dfa investment grade portfolio - us.dimensional.com...row id issue name coupon maturity date...

RowId Issue Name Coupon

MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

1 PFIZER INC SR UNSECURED 12/26 3 3.000% 12/15/2026 USD $42,108,000 44,498,391.58 0.454% 0.454%

2 DAIMLER FINANCE NA LLC COMPANY GUAR 01/31 8.5 8.500% 1/18/2031 USD $28,596,000 43,021,202.44 0.439% 0.893%

3 ORACLE CORP SR UNSECURED 07/26 2.65 2.650% 7/15/2026 USD $39,785,000 40,541,066.58 0.414% 1.306%


5 DOLLAR TREE INC SR UNSECURED 05/28 4.2 4.200% 5/15/2028 USD $35,940,000 38,440,602.05 0.392% 2.097%

6 GENERAL ELECTRIC CO SR UNSECURED 03/32 6.75 6.750% 3/15/2032 USD $29,038,000 37,633,823.24 0.384% 2.481%

7 DXC TECHNOLOGY CO SR UNSECURED 04/27 4.75 4.750% 4/15/2027 USD $35,329,000 37,176,545.25 0.379% 2.861%

8 APPLE INC SR UNSECURED 02/27 3.35 3.350% 2/9/2027 USD $33,607,000 35,933,502.72 0.367% 3.227%

9 BERKSHIRE HATHAWAY INC SR UNSECURED 03/26 3.125 3.125% 3/15/2026 USD $33,128,000 34,903,518.02 0.356% 3.583%

10 SHELL INTERNATIONAL FIN COMPANY GUAR 05/25 3.25 3.250% 5/11/2025 USD $31,117,000 32,757,874.09 0.334% 3.917%

11 PRECISION CASTPARTS CORP SR UNSECURED 06/25 3.25 3.250% 6/15/2025 USD $30,987,000 32,616,911.24 0.333% 4.250%

12 NATIONAL AUSTRALIA BANK SR UNSECURED 144A 01/27 3.5 3.500% 1/10/2027 USD $29,999,000 32,064,059.16 0.327% 4.577%


14 MICROSOFT CORP SR UNSECURED 08/26 2.4 2.400% 8/8/2026 USD $29,634,000 30,180,971.04 0.308% 5.200%


16 WESTPAC BANKING CORP SR UNSECURED 03/27 3.35 3.350% 3/8/2027 USD $27,267,000 28,754,075.65 0.293% 5.788%

17 NORDSTROM INC SR UNSECURED 03/27 4 4.000% 3/15/2027 USD $27,954,000 28,732,538.47 0.293% 6.082%

18 NIKE INC SR UNSECURED 11/26 2.375 2.375% 11/1/2026 USD $28,083,000 28,702,079.34 0.293% 6.374%

19 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/27 3.2 3.200% 1/11/2027 USD $26,976,000 28,699,455.64 0.293% 6.667%

20 FIFTH THIRD BANCORP SR UNSECURED 03/28 3.95 3.950% 3/14/2028 USD $26,032,000 28,611,514.26 0.292% 6.959%

21 APPLE INC SR UNSECURED 11/27 3 3.000% 11/13/2027 USD $26,919,000 28,202,290.64 0.288% 7.247%

Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited.

By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios.

Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing.

Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices.

As of November 30, 2019 (Updated Monthly)Source: State Street

DFA Investment Grade Portfolio


MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

22 ABBVIE INC SR UNSECURED 11/28 4.25 4.250% 11/14/2028 USD $25,500,000 28,118,462.40 0.287% 7.534%

23 IBM CORP SR UNSECURED 01/27 3.3 3.300% 1/27/2027 USD $26,153,500 27,753,023.74 0.283% 7.817%

24 STRYKER CORP SR UNSECURED 03/28 3.65 3.650% 3/7/2028 USD $25,656,000 27,634,425.50 0.282% 8.099%

25 NEXTERA ENERGY CAPITAL COMPANY GUAR 05/27 3.55 3.550% 5/1/2027 USD $25,641,000 27,385,058.00 0.279% 8.378%

26 ZOETIS INC SR UNSECURED 09/27 3 3.000% 9/12/2027 USD $26,275,000 26,996,107.65 0.275% 8.653%

27 WESTROCK MWV LLC COMPANY GUAR 01/30 8.2 8.200% 1/15/2030 USD $19,367,000 26,724,887.59 0.273% 8.926%

28 MACQUARIE BANK LTD SR UNSECURED 144A 01/26 3.9 3.900% 1/15/2026 USD $24,711,000 26,254,886.20 0.268% 9.194%

29 DEXIA CREDIT LOCAL GOVT LIQUID REGS 12/22 1.375 1.375% 12/7/2022 GBP £20,000,000 26,176,145.97 0.267% 9.461%

30 BLACKROCK INC SR UNSECURED 03/27 3.2 3.200% 3/15/2027 USD $24,563,000 26,150,600.52 0.267% 9.728%

31 CBS CORP COMPANY GUAR 01/27 2.9 2.900% 1/15/2027 USD $26,061,000 26,030,051.78 0.266% 9.993%

32 UNION PACIFIC CORP SR UNSECURED 09/28 3.95 3.950% 9/10/2028 USD $22,950,000 25,385,661.70 0.259% 10.252%

33 AT+T INC SR UNSECURED 05/25 3.4 3.400% 5/15/2025 USD $23,617,000 24,648,433.74 0.251% 10.504%

34 PHILLIPS 66 PARTNERS LP SR UNSECURED 10/26 3.55 3.550% 10/1/2026 USD $23,603,000 24,560,767.49 0.251% 10.754%

35 CNA FINANCIAL CORP SR UNSECURED 03/26 4.5 4.500% 3/1/2026 USD $22,057,000 24,374,734.34 0.249% 11.003%

36 COMMONWEALTH BANK AUST SR UNSECURED 144A 05/26 2.85 2.850% 5/18/2026 USD $22,784,000 23,348,174.45 0.238% 11.241%

37 O REILLY AUTOMOTIVE INC SR UNSECURED 09/27 3.6 3.600% 9/1/2027 USD $21,580,000 23,076,810.81 0.235% 11.477%

38 GOLDMAN SACHS GROUP INC SR UNSECURED 03/24 4 4.000% 3/3/2024 USD $21,404,000 22,767,995.58 0.232% 11.709%

39 UBS GROUP AG SR UNSECURED 144A 09/25 4.125 4.125% 9/24/2025 USD $20,990,000 22,746,487.28 0.232% 11.941%

40 KROGER CO SR UNSECURED 04/31 7.5 7.500% 4/1/2031 USD $16,177,000 22,450,848.26 0.229% 12.170%

41 SANOFI SR UNSECURED 06/28 3.625 3.625% 6/19/2028 USD $20,000,000 22,142,129.40 0.226% 12.396%

42 EFSF GOVT GUARANT REGS 11/22 0.0000 0.000% 11/17/2022 EUR €19,769,000 22,039,296.13 0.225% 12.621%

43 BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 2.8 2.800% 4/11/2026 USD $21,530,000 21,817,358.97 0.223% 12.843%

44 AXIS SPECIALTY FINAN PLC COMPANY GUAR 12/27 4 4.000% 12/6/2027 USD $20,320,000 21,658,080.74 0.221% 13.064%

45 EXELON CORP SR UNSECURED 04/26 3.4 3.400% 4/15/2026 USD $20,540,000 21,466,029.88 0.219% 13.283%

46 BEST BUY CO INC SR UNSECURED 10/28 4.45 4.450% 10/1/2028 USD $19,493,000 21,202,458.71 0.216% 13.500%


48 AMERICAN HONDA FINANCE SR UNSECURED 09/26 2.3 2.300% 9/9/2026 USD $21,110,000 21,085,270.06 0.215% 13.931%

49 ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625 3.625% 10/14/2025 USD $20,258,000 21,024,626.74 0.214% 14.145%

