0001752724-20-274980.txt : 20201229
0001752724-20-274980.hdr.sgml : 20201229
20201229154741
ACCESSION NUMBER: 0001752724-20-274980
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201030
FILED AS OF DATE: 20201229
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Thrivent Core Funds
CENTRAL INDEX KEY: 0001669626
IRS NUMBER: 810984919
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23149
FILM NUMBER: 201422283
BUSINESS ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
BUSINESS PHONE: (612) 844-7190
MAIL ADDRESS:
STREET 1: 901 MARQUETTE AVENUE, SUITE 2500
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55402-3211
0001669626
S000054592
Thrivent Core Short-Term Reserve Fund
C000171473
Thrivent Core Short-Term Reserve Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001669626
XXXXXXXX
S000054592
C000171473
Thrivent Core Funds
811-23149
0001669626
549300UJJQ0UT7692449
901 Marquette Avenue
Suite 2500
Minneapolis
55402-3211
612-844-5168
THRIVENT CORE SHORT-TERM RESERVE FUND
S000054592
549300J82JYNCYWGCE09
2020-10-31
2020-10-30
N
4733509735.15
11106533.08
4722403202.07
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
57145.21
USD
N
Citigroup Inc.
54930035TDNZ0GF2U023
Ciesco, LLC
17177LLC6
25000000.00000000
PA
USD
24998853.50000000
0.529367197808
Long
STIV
CORP
US
N
2
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
31422BY61
64000000.00000000
PA
USD
63984464.00000000
1.354913192756
Long
DBT
USGSE
US
N
2
2022-01-21
Floating
0.00175700
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
71344TME9
10000000.00000000
PA
USD
9999187.50000000
0.211739385057
Long
STIV
CORP
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJXF1
33000000.00000000
PA
USD
32996683.17000000
0.698726511864
Long
DBT
USGSE
US
N
2
2021-05-03
Floating
0.00120000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127965D7
25000000.00000000
PA
USD
24996875.00000000
0.529325301766
Long
STIV
UST
US
N
2
N
N
N
U.S. Bancorp
6BYL5QZYBDK8S7L73M02
U.S. Bank NA
90331HPA5
9000000.00000000
PA
USD
9042904.98000000
0.191489472479
Long
DBT
CORP
US
N
2
2021-02-04
Fixed
0.03000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
213800VD256NU2D97H12
ANZ New Zealand International, Ltd.
00182EBH1
9270000.00000000
PA
USD
9319588.01000000
0.197348417981
Long
DBT
CORP
NZ
N
2
2021-01-22
Fixed
0.02750000
N
N
N
N
N
N
Citigroup Inc.
54930035TDNZ0GF2U023
Ciesco, LLC
17177LLK8
30000000.00000000
PA
USD
29997500.10000000
0.635216833811
Long
STIV
CORP
US
N
2
N
N
N
National Rural Utilities Cooperative Finance Corporation
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corporation
63743HES7
5000000.00000000
PA
USD
5011850.00000000
0.106129226699
Long
DBT
CORP
US
N
2
2021-06-30
Floating
0.00595400
N
N
N
N
N
N
Chesterfield County Economic Development Authority
N/A
Chesterfield County, VA Economic Development Auth. Rev. Refg. (Bon Secours Health System)
16639EAY0
8000000.00000000
PA
USD
8000000.00000000
0.169405272224
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
0.05000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
213800VD256NU2D97H12
ANZ New Zealand International, Ltd.
00182EBB4
7000000.00000000
PA
USD
7048513.36000000
0.149256915566
Long
DBT
CORP
NZ
N
2
2021-07-28
Floating
0.01232300
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
71708ELR4
21940000.00000000
PA
USD
21938605.49000000
0.464564429407
Long
STIV
CORP
US
N
2
N
N
N
Banco Santander, S.A.
N/A
Santander Consumer Auto Receivables Trust
802830AA7
10618420.67000000
PA
USD
10618363.33000000
0.224850841312
Long
ABS-O
CORP
US
N
2
2021-09-15
Fixed
0.00208900
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust
98163DAA6
23319289.21000000
PA
USD
23318575.64000000
0.493786206772
Long
ABS-O
CORP
US
N
2
2021-09-15
Fixed
0.00206300
N
N
N
N
N
N
Erste Abwicklungsanstalt
N/A
Erste Abwicklungsanstalt
29604CMW9
25000000.00000000
PA
USD
24995721.50000000
0.529300875644
Long
STIV
CORP
DE
N
2
N
N
N
Banco Santander, S.A.
N/A
Santander Drive Auto Receivables Trust
80285WAA5
21622635.24000000
PA
USD
21622092.51000000
0.457862058464
Long
ABS-O
CORP
US
N
2
2021-10-15
Fixed
0.00281600
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TJY7
5000000.00000000
PA
USD
5032110.55000000
0.106558257198
Long
DBT
CORP
CA
N
2
2021-08-27
Floating
0.01041000
N
N
N
N
N
N
Erste Abwicklungsanstalt
N/A
Erste Abwicklungsanstalt
29604CLW0
25000000.00000000
PA
USD
24998062.50000000
0.529350447861
Long
STIV
CORP
DE
N
2
N
N
N
Macquarie Group Limited
N/A
Macquarie Bank, Ltd.
55607KMF0
10000000.00000000
PA
USD
9997648.90000000
0.211706804188
Long
STIV
CORP
AU
N
2
N
N
N
BP PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDT2
47325000.00000000
PA
USD
47334938.25000000
1.002348512495
Long
DBT
CORP
GB
N
2
2020-11-24
Floating
0.00506100
N
N
N
N
N
N
Nationwide Building Society
N/A
Nationwide Building Society
6385E0LC5
15000000.00000000
PA
USD
14999241.60000000
0.317618825800
Long
STIV
CORP
GB
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJ2N8
13600000.00000000
PA
USD
13601482.40000000
0.288020353578
Long
DBT
USGSE
US
N
2
2021-05-03
Floating
0.00130000
N
N
N
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
78014XFH5
10000000.00000000
PA
USD
10001979.00000000
0.211798496909
Long
STIV
CORP
CA
N
2
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust
50116YAA9
4369300.62000000
PA
USD
4369642.30000000
0.092530055419
Long
ABS-O
CORP
US
N
2
2021-08-16
Fixed
0.00269100
N
N
N
N
N
N
Wells Fargo & Company
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5U7
8502000.00000000
PA
USD
8535944.58000000
0.180754251908
Long
DBT
CORP
US
N
2
2021-10-22
Floating
0.00725700
N
N
N
N
N
N
JPMorgan Chase & Co.
549300EEWRNP448AMT79
Chariot Funding, LLC
15963TME6
35000000.00000000
PA
USD
34994968.75000000
0.741041525947
Long
STIV
CORP
US
N
2
N
N
N
Toyota Motor Corporation
N/A
Toyota Credit Canada, Inc.
89232CNC6
25000000.00000000
PA
USD
24988951.50000000
0.529157516432
Long
STIV
CORP
CA
N
2
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
78012UYK5
15000000.00000000
PA
USD
14999999.25000000
0.317634869538
Long
STIV
CORP
CA
N
2
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust
12509DAA0
8463870.44000000
PA
USD
8463916.14000000
0.179229002222
Long
ABS-O
CORP
US
N
2
2021-08-16
Fixed
0.00255300
N
N
N
N
N
N
Federal Agricultural Mortgage Corp.
