Form NPORT-P GOLDMAN SACHS TRUST For: Sep 30

November 27, 2020 6:05 AM

  
    NPORT-P
    false
    
      
      
        
          0000822977
          XXXXXXXX
        
      
      
      
      
        S000044037
        C000195498
        C000204425
        C000136681
        C000174583
        C000202005
        C000136680
        C000174582
      
      
      
    
  
  
    
      GOLDMAN SACHS TRUST
      811-05349
      0000822977
      S2FHCT8U6D2VORP0J605
      71  SOUTH WACKER DRIVE
      C/O GOLDMAN SACHS & CO
      CHICAGO
      
      60606
      312-655-4400
      Goldman Sachs Short-Term Conservative Income Fund
      S000044037
      5493005F2JE1UB8BK484
      2021-03-31
      2020-09-30
      N
    
    
      4919109991.34
      131400649.68
      4787709341.66
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      4788881.34000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
        
        
      
      
      
      
      
    
    
      
        IONIC CAPITAL II
        254900ABXGHL7TZDR053
        IONIC CAPITAL II
        46221LK81
        
          
        
        12311000.00000000
        PA
        USD
        12310507.56000000
        0.257127295779
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANK
        QFROUN1UWUYU0DVIWD51
        Fifth Third Bank NA
        31677QBQ1
        
          
        
        20000000.00000000
        PA
        USD
        20110600.00000000
        0.420046384708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Floating
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schlumberger Holdings Corp
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        80686DLA0
        
          
        
        7000000.00000000
        PA
        USD
        6999489.77000000
        0.146197048953
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TGP4
        
          
        
        25150000.00000000
        PA
        USD
        25150000.00000000
        0.525303400963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-10-23
          Floating
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON NATL LIFE GLOBAL
        635400PQXLYXWJI5QD78
        Jackson National Life Global Funding
        46849LTN1
        
          
        
        50000000.00000000
        PA
        USD
        50044500.00000000
        1.045270220657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-06
          Floating
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22549LE84
        
          
        
        2900000.00000000
        PA
        USD
        2902129.88000000
        0.060616250338
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2021-02-05
          Floating
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER & LIGHT CO
        A89MY1K3YLIGJMYWVX50
        Florida Power & Light Co
        341081GA9
        
          
        
        14075000.00000000
        PA
        USD
        14085134.00000000
        0.294193590188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-28
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964K2
        
          
        
        300000.00000000
        PA
        USD
        299983.71000000
        0.006265704298
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP NEW YORK
        529900ODI3047E2LIV03
        Nordea Bank Abp/New York NY
        65558THJ7
        
          
        
        4600000.00000000
        PA
        USD
        4613148.13000000
        0.096353972240
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2021-05-05
          Floating
          0.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516CC8
        
          
        
        24055000.00000000
        PA
        USD
        24089158.10000000
        0.503145792297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-19
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance LLC
        54930093Q75GSEM74I71
        Bayer US Finance LLC
        07274EAF0
        
          
        
        25413000.00000000
        PA
        USD
        26038922.19000000
        0.543870154426
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-08
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA FDG CO
        N/A
        COLUMBIA FDG CO
        19767CKN5
        
          
        
        25000000.00000000
        PA
        USD
        24997632.00000000
        0.522120918713
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AP7
        
          
        
        3150000.00000000
        PA
        USD
        3265888.50000000
        0.068214009392
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-12
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816CB3
        
          
        
        8000000.00000000
        PA
        USD
        8065600.00000000
        0.168464696255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-02-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DV3
        
          
        
        38000000.00000000
        PA
        USD
        38113240.00000000
        0.796064198558
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-15
          Floating
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAA1
        
          
        
        27750000.00000000
        PA
        USD
        28298895.00000000
        0.591073788748
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-06-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON NATL LIFE GLOBAL
        635400PQXLYXWJI5QD78
        Jackson National Life Global Funding
        46849LTA9
        
          
        
        25000000.00000000
        PA
        USD
        25060750.00000000
        0.523439252711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-11
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CAE4
        
          
        
        4194000.00000000
        PA
        USD
        4260684.60000000
        0.088992131642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-09-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL CHICAGO
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal/Chicago IL
        06367BFV6
        
          
        
        20000000.00000000
        PA
        USD
        20004197.80000000
        0.417823981625
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-02-08
          Floating
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Bank NV
        3TK20IVIUJ8J3ZU0QE75
        ING Bank NV
        449786BF8
        
          
        
        4400000.00000000
        PA
        USD
        4429392.00000000
        0.092515891920
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-08-15
          Floating
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468H5
        
          
        
        11195000.00000000
        PA
        USD
        11230600.10000000
        0.234571468286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-10
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albion Capital Corp SA / Albion Capital LLC
        N/A
        Albion Capital Corp SA / Albion Capital LLC
        01329WLL3
        
          
        
        37604000.00000000
        PA
        USD
        37597767.14000000
        0.785297612218
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-11-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        Santander UK PLC
        80283LAW3
        
          
        
        21800000.00000000
        PA
        USD
        21916194.00000000
        0.457759492818
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-11-15
          Floating
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI TRUST NY
        N/A
        SUMITOMO MITSUI TRUST NY
        86564GHH7
        
          
        
        39386000.00000000
        PA
        USD
        39389344.66000000
        0.822717960701
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2020-12-07
          Fixed
          0.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        N/A
        WALT DISNEY CO
        2546R2R73
        
          
        