50 CANADIAN IMPERIAL BANK DEPOSIT NOTE REGS 03/23 0.75 0.750% 3/22/2023 EUR €18,319,000 20,684,779.67 0.211% 14.356%

51 COSTCO WHOLESALE CORP SR UNSECURED 05/27 3 3.000% 5/18/2027 USD $19,300,000 20,436,968.79 0.208% 14.565%

52 MORGAN STANLEY SR UNSECURED 01/27 3.625 3.625% 1/20/2027 USD $18,926,000 20,174,560.52 0.206% 14.770%


54 SYSCO CORPORATION COMPANY GUAR 07/26 3.3 3.300% 7/15/2026 USD $18,844,000 19,831,881.44 0.202% 15.178%


56 TELEFONICA EUROPE BV COMPANY GUAR 09/30 8.25 8.250% 9/15/2030 USD $13,567,000 19,663,351.94 0.201% 15.580%

57 GENERAL MOTORS FINL CO COMPANY GUAR 03/26 5.25 5.250% 3/1/2026 USD $17,826,000 19,420,456.73 0.198% 15.778%

58 KRAFT HEINZ FOODS CO COMPANY GUAR 07/25 3.95 3.950% 7/15/2025 USD $18,315,000 19,221,440.12 0.196% 15.974%

59 VERIZON COMMUNICATIONS SR UNSECURED 12/29 4.016 4.016% 12/3/2029 USD $17,153,000 19,158,660.50 0.195% 16.170%

Dimensional Fund Advisors of 23



MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

60 SANTANDER HOLDINGS USA SR UNSECURED 07/25 4.5 4.500% 7/17/2025 USD $17,590,000 18,916,337.01 0.193% 16.363%

61 MYLAN NV COMPANY GUAR 06/26 3.95 3.950% 6/15/2026 USD $18,167,000 18,898,585.09 0.193% 16.556%

62 CA INC SR UNSECURED 03/27 4.7 4.700% 3/15/2027 USD $17,502,000 18,864,006.17 0.192% 16.748%

63 COOPERAT RABOBANK UA/NY SR UNSECURED 05/25 3.375 3.375% 5/21/2025 USD $17,522,000 18,634,839.74 0.190% 16.938%

64 MOLSON COORS BREWING CO COMPANY GUAR 07/26 3 3.000% 7/15/2026 USD $18,416,000 18,517,141.78 0.189% 17.127%

65 MIZUHO FINANCIAL GROUP SR UNSECURED 09/26 2.839 2.839% 9/13/2026 USD $18,000,000 18,260,299.80 0.186% 17.313%

66 CARDINAL HEALTH INC SR UNSECURED 06/27 3.41 3.410% 6/15/2027 USD $17,718,000 18,163,904.83 0.185% 17.499%

67 AMERICAN EXPRESS CREDIT SR UNSECURED 05/27 3.3 3.300% 5/3/2027 USD $16,929,000 18,104,425.16 0.185% 17.683%

68 ANTHEM INC SR UNSECURED 03/28 4.101 4.101% 3/1/2028 USD $16,600,000 18,069,376.56 0.184% 17.868%

69 CREDIT SUISSE NEW YORK SR UNSECURED 09/24 3.625 3.625% 9/9/2024 USD $16,929,000 17,909,659.22 0.183% 18.050%


71 APPLIED MATERIALS INC SR UNSECURED 04/27 3.3 3.300% 4/1/2027 USD $16,750,000 17,820,122.83 0.182% 18.415%

72 CLOROX COMPANY SR UNSECURED 05/28 3.9 3.900% 5/15/2028 USD $16,112,000 17,765,806.09 0.181% 18.596%

73 TAPESTRY INC SR UNSECURED 04/25 4.25 4.250% 4/1/2025 USD $16,805,000 17,641,065.89 0.180% 18.776%

74 TJX COS INC SR UNSECURED 09/26 2.25 2.250% 9/15/2026 USD $17,600,000 17,628,633.26 0.180% 18.956%


76 REINSURANCE GRP OF AMER SR UNSECURED 09/26 3.95 3.950% 9/15/2026 USD $16,189,000 17,296,931.77 0.176% 19.309%

77 CONOCOPHILLIPS COMPANY COMPANY GUAR 03/26 4.95 4.950% 3/15/2026 USD $14,827,000 17,096,766.09 0.174% 19.484%

78 ELECTRONIC ARTS INC SR UNSECURED 03/26 4.8 4.800% 3/1/2026 USD $15,000,000 16,986,887.55 0.173% 19.657%

79 WELLS FARGO + COMPANY SR UNSECURED 02/25 3 3.000% 2/19/2025 USD $16,264,000 16,693,667.72 0.170% 19.827%

80 QUALCOMM INC SR UNSECURED 05/25 3.45 3.450% 5/20/2025 USD $15,743,000 16,669,369.76 0.170% 19.998%

81 GEORGIA POWER CO SR UNSECURED 03/27 3.25 3.250% 3/30/2027 USD $15,966,000 16,551,903.18 0.169% 20.166%

82 WHIRLPOOL CORP SR UNSECURED 05/25 3.7 3.700% 5/1/2025 USD $15,463,000 16,240,445.78 0.166% 20.332%

83 BANK OF AMERICA CORP SR UNSECURED 12/28 VAR 3.419% 12/20/2028 USD $15,341,000 16,084,209.32 0.164% 20.496%


85 PERNOD RICARD SA SR UNSECURED 144A 06/26 3.25 3.250% 6/8/2026 USD $14,827,000 15,517,792.01 0.158% 20.816%

86 CVS HEALTH CORP SR UNSECURED 08/24 3.375 3.375% 8/12/2024 USD $14,857,000 15,503,320.21 0.158% 20.974%

87 CIGNA CORP COMPANY GUAR 144A 03/27 3.4 3.400% 3/1/2027 USD $14,920,000 15,488,627.46 0.158% 21.132%

88 ANHEUSER BUSCH INBEV WOR COMPANY GUAR 04/28 4 4.000% 4/13/2028 USD $14,000,000 15,442,942.76 0.158% 21.290%

89 VISA INC SR UNSECURED 12/25 3.15 3.150% 12/14/2025 USD $14,555,000 15,420,784.23 0.157% 21.447%

90 BB+T CORPORATION SR UNSECURED 06/25 3.7 3.700% 6/5/2025 USD $14,345,000 15,357,558.32 0.157% 21.604%

91 BUNGE LTD FINANCE CORP COMPANY GUAR 09/27 3.75 3.750% 9/25/2027 USD $15,000,000 15,327,519.45 0.156% 21.760%

92 WALT DISNEY COMPANY/THE COMPANY GUAR 09/24 3.7 3.700% 9/15/2024 USD $14,364,000 15,301,488.01 0.156% 21.916%

93 KELLOGG CO SR UNSECURED 11/27 3.4 3.400% 11/15/2027 USD $14,600,000 15,271,428.60 0.156% 22.072%

94 JOHNSON CONTROLS INTL PL SR UNSECURED 09/23 1 1.000% 9/15/2023 EUR €13,315,000 15,073,858.91 0.154% 22.226%

95 3M COMPANY SR UNSECURED 10/27 2.875 2.875% 10/15/2027 USD $14,390,000 14,984,906.49 0.153% 22.379%

96 BARCLAYS PLC SR UNSECURED 03/25 3.65 3.650% 3/16/2025 USD $14,330,000 14,784,991.11 0.151% 22.530%

97 BIOGEN INC SR UNSECURED 09/20 2.9 2.900% 9/15/2020 USD $14,678,000 14,764,231.20 0.151% 22.680%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

98 PPG INDUSTRIES INC SR UNSECURED 03/28 3.75 3.750% 3/15/2028 USD $13,512,000 14,738,372.23 0.150% 22.831%

99 ROYAL CARIBBEAN CRUISES SR UNSECURED 03/28 3.7 3.700% 3/15/2028 USD $14,325,000 14,725,807.63 0.150% 22.981%

100 STATE STREET CORP SR UNSECURED 12/24 3.3 3.300% 12/16/2024 USD $13,947,000 14,688,167.01 0.150% 23.131%

101 COCA COLA CO/THE SR UNSECURED 11/23 3.2 3.200% 11/1/2023 USD $13,789,000 14,499,876.04 0.148% 23.279%

102 HSBC HOLDINGS PLC SR UNSECURED 03/26 4.3 4.300% 3/8/2026 USD $13,270,000 14,421,615.85 0.147% 23.426%

103 JPMORGAN CHASE + CO SR UNSECURED 07/25 3.9 3.900% 7/15/2025 USD $13,351,000 14,333,690.61 0.146% 23.572%




107 ROCHE HOLDINGS INC COMPANY GUAR 144A 01/27 2.375 2.375% 1/28/2027 USD $14,000,000 14,178,458.14 0.145% 24.153%

108 SALESFORCE.COM INC SR UNSECURED 04/28 3.7 3.700% 4/11/2028 USD $12,800,000 14,030,230.40 0.143% 24.296%

109 EBAY INC SR UNSECURED 06/27 3.6 3.600% 6/5/2027 USD $13,375,000 13,890,253.02 0.142% 24.438%

110 PROCTER + GAMBLE CO/THE SR UNSECURED 08/27 2.85 2.850% 8/11/2027 USD $12,850,000 13,619,505.55 0.139% 24.577%

111 UNITEDHEALTH GROUP INC SR UNSECURED 07/25 3.75 3.750% 7/15/2025 USD $12,530,000 13,503,361.85 0.138% 24.714%


113 BOOKING HOLDINGS INC SR UNSECURED 06/26 3.6 3.600% 6/1/2026 USD $12,494,000 13,359,574.95 0.136% 24.988%

114 HSBC USA INC SR UNSECURED 06/24 3.5 3.500% 6/23/2024 USD $12,593,000 13,280,002.68 0.135% 25.124%

115 CHARLES SCHWAB CORP SR UNSECURED 03/25 3 3.000% 3/10/2025 USD $12,777,000 13,265,308.32 0.135% 25.259%

116 NOBLE ENERGY INC SR UNSECURED 01/28 3.85 3.850% 1/15/2028 USD $12,760,000 13,258,982.48 0.135% 25.394%

117 EATON CORP COMPANY GUAR 11/32 4 4.000% 11/2/2032 USD $11,600,000 13,249,427.20 0.135% 25.530%

118 AUTOMATIC DATA PROCESSNG SR UNSECURED 09/25 3.375 3.375% 9/15/2025 USD $12,356,000 13,186,370.89 0.135% 25.664%


120 ALLERGAN FUNDING SCS COMPANY GUAR 03/22 3.45 3.450% 3/15/2022 USD $12,881,000 13,158,464.34 0.134% 25.933%

121 CONOCOPHILLIPS HLDG CO SR UNSECURED 04/29 6.95 6.950% 4/15/2029 USD $9,700,000 13,134,085.47 0.134% 26.067%

122 WILLIAMS COMPANIES INC SR UNSECURED 09/25 4 4.000% 9/15/2025 USD $12,364,000 13,024,583.17 0.133% 26.199%

123 ABBOTT LABORATORIES SR UNSECURED 03/25 2.95 2.950% 3/15/2025 USD $12,469,000 12,970,137.21 0.132% 26.332%

124 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/26 3.85 3.850% 3/1/2026 USD $12,000,000 12,877,268.64 0.131% 26.463%

125 JPMORGAN CHASE + CO SR UNSECURED 05/24 3.625 3.625% 5/13/2024 USD $12,131,000 12,844,459.78 0.131% 26.594%

126 BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.375 3.375% 10/8/2024 USD $12,544,000 12,837,721.02 0.131% 26.725%

127 MPLX LP SR UNSECURED 03/27 4.125 4.125% 3/1/2027 USD $12,320,000 12,781,785.26 0.130% 26.856%



130 ARROW ELECTRONICS INC SR UNSECURED 01/28 3.875 3.875% 1/12/2028 USD $12,338,000 12,695,971.28 0.130% 27.245%

131 ANALOG DEVICES INC SR UNSECURED 12/26 3.5 3.500% 12/5/2026 USD $11,977,000 12,608,705.55 0.129% 27.374%

132 AUTODESK INC SR UNSECURED 06/27 3.5 3.500% 6/15/2027 USD $12,009,000 12,567,456.93 0.128% 27.502%

133 BP CAP MARKETS AMERICA COMPANY GUAR 01/27 3.017 3.017% 1/16/2027 USD $11,773,000 12,217,808.90 0.125% 27.627%


135 AUTOZONE INC SR UNSECURED 01/23 2.875 2.875% 1/15/2023 USD $11,988,000 12,160,364.18 0.124% 27.875%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

136 STRYKER CORP SR UNSECURED 11/25 3.375 3.375% 11/1/2025 USD $11,427,000 12,062,463.81 0.123% 27.998%

137 APPLE INC SR UNSECURED 06/27 3 3.000% 6/20/2027 USD $11,436,000 12,046,130.84 0.123% 28.121%

138 MERCK + CO INC SR UNSECURED 02/25 2.75 2.750% 2/10/2025 USD $11,609,000 11,965,486.39 0.122% 28.243%

139 CHEVRON CORP SR UNSECURED 05/26 2.954 2.954% 5/16/2026 USD $11,356,000 11,943,006.86 0.122% 28.365%


141 BPCE SA COMPANY GUAR 04/24 4 4.000% 4/15/2024 USD $10,914,000 11,683,473.78 0.119% 28.605%

142 NOVARTIS CAPITAL CORP COMPANY GUAR 05/27 3.1 3.100% 5/17/2027 USD $10,983,000 11,616,147.43 0.119% 28.724%

143 BP CAPITAL MARKETS PLC COMPANY GUAR 09/27 3.279 3.279% 9/19/2027 USD $11,000,000 11,545,490.22 0.118% 28.841%

144 AFLAC INC SR UNSECURED 03/25 3.25 3.250% 3/17/2025 USD $11,007,000 11,544,413.58 0.118% 28.959%

145 LOEWS CORP SR UNSECURED 04/26 3.75 3.750% 4/1/2026 USD $10,670,000 11,477,183.37 0.117% 29.076%

146 PPL CAPITAL FUNDING INC COMPANY GUAR 05/26 3.1 3.100% 5/15/2026 USD $11,200,000 11,411,784.50 0.116% 29.193%

147 ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 4.875 4.875% 6/14/2029 USD $10,000,000 11,322,311.40 0.116% 29.308%


149 GILEAD SCIENCES INC SR UNSECURED 04/24 3.7 3.700% 4/1/2024 USD $10,612,000 11,237,008.60 0.115% 29.538%

150 BANK OF NY MELLON CORP SR UNSECURED 02/24 3.65 3.650% 2/4/2024 USD $10,524,000 11,183,264.09 0.114% 29.652%

151 AMEREN CORP SR UNSECURED 02/26 3.65 3.650% 2/15/2026 USD $10,631,000 11,181,829.64 0.114% 29.766%

152 NUCOR CORP SR UNSECURED 05/28 3.95 3.950% 5/1/2028 USD $10,245,000 11,146,112.70 0.114% 29.880%

153 PEPSICO INC SR UNSECURED 07/25 3.5 3.500% 7/17/2025 USD $10,309,000 11,087,528.67 0.113% 29.993%

154 EATON VANCE CORP SR UNSECURED 04/27 3.5 3.500% 4/6/2027 USD $10,462,000 11,064,196.80 0.113% 30.106%

155 BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 4.375% 12/15/2028 USD $10,000,000 10,932,984.30 0.112% 30.217%

156 LLOYDS BANKING GROUP PLC SR UNSECURED 01/27 3.75 3.750% 1/11/2027 USD $10,250,000 10,805,860.58 0.110% 30.328%

157 AMERICAN INTL GROUP SR UNSECURED 02/24 4.125 4.125% 2/15/2024 USD $10,069,000 10,785,738.40 0.110% 30.438%

158 INTERCONTINENTALEXCHANGE COMPANY GUAR 12/25 3.75 3.750% 12/1/2025 USD $10,000,000 10,775,600.00 0.110% 30.548%

159 ING GROEP NV SR UNSECURED 03/27 3.95 3.950% 3/29/2027 USD $10,000,000 10,721,042.70 0.109% 30.657%

160 DOMINION ENERGY INC SR UNSECURED 10/25 3.9 3.900% 10/1/2025 USD $10,013,000 10,714,458.11 0.109% 30.766%

161 BARCLAYS PLC SR UNSECURED 01/26 4.375 4.375% 1/12/2026 USD $9,970,000 10,691,682.04 0.109% 30.875%


163 TORONTO DOMINION BANK SR UNSECURED REGS 07/23 0.625 0.625% 7/20/2023 EUR €9,326,000 10,518,699.89 0.107% 31.090%

164 AMGEN INC SR UNSECURED 08/26 2.6 2.600% 8/19/2026 USD $10,375,000 10,518,478.05 0.107% 31.198%


166 CAMPBELL SOUP CO SR UNSECURED 03/28 4.15 4.150% 3/15/2028 USD $9,628,000 10,427,044.86 0.106% 31.411%

167 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 02/22 0.25 0.250% 2/28/2022 EUR €9,390,000 10,421,786.05 0.106% 31.518%

