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Form NPORT-P GOLDMAN SACHS TRUST For: Sep 30

November 27, 2020 6:04 AM EST

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    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000009300
        C000025377
        C000025379
        C000202031
        C000161283
        C000025378
        C000090758
      
      
      
    
  
  
    
      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Enhanced Income Fund
      S000009300
      UUQGK5NQWEPXWVCSCV15
      2021-03-31
      2020-09-30
      N
    
    
      486983763.08
      3241828.52
      483741934.56
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1124426.25000000
      0.00000000
      0.00000000
      615175.28000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CV0
        
          
        
        982000.00000000
        PA
        USD
        1052046.06000000
        0.217480847707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAM0
        
          
        
        275000.00000000
        PA
        USD
        281473.50000000
        0.058186706566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-21
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550AU2
        
          
        
        900000.00000000
        PA
        USD
        932094.00000000
        0.192684142805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90351DAH0
        
          
        
        2625000.00000000
        PA
        USD
        2699156.25000000
        0.557974419243
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-02-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244AY5
        
          
        
        300000.00000000
        PA
        USD
        303939.00000000
        0.062830815003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-07
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CK2
        
          
        
        1175000.00000000
        PA
        USD
        1191356.00000000
        0.246279248269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-05-14
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKY LTD
        2138003TS48MQKF4BZ29
        Sky Ltd
        111013AK4
        
          
        
        1550000.00000000
        PA
        USD
        1634444.00000000
        0.337875194030
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-11-26
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Access Group Inc
        N/A
        Access Group Inc 2013-1
        00434QAA6
        
          
        
        979135.55000000
        PA
        USD
        954599.88000000
        0.197336598669
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-25
          Floating
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCO Education Loan Funding Trust
        BMMMD49PLG3NGJVYVM66
        GCO Education Loan Funding Master Trust-II
        36156YAP6
        
          
        
        27194.38000000
        PA
        USD
        27194.79000000
        0.005621755745
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-25
          Floating
          0.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC NY
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC/NY
        06742TUQ7
        
          
        
        5000000.00000000
        PA
        USD
        4999998.20000000
        1.033608592264
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-08-03
          Floating
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDA4
        
          
        
        2700000.00000000
        PA
        USD
        2749302.00000000
        0.568340638588
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-15
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy Inc
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy Inc
        15189TAR8
        
          
        
        1850000.00000000
        PA
        USD
        1913399.50000000
        0.395541375121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY CO
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331BH9
        
          
        
        1125000.00000000
        PA
        USD
        1125180.00000000
        0.232599226904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON NATIONAL BANK
        2WHM8VNJH63UN14OL754
        Huntington National Bank/The
        44644AAH0
        
          
        
        1250000.00000000
        PA
        USD
        1297587.50000000
        0.268239614409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERAT RABOBANK UA/NY
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA/NY
        21688AAN2
        
          
        
        550000.00000000
        PA
        USD
        558855.00000000
        0.115527507555
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-04-26
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06739GCR8
        
          
        
        725000.00000000
        PA
        USD
        737201.75000000
        0.152395667468
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-05-12
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAH8
        
          
        
        725000.00000000
        PA
        USD
        740196.00000000
        0.153014644197
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2021-12-16
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAA5
        
          
        
        700000.00000000
        PA
        USD
        714973.00000000
        0.147800500415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-07
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANK
        QFROUN1UWUYU0DVIWD51
        Fifth Third Bank NA
        31677QBS7
        
          
        
        1125000.00000000
        PA
        USD
        1155926.25000000
        0.238955146828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTUIT INC
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        46124HAB2
        
          
        
        500000.00000000
        PA
        USD
        504600.00000000
        0.104311816683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERAT RABOBANK UA/NY
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA/NY
        21688AAP7
        
          
        
        450000.00000000
        PA
        USD
        450958.50000000
        0.093222949631
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-04-26
          Floating
          0.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRED SUIS GP FUN LTD
        549300PXR5FKNXF0OH19
        Credit Suisse Group Funding Guernsey Ltd
        225433AM3
        
          
        
        4575000.00000000
        PA
        USD
        4644631.50000000
        0.960146550913
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2021-04-16
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BA1
        
          
        
        1550000.00000000
        PA
        USD
        1677813.00000000
        0.346840511465
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-07-26
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BM1
        
          
        
        1200000.00000000
        PA
        USD
        1244088.00000000
        0.257180101851
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-20
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        53927888.01000000
        NS
        USD
        53927888.01000000
        11.14806969527
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAA4
        
          
        
        1400000.00000000
        PA
        USD
        1428616.00000000
        0.295326060846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Bank NV
        3TK20IVIUJ8J3ZU0QE75
        ING Bank NV
        44987CAM0
        
          
        
        1725000.00000000
        PA
        USD
        1745199.75000000
        0.360770821241
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-03-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECMC Group Student Loan Trust
        N/A
        ECMC Group Student Loan Trust
        26828WAA2
        
          
        
        2552437.50000000
        PA
        USD
        2538307.21000000
        0.524723417313
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-12-27
          Floating
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHL6
        
          
        
        1300000.00000000
        PA
        USD
        1408108.00000000
        0.291086610318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XAX2
        
          
        
        1150000.00000000
        PA
        USD
        1166433.50000000
        0.241127224386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG Global Funding
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAG3
        
          
        
        675000.00000000
        PA
        USD
        689958.00000000
        0.142629354766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-25
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2E3
        
          
        
        1375000.00000000
        PA
        USD
        1460222.50000000
        0.301859813193
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607GRK2
        
          
        
        1175000.00000000
        PA
        USD
        1185575.00000000
        0.245084189585
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-23
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AP3
        