        2000000.00000000
        PA
        USD
        1996566.50000000
        0.041701915415
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY PROGRESS LLC
        0NIFZ782LS46WOC9QK20
        Duke Energy Progress LLC
        26442UAJ3
        
          
        
        14400000.00000000
        PA
        USD
        14415120.00000000
        0.301085946771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-18
          Floating
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BK
        N/A
        NORINCHUKIN BK
        65602VX76
        
          
        
        19025000.00000000
        PA
        USD
        19025782.31000000
        0.397387998148
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2021-02-26
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114Q3V8
        
          
        
        19500000.00000000
        PA
        USD
        19536465.00000000
        0.408054533093
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2021-07-30
          Variable
          0.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XAM6
        
          
        
        7900000.00000000
        PA
        USD
        7969599.00000000
        0.166459541114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-04-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SERVICE
        EDBQKYOPJUCJKLOJDE72
        Caterpillar Financial Services Corp
        14913R2B2
        
          
        
        8220000.00000000
        PA
        USD
        8299734.00000000
        0.173355009832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-13
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MAB6
        
          
        
        20000000.00000000
        PA
        USD
        20220200.00000000
        0.422335579648
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-03-09
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127963B3
        
          
        
        9400000.00000000
        PA
        USD
        9398511.70000000
        0.196304976541
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-11-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578AAQ1
        
          
        
        26230000.00000000
        PA
        USD
        26230000.00000000
        0.547861161323
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-01-14
          Floating
          0.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GEF2
        
          
        
        41000000.00000000
        PA
        USD
        41161130.00000000
        0.859724913578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-13
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
        64990FXG4
        
          
        
        12440000.00000000
        PA
        USD
        12738933.20000000
        0.266075742926
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-03-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127963J6
        
          
        
        800000.00000000
        PA
        USD
        799844.45000000
        0.016706203174
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-12-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF KUWAIT SAKP
        N/A
        NATIONAL BANK OF KUWAIT SAKP
        63376DGG4
        
          
        
        35000000.00000000
        PA
        USD
        35002515.45000000
        0.731091069907
        Long
        STIV
        CORP
        KW
        N
        
        2
        
          2020-12-11
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516CD6
        
          
        
        3866000.00000000
        PA
        USD
        3867739.70000000
        0.080784764153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-19
          Floating
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BF0
        
          
        
        12500000.00000000
        PA
        USD
        12583250.00000000
        0.262824016706
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-03-07
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        N/A
        WALT DISNEY CO
        2546R2RC2
        
          
        
        10000000.00000000
        PA
        USD
        9982486.10000000
        0.208502341884
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127963K3
        
          
        
        3300000.00000000
        PA
        USD
        3299329.47000000
        0.068912484751
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-12-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00912XAS3
        
          
        
        22940000.00000000
        PA
        USD
        23187063.80000000
        0.484303915407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        9127965F2
        
          
        
        100000.00000000
        PA
        USD
        99978.00000000
        0.002088222004
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-12-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YAB5
        
          
        
        20190000.00000000
        PA
        USD
        20431472.40000000
        0.426748387213
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-04-12
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747WAF6
        
          
        
        6256000.00000000
        PA
        USD
        6361726.40000000
        0.132876203336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-01-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA
        AD6GFRVSDT01YPT1CS68
        PNC Bank NA
        69353RFU7
        
          
        
        33500000.00000000
        PA
        USD
        33530820.00000000
        0.700352039089
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-24
          Floating
          0.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816CE7
        
          
        
        20000000.00000000
        PA
        USD
        20121800.00000000
        0.420280317038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-20
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNPC Finance HK Ltd
        3003002NJ625UNILOU94
        CNPC Finance HK Ltd
        12623KK63
        
          
        
        40000000.00000000
        PA
        USD
        39998086.80000000
        0.835432645251
        Long
        STIV
        CORP
        HK
        
        N
        
        2
        
          2020-10-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06367WYH0
        
          
        
        54147000.00000000
        PA
        USD
        54402573.84000000
        1.136296503353
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-03-10
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822AA2
        
          
        
        7650000.00000000
        PA
        USD
        7734150.00000000
        0.161541761374
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BR0
        
          
        
        10000000.00000000
        PA
        USD
        10033600.00000000
        0.209569948465
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-10
          Floating
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        064159YN0
        
          
        
        60000000.00000000
        PA
        USD
        60037800.00000000
        1.253998430472
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-15
          Floating
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO DE CHILE
        N/A
        BANCO DEL ESTADO DE CHILE
        05972NMN9
        
          
        
        13998000.00000000
        PA
        USD
        13982767.10000000
        0.292055471670
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-12-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBJ7
        
          
        
        21142000.00000000
        PA
        USD
        21182381.22000000
        0.442432480929
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-19
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORINCHUKIN BK
        N/A
        NORINCHUKIN BK
        65602VW85
        
          
        
        25000000.00000000
        PA
        USD
        25002099.00000000
        0.522214220116
        Long
        STIV
        CORP
        JP
        N
        
        2
        
          2020-11-24
          Fixed
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        83051GAJ7
        
          
        
        12000000.00000000
        PA
        USD
        12219600.00000000
        0.255228526378
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2021-05-17
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McKesson Corp
        549300WZWOM80UCFSF54
        McKesson Corp
        581557BM6
        
          
        
        18970000.00000000
        PA
        USD
        19068264.60000000
        0.398275317886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-11-30
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816BY4
        
          
        