N/A
Federal Farm Credit Bank
3133EM7H9
8225000.00000000
PA
USD
8209634.63000000
0.173844423669
Long
DBT
USGSE
US
N
2
2022-07-13
Floating
0.00225200
N
N
N
N
N
N
Magellan Midstream Partners, L.P.
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners, LP
55908ALD4
7700000.00000000
PA
USD
7699499.96000000
0.163041985839
Long
STIV
CORP
US
N
2
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EUJ6
14185000.00000000
PA
USD
14215932.80000000
0.301031745738
Long
DBT
CORP
US
N
2
2021-09-10
Floating
0.00509500
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114NLU7
10000000.00000000
PA
USD
10007226.50000000
0.211909616180
Long
STIV
CORP
CA
N
2
N
N
N
American Electric Power Company, Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Company, Inc.
0255E2LG3
5000000.00000000
PA
USD
4999586.80000000
0.105869545357
Long
STIV
CORP
US
N
2
N
N
N
Westpac Banking Corporation
N/A
Westpac Banking Corporation
9612C4J36
25000000.00000000
PA
USD
25002747.75000000
0.529449661118
Long
STIV
CORP
AU
N
2
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EL6A7
200000000.00000100
PA
USD
199969282.00000100
4.234481331715
Long
DBT
USGSE
US
N
2
2021-12-02
Floating
0.00138300
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Centrale Raiffeisen-Boerenleenbank BA
21688AAF9
5000000.00000000
PA
USD
5023718.40000000
0.106380547891
Long
DBT
CORP
NL
N
2
2021-01-19
Fixed
0.02500000
N
N
N
N
N
N
Lloyds Banking Group plc
N/A
LMA Americas, LLC
53944TAN4
15000000.00000000
PA
USD
15002335.05000000
0.317684331643
Long
STIV
CORP
GB
N
2
N
N
N
Toyota Motor Corporation
N/A
Toyota Finance Australia, Ltd.
89237DP52
25000000.00000000
PA
USD
24988566.75000000
0.529149369097
Long
STIV
CORP
AU
N
2
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367BHY8
10000000.00000000
PA
USD
10006992.70000000
0.211904665311
Long
STIV
CORP
CA
N
2
N
N
N
FMS WERTMANAGEMENT
N/A
FMS Wertmanagement
34411GL61
15000000.00000000
PA
USD
14999795.85000000
0.317630562409
Long
STIV
CORP
DE
N
2
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384R27
10000000.00000000
PA
USD
9999444.40000000
0.211744825084
Long
STIV
CORP
US
N
2
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159LH7
4835000.00000000
PA
USD
4843845.20000000
0.102571614339
Long
DBT
CORP
CA
N
2
2021-04-20
Floating
0.00658400
N
N
N
N
N
N
EI DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours & Company
2635J4MM1
14500000.00000000
PA
USD
14496355.72000000
0.306969885876
Long
STIV
CORP
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AK4D5
11900000.00000000
PA
USD
11899626.70000000
0.251982437560
Long
DBT
USGSE
US
N
2
2021-01-04
Floating
0.00116400
N
N
N
N
N
N
State Of Michigan
N/A
State of Michigan
5946107M3
4755000.00000000
PA
USD
4766792.40000000
0.100939970519
Long
DBT
MUN
US
N
2
2020-12-01
Fixed
0.03375000
N
N
N
N
N
N
Bayerische Motoren Werke AG
KK5MZM9DIXLXZL9DZL15
BMW US Capital, LLC
05565EAV7
10560000.00000000
PA
USD
10573918.08000000
0.223909683852
Long
DBT
CORP
US
N
2
2021-04-12
Floating
0.00630500
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EL5Z3
100000000.00000100
PA
USD
99988834.00000000
2.117329455396
Long
DBT
USGSE
US
N
2
2021-09-01
Floating
0.00134000
N
N
N
N
N
N
Groupe BPCE
N/A
Natixis NY
63873QAR5
3994000.00000000
PA
USD
3996834.66000000
0.084635607951
Long
STIV
CORP
FR
N
2
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04T7
25000000.00000000
PA
USD
25071900.00000000
0.530914005585
Long
DBT
USGSE
US
N
2
2022-05-27
Floating
0.00280000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127965B1
25000000.00000000
PA
USD
24997750.00000000
0.529343830468
Long
STIV
UST
US
N
2
N
N
N
National Australia Bank Limited
F8SB4JFBSYQFRQEH3Z21
National Australia Bank, Ltd.
6325C0DW8
5500000.00000000
PA
USD
5533305.47000000
0.117171389930
Long
DBT
CORP
AU
N
2
2021-11-04
Floating
0.00958700
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114Q3V8
11000000.00000000
PA
USD
11018843.99000000
0.233331283215
Long
DBT
CORP
CA
N
2
2021-07-30
Floating
0.00514400
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EJFS3
48320000.00000000
PA
USD
48323896.04000000
1.023290345449
Long
DBT
USGSE
US
N
2
2021-03-12
Floating
0.00156900
N
N
N
N
N
N
ROYAL BANK OF CANADA NY
N/A
Royal Bank of Canada
78015M2G4
15000000.00000000
PA
USD
14995558.20000000
0.317540827378
Long
STIV
CORP
CA
N
2
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
31422BV72
21500000.00000000
PA
USD
21495453.18000000
0.455180387193
Long
DBT
USGSE
US
N
2
2021-11-22
Floating
0.00145700
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Company
549300K1IE3K7YU6VG29
MassMutual Global Funding
57629WBW9
12850000.00000000
PA
USD
12867392.35000000
0.272475512983
Long
DBT
CORP
US
N
2
2020-11-23
Fixed
0.02450000
N
N
N
N
N
N
Toyota Motor Corporation
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236TGF6
11708000.00000000
PA
USD
11717003.69000000
0.248115274969
Long
DBT
CORP
US
N
2
2021-03-12
Floating
0.00449100
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AHX57
39670000.00000000
PA
USD
39667220.32000000
0.839979532086
Long
DBT
USGSE
US
N
2
2021-02-22
Floating
0.00096000
N
N
N
N
N
N
Barclays PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank plc
06739FJK8
16968000.00000000
PA
USD
16975185.61000000
0.359460742415
Long
DBT
CORP
GB
N
2
2021-01-11
Floating
0.00684100
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AHVJ9
25000000.00000000
PA
USD
25000406.75000000
0.529400088900
Long
DBT
USGSE
US
N
2
2021-04-13
Floating
0.00111000
N
N
N
N
N
N
Toyota Motor Corporation
N/A
Toyota Credit Canada, Inc.
89232CMN3
25000000.00000000
PA
USD
24991902.75000000
0.529220011096
Long
STIV
CORP
CA
N
2
N
N
N
Mitsubishi UFJ Financial Group, Inc.