          
        
        1175000.00000000
        PA
        USD
        1214997.00000000
        0.251166358175
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859BH4
        
          
        
        1550000.00000000
        PA
        USD
        1556231.00000000
        0.321706862444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-12-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANK CORP MKTS/NY
        213800MBWEIJDM5CU638
        Lloyds Bank Corporate Markets PLC/New York NY
        53947BCK4
        
          
        
        3000000.00000000
        PA
        USD
        2999999.82000000
        0.620165341408
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-09-15
          Floating
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076BV3
        
          
        
        550000.00000000
        PA
        USD
        573017.50000000
        0.118455204947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAX6
        
          
        
        1950000.00000000
        PA
        USD
        2059765.50000000
        0.425798417057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NatWest Markets PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906AAA8
        
          
        
        2000000.00000000
        PA
        USD
        2100020.00000000
        0.434119899468
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-29
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YA2
        
          
        
        1475000.00000000
        PA
        USD
        1503290.50000000
        0.310762907368
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-04-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEORGIA POWER CO
        D981X4Z4RWS7PDMJUZ03
        Georgia Power Co
        373334KM2
        
          
        
        1000000.00000000
        PA
        USD
        1043810.00000000
        0.215778274618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-30
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCM2
        
          
        
        1075000.00000000
        PA
        USD
        1117838.75000000
        0.231081630542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAF0
        
          
        
        775000.00000000
        PA
        USD
        791778.75000000
        0.163677922758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        Truist Bank
        86787EBA4
        
          
        
        1450000.00000000
        PA
        USD
        1453059.50000000
        0.300379064990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-26
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAD6
        
          
        
        2400000.00000000
        PA
        USD
        2468352.00000000
        0.510262150881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANCORP
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773CZ1
        
          
        
        325000.00000000
        PA
        USD
        333248.50000000
        0.068889727392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-05
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergreen Credit Card Trust
        5493002G9KVV6J3CNU15
        Evergreen Credit Card Trust
        30023JBH0
        
          
        
        2900000.00000000
        PA
        USD
        2980175.43000000
        0.616067207965
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2024-09-16
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Student Loan Consolidation Center Student Loan
        5493008KMDJ3GC7JUA63
        Student Loan Consolidation Center Student Loan Trust I
        86386MAY0
        
          
        
        2053903.12000000
        PA
        USD
        2055933.20000000
        0.425006197130
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-25
          Floating
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GCS6
        
          
        
        1625000.00000000
        PA
        USD
        1686116.25000000
        0.348556974191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-11
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAF9
        
          
        
        825000.00000000
        PA
        USD
        810141.75000000
        0.167473955041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        83051GAN8
        
          
        
        1175000.00000000
        PA
        USD
        1174600.50000000
        0.242815521269
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-09-01
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABA2
        
          
        
        2250000.00000000
        PA
        USD
        2468430.00000000
        0.510278275181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD AMERITRADE HOLDING CO
        ZI85ER3E6RXD4HPHW309
        TD Ameritrade Holding Corp
        87236YAG3
        
          
        
        2950000.00000000
        PA
        USD
        2959941.50000000
        0.611884413678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-01
          Floating
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDC3
        
          
        
        275000.00000000
        PA
        USD
        307320.75000000
        0.063529896427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBV6
        
          
        
        1300000.00000000
        PA
        USD
        1300598.00000000
        0.268861950366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Floating
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334CB8
        
          
        
        1350000.00000000
        PA
        USD
        1352902.50000000
        0.279674430382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-04-16
          Floating
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AS7
        
          
        
        2025000.00000000
        PA
        USD
        2164664.25000000
        0.447483274727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBF5
        
          
        
        325000.00000000
        PA
        USD
        366730.00000000
        0.075811083100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergreen Credit Card Trust
        5493002G9KVV6J3CNU15
        Evergreen Credit Card Trust
        30023JAY4
        
          
        
        6300000.00000000
        PA
        USD
        6303342.15000000
        1.303038190338
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2023-01-15
          Floating
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902VAG2
        
          
        
        1525000.00000000
        PA
        USD
        1523856.25000000
        0.315014296080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-05
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBS4
        
          
        
        850000.00000000
        PA
        USD
        849566.50000000
        0.175623910044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT Group Inc
        N8O96ZZJQRFYQUJY7K79
        CIT Group Inc
        125581GY8
        
          
        
        75000.00000000
        PA
        USD
        77250.00000000
        0.015969258499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG Global Funding
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAH1
        
          
        
        525000.00000000
        PA
        USD
        526391.25000000
        0.108816542952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-25
          Floating
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED BK/NY
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank/New York
        85325T4J1
        
          
        
        3500000.00000000
        PA
        USD
        3501088.15000000
        0.723751219373
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2020-11-06
          Floating
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC
        NY9Q8VBNB6D1L6YV0J84
        Jefferies Group LLC
        472319AL6
        
          
        
        1200000.00000000
        PA
        USD
        1306260.00000000
        0.270032409158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-20
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK PLC
        MP6I5ZYZBEU3UXPYFY54
        HSBC Bank PLC
        40433FQQ5
        
          
        
        4000000.00000000
        PA
        USD
        4002200.52000000
        0.827342066930
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2020-12-30
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI BANK NY
        549300MS3WYYVQ4HXM15
        Sumitomo Mitsui Banking Corp/New York
        86565BG54
        
          
        
        4190000.00000000
        PA
        USD
        4197588.17000000
        0.867732952244
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-07-16
          Floating
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAF2
        
          
        
        1500000.00000000
        PA
        USD
        1528665.00000000
        0.316008369501
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-03
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAC7
        
