0001752724-21-207146.txt : 20210924 0001752724-21-207146.hdr.sgml : 20210924 20210924132624 ACCESSION NUMBER: 0001752724-21-207146 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210731 FILED AS OF DATE: 20210924 PERIOD START: 20210731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKROCK FUNDS CENTRAL INDEX KEY: 0000844779 IRS NUMBER: 510318674 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05742 FILM NUMBER: 211276488 BUSINESS ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 800-441-7762 MAIL ADDRESS: STREET 1: 100 BELLEVUE PARKWAY CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: COMPASS CAPITAL FUNDS\ DATE OF NAME CHANGE: 19961114 FORMER COMPANY: FORMER CONFORMED NAME: PNC FUND DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: NCP FUNDS DATE OF NAME CHANGE: 19890511 0000844779 S000038550 BlackRock Short Obligations Fund C000119004 Class K Shares C000129315 Institutional Shares C000198747 Investor A Shares NPORT-P 1 primary_doc.xml NPORT-P false 0000844779 XXXXXXXX S000038550 C000129315 C000198747 C000119004 BlackRock Funds 811-05742 0000844779 549300OZUEVJZHOBFP42 100 Bellevue Parkway Wilmington 19809 800-441-7762 BlackRock Short Obligations Fund S000038550 549300XULCSJN4492O72 2021-07-31 2021-07-31 N 4590539405.71 6629729.70 4583909676.01 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 0.00000000 USD N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BV4 8024000.00000000 PA USD 8028606.98000000 0.175147582466 Long DBT CORP US N 2 2023-09-29 Floating 0.66600000 N N N N N N Credit Industriel et Commercial N4JDFKKH2FTD8RKFXO39 N/A 10000000.00000000 PA USD 9989201.70000000 0.217918816164 Long STIV CORP FR N 2 2022-02-22 None 0.00000000 N N N N N N ING US Funding LLC N/A 45685QZE2 5000000.00000000 PA USD 4997716.65000000 0.109027380625 Long STIV CORP US N 2 2021-12-14 None 0.00000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 69350AWV6 4825000.00000000 PA USD 4823601.96000000 0.105228992299 Long STIV CORP US N 2 2021-09-29 None 0.00000000 N N N N N N Reckitt Benckiser Treasury Services plc 213800LAXWIUOOBZ3908 7562E0WP7 5750000.00000000 PA USD 5748330.89000000 0.125402359476 Long STIV CORP GB N 2 2021-09-23 None 0.00000000 N N N N N N Brookfield Renewable Energy LP N/A 11284WWE9 9375000.00000000 PA USD 9373071.38000000 0.204477663010 Long STIV CORP BM N 2 2021-09-14 None 0.00000000 N N N N N N CarMax Auto Owner Trust N/A 14316HAB8 12378631.12000000 PA USD 12387788.83000000 0.270245046381 Long ABS-O CORP US N 2 2024-01-16 Fixed 0.31000000 N N N N N N County of Miami-Dade 549300QG0NBD9HULR263 59333NN90 7500000.00000000 PA USD 7478549.78000000 0.163147843404 Long DBT MUN US N 2 2023-04-01 Fixed 0.37500000 N N N N N N Hormel Foods Corp. MSD54751OJP1FS2ND863 440452AG5 5565000.00000000 PA USD 5583141.90000000 0.121798689211 Long DBT CORP US N 2 2024-06-03 Fixed 0.65000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 N/A 6800000.00000000 PA USD 6822030.16000000 0.148825579956 Long DBT CORP ES N 2 2024-06-30 Floating 0.70099980 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BW5 4340000.00000000 PA USD 4339604.24000000 0.094670369765 Long DBT CORP US N 2 2024-05-12 Fixed 0.45000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CBE2 4255000.00000000 PA USD 4307039.29000000 0.093959951098 Long DBT CORP FI N 2 2023-06-09 Fixed 1.00000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DB2 1878000.00000000 PA USD 1987381.01000000 0.043355588361 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Roche Holdings, Inc. PVJRP0EQNV6OGDPZGY95 771196BR2 5370000.00000000 PA USD 5375240.26000000 0.117263223752 Long DBT CORP US N 2 2024-03-05 Floating 0.27947520 N N N N N N Santander UK plc PTCQB104N23FMNK2RZ28 80283LAY9 2807000.00000000 PA USD 2879838.98000000 0.062824950392 Long DBT CORP GB N 2 2023-01-13 Fixed 2.10000000 N N N N N N Taxable Municipal Funding Trust N/A 62630WFV4 6500000.00000000 PA USD 6500000.00000000 0.141800350779 Long STIV MUN US N 2 2056-05-15 Variable 0.28999980 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21688AAJ1 3790000.00000000 PA USD 3832240.04000000 0.083601997222 Long DBT CORP NL N 2 2022-01-10 Fixed 2.75000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 27805AV20 3900000.00000000 PA USD 3899957.41000000 0.085079281348 Long STIV CORP US N 2 2021-08-02 None 0.00000000 N N N N N N CarMax Auto Owner Trust N/A 14315XAB4 1714855.83000000 PA USD 1719118.96000000 0.037503334086 Long ABS-O CORP US N 2 2023-04-17 Fixed 1.87000000 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 50049MAE9 10535000.00000000 PA USD 10541539.18000000 0.229968300535 Long DBT CORP KR N 2 2022-08-03 Floating 0.50000040 N N N N N N ING Bank NV 3TK20IVIUJ8J3ZU0QE75 449786BJ0 4684000.00000000 PA USD 4686914.48000000 0.102247094975 Long DBT CORP NL N 2 2021-08-15 Fixed 2.05000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813DAB4 1442290.76000000 PA USD 1443608.58000000 0.031492954312 Long ABS-O CORP US N 2 2022-11-15 Fixed 0.74000000 N N N N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565CLC1 12000000.00000000 PA USD 12047628.96000000 0.262824309629 Long STIV CORP JP N 2 2022-07-15 Fixed 0.70000000 N N N N N N Crown Point Capital Co. LLC 549300LXH4KLRKIKII81 22845AUM0 13250000.00000000 PA USD 13258788.59000000 0.289246288149 Long STIV CORP US N 2 2022-01-12 Fixed 0.33000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 40435RKF7 17000000.00000000 PA USD 17018128.29000000 0.371257932482 Long STIV CORP US N 2 2022-01-03 Fixed 0.38000000 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 48668MP80 5000000.00000000 PA USD 5000449.55000000 0.109087000037 Long STIV CORP KR N 2 2022-02-07 Floating 0.33413040 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94107MV94 25000000.00000000 PA USD 24999069.50000000 0.545365665271 Long STIV CORP US N 2 2021-08-09 None 0.00000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913R2E6 2145000.00000000 PA USD 2146783.67000000 0.046833027300 Long DBT CORP US N 2 2022-01-06 Floating 0.35787960 N N N N N N Mizuho Floater/Residual Trust N/A 60700HDY2 5770000.00000000 PA USD 5770000.00000000 0.125875080615 Long STIV MUN US N 2 2025-07-01 Variable 0.41000085 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAE0 13000000.00000000 PA USD 13326337.18000000 0.290719890266 Long DBT CORP NO N 2 2022-12-02 Fixed 2.15000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468T9 15000000.00000000 PA USD 15025583.55000000 0.327789695085 Long DBT CORP US N 2 2023-11-10 Variable 0.56000032 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KBB8 18980000.00000000 PA USD 19120072.40000000 0.417112765115 Long DBT CORP NL N 2 2024-03-11 Floating 0.47999880 N N N N N N Taxable Municipal Funding Trust N/A 62630WDX2 500000.00000000 PA USD 500000.00000000 0.010907719290 Long STIV MUN US N 2 2025-04-01 Variable 0.28999980 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABU0 18500000.00000000 PA USD 18508835.60000000 0.403778366246 Long DBT CORP US N 2 2023-04-03 Fixed 0.80000000 N N N N N N Deutsche Bank Spears N/A 25155W4V8 43500000.00000000 PA USD 43500000.00000000 0.948971578293 Long STIV MUN US N 2 2031-04-01 Variable 0.27000145 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAL8 4000000.00000000 PA USD 4016033.32000000 0.087611528233 Long DBT CORP US N 2 2024-06-14 Fixed 0.58400000 N N N N N N Shinhan Bank 5493003P813VL21KG928 82459LWA1 3000000.00000000 PA USD 2999405.01000000 0.065433335776 Long STIV CORP KR N 2 2021-09-10 None 0.00000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279GYG6 750000.00000000 PA USD 749532.21000000 0.016351373892 Long STIV CORP US N 2 2021-11-16 None 0.00000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06742TVS2 13500000.00000000 PA USD 13511349.59000000 0.294756017133 Long STIV CORP GB N 2 2021-12-31 Fixed 0.36000000 N N N N N N Bayerische Landesbank VDYMYTQGZZ6DU0912C88 0727MAZ20 25000000.00000000 PA USD 25046742.25000000 0.546405667220 Long STIV CORP DE N 2 2022-02-03 Floating 0.64563120 N N N N N N Connecticut Housing Finance Authority 5493003DXX0NRJKSH186 20775HFT5 440000.00000000 PA USD 439740.41000000 0.009593129906 Long DBT MUN US N 2 2022-11-15 Fixed 0.30000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859UBG7 1520000.00000000 PA USD 1518220.63000000 0.033120648906 Long DBT CORP GB N 2 2024-01-22 Fixed 0.55000000 N N N N N N Credit Suisse Securities (USA) LLC 1V8Y6QCX6YMJ2OELII46 N/A 27000000.00000000 PA USD 27000000.00000000 0.589016841699 Long RA CORP US N 2 Repurchase Y 0.67000000 2021-08-02 113486836.00000000 USD 20245472.78000000 USD PLCMO 21450000.00000000 USD 9849147.15000000 USD ABS 821000.00000000 USD 913841.84000000 USD CDS N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 22532XPE2 8000000.00000000 PA USD 8004578.72000000 0.174623395436 Long STIV CORP FR N 2 2021-11-15 Floating 0.45000000 N N N N N N Western Union Co. (The) 28ID94QU1140NC23S047 95980GV21 22000000.00000000 PA USD 21999736.00000000 0.479933889516 Long STIV CORP US N 2 2021-08-02 None 0.00000000 N N N N N N MUFG Bank Ltd. C3GTMMZIHMY46P4OIX74 55380TJU5 8000000.00000000 PA USD 8004624.32000000 0.174624390220 Long STIV CORP JP N 2 2021-10-29 Fixed 0.33000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236THD0 5410000.00000000 PA USD 5422255.60000000 0.118288884014 Long DBT CORP US N 2 2022-07-22 Fixed 0.45000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 69350AVL9 11305000.00000000 PA USD 11304056.94000000 0.246602959896 Long STIV CORP US N 2 2021-08-20 None 0.00000000 N N N N N N Enbridge US, Inc. 5493003FRODSVHJWFS32 29251UW38 4000000.00000000 PA USD 3999405.00000000 0.087248774139 Long STIV CORP US N 2 2021-09-03 None 0.00000000 N N N N N N CarMax Auto Owner Trust N/A 14315FAB3 3286482.59000000 PA USD 3289111.45000000 0.071753408825 Long ABS-O CORP US N 2 2023-06-15 Fixed 0.49000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358W4V3 14140000.00000000 PA USD 14318870.86000000 0.312372447802 Long DBT MUN US N 2 2023-07-01 Fixed 1.08600000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368YFQ5 18000000.00000000 PA USD 17991972.00000000 0.392502760125 Long STIV CORP FR N 2 2021-12-13 None 0.