N/A
Mitsubishi UFJ Trust & Banking Corporation
60683BL35
10000000.00000000
PA
USD
10002093.70000000
0.211800925757
Long
STIV
CORP
JP
N
2
N
N
N
Svenska Handelsbanken AB (publ)
N/A
Svenska Handelsbanken AB
86960LBW9
15000000.00000000
PA
USD
14999999.55000000
0.317634875891
Long
STIV
CORP
SE
N
2
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448DM7
10410000.00000000
PA
USD
10459643.83000000
0.221489851298
Long
DBT
CORP
US
N
2
2021-10-06
Floating
0.00763500
N
N
N
N
N
N
Bank of Montreal
N/A
Bank of Montreal
06367BWR6
10000000.00000000
PA
USD
10000055.00000000
0.211757754941
Long
STIV
CORP
CA
N
2
N
N
N
BASF SE
N/A
BASF SE
05526LMN4
25000000.00000000
PA
USD
24994184.75000000
0.529268333950
Long
STIV
CORP
DE
N
2
N
N
N
Dell Equipment Finance Trust 2020-2
N/A
Dell Equipment Finance Trust
24704GAA1
21575282.88000000
PA
USD
21579507.32000000
0.456960289001
Long
ABS-O
CORP
US
N
2
2021-09-22
Fixed
0.00314600
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AHLC5
29640000.00000000
PA
USD
29639613.79000000
0.627638355340
Long
DBT
USGSE
US
N
2
2020-12-18
Floating
0.00107000
N
N
N
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Auth.
57564LJL6
20000000.00000000
PA
USD
20000000.00000000
0.423513180560
Long
STIV
MUN
US
N
2
N
N
N
Enterprise Fleet Financing 2020-1 LLC
N/A
Enterprise Fleet Financing, LLC
29373KAA1
709205.95000000
PA
USD
709672.54000000
0.015027783728
Long
ABS-O
CORP
US
N
2
2021-02-22
Fixed
0.01690400
N
N
N
N
N
N
Citigroup Inc.
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAR9
10000000.00000000
PA
USD
10028367.60000000
0.212357292905
Long
DBT
CORP
US
N
2
2021-07-23
Floating
0.00779100
N
N
N
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
78012UUY9
1900000.00000000
PA
USD
1902447.33000000
0.040285575978
Long
STIV
CORP
CA
N
2
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91058TL95
25000000.00000000
PA
USD
24999027.75000000
0.529370887666
Long
STIV
CORP
US
N
2
N
N
N
Jupiter Securitization Company LLC
549300764HIS4GLK4733
Jupiter Securitization Company, LLC
4820P2LH6
25000000.00000000
PA
USD
24998225.00000000
0.529353888906
Long
STIV
CORP
US
N
2
N
N
N
Ventas, Inc.
32SXKSJ72K64GM3HOU64
Ventas Realty, LP
92276VL29
30000000.00000000
PA
USD
29999625.00000000
0.635261829969
Long
STIV
CORP
US
N
2
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
N/A
Sumitomo Trust Banking
86563GL67
6000000.00000000
PA
USD
5999883.36000000
0.127051484239
Long
STIV
CORP
JP
N
2
N
N
N
Canadian Imperial Bank of Commerce
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce
13606CH80
8500000.00000000
PA
USD
8500565.68000000
0.180005080385
Long
STIV
CORP
CA
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XKH0
18237000.00000000
PA
USD
18269097.12000000
0.386860171363
Long
DBT
CORP
CA
N
2
2021-04-30
Floating
0.00604400
N
N
N
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MLW0
9810000.00000000
PA
USD
9806697.07000000
0.207663273345
Long
STIV
CORP
US
N
2
N
N
N
FMS WERTMANAGEMENT
N/A
FMS Wertmanagement
34411GNM4
1700000.00000000
PA
USD
1699549.26000000
0.035989075631
Long
STIV
CORP
DE
N
2
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94107MN69
3500000.00000000
PA
USD
3498578.62000000
0.074084707939
Long
STIV
CORP
US
N
2
N
N
N
KfW
N/A
KFW
48246TMG1
25000000.00000000
PA
USD
24995659.00000000
0.529299552165
Long
STIV
CORP
DE
N
2
N
N
N
Mid-America Apartment Communities, Inc.
549300FXWGE3QSYCUJ38
Mid-America Apartment Communities, Inc.
59524NLD2
15000000.00000000
PA
USD
14999025.90000000
0.317614258211
Long
STIV
CORP
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AKDY9
89400000.00000000
PA
USD
89379605.18000000
1.892672043353
Long
DBT
USGSE
US
N
2
2021-12-23
Floating
0.00133000
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
N/A
Nederlandse Waterschapsbank NV
63975UMX7
12200000.00000000
PA
USD
12197247.56000000
0.258284755411
Long
STIV
CORP
NL
N
2
N
N
N
The Toronto-Dominion Bank
N/A
Toronto-Dominion Bank
89120DRA9
10000000.00000000
PA
USD
10000749.50000000
0.211772461436
Long
STIV
CORP
CA
N
2
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EK5T9
25000000.00000000
PA
USD
25036225.00000000
0.530158563949
Long
DBT
USGSE
US
N
2
2021-11-05
Floating
0.00269500
N
N
N
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
3132X0NX5
5000000.00000000
PA
USD
5006597.10000000
0.106017993080
Long
DBT
USGSE
US
N
2
2022-01-03
Floating
0.00314000
N
N
N
N
N
N
Deere & Company
E0KSF7PFQ210NWI8Z391
John Deere Capital Corporation
24422EUW7
3850000.00000000
PA
USD
3858461.88000000
0.081705473143
Long
DBT
CORP
US
N
2
2021-06-07
Floating
0.00648000
N
N
N
N
N
N
Lloyds Banking Group plc
213800MBWEIJDM5CU638
Lloyds Banking Group plc
53947BCK4
15000000.00000000
PA
USD
14997403.65000000
0.317579905998
Long
STIV
CORP
GB
N
2
N
N
N
Citigroup Inc.
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAL2
12900000.00000000
PA
USD
12966020.65000000
0.274564032235
Long
DBT
CORP
US
N
2
2021-02-12
Fixed
0.02850000
N
N
N
N
N
N
Toyota Credit De Puerto Rico, Inc
549300C3PZBB11ZOEC65
Toyota Financial Services de Puerto Rico, Inc.
8923A0LW1
15070000.00000000
PA
USD
15068559.61000000
0.319086680345
Long
STIV
CORP
US
N
2
N
N
N
Wells Fargo & Company
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5N3
22324000.00000000
PA
USD
22429815.76000000
0.474966130595
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
0.02600000
N
N
N
N
N
N
The PNC Financial Services Group, Inc.
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFK9
12700000.00000000
PA
USD
12705536.95000000
0.269048118221
Long
DBT
CORP
US
N
2
2021-01-22
Floating
0.00465800
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation
3134GVFL7
15000000.00000000
PA
USD
15013259.85000000
0.317915671483
Long
DBT
USGSE
US
N
2
2022-03-04
Floating
0.00240000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
71344TMB5
10000000.00000000
PA
USD
9999230.00000000
0.211740285023
Long
STIV
CORP
US
N
2
N
N
N
Sumitomo Mitsui Financial Group, Inc.