          
        
        2225000.00000000
        PA
        USD
        2227447.50000000
        0.460461940730
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-25
          Floating
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BW2
        
          
        
        175000.00000000
        PA
        USD
        175299.25000000
        0.036238175249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AU9
        
          
        
        525000.00000000
        PA
        USD
        539306.25000000
        0.111486354907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AH9
        
          
        
        2300000.00000000
        PA
        USD
        2438506.00000000
        0.504092332251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JBA5
        
          
        
        1024000.00000000
        PA
        USD
        1045350.40000000
        0.216096708868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718FF1
        
          
        
        175000.00000000
        PA
        USD
        189315.00000000
        0.039135536217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-25
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAB7
        
          
        
        700000.00000000
        PA
        USD
        789411.00000000
        0.163188457233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Q78
        
          
        
        155000.00000000
        PA
        USD
        156132.23000000
        0.032275934510
        Long
        DBT
        UST
        US
        N
        
        1
        
          2021-04-30
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER OPERATNG
        5493008K8W3OKZE54J59
        Energy Transfer Operating LP
        29273RAQ2
        
          
        
        1150000.00000000
        PA
        USD
        1190848.00000000
        0.246174233598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        44962LAH0
        
          
        
        475000.00000000
        PA
        USD
        513855.00000000
        0.106225026876
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-05-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDLSBNKN A
        N/A
        SVENSKA HANDLSBNKN A
        86960LBU3
        
          
        
        5000000.00000000
        PA
        USD
        5000050.00000000
        1.033619300453
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2021-09-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAC0
        
          
        
        725000.00000000
        PA
        USD
        726007.75000000
        0.150081623719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAB2
        
          
        
        525000.00000000
        PA
        USD
        545847.75000000
        0.112838625515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-08
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTUIT INC
        VI90HBPH7XSFMB9E4M29
        Intuit Inc
        46124HAA4
        
          
        
        450000.00000000
        PA
        USD
        451899.00000000
        0.093417371477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2B8
        
          
        
        925000.00000000
        PA
        USD
        959474.75000000
        0.198344340536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-22
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Master Credit Card Trust
        549300G7G68IV2D8IM76
        Master Credit Card Trust II
        576339CF0
        
          
        
        3600000.00000000
        PA
        USD
        3734485.56000000
        0.771999550420
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2024-09-21
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER & LIGHT CO
        A89MY1K3YLIGJMYWVX50
        Florida Power & Light Co
        341081FZ5
        
          
        
        375000.00000000
        PA
        USD
        411142.50000000
        0.084992114726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRITION & BIOSCIENCES
        N/A
        Nutrition & Biosciences Inc
        67079BAA8
        
          
        
        700000.00000000
        PA
        USD
        700994.00000000
        0.144910736473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG UNION BANK NA
        OX3PU53ZLPQKJ4700D47
        MUFG Union Bank NA
        90520EAK7
        
          
        
        650000.00000000
        PA
        USD
        671040.50000000
        0.138718695250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-09
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDQ4
        
          
        
        4375000.00000000
        PA
        USD
        4536962.50000000
        0.937889022196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224AC1
        
          
        
        1175000.00000000
        PA
        USD
        1232116.75000000
        0.254705383588
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-05-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAW1
        
          
        
        1175000.00000000
        PA
        USD
        1185081.50000000
        0.244982172380
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-06-22
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        NextGear Floorplan Master Owner Trust
        65341KAZ9
        
          
        
        1750000.00000000
        PA
        USD
        1749883.17000000
        0.361738986220
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-02-15
          Floating
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANGRID INC
        549300OX0Q38NLSKPB49
        Avangrid Inc
        05351WAC7
        
          
        
        650000.00000000
        PA
        USD
        715299.00000000
        0.147867891720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Education Loan Asset-Backed Trust
        5493000CKEJUMJ3IL355
        Education Loan Asset-Backed Trust I
        28140DAB9
        
          
        
        108213.85000000
        PA
        USD
        108086.41000000
        0.022343816460
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-25
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AK3
        
          
        
        400000.00000000
        PA
        USD
        406788.00000000
        0.084091944679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        New York Life Global Funding
        64952WDP5
        
          
        
        1200000.00000000
        PA
        USD
        1219584.00000000
        0.252114591038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-05
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BL9
        
          
        
        2275000.00000000
        PA
        USD
        2396712.50000000
        0.495452705000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EAST OHIO GAS CO/THE
        BC95Y6MXLT75BGO7UM71
        East Ohio Gas Co/The
        27409LAA1
        
          
        
        250000.00000000
        PA
        USD
        255282.50000000
        0.052772456089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BU3
        
          
        
        1100000.00000000
        PA
        USD
        1162227.00000000
        0.240257649165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        Santander UK PLC
        80283LAR4
        
          
        
        775000.00000000
        PA
        USD
        779200.50000000
        0.161077724367
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-01-05
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America NA
        B4TYDEB6GKMZO031MB27
        Bank of America NA
        06050TMJ8
        
          
        
        500000.00000000
        PA
        USD
        518835.00000000
        0.107254501405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-25
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trillium Credit Card Trust II
        549300P7QN1SDIOQVL28
        Trillium Credit Card Trust II
        89621AAP4
        
          
        
        3450000.00000000
        PA
        USD
        3477760.08000000
        0.718928798919
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2024-01-26
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBH2
        
          
        
        1050000.00000000
        PA
        USD
        1049590.50000000
        0.216973229942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-09
          Floating
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2017-2
        63939RAA2
        
          
        
        2415702.15000000
        PA
        USD
        2388572.85000000
        0.493770061959
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-12-27
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AN6
        
