD41SQU3ZNWUJ746
        ES F 08/15/23 T
        30040WAM0
        
          
          
        
        9400000
        PA
        USD
        9374973.91
        0.2941482822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc.
        549300IGLYTZUK3PVP70
        WEC 0.8 03/15/24
        92939UAF3
        
          
          
        
        4420000
        PA
        USD
        4241470.06
        0.1330799578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Charles Schwab Corporation
        549300VSGCJ7E698NM85
        SCHW 0.75 03/18/24
        808513BN4
        
          
          
        
        1680000
        PA
        USD
        1624139.06
        0.0509588314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avery Dennison Corporation
        549300PW7VPFCYKLIV37
        AVY 0.85 08/15/24
        053611AL3
        
          
          
        
        9590000
        PA
        USD
        9119722.42
        0.2861395359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC V0.732 08/17/24
        404280CU1
        
          
          
        
        8020000
        PA
        USD
        7756768.36
        0.2433756201
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-08-17
          Fixed
          0.732000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bell Canada
        549300O5ZKB2MUUSKB97
        BCECN 0.75 03/17/24 US-3
        0778FPAC3
        
          
          
        
        6800000
        PA
        USD
        6556053.2
        0.2057020964
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-17
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications Inc.
        2S72QS2UO2OESLG6Y829
        VZ F 03/20/26
        92343VGE8
        
          
          
        
        12000000
        PA
        USD
        11987330.76
        0.3761133401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-20
          Floating
          1.070020000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unilever Capital Corporation
        MYF1DAS6G5WY7PRWCU78
        UNANA 0.626 08/12/24
        904764BN6
        
          
          
        
        2265000
        PA
        USD
        2167885.09
        0.0680193546
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-12
          Fixed
          0.626000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westlake Corporation
        GOXNEVUM0LL78B1OS344
        WLK 0.875 08/15/24
        960413AX0
        
          
          
        
        2375000
        PA
        USD
        2277456.64
        0.0714572611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Limited
        ACMHD8HWFMFUIQQ8Y590
        MQGAU V3.189 11/28/23 144A
        55608JAH1
        
          
          
        
        2646000
        PA
        USD
        2650322.88
        0.0831562765
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2023-11-28
          Fixed
          3.189000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US Capital, LLC
        KK5MZM9DIXLXZL9DZL15
        BMW F 08/12/24 144A
        05565EBV6
        
          
          
        
        25200000
        PA
        USD
        25074915.77
        0.7867481521
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-08-12
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Bank, Limited
        5493006GGLR4BTEL8O61
        SUMITR 0.85 03/25/24 144A
        86563VAU3
        
          
          
        
        7200000
        PA
        USD
        6898885.06
        0.2164587559
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2024-03-25
          Fixed
          0.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US Capital, LLC
        KK5MZM9DIXLXZL9DZL15
        BMW F 04/01/24 144A
        05565EBN4
        
          
          
        
        10633000
        PA
        USD
        10622367
        0.3332863681
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-04-01
          Floating
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TESLA AUTO LEASE TRUST
        N/A
        TESLA 2021-A A2
        88161FAB2
        
          
          
        
        10220103.16
        PA
        USD
        10108581.39
        0.3171658801
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2025-03-20
          Fixed
          0.360000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep N.V.
        549300NYKK9MWM7GGW15
        INTNED F 04/01/27
        456837AX1
        
          
          
        
        27000000
        PA
        USD
        26588102.58
        0.8342257563
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-04-01
          Floating
          1.280020000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lsega Financing Plc
        2138009YFYTGEHZNNZ09
        LSELN 0.65 04/06/24 144A
        50220PAA1
        
          
          
        
        21900000
        PA
        USD
        20895724.25
        0.6556222398
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-04-06
          Fixed
          0.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Black Hills Corporation
        3MGELCRSTNSAMJ962671
        BKH 1.037 08/23/24
        092113AU3
        
          
          
        
        8180000
        PA
        USD
        7808079.53
        0.2449855544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-23
          Fixed
          1.037000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Financial Company Inc
        5493008B6JBRUJ90QL97
        GM F 03/08/24
        37045XDF0
        
          
          
        
        7400000
        PA
        USD
        7349337.53
        0.2305921094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-02
      Northern Funds
      Randal E. Rein 
      Randal E. Rein 
      Treasurer and Principal Financial Officer

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