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corporation
86565CLP2
15000000.00000000
PA
USD
15001193.10000000
0.317660150099
Long
STIV
CORP
JP
N
2
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114NTY1
10000000.00000000
PA
USD
9999999.40000000
0.211756577575
Long
STIV
CORP
CA
N
2
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation
58013MEX8
4000000.00000000
PA
USD
4007153.60000000
0.084854118306
Long
DBT
CORP
US
N
2
2020-12-09
Fixed
0.02750000
N
N
N
N
N
N
International Business Machines Corporation
549300ZNLJL43AQTG067
IBM Credit, LLC
44932HAE3
26070000.00000000
PA
USD
26084002.46000000
0.552345942179
Long
DBT
CORP
US
N
2
2021-01-20
Floating
0.00478400
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCC0
20958000.00000000
PA
USD
20979543.99000000
0.444255670096
Long
DBT
CORP
CA
N
2
2021-03-17
Floating
0.00516100
N
N
N
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
31422BM56
14490000.00000000
PA
USD
14487860.12000000
0.306789985947
Long
DBT
USGSE
US
N
2
2021-07-28
Floating
0.00151500
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0HX0
5250000.00000000
PA
USD
5284629.68000000
0.111905516193
Long
DBT
CORP
AU
N
2
2021-09-06
Floating
0.01078000
N
N
N
N
N
N
Banco Santander, S.A.
N/A
Santander Drive Auto Receivables Trust
80285RAA6
1195092.95000000
PA
USD
1195103.47000000
0.025307103583
Long
ABS-O
CORP
US
N
2
2021-07-15
Fixed
0.00241000
N
N
N
N
N
N
U.S. Bancorp
6BYL5QZYBDK8S7L73M02
U.S. Bank NA
90331HPB3
6630000.00000000
PA
USD
6633395.89000000
0.140466529564
Long
DBT
CORP
US
N
2
2021-02-04
Floating
0.00558700
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
8911457V0
40000000.00000000
PA
USD
40298000.00000000
0.853336707512
Long
DBT
CORP
CA
N
2
2021-03-15
Fixed
0.02250000
N
N
N
N
N
N
AmeriCredit Automobile Receivables
N/A
AmeriCredit Automobile Receivables Trust
03066EAA2
5108692.87000000
PA
USD
5108798.62000000
0.108182177620
Long
ABS-O
CORP
US
N
2
2021-07-19
Fixed
0.00261100
N
N
N
N
N
N
GTA Funding LLC
N/A
GTA Funding, LLC
40060WLK6
10600000.00000000
PA
USD
10599116.70000000
0.224443281237
Long
STIV
CORP
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJ3S6
10000000.00000000
PA
USD
10000054.90000000
0.211757752824
Long
DBT
USGSE
US
N
2
2021-03-26
Floating
0.00139000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WDA6
5820000.00000000
PA
USD
5831349.06000000
0.123482659368
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.00600200
N
N
N
N
N
N
Erste Abwicklungsanstalt
N/A
Erste Abwicklungsanstalt
29604CMV1
25000000.00000000
PA
USD
24995833.25000000
0.529303242023
Long
STIV
CORP
DE
N
2
N
N
N
TC Energy Corporation
N/A
TransCanada American Investments, Ltd.
89355PMA3
15000000.00000000
PA
USD
14996634.60000000
0.317563620857
Long
STIV
CORP
CA
N
2
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Auth.
57564LJP7
15095000.00000000
PA
USD
15095000.00000000
0.319646573028
Long
STIV
MUN
US
N
2
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
90782ALW0
17100000.00000000
PA
USD
17097643.96000000
0.362053878679
Long
STIV
CORP
US
N
2
N
N
N
International Business Machines Corporation
VGRQXHF3J8VDLUA7XE92
International Business Machines Corporation
459200KD2
8905000.00000000
PA
USD
8921892.96000000
0.188926963205
Long
DBT
CORP
US
N
2
2021-05-13
Floating
0.00653500
N
N
N
N
N
N
New York Life Insurance Company
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCZ4
11796000.00000000
PA
USD
11819681.53000000
0.250289545899
Long
DBT
CORP
US
N
2
2021-08-06
Floating
0.00568500
N
N
N
N
N
N
Cooperative Association of Tractor Dealers, Inc.
N/A
Dealers Capital Access Trust, LLC
24023GLA3
15000000.00000000
PA
USD
14999449.95000000
0.317623237749
Long
STIV
CORP
US
N
2
N
N
N
ING Groep N.V.
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
449786BF8
2000000.00000000
PA
USD
2013022.12000000
0.042627070029
Long
DBT
CORP
NL
N
2
2021-08-15
Floating
0.01160100
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AK3A2
20000000.00000000
PA
USD
20000398.20000000
0.423521612708
Long
DBT
USGSE
US
N
2
2020-12-30
Floating
0.00120000
N
N
N
N
N
N
TC Energy Corporation
N/A
TransCanada American Investments, Ltd.
89355PMF2
25500000.00000000
PA
USD
25493450.84000000
0.539840622436
Long
STIV
CORP
CA
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJVR7
4610000.00000000
PA
USD
4609462.43000000
0.097608404720
Long
DBT
USGSE
US
N
2
2021-06-02
Floating
0.00138000
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AGTF2
11325000.00000000
PA
USD
11326270.44000000
0.239841240896
Long
DBT
USGSE
US
N
2
2021-07-23
Floating
0.00157000
N
N
N
N
N
N
JPMorgan Chase & Co.
549300EEWRNP448AMT79
Chariot Funding, LLC
15963TMH9
25000000.00000000
PA
USD
24996133.25000000
0.529309594721
Long
STIV
CORP
US
N
2
N
N
N
Old Line Funding, LLC
5493004QSN8OZAIU2J90
Old Line Funding, LLC
67984VEK2
25000000.00000000
PA
USD
25000000.00000000
0.529391475701
Long
STIV
CORP
US
N
2
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QBW7
12000000.00000000
PA
USD
12006276.00000000
0.254240806772
Long
DBT
CORP
CA
N
2
2021-01-25
Floating
0.00454700
N
N
N
N
N
N
Westpac Banking Corporation
EN5TNI6CI43VEPAMHL14
Westpac Banking Corporation
96130AEZ7
9300000.00000000
PA
USD
9305854.07000000
0.197057592751
Long
STIV
CORP
AU
N
2
N
N
N
Wells Fargo & Company
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5M5
25000000.00000000
PA
USD
25013903.00000000
0.529685880888
Long
DBT
CORP
US
N
2
2021-01-15
Floating
0.00546900
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167HAA4
4038634.25000000
PA
USD
4038576.50000000
0.085519518922
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
0.00215300
N
N
N
N
N
N
Lime Funding LLC
N/A
Lime Funding, LLC
53262QM27
15000000.00000000
PA
USD
14997841.20000000
0.317589171408
Long
STIV
CORP
US
N
2
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
State of Wisconsin
97710HVV8
17574000.00000000
PA
USD
17574175.74000000
0.372144753169
Long
STIV
MUN
US
N
2
N
N
N
Nationwide Building Society
N/A
Nationwide Building Society
6385E0L92
5000000.00000000
PA
USD
4999805.55000000
0.105874177533
Long
STIV
CORP
GB
N
2
N
N
N
Toyota Motor Corporation
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corporation
89236TGS8
5680000.00000000
PA
USD
5684144.30000000
0.120365501563
Long
DBT
CORP
US
N
2
2021-08-13
Floating
0.00378500
N
N
N
N
N
N
International Business Machines Corporation
549300ZNLJL43AQTG067
IBM Credit, LLC
44932HAJ2
15000000.00000000
PA
USD
15004826.85000000
0.317737097150
Long
DBT
CORP
US
N
2
2020-11-30
Floating
0.00725900
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133ELV27
14410000.00000000
PA
USD
14415093.65000000
0.305249107989
Long
DBT
USGSE
US
N
2
2021-07-15
Floating
0.00175600
N
N
N
N
N
N
State Of Tennessee
N/A
State of Tennessee
88055PPG2
9200000.00000000
PA
USD
9200460.00000000
0.194825803861
Long
STIV
MUN
US
N
2
N
N
N
BNP Paribas SA
549300A8DDPP6QJBB522
Starbird Funding Corporation
85520LL94
10000000.00000000
PA
USD
9999725.00000000
0.211750766974
Long
STIV
CORP
US
N
2
N
N
N
Societe Generale Societe anonyme
N/A
Barton Capital SA
06945LLG1
24800000.00000000
PA
USD
24798383.78000000
0.525122119371
Long
STIV
CORP
FR
N
2
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QBH0
5184000.00000000
PA
USD
5206430.34000000
0.110249593633
Long
DBT
CORP
CA
N
2
2021-04-07
Floating
0.01220200
N
N
N
N
N
N
Dominion Energy, Inc.