          
        
        675000.00000000
        PA
        USD
        723694.50000000
        0.149603424532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RAZ5
        
          
        
        1250000.00000000
        PA
        USD
        1279937.50000000
        0.264590974765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAM5
        
          
        
        1200000.00000000
        PA
        USD
        1207452.00000000
        0.249606642247
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-15
          Fixed
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACCAR FINANCIAL CORP
        PH3S12DWZBHHQKVYZ297
        PACCAR Financial Corp
        69371RQ74
        
          
        
        400000.00000000
        PA
        USD
        421944.00000000
        0.087225020171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AV4
        
          
        
        4000000.00000000
        PA
        USD
        4002840.00000000
        0.827474261382
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2020-11-13
          Floating
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Multi-Asset Execution Trust
        R42WS16M9R97TJJKGU15
        Capital One Multi-Asset Execution Trust
        14041NFG1
        
          
        
        2100000.00000000
        PA
        USD
        2125907.47000000
        0.439471403680
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63859UBE2
        
          
        
        1325000.00000000
        PA
        USD
        1362616.75000000
        0.281682577558
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-27
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        Mondelez International Holdings Netherlands BV
        60920LAE4
        
          
        
        775000.00000000
        PA
        USD
        798901.00000000
        0.165150247047
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-09-19
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDC3
        
          
        
        1500000.00000000
        PA
        USD
        1500945.00000000
        0.310278041403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-10-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAB6
        
          
        
        1125000.00000000
        PA
        USD
        1195908.75000000
        0.247220400912
        Long
        DBT
        
        US
        N
        
        2
        
          2023-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP /  CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAD1
        
          
        
        1550000.00000000
        PA
        USD
        1594175.00000000
        0.329550714152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAW1
        
          
        
        1600000.00000000
        PA
        USD
        1620704.00000000
        0.335034836596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-04-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550BE7
        
          
        
        1700000.00000000
        PA
        USD
        1728356.00000000
        0.357288851042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-05-11
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96949LAA3
        
          
        
        950000.00000000
        PA
        USD
        982708.50000000
        0.203147262991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        55608PBC7
        
          
        
        1225000.00000000
        PA
        USD
        1263771.25000000
        0.261249058581
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2022-10-17
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LG4
        
          
        
        4575000.00000000
        PA
        USD
        4727576.25000000
        0.977293038342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON NATIONAL
        TF3RXI1ZB1TQ30H9JV10
        First Horizon National Corp
        320517AC9
        
          
        
        1000000.00000000
        PA
        USD
        1050700.00000000
        0.217202587771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCV1
        
          
        
        1550000.00000000
        PA
        USD
        1550000.00000000
        0.320418778952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-10-01
          Floating
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        25272KAG8
        
          
        
        3300000.00000000
        PA
        USD
        3616998.00000000
        0.747712311377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE GF II
        6354003EUPCHXTWUU869
        Pacific Life Global Funding II
        6944PL2C2
        
          
        
        875000.00000000
        PA
        USD
        874090.00000000
        0.180693451932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-23
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBE8
        
          
        
        1400000.00000000
        PA
        USD
        1444226.00000000
        0.298552988033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAN8
        
          
        
        1400000.00000000
        PA
        USD
        1480234.00000000
        0.305996626351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-23
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CAR5
        
          
        
        675000.00000000
        PA
        USD
        683984.25000000
        0.141394450456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-09
          Fixed
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAS5
        
          
        
        1900000.00000000
        PA
        USD
        1940812.00000000
        0.401208136269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-18
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAR5
        
          
        
        2225000.00000000
        PA
        USD
        2229984.00000000
        0.460986290557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) DEC20 XCBT 20201231
        000000000
        
          
        
        -603.00000000
        NC
        USD
        -104986.87000000
        -0.02170307399
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                5 Year US Treasury Note
                FVZ0 Comdty
              
            
            2020-12-31
            -75873013.13000000
            USD
            -104986.87000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2R3
        
          
        
        3125000.00000000
        PA
        USD
        3183531.25000000
        0.658105287666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-02
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAQ3
        
          
        
        1125000.00000000
        PA
        USD
        1185210.00000000
        0.245008736130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61746BEE2
        
          
        
        4575000.00000000
        PA
        USD
        4587581.25000000
        0.948353020949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-20
          Floating
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312BX3
        
          
        
        1000000.00000000
        PA
        USD
        1138030.00000000
        0.235255601943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CK6
        
          
        
        1225000.00000000
        PA
        USD
        1310064.00000000
        0.270818778858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BL7
        
          
        
        1000000.00000000
        PA
        USD
        1036010.00000000
        0.214165844634
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-18
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348AU0
        
          
        
        64000.00000000
        PA
        USD
        66179.20000000
        0.013680682874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBQ8
        
          
        
        1025000.00000000
        PA
        USD
        1046812.00000000
        0.216398853440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        South Texas Higher Education Authority Inc
        N/A
        South Texas Higher Education Authority Inc
        840555CZ7
        
          
        
        138638.97000000
        PA
        USD
        138784.29000000
        0.028689737251
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-01
          Floating
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        25272KAD5
        
          
        
        293000.00000000
        PA
        USD
        299343.45000000
        0.061880814668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-15
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513AW5
        
          
        
        1125000.00000000
        PA
        USD
        1142437.50000000
        0.236166728245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-05-21
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBF6
        
          
        
        1200000.00000000
        PA
        USD
        1242768.00000000
        0.256907229084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        44962LAA5
        
          
        
        2223000.00000000
        PA
        USD
        2379499.20000000
        0.491894340763
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2022-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAQ1
        