168 TOTAL CAPITAL INTL SA COMPANY GUAR 04/24 3.75 3.750% 4/10/2024 USD $9,600,000 10,270,974.53 0.105% 31.622%

169 LEGG MASON INC SR UNSECURED 03/26 4.75 4.750% 3/15/2026 USD $9,317,000 10,200,231.01 0.104% 31.727%

170 TWDC ENTERPRISES 18 CORP COMPANY GUAR 09/25 3.15 3.150% 9/17/2025 USD $9,588,000 10,190,967.84 0.104% 31.830%

171 ITC HOLDINGS CORP SR UNSECURED 06/24 3.65 3.650% 6/15/2024 USD $9,714,000 10,183,578.55 0.104% 31.934%


173 MCDONALD S CORP SR UNSECURED REGS 01/24 0.625 0.625% 1/29/2024 EUR €8,900,000 10,013,686.42 0.102% 32.140%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

174 EASTMAN CHEMICAL CO SR UNSECURED 03/25 3.8 3.800% 3/15/2025 USD $9,527,000 9,993,400.00 0.102% 32.242%

175 ARIZONA PUBLIC SERVICE SR UNSECURED 05/25 3.15 3.150% 5/15/2025 USD $9,580,000 9,957,506.13 0.102% 32.343%

176 UNION PACIFIC CORP SR UNSECURED 01/25 3.25 3.250% 1/15/2025 USD $9,515,000 9,949,209.60 0.102% 32.445%

177 VODAFONE GROUP PLC SR UNSECURED 02/30 7.875 7.875% 2/15/2030 USD $7,107,000 9,935,272.01 0.101% 32.546%

178 HONEYWELL INTERNATIONAL SR UNSECURED 11/26 2.5 2.500% 11/1/2026 USD $9,698,000 9,881,491.11 0.101% 32.647%

179 JANUS CAPITAL GROUP INC COMPANY GUAR 08/25 4.875 4.875% 8/1/2025 USD $9,046,000 9,844,380.51 0.100% 32.748%


181 AMAZON.COM INC SR UNSECURED 08/27 3.15 3.150% 8/22/2027 USD $9,200,000 9,775,934.08 0.100% 32.948%


183 BIOGEN INC SR UNSECURED 09/25 4.05 4.050% 9/15/2025 USD $8,950,000 9,720,122.35 0.099% 33.146%

184 COMCAST CORP COMPANY GUAR 03/26 3.15 3.150% 3/1/2026 USD $9,198,000 9,656,977.26 0.099% 33.245%

185 FEDEX CORP COMPANY GUAR 01/23 1 1.000% 1/11/2023 EUR €8,560,000 9,654,057.34 0.098% 33.343%

186 GENERAL MILLS INC SR UNSECURED 04/28 4.2 4.200% 4/17/2028 USD $8,600,000 9,590,136.15 0.098% 33.441%

187 AON PLC COMPANY GUAR 06/24 3.5 3.500% 6/14/2024 USD $9,147,000 9,568,431.29 0.098% 33.539%

188 ALLSTATE CORP SR UNSECURED 06/33 5.35 5.350% 6/1/2033 USD $7,500,000 9,471,877.43 0.097% 33.635%


190 SOUTHWEST AIRLINES CO SR UNSECURED 11/26 3 3.000% 11/15/2026 USD $9,166,000 9,419,849.90 0.096% 33.828%

191 SANTANDER UK PLC SR UNSECURED 03/24 4 4.000% 3/13/2024 USD $8,788,000 9,378,223.35 0.096% 33.923%


193 SOUTHERN CO SR UNSECURED 07/26 3.25 3.250% 7/1/2026 USD $8,992,000 9,324,688.53 0.095% 34.114%

194 SIEMENS FINANCIERINGSMAT COMPANY GUAR 144A 08/26 6.125 6.125% 8/17/2026 USD $7,621,000 9,296,487.44 0.095% 34.209%

195 VALERO ENERGY CORP SR UNSECURED 09/26 3.4 3.400% 9/15/2026 USD $8,918,000 9,254,232.23 0.094% 34.303%

196 E TRADE FINANCIAL CORP SR UNSECURED 06/28 4.5 4.500% 6/20/2028 USD $8,496,000 9,198,074.78 0.094% 34.397%

197 CREDIT AGRICOLE LONDON SR UNSECURED REGS 04/24 3.875 3.875% 4/15/2024 USD $8,591,000 9,147,557.97 0.093% 34.490%

198 FEDEX CORP COMPANY GUAR 01/24 4 4.000% 1/15/2024 USD $8,491,000 9,077,340.23 0.093% 34.583%

199 WELLS FARGO + COMPANY SR UNSECURED 03/22 3.5 3.500% 3/8/2022 USD $8,768,000 9,036,659.59 0.092% 34.675%

200 BPCE SA SR UNSECURED REGS 10/23 0.375 0.375% 10/5/2023 EUR €8,100,000 9,026,019.73 0.092% 34.767%

201 STATE STREET CORP SR UNSECURED 08/25 3.55 3.550% 8/18/2025 USD $8,254,000 8,850,952.72 0.090% 34.857%


203 ENERGY TRANSFER OPERATNG COMPANY GUAR 01/26 4.75 4.750% 1/15/2026 USD $8,233,000 8,805,914.88 0.090% 35.037%

204 EASTMAN CHEMICAL CO SR UNSECURED 05/23 1.5 1.500% 5/26/2023 EUR €7,630,000 8,775,659.18 0.090% 35.127%

205 BANK OF NOVA SCOTIA SR UNSECURED REGS 12/22 1.75 1.750% 12/23/2022 GBP £6,650,000 8,772,335.01 0.089% 35.216%


207 ASTRAZENECA PLC SR UNSECURED 11/25 3.375 3.375% 11/16/2025 USD $8,259,000 8,735,330.14 0.089% 35.395%

208 MARSH + MCLENNAN COS INC SR UNSECURED 06/24 3.5 3.500% 6/3/2024 USD $8,320,000 8,732,079.03 0.089% 35.484%

209 BRISTOL MYERS SQUIBB CO SR UNSECURED 144A 08/23 4 4.000% 8/15/2023 USD $8,237,000 8,721,890.44 0.089% 35.573%

210 COCA COLA EUROPEAN PARTN COMPANY GUAR REGS 05/24 1.125 1.125% 5/26/2024 EUR €7,555,000 8,691,153.18 0.089% 35.662%

211 GLOBAL PAYMENTS INC SR UNSECURED 06/28 4.45 4.450% 6/1/2028 USD $7,882,000 8,689,145.02 0.089% 35.750%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

212 GOLDMAN SACHS GROUP INC SR UNSECURED 05/25 3.75 3.750% 5/22/2025 USD $8,213,000 8,683,822.87 0.089% 35.839%


214 MARATHON PETROLEUM CORP SR UNSECURED 09/24 3.625 3.625% 9/15/2024 USD $8,191,000 8,583,444.49 0.088% 36.015%

215 GLAXOSMITHKLINE CAP INC COMPANY GUAR 05/28 3.875 3.875% 5/15/2028 USD $7,700,000 8,525,044.07 0.087% 36.102%

216 MARRIOTT INTERNATIONAL SR UNSECURED 04/28 4 4.000% 4/15/2028 USD $7,900,000 8,486,058.26 0.087% 36.188%

217 AETNA INC SR UNSECURED 11/22 2.75 2.750% 11/15/2022 USD $8,320,000 8,443,401.49 0.086% 36.275%

218 PUGET ENERGY INC SR SECURED 09/21 6 6.000% 9/1/2021 USD $7,900,000 8,398,934.85 0.086% 36.360%

219 PNC BANK NA SR UNSECURED 06/25 3.25 3.250% 6/1/2025 USD $8,000,000 8,383,785.20 0.086% 36.446%

220 MCKESSON CORP SR UNSECURED 05/29 4.75 4.750% 5/30/2029 USD $7,500,000 8,381,660.55 0.086% 36.531%

221 PNC BANK NA SR UNSECURED 02/25 2.95 2.950% 2/23/2025 USD $8,093,000 8,355,149.51 0.085% 36.617%

222 HUMANA INC SR UNSECURED 10/24 3.85 3.850% 10/1/2024 USD $7,825,000 8,324,197.99 0.085% 36.701%

223 MANUF + TRADERS TRUST CO SR UNSECURED 02/25 2.9 2.900% 2/6/2025 USD $8,028,000 8,272,424.18 0.084% 36.786%

224 INTERNATIONAL PAPER CO SR UNSECURED 06/24 3.65 3.650% 6/15/2024 USD $7,850,000 8,249,538.47 0.084% 36.870%

225 BRITISH TELECOMMUNICATIO SR UNSECURED 12/28 5.125 5.125% 12/4/2028 USD $7,200,000 8,237,988.65 0.084% 36.954%

226 AUST + NZ BANKING GROUP SR UNSECURED REGS 02/23 0.625 0.625% 2/21/2023 EUR €7,326,000 8,228,021.14 0.084% 37.038%

227 TELEFONICA EMISIONES SAU COMPANY GUAR 04/23 4.57 4.570% 4/27/2023 USD $7,532,000 8,088,280.30 0.083% 37.121%

228 WILLIAMS COMPANIES INC SR UNSECURED 06/27 3.75 3.750% 6/15/2027 USD $7,863,000 8,050,447.39 0.082% 37.203%

229 CITIGROUP INC SR UNSECURED 04/25 3.3 3.300% 4/27/2025 USD $7,679,000 8,008,728.12 0.082% 37.284%

230 WALGREENS BOOTS ALLIANCE SR UNSECURED 11/21 3.3 3.300% 11/18/2021 USD $7,828,000 7,943,516.31 0.081% 37.365%

231 DISCOVERY COMMUNICATIONS COMPANY GUAR 06/22 3.5 3.500% 6/15/2022 USD $7,694,000 7,916,911.18 0.081% 37.446%

232 ALBEMARLE CORP SR UNSECURED 12/24 4.15 4.150% 12/1/2024 USD $7,365,000 7,877,807.49 0.080% 37.527%

233 GATX CORP SR UNSECURED 09/26 3.25 3.250% 9/15/2026 USD $7,749,000 7,858,786.51 0.080% 37.607%

234 AIRBUS SE SR UNSECURED 144A 04/27 3.15 3.150% 4/10/2027 USD $7,500,000 7,849,637.63 0.080% 37.687%

235 TD AMERITRADE HOLDING CO SR UNSECURED 04/25 3.625 3.625% 4/1/2025 USD $7,358,000 7,839,923.61 0.080% 37.767%

236 GLOBAL PAYMENTS INC SR UNSECURED 04/26 4.8 4.800% 4/1/2026 USD $7,031,000 7,831,306.53 0.080% 37.847%

237 DOW CHEMICAL CO/THE SR UNSECURED 10/24 3.5 3.500% 10/1/2024 USD $7,452,000 7,810,751.20 0.080% 37.926%

238 ALLERGAN FINANCE LLC COMPANY GUAR 10/22 3.25 3.250% 10/1/2022 USD $7,562,000 7,726,223.88 0.079% 38.005%

239 HP ENTERPRISE CO SR UNSECURED 10/25 4.9 4.900% 10/15/2025 USD $6,965,000 7,723,959.47 0.079% 38.084%

240 CAPITAL ONE FINANCIAL CO SR UNSECURED 03/27 3.75 3.750% 3/9/2027 USD $7,165,000 7,587,205.72 0.077% 38.161%

241 NATWEST MARKETS PLC SR UNSECURED REGS 03/22 0.625 0.625% 3/2/2022 EUR €6,800,000 7,562,431.14 0.077% 38.239%

242 LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/29 4.569 4.569% 2/1/2029 USD $6,665,000 7,507,596.76 0.077% 38.315%