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEM7 27000000.00000000 PA USD 27066309.84000000 0.590463419941 Long DBT CORP US N 2 2022-09-08 Floating 0.39054960 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAJ6 2500000.00000000 PA USD 2508800.00000000 0.054730572313 Long DBT CORP SE N 2 2022-03-14 Floating 0.81900000 N N N N N N Natixis SA 2549003L5ZG5M2ZSE107 63873QPY4 3000000.00000000 PA USD 3001000.08000000 0.065468132928 Long STIV CORP FR N 2 2022-06-17 Floating 0.23000040 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGD0 16955000.00000000 PA USD 17067888.42000000 0.372343471541 Long DBT CORP US N 2 2024-03-22 Floating 0.55000080 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516CC8 18000000.00000000 PA USD 18002530.26000000 0.392733093198 Long DBT CORP US N 2 2022-08-19 Fixed 0.48300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571BZ14 12000000.00000000 PA USD 11994585.36000000 0.261667140231 Long STIV CORP FR N 2 2021-12-01 None 0.00000000 N N N N N N Chevron USA, Inc. VA8TZDWPEZYU430RZ444 166756AK2 40515000.00000000 PA USD 40615729.61000000 0.886049954748 Long DBT CORP US N 2 2023-08-11 Floating 0.35988120 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 N/A 16000000.00000000 PA USD 16000000.00000000 0.349047017303 Long RA CORP US N 2 Repurchase Y 0.36000000 2021-08-02 15995000.00000000 USD 16961950.03000000 USD CDS N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55607KYK6 15000000.00000000 PA USD 14993233.35000000 0.327083961284 Long STIV CORP AU N 2 2021-11-19 None 0.00000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06742TYS9 10000000.00000000 PA USD 10001952.00000000 0.218196969550 Long STIV CORP GB N 2 2022-04-08 Fixed 0.24000000 N N N N N N Mizuho Securities USA LLC 7TK5RJIZDFROZCA6XF66 N/A 3500000.00000000 PA USD 3500000.00000000 0.076354035035 Long RA CORP US N 2 Repurchase Y 0.49000000 2021-08-02 3050000.00000000 USD 3745371.50000000 USD N N N Kookmin Bank 549300XXMOJSIW8P4769 48668MP72 4000000.00000000 PA USD 4000783.24000000 0.087278841049 Long STIV CORP KR N 2 2022-02-07 Floating 0.35412840 N N N N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 63254ABC1 10830000.00000000 PA USD 11083628.53000000 0.241794217456 Long DBT CORP AU N 2 2022-12-13 Fixed 1.87500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17308CC38 5000000.00000000 PA USD 5009604.00000000 0.109286708379 Long DBT CORP US N 2 2022-11-04 Floating 0.92000160 N N N N N N County of Miami-Dade 549300QG0NBD9HULR263 59333NS61 1000000.00000000 PA USD 1005729.98000000 0.021940440608 Long DBT MUN US N 2 2023-10-01 Fixed 0.70700000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 90276JLQ7 15000000.00000000 PA USD 15002863.80000000 0.327294053775 Long STIV CORP CH N 2 2021-11-12 Floating 0.28749960 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GD3 5120000.00000000 PA USD 5120991.13000000 0.111716667472 Long DBT CORP US N 2 2023-05-10 Floating 0.27975960 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VAQ2 16306000.00000000 PA USD 16429013.12000000 0.358406126673 Long DBT CORP JP N 2 2023-09-12 Fixed 0.80000000 N N N N N N CarMax Auto Owner Trust N/A 14315FAC1 800722.68000000 PA USD 801038.49000000 0.017475005979 Long ABS-O CORP US N 2 2023-06-15 Floating 0.34313040 N N N N N N Hitachi Capital America Corp. SAG6K2J487EOB0C5BI47 43357LVK5 6000000.00000000 PA USD 5999523.36000000 0.130882233378 Long STIV CORP US N 2 2021-08-19 None 0.00000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06742TWB8 10000000.00000000 PA USD 10007572.10000000 0.218319574497 Long STIV CORP GB N 2 2022-02-01 Fixed 0.33000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GA9 12550000.00000000 PA USD 12550565.75000000 0.273796096281 Long DBT CORP US N 2 2023-07-28 Floating 0.51162840 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86959LAF0 6425000.00000000 PA USD 6465192.68000000 0.141041013827 Long DBT CORP SE N 2 2023-06-30 Fixed 0.62500000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 89114NPP4 15000000.00000000 PA USD 15001161.00000000 0.327256906446 Long STIV CORP CA N 2 2021-08-24 Floating 0.25013160 N N N N N N Bell Canada 549300JYAVAQRV5MNZ86 0778FPAC3 10000000.00000000 PA USD 10054617.70000000 0.219345894894 Long DBT CORP CA N 2 2024-03-17 Fixed 0.75000000 N N N N N N Canadian Imperial Bank of Commerce 549300H8L46OOZOFHU82 13606CDK7 5000000.00000000 PA USD 5000091.10000000 0.109079180293 Long STIV CORP CA N 2 2021-08-06 Floating 0.33537960 N N N N N N Svenska Handelsbanken NHBDILHZTYCNBV5UYZ31 86959RET3 15500000.00000000 PA USD 15517302.65000000 0.338516762911 Long STIV CORP SE N 2 2022-01-06 Floating 0.39787920 N N N N N N City of Houston Airport System N/A 442349EJ1 810000.00000000 PA USD 813644.98000000 0.017750022088 Long DBT MUN US N 2 2022-07-01 Fixed 0.88300000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBS1 11000000.00000000 PA USD 11176298.76000000 0.243815859166 Long DBT CORP US N 2 2022-02-01 Fixed 3.50000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDP3 5790000.00000000 PA USD 5823451.90000000 0.127041157256 Long DBT CORP US N 2 2023-09-08 Floating 0.54825120 N N N N N N Chevron Corp. N/A 166764BV1 5135000.00000000 PA USD 5211646.24000000 0.113694348457 Long DBT CORP US N 2 2023-05-11 Fixed 1.14100000 N N N N N N Air Liquide Finance SA 549300YGXL5Z3R14K812 00913RAB2 3197000.00000000 PA USD 3200804.40000000 0.069826951799 Long DBT CORP FR N 2 2021-09-27 Fixed 1.75000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279GWN3 20000000.00000000 PA USD 19995020.00000000 0.436200130745 Long STIV CORP US N 2 2021-09-22 None 0.00000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55607KYJ9 10000000.00000000 PA USD 9995560.00000000 0.218057525267 Long STIV CORP AU N 2 2021-11-18 None 0.00000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EJ8 5345000.00000000 PA USD 5478109.80000000 0.119507367884 Long DBT CORP AU N 2 2023-01-13 Fixed 2.00000000 N N N N N N Taxable Municipal Funding Trust N/A 62630WEL7 8570000.00000000 PA USD 8570000.00000000 0.186958308643 Long STIV MUN US N 2 2030-09-01 Variable 0.28999980 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBV1 9305000.00000000 PA USD 9349533.82000000 0.203964180815 Long DBT CORP US N 2 2023-03-01 Floating 0.59000040 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214DA8 7967000.00000000 PA USD 7973660.57000000 0.173948902434 Long DBT CORP AU N 2 2021-08-19 Fixed 2.00000000 N N N N N N Taxable Municipal Funding Trust N/A 62630WFM4 500000.00000000 PA USD 500000.00000000 0.010907719290 Long STIV MUN US N 2 2031-02-01 Variable 0.28999980 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85325VJ43 8000000.00000000 PA USD 8004494.48000000 0.174621557704 Long STIV CORP GB N 2 2022-04-14 Floating 0.29999880 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913Q3C1 6645000.00000000 PA USD 6799742.85000000 0.148339372513 Long DBT CORP US N 2 2022-11-18 Fixed 1.95000000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 86723AVA7 3700000.00000000 PA USD 3699846.23000000 0.080713768191 Long STIV CORP CA N 2 2021-08-10 None 0.00000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22549L2M6 5000000.00000000 PA USD 5002628.45000000 0.109134533696 Long STIV CORP CH N 2 2021-11-09 Fixed 0.34000000 N N N N N N Concord Minutemen Capital Co. LLC 549300B4YYZ4SNU1JB49 20632LC13 20000000.00000000 PA USD 19975390.00000000 0.435771893685 Long STIV CORP US N 2 2022-03-01 None 0.00000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAD2 7000000.00000000 PA USD 7046788.21000000 0.153728775391 Long DBT CORP NO N 2 2022-12-02 Floating 0.75138120 N N N N N N DZ Bank AG 529900HNOAA1KXQJUQ27 23328AM50 32000000.00000000 PA USD 32017336.96000000 0.698472247993 Long STIV CORP DE N 2 2022-02-17 Floating 0.35588160 N N N N N N Brookfield Infrastructure Holdings Canada, Inc. 549300GV8LYH0T7DZO77 11275MV45 15000000.00000000 PA USD 14999727.15000000 0.327225626379 Long STIV CORP CA N 2 2021-08-04 None 0.00000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851EB6 26690000.00000000 PA USD 26762513.53000000 0.583835970199 Long DBT CORP US N 2 2024-03-01 Fixed 0.75000000 N N N N N N Collateralized Commercial Paper FLEX Co. LLC 549300QFFTZ0K7V16U14 19423JZ67 12000000.00000000 PA USD 11994281.04000000 0.261660501357 Long STIV CORP US N 2 2021-12-06 None 0.