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Company
92780JMB4
14223000.00000000
PA
USD
14220278.71000000
0.301123773246
Long
STIV
CORP
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJJJ9
44045000.00000000
PA
USD
44042191.25000000
0.932622424758
Long
DBT
USGSE
US
N
2
2021-04-20
Floating
0.00121000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EK3K0
15000000.00000000
PA
USD
15017087.85000000
0.317996731905
Long
DBT
USGSE
US
N
2
2021-10-18
Floating
0.00267200
N
N
N
N
N
N
Nationwide Building Society
N/A
Nationwide Building Society
6385E0M26
25000000.00000000
PA
USD
24996860.50000000
0.529324994719
Long
STIV
CORP
GB
N
2
N
N
N
State of California
N/A
State of California
13068CEU5
14850000.00000000
PA
USD
14850148.50000000
0.314461681151
Long
STIV
MUN
US
N
2
N
N
N
Macquarie Group Limited
N/A
Macquarie Bank, Ltd.
55607NHK9
10000000.00000000
PA
USD
10002766.90000000
0.211815181211
Long
STIV
CORP
AU
N
2
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EMEP3
98920000.00000000
PA
USD
98894981.15000000
2.094166400417
Long
DBT
USGSE
US
N
2
2021-11-16
Floating
0.00136200
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJYC7
19390000.00000000
PA
USD
19390085.32000000
0.410597835261
Long
DBT
USGSE
US
N
2
2020-12-11
Floating
0.00105200
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Z97
24000000.00000000
PA
USD
24024363.84000000
0.508731737041
Long
DBT
USGSE
US
N
2
2021-12-10
Floating
0.00240000
N
N
N
N
N
N
U.S. Bancorp
6BYL5QZYBDK8S7L73M02
U.S. Bank NA
90331HNQ2
30288000.00000000
PA
USD
30321740.83000000
0.642082844952
Long
DBT
CORP
US
N
2
2021-04-26
Floating
0.00534800
N
N
N
N
N
N
Nationwide Building Society
N/A
Nationwide Building Society
6385E0M83
10000000.00000000
PA
USD
9998364.20000000
0.211721951137
Long
STIV
CORP
GB
N
2
N
N
N
UBS Group AG
N/A
UBS Group AG
90276JLJ3
10000000.00000000
PA
USD
9999999.50000000
0.211756579692
Long
STIV
CORP
CH
N
2
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159MJ2
13640000.00000000
PA
USD
13650974.47000000
0.289068380777
Long
DBT
CORP
CA
N
2
2021-01-25
Floating
0.00634700
N
N
N
N
N
N
Simon Property Group, Inc.
MR92GTD0MJTTTTQDVG45
Simon Property Group, LP
82880WLW0
10200000.00000000
PA
USD
10199033.86000000
0.215971263434
Long
STIV
CORP
US
N
2
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XX29
13460000.00000000
PA
USD
13472175.92000000
0.285282203647
Long
DBT
CORP
CA
N
2
2021-01-25
Floating
0.00614800
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65558TR23
15000000.00000000
PA
USD
14999999.40000000
0.317634872715
Long
STIV
CORP
FI
N
2
N
N
N
Wells Fargo & Company
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
95001KGF5
10000000.00000000
PA
USD
10002573.10000000
0.211811077368
Long
STIV
CORP
US
N
2
N
N
N
Societe Generale Societe anonyme
N/A
Barton Capital SA
06945LNL8
25000000.00000000
PA
USD
24989920.75000000
0.529178040939
Long
STIV
CORP
FR
N
2
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group, Ltd.
05252ACY5
9850000.00000000
PA
USD
9850531.80000000
0.208591502641
Long
DBT
CORP
AU
N
2
2020-11-09
Floating
0.00563200
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCY3
25000000.00000000
PA
USD
25049455.75000000
0.530438733800
Long
DBT
CORP
US
N
2
2021-05-28
Floating
0.00580000
N
N
N
N
N
N
Mid-America Apartment Communities, Inc.
549300FXWGE3QSYCUJ38
Mid-America Apartment Communities, Inc.
59524NL34
25000000.00000000
PA
USD
24999583.25000000
0.529382650745
Long
STIV
CORP
US
N
2
N
N
N
South Carolina Association of Governmental Organizations
N/A
South Carolina Association of Governmental Organizations
836895FB3
25000000.00000000
PA
USD
25420000.00000000
0.538285252492
Long
DBT
MUN
US
N
2
2021-04-15
Fixed
0.04000000
N
N
N
N
N
N
Citigroup Inc.
8O46YQAGJ63WE5QHIG35
CAFCO, LLC
1247P2NM2
25000000.00000000
PA
USD
24992218.75000000
0.529226702604
Long
STIV
CORP
US
N
2
N
N
N
Citigroup Inc.
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAM0
25383000.00000000
PA
USD
25399752.78000000
0.537856504266
Long
DBT
CORP
US
N
2
2021-02-12
Floating
0.00606900
N
N
N
N
N
N
Harris County Texas
549300G9BRP25M0W1S40
Harris County TX
41423BJE9
5845000.00000000
PA
USD
5845000.00000000
0.123771727018
Long
STIV
CORP
US
N
2
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
78014XFJ1
10000000.00000000
PA
USD
10005504.70000000
0.211873155930
Long
STIV
CORP
CA
N
2
N
N
N
Pacific Life
N/A
Pacific Life
69448WLW2
7100000.00000000
PA
USD
7099199.05000000
0.150330218455
Long
STIV
CORP
US
N
2
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EG4T9
2140000.00000000
PA
USD
2140860.22000000
0.045334126045
Long
DBT
USGSE
US
N
2
2021-01-25
Floating
0.00309300
N
N
N
N
N
N
JPMorgan Chase & Co.