243 PHILIP MORRIS INTL INC SR UNSECURED 11/24 3.25 3.250% 11/10/2024 USD $7,098,000 7,443,993.15 0.076% 38.391%

244 TORONTO DOMINION BANK SR UNSECURED 04/21 2.125 2.125% 4/7/2021 USD $7,407,000 7,432,519.41 0.076% 38.467%

245 OCCIDENTAL PETROLEUM COR SR UNSECURED 04/26 3.4 3.400% 4/15/2026 USD $7,291,000 7,416,737.01 0.076% 38.543%

246 BANCO SANTANDER SA SR UNSECURED 02/28 3.8 3.800% 2/23/2028 USD $7,000,000 7,365,086.61 0.075% 38.618%

247 ALPHABET INC SR UNSECURED 08/26 1.998 1.998% 8/15/2026 USD $7,385,000 7,363,318.53 0.075% 38.693%

248 BANK OF NY MELLON CORP SR UNSECURED 05/26 2.8 2.800% 5/4/2026 USD $7,088,000 7,311,564.66 0.075% 38.767%

249 UNUM GROUP SR UNSECURED 06/29 4 4.000% 6/15/2029 USD $7,000,000 7,300,652.94 0.074% 38.842%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

250 DOMINION ENERGY GAS HLDG SR UNSECURED 11/20 2.8 2.800% 11/15/2020 USD $7,166,000 7,211,740.29 0.074% 38.915%

251 COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 3.850% 2/1/2025 USD $6,790,000 7,187,677.60 0.073% 38.989%


253 JEFFERIES GRP LLC / CAP SR UNSECURED 01/27 4.85 4.850% 1/15/2027 USD $6,594,000 7,159,115.76 0.073% 39.135%

254 SHERWIN WILLIAMS CO SR UNSECURED 08/25 3.45 3.450% 8/1/2025 USD $6,794,000 7,152,214.80 0.073% 39.208%

255 EQUINOR ASA COMPANY GUAR 01/24 2.65 2.650% 1/15/2024 USD $6,950,000 7,134,735.24 0.073% 39.281%

256 OCCIDENTAL PETROLEUM COR SR UNSECURED 02/27 3 3.000% 2/15/2027 USD $7,118,000 7,093,543.05 0.072% 39.353%

257 ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625 3.625% 10/13/2025 USD $6,638,000 7,036,498.52 0.072% 39.425%

258 BMW US CAPITAL LLC COMPANY GUAR 144A 04/27 3.3 3.300% 4/6/2027 USD $6,742,000 7,031,509.77 0.072% 39.497%

259 ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85 3.850% 11/15/2024 USD $6,590,000 7,008,887.81 0.072% 39.568%

260 EOG RESOURCES INC SR UNSECURED 04/25 3.15 3.150% 4/1/2025 USD $6,718,000 7,001,426.24 0.071% 39.640%

261 ONEOK INC COMPANY GUAR 07/27 4 4.000% 7/13/2027 USD $6,623,000 6,979,094.14 0.071% 39.711%

262 DOLLAR GENERAL CORP SR UNSECURED 04/23 3.25 3.250% 4/15/2023 USD $6,733,000 6,949,892.22 0.071% 39.782%

263 BAT INTL FINANCE PLC COMPANY GUAR REGS 01/23 2.375 2.375% 1/19/2023 EUR €5,895,000 6,926,252.21 0.071% 39.852%


265 JPMORGAN CHASE + CO SR UNSECURED REGS 02/23 2.75 2.750% 2/1/2023 EUR €5,750,000 6,872,344.02 0.070% 39.993%

266 SEMPRA ENERGY SR UNSECURED 06/24 3.55 3.550% 6/15/2024 USD $6,528,000 6,822,113.36 0.070% 40.063%


268 PERNOD RICARD SA SR UNSECURED 144A 01/22 4.45 4.450% 1/15/2022 USD $6,474,000 6,782,580.10 0.069% 40.201%

269 ILLINOIS TOOL WORKS INC SR UNSECURED 03/24 3.5 3.500% 3/1/2024 USD $6,399,000 6,776,478.35 0.069% 40.270%

270 CONSTELLATION BRANDS INC COMPANY GUAR 02/28 3.6 3.600% 2/15/2028 USD $6,325,000 6,714,585.53 0.069% 40.339%

271 WEC ENERGY GROUP INC SR UNSECURED 06/25 3.55 3.550% 6/15/2025 USD $6,271,000 6,650,002.12 0.068% 40.406%

272 HALLIBURTON CO SR UNSECURED 08/23 3.5 3.500% 8/1/2023 USD $6,399,000 6,633,316.85 0.068% 40.474%

273 ROYAL CARIBBEAN CRUISES SR UNSECURED 10/27 7.5 7.500% 10/15/2027 USD $5,180,000 6,633,246.72 0.068% 40.542%

274 ASSURANT INC SR UNSECURED 03/23 4 4.000% 3/15/2023 USD $6,399,000 6,625,604.72 0.068% 40.609%

275 NEWELL BRANDS INC SR UNSECURED 06/22 4 4.000% 6/15/2022 USD $6,483,000 6,619,667.99 0.068% 40.677%

276 ACTIVISION BLIZZARD SR UNSECURED 06/27 3.4 3.400% 6/15/2027 USD $6,308,000 6,603,483.12 0.067% 40.744%

277 AUST + NZ BANKING GRP NY SR UNSECURED 11/25 3.7 3.700% 11/16/2025 USD $6,110,000 6,603,021.77 0.067% 40.812%

278 DANSKE BANK A/S SR UNSECURED 144A 03/21 2.8 2.800% 3/10/2021 USD $6,530,000 6,574,795.80 0.067% 40.879%

279 LYONDELLBASELL IND NV SR UNSECURED 04/24 5.75 5.750% 4/15/2024 USD $5,827,000 6,569,956.31 0.067% 40.946%

280 BANK OF AMERICA CORP SR UNSECURED 04/24 4 4.000% 4/1/2024 USD $6,120,000 6,548,606.12 0.067% 41.013%

281 METLIFE INC SR UNSECURED 04/24 3.6 3.600% 4/10/2024 USD $6,140,000 6,508,109.95 0.066% 41.079%

282 MEAD JOHNSON NUTRITION C COMPANY GUAR 11/25 4.125 4.125% 11/15/2025 USD $5,931,000 6,476,475.14 0.066% 41.145%

283 BOEING CO SR UNSECURED 03/25 2.5 2.500% 3/1/2025 USD $6,399,000 6,470,616.46 0.066% 41.211%

284 VOLKSWAGEN FIN SERV NV COMPANY GUAR REGS 06/22 1.625 1.625% 6/9/2022 GBP £5,000,000 6,466,878.60 0.066% 41.277%


286 PARKER HANNIFIN CORP SR UNSECURED 06/29 3.25 3.250% 6/14/2029 USD $6,200,000 6,433,318.90 0.066% 41.408%

287 OMNICOM GP/OMNICOM CAP SR UNSECURED 11/24 3.65 3.650% 11/1/2024 USD $6,057,000 6,370,381.49 0.065% 41.473%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

288 ANZ NEW ZEALAND INTL/LDN COMPANY GUAR 144A 07/27 3.45 3.450% 7/17/2027 USD $6,000,000 6,350,954.58 0.065% 41.538%

289 AMERIPRISE FINANCIAL INC SR UNSECURED 09/26 2.875 2.875% 9/15/2026 USD $6,175,000 6,338,955.57 0.065% 41.603%

290 JM SMUCKER CO SR UNSECURED 03/25 3.5 3.500% 3/15/2025 USD $6,042,000 6,337,144.21 0.065% 41.668%

291 PARKER HANNIFIN CORP SR UNSECURED 11/24 3.3 3.300% 11/21/2024 USD $6,093,000 6,329,824.98 0.065% 41.732%

292 SUMITOMO MITSUI BANKING COMPANY GUAR 07/23 3.95 3.950% 7/19/2023 USD $5,931,000 6,272,727.26 0.064% 41.796%

293 MOSAIC CO SR UNSECURED 11/27 4.05 4.050% 11/15/2027 USD $6,000,000 6,253,958.52 0.064% 41.860%

294 TRANSCANADA PIPELINES SR UNSECURED 01/26 4.875 4.875% 1/15/2026 USD $5,560,000 6,220,929.49 0.063% 41.923%

295 MIZUHO FINANCIAL GROUP SR UNSECURED REGS 10/23 1.02 1.020% 10/11/2023 EUR €5,461,000 6,192,074.94 0.063% 41.987%

296 PSEG POWER LLC COMPANY GUAR 11/23 4.3 4.300% 11/15/2023 USD $5,815,000 6,149,884.92 0.063% 42.049%

297 US BANK NA CINCINNATI SR UNSECURED 01/25 2.8 2.800% 1/27/2025 USD $5,950,000 6,145,623.15 0.063% 42.112%

298 KEURIG DR PEPPER INC COMPANY GUAR 11/25 3.4 3.400% 11/15/2025 USD $5,885,000 6,129,381.28 0.063% 42.175%

299 MAXIM INTEGRATED PRODUCT SR UNSECURED 06/27 3.45 3.450% 6/15/2027 USD $5,931,000 6,109,470.85 0.062% 42.237%

300 DUKE ENERGY CORP SR UNSECURED 04/24 3.75 3.750% 4/15/2024 USD $5,705,000 6,042,819.64 0.062% 42.298%


302 PRINCIPAL FINANCIAL GRP COMPANY GUAR 05/25 3.4 3.400% 5/15/2025 USD $5,700,000 5,963,214.66 0.061% 42.421%

303 AVNET INC SR UNSECURED 04/26 4.625 4.625% 4/15/2026 USD $5,560,000 5,942,743.89 0.061% 42.482%

304 ROCKWELL AUTOMATION SR UNSECURED 03/25 2.875 2.875% 3/1/2025 USD $5,738,000 5,926,490.26 0.060% 42.542%

305 ZIMMER BIOMET HOLDINGS SR UNSECURED 04/25 3.55 3.550% 4/1/2025 USD $5,634,000 5,914,136.17 0.060% 42.602%


307 SOUTHERN POWER CO SR UNSECURED 12/25 4.15 4.150% 12/1/2025 USD $5,433,000 5,863,868.30 0.060% 42.722%

308 TYSON FOODS INC SR UNSECURED 06/22 4.5 4.500% 6/15/2022 USD $5,527,000 5,823,824.99 0.059% 42.782%

309 HARLEY DAVIDSON INC SR UNSECURED 07/25 3.5 3.500% 7/28/2025 USD $5,593,000 5,822,950.66 0.059% 42.841%

310 ROYAL BK SCOTLND GRP PLC SR UNSECURED REGS 03/23 2.5 2.500% 3/22/2023 EUR €4,900,000 5,759,435.84 0.059% 42.900%



313 PRINCIPAL FINANCIAL GROU COMPANY GUAR 11/26 3.1 3.100% 11/15/2026 USD $5,472,000 5,678,103.43 0.058% 43.074%


315 TAKEDA PHARMACEUTICAL SR UNSECURED REGS 11/22 1.125 1.125% 11/21/2022 EUR €5,000,000 5,673,008.79 0.058% 43.190%

316 MUFG AMERICAS HLDGS CORP SR UNSECURED 06/22 3.5 3.500% 6/18/2022 USD $5,472,000 5,658,642.31 0.058% 43.248%

317 HUSKY ENERGY INC SR UNSECURED 04/29 4.4 4.400% 4/15/2029 USD $5,300,000 5,630,160.48 0.057% 43.305%

318 SUMITOMO MITSUI FINL GRP SR UNSECURED 03/26 3.784 3.784% 3/9/2026 USD $5,242,000 5,599,820.75 0.057% 43.363%

319 ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/26 3.7 3.700% 2/15/2026 USD $5,276,000 5,595,988.71 0.057% 43.420%