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012UYK5 35000000.00000000 PA USD 35003209.50000000 0.763610367001 Long STIV CORP CA N 2 2021-10-08 Floating 0.18488160 N N N N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 N/A 15000000.00000000 PA USD 15000000.00000000 0.327231578722 Long RA CORP US N 2 Repurchase Y 0.47000000 2021-09-07 19776707.00000000 USD 17250090.16000000 USD PLCMO N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565BQ87 7000000.00000000 PA USD 7003475.57000000 0.152783891154 Long STIV CORP JP N 2 2021-09-10 Floating 0.56800080 N N N N N N Natwest Markets plc RR3QWICWWIPCS8A4S074 63906FAT6 20000000.00000000 PA USD 19981900.00000000 0.435913912191 Long STIV CORP GB N 2 2022-01-27 None 0.00000000 N N N N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565B4S7 11000000.00000000 PA USD 11008435.68000000 0.240153852455 Long STIV CORP JP N 2 2021-10-12 Floating 0.49899960 N N N N N N Mizuho Floater/Residual Trust N/A 60700HEJ4 11680000.00000000 PA USD 11680000.00000000 0.254804322631 Long STIV MUN US N 2 2031-03-01 Variable 0.41000085 N N N N N N County of Pima N/A 721664GW4 2130000.00000000 PA USD 2130532.54000000 0.046478501772 Long DBT MUN US N 2 2021-12-01 Fixed 0.37600000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDH9 34725000.00000000 PA USD 34744300.16000000 0.757962146196 Long DBT CORP US N 2 2023-09-15 Floating 0.64887840 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 89114NMZ5 10000000.00000000 PA USD 10000377.70000000 0.218162625505 Long STIV CORP CA N 2 2021-08-03 Fixed 0.43000000 N N N N N N BNZ International Funding Ltd. 549300HVMZ89HDMELW08 05579HAE2 5300000.00000000 PA USD 5378665.67000000 0.117337950574 Long DBT CORP NZ N 2 2022-02-21 Fixed 2.90000000 N N N N N N Walt Disney World Co. N/A 2546R3GF5 5660000.00000000 PA USD 5646958.40000000 0.123190874147 Long STIV CORP US N 2 2022-07-15 None 0.00000000 N N N N N N Reckitt Benckiser Treasury Services plc 213800LAXWIUOOBZ3908 7562E0WQ5 3500000.00000000 PA USD 3498965.54000000 0.076331467836 Long STIV CORP GB N 2 2021-09-24 None 0.00000000 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BAZ3 9450000.00000000 PA USD 9461224.90000000 0.206400770711 Long DBT CORP US N 2 2023-10-15 Fixed 0.50000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBC3 3400000.00000000 PA USD 3411606.99000000 0.074425702754 Long DBT CORP US N 2 2022-02-25 Floating 0.86699880 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 40433FSB6 15000000.00000000 PA USD 15003351.30000000 0.327304688801 Long STIV CORP GB N 2 2021-11-05 Floating 0.31637880 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 40433GV20 15000000.00000000 PA USD 14999862.45000000 0.327228578008 Long STIV CORP GB N 2 2021-08-02 None 0.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 25000000.00000000 PA USD 25000000.00000000 0.545385964536 Long RA CORP FR N 2 Repurchase Y 0.47000000 2021-08-02 27366000.00000000 USD 28725299.57000000 USD CDS N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXY5 20000000.00000000 PA USD 20014924.60000000 0.436634358324 Long DBT CORP US N 2 2023-03-08 Fixed 0.52300000 N N N N N N Natixis SA 2549003L5ZG5M2ZSE107 63873QLP7 15000000.00000000 PA USD 15010749.15000000 0.327466076143 Long STIV CORP FR N 2 2021-11-16 Fixed 0.34000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBC7 12850000.00000000 PA USD 13138487.77000000 0.286621872999 Long DBT CORP AU N 2 2022-10-17 Fixed 2.10000000 N N N N N N MUFG Bank Ltd. C3GTMMZIHMY46P4OIX74 55380TUD0 20000000.00000000 PA USD 20000966.20000000 0.436329849706 Long STIV CORP JP N 2 2022-07-15 Fixed 0.23000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85325V6X3 14250000.00000000 PA USD 14251275.23000000 0.310897819487 Long STIV CORP GB N 2 2021-08-24 Floating 0.30012840 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 27805AV46 10000000.00000000 PA USD 9999818.10000000 0.218150417586 Long STIV CORP US N 2 2021-08-04 None 0.00000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBK0 13375000.00000000 PA USD 13377110.31000000 0.291827528365 Long DBT CORP US N 2 2023-06-10 Floating 0.29469960 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAB7 5743000.00000000 PA USD 5811979.40000000 0.126790879637 Long DBT CORP US N 2 2023-01-15 Fixed 2.97200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468W2 8000000.00000000 PA USD 8002227.44000000 0.174572101232 Long DBT CORP US N 2 2024-01-25 Variable 0.52900000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WCU2 8472000.00000000 PA USD 8559431.04000000 0.186727742145 Long DBT CORP US N 2 2023-06-09 Fixed 0.85000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAL1 12000000.00000000 PA USD 12021120.00000000 0.262246005040 Long DBT CORP SE N 2 2023-09-25 Fixed 0.60000000 N N N N N N Tender Option Bond Trust N/A 88034W6F6 2915000.00000000 PA USD 2915000.00000000 0.063592003464 Long STIV MUN US N 2 2023-09-01 Variable 0.31000180 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HG82 12800000.00000000 PA USD 12765364.61000000 0.278482027619 Long STIV CORP US N 2 2022-07-08 None 0.00000000 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85325VC24 24000000.00000000 PA USD 24017754.24000000 0.523957842487 Long STIV CORP GB N 2 2021-11-23 Floating 0.37000080 N N N N N N Canadian Imperial Bank of Commerce 549300H8L46OOZOFHU82 13606CDJ0 3000000.00000000 PA USD 3000054.66000000 0.065447508176 Long STIV CORP CA N 2 2021-08-06 Floating 0.33537960 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBB9 8150000.00000000 PA USD 8165043.76000000 0.178124010661 Long DBT CORP US N 2 2023-04-12 Fixed 0.50200000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22549L6U4 20000000.00000000 PA USD 20009844.20000000 0.436523527169 Long STIV CORP CH N 2 2021-11-01 Fixed 0.34000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368YFW2 15000000.00000000 PA USD 14991090.00000000 0.327037203164 Long STIV CORP FR N 2 2022-01-10 None 0.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5Z6 20000000.00000000 PA USD 20016110.00000000 0.436660218344 Long DBT CORP US N 2 2022-09-09 Floating 0.78312960 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 0718A2XM8 27298000.00000000 PA USD 27285727.37000000 0.595250109590 Long STIV CORP US N 2 2021-10-21 None 0.00000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 0718A2VG3 13199000.00000000 PA USD 13198121.21000000 0.287922802647 Long STIV CORP US N 2 2021-08-16 None 0.00000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06741HAT0 10000000.00000000 PA USD 10000160.00000000 0.218157876284 Long STIV CORP GB N 2 2022-07-22 Floating 0.28000080 N N N N N N Met Tower Global Funding 635400OFJCY9IOGBGY57 58989VAA2 20060000.00000000 PA USD 20188003.06000000 0.440410140837 Long DBT CORP US N 2 2023-01-17 Floating 0.60000480 N N N N N N Mizuho Bank Ltd. RB0PEZSDGCO3JS6CEU02 60710AXN7 5000000.00000000 PA USD 5001677.70000000 0.109113792668 Long STIV CORP JP N 2 2021-11-03 Fixed 0.24000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAR9 13500000.00000000 PA USD 13519459.17000000 0.294932931177 Long DBT CORP FR N 2 2022-02-17 Floating 0.48999960 N N N N N N Credit Agricole Corporate & Investment Bank SA 1VUV7VQFKUOQSJ21A208 22533B2H7 15000000.00000000 PA USD 14976198.15000000 0.326712330925 Long DBT CORP FR N 2 2023-01-15 Fixed 0.40000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44890MZG0 9600000.00000000 PA USD 9592846.18000000 0.209272146661 Long STIV CORP US N 2 2021-12-16 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 92866BXR1 35000000.00000000 PA USD 34962022.20000000 0.762711847988 Long STIV CORP US N 2 2021-10-25 None 0.00000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513ECE9 4000000.00000000 PA USD 4054456.44000000 0.088449745448 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N Brookfield Renewable Energy LP N/A 11284WWF6 5400000.00000000 PA USD 5398850.83000000 0.117778298692 Long STIV CORP BM N 2 2021-09-15 None 0.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 2574P0XK5 4000000.00000000 PA USD 3998254.00000000 0.087223664570 Long STIV CORP US N 2 2021-10-19 None 0.00000000 N N N N N N Letter of Credit Co. I LLC N/A 52727MWW0 13875000.00000000 PA USD 13855366.88000000 0.302260905194 Long STIV CORP US N 2 2021-09-30 None 0.