        13038000.00000000
        PA
        USD
        13471513.50000000
        0.281377012233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-05
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank/New York
        RILFO74KP1CM8P6PCT96
        Standard Chartered Bank/New York
        85324TV29
        
          
        
        10750000.00000000
        PA
        USD
        10723409.88000000
        0.223977879916
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-08-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANK NA CINCINNATI
        6BYL5QZYBDK8S7L73M02
        US Bank NA/Cincinnati OH
        90331HNY5
        
          
        
        15400000.00000000
        PA
        USD
        15442658.00000000
        0.322547943034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-16
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HJC5
        
          
        
        7061000.00000000
        PA
        USD
        7310606.35000000
        0.152695283449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBH2
        
          
        
        40000000.00000000
        PA
        USD
        39984400.00000000
        0.835146771590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-09
          Floating
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        School District of Philadelphia/The
        254900HSKDHZKBZCUL90
        PHILADELPHIA PA SCH DIST
        717883XP2
        
          
        
        10245000.00000000
        PA
        USD
        10531552.65000000
        0.219970593418
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-06-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNZ INTL FUNDING/LONDON
        549300HVMZ89HDMELW08
        BNZ International Funding Ltd/London
        05579HAD4
        
          
        
        13145000.00000000
        PA
        USD
        13235437.60000000
        0.276446138549
        Long
        DBT
        CORP
        NZ
        N
        
        2
        
          2021-09-14
          Floating
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US Capital LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565EAF2
        
          
        
        10595000.00000000
        PA
        USD
        10667999.55000000
        0.222820534596
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-04-11
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIME FUNDING
        N/A
        LIME FUNDING
        53262QKM5
        
          
        
        16340000.00000000
        PA
        USD
        16338532.18000000
        0.341259901427
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-10-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127962T5
        
          
        
        800000.00000000
        PA
        USD
        799948.98000000
        0.016708386472
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        GE Capital International Funding Co Unlimited Co
        36164QMS4
        
          
        
        43194000.00000000
        PA
        USD
        43295505.90000000
        0.904305228457
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2020-11-15
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGX1
        
          
        
        10935000.00000000
        PA
        USD
        10942217.10000000
        0.228548065873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-23
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LH2
        
          
        
        8664000.00000000
        PA
        USD
        8747867.52000000
        0.182715091826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-25
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Bank NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        00084DAQ3
        
          
        
        7307000.00000000
        PA
        USD
        7358879.70000000
        0.153703559987
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-01-19
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FIN CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        05531FAY9
        
          
        
        10000000.00000000
        PA
        USD
        10056700.00000000
        0.210052433895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Floating
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        N/A
        WALT DISNEY CO
        2546R2R73
        
          
        
        10900000.00000000
        PA
        USD
        10881287.43000000
        0.227275439119
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US Capital LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565EBF1
        
          
        
        11420000.00000000
        PA
        USD
        11840141.80000000
        0.247302853098
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-14
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607GKW3
        
          
        
        38955000.00000000
        PA
        USD
        39238981.95000000
        0.819577362572
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-03-17
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22549L3K9
        
          
        
        25000000.00000000
        PA
        USD
        25088825.00000000
        0.524025650047
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-01-10
          Fixed
          0.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        369622SM8
        
          
        
        3046000.00000000
        PA
        USD
        3095192.90000000
        0.064648721948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-02-11
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DR2
        
          
        
        10000000.00000000
        PA
        USD
        10356900.00000000
        0.216322655802
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of China Ltd/Hong Kong
        549300OGSFI8KL1WUU09
        Bank of China Ltd/Hong Kong
        06119QLL9
        
          
        
        5500000.00000000
        PA
        USD
        5497008.00000000
        0.114814989961
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2020-11-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828L99
        
          
        
        1100000.00000000
        PA
        USD
        1101074.22000000
        0.022997933696
        Long
        DBT
        UST
        US
        N
        
        1
        
          2020-10-31
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINL SERVICE
        EDBQKYOPJUCJKLOJDE72
        Caterpillar Financial Services Corp
        14912L6E6
        
          
        
        13030000.00000000
        PA
        USD
        13313141.90000000
        0.278069133899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCF4
        
          
        
        11892000.00000000
        PA
        USD
        12324868.80000000
        0.257427256344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Construction Bank Corp/New York
        5493001KQW6DM7KEDR62
        China Construction Bank Corp/New York
        16891MLC1
        
          
        
        17097000.00000000
        PA
        USD
        17093262.94000000
        0.357023823298
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-11-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYERISCHE LANDESBANK NY
        VDYMYTQGZZ6DU0912C88
        Bayerische Landesbank/New York
        0727MAZ20
        
          
        
        13000000.00000000
        PA
        USD
        13020871.76000000
        0.271964541512
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-02-03
          Floating
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967FT3
        
          
        
        4825000.00000000
        PA
        USD
        5071557.50000000
        0.105928684013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-14
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of China Ltd/Hong Kong
        549300OGSFI8KL1WUU09
        Bank of China Ltd/Hong Kong
        06119QQ34
        
          
        
        15666000.00000000
        PA
        USD
        15623244.04000000
        0.326319810270
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2021-03-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550UAA9
        
          
        
        50900000.00000000
        PA
        USD
        50944283.00000000
        1.064063821851
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-02-04
          Floating
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salisbury Receivables Co LLC
        549300HB2PGDP0V6U989
        Salisbury Receivables Co LLC
        79490AM70
        
          
        