320 AETNA INC SR UNSECURED 11/24 3.5 3.500% 11/15/2024 USD $5,359,000 5,595,043.37 0.057% 43.477%

321 LYB INTERNATIONAL FINANC COMPANY GUAR 03/22 1.875 1.875% 3/2/2022 EUR €4,900,000 5,586,894.40 0.057% 43.534%

322 EMERSON ELECTRIC CO SR UNSECURED 06/25 3.15 3.150% 6/1/2025 USD $5,312,000 5,557,943.32 0.057% 43.590%

323 TOTAL CAPITAL INTL SA COMPANY GUAR REGS 03/23 2.125 2.125% 3/15/2023 EUR €4,700,000 5,557,226.71 0.057% 43.647%

324 BRITISH TELECOMMUNICATIO SR UNSECURED REGS 09/23 0.875 0.875% 9/26/2023 EUR €4,900,000 5,515,571.65 0.056% 43.703%





MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

326 COMERICA INC SR UNSECURED 02/29 4 4.000% 2/1/2029 USD $5,000,000 5,492,212.65 0.056% 43.816%

327 AMERICAN HONDA FINANCE SR UNSECURED 03/23 0.55 0.550% 3/17/2023 EUR €4,900,000 5,487,694.67 0.056% 43.872%

328 THOMSON REUTERS CORP SR UNSECURED 11/23 4.3 4.300% 11/23/2023 USD $5,120,000 5,472,631.40 0.056% 43.927%

329 DANSKE BANK A/S SR UNSECURED REGS 05/23 0.875 0.875% 5/22/2023 EUR €4,900,000 5,465,367.17 0.056% 43.983%

330 LOWE S COS INC SR UNSECURED 09/25 3.375 3.375% 9/15/2025 USD $5,183,000 5,454,139.99 0.056% 44.039%

331 FLUOR CORP SR UNSECURED 09/28 4.25 4.250% 9/15/2028 USD $5,500,000 5,424,528.95 0.055% 44.094%

332 CHUBB INA HOLDINGS INC COMPANY GUAR 05/24 3.35 3.350% 5/15/2024 USD $5,120,000 5,395,270.55 0.055% 44.149%

333 FEDEX CORP COMPANY GUAR 02/28 3.4 3.400% 2/15/2028 USD $5,250,000 5,380,672.29 0.055% 44.204%


335 ANALOG DEVICES INC SR UNSECURED 12/25 3.9 3.900% 12/15/2025 USD $4,965,000 5,353,831.94 0.055% 44.313%

336 BOOKING HOLDINGS INC SR UNSECURED 03/28 3.55 3.550% 3/15/2028 USD $5,000,000 5,346,839.35 0.055% 44.368%

337 UNUM GROUP SR UNSECURED 03/24 4 4.000% 3/15/2024 USD $5,051,000 5,329,167.26 0.054% 44.422%

338 ROYAL BK SCOTLND GRP PLC SR UNSECURED 04/26 4.8 4.800% 4/5/2026 USD $4,800,000 5,319,614.64 0.054% 44.476%

339 SWEDBANK AB SR UNSECURED REGS 09/22 0.3 0.300% 9/6/2022 EUR €4,800,000 5,316,907.13 0.054% 44.531%

340 CLOROX COMPANY SR UNSECURED 10/27 3.1 3.100% 10/1/2027 USD $5,077,000 5,303,850.41 0.054% 44.585%

341 DANSKE BANK A/S SR UNSECURED REGS 06/23 0.75 0.750% 6/2/2023 EUR €4,700,000 5,290,995.14 0.054% 44.639%


343 HALLIBURTON CO SR UNSECURED 11/25 3.8 3.800% 11/15/2025 USD $4,981,000 5,245,732.18 0.054% 44.746%


345 GATX CORP SR UNSECURED 03/25 3.25 3.250% 3/30/2025 USD $5,120,000 5,240,034.05 0.053% 44.853%

346 CINCINNATI FINL CORP SR UNSECURED 05/28 6.92 6.920% 5/15/2028 USD $4,000,000 5,229,112.36 0.053% 44.906%

347 HSBC HOLDINGS PLC SR UNSECURED 03/22 4 4.000% 3/30/2022 USD $5,009,000 5,222,685.09 0.053% 44.959%


349 WASTE MANAGEMENT INC COMPANY GUAR 05/24 3.5 3.500% 5/15/2024 USD $4,942,000 5,210,094.11 0.053% 45.066%

350 CANADIAN PACIFIC RR CO SR UNSECURED 02/26 3.7 3.700% 2/1/2026 USD $4,880,000 5,198,601.88 0.053% 45.119%

351 EMD FINANCE LLC COMPANY GUAR 144A 03/22 2.95 2.950% 3/19/2022 USD $5,120,000 5,193,614.54 0.053% 45.172%

352 SOUTHWEST AIRLINES CO SR UNSECURED 11/20 2.65 2.650% 11/5/2020 USD $5,140,000 5,169,219.36 0.053% 45.225%


354 LOCKHEED MARTIN CORP SR UNSECURED 01/26 3.55 3.550% 1/15/2026 USD $4,800,000 5,161,558.08 0.053% 45.330%

355 CENTERPOINT ENERGY RES SR UNSECURED 04/28 4 4.000% 4/1/2028 USD $4,800,000 5,159,793.02 0.053% 45.383%

356 MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6 4.600% 5/23/2029 USD $4,700,000 5,142,119.37 0.052% 45.435%

357 VIACOM INC SR UNSECURED 04/24 3.875 3.875% 4/1/2024 USD $4,899,000 5,140,903.31 0.052% 45.488%

358 GENERAL MOTORS FINL CO COMPANY GUAR 01/27 4.35 4.350% 1/17/2027 USD $4,942,000 5,124,583.67 0.052% 45.540%


360 LEAR CORP SR UNSECURED 09/27 3.8 3.800% 9/15/2027 USD $5,000,000 5,111,937.45 0.052% 45.644%

361 CMS ENERGY CORP SR UNSECURED 05/26 3 3.000% 5/15/2026 USD $4,942,000 5,058,673.90 0.052% 45.696%

362 VOLKSWAGEN FIN SERV AG SR UNSECURED REGS 04/23 0.875 0.875% 4/12/2023 EUR €4,500,000 5,030,716.50 0.051% 45.747%

363 ARCHER DANIELS MIDLAND C SR UNSECURED 08/26 2.5 2.500% 8/11/2026 USD $4,942,000 5,007,253.28 0.051% 45.798%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

364 ING BANK NV SR UNSECURED 144A 08/21 2.05 2.050% 8/15/2021 USD $5,000,000 5,002,826.35 0.051% 45.849%

365 LEGG MASON INC SR UNSECURED 07/24 3.95 3.950% 7/15/2024 USD $4,736,000 4,997,787.94 0.051% 45.900%

366 BAXTER INTERNATIONAL INC SR UNSECURED 08/26 2.6 2.600% 8/15/2026 USD $4,951,000 4,981,778.14 0.051% 45.951%

367 MCDONALD S CORP SR UNSECURED 07/20 3.5 3.500% 7/15/2020 USD $4,915,000 4,962,405.91 0.051% 46.002%

368 NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/25 3.9 3.900% 7/21/2025 USD $4,600,000 4,953,648.87 0.051% 46.052%

369 BROWN + BROWN INC SR UNSECURED 09/24 4.2 4.200% 9/15/2024 USD $4,660,000 4,953,395.23 0.051% 46.103%


371 FIDELITY NATIONAL INFORM SR UNSECURED 10/25 5 5.000% 10/15/2025 USD $4,265,000 4,877,553.93 0.050% 46.203%

372 FLUOR CORP SR UNSECURED 03/23 1.75 1.750% 3/21/2023 EUR €4,500,000 4,864,347.66 0.050% 46.252%


374 EVERSOURCE ENERGY SR UNSECURED 05/23 2.8 2.800% 5/1/2023 USD $4,743,000 4,818,360.96 0.049% 46.351%

375 CONAGRA BRANDS INC SR UNSECURED 01/23 3.2 3.200% 1/25/2023 USD $4,643,000 4,759,448.44 0.049% 46.400%

376 MITSUBISHI UFJ FIN GRP SR UNSECURED 02/27 3.677 3.677% 2/22/2027 USD $4,465,000 4,758,619.47 0.049% 46.448%

377 MYLAN INC COMPANY GUAR 11/23 4.2 4.200% 11/29/2023 USD $4,480,000 4,714,762.35 0.048% 46.496%

378 BRISTOL MYERS SQUIBB CO SR UNSECURED 144A 05/24 3.625 3.625% 5/15/2024 USD $4,433,000 4,692,463.36 0.048% 46.544%


380 BOOKING HOLDINGS INC SR UNSECURED 11/22 2.15 2.150% 11/25/2022 EUR €4,020,000 4,675,192.93 0.048% 46.640%


382 STANDARD CHARTERED PLC SR UNSECURED 144A 04/26 4.05 4.050% 4/12/2026 USD $4,380,000 4,663,578.72 0.048% 46.735%

383 LOCKHEED MARTIN CORP SR UNSECURED 03/25 2.9 2.900% 3/1/2025 USD $4,480,000 4,661,032.10 0.048% 46.782%


385 REPUBLIC SERVICES INC SR UNSECURED 06/22 3.55 3.550% 6/1/2022 USD $4,488,000 4,642,309.15 0.047% 46.877%




389 TARGET CORP SR UNSECURED 04/26 2.5 2.500% 4/15/2026 USD $4,468,000 4,583,587.52 0.047% 47.065%

390 MCKESSON CORP SR UNSECURED 03/24 3.796 3.796% 3/15/2024 USD $4,348,000 4,579,806.88 0.047% 47.112%

391 ECOLAB INC SR UNSECURED 11/26 2.7 2.700% 11/1/2026 USD $4,448,000 4,569,451.48 0.047% 47.158%

392 PRINCIPAL FINANCIAL GRP COMPANY GUAR 05/23 3.125 3.125% 5/15/2023 USD $4,444,000 4,567,038.09 0.047% 47.205%

393 JUNIPER NETWORKS INC SR UNSECURED 03/24 4.5 4.500% 3/15/2024 USD $4,224,000 4,565,359.27 0.047% 47.252%

394 SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 4.600% 6/15/2028 USD $4,200,000 4,555,549.61 0.046% 47.298%

395 WALGREENS BOOTS ALLIANCE SR UNSECURED 06/26 3.45 3.450% 6/1/2026 USD $4,465,000 4,540,043.79 0.046% 47.344%

396 PROGRESSIVE CORP SR UNSECURED 08/21 3.75 3.750% 8/23/2021 USD $4,352,000 4,489,895.43 0.046% 47.390%

397 BURLINGTN NORTH SANTA FE SR UNSECURED 04/25 3 3.000% 4/1/2025 USD $4,279,000 4,464,641.16 0.046% 47.436%


399 SUMITOMO MITSUI FINL GRP SR UNSECURED REGS 01/22 0.606 0.606% 1/18/2022 EUR €4,000,000 4,459,021.16 0.045% 47.527%

400 ING GROEP NV SR UNSECURED 04/29 4.05 4.050% 4/9/2029 USD $4,000,000 4,402,553.36 0.045% 47.572%

401 LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 4.375 4.375% 3/22/2028 USD $4,000,000 4,386,869.76 0.045% 47.616%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