549300EEWRNP448AMT79
Chariot Funding, LLC
15963TLC1
25000000.00000000
PA
USD
24999124.25000000
0.529372931117
Long
STIV
CORP
US
N
2
N
N
N
San Francisco Public Utilities Commission
N/A
San Francisco City & County Public Utilities Commission Wastewater Revenue
79769FAY7
25000000.00000000
PA
USD
25000000.00000000
0.529391475701
Long
STIV
CORP
US
N
2
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
31422BYJ3
10000000.00000000
PA
USD
9998079.90000000
0.211715930897
Long
DBT
USGSE
US
N
2
2021-10-18
Floating
0.00207200
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCM9
7623000.00000000
PA
USD
7626306.10000000
0.161492057617
Long
DBT
CORP
US
N
2
2021-01-08
Floating
0.00459700
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
N/A
Nederlandse Waterschapsbank NV
63975UMV1
5100000.00000000
PA
USD
5098894.98000000
0.107972461516
Long
STIV
CORP
NL
N
2
N
N
N
ITC HOLDINGS CORPORATION
549300HTO5U9D3SLE207
ITC Holdings Corporation
45032NLJ3
25000000.00000000
PA
USD
24997638.25000000
0.529341464088
Long
STIV
CORP
US
N
2
N
N
N
Canadian Pacific Railway
N/A
Canadian Pacific Railway Company
13645WLH4
25000000.00000000
PA
USD
24997787.50000000
0.529344624555
Long
STIV
CORP
CA
N
2
N
N
N
Wells Fargo & Company
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Company
94974BGR5
6319000.00000000
PA
USD
6333154.56000000
0.134108721534
Long
DBT
CORP
US
N
2
2020-12-07
Fixed
0.02550000
N
N
N
N
N
N
State of California
N/A
State of California
13068CEY7
15660000.00000000
PA
USD
15659217.00000000
0.331594239838
Long
STIV
MUN
US
N
2
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Company, Inc.
58933YAA3
11100000.00000000
PA
USD
11123511.91000000
0.235547695400
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
0.03875000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce
13606CCX0
15000000.00000000
PA
USD
15013905.15000000
0.317929336135
Long
STIV
CORP
CA
N
2
N
N
N
Hyundai Motor Company
549300RIPPWJB5Z0FK07
Hyundai Capital America
44890MN65
21800000.00000000
PA
USD
21782911.20000000
0.461267500209
Long
STIV
CORP
US
N
2
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133ELQ23
25000000.00000000
PA
USD
24997262.00000000
0.529333496746
Long
DBT
USGSE
US
N
2
2021-12-29
Floating
0.00174600
N
N
N
N
N
N
Harris County Texas
549300G9BRP25M0W1S40
Harris County TX
41418YTV7
6720000.00000000
PA
USD
6720000.00000000
0.142300428668
Long
STIV
CORP
US
N
2
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHA4
10000000.00000000
PA
USD
10008031.50000000
0.211926662585
Long
DBT
CORP
CA
N
2
2021-01-22
Floating
0.00615800
N
N
N
N
N
N
Old Line Funding, LLC
5493004QSN8OZAIU2J90
Old Line Funding, LLC
67985BED1
25000000.00000000
PA
USD
24998139.25000000
0.529352073093
Long
STIV
CORP
US
N
2
N
N
N
Lloyds Banking Group plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Banking Group plc
53944VAQ2
10000000.00000000
PA
USD
10020830.20000000
0.212197683493
Long
DBT
CORP
GB
N
2
2021-05-07
Floating
0.00732000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group, Ltd.
05252ACR0
4800000.00000000
PA
USD
4840607.04000000
0.102503044167
Long
DBT
CORP
AU
N
2
2021-11-23
Floating
0.01126100
N
N
N
N
N
N
International Business Machines Corporation
549300ZNLJL43AQTG067
IBM Credit, LLC
44932HAF0
19975000.00000000
PA
USD
19981432.55000000
0.423120002570
Long
DBT
CORP
US
N
2
2021-02-05
Floating
0.00409000
N
N
N
N
N
N
Macquarie Group Limited
N/A
Macquarie Bank, Ltd.
55607KM78
10000000.00000000
PA
USD
9998068.30000000
0.211715685259
Long
STIV
CORP
AU
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJJB6
25000000.00000000
PA
USD
24994216.50000000
0.529269006277
Long
DBT
USGSE
US
N
2
2021-10-20
Floating
0.00151000
N
N
N
N
N
N
The Toronto-Dominion Bank
N/A
Toronto-Dominion Bank
89120DS75
10000000.00000000
PA
USD
10008657.50000000
0.211939918548
Long
STIV
CORP
CA
N
2
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40438PAA0
10389185.13000000
PA
USD
10391712.82000000
0.220051367393
Long
ABS-O
CORP
US
N
2
2021-07-20
Fixed
0.00427700
N
N
N
N
N
N
State of California
N/A
State of California
13068CFC4
10320000.00000000
PA
USD
10319380.80000000
0.218519689201
Long
STIV
MUN
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AKA48
15000000.00000000
PA
USD
14999341.80000000
0.317620947601
Long
DBT
USGSE
US
N
2
2021-01-21
Floating
0.00112900
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB (publ.)
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAH1
16104000.00000000
PA
USD
16138323.58000000
0.341739637414
Long
DBT
CORP
SE
N
2
2021-05-17
Floating
0.00710100
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GBR9
13985000.00000000
PA
USD
14011930.08000000
0.296711853698
Long
DBT
CORP
US
N
2
2020-12-03
Fixed
0.02500000
N
N
N
N
N
N
KfW
N/A
KFW
48246TLJ6
25000000.00000000
PA
USD
24998641.00000000
0.529362697980
Long
STIV
CORP
DE
N
2
N
N
N
State Of Tennessee
N/A
State of Tennessee
88055PPJ6
25263000.00000000
PA
USD
25260978.96000000
0.534917877171
Long
STIV
MUN
US
N
2
N
N
N
Canadian Imperial Bank of Commerce
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce
13606CDK7
34400000.00000000
PA
USD
34436477.76000000
0.729215111172
Long
STIV
CORP
CA
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AHW74
19640000.00000000
PA
USD
19639016.82000000
0.415869123826
Long
DBT
USGSE
US
N
2
2021-04-14
Floating
0.00099000
N
N
N
N
N
N
American International Group, Inc.
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAH1
4000000.00000000
PA
USD
4010309.04000000
0.084920936828
Long
DBT
CORP
US
N
2
2021-06-25
Floating
0.00685000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EL3D4
80000000.00000000
PA
USD
79965620.00000000
1.693324703086
Long
DBT
USGSE
US
N
2
2021-11-10
Floating
0.00123200
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133ELW42
35000000.00000000
PA
USD
35002870.70000000
0.741208854946
Long
DBT
USGSE
US
N
2
2021-10-20
Floating
0.00161400
N
N
N
N
N
N
JOHN DEERE CANADA ULC
54930034SQM5911PYS66
John Deere Canada, ULC
24423HLP4
20000000.00000000
PA
USD
19998720.00000000
0.423486075717
Long
STIV
CORP
US
N
2
N
N
N
BASF SE
N/A
BASF SE
05526LMU8
25000000.00000000
PA
USD
24993444.50000000
0.529252658668
Long
STIV
CORP
DE
N
2
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
31422BPN4
20500000.00000000
PA
USD
20495593.32000000
0.434007695721
Long
DBT
USGSE
US
N
2
2021-12-02
Floating
0.00230900
N
N
N
N
N
N
Los Angeles County Metropolitan Transportation Authority
54930051IHTXE1N9RB42
Los Angeles County Metropolitan Transportation Auth.