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCS6 4000000.00000000 PA USD 4056368.80000000 0.088491464420 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55607NHL7 5000000.00000000 PA USD 5001232.45000000 0.109104079344 Long STIV CORP AU N 2 2021-11-12 Floating 0.26750160 N N N N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 63254AAZ1 2872000.00000000 PA USD 2883315.68000000 0.062900796128 Long DBT CORP AU N 2 2021-09-20 Fixed 3.37500000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94107MWA0 50500000.00000000 PA USD 50490691.34000000 1.101476575863 Long STIV CORP US N 2 2021-09-10 None 0.00000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FG6 6000000.00000000 PA USD 6001465.98000000 0.130924612485 Long DBT CORP US N 2 2021-09-01 Floating 0.38463120 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBN9 4000000.00000000 PA USD 4069750.48000000 0.088783391638 Long DBT CORP US N 2 2022-09-01 Fixed 1.95000000 N N N N N N Mizuho Floater/Residual Trust N/A 60700HGC7 4000000.00000000 PA USD 4000000.00000000 0.087261754325 Long STIV MUN US N 2 2058-12-01 Variable 0.41000085 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 542691DN7 755000.00000000 PA USD 755037.73000000 0.016471479225 Long DBT MUN US N 2 2022-03-01 Fixed 0.65900000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22552G2M1 5000000.00000000 PA USD 5000909.60000000 0.109097036230 Long STIV CORP CH N 2 2022-02-15 Fixed 0.24000000 N N N N N N Canadian Imperial Bank of Commerce 549300H8L46OOZOFHU82 13606CKW3 7000000.00000000 PA USD 7004475.80000000 0.152805711610 Long STIV CORP CA N 2 2021-12-08 Fixed 0.29000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YC8 5000000.00000000 PA USD 5017730.80000000 0.109463998085 Long DBT CORP CH N 2 2024-02-09 Floating 0.41000040 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AL8 3661000.00000000 PA USD 3717420.95000000 0.081097168416 Long DBT CORP JP N 2 2022-02-22 Fixed 2.99800000 N N N N N N Natixis SA 2549003L5ZG5M2ZSE107 63873QLW2 3000000.00000000 PA USD 3001413.33000000 0.065477148158 Long STIV CORP FR N 2 2021-12-09 Floating 0.25313040 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BED4 15000000.00000000 PA USD 15107508.45000000 0.329576922710 Long DBT CORP US N 2 2021-11-17 Fixed 2.62500000 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 40433HA39 10000000.00000000 PA USD 9990928.90000000 0.217956495789 Long STIV CORP GB N 2 2022-01-03 None 0.00000000 N N N N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 N/A 12000000.00000000 PA USD 12000000.00000000 0.261785262977 Long RA CORP US N 2 Repurchase Y 0.31000000 2021-08-11 50982938.00000000 USD 12731874.99000000 USD ADAS 100000.00000000 USD 108125.06000000 USD AMBS N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAS9 1000000.00000000 PA USD 1000361.89000000 0.021823333370 Long DBT CORP NL N 2 2021-08-27 Floating 0.70850160 N N N N N N LSEGA Financing plc 2138009YFYTGEHZNNZ09 50220PAA1 3120000.00000000 PA USD 3128481.75000000 0.068249201470 Long DBT CORP GB N 2 2024-04-06 Fixed 0.65000000 N N N N N N Norinchukin Bank 549300KQZJBM38M51L16 65602YFY1 7000000.00000000 PA USD 7003445.05000000 0.152783225346 Long STIV CORP US N 2 2022-01-20 Fixed 0.25000000 N N N N N N BNZ International Funding Ltd. 549300HVMZ89HDMELW08 0556X0WA8 13500000.00000000 PA USD 13498740.05000000 0.294480934487 Long STIV CORP NZ N 2 2021-09-10 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YF1 3780000.00000000 PA USD 3778382.73000000 0.082427076383 Long DBT CORP CH N 2 2023-06-01 Fixed 0.37500000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665JX54 11600000.00000000 PA USD 11595682.25000000 0.252964893935 Long STIV CORP US N 2 2021-10-05 None 0.00000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 38150TWQ3 2000000.00000000 PA USD 1999657.78000000 0.043623411483 Long STIV CORP GB N 2 2021-09-24 None 0.00000000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677QBS7 6840000.00000000 PA USD 6990537.87000000 0.152501649554 Long DBT CORP US N 2 2023-01-30 Fixed 1.80000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 2574P0XS8 8000000.00000000 PA USD 7996108.48000000 0.174438613436 Long STIV CORP US N 2 2021-10-26 None 0.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KAS9 26176000.00000000 PA USD 26220283.25000000 0.572006978829 Long DBT CORP US N 2 2021-09-01 Fixed 2.40300000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AK2 2795000.00000000 PA USD 2797666.93000000 0.061032331082 Long DBT CORP US N 2 2022-08-15 Fixed 0.45000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 0020A2YG1 15000000.00000000 PA USD 14992915.05000000 0.327077017430 Long STIV CORP US N 2 2021-11-16 None 0.00000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913Q3D9 10000000.00000000 PA USD 10005412.10000000 0.218272453149 Long DBT CORP US N 2 2021-11-12 Floating 0.36749880 N N N N N N Mizuho Floater/Residual Trust N/A 60700HFN4 5960000.00000000 PA USD 5960000.00000000 0.130020013945 Long STIV MUN US N 2 2036-08-01 Variable 0.41000085 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CBA1 10000000.00000000 PA USD 9970441.50000000 0.217509554173 Long DBT CORP US N 2 2024-01-12 Fixed 0.47300000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 0255E2V98 12500000.00000000 PA USD 12499531.25000000 0.272682756281 Long STIV CORP US N 2 2021-08-09 None 0.00000000 N N N N N N County of Pima N/A 721664GX2 1130000.00000000 PA USD 1132158.32000000 0.024698530294 Long DBT MUN US N 2 2022-12-01 Fixed 0.47600000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 69350AV21 25364000.00000000 PA USD 25363723.03000000 0.553320741958 Long STIV CORP US N 2 2021-08-02 None 0.00000000 N N N N N N Ford Credit Auto Lease Trust N/A 34531RAB3 11045741.40000000 PA USD 11052332.39000000 0.241111478436 Long ABS-O CORP US N 2 2022-12-15 Fixed 0.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 N/A 5000000.00000000 PA USD 5175720.00000000 0.112910601774 Long DBT CORP US N 2 2023-12-20 Floating 3.00399990 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCA2 20000000.00000000 PA USD 20129274.20000000 0.439128944999 Long DBT CORP US N 2 2024-03-16 Floating 0.62727480 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012UZD0 10000000.00000000 PA USD 10003752.00000000 0.218236237340 Long STIV CORP CA N 2 2021-12-17 Floating 0.23474880 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBK0 5000000.00000000 PA USD 5006382.75000000 0.109216435397 Long DBT CORP US N 2 2021-09-15 Fixed 1.90000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22549L5X9 10000000.00000000 PA USD 10000306.70000000 0.218161076609 Long STIV CORP CH N 2 2021-08-03 Floating 0.39999960 N N N N N N Reckitt Benckiser Treasury Services plc 213800LAXWIUOOBZ3908 7562E0WN2 5750000.00000000 PA USD 5748361.25000000 0.125403021793 Long STIV CORP GB N 2 2021-09-22 None 0.00000000 N N N N N N Eaton Capital Unlimited Co. 549300OLS85LSODKAF64 27806BV43 20400000.00000000 PA USD 20399628.92000000 0.445026851789 Long STIV CORP IE N 2 2021-08-04 None 0.00000000 N N N N N N Korea Development Bank (The) 549300ML2LNRZUCS7149 500630CZ9 16690000.00000000 PA USD 16716970.04000000 0.364688033175 Long DBT NUSS KR N 2 2023-02-18 Floating 0.50513040 N N N N N N Dallas FT Worth Protective Services PLLC N/A 23504MAC8 13600000.00000000 PA USD 13601034.96000000 0.296712542814 Long STIV MUN US N 2 2021-08-25 Fixed 0.38000000 N N N N N N Canadian Imperial Bank of Commerce 549300H8L46OOZOFHU82 13606CJU9 5000000.00000000 PA USD 5001869.45000000 0.109117975779 Long STIV CORP CA N 2 2021-12-13 Floating 0.21899880 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 0020A2ZE5 70000000.00000000 PA USD 69954447.50000000 1.526086952936 Long STIV CORP US N 2 2021-12-14 None 0.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13608CKT8 20000000.00000000 PA USD 20000000.00000000 0.436308771629 Long STIV CORP CA N 2 2021-08-03 Floating 0.24563160 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HFA8 10000000.00000000 PA USD 9975762.50000000 0.217625634122 Long STIV CORP US N 2 2022-06-10 None 0.00000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558TSH9 9000000.00000000 PA USD 9010086.12000000 0.196558980364 Long STIV CORP FI N 2 2022-01-07 Floating 0.39800160 N N N N N N Antalis SA 549300G2LM2ZKZ0X4Y50 03664AV39 3000000.00000000 PA USD 2999963.34000000 0.065445515990 Long STIV CORP FR N 2 2021-08-03 None 0.00000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QKZ2 15170000.00000000 PA USD 15170000.00000000 0.330940203280 Long DBT MUN US N 2 2021-08-01 Fixed 0.31000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HDL6 15000000.00000000 PA USD 14970520.05000000 0.326588460683 Long STIV CORP US N 2 2022-04-20 None 0.