402 LAM RESEARCH CORP SR UNSECURED 03/25 3.8 3.800% 3/15/2025 USD $4,094,000 4,364,949.97 0.045% 47.661%

403 LYB INTERNATIONAL FINANC COMPANY GUAR 03/27 3.5 3.500% 3/2/2027 USD $4,166,000 4,338,706.32 0.044% 47.705%

404 TECHNIPFMC PLC SR UNSECURED 10/22 3.45 3.450% 10/1/2022 USD $4,235,000 4,300,848.87 0.044% 47.749%

405 MITSUBISHI UFJ FIN GRP SR UNSECURED REGS 01/23 0.68 0.680% 1/26/2023 EUR €3,822,000 4,273,908.94 0.044% 47.793%

406 BRISTOL MYERS SQUIBB CO SR UNSECURED 08/22 2 2.000% 8/1/2022 USD $4,244,000 4,270,450.86 0.044% 47.836%

407 COOPERATIEVE RABOBANK UA COMPANY GUAR 02/22 3.875 3.875% 2/8/2022 USD $4,090,000 4,248,322.10 0.043% 47.880%

408 AON PLC COMPANY GUAR 11/23 4 4.000% 11/27/2023 USD $4,000,000 4,242,137.64 0.043% 47.923%

409 MOSAIC CO SR UNSECURED 11/23 4.25 4.250% 11/15/2023 USD $3,965,000 4,226,492.38 0.043% 47.966%


411 PACKAGING CORP OF AMERIC SR UNSECURED 11/23 4.5 4.500% 11/1/2023 USD $3,888,000 4,188,505.66 0.043% 48.052%

412 INTERPUBLIC GROUP COS SR UNSECURED 04/24 4.2 4.200% 4/15/2024 USD $3,903,000 4,188,306.37 0.043% 48.095%

413 REINSURANCE GRP OF AMER SR UNSECURED 09/23 4.7 4.700% 9/15/2023 USD $3,840,000 4,171,752.92 0.043% 48.137%



416 CANADIAN NATL RESOURCES SR UNSECURED 06/27 3.85 3.850% 6/1/2027 USD $3,898,000 4,127,775.13 0.042% 48.264%

417 JUNIPER NETWORKS INC SR UNSECURED 08/29 3.75 3.750% 8/15/2029 USD $4,000,000 4,127,181.04 0.042% 48.306%

418 NATIONAL RURAL UTIL COOP SR UNSECURED 03/32 8 8.000% 3/1/2032 USD $2,708,000 4,071,336.75 0.042% 48.348%


420 NEWMONT GOLDCORP CORP COMPANY GUAR 06/21 3.625 3.625% 6/9/2021 USD $3,975,000 4,050,230.97 0.041% 48.431%

421 LABORATORY CORP OF AMER SR UNSECURED 11/23 4 4.000% 11/1/2023 USD $3,840,000 4,048,614.30 0.041% 48.472%

422 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 3.04 3.040% 7/16/2029 USD $3,900,000 3,986,516.98 0.041% 48.513%

423 NVIDIA CORP SR UNSECURED 09/26 3.2 3.200% 9/16/2026 USD $3,800,000 3,981,575.06 0.041% 48.553%

424 VOLKSWAGEN FIN SERV AG SR UNSECURED REGS 10/23 1.375 1.375% 10/16/2023 EUR €3,500,000 3,980,343.47 0.041% 48.594%

425 AMERIPRISE FINANCIAL INC SR UNSECURED 10/23 4 4.000% 10/15/2023 USD $3,722,000 3,968,621.17 0.040% 48.634%

426 NATIONAL OILWELL VARCO I SR UNSECURED 12/22 2.6 2.600% 12/1/2022 USD $3,923,000 3,962,619.28 0.040% 48.675%

427 ABB FINANCE USA INC COMPANY GUAR 05/22 2.875 2.875% 5/8/2022 USD $3,884,000 3,961,740.09 0.040% 48.715%

428 CARDINAL HEALTH INC SR UNSECURED 06/22 3.2 3.200% 6/15/2022 USD $3,840,000 3,924,850.60 0.040% 48.755%


430 FIDELITY NATIONAL INFORM SR UNSECURED 08/21 2.25 2.250% 8/15/2021 USD $3,855,000 3,867,030.99 0.039% 48.834%

431 WALGREEN CO COMPANY GUAR 09/22 3.1 3.100% 9/15/2022 USD $3,807,000 3,863,303.44 0.039% 48.874%

432 LOEWS CORP SR UNSECURED 05/23 2.625 2.625% 5/15/2023 USD $3,761,000 3,828,972.74 0.039% 48.913%

433 TORONTO DOMINION BANK DEPOSIT NOTE 03/22 1.994 1.994% 3/23/2022 CAD $4,942,000 3,713,996.90 0.038% 48.951%

434 TOYOTA CREDIT CANADA INC SR UNSECURED REGS 02/22 2.02 2.020% 2/28/2022 CAD $4,942,000 3,709,829.89 0.038% 48.989%

435 INTEL CORP SR UNSECURED 12/32 4 4.000% 12/15/2032 USD $3,200,000 3,704,822.14 0.038% 49.026%

436 PERKINELMER INC SR UNSECURED 09/29 3.3 3.300% 9/15/2029 USD $3,700,000 3,702,429.64 0.038% 49.064%

437 TEXAS INSTRUMENTS INC SR UNSECURED 11/27 2.9 2.900% 11/3/2027 USD $3,500,000 3,676,363.29 0.038% 49.102%


439 MCDONALD S CORP SR UNSECURED REGS 06/23 2 2.000% 6/1/2023 EUR €3,100,000 3,659,025.13 0.037% 49.176%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

440 EQUINOR ASA COMPANY GUAR 01/23 2.45 2.450% 1/17/2023 USD $3,586,000 3,636,720.13 0.037% 49.213%

441 EQT CORP SR UNSECURED 10/27 3.9 3.900% 10/1/2027 USD $4,166,000 3,630,520.40 0.037% 49.251%

442 COMMONWEALTH BK AUSTR NY SR UNSECURED 11/20 2.4 2.400% 11/2/2020 USD $3,605,000 3,621,017.23 0.037% 49.287%

443 BOEING CO SR UNSECURED 10/25 2.6 2.600% 10/30/2025 USD $3,568,000 3,620,262.53 0.037% 49.324%


445 NUTRIEN LTD SR UNSECURED 03/24 3.625 3.625% 3/15/2024 USD $3,460,000 3,614,022.73 0.037% 49.398%

446 NETAPP INC SR UNSECURED 09/24 3.3 3.300% 9/29/2024 USD $3,451,000 3,568,532.23 0.036% 49.435%

447 AFFILIATED MANAGERS GROU SR UNSECURED 08/25 3.5 3.500% 8/1/2025 USD $3,410,000 3,553,845.56 0.036% 49.471%

448 PROGRESS ENERGY INC SR UNSECURED 03/31 7.75 7.750% 3/1/2031 USD $2,500,000 3,537,834.93 0.036% 49.507%

449 KROGER CO SR UNSECURED 08/23 3.85 3.850% 8/1/2023 USD $3,341,000 3,525,133.17 0.036% 49.543%

450 NUTRIEN LTD SR UNSECURED 04/25 3 3.000% 4/1/2025 USD $3,460,000 3,520,581.52 0.036% 49.579%

451 EXXON MOBIL CORPORATION SR UNSECURED 08/29 2.44 2.440% 8/16/2029 USD $3,500,000 3,516,691.64 0.036% 49.615%

452 PPL CAPITAL FUNDING INC COMPANY GUAR 06/23 3.4 3.400% 6/1/2023 USD $3,334,000 3,428,241.31 0.035% 49.650%


454 PHILLIPS 66 PARTNERS LP SR UNSECURED 03/28 3.75 3.750% 3/1/2028 USD $3,265,000 3,397,251.37 0.035% 49.719%

455 STANCORP FINANCIAL GROUP SR UNSECURED 08/22 5 5.000% 8/15/2022 USD $3,200,000 3,388,560.99 0.035% 49.754%

456 MUFG BANK LTD SR UNSECURED REGS 09/24 3.25 3.250% 9/8/2024 USD $3,237,000 3,372,268.34 0.034% 49.788%

457 STEELCASE INC SR UNSECURED 01/29 5.125 5.125% 1/18/2029 USD $3,000,000 3,367,540.77 0.034% 49.822%

458 APACHE CORP SR UNSECURED 04/22 3.25 3.250% 4/15/2022 USD $3,282,000 3,335,930.25 0.034% 49.856%


460 DXC TECHNOLOGY CO SR UNSECURED 09/22 4.45 4.450% 9/18/2022 USD $3,200,000 3,333,207.30 0.034% 49.924%

461 WISCONSIN ELECTRIC POWER SR UNSECURED 06/25 3.1 3.100% 6/1/2025 USD $3,200,000 3,328,468.32 0.034% 49.958%


463 FIRSTENERGY CORP SR UNSECURED 11/31 7.375 7.375% 11/15/2031 USD $2,368,000 3,318,370.28 0.034% 50.026%

464 COMCAST CABLE COMMUNICAT COMPANY GUAR 11/22 9.455 9.455% 11/15/2022 USD $2,731,000 3,310,968.73 0.034% 50.060%

465 LAM RESEARCH CORP SR UNSECURED 03/29 4 4.000% 3/15/2029 USD $3,000,000 3,310,509.87 0.034% 50.094%

466 CMS ENERGY CORP SR UNSECURED 11/25 3.6 3.600% 11/15/2025 USD $3,163,000 3,303,956.15 0.034% 50.127%


468 EQUINOR ASA COMPANY GUAR REGS 02/23 0.875 0.875% 2/17/2023 EUR €2,913,000 3,297,166.78 0.034% 50.195%

469 AUTODESK INC SR UNSECURED 06/25 4.375 4.375% 6/15/2025 USD $3,015,000 3,271,980.00 0.033% 50.228%

470 JOHNSON + JOHNSON SR UNSECURED 03/26 2.45 2.450% 3/1/2026 USD $3,212,000 3,269,697.32 0.033% 50.261%

471 HASBRO INC SR UNSECURED 09/27 3.5 3.500% 9/15/2027 USD $3,300,000 3,265,545.36 0.033% 50.295%

472 INTERNATIONAL PAPER CO SR UNSECURED 01/26 3.8 3.800% 1/15/2026 USD $3,050,000 3,242,585.91 0.033% 50.328%


474 BARCLAYS PLC SR UNSECURED REGS 04/22 1.5 1.500% 4/1/2022 EUR €2,800,000 3,181,479.91 0.032% 50.393%

475 BRITISH TELECOMMUNICATIO SR UNSECURED REGS 03/23 1.125 1.125% 3/10/2023 EUR €2,800,000 3,177,401.93 0.032% 50.425%

476 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/26 3.375 3.375% 1/14/2026 USD $3,000,000 3,172,001.88 0.032% 50.457%





MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

478 DISCOVER BANK SR UNSECURED 09/28 4.65 4.650% 9/13/2028 USD $2,800,000 3,144,989.12 0.032% 50.522%

479 AMERISOURCEBERGEN CORP SR UNSECURED 12/27 3.45 3.450% 12/15/2027 USD $3,000,000 3,143,930.10 0.032% 50.554%

480 GEORGIA POWER CO SR UNSECURED 04/26 3.25 3.250% 4/1/2026 USD $3,000,000 3,112,565.61 0.032% 50.586%

481 SOUTHWEST GAS CORP SR UNSECURED 04/28 3.7 3.700% 4/1/2028 USD $2,900,000 3,111,409.48 0.032% 50.617%

482 CANADIAN PACIFIC RAILWAY SR UNSECURED 02/25 2.9 2.900% 2/1/2025 USD $3,024,000 3,106,100.87 0.032% 50.649%

483 EXXON MOBIL CORPORATION SR UNSECURED 03/24 3.176 3.176% 3/15/2024 USD $2,929,000 3,073,811.81 0.031% 50.680%

484 CREDIT SUISSE NEW YORK SR UNSECURED 10/21 3 3.000% 10/29/2021 USD $3,011,000 3,063,884.93 0.031% 50.712%


486 NASDAQ INC SR UNSECURED 06/24 4.25 4.250% 6/1/2024 USD $2,816,000 3,036,060.83 0.031% 50.774%

487 DTE ENERGY CO SR UNSECURED 04/33 6.375 6.375% 4/15/2033 USD $2,305,000 3,032,139.96 0.031% 50.805%



490 NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125 4.125% 11/1/2024 USD $2,748,000 2,971,041.31 0.030% 50.896%