        25000000.00000000
        PA
        USD
        24986872.25000000
        0.521896181804
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-12-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05567LT31
        
          
        
        6000000.00000000
        PA
        USD
        6080400.00000000
        0.127000190823
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS NY BRANCH
        2549003L5ZG5M2ZSE107
        Natixis SA/New York NY
        63873NG88
        
          
        
        25000000.00000000
        PA
        USD
        25043529.50000000
        0.523079571311
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-01-22
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE CIB
        1VUV7VQFKUOQSJ21A208
        Credit Agricole Corporate & Investment Bank SA
        22533AA98
        
          
        
        30644000.00000000
        PA
        USD
        30644000.00000000
        0.640055563385
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-10-03
          Floating
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYERISCHE LANDESBANK NY
        VDYMYTQGZZ6DU0912C88
        Bayerische Landesbank/New York
        0727MAY21
        
          
        
        39675000.00000000
        PA
        USD
        39596667.26000000
        0.827048269523
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-01-28
          Floating
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO DE CHILE
        N/A
        BANCO DEL ESTADO DE CHILE
        05971XUH2
        
          
        
        6661000.00000000
        PA
        USD
        6661581.37000000
        0.139139218666
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964R7
        
          
        
        300000.00000000
        PA
        USD
        299972.50000000
        0.006265470156
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-11-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHH5
        
          
        
        27125000.00000000
        PA
        USD
        27632780.00000000
        0.577160767876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAG7
        
          
        
        4900000.00000000
        PA
        USD
        4952479.00000000
        0.103441513395
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-04-08
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05581KAE1
        
          
        
        32050000.00000000
        PA
        USD
        32120510.00000000
        0.670895154818
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-08-07
          Floating
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578AAR9
        
          
        
        31430000.00000000
        PA
        USD
        31436600.30000000
        0.656610459337
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-02-17
          Floating
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Societe Generale SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368YFM4
        
          
        
        40000000.00000000
        PA
        USD
        39921480.00000000
        0.833832573181
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2021-06-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBY0
        
          
        
        25000000.00000000
        PA
        USD
        25377750.00000000
        0.530060373113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-04-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co/The
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        09702LL45
        
          
        
        5000000.00000000
        PA
        USD
        4994643.05000000
        0.104322186113
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AV4
        
          
        
        18008000.00000000
        PA
        USD
        18020785.68000000
        0.376396819313
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2020-11-13
          Floating
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED CAISSES DESJARDINS
        549300B2Q47IR0CR5B54
        Federation des Caisses Desjardins du Quebec
        31429KAB9
        
          
        
        17000000.00000000
        PA
        USD
        17027710.00000000
        0.355654631158
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2020-10-30
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE CIB NY
        254900BN8XS34XZDJ223
        Credit Agricole Corporate and Investment Bank/New York
        22532XMW5
        
          
        
        30000000.00000000
        PA
        USD
        30064781.70000000
        0.627957537822
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-09-10
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI BANK NY
        549300MS3WYYVQ4HXM15
        Sumitomo Mitsui Banking Corp/New York
        86565B6D8
        
          
        
        25250000.00000000
        PA
        USD
        25269268.78000000
        0.527794545924
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-11-05
          Floating
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB Bank ASA
        549300GKFG0RYRRQ1414
        DNB Bank ASA
        23329PAC4
        
          
        
        10000000.00000000
        PA
        USD
        10000000.00000000
        0.208868151476
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2020-10-02
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Svenska Handelsbanken AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB
        86960BAM4
        
          
        
        5000000.00000000
        PA
        USD
        5026800.00000000
        0.104993842384
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2021-03-30
          Floating
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Abu Dhabi Bank PJSC
        2138002Y3WMK6RZS8H90
        First Abu Dhabi Bank PJSC
        31849HVT6
        
          
        
        20000000.00000000
        PA
        USD
        19952372.80000000
        0.416741522430
        Long
        STIV
        CORP
        AE
        N
        
        2
        
          2021-08-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        HSBC Bank PLC
        40433GV38
        
          
        
        10603000.00000000
        PA
        USD
        10577591.93000000
        0.220932207349
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-08-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AS3
        
          
        
        6807000.00000000
        PA
        USD
        6791684.25000000
        0.141856653471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-02-26
          Floating
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BL7
        
          
        
        6067000.00000000
        PA
        USD
        6285472.67000000
        0.131283505773
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-18
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT INDUST ET COMM NY
        N4JDFKKH2FTD8RKFXO39
        Credit Industriel et Commercial/New York
        22536UZC7
        
          
        
        20000000.00000000
        PA
        USD
        20000898.00000000
        0.417755059313
        Long
        STIV
        CORP
        FR
        N
        
        2
        
          2020-11-25
          Floating
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        06675FAF4
        
          
        
        30000000.00000000
        PA
        USD
        30027000.00000000
        0.627168398438
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2020-10-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        Citibank NA
        17325FAX6
        
          
        
        30000000.00000000
        PA
        USD
        30059400.00000000
        0.627845131249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-20
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BG3
        
          
        
        4550000.00000000
        PA
        USD
        4604190.50000000
        0.096166875878
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-01-05
          Floating
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        Truist Bank
        89788JAC3
        
          
        
        16760000.00000000
        PA
        USD
        16857208.00000000
        0.352093387401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC NY
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC/NY
        06742TUQ7
        
          
        
        30000000.00000000
        PA
        USD
        29999989.20000000
        0.626604228852
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-08-03
          Floating
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114QCL0
        