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BZ1 10192000.00000000 PA USD 10199974.93000000 0.222516926617 Long DBT CORP US N 2 2021-11-05 Floating 0.77637960 N N N N N N MUFG Bank Ltd. C3GTMMZIHMY46P4OIX74 55380THL7 12500000.00000000 PA USD 12501616.75000000 0.272728252378 Long STIV CORP JP N 2 2021-08-16 Fixed 0.34000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550UAA9 16000000.00000000 PA USD 16022915.68000000 0.349546932913 Long DBT CORP CH N 2 2022-02-04 Floating 0.50000040 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AY4 16775000.00000000 PA USD 16780807.17000000 0.366080668164 Long DBT CORP GB N 2 2023-05-26 Fixed 0.30000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558TK20 2000000.00000000 PA USD 2001412.66000000 0.043661694960 Long STIV CORP FI N 2 2022-02-28 Floating 0.25499880 N N N N N N California Health Facilities Financing Authority 5493007RI8BUDOGHZ546 13032UXJ2 2000000.00000000 PA USD 2001260.08000000 0.043658366360 Long DBT MUN US N 2 2022-06-01 Fixed 0.41700000 N N N N N N Mizuho Floater N/A 60700HHK8 250000.00000000 PA USD 250000.00000000 0.005453859645 Long STIV MUN US N 2 2056-11-01 Variable 0.41000085 N N N N N N Enbridge US, Inc. 5493003FRODSVHJWFS32 29251UVL9 18461000.00000000 PA USD 18459449.28000000 0.402700982015 Long STIV CORP US N 2 2021-08-20 None 0.00000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBQ7 2680000.00000000 PA USD 2698573.79000000 0.058870570773 Long DBT CORP US N 2 2024-04-01 Fixed 0.80000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5T0 5000000.00000000 PA USD 5022750.00000000 0.109573494135 Long DBT CORP US N 2 2021-10-22 Fixed 3.62500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25158BW57 38450000.00000000 PA USD 38470666.49000000 0.839254462000 Long STIV CORP DE N 2 2021-11-19 Fixed 0.36000000 N N N N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 N/A 6000000.00000000 PA USD 6000000.00000000 0.130892631488 Long RA CORP US N 2 Repurchase Y 0.38000000 2021-08-02 6067000.00000000 USD 6377344.18000000 USD CDS N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271JVT1 4490000.00000000 PA USD 4489483.16000000 0.097940044139 Long STIV CORP US N 2 2021-08-27 None 0.00000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAK3 10725000.00000000 PA USD 10894884.00000000 0.237676672754 Long DBT CORP SE N 2 2023-06-02 Fixed 1.30000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236THN8 18000000.00000000 PA USD 18048060.00000000 0.393726344444 Long DBT CORP US N 2 2022-10-14 Floating 0.38999880 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5U7 1500000.00000000 PA USD 1501076.24000000 0.032746636519 Long DBT CORP US N 2 2021-10-22 Floating 0.64824840 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236THS7 18000000.00000000 PA USD 18017460.00000000 0.393058792024 Long DBT CORP US N 2 2022-06-13 Floating 0.34999920 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448EY0 2475000.00000000 PA USD 2497135.14000000 0.054476098276 Long DBT CORP US N 2 2023-05-01 Fixed 0.75000000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 38150TZN7 10000000.00000000 PA USD 9993233.30000000 0.218006767286 Long STIV CORP GB N 2 2021-12-22 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 92866BY82 15000000.00000000 PA USD 14980767.90000000 0.326812022025 Long STIV CORP US N 2 2021-11-08 None 0.00000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2D2 5000000.00000000 PA USD 5054471.80000000 0.110265519114 Long DBT CORP CH N 2 2023-05-05 Fixed 1.00000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 69350AWU8 20000000.00000000 PA USD 19994333.40000000 0.436185152265 Long STIV CORP US N 2 2021-09-28 None 0.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17308CC46 4000000.00000000 PA USD 4020162.80000000 0.087701614650 Long DBT CORP US N 2 2022-11-04 Variable 2.31200048 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2A8 9250000.00000000 PA USD 9299865.83000000 0.202880651830 Long DBT CORP CH N 2 2021-11-12 Fixed 2.10000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBT6 30000000.00000000 PA USD 30003750.90000000 0.654544984972 Long DBT CORP US N 2 2023-02-22 Floating 0.42013080 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 63254WAA8 6000000.00000000 PA USD 6029998.92000000 0.131547071085 Long DBT CORP AU N 2 2022-12-13 Floating 0.52899840 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279GWQ6 9000000.00000000 PA USD 8997661.98000000 0.196287942301 Long STIV CORP US N 2 2021-09-24 None 0.00000000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 86723AV33 7000000.00000000 PA USD 6999898.08000000 0.152705846640 Long STIV CORP CA N 2 2021-08-03 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 92866BYA7 27000000.00000000 PA USD 26964542.25000000 0.588243315332 Long STIV CORP US N 2 2021-11-10 None 0.00000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAM0 4740000.00000000 PA USD 4862646.65000000 0.106080769336 Long DBT CORP SE N 2 2022-12-12 Fixed 2.20000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EVG1 15350000.00000000 PA USD 15407187.65000000 0.336114555891 Long DBT CORP US N 2 2022-07-05 Fixed 0.55000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BG6 11350000.00000000 PA USD 11391135.46000000 0.248502616000 Long DBT CORP US N 2 2022-11-23 Fixed 0.75000000 N N N N N N Standard Chartered Bank Fund LP N/A N/A 10000000.00000000 PA USD 9999074.50000000 0.218134195626 Long STIV CORP GB N 2 2021-08-27 None 0.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BF5 4000000.00000000 PA USD 4041192.68000000 0.088160390706 Long DBT CORP GB N 2 2022-01-05 Fixed 2.65000000 N N N N N N Ford Credit Auto Owner Trust N/A 34533GAB5 2985782.90000000 PA USD 2987928.78000000 0.065182976785 Long ABS-O CORP US N 2 2023-02-15 Fixed 0.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAJ3 33915000.00000000 PA USD 33915613.52000000 0.739883983698 Long DBT CORP US N 2 2022-02-18 Floating 0.33513120 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 89114NNZ4 8000000.00000000 PA USD 8001171.04000000 0.174549055402 Long STIV CORP CA N 2 2021-08-16 Fixed 0.40000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05966DA51 7000000.00000000 PA USD 7001602.30000000 0.152743024947 Long STIV CORP ES N 2 2021-09-23 Fixed 0.26000000 N N N N N N Mizuho Floater/Residual Trust N/A 60700HGX1 3320355.00000000 PA USD 3320355.00000000 0.072435000571 Long STIV MUN US N 2 2041-02-15 Variable 0.41000085 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBH1 25000000.00000000 PA USD 25145844.50000000 0.548567626268 Long DBT CORP US N 2 2021-11-19 Fixed 2.15000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571BZ97 15000000.00000000 PA USD 14992630.05000000 0.327070800030 Long STIV CORP FR N 2 2021-12-09 None 0.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05966DZX3 20000000.00000000 PA USD 20008965.80000000 0.436504364488 Long STIV CORP ES N 2 2021-11-08 Fixed 0.28000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913R2A4 5000000.00000000 PA USD 5027705.25000000 0.109681595087 Long DBT CORP US N 2 2022-05-13 Floating 0.89525160 N N N N N N Brookfield Renewable Energy LP N/A 11284WVC4 10900000.00000000 PA USD 10899456.85000000 0.237776431482 Long STIV CORP BM N 2 2021-08-12 None 0.00000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBF1 9000000.00000000 PA USD 9172368.90000000 0.200099250384 Long DBT CORP US N 2 2022-04-14 Fixed 2.95000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 0020A2ZG0 10000000.00000000 PA USD 9993320.30000000 0.218008665229 Long STIV CORP US N 2 2021-12-16 None 0.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXK5 7000000.00000000 PA USD 7018916.10000000 0.153120733088 Long DBT CORP US N 2 2023-11-17 Floating 0.59000040 N N N N N N State of Hawaii N/A 419792ZH2 4945000.00000000 PA USD 4952714.10000000 0.108045630260 Long DBT MUN US N 2 2022-10-01 Fixed 0.42900000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279GY92 9250000.00000000 PA USD 9244653.50000000 0.201676170636 Long STIV CORP US N 2 2021-11-09 None 0.00000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913R2B2 16000000.00000000 PA USD 16097410.72000000 0.351172074882 Long DBT CORP US N 2 2022-05-13 Fixed 0.95000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31621YV97 7750000.00000000 PA USD 7749711.55000000 0.169063356343 Long STIV CORP US N 2 2021-08-09 None 0.00000000 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 40433HB20 8000000.00000000 PA USD 7992852.48000000 0.174367582368 Long STIV CORP GB N 2 2022-02-02 None 0.00000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066GAK0 15000000.00000000 PA USD 14988557.40000000 0.326981953384 Long DBT CORP US N 2 2023-06-15 Fixed 0.30900000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 0020A2XK3 3000000.00000000 PA USD 2998987.50000000 0.065424227612 Long STIV CORP US N 2 2021-10-19 None 0.00000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AV7 23770000.00000000 PA USD 23776154.29000000 0.518687233617 Long DBT CORP US N 2 2023-03-09 Floating 0.50312880 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63859UBE2 14515000.00000000 PA USD 14881104.44000000 0.324637819935 Long DBT CORP GB N 2 2023-01-27 Fixed 2.