          
        
        1125000.00000000
        PA
        USD
        1208632.50000000
        0.249850677324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78015K7D0
        
          
        
        1125000.00000000
        PA
        USD
        1162665.00000000
        0.240348193310
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-17
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BT5
        
          
        
        1425000.00000000
        PA
        USD
        1474034.25000000
        0.304715002915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-06
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON NATIONAL BANK
        2WHM8VNJH63UN14OL754
        Huntington National Bank/The
        44644MAA9
        
          
        
        1050000.00000000
        PA
        USD
        1077510.00000000
        0.222744799038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-03
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEE5
        
          
        
        575000.00000000
        PA
        USD
        593946.25000000
        0.122781633670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-13
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EJ8
        
          
        
        650000.00000000
        PA
        USD
        672314.50000000
        0.138982058814
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-01-13
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHSTAR EDUCATION FINANCE, INC.
        25490059JOHYRUHEXW19
        Northstar Education Finance Inc
        66705EAA6
        
          
        
        671306.80000000
        PA
        USD
        658747.66000000
        0.136177497325
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-26
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TR BK LT
        5493006GGLR4BTEL8O61
        Sumitomo Mitsui Trust Bank Ltd
        86563VAQ2
        
          
        
        2250000.00000000
        PA
        USD
        2253847.50000000
        0.465919396061
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-12
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550L2B6
        
          
        
        825000.00000000
        PA
        USD
        854205.00000000
        0.176582789080
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-04-08
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newfield Exploration Co
        T8W3X1PFLPW2YE0UIP44
        Newfield Exploration Co
        651290AP3
        
          
        
        1250000.00000000
        PA
        USD
        1253875.00000000
        0.259203288038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Inc
        N/A
        Morgan Stanley ABS Capital I Inc Trust 2004-HE4
        61746RGM7
        
          
        
        1415.86000000
        PA
        USD
        1425.14000000
        0.000294607495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Floating
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNGENTA FINANCE NV
        54930042S3BYCEGOCN86
        Syngenta Finance NV
        87164KAE4
        
          
        
        1485000.00000000
        PA
        USD
        1503978.30000000
        0.310905090617
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2021-04-23
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBL2
        
          
        
        1975000.00000000
        PA
        USD
        2043117.75000000
        0.422356964330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEH8
        
          
        
        600000.00000000
        PA
        USD
        605754.00000000
        0.125222552919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-08
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Illinois Student Assistance Commision
        549300FKIJ7H0L1PDN43
        Illinois Student Assistance Commission
        452281JD1
        
          
        
        1092264.29000000
        PA
        USD
        1071178.89000000
        0.221436020628
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-07-25
          Floating
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BB9
        
          
        
        4525000.00000000
        PA
        USD
        4791160.50000000
        0.990437288501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAB9
        
          
        
        1800000.00000000
        PA
        USD
        1860570.00000000
        0.384620366165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-26
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INFOR INC
        549300Q3IIYBYI4RHD64
        Infor Inc
        45674CAB9
        
          
        
        1225000.00000000
        PA
        USD
        1241635.50000000
        0.256673116654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBT1
        
          
        
        1400000.00000000
        PA
        USD
        1500086.00000000
        0.310100467383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BN0
        
          
        
        1200000.00000000
        PA
        USD
        1231668.00000000
        0.254612617184
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-22
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBH4
        
          
        
        900000.00000000
        PA
        USD
        985581.00000000
        0.203741071341
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBH2
        
          
        
        1025000.00000000
        PA
        USD
        1083373.75000000
        0.223956963951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAA1
        
          
        
        1200000.00000000
        PA
        USD
        1197516.00000000
        0.247552654513
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        N/A
        Federal Farm Credit Banks Funding Corp
        3133ELYS7
        
          
        
        8900000.00000000
        PA
        USD
        8944055.00000000
        1.848931085152
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-05-08
          Floating
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2016-7
        63940GAA3
        
          
        
        940540.05000000
        PA
        USD
        940539.86000000
        0.194430086127
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-03-25
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAX9
        
          
        
        3125000.00000000
        PA
        USD
        3270218.75000000
        0.676025483086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBB1
        
          
        
        1775000.00000000
        PA
        USD
        1843923.25000000
        0.381179120159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YBF5
        
          
        
        1275000.00000000
        PA
        USD
        1285149.00000000
        0.265668305388
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-07-10
          Fixed
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE STAND LIFE II
        N/A
        Reliance Standard Life Global Funding II
        75951AAK4
        
          
        
        1600000.00000000
        PA
        USD
        1646560.00000000
        0.340379835272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-22
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Higher Education Assistance Agency
        N/A
        PHEAA Student Loan Trust 2014-3
        69340JAA0
        
          
        
        4609922.32000000
        PA
        USD
        4592928.30000000
        0.949458372712
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-08-25
          Floating
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BC5
        
          
        
        1025000.00000000
        PA
        USD
        1059716.75000000
        0.219066546497
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-13
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE CIB NY
        254900BN8XS34XZDJ223
        Credit Agricole Corporate and Investment Bank/New York
        22532XMW5
        
          
        
        3000000.00000000
        PA
        USD
        3006478.17000000
        0.621504557535
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-09-10
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Educational Services of America Inc
        N/A
        Edsouth Indenture No 5 LLC
        28137RAA5
        
          
        
        1035549.05000000
        PA
        USD
        1011059.14000000
        0.209007958121
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-02-25
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange Inc
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45856WLA5
        
          
        
        2500000.00000000
        PA
        USD
        2498972.50000000
        0.516592075539
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LQ2
        
          
        
        925000.00000000
        PA
        USD
        964368.00000000
        0.199355881949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-27
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAM6
        