491 FMR LLC SR UNSECURED 144A 02/33 4.95 4.950% 2/1/2033 USD $2,400,000 2,968,600.63 0.030% 50.927%

492 CAPITAL ONE FINANCIAL CO SR UNSECURED 06/24 0.8 0.800% 6/12/2024 EUR €2,650,000 2,963,502.33 0.030% 50.957%

493 CME GROUP INC SR UNSECURED 03/25 3 3.000% 3/15/2025 USD $2,833,000 2,953,303.46 0.030% 50.987%



496 ENEL FINANCE INTL NV COMPANY GUAR 144A 04/28 3.5 3.500% 4/6/2028 USD $2,800,000 2,862,139.22 0.029% 51.075%

497 ALIMENTATION COUCHE TARD COMPANY GUAR 144A 07/27 3.55 3.550% 7/26/2027 USD $2,780,000 2,861,587.58 0.029% 51.105%

498 MOLSON COORS BREWING CO COMPANY GUAR 05/22 3.5 3.500% 5/1/2022 USD $2,787,000 2,859,482.23 0.029% 51.134%



501 MASTERCARD INC SR UNSECURED 11/26 2.95 2.950% 11/21/2026 USD $2,700,000 2,833,507.95 0.029% 51.221%

502 CORNING INC SR UNSECURED 11/23 3.7 3.700% 11/15/2023 USD $2,710,000 2,823,919.40 0.029% 51.250%

503 ROLLS ROYCE PLC COMPANY GUAR REGS 05/24 0.875 0.875% 5/9/2024 EUR €2,510,000 2,790,818.43 0.028% 51.278%


505 ING GROEP NV SR UNSECURED REGS 09/23 1 1.000% 9/20/2023 EUR €2,400,000 2,720,467.83 0.028% 51.334%



508 INTEL CORP SR UNSECURED 05/27 3.15 3.150% 5/11/2027 USD $2,500,000 2,648,740.98 0.027% 51.416%

509 LABORATORY CORP OF AMER SR UNSECURED 09/27 3.6 3.600% 9/1/2027 USD $2,500,000 2,648,526.93 0.027% 51.443%

510 L3HARRIS TECH INC SR UNSECURED 144A 05/24 3.95 3.950% 5/28/2024 USD $2,469,000 2,620,286.05 0.027% 51.470%

511 PPG INDUSTRIES INC SR UNSECURED 08/29 2.8 2.800% 8/15/2029 USD $2,603,000 2,612,533.88 0.027% 51.497%

512 ALABAMA POWER CO SR UNSECURED 04/25 2.8 2.800% 4/1/2025 USD $2,560,000 2,609,055.46 0.027% 51.523%

513 ALLERGAN FUNDING SCS COMPANY GUAR 03/25 3.8 3.800% 3/15/2025 USD $2,471,000 2,592,387.38 0.026% 51.550%

514 CATERPILLAR INC SR UNSECURED 06/22 2.6 2.600% 6/26/2022 USD $2,531,000 2,571,534.02 0.026% 51.576%





MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

516 EVERGY INC SR UNSECURED 06/21 4.85 4.850% 6/1/2021 USD $2,466,000 2,546,103.52 0.026% 51.628%

517 INTER AMERICAN DEVEL BK UNSECURED 07/27 6.75 6.750% 7/15/2027 USD $1,942,000 2,542,502.40 0.026% 51.654%

518 SUNCOR ENERGY INC SR UNSECURED 12/24 3.6 3.600% 12/1/2024 USD $2,406,000 2,540,136.76 0.026% 51.680%

519 APACHE CORP SR UNSECURED 10/28 4.375 4.375% 10/15/2028 USD $2,500,000 2,527,454.30 0.026% 51.706%

520 BANK OF AMERICA CORP SR UNSECURED 08/25 3.875 3.875% 8/1/2025 USD $2,350,000 2,525,717.16 0.026% 51.731%

521 EXELON CORP SR UNSECURED 06/25 3.95 3.950% 6/15/2025 USD $2,323,000 2,494,711.00 0.025% 51.757%

522 BAYER US FINANCE II LLC COMPANY GUAR 144A 08/25 5.5 5.500% 8/15/2025 USD $2,240,000 2,478,115.07 0.025% 51.782%

523 BANK OF MONTREAL SR UNSECURED REGS 12/21 1.375 1.375% 12/29/2021 GBP £1,900,000 2,476,586.23 0.025% 51.807%


525 OHIO POWER COMPANY SR UNSECURED 10/21 5.375 5.375% 10/1/2021 USD $2,308,000 2,447,197.44 0.025% 51.857%

526 NISOURCE INC SR UNSECURED 02/23 3.85 3.850% 2/15/2023 USD $2,335,000 2,435,715.67 0.025% 51.882%

527 ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/31 4.9 4.900% 1/23/2031 USD $2,000,000 2,393,350.44 0.024% 51.907%




531 PHILLIPS 66 COMPANY GUAR 04/22 4.3 4.300% 4/1/2022 USD $2,235,000 2,350,747.88 0.024% 52.003%

532 ASTRAZENECA PLC SR UNSECURED 11/20 2.375 2.375% 11/16/2020 USD $2,316,000 2,325,011.39 0.024% 52.027%


534 HUNTINGTON BANCSHARES SR UNSECURED 01/22 2.3 2.300% 1/14/2022 USD $2,292,000 2,301,638.73 0.023% 52.074%

535 AMERICAN INTL GROUP SR UNSECURED 06/23 1.5 1.500% 6/8/2023 EUR €2,000,000 2,292,029.86 0.023% 52.097%

536 PSEG POWER LLC COMPANY GUAR 04/20 5.125 5.125% 4/15/2020 USD $2,243,000 2,268,827.23 0.023% 52.121%

537 HEINEKEN NV SR UNSECURED 144A 04/23 2.75 2.750% 4/1/2023 USD $2,219,000 2,262,267.95 0.023% 52.144%

538 ASTRAZENECA PLC SR UNSECURED 01/29 4 4.000% 1/17/2029 USD $2,000,000 2,239,918.52 0.023% 52.166%

539 UNITED PARCEL SERVICE SR UNSECURED 11/27 3.05 3.050% 11/15/2027 USD $2,127,000 2,239,127.72 0.023% 52.189%

540 BOOKING HOLDINGS INC SR UNSECURED 03/22 0.8 0.800% 3/10/2022 EUR €2,000,000 2,238,628.25 0.023% 52.212%

541 AMERICAN WATER CAPITAL C SR UNSECURED 03/24 3.85 3.850% 3/1/2024 USD $2,115,000 2,237,978.87 0.023% 52.235%


543 ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/24 3.9 3.900% 2/15/2024 USD $2,080,000 2,205,829.04 0.023% 52.280%

544 SANTANDER HOLDINGS USA SR UNSECURED 07/27 4.4 4.400% 7/13/2027 USD $2,000,000 2,148,034.30 0.022% 52.302%

545 BANK OF NOVA SCOTIA SR UNSECURED 01/21 4.375 4.375% 1/13/2021 USD $2,092,000 2,147,830.15 0.022% 52.324%


547 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/24 3.25 3.250% 8/1/2024 USD $2,072,000 2,135,667.92 0.022% 52.368%

548 SPECTRA ENERGY PARTNERS COMPANY GUAR 03/24 4.75 4.750% 3/15/2024 USD $1,915,000 2,080,009.13 0.021% 52.389%

549 UNUM GROUP SR UNSECURED 11/25 3.875 3.875% 11/5/2025 USD $1,977,000 2,079,578.66 0.021% 52.410%


551 GENERAL MOTORS CO SR UNSECURED 10/27 4.2 4.200% 10/1/2027 USD $2,000,000 2,044,320.42 0.021% 52.452%


553 WHIRLPOOL CORP SR UNSECURED 06/22 4.7 4.700% 6/1/2022 USD $1,920,000 2,032,240.84 0.021% 52.493%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

554 SUNTRUST BANKS INC SR UNSECURED 03/21 2.9 2.900% 3/3/2021 USD $2,000,000 2,018,468.12 0.021% 52.514%

555 ADOBE INC SR UNSECURED 02/25 3.25 3.250% 2/1/2025 USD $1,920,000 2,015,583.74 0.021% 52.535%

556 MIZUHO FINANCIAL GROUP SR UNSECURED 144A 04/21 2.632 2.632% 4/12/2021 USD $2,000,000 2,012,795.32 0.021% 52.555%

557 HYATT HOTELS CORP SR UNSECURED 07/23 3.375 3.375% 7/15/2023 USD $1,936,000 1,997,527.22 0.020% 52.576%

558 BNP PARIBAS COMPANY GUAR 03/23 3.25 3.250% 3/3/2023 USD $1,920,000 1,992,317.64 0.020% 52.596%

559 TCI COMMUNICATIONS INC SR UNSECURED 02/26 7.875 7.875% 2/15/2026 USD $1,520,000 1,990,338.97 0.020% 52.616%

560 BANK OF NY MELLON CORP SR UNSECURED 02/25 3 3.000% 2/24/2025 USD $1,913,000 1,987,302.07 0.020% 52.636%

561 WRKCO INC COMPANY GUAR 06/32 4.2 4.200% 6/1/2032 USD $1,800,000 1,982,980.48 0.020% 52.657%

562 BAKER HUGHES LLC/CO OBL SR UNSECURED 12/27 3.337 3.337% 12/15/2027 USD $1,900,000 1,967,164.58 0.020% 52.677%


564 BLACK HILLS CORP SR UNSECURED 05/33 4.35 4.350% 5/1/2033 USD $1,750,000 1,948,185.61 0.020% 52.717%

565 KIMBERLY CLARK CORP SR UNSECURED 06/23 2.4 2.400% 6/1/2023 USD $1,920,000 1,947,626.15 0.020% 52.736%

566 CATERPILLAR INC SR UNSECURED 05/24 3.4 3.400% 5/15/2024 USD $1,823,000 1,926,697.45 0.020% 52.756%



569 VIACOM INC SR UNSECURED 03/21 4.5 4.500% 3/1/2021 USD $1,856,000 1,902,326.50 0.019% 52.815%

570 UNILEVER CAPITAL CORP COMPANY GUAR 07/26 2 2.000% 7/28/2026 USD $1,900,000 1,885,823.06 0.019% 52.834%



573 TD AMERITRADE HOLDING CO SR UNSECURED 04/22 2.95 2.950% 4/1/2022 USD $1,785,000 1,821,495.16 0.019% 52.891%

574 CMS ENERGY CORP SR UNSECURED 03/24 3.875 3.875% 3/1/2024 USD $1,725,000 1,813,259.76 0.018% 52.909%

575 ROGERS COMMUNICATIONS IN COMPANY GUAR 03/23 3 3.000% 3/15/2023 USD $1,765,000 1,802,498.91 0.018% 52.927%

576 BEAM SUNTORY INC COMPANY GUAR 06/23 3.25 3.250% 6/15/2023 USD $1,743,000 1,774,033.56 0.018% 52.946%

577 EOG RESOURCES INC SR UNSECURED 02/21 4.1 4.100% 2/1/2021 USD $1,722,000 1,763,947.92 0.018% 52.964%

578 DOLLAR GENERAL CORP SR UNSECURED 11/25 4.15 4.150% 11/1/2025 USD $1,604,000 1,741,200.00 0.018% 52.981%

579 DOW CHEMICAL CO/THE SR UNSECURED 11/22 3 3.000% 11/15/2022 USD $1,694,000 1,731,598.96 0.018% 52.999%

580 RIO TINTO FIN USA LTD COMPANY GUAR 07/28 7.125 7.125% 7/15/2028 USD $1,270,000 1,715,138.48 0.017% 53.016%



583 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/20 2.125 2.125% 3/3/2020 USD $1,680,000 1,680,051.06 0.017% 53.068%

584 ENBRIDGE INC COMPANY GUAR 07/27 3.7 3.700% 7/15/2027 USD $1,575,000 1,662,378.80 0.017% 53.085%

585 WEC ENERGY GROUP INC SR UNSECURED 06/20 2.45 2.450% 6/15/2020 USD $1,658,000 1,661,095.47 0.017% 53.102%

586 CRH AMERICA FINANCE INC COMPANY GUAR 144A 04/28 3.95 3.950% 4/4/2028 USD $1,520,000 1,640,643.72 0.017% 53.119%

587 NOBLE ENERGY INC SR UNSECURED 11/24 3.9 3.900% 11/15/2024 USD $1,556,000 1,630,800.69 0.017% 53.136%


589 HUNTINGTON BANCSHARES SR UNSECURED 03/21 3.15 3.150% 3/14/2021 USD $1,582,000 1,602,192.44 0.016% 53.169%


591 CENTERPOINT ENERGY RESOU SR UNSECURED 01/21 4.5 4.500% 1/15/2021 USD $1,549,000 1,580,673.80 0.016% 53.201%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