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31621YVG1 15000000.00000000 PA USD 14999008.35000000 0.327209945442 Long STIV CORP US N 2 2021-08-16 None 0.00000000 N N N N N N Goldman Sachs Group UK Ltd. 549300RQT6K4WXZL3083 38150UAE1 8400000.00000000 PA USD 8392865.63000000 0.183094044673 Long STIV CORP GB N 2 2022-01-14 None 0.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 N/A 15915000.00000000 PA USD 15917816.16000000 0.347254140789 Long DBT CORP US N 2 2024-06-14 Floating 0.52299936 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109BQ3 23755000.00000000 PA USD 23816667.74000000 0.519571052297 Long DBT CORP CA N 2 2022-03-22 Floating 0.73487880 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAZ7 5670000.00000000 PA USD 5694274.40000000 0.124223093439 Long DBT CORP US N 2 2023-10-13 Fixed 0.63100000 N N N N N N Coca-Cola Europacific Partners plc 549300LTH67W4GWMRF57 19123MAD5 40000000.00000000 PA USD 39994587.20000000 0.872499460652 Long DBT CORP GB N 2 2023-05-05 Fixed 0.50000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAK4 9275000.00000000 PA USD 9437405.25000000 0.205881134599 Long DBT CORP SE N 2 2022-03-25 Fixed 3.05000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 2546R3FF6 8765000.00000000 PA USD 8747080.48000000 0.190821396978 Long STIV CORP US N 2 2022-06-15 None 0.00000000 N N N N N N BASF SE 529900PM64WH8AF1E917 05526LV20 6000000.00000000 PA USD 5999950.00000000 0.130891540716 Long STIV CORP DE N 2 2021-08-02 None 0.00000000 N N N N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565B6H9 9300000.00000000 PA USD 9308323.87000000 0.203065167682 Long STIV CORP JP N 2 2021-11-05 Floating 0.52638120 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 86723AVG4 6422000.00000000 PA USD 6421572.42000000 0.140089418724 Long STIV CORP CA N 2 2021-08-16 None 0.00000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 5000000.00000000 PA USD 5000000.00000000 0.109077192907 Long RA CORP US N 2 Repurchase Y 0.68000000 2021-08-02 5421248.00000000 USD 5750846.65000000 USD CDS N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WCY5 10500000.00000000 PA USD 10689584.22000000 0.233197968012 Long DBT CORP US N 2 2022-06-27 Fixed 2.20000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCC2 3380000.00000000 PA USD 3376492.07000000 0.073659655373 Long DBT CORP JP N 2 2024-01-12 Fixed 0.50800000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABE6 12340000.00000000 PA USD 12653629.61000000 0.276044479589 Long DBT CORP US N 2 2023-02-10 Fixed 2.37500000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279GV61 10000000.00000000 PA USD 9999743.30000000 0.218148785791 Long STIV CORP US N 2 2021-08-06 None 0.00000000 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A 22000000.00000000 PA USD 22073937.82000000 0.481552634763 Long DBT CORP US N 2 2024-04-05 Floating 0.73100045 N N N N N N Alinghi Funding Co. LLC 549300VRDDZC1N8S3N22 01626FX86 3000000.00000000 PA USD 2999340.84000000 0.065431935879 Long STIV CORP US N 2 2021-10-08 None 0.00000000 N N N N N N Toyota Industries Corp. 35380000WKGEAHEMW830 892330AD3 2559000.00000000 PA USD 2597950.21000000 0.056675423243 Long DBT CORP JP N 2 2022-03-12 Fixed 3.11000000 N N N N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 24024WW72 22700000.00000000 PA USD 22696557.09000000 0.495135347207 Long STIV CORP SG N 2 2021-09-07 None 0.00000000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RQ82 3515000.00000000 PA USD 3544710.12000000 0.077329405911 Long DBT CORP US N 2 2023-06-08 Fixed 0.80000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89355PVK1 4285000.00000000 PA USD 4284659.60000000 0.093471728346 Long STIV CORP CA N 2 2021-08-19 None 0.00000000 N N N N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565B6X4 5000000.00000000 PA USD 5004843.05000000 0.109182846167 Long STIV CORP JP N 2 2021-11-12 Floating 0.51750000 N N N N N N Svenska Handelsbanken NHBDILHZTYCNBV5UYZ31 86959RLP3 5000000.00000000 PA USD 5002710.90000000 0.109136332379 Long STIV CORP SE N 2 2021-11-22 Fixed 0.28000000 N N N N N N Sumitomo Mitsui Banking Corp. 549300MS3WYYVQ4HXM15 86565B6D8 6000000.00000000 PA USD 6005680.26000000 0.131016548851 Long STIV CORP JP N 2 2021-11-05 Floating 0.54637920 N N N N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UAX1 10450000.00000000 PA USD 10452000.23000000 0.228014969071 Long DBT CORP US N 2 2023-09-28 Floating 0.39600000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516CD6 13070000.00000000 PA USD 13071948.34000000 0.285170286151 Long DBT CORP US N 2 2022-08-19 Floating 0.37963080 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 86723AWV0 7130000.00000000 PA USD 7127813.30000000 0.155496373266 Long STIV CORP CA N 2 2021-09-29 None 0.00000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06742TWF9 5000000.00000000 PA USD 5002299.45000000 0.109127356417 Long STIV CORP GB N 2 2021-11-10 Fixed 0.30000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 06417MKR5 15000000.00000000 PA USD 15001193.70000000 0.327257619811 Long STIV CORP CA N 2 2021-08-23 Floating 0.25013160 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDE8 16000000.00000000 PA USD 16038625.76000000 0.349889655198 Long DBT CORP US N 2 2022-02-15 Floating 0.60588000 N N N N N N BlackRock Liquidity Funds 5493002L9DNZ83RX7V61 09248U718 541627.10000000 NS USD 541627.10000000 0.011815832734 Long STIV RF US N 1 N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAC0 18610000.00000000 PA USD 18637484.74000000 0.406584903658 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N Mizuho Floater/Residual Trust N/A 60700HFE4 3155000.00000000 PA USD 3155000.00000000 0.068827708724 Long STIV MUN US N 2 2038-10-15 Variable 0.31000180 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDV0 4705000.00000000 PA USD 4706032.18000000 0.102664155985 Long DBT CORP US N 2 2023-02-22 Floating 0.30012840 N N N N N N Collateralized Commercial Paper V Co. LLC 549300ZLXI3T111CH173 19424HVK3 5000000.00000000 PA USD 4999741.65000000 0.109071556888 Long STIV CORP US N 2 2021-08-19 None 0.00000000 N N N N N N Shinhan Bank 5493003P813VL21KG928 82460AME5 5750000.00000000 PA USD 5752958.78000000 0.125503318926 Long STIV CORP KR N 2 2022-02-11 Fixed 0.33000000 N N N N N N Taxable Municipal Funding Trust N/A 62630WGF8 750000.00000000 PA USD 750000.00000000 0.016361578936 Long STIV MUN US N 2 2054-11-15 Variable 0.28999980 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31621YVD8 30000000.00000000 PA USD 29998401.60000000 0.654428287647 Long STIV CORP US N 2 2021-08-13 None 0.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44890MWL2 10325000.00000000 PA USD 10322926.95000000 0.225199178858 Long STIV CORP US N 2 2021-09-20 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AW2 5215000.00000000 PA USD 5221211.64000000 0.113903021853 Long DBT CORP US N 2 2021-09-24 Floating 0.99375120 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684LA44 15000000.00000000 PA USD 15001954.65000000 0.327274220269 Long STIV CORP NL N 2 2021-10-20 Floating 0.18425160 N N N N N N Oversea-Chinese Banking Corp. Ltd. 5493007O3QFXCPOGWK22 69033MZB6 7000000.00000000 PA USD 7000430.36000000 0.152717458562 Long STIV CORP SG N 2 2022-03-09 Fixed 0.18000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBD5 26000000.00000000 PA USD 26031561.40000000 0.567889928901 Long DBT CORP AU N 2 2021-11-24 Floating 0.60013080 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 40433FRM3 10000000.00000000 PA USD 10000191.40000000 0.218158561289 Long STIV CORP GB N 2 2021-08-06 Floating 0.38538000 N N N N N N Enbridge US, Inc. 5493003FRODSVHJWFS32 29251UV96 10000000.00000000 PA USD 9999625.00000000 0.218146205025 Long STIV CORP US N 2 2021-08-09 None 0.