54531HBL0
17500000.00000000
PA
USD
17500175.00000000
0.370577738731
Long
STIV
CORP
US
N
2
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCL1
6270000.00000000
PA
USD
6294766.50000000
0.133295829065
Long
DBT
CORP
US
N
2
2021-01-08
Fixed
0.02400000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing, LLC
784054AA6
7245779.97000000
PA
USD
7245975.61000000
0.153438308842
Long
ABS-O
CORP
US
N
2
2021-08-20
Fixed
0.00386000
N
N
N
N
N
N
ITC HOLDINGS CORPORATION
549300HTO5U9D3SLE207
ITC Holdings Corporation
45032NLW4
21000000.00000000
PA
USD
20996546.13000000
0.444615701615
Long
STIV
CORP
US
N
2
N
N
N
UnitedHealth Group Incorporated
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91058TL61
10000000.00000000
PA
USD
9999727.80000000
0.211750826266
Long
STIV
CORP
US
N
2
N
N
N
GlaxoSmithKline plc
549300U0LV41VX7LEP38
GlaxoSmithKline Capital plc
377373AF2
13410000.00000000
PA
USD
13435304.00000000
0.284501416442
Long
DBT
CORP
GB
N
2
2021-05-14
Floating
0.00614800
N
N
N
N
N
N
Pricoa Global Funding I
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCG2
3825000.00000000
PA
USD
3828925.75000000
0.081080026125
Long
DBT
CORP
US
N
2
2020-11-24
Fixed
0.02550000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EKW85
20000000.00000000
PA
USD
20029396.20000000
0.424135664468
Long
DBT
USGSE
US
N
2
2021-10-04
Floating
0.00299500
N
N
N
N
N
N
Government of the United States
N/A
U.S. International Development Finance Corporation
90376PBG5
11540000.00000000
PA
USD
11540000.00000000
0.244367105183
Long
STIV
USGA
US
N
2
N
N
N
COCA-COLA CO
UWJKFUJFZ02DKWI3RY53
Coca-Cola Company
19121AM81
25000000.00000000
PA
USD
24997210.50000000
0.529332406200
Long
STIV
CORP
US
N
2
N
N
N
Wells Fargo & Company
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
95001KFT6
10000000.00000000
PA
USD
10001773.50000000
0.211794145311
Long
STIV
CORP
US
N
2
N
N
N
Lloyds Banking Group plc
213800MBWEIJDM5CU638
Lloyds Banking Group plc
53947BCJ7
25000000.00000000
PA
USD
25005465.50000000
0.529507211265
Long
STIV
CORP
GB
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJVE6
25000000.00000000
PA
USD
24997195.75000000
0.529332093859
Long
DBT
USGSE
US
N
2
2021-05-24
Floating
0.00139000
N
N
N
N
N
N
Ari Fleet Lease Trust 2020-A
N/A
ARI Fleet Lease Trust
00217TAA3
1959855.78000000
PA
USD
1961253.75000000
0.041530840677
Long
ABS-O
CORP
US
N
2
2021-02-16
Fixed
0.01685200
N
N
N
N
N
N
Kimberly-Clark Corporation
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corporation
49436TLH8
19625000.00000000
PA
USD
19624077.63000000
0.415552776632
Long
STIV
CORP
US
N
2
N
N
N
Barclays PLC
N/A
Barclays Bank plc
06742VYF2
15000000.00000000
PA
USD
14997249.60000000
0.317576643888
Long
STIV
CORP
GB
N
2
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
78014XFB8
10000000.00000000
PA
USD
10001893.00000000
0.211796675803
Long
STIV
CORP
CA
N
2
N
N
N
Toyota Credit De Puerto Rico, Inc
549300C3PZBB11ZOEC65
Toyota Financial Services de Puerto Rico, Inc.
8923A0MM2
25000000.00000000
PA
USD
24995486.00000000
0.529295888776
Long
STIV
CORP
US
N
2
N
N
N
Westpac Banking Corporation
N/A
Westpac Banking Corporation
96122JFB0
25000000.00000000
PA
USD
25011062.75000000
0.529625736723
Long
STIV
CORP
NZ
N
2
N
N
N
Lloyds Banking Group plc
H7FNTJ4851HG0EXQ1Z70
Lloyds Banking Group plc
539473AH1
14860000.00000000
PA
USD
15053621.04000000
0.318770346280
Long
DBT
CORP
GB
N
2
2021-01-21
Fixed
0.06375000
N
N
N
N
N
N
United States Department of The Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127963B3
25000000.00000000
PA
USD
24998524.25000000
0.529360225722
Long
STIV
UST
US
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJCZ0
9000000.00000000
PA
USD
9007791.57000000
0.190745922882
Long
DBT
USGSE
US
N
2
2021-09-03
Floating
0.00236500
N
N
N
N
N
N
UBS Group AG
BFM8T61CT2L1QCEMIK50
UBS Group AG
902674XK1
11800000.00000000
PA
USD
11800614.54000000
0.249885789820
Long
DBT
CORP
CH
N
2
2020-12-01
Fixed
0.02450000
N
N
N
N
N
N
Massachusetts Educational Financing Authority
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Auth.
57564LJM4
20000000.00000000
PA
USD
20000200.00000000
0.423517415692
Long
STIV
MUN
US
N
2
N
N
N
Mizuho Financial Group, Inc.
N/A
Mizuho Corporate Bank
60710AJP8
7725000.00000000
PA
USD
7752700.15000000
0.164168534923
Long
STIV
CORP
JP
N
2
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367BFU8
25000000.00000000
PA
USD
25004421.50000000
0.529485103877
Long
STIV
CORP
CA
N
2
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
Duke Energy Corporation
26244HLK7
8870000.00000000
PA
USD
8869103.15000000
0.187809104188
Long
STIV
CORP
US
N
2
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114NMD4
12830000.00000000
PA
USD
12842809.09000000
0.271954946252
Long
STIV
CORP
CA
N
2
N
N
N
The Goldman Sachs Group, Inc.
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
40054PER2
25000000.00000000
PA
USD
25013393.50000000
0.529675091890
Long
STIV
CORP
US
N
2
N
N
N
Corteva, Inc.
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours & Company
2635J4M17
7000000.00000000
PA
USD
6998736.92000000
0.148202866644
Long
STIV
CORP
US
N
2
N
N
N
Svenska Handelsbanken AB (publ)
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAU6
22300000.00000000
PA
USD
22358510.29000000
0.473456190276
Long
DBT
CORP
SE
N
2
2021-05-24
Floating
0.00726100
N
N
N
N
N
N
Macquarie Group Limited
4ZHCHI4KYZG2WVRT8631
Macquarie Bank, Ltd.