          
        
        13100000.00000000
        PA
        USD
        13102096.00000000
        0.273661057198
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-28
          Floating
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT International Finance PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05531MKE7
        
          
        
        8000000.00000000
        PA
        USD
        7998618.64000000
        0.167065668970
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-10-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468K8
        
          
        
        64982000.00000000
        PA
        USD
        65958029.64000000
        1.377653172594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-20
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Agricultural Bank of China Ltd/New York
        549300E7TSGLCOVSY746
        Agricultural Bank of China Ltd/New York
        00850UME1
        
          
        
        1000000.00000000
        PA
        USD
        999187.50000000
        0.020869844610
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2020-12-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65557CAD5
        
          
        
        9300000.00000000
        PA
        USD
        9420621.00000000
        0.196766769403
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2021-01-14
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114Q3J5
        
          
        
        7000000.00000000
        PA
        USD
        7013300.00000000
        0.146485500675
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-07-22
          Variable
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90351DAD9
        
          
        
        38763000.00000000
        PA
        USD
        39308395.41000000
        0.821027188679
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2021-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMP BK COMM NY
        549300H8L46OOZOFHU82
        Canadian Imperial Bank of Commerce/New York NY
        13606CDK7
        
          
        
        17000000.00000000
        PA
        USD
        17020134.46000000
        0.355496402254
        Long
        STIV
        CORP
        CA
        N
        
        2
        
          2021-08-06
          Floating
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank NA
        E57ODZWZ7FF32TWEFA76
        Citibank NA
        17325FAY4
        
          
        
        10100000.00000000
        PA
        USD
        10250086.00000000
        0.214091651529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-20
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBA7
        
          
        
        14323000.00000000
        PA
        USD
        14330304.73000000
        0.299314425905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-28
          Floating
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landesbank Hessen-Thueringen Girozentrale/New York
        DIZES5CFO5K3I5R58746
        Landesbank Hessen-Thueringen Girozentrale/New York
        51489GP43
        
          
        
        15000000.00000000
        PA
        USD
        14991427.50000000
        0.313123174992
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-02-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLLATERALIZED CP V CO
        N/A
        COLLATERALIZED CP V CO
        19424HRM4
        
          
        
        7923000.00000000
        PA
        USD
        7914109.28000000
        0.165300537589
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-04-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        8225X2TE4
        
          
        
        25000000.00000000
        PA
        USD
        24945566.00000000
        0.521033425795
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-06-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127962S7
        
          
        
        33300000.00000000
        PA
        USD
        33298529.47000000
        0.695500229728
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERAT RABOBANK UA/NY
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA/NY
        21688AAJ1
        
          
        
        16805000.00000000
        PA
        USD
        17321081.55000000
        0.361782228492
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-01-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBD0
        
          
        
        9670000.00000000
        PA
        USD
        9685762.10000000
        0.202304722546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-03-12
          Floating
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        21685WDD6
        
          
        
        9251000.00000000
        PA
        USD
        9688017.24000000
        0.202351825239
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-02-08
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of China Ltd/Hong Kong
        549300OGSFI8KL1WUU09
        Bank of China Ltd/Hong Kong
        06119QM38
        
          
        
        12659000.00000000
        PA
        USD
        12649187.88000000
        0.264201249017
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2020-12-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF KUWAIT SAKP
        N/A
        NATIONAL BANK OF KUWAIT SAKP
        63376DGB5
        
          
        
        47000000.00000000
        PA
        USD
        47015843.23000000
        0.982011226556
        Long
        STIV
        CORP
        KW
        N
        
        2
        
          2021-03-05
          Fixed
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBB0
        
          
        
        2095000.00000000
        PA
        USD
        2094937.15000000
        0.043756564998
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-02-18
          Floating
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KW0
        
          
        
        6588000.00000000
        PA
        USD
        6641626.32000000
        0.138722421225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-02
          Floating
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        83051GAP3
        
          
        
        25000000.00000000
        PA
        USD
        24994500.00000000
        0.522055501208
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-09-01
          Floating
          0.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06739GCR8
        
          
        
        6500000.00000000
        PA
        USD
        6609395.00000000
        0.138049211602
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-05-12
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127962J7
        
          
        
        1000000.00000000
        PA
        USD
        999998.38000000
        0.020886781311
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HJD3
        
          
        
        9428000.00000000
        PA
        USD
        9938809.04000000
        0.207590067206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-24
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Fund - Money Market Fund
        549300AT6GF2CKVD8535
        Goldman Sachs Financial Square Fund - Money Market Fund
        38141W232
        
          
        
        198767898.69500000
        NS
        USD
        198966666.59000000
        4.155779985612
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964P1
        
          
        
        125000000.00000000
        PA
        USD
        124925746.25000000
        2.609300969107
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON NATIONAL BANK
        2WHM8VNJH63UN14OL754
        Huntington National Bank/The
        44644AAG2
        
          
        
        15000000.00000000
        PA
        USD
        15018900.00000000
        0.313696988021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-02-05
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Power Co
        5LADC78JBG2BMZD5XF57
        Southern Power Co
        843646AV2
        
          
        
        15300000.00000000
        PA
        USD
        15307344.00000000
        0.319721664529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-12-20
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Construction Bank Corp/New York
        5493001KQW6DM7KEDR62
        China Construction Bank Corp/New York
        16891MK65
        
          
        