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367C3R6 7000000.00000000 PA USD 7002119.74000000 0.152754313128 Long STIV CORP CA N 2 2021-11-18 Floating 0.25512840 N N N N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UAY9 8080000.00000000 PA USD 8083716.56000000 0.176349822124 Long DBT CORP US N 2 2024-06-24 Floating 0.38000160 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327M3D4 14355000.00000000 PA USD 14387693.51000000 0.313873844096 Long DBT CORP US N 2 2024-06-14 Floating 0.37000080 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 50000000.00000000 PA USD 50000000.00000000 1.090771929073 Long RA CORP US N 2 Repurchase Y 0.56999999 2021-08-02 11332000.00000000 USD 13623683.01000000 USD CDS 37968068.53000000 USD 37758529.64000000 USD UST 7202.00000000 USD 7188.12000000 USD MM N N N Credit Agricole Corporate and Investment Bank 254900BN8XS34XZDJ223 22532XMR6 12000000.00000000 PA USD 12006106.32000000 0.261918475026 Long STIV CORP FR N 2 2021-09-09 Floating 0.60312960 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LTN1 36000000.00000000 PA USD 36188624.52000000 0.789470715563 Long DBT CORP US N 2 2023-01-06 Floating 0.65000160 N N N N N N County of Fresno 549300JJ6NWR5CVGI705 358244BK6 16500000.00000000 PA USD 16499670.17000000 0.359947541208 Long DBT MUN US N 2 2022-06-30 Fixed 0.25000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 03209LVT0 6512000.00000000 PA USD 6511397.25000000 0.142048986786 Long STIV CORP US N 2 2021-08-27 None 0.00000000 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QRF9 6970000.00000000 PA USD 6978991.16000000 0.152249753011 Long DBT MUN US N 2 2022-08-01 Fixed 0.43100000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PEB4 8030000.00000000 PA USD 8043094.12000000 0.175463625779 Long DBT CORP US N 2 2024-05-15 Fixed 0.55000000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 86723AX72 5000000.00000000 PA USD 4998217.50000000 0.109038306888 Long STIV CORP CA N 2 2021-10-07 None 0.00000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89355PV39 4250000.00000000 PA USD 4249938.12000000 0.092714264031 Long STIV CORP CA N 2 2021-08-03 None 0.00000000 N N N N N N Bedford Row Funding Corp. N/A 07644DKV9 15000000.00000000 PA USD 15001804.35000000 0.327270941408 Long STIV CORP US N 2 2021-10-14 Floating 0.20288160 N N N N N N Keybank Foundation N/A N/A 6000000.00000000 PA USD 6006819.24000000 0.131041396200 Long DBT CORP US N 2 2024-06-14 Floating 0.43299918 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A 32000000.00000000 PA USD 32000000.00000000 0.698094034607 Long RA CORP US N 2 Repurchase Y 0.40000000 2021-08-02 32983000.00000000 USD 33600793.76000000 USD CDS N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXQ2 12000000.00000000 PA USD 12006526.44000000 0.261927640128 Long DBT CORP US N 2 2023-01-27 Floating 0.46000440 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 77511LVS9 7285000.00000000 PA USD 7284191.37000000 0.158907829447 Long STIV CORP CA N 2 2021-08-26 None 0.00000000 N N N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 90520EAH4 3625000.00000000 PA USD 3687476.40000000 0.080443914924 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAG6 2000000.00000000 PA USD 2001146.24000000 0.043655882891 Long DBT CORP US N 2 2021-11-26 Floating 0.39088080 N N N N N N Salisbury Receivables Co. LLC 549300HB2PGDP0V6U989 79539QAH9 10000000.00000000 PA USD 10004386.70000000 0.218250083599 Long STIV CORP US N 2 2022-02-18 Floating 0.29999880 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92930VVG5 16000000.00000000 PA USD 15998934.72000000 0.349023777753 Long STIV CORP US N 2 2021-08-16 None 0.00000000 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 40433FRR2 10000000.00000000 PA USD 10001094.20000000 0.218178256267 Long STIV CORP GB N 2 2021-08-31 Floating 0.27500040 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGF5 3325000.00000000 PA USD 3340062.25000000 0.072864922873 Long DBT CORP US N 2 2024-03-22 Fixed 0.75000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAW5 4619000.00000000 PA USD 4711170.34000000 0.102776247199 Long DBT CORP US N 2 2022-08-15 Fixed 2.40000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44890MXS6 24750000.00000000 PA USD 24739775.53000000 0.539709053594 Long STIV CORP US N 2 2021-10-26 None 0.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AX0 665000.00000000 PA USD 667058.83000000 0.014552180936 Long DBT CORP US N 2 2021-09-24 Fixed 2.50000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 40435RKB6 10000000.00000000 PA USD 10008152.90000000 0.218332244903 Long STIV CORP US N 2 2021-11-17 Fixed 0.38000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05253JAS0 1000000.00000000 PA USD 1019748.86000000 0.022246268623 Long DBT CORP AU N 2 2022-05-19 Fixed 2.62500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXP4 5000000.00000000 PA USD 5002696.80000000 0.109136024782 Long DBT CORP US N 2 2023-01-27 Fixed 0.48100000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367C3U9 4000000.00000000 PA USD 4001553.72000000 0.087295649409 Long STIV CORP CA N 2 2021-12-21 Floating 0.24450120 N N N N N N Schlumberger Finance Canada Ltd. 549300P4EXZFF0LRNF59 80685XAB7 3500000.00000000 PA USD 3594661.21000000 0.078419110847 Long DBT CORP CA N 2 2022-11-20 Fixed 2.65000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCR8 3000000.00000000 PA USD 3017144.16000000 0.065820323113 Long DBT CORP US N 2 2021-12-15 Fixed 5.00000000 N N N N N N BNZ International Funding Ltd. 549300HVMZ89HDMELW08 05579HAC6 1500000.00000000 PA USD 1503302.88000000 0.032795211647 Long DBT CORP NZ N 2 2021-09-14 Fixed 2.10000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TGK5 22000000.00000000 PA USD 22009783.84000000 0.480153087552 Long DBT CORP US N 2 2021-10-07 Floating 0.42800040 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468K8 31308000.00000000 PA USD 31391935.18000000 0.684828833872 Long DBT CORP US N 2 2023-01-20 Floating 0.74999880 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXL3 10000000.00000000 PA USD 10003034.70000000 0.218220589126 Long DBT CORP US N 2 2023-11-17 Variable 0.62699840 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2B6 6000000.00000000 PA USD 6105195.84000000 0.133187524875 Long DBT CORP CH N 2 2022-04-08 Fixed 2.80000000 N N N N N N Barclays Capital, Inc. AC28XWWI3WIBK2824319 06743VAJ9 13000000.00000000 PA USD 12989751.71000000 0.283377130618 Long STIV CORP US N 2 2022-01-18 None 0.00000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DU5 2095000.00000000 PA USD 2140680.95000000 0.046699893787 Long DBT CORP US N 2 2022-08-15 Fixed 2.55000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22552G2V1 5000000.00000000 PA USD 5000923.70000000 0.109097343827 Long STIV CORP CH N 2 2022-04-08 Floating 0.27000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PBG8 9120000.00000000 PA USD 9137694.26000000 0.199342807905 Long DBT CORP AU N 2 2022-12-16 Fixed 0.44100000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GGW3 20000000.00000000 PA USD 20047785.00000000 0.437351222362 Long DBT CORP US N 2 2024-01-07 Floating 0.37000440 N N N N N N Fiserv, Inc. N/A 33774KVK3 3900000.00000000 PA USD 3899649.00000000 0.085072553248 Long STIV CORP US N 2 2021-08-19 None 0.00000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05252ACR0 8000000.00000000 PA USD 8020815.76000000 0.174977613585 Long DBT CORP AU N 2 2021-11-23 Floating 1.02012840 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06742TXL5 10000000.00000000 PA USD 10006769.50000000 0.218302065426 Long STIV CORP GB N 2 2022-04-19 Fixed 0.31000000 N N N N N N Mizuho Floater/Residual Trust N/A 60700HDW6 14855000.00000000 PA USD 14855000.00000000 0.324068340127 Long STIV MUN US N 2 2023-02-01 Variable 0.41000085 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAR6 5000000.00000000 PA USD 5073462.50000000 0.110679809564 Long DBT CORP US N 2 2022-04-06 Fixed 2.70000000 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 48668MM75 9000000.00000000 PA USD 9004842.63000000 0.196444591330 Long STIV CORP KR N 2 2021-10-22 Floating 0.43824960 N N N N N N US Bank NA 6BYL5QZYBDK8S7L73M02 90331HPD9 6080000.00000000 PA USD 6099501.11000000 0.133063291842 Long DBT CORP US N 2 2022-05-23 Floating 0.59013000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDQ1 5000000.00000000 PA USD 5002914.90000000 0.109140782729 Long DBT CORP US N 2 2022-01-21 Floating 0.25425000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEF2 24390000.00000000 PA USD 24547071.60000000 0.535505132844 Long DBT CORP US N 2 2023-01-13 Floating 0.61999920 N N N N N N Sumitomo Mitsui Banking Corp. 5U0XI89JRFVHWIBS4F54 86562LGM8 15000000.00000000 PA USD 14969295.00000000 0.326561735680 Long STIV CORP JP N 2 2022-07-21 None 0.00000000 N N N N N N 7-Eleven, Inc. 549300K23JPL0SS3LB18 817826AH3 41320000.00000000 PA USD 41330377.10000000 0.901640303174 Long DBT CORP US N 2 2022-08-10 Floating 0.61200000 N N N N N N Korea Development Bank (The) 549300ML2LNRZUCS7149 500630DC9 12500000.00000000 PA USD 12520172.75000000 0.273133059657 Long DBT NUSS KR N 2 2022-03-21 Floating 0.59675760 N N N N N N Brighthouse Financial Short Term Funding LLC N/A 10924JDS6 24750000.00000000 PA USD 24711018.75000000 0.539081711826 Long STIV CORP US N 2 2022-04-26 None 0.00000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22549L7L3 10000000.00000000 PA USD 10005289.00000000 0.218269767669 Long STIV CORP CH N 2 2021-11-16 Floating 0.34999920 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 90276JLY0 15000000.00000000 PA USD 15005698.95000000 0.327355903815 Long STIV CORP CH N 2 2021-12-02 Floating 0.30138120 N N N N N N Telstra Corp. Ltd. PCTXNQGRJVR3OG33JG65 8796V5BA6 17200000.00000000 PA USD 17179969.22000000 0.374788563350 Long STIV CORP AU N 2 2022-02-10 None 0.00000000 N N N N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189WAM2 15935000.00000000 PA USD 15939510.88000000 0.347727420621 Long DBT CORP US N 2 2023-03-02 Fixed 0.70000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BW2 11695000.00000000 PA USD 11701256.12000000 0.255268034211 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N Brighthouse Financial Short Term