55608PAV6
4100000.00000000
PA
USD
4120966.74000000
0.087264186552
Long
DBT
CORP
AU
N
2
2021-01-15
Fixed
0.02850000
N
N
N
N
N
N
Honda Motor Co., Ltd.
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corporation
02665WCU3
30000000.00000000
PA
USD
30000000.00000000
0.635269770841
Long
DBT
CORP
US
N
2
2020-11-02
Floating
0.00531000
N
N
N
N
N
N
JPMorgan Chase & Co.
549300EEWRNP448AMT79
Chariot Funding, LLC
15963TP37
25000000.00000000
PA
USD
24990000.00000000
0.529179719110
Long
STIV
CORP
US
N
2
N
N
N
FMS WERTMANAGEMENT
N/A
FMS Wertmanagement
34411GP26
1800000.00000000
PA
USD
1799401.50000000
0.038103512618
Long
STIV
CORP
DE
N
2
N
N
N
BARTON CAPITAL SA
N/A
Barton Capital SA
06945LL48
15000000.00000000
PA
USD
14999749.95000000
0.317629590447
Long
STIV
CORP
FR
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAE1
7205000.00000000
PA
USD
7225458.96000000
0.153003855258
Long
DBT
CORP
FR
N
2
2021-08-07
Floating
0.00632000
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
N/A
Nederlandse Waterschapsbank NV
63975ULQ3
25000000.00000000
PA
USD
24997934.00000000
0.529347726789
Long
STIV
CORP
NL
N
2
N
N
N
BCC Funding XVII LLC
N/A
BCC Funding XVII, LLC
05493CAA4
16000000.00000000
PA
USD
16001729.60000000
0.338847169868
Long
ABS-O
CORP
US
N
2
2021-10-20
Fixed
0.00309700
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
N/A
Sumitomo Mitsui Trust Bank, Ltd.
86563GLC4
4800000.00000000
PA
USD
4799823.22000000
0.101639419901
Long
STIV
CORP
JP
N
2
N
N
N
Bank of Montreal
N/A
Bank of Montreal
06367BYK9
25000000.00000000
PA
USD
25000402.75000000
0.529400004197
Long
STIV
CORP
CA
N
2
N
N
N
Union Pacific Corporation
549300LMMRSZZCZ8CL11
Union Pacific Corporation
90782AM17
20000000.00000000
PA
USD
19997137.80000000
0.423452571589
Long
STIV
CORP
US
N
2
N
N
N
FMS WERTMANAGEMENT
N/A
FMS Wertmanagement
34411GLQ7
25000000.00000000
PA
USD
24998559.00000000
0.529360961576
Long
STIV
CORP
DE
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AHWZ2
10000000.00000000
PA
USD
9999320.00000000
0.211742190832
Long
DBT
USGSE
US
N
2
2021-02-16
Floating
0.00096000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
State of Wisconsin
97710HVS5
25000000.00000000
PA
USD
25000250.00000000
0.529396769615
Long
STIV
MUN
US
N
2
N
N
N
American International Group, Inc.
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAJ7
15907000.00000000
PA
USD
15927501.10000000
0.337275332462
Long
DBT
CORP
US
N
2
2021-01-22
Floating
0.00865700
N
N
N
N
N
N
State of California
N/A
State of California
13063DGA0
22250000.00000000
PA
USD
22486740.00000000
0.476171538892
Long
DBT
MUN
US
N
2
2021-04-01
Fixed
0.02800000
N
N
N
N
N
N
Cooperative Association of Tractor Dealers, Inc.
N/A
Dealers Capital Access Trust, LLC
24023GLJ4
4500000.00000000
PA
USD
4499703.14000000
0.095284179420
Long
STIV
CORP
US
N
2
N
N
N
Walmart Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142EH2
11997000.00000000
PA
USD
12016383.79000000
0.254454845887
Long
DBT
CORP
US
N
2
2021-06-23
Floating
0.00453300
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Z55
10000000.00000000
PA
USD
10013929.60000000
0.212051558740
Long
DBT
USGSE
US
N
2
2022-03-09
Floating
0.00260000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
State of Connecticut G.O.
20772KAC3
25000000.00000000
PA
USD
25110250.00000000
0.531726092109
Long
DBT
MUN
US
N
2
2021-01-15
Fixed
0.02670000
N
N
N
N
N
N
Nutrien Ltd.
N/A
Nutrien, Ltd.
67077ULC2
20000000.00000000
PA
USD
19998447.20000000
0.423480298997
Long
STIV
CORP
CA
N
2
N
N
N
Federal Agricultural Mortgage Corp.
549300MS654K78GYF580
Federal Agricultural Mortgage Corporation
31422BZB9
14290000.00000000
PA
USD
14288428.96000000
0.302566899703
Long
DBT
USGSE
US
N
2
2021-05-20
Floating
0.00161400
N
N
N
N
N
N
Dominion Resources, Inc.
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Company
92780JLG4
11500000.00000000
PA
USD
11499223.41000000
0.243503634017
Long
STIV
CORP
US
N
2
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14315FAA5
12057712.45000000
PA
USD
12058542.02000000
0.255347574190
Long
ABS-O
CORP
US
N
2
2021-07-15
Fixed
0.00276500
N
N
N
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
78012UWY7
15000000.00000000
PA
USD
15014500.05000000
0.317941933535
Long
STIV
CORP
CA
N
2
N
N
N
Royal Bank of Canada
N/A
Royal Bank of Canada
78014XFF9
10000000.00000000
PA
USD
10001532.60000000
0.211789044095
Long
STIV
CORP
CA
N
2
N
N
N
Federal Farm Credit Banks Funding Corporation
N/A
Federal Farm Credit Bank
3133EL3C6
20000000.00000000
PA
USD
19996957.40000000
0.423448751500
Long
DBT
USGSE
US
N
2
2021-08-06
Floating
0.00128500
N
N
N
N
N
N
TOTAL S.A.
N/A
Total Capital Canada, Ltd.
89153PNT5
25000000.00000000
PA
USD
24990791.00000000
0.529196469057
Long
STIV
CORP
FR
N
2
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AK6R2
15000000.00000000
PA
USD
14999385.30000000
0.317621868743
Long
DBT
USGSE
US
N
2
2021-01-15
Floating
0.00114300
N
N
N
N
N
N
Federal Home Loan Banks Office of Finance
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJTL3
10000000.00000000
PA
USD
10004282.50000000
0.211847275040
Long
DBT
USGSE
US
N
2
2021-07-09
Floating
0.00190000
N
N
N
N
N
N
TOTAL S.A.
N/A
Total Capital Canada, Ltd.
89153PNL2
25000000.00000000
PA
USD
24991743.00000000
0.529216628284
Long
STIV
CORP
FR
N
2
N
N
N
Svenska Handelsbanken AB (publ)
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken NY
86959RGY0
15000000.00000000
PA
USD
15010210.35000000
0.317851096310
Long
STIV
CORP
SE
N
2
N
N
N
2020-11-25
Thrivent Core Funds
Sarah L. Bergstrom
Sarah L. Bergstrom
Head of Fund Accounting & Assistant Treasurer