        20000000.00000000
        PA
        USD
        19999533.40000000
        0.417726557165
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-10-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        Santander UK PLC
        80283LAT0
        
          
        
        31650000.00000000
        PA
        USD
        32271289.50000000
        0.674044458363
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-06-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        Intercontinental Exchange Inc
        45866FAR5
        
          
        
        30000000.00000000
        PA
        USD
        30067200.00000000
        0.628008048407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236THE8
        
          
        
        24891000.00000000
        PA
        USD
        24859861.36000000
        0.519243328822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-14
          Floating
          0.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA
        F3JS33DEI6XQ4ZBPTN86
        Skandinaviska Enskilda Banken AB
        83051GAK4
        
          
        
        5100000.00000000
        PA
        USD
        5297217.00000000
        0.110641992276
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2022-03-25
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Bank NV
        3TK20IVIUJ8J3ZU0QE75
        ING Bank NV
        44987CAM0
        
          
        
        11520000.00000000
        PA
        USD
        11654899.20000000
        0.243433725155
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-03-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Connecticut
        5493007GRO6CU0IKP741
        CONNECTICUT ST
        20772KJT7
        
          
        
        1475000.00000000
        PA
        USD
        1503644.50000000
        0.031406344719
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2021-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254AY6
        
          
        
        20058000.00000000
        PA
        USD
        20187374.10000000
        0.421649951143
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-01-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI BANK NY
        549300MS3WYYVQ4HXM15
        Sumitomo Mitsui Banking Corp/New York
        86565CKU2
        
          
        
        24550000.00000000
        PA
        USD
        24557635.54000000
        0.512930793987
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-08
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127963A5
        
          
        
        2500000.00000000
        PA
        USD
        2499715.20000000
        0.052211089304
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-11-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bedford Row Funding Corp
        N/A
        Bedford Row Funding Corp
        07644AL93
        
          
        
        20000000.00000000
        PA
        USD
        19996822.20000000
        0.417669928832
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-11-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Industrial & Commercial Bank of China Ltd/New York NY
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd/New York NY
        45581BK71
        
          
        
        19000000.00000000
        PA
        USD
        18999519.68000000
        0.396839455450
        Long
        STIV
        CORP
        CN
        N
        
        2
        
          2020-10-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964T3
        
          
        
        34300000.00000000
        PA
        USD
        34296069.22000000
        0.716335658089
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-11-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AQ5
        
          
        
        5500000.00000000
        PA
        USD
        5523375.00000000
        0.115365712616
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-12
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        Citizens Bank NA/Providence RI
        17401QAT8
        
          
        
        15000000.00000000
        PA
        USD
        15052650.00000000
        0.314401918032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-14
          Floating
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YAF6
        
          
        
        10446000.00000000
        PA
        USD
        10538447.10000000
        0.220114596521
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-09-13
          Floating
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        N/A
        WALT DISNEY CO
        2546R2TW6
        
          
        
        9115000.00000000
        PA
        USD
        9090738.15000000
        0.189876567294
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-06-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816BU2
        
          
        
        15607000.00000000
        PA
        USD
        15862018.38000000
        0.331307045771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-05-17
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRT9
        
          
        
        14775000.00000000
        PA
        USD
        14961165.00000000
        0.312491087748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-07
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Financial Square Government Fund
        549300BRJMXN4GUWZ402
        Goldman Sachs Financial Square Government Fund
        38141W273
        
          
        
        680337892.04000000
        NS
        USD
        680337892.04000000
        14.21009178899
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAL4
        
          
        
        8644000.00000000
        PA
        USD
        9036351.16000000
        0.188740596288
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        Santander UK PLC
        80283LAU7
        
          
        
        13350000.00000000
        PA
        USD
        13390317.00000000
        0.279681075947
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-06-01
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANK CORP MKTS/NY
        213800MBWEIJDM5CU638
        Lloyds Bank Corporate Markets PLC/New York NY
        53947BCH1
        
          
        
        24400000.00000000
        PA
        USD
        24440627.71000000
        0.510486873071
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-08-17
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127963L1
        
          
        
        15700000.00000000
        PA
        USD
        15695970.28000000
        0.327838829801
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-12-24
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN NY
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken/New York NY
        86959RHB9
        
          
        
        5000000.00000000
        PA
        USD
        5004278.35000000
        0.104523436843
        Long
        STIV
        CORP
        SE
        N
        
        2
        
          2021-06-18
          Floating
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB BANK ASA
        549300GKFG0RYRRQ1414
        DNB Bank ASA
        2332K4KN3
        
          
        
        13700000.00000000
        PA
        USD
        13708373.58000000
        0.286324264940
        Long
        STIV
        CORP
        NO
        N
        
        2
        
          2021-02-24
          Floating
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dupont De Nemours Inc
        5493004JF0SDFLM8GD76
        DuPont de Nemours Inc
        26078JAG5
        
          
        
        10000000.00000000
        PA
        USD
        10008800.00000000
        0.209051955449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-11-15
          Floating
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Bank NA
        KB1H1DSPRFMYMCUFXT09
        Wells Fargo Bank NA
        94988J5W3
        
          
        
        26000000.00000000
        PA
        USD
        26072020.00000000
        0.544561462266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-27
          Floating
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CAA2
        
          
        
        13355000.00000000
        PA
        USD
        13401876.05000000
        0.279922507688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-11-25
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        Chevron USA Inc
        166756AF3
        
          
        
        18585000.00000000
        PA
        USD
        18598009.50000000
        0.388453186541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-12
          Fixed
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964J5
        