Funding LLC N/A 10924JDT4 6500000.00000000 PA USD 6489724.58000000 0.141576187985 Long STIV CORP US N 2 2022-04-27 None 0.00000000 N N N N N N Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 N/A 12000000.00000000 PA USD 12000000.00000000 0.261785262977 Long RA CORP US N 2 Repurchase Y 0.31000000 2021-08-16 12598615.00000000 USD 12600000.85000000 USD MM N N N ABB Treasury Center USA, Inc. N/A 00038BVP3 9275000.00000000 PA USD 9274035.40000000 0.202317149671 Long STIV CORP US N 2 2021-08-23 None 0.00000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBN4 18115000.00000000 PA USD 18269955.71000000 0.398567096677 Long DBT CORP US N 2 2024-04-01 Floating 0.57999960 N N N N N N Crown Point Capital Co. LLC 549300LXH4KLRKIKII81 22845ATZ3 15000000.00000000 PA USD 15004363.80000000 0.327326776932 Long STIV CORP US N 2 2021-12-08 Floating 0.28824840 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 542691DP2 2860000.00000000 PA USD 2866005.97000000 0.062523177212 Long DBT MUN US N 2 2023-03-01 Fixed 0.76400000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367BTQ2 2000000.00000000 PA USD 2000141.80000000 0.043633970592 Long STIV CORP CA N 2 2021-10-06 Floating 0.17787960 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BU6 16920000.00000000 PA USD 16922459.49000000 0.369170875651 Long DBT CORP US N 2 2021-09-17 Floating 0.27474840 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 40433FRU5 7000000.00000000 PA USD 7000960.75000000 0.152729029252 Long STIV CORP GB N 2 2021-09-13 Floating 0.25899840 N N N N N N MUFG Bank Ltd. C3GTMMZIHMY46P4OIX74 064255BG6 6438000.00000000 PA USD 6454835.50000000 0.140815067403 Long DBT CORP JP N 2 2021-09-08 Fixed 2.85000000 N N N N N N Mizuho Securities USA LLC 7TK5RJIZDFROZCA6XF66 N/A 14000000.00000000 PA USD 14000000.00000000 0.305416140140 Long RA CORP US N 2 Repurchase Y 0.53000000 2021-08-02 11615000.00000000 USD 14981100.33000000 USD N N N City of New York 549300ABYZD2SFD5JB29 64966QLC2 6300000.00000000 PA USD 6301826.94000000 0.137477118560 Long DBT MUN US N 2 2021-11-01 Fixed 0.40000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550UAB7 15000000.00000000 PA USD 15006450.00000000 0.327372288300 Long DBT CORP CH N 2 2024-02-02 Floating 0.43999920 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WDM0 26000000.00000000 PA USD 26139007.70000000 0.570233917059 Long DBT CORP US N 2 2023-09-08 Fixed 0.65000000 N N N N N N Sumitomo Mitsui Banking Corp. 5U0XI89JRFVHWIBS4F54 865622AW4 2500000.00000000 PA USD 2571575.15000000 0.056100039742 Long DBT CORP JP N 2 2022-07-18 Fixed 3.20000000 N N N N N N Eaton Capital Unlimited Co. 549300OLS85LSODKAF64 27806BV68 20000000.00000000 PA USD 19999486.60000000 0.436297571583 Long STIV CORP IE N 2 2021-08-06 None 0.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBF6 2225000.00000000 PA USD 2263819.93000000 0.049386224642 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N Shinhan Bank 5493003P813VL21KG928 82460AMF2 5000000.00000000 PA USD 5002559.75000000 0.109133034976 Long STIV CORP KR N 2 2022-02-10 Fixed 0.33000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906FA41 8500000.00000000 PA USD 8493546.12000000 0.185290433719 Long STIV CORP GB N 2 2022-01-04 None 0.00000000 N N N N N N Mizuho Floater/Residual Trust N/A 60700HEL9 10000000.00000000 PA USD 10000000.00000000 0.218154385814 Long STIV MUN US N 2 2031-03-01 Variable 0.41000085 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAW2 8938000.00000000 PA USD 9016234.85000000 0.196693117606 Long DBT CORP FR N 2 2021-12-02 Fixed 2.75000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAB5 20000000.00000000 PA USD 20292394.00000000 0.442687474977 Long DBT CORP US N 2 2023-03-09 Fixed 1.25000000 N N N N N N Municipal Developments Ltd. N/A N/A 1700000.00000000 PA USD 1700000.00000000 0.037086245588 Long STIV MUN US N 2 2025-01-16 Variable 0.28999980 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 83051GAL2 4000000.00000000 PA USD 4030152.52000000 0.087919544774 Long DBT CORP SE N 2 2022-12-12 Floating 0.76399920 N N N N N N Hitachi Capital America Corp. SAG6K2J487EOB0C5BI47 43357LVR0 10835000.00000000 PA USD 10833849.65000000 0.236345181640 Long STIV CORP US N 2 2021-08-25 None 0.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012UYY5 5000000.00000000 PA USD 5001472.80000000 0.109109322685 Long STIV CORP CA N 2 2021-12-10 Floating 0.21800160 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558TTX3 9000000.00000000 PA USD 9010082.07000000 0.196558892012 Long STIV CORP FI N 2 2022-01-28 Floating 0.36163080 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960JZ81 15000000.00000000 PA USD 14994159.60000000 0.327104167834 Long STIV CORP SE N 2 2021-12-08 None 0.00000000 N N N N N N Barclays Bank plc G5GSEF7VJP5I7OUK5573 06742TXX9 10000000.00000000 PA USD 10004427.90000000 0.218250982395 Long STIV CORP GB N 2 2022-03-03 Fixed 0.27000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBD6 11200000.00000000 PA USD 11202283.90000000 0.244382736392 Long DBT CORP US N 2 2021-08-13 Floating 0.66025080 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YG9 7525000.00000000 PA USD 7546301.54000000 0.164625877763 Long DBT CORP CH N 2 2023-06-01 Floating 0.35600040 N N N N N N Enbridge US, Inc. 5493003FRODSVHJWFS32 29251UVG0 3000000.00000000 PA USD 2999800.26000000 0.065441958328 Long STIV CORP US N 2 2021-08-16 None 0.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BV7 4705000.00000000 PA USD 4703376.96000000 0.102606231196 Long DBT CORP US N 2 2023-05-12 Fixed 0.25000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TGS8 18675000.00000000 PA USD 18676146.83000000 0.407428334108 Long DBT CORP US N 2 2021-08-13 Floating 0.28524960 N N N N N N Kookmin Bank 549300XXMOJSIW8P4769 48668MM42 7000000.00000000 PA USD 7001965.32000000 0.152750944388 Long STIV CORP KR N 2 2021-09-07 Floating 0.45074880 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690UUK4 20000000.00000000 PA USD 20000996.60000000 0.436330512895 Long STIV CORP US N 2 2021-08-25 Floating 0.34999920 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2E0 2670000.00000000 PA USD 2663500.63000000 0.058105434405 Long DBT CORP CH N 2 2024-02-02 Fixed 0.49500000 N N N N N N Canadian Imperial Bank of Commerce 549300H8L46OOZOFHU82 13606CHN7 5000000.00000000 PA USD 5000790.40000000 0.109094435830 Long STIV CORP CA N 2 2021-11-08 Floating 0.21200040 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236THE8 8790000.00000000 PA USD 8795474.41000000 0.191877131786 Long DBT CORP US N 2 2022-02-14 Floating 0.30413160 N N N N N N VW Credit, Inc. 549300UUPJ2NXDB68M19 91842JW88 3580000.00000000 PA USD 3579375.50000000 0.078085646380 Long STIV CORP US N 2 2021-09-08 None 0.00000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29279HF83 7680000.00000000 PA USD 7661503.80000000 0.167139065590 Long STIV CORP US N 2 2022-06-08 None 0.00000000 N N N N N N Port of Oakland N/A 735000TK7 480000.00000000 PA USD 482644.81000000 0.010529108209 Long DBT MUN US N 2 2023-05-01 Fixed 0.82100000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 90276JLR5 15000000.00000000 PA USD 15004441.50000000 0.327328471992 Long STIV CORP CH N 2 2021-11-18 Floating 0.30512880 N N N N N N National Westminster Bank plc 213800IBT39XQ9C4CP71 N/A 17000000.00000000 PA USD 16993299.96000000 0.370716291573 Long STIV CORP GB N 2 2021-11-01 None 0.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 90276JMB9 15000000.00000000 PA USD 15006335.85000000 0.327369798068 Long STIV CORP CH N 2 2022-01-11 Floating 0.29999880 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AU9 8175000.00000000 PA USD 8177094.11000000 0.178386894331 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBZ8 10000000.00000000 PA USD 10039800.00000000 0.219022640270 Long DBT CORP US N 2 2024-03-16 Variable 0.69699936 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 05531GAA9 1243000.00000000 PA USD 1268250.70000000 0.027667445251 Long DBT CORP US N 2 2022-03-22 Fixed 3.95000000 N N N N N N Lloyds Bank Corporate Markets plc 213800MBWEIJDM5CU638 53947BCK4 9000000.00000000 PA USD 9001060.56000000 0.196362083814 Long STIV CORP GB N 2 2021-09-15 Floating 0.21888000 N N N N N N Mizuho Floater/Residual Trust N/A 60700HEC9 12988628.47000000 PA USD 12988628.47000000 0.283352626644 Long STIV MUN US N 2 2027-09-01 Variable 0.41000085 N N N N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 85325VG87 15000000.00000000 PA USD 15002100.60000000 0.327277404232 Long STIV CORP GB N 2 2022-04-25 Floating 0.23725080 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAB1 6005000.00000000 PA USD 6008459.42000000 0.131077177446 Long DBT CORP JP N 2 2024-03-01 Fixed 0.58300000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBD6 9400000.00000000 PA USD 9417557.23000000 0.205448141338 Long DBT CORP CA N 2 2023-02-17 Floating 0.45000000 N N N N N N 2021-07-31 BlackRock Funds Ann Frechette Ann Frechette Assistant Treasurer