          
        
        500000.00000000
        PA
        USD
        501680.00000000
        0.103708189048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        35137LAF2
        
          
        
        2475000.00000000
        PA
        USD
        2580459.75000000
        0.533437265956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-25
          Fixed
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        9612C4L66
        
          
        
        3000000.00000000
        PA
        USD
        3001571.85000000
        0.620490314268
        Long
        STIV
        CORP
        AU
        N
        
        2
        
          2021-05-28
          Floating
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        Chevron Corp
        166764BV1
        
          
        
        950000.00000000
        PA
        USD
        968116.50000000
        0.200130778589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Master Owner Trust
        N/A
        Ally Master Owner Trust
        02005AGP7
        
          
        
        5900000.00000000
        PA
        USD
        5938891.50000000
        1.227698298557
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-01-17
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP NEW YORK
        529900ODI3047E2LIV03
        Nordea Bank Abp/New York NY
        65558THJ7
        
          
        
        2270000.00000000
        PA
        USD
        2276488.32000000
        0.470599746964
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2021-05-05
          Floating
          0.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BE1
        
          
        
        1188000.00000000
        PA
        USD
        1205380.44000000
        0.249178405650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDC0
        
          
        
        1200000.00000000
        PA
        USD
        1248540.00000000
        0.258100427273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        KeyBank NA/Cleveland OH
        49327M2S2
        
          
        
        675000.00000000
        PA
        USD
        696768.75000000
        0.144037285217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-09
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHH5
        
          
        
        850000.00000000
        PA
        USD
        865912.00000000
        0.179002881110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG GLOBAL FUNDING
        54930057MDZ7KOVOTV71
        AIG Global Funding
        00138CAM0
        
          
        
        525000.00000000
        PA
        USD
        527173.50000000
        0.108978251075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-07
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        Truist Bank
        89788JAB5
        
          
        
        1700000.00000000
        PA
        USD
        1730311.00000000
        0.357692992147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AH4
        
          
        
        1475000.00000000
        PA
        USD
        1477861.50000000
        0.305506178897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-11-13
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAS0
        
          
        
        700000.00000000
        PA
        USD
        708967.00000000
        0.146558929327
        Long
        DBT
        
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RHP0
        
          
        
        300000.00000000
        PA
        USD
        332343.00000000
        0.068702540808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EVE6
        
          
        
        400000.00000000
        PA
        USD
        407876.00000000
        0.084316857989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BP0
        
          
        
        1300000.00000000
        PA
        USD
        1302743.00000000
        0.269305368612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-03
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AX6
        
          
        
        675000.00000000
        PA
        USD
        669080.25000000
        0.138313468855
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477BH5
        
          
        
        450000.00000000
        PA
        USD
        465745.50000000
        0.096279744782
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-30
          Fixed
          2.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        891906AB5
        
          
        
        1150000.00000000
        PA
        USD
        1232213.50000000
        0.254725383922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2016-REV2
        34531BAA0
        
          
        
        500000.00000000
        PA
        USD
        505845.75000000
        0.104569340357
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DK7
        
          
        
        800000.00000000
        PA
        USD
        800272.00000000
        0.165433662625
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-05-04
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLAXOSMITHKLINE CAPITAL
        549300U0LV41VX7LEP38
        GlaxoSmithKline Capital PLC
        377373AL9
        
          
        
        875000.00000000
        PA
        USD
        875665.00000000
        0.181019038755
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-01
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHC6
        
          
        
        4125000.00000000
        PA
        USD
        4330755.00000000
        0.895261438092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AK9
        
          
        
        900000.00000000
        PA
        USD
        988848.00000000
        0.204416431438
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-10-02
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAF2
        
          
        
        1000000.00000000
        PA
        USD
        1030840.00000000
        0.213097092964
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Bank NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        00084DAT7
        
          
        
        600000.00000000
        PA
        USD
        617046.00000000
        0.127556855404
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-08-27
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        228227BD5
        
          
        
        1075000.00000000
        PA
        USD
        1182360.25000000
        0.244419630701
        Long
        DBT
        
        US
        N
        
        2
        
          2023-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106AH6
        
          
        
        725000.00000000
        PA
        USD
        779527.25000000
        0.161145270713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2012-3
        64032XAA3
        
          
        
        3132759.22000000
        PA
        USD
        3032455.79000000
        0.626874697716
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-02-25
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAD4
        
          
        
        500000.00000000
        PA
        USD
        500970.00000000
        0.103561416575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        17401QAS0
        
          
        
        1200000.00000000
        PA
        USD
        1243020.00000000
        0.256959322976
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-14
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AE0
        
          
        
        2900000.00000000
        PA
        USD
        2983984.00000000
        0.616854522383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-17
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Master Owner Trust Receivables
        N/A
        Nissan Master Owner Trust Receivables
        65474VAP6
        
          
        
        3100000.00000000
        PA
        USD
        3100205.59000000
        0.640880057839
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-10-17
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DAV7
        
          
        
        1175000.00000000
        PA
        USD
        1216935.75000000
        0.251567140051
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-15
          Fixed
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816BU2
        
          
        
        1350000.00000000
        PA
        USD
        1372059.00000000
        0.283634496407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-05-17
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833DV9
        
          
        
        800000.00000000
        PA
        USD
        808144.00000000
        0.167060976579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        86723AL26
        
          
        
        1500000.00000000
        PA
        USD
        1499736.00000000
        0.310028114755
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-11-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RALPH LAUREN CORP
        HO1QNWM0IXBZ0QSMMO20
        Ralph Lauren Corp
        731572AA1
        
          
        