          
        
        1200000.00000000
        PA
        USD
        1199951.93000000
        0.025063174147
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        6325C0DT5
        
          
        
        4950000.00000000
        PA
        USD
        4954009.50000000
        0.103473480666
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2021-01-12
          Floating
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AX0
        
          
        
        20000000.00000000
        PA
        USD
        20368000.00000000
        0.425422650927
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964G1
        
          
        
        100000.00000000
        PA
        USD
        99999.20000000
        0.002088664805
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albion Capital Corp SA / Albion Capital LLC
        N/A
        Albion Capital Corp SA / Albion Capital LLC
        01329WNT4
        
          
        
        25000000.00000000
        PA
        USD
        24986447.25000000
        0.521887304907
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-01-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796TN9
        
          
        
        200000.00000000
        PA
        USD
        199997.97000000
        0.004177320629
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214DH3
        
          
        
        18690000.00000000
        PA
        USD
        18852229.20000000
        0.393763026421
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2022-01-11
          Floating
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN NY
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken/New York NY
        86959RET3
        
          
        
        23850000.00000000
        PA
        USD
        23882988.84000000
        0.498839573074
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2022-01-06
          Floating
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Versailles Commercial Paper LLC
        N/A
        Versailles Commercial Paper LLC
        92512LN56
        
          
        
        50000000.00000000
        PA
        USD
        49972786.00000000
        1.043772343595
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-01-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REINSURANCE GRP OF AMER
        LORM1GNEU1DKEW527V90
        Reinsurance Group of America Inc
        759351AJ8
        
          
        
        9125000.00000000
        PA
        USD
        9391632.50000000
        0.196161291962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280AZ2
        
          
        
        9268000.00000000
        PA
        USD
        9355953.32000000
        0.195416067525
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-05-25
          Floating
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERPUBLIC GROUP COS
        5493008IUOJ5VWTRC333
        Interpublic Group of Cos Inc/The
        460690BM1
        
          
        
        10100000.00000000
        PA
        USD
        10100000.00000000
        0.210956832991
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2020-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shell International Finance BV
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        8225X2NT7
        
          
        
        20000000.00000000
        PA
        USD
        19984728.40000000
        0.417417327867
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2021-01-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964Q9
        
          
        
        1100000.00000000
        PA
        USD
        1099918.83000000
        0.022973801279
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-11-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AJ2
        
          
        
        12960000.00000000
        PA
        USD
        13081435.20000000
        0.273229518888
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-03-29
          Floating
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizuho Bank Ltd
        RB0PEZSDGCO3JS6CEU02
        Mizuho Bank Ltd
        60688XAW0
        
          
        
        20000000.00000000
        PA
        USD
        20023000.00000000
        0.418216699701
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2020-10-20
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DZ BANK NY
        529900HNOAA1KXQJUQ27
        DZ Bank AG Deutsche Zentral-Genossenschaftsbank/New York
        23328AM50
        
          
        
        50000000.00000000
        PA
        USD
        49897145.00000000
        1.042192444011
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-02-17
          Floating
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Bank NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        00084DAS9
        
          
        
        38650000.00000000
        PA
        USD
        38810397.50000000
        0.810625598389
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2021-08-27
          Floating
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK
        F8SB4JFBSYQFRQEH3Z21
        National Australia Bank Ltd
        6325C0DW8
        
          
        
        12000000.00000000
        PA
        USD
        12074760.00000000
        0.252203280072
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2021-11-04
          Floating
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBM6
        
          
        
        15000000.00000000
        PA
        USD
        15104250.00000000
        0.315479677694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-03-09
          Floating
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Bank PLC
        H7FNTJ4851HG0EXQ1Z70
        Lloyds Bank PLC
        53944VAQ2
        
          
        
        8351000.00000000
        PA
        USD
        8370374.32000000
        0.174830461138
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2021-05-07
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EK5
        
          
        
        25000000.00000000
        PA
        USD
        25068000.00000000
        0.523590682121
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-01-13
          Floating
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Abu Dhabi Bank PJSC
        2138002Y3WMK6RZS8H90
        First Abu Dhabi Bank PJSC
        31849HLG5
        
          
        
        30000000.00000000
        PA
        USD
        29995456.80000000
        0.626509561451
        Long
        STIV
        CORP
        AE
        N
        
        2
        
          2020-11-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROTECTIVE LIFE GLOBAL
        635400EVYITCJYWL2I50
        Protective Life Global Funding
        74368CAK0
        
          
        
        17255000.00000000
        PA
        USD
        17635817.85000000
        0.368356067410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-06-28
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127964H9
        
          
        
        4600000.00000000
        PA
        USD
        4599911.82000000
        0.096077507879
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-13
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO BANK NA
        KB1H1DSPRFMYMCUFXT09
        Wells Fargo Bank NA
        94988J6A0
        
          
        
        23000000.00000000
        PA
        USD
        23316940.00000000
        0.487016615589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-09
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DJ0
        
          
        
        5000000.00000000
        PA
        USD
        5080350.00000000
        0.106112331335
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-05-04
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FIN CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        867914BK8
        
          
        
        25000000.00000000
        PA
        USD
        25221500.00000000
        0.526796808246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-03-03
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796TP4
        
          
        
        10500000.00000000
        PA
        USD
        10499141.52000000
        0.219293628137
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-11-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BV4
        
          
        