        275000.00000000
        PA
        USD
        280159.00000000
        0.057914970769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BV4
        
          
        
        500000.00000000
        PA
        USD
        500440.00000000
        0.103451854025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Floating
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY CO
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331BB2
        
          
        
        475000.00000000
        PA
        USD
        490409.00000000
        0.101378227720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCEL ENERGY INC
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389BAZ3
        
          
        
        425000.00000000
        PA
        USD
        424783.25000000
        0.087811955022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT-WEST LIFECO US FI
        N/A
        Great-West Lifeco US Finance 2020 LP
        391399AA0
        
          
        
        425000.00000000
        PA
        USD
        423797.25000000
        0.087608127334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-12
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CT5
        
          
        
        2200000.00000000
        PA
        USD
        2221956.00000000
        0.459326728004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-01
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828TE0
        
          
        
        5745252.00000000
        PA
        USD
        5892183.26000000
        1.218042687442
        Long
        DBT
        UST
        US
        N
        
        1
        
          2022-07-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK PLC
        PTCQB104N23FMNK2RZ28
        Santander UK PLC
        80283LAY9
        
          
        
        950000.00000000
        PA
        USD
        981283.50000000
        0.202852684436
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-13
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCD5
        
          
        
        725000.00000000
        PA
        USD
        758161.50000000
        0.156728504567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAD9
        
          
        
        1175000.00000000
        PA
        USD
        1219614.75000000
        0.252120947734
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-04-26
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAE1
        
          
        
        1550000.00000000
        PA
        USD
        1527091.00000000
        0.315682989399
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-05-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XBE3
        
          
        
        1425000.00000000
        PA
        USD
        1461836.25000000
        0.302193410486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAY7
        
          
        
        1475000.00000000
        PA
        USD
        1609593.75000000
        0.332738105796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JE8
        
          
        
        1250000.00000000
        PA
        USD
        1250937.50000000
        0.258596042771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Credit Account Master Trust
        549300Y4SA5G3GIJTP18
        American Express Credit Account Master Trust
        02587AAN4
        
          
        
        2050000.00000000
        PA
        USD
        2126189.40000000
        0.439529684755
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELECTRIC UTILITIES
        N/A
        PPL Electric Utilities Corp
        69351UAX1
        
          
        
        275000.00000000
        PA
        USD
        274329.00000000
        0.056709782717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-28
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FN1
        
          
        
        825000.00000000
        PA
        USD
        915849.00000000
        0.189325947280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAH4
        
          
        
        675000.00000000
        PA
        USD
        618158.25000000
        0.127786781719
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYERISCHE LANDESBANK NY
        VDYMYTQGZZ6DU0912C88
        Bayerische Landesbank/New York
        0727MAZ20
        
          
        
        3000000.00000000
        PA
        USD
        3004816.56000000
        0.621161066537
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-02-03
          Floating
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGILL INC
        QXZYQNMR4JZ5RIRN4T31
        Cargill Inc
        141781BL7
        
          
        
        500000.00000000
        PA
        USD
        510740.00000000
        0.105581088491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-23
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERG
        549300JD0S5IZJE9LY15
        Berkshire Hathaway Energy Co
        084659AS0
        
          
        
        650000.00000000
        PA
        USD
        741266.50000000
        0.153235939876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENT
        N/A
        Time Warner Entertainment Co LP
        88731EAF7
        
          
        
        1000000.00000000
        PA
        USD
        1175510.00000000
        0.243003534739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119BL3
        
          
        
        1240000.00000000
        PA
        USD
        1298156.00000000
        0.268357135748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AQ1
        
          
        
        825000.00000000
        PA
        USD
        899266.50000000
        0.185897983150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAE0
        
          
        
        974000.00000000
        PA
        USD
        1055114.72000000
        0.218115206604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285K2
        
          
        
        12060000.00000000
        PA
        USD
        13063429.75000000
        2.700495618987
        Long
        DBT
        UST
        US
        N
        
        1
        
          2023-10-31
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY CO
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331BG1
        
          
        
        575000.00000000
        PA
        USD
        575799.25000000
        0.119030253294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CL0
        
          
        
        1325000.00000000
        PA
        USD
        1374502.00000000
        0.284139517747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-16
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Celanese US Holdings LLC
        CD30XVRLT4QO00B1C706
        Celanese US Holdings LLC
        15089QAJ3
        
          
        
        350000.00000000
        PA
        USD
        376638.50000000
        0.077859385984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        5493006Z6MTP02OKOJ80
        SLM Student Loan Trust 2007-1
        78443VAE2
        
          
        
        1184145.69000000
        PA
        USD
        1181522.45000000
        0.244246439183
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-26
          Floating
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216CN8
        
          
        
        525000.00000000
        PA
        USD
        576786.00000000
        0.119234236023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-25
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBC4
        
          
        
        1125000.00000000
        PA
        USD
        1277583.75000000
        0.264104403345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBE8
        
          
        
        1225000.00000000
        PA
        USD
        1264445.00000000
        0.261388337389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-14
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        75524KNH3
        
          
        
        900000.00000000
        PA
        USD
        957321.00000000
        0.197899113474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-28
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGERSOLL-RAND GL HLD CO
        549300UCF0D858BIOV83
        Trane Technologies Global Holding Co Ltd
        45687AAM4
        
          
        
        1300000.00000000
        PA
        USD
        1312337.00000000
        0.271288657493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-02-21
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBG3
        
          
        
        2175000.00000000
        PA
        USD
        2390542.50000000
        0.494177231538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QBU1
        
          
        
        2550000.00000000
        PA
        USD
        2636215.50000000
        0.544963194559
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-11-01
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QGH1
        
          
        
        3250000.00000000
        PA
        USD
        3353840.88000000
        0.693311999723
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHER-DANIELS-MIDLAND C
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039482AA2
        
          
        
        600000.00000000
        PA
        USD
        651636.00000000
        0.134707362220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        John Deere Capital Corp
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EUQ0
        
          
        
        300000.00000000
        PA
        USD
        311010.00000000
        0.064292544801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-10
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AP1
        
          
        
        675000.00000000
        PA
        USD
        671517.00000000
        0.138817198184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06367WRC9
        
          
        
        750000.00000000
        PA
        USD
        775372.50000000
        0.160286393344
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-11-01
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BE1
        
          
        
        1675000.00000000
        PA
        USD
        1687445.25000000
        0.348831707454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-12-29
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNOCO LOGISTICS PARTNER
        5493006LL0CKP8WQW329
        Sunoco Logistics Partners Operations LP
        86765BAR0
        
          
        
        1222000.00000000
        PA
        USD
        1237507.18000000
        0.255819702942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centex Home Equity
        N/A
        Centex Home Equity Loan Trust 2004-D
        152314LS7
        
          
        
        48410.57000000
        PA
        USD
        44980.81000000
        0.009298513688
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Floating
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAR9
        
          
        
        975000.00000000
        PA
        USD
        1006697.25000000
        0.208106260400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-09
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBA0
        
          
        
        1525000.00000000
        PA
        USD
        1585283.25000000
        0.327712595651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-14
          Fixed
          3.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578DAU6
        
          
        
        1725000.00000000
        PA
        USD
        1738644.75000000
        0.359415759888
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-02-03
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DJ0
        
          
        
        775000.00000000
        PA
        USD
        787454.25000000
        0.162783954365
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-05-04
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        KeyBank NA/Cleveland OH
        49327M2Z6
        
          
        
        725000.00000000
        PA
        USD
        737375.75000000
        0.152431637060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
        
        875000.00000000
        PA
        USD
        927500.00000000
        0.191734462889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER FIN CA
        549300P4EXZFF0LRNF59
        Schlumberger Finance Canada Ltd
        80685XAA9
        
          
        
        850000.00000000
        PA
        USD
        851793.50000000
        0.176084279477
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2020-11-20
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Fund - Money Market Fund
        549300AT6GF2CKVD8535
        Goldman Sachs Financial Square Fund - Money Market Fund
        38141W232
        
          
        
        9093.89800000
        NS
        USD
        9102.99000000
        0.001881786413
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NiSource Inc
        65473PAK1
        
          
        
        1025000.00000000
        PA
        USD
        1023616.25000000
        0.211603786413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle Holdings Inc
        549300EAEU8YV8MQXP30
        Nestle Holdings Inc
        641062AJ3
        
          
        
        1200000.00000000
        PA
        USD
        1230504.00000000
        0.254371993017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-24
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        06675FAS6
        
          
        
        1700000.00000000
        PA
        USD
        1755233.00000000
        0.362844912669
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-11-21
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285F3
        
          
        
        210000.00000000
        PA
        USD
        215971.88000000
        0.044646094243
        Long
        DBT
        UST
        US
        N
        
        1
        
          2021-10-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAE8
        
          
        
        275000.00000000
        PA
        USD
        290936.25000000
        0.060142863211
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Bank NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        00084DAQ3
        
          
        
        2100000.00000000
        PA
        USD
        2114910.00000000
        0.437197986964
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-01-19
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBY0
        
          
        
        1600000.00000000
        PA
        USD
        1624176.00000000
        0.335752574660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-04-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2A1
        
          
        
        900000.00000000
        PA
        USD
        931770.00000000
        0.192617164945
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-05-23
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sempra Energy
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BD0
        
          
        
        1700000.00000000
        PA
        USD
        1700034.00000000
        0.351434076424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-01-15
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Power Co
        5LADC78JBG2BMZD5XF57
        Southern Power Co
        843646AT7
        
          
        
        1150000.00000000
        PA
        USD
        1177117.00000000
        0.243335736661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-12-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ryder System Inc
        ZXJ6Y2OSPZXIVGRILD15
        Ryder System Inc
        78355HKM0
        
          
        
        875000.00000000
        PA
        USD
        906290.00000000
        0.187349893662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VAZ6
        
          
        
        649000.00000000
        PA
        USD
        686804.25000000
        0.141977405912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAD1
        
          
        
        1400000.00000000
        PA
        USD
        1480640.00000000
        0.306080555399
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-06-27
          Fixed
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAG5
        
          
        
        2250000.00000000
        PA
        USD
        2445930.00000000
        0.505627034841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-25
          Fixed
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAT3
        
          
        
        2150000.00000000
        PA
        USD
        2156450.00000000
        0.445785210240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-18
          Floating
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBG3
        
          
        
        2350000.00000000
        PA
        USD
        2392676.00000000
        0.494618272483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-19
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Union Bank NA
        OX3PU53ZLPQKJ4700D47
        MUFG Union Bank NA
        90520EAH4
        
          
        
        1325000.00000000
        PA
        USD
        1375005.50000000
        0.284243602169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADOBE INC
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724PAA7
        
          
        
        450000.00000000
        PA
        USD
        463959.00000000
        0.095910436299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USAA CAPITAL CORP
        N/A
        USAA Capital Corp
        90327QD48
        
          
        
        150000.00000000
        PA
        USD
        153867.00000000
        0.031807662103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATL RESOURCES
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385AZ4
        
          
        
        825000.00000000
        PA
        USD
        840798.75000000
        0.173811425045
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-07-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2020-10-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  





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