        22250000.00000000
        PA
        USD
        22269580.00000000
        0.465140600876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-29
          Floating
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGS2
        
          
        
        25000000.00000000
        PA
        USD
        25000000.00000000
        0.522170378691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-01
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        Mizuho Financial Group Inc
        60687YAJ8
        
          
        
        27975000.00000000
        PA
        USD
        28254750.00000000
        0.590151740293
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-02-28
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landesbank Baden-Wuerttemberg/New York NY
        B81CK4ESI35472RHJ606
        Landesbank Baden-Wuerttemberg/New York NY
        5148X0N43
        
          
        
        10000000.00000000
        PA
        USD
        9993973.30000000
        0.208742272907
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2021-01-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BG8
        
          
        
        6630000.00000000
        PA
        USD
        6876834.90000000
        0.143635179357
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-03-07
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114QCF3
        
          
        
        400000.00000000
        PA
        USD
        400852.00000000
        0.008372521625
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-01-27
          Floating
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        KeyBank NA/Cleveland OH
        49327M2X1
        
          
        
        5000000.00000000
        PA
        USD
        5191650.00000000
        0.108437033861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schlumberger Holdings Corp
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        80686DM27
        
          
        
        7500000.00000000
        PA
        USD
        7499041.88000000
        0.156631101532
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2020-12-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKET
        N/A
        NATWEST MARKET
        63906EP14
        
          
        
        45000000.00000000
        PA
        USD
        44973030.15000000
        0.939343367373
        Long
        STIV
        CORP
        GB
        N
        
        2
        
          2021-02-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AN2
        
          
        
        8000000.00000000
        PA
        USD
        8031440.00000000
        0.167751202649
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2020-11-13
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE CIB NY
        254900BN8XS34XZDJ223
        Credit Agricole Corporate and Investment Bank/New York
        22532XMX3
        
          
        
        2500000.00000000
        PA
        USD
        2504310.60000000
        0.052307072574
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2021-09-17
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landesbank Baden-Wuerttemberg/New York NY
        B81CK4ESI35472RHJ606
        Landesbank Baden-Wuerttemberg/New York NY
        5148X0NB7
        
          
        
        42500000.00000000
        PA
        USD
        42471667.80000000
        0.887097874351
        Long
        STIV
        CORP
        DE
        N
        
        2
        
          2021-01-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG BANK LTD/NY
        C3GTMMZIHMY46P4OIX74
        MUFG Bank Ltd/New York NY
        55379WYR1
        
          
        
        2780000.00000000
        PA
        USD
        2784080.71000000
        0.058150579145
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2021-02-04
          Floating
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG UNION BANK NA
        OX3PU53ZLPQKJ4700D47
        MUFG Union Bank NA
        624786FV6
        
          
        
        17250000.00000000
        PA
        USD
        17308822.50000000
        0.361526175981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-09
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78013XX29
        
          
        
        11052000.00000000
        PA
        USD
        11065151.88000000
        0.231115781898
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2021-01-25
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        86723AKT8
        
          
        
        7828000.00000000
        PA
        USD
        7826896.25000000
        0.163478935153
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2020-10-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANK NA CINCINNATI
        6BYL5QZYBDK8S7L73M02
        US Bank NA/Cincinnati OH
        90331HPD9
        
          
        
        15000000.00000000
        PA
        USD
        15063300.00000000
        0.314624362613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-23
          Floating
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        Hewlett Packard Enterprise Co
        42824CBB4
        
          
        
        19233000.00000000
        PA
        USD
        19229922.72000000
        0.401651841156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-05
          Floating
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDH9
        
          
        
        20500000.00000000
        PA
        USD
        20517015.00000000
        0.428535099686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Floating
          0.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Cash Management Bill
        912796A58
        
          
        
        100000.00000000
        PA
        USD
        99974.67000000
        0.002088152451
        Long
        STIV
        UST
        US
        N
        
        1
        
          2021-01-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YA2
        
          
        
        17500000.00000000
        PA
        USD
        17835650.00000000
        0.372529924588
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-04-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2B8
        
          
        
        7429000.00000000
        PA
        USD
        7705878.83000000
        0.160951266672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-22
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd
        4ZHCHI4KYZG2WVRT8631
        Macquarie Bank Ltd
        55608PAV6
        
          
        
        15370000.00000000
        PA
        USD
        15473747.50000000
        0.323197303674
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2021-01-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA FDG CO
        N/A
        COLUMBIA FDG CO
        19767CN69
        
          
        
        14500000.00000000
        PA
        USD
        14490013.56000000
        0.302650234714
        Long
        STIV
        CORP
        US
        N
        
        2
        
          2021-01-06
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LG4
        
          
        
        3000000.00000000
        PA
        USD
        3100050.00000000
        0.064750171298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GCM9
        
          
        
        19000000.00000000
        PA
        USD
        19010260.00000000
        0.397063786529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-01-08
          Floating
          0.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MUFG Union Bank NA
        OX3PU53ZLPQKJ4700D47
        MUFG Union Bank NA
        90520EAH4
        
          
        
        12590000.00000000
        PA
        USD
        13065146.60000000
        0.272889301911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        9127962R9
        
          
        
        5700000.00000000
        PA
        USD
        5699847.70000000
        0.119051665279
        Long
        STIV
        UST
        US
        N
        
        1
        
          2020-10-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2020-10-28
      GOLDMAN SACHS TRUST
      Peter Fortner
      Peter Fortner
      Vice President
    
  



Categories

SEC Filings