592 DANAHER CORP SR UNSECURED 09/25 3.35 3.350% 9/15/2025 USD $1,483,000 1,563,561.32 0.016% 53.217%

593 MAGELLAN MIDSTREAM PARTN SR UNSECURED 02/21 4.25 4.250% 2/1/2021 USD $1,516,000 1,553,193.60 0.016% 53.233%




597 HORMEL FOODS CORP SR UNSECURED 04/21 4.125 4.125% 4/15/2021 USD $1,479,000 1,517,072.20 0.015% 53.295%

598 KOHL S CORPORATION SR UNSECURED 12/23 4.75 4.750% 12/15/2023 USD $1,417,000 1,507,988.02 0.015% 53.311%



601 GEORGIA PACIFIC LLC SR UNSECURED 11/29 7.75 7.750% 11/15/2029 USD $1,000,000 1,436,594.61 0.015% 53.356%

602 TRANSCANADA PIPELINES SR UNSECURED 05/28 4.25 4.250% 5/15/2028 USD $1,300,000 1,430,768.95 0.015% 53.370%

603 NOMURA HOLDINGS INC SR UNSECURED 03/20 6.7 6.700% 3/4/2020 USD $1,394,000 1,410,212.35 0.014% 53.385%


605 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 08/23 0.75 0.750% 8/29/2023 EUR €1,200,000 1,352,595.16 0.014% 53.412%

606 NORDSTROM INC SR UNSECURED 05/20 4.75 4.750% 5/1/2020 USD $1,337,000 1,351,376.92 0.014% 53.426%

607 PRUDENTIAL FINANCIAL INC SR UNSECURED 03/28 3.878 3.878% 3/27/2028 USD $1,215,000 1,343,822.38 0.014% 53.440%

608 CON EDISON CO OF NY INC SR UNSECURED 12/24 3.3 3.300% 12/1/2024 USD $1,280,000 1,341,959.78 0.014% 53.453%

609 ENBRIDGE INC COMPANY GUAR 06/24 3.5 3.500% 6/10/2024 USD $1,280,000 1,331,718.39 0.014% 53.467%

610 STARBUCKS CORP SR UNSECURED 10/23 3.85 3.850% 10/1/2023 USD $1,231,000 1,308,711.48 0.013% 53.480%


612 ROPER TECHNOLOGIES INC SR UNSECURED 12/20 3 3.000% 12/15/2020 USD $1,285,000 1,297,047.22 0.013% 53.507%


614 ADVANCE AUTO PARTS COMPANY GUAR 12/23 4.5 4.500% 12/1/2023 USD $1,186,000 1,268,804.23 0.013% 53.533%

615 AMERISOURCEBERGEN CORP SR UNSECURED 05/24 3.4 3.400% 5/15/2024 USD $1,223,000 1,268,566.93 0.013% 53.546%

616 COX COMMUNICATIONS INC SR UNSECURED 144A 08/27 3.5 3.500% 8/15/2027 USD $1,200,000 1,263,113.64 0.013% 53.559%

617 PROGRESS ENERGY INC SR UNSECURED 01/21 4.4 4.400% 1/15/2021 USD $1,225,000 1,250,026.75 0.013% 53.572%

618 BAE SYSTEMS HOLDINGS INC COMPANY GUAR 144A 12/20 2.85 2.850% 12/15/2020 USD $1,239,000 1,247,347.89 0.013% 53.584%

619 TELEFONICA EMISIONES SAU COMPANY GUAR REGS 01/23 3.987 3.987% 1/23/2023 EUR €1,000,000 1,236,625.36 0.013% 53.597%

620 AT+T INC SR UNSECURED 01/22 4 4.000% 1/15/2022 USD $1,152,000 1,199,415.95 0.012% 53.609%

621 ILLINOIS TOOL WORKS INC SR UNSECURED 05/23 1.25 1.250% 5/22/2023 EUR €1,000,000 1,148,753.76 0.012% 53.621%

622 CREDIT AGRICOLE LONDON SR UNSECURED 144A 06/20 2.75 2.750% 6/10/2020 USD $1,125,000 1,128,937.77 0.012% 53.632%

623 NORDEA BANK ABP SR UNSECURED REGS 06/23 0.875 0.875% 6/26/2023 EUR €1,000,000 1,127,528.40 0.012% 53.644%

624 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 03/23 0.5 0.500% 3/21/2023 EUR €1,000,000 1,119,164.29 0.011% 53.655%

625 EVERSOURCE ENERGY SR UNSECURED 04/29 4.25 4.250% 4/1/2029 USD $1,000,000 1,114,249.89 0.011% 53.667%

626 PROCTER + GAMBLE CO/THE SR UNSECURED 11/26 2.45 2.450% 11/3/2026 USD $1,077,000 1,106,626.32 0.011% 53.678%

627 NETAPP INC SR UNSECURED 12/22 3.25 3.250% 12/15/2022 USD $1,088,000 1,105,683.12 0.011% 53.689%


629 BHP BILLITON FIN USA LTD COMPANY GUAR 02/22 2.875 2.875% 2/24/2022 USD $1,077,000 1,098,395.27 0.011% 53.712%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%


631 BOEING CO SR UNSECURED 08/21 8.75 8.750% 8/15/2021 USD $977,000 1,084,702.29 0.011% 53.734%

632 FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85 4.850% 4/17/2028 USD $1,000,000 1,084,201.67 0.011% 53.745%

633 BURLINGTN NORTH SANTA FE SR UNSECURED 12/25 7 7.000% 12/15/2025 USD $858,000 1,081,659.23 0.011% 53.756%

634 VMWARE INC SR UNSECURED 08/27 3.9 3.900% 8/21/2027 USD $1,024,000 1,072,797.41 0.011% 53.767%



637 NORTHROP GRUMMAN CORP SR UNSECURED 08/23 3.25 3.250% 8/1/2023 USD $988,000 1,027,470.15 0.010% 53.799%

638 ROCHE HOLDINGS INC COMPANY GUAR 144A 05/26 2.625 2.625% 5/15/2026 USD $1,000,000 1,026,822.22 0.010% 53.809%

639 PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4 3.400% 11/15/2026 USD $1,000,000 1,021,382.88 0.010% 53.820%

640 MARRIOTT INTERNATIONAL SR UNSECURED 03/21 2.875 2.875% 3/1/2021 USD $1,009,000 1,018,494.66 0.010% 53.830%

641 AUTOZONE INC SR UNSECURED 04/26 3.125 3.125% 4/21/2026 USD $988,000 1,018,114.55 0.010% 53.841%

642 ABN AMRO BANK NV SR UNSECURED REGS 07/23 0.5 0.500% 7/17/2023 EUR €911,000 1,017,950.83 0.010% 53.851%

643 DTE ENERGY CO SR UNSECURED 12/23 3.85 3.850% 12/1/2023 USD $960,000 1,009,701.88 0.010% 53.861%

644 DTE ENERGY CO SR UNSECURED 10/26 2.85 2.850% 10/1/2026 USD $1,000,000 1,005,529.90 0.010% 53.872%

645 REINSURANCE GRP OF AMER SR UNSECURED 06/21 5 5.000% 6/1/2021 USD $960,000 1,000,832.92 0.010% 53.882%

646 AMEREN CORP SR UNSECURED 11/20 2.7 2.700% 11/15/2020 USD $988,000 993,012.38 0.010% 53.892%

647 NORDSTROM INC SR UNSECURED 10/21 4 4.000% 10/15/2021 USD $960,000 982,647.76 0.010% 53.902%

648 JOHNSON CONTROLS INTL PL SR UNSECURED 07/24 3.625 3.625% 7/2/2024 USD $915,000 957,348.49 0.010% 53.912%

649 ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/33 6.875 6.875% 3/1/2033 USD $700,000 954,367.01 0.010% 53.921%

650 ABBOTT IRELAND FINANCING COMPANY GUAR REGS 09/20 0.0000 0.000% 9/27/2020 EUR €864,000 952,980.70 0.010% 53.931%

651 UNITED PARCEL SERVICE SR UNSECURED 11/23 0.375 0.375% 11/15/2023 EUR €850,000 947,776.11 0.010% 53.941%

652 MEDTRONIC INC COMPANY GUAR 03/25 3.5 3.500% 3/15/2025 USD $880,000 941,407.83 0.010% 53.950%

653 COMMONWEALTH BANK AUST SR UNSECURED 144A 09/27 3.15 3.150% 9/19/2027 USD $890,000 936,123.00 0.010% 53.960%

654 SOLVAY FINANCE (AMERICA) COMPANY GUAR 144A 12/25 4.45 4.450% 12/3/2025 USD $865,000 933,604.31 0.010% 53.970%

655 MORGAN STANLEY SR UNSECURED 07/21 5.5 5.500% 7/28/2021 USD $865,000 913,344.54 0.009% 53.979%

656 AHOLD FINANCE USA LLC COMPANY GUAR 05/29 6.875 6.875% 5/1/2029 USD $704,000 910,498.42 0.009% 53.988%

657 STRYKER CORP SR UNSECURED 03/21 2.625 2.625% 3/15/2021 USD $896,000 901,673.94 0.009% 53.997%

658 TELEFONICA EMISIONES SAU COMPANY GUAR 02/21 5.462 5.462% 2/16/2021 USD $829,000 862,394.82 0.009% 54.006%

659 UNITED TECHNOLOGIES CORP SR UNSECURED 09/29 7.5 7.500% 9/15/2029 USD $615,000 860,517.56 0.009% 54.015%

660 NEXTERA ENERGY CAPITAL COMPANY GUAR 06/21 4.5 4.500% 6/1/2021 USD $828,000 852,111.38 0.009% 54.024%

661 AON CORP COMPANY GUAR 09/20 5 5.000% 9/30/2020 USD $810,000 829,914.05 0.008% 54.032%

662 PNC FINANCIAL SERVICES SR UNSECURED 03/22 3.3 3.300% 3/8/2022 USD $795,000 816,336.56 0.008% 54.040%

663 US BANCORP SR UNSECURED 01/21 2.35 2.350% 1/29/2021 USD $806,000 810,002.93 0.008% 54.049%

664 PRAXAIR INC SR UNSECURED 08/22 2.2 2.200% 8/15/2022 USD $800,000 804,615.23 0.008% 54.057%

665 MCDONALD S CORP SR UNSECURED 05/20 2.2 2.200% 5/26/2020 USD $802,000 802,489.09 0.008% 54.065%

666 TRANSCANADA PIPELINES SR UNSECURED 10/20 3.8 3.800% 10/1/2020 USD $780,000 791,750.49 0.008% 54.073%

667 KEY BANK NA SR UNSECURED 06/25 3.3 3.300% 6/1/2025 USD $750,000 791,246.48 0.008% 54.081%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

668 COMMONWEALTH BANK AUST SR UNSECURED REGS 03/20 5 5.000% 3/19/2020 USD $784,000 790,991.68 0.008% 54.089%

669 VALERO ENERGY CORP COMPANY GUAR 04/32 7.5 7.500% 4/15/2032 USD $580,000 787,074.30 0.008% 54.097%

670 CSX CORP SR UNSECURED 06/21 4.25 4.250% 6/1/2021 USD $748,000 767,975.98 0.008% 54.105%

671 CIGNA CORP COMPANY GUAR 144A 02/22 4 4.000% 2/15/2022 USD $743,000 765,952.41 0.008% 54.113%

672 SYSCO CORPORATION COMPANY GUAR 10/25 3.75 3.750% 10/1/2025 USD $685,000 735,967.58 0.008% 54.120%

673 BERKSHIRE HATHAWAY INC SR UNSECURED 03/23 0.75 0.750% 3/16/2023 EUR €650,000 730,785.25 0.007% 54.128%

674 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/20 2.4 2.400% 5/22/2020 USD $699,000 699,813.04 0.007% 54.135%

675 BALTIMORE GAS + ELECTRIC SR UNSECURED 08/26 2.4 2.400% 8/15/2026 USD $692,000 687,361.01 0.007% 54.142%

676 VIACOM INC SR UNSECURED 09/23 4.25 4.250% 9/1/2023 USD $640,000 678,549.45 0.007% 54.149%

677 BEMIS COMPANY INC COMPANY GUAR 144A 10/21 4.5 4.500% 10/15/2021 USD $640,000 661,263.90 0.007% 54.156%

678 CARDINAL HEALTH INC SR UNSECURED 12/20 4.625 4.625% 12/15/2020 USD $640,000 656,405.09 0.007% 54.162%

679 DISCOVERY COMMUNICATIONS COMPANY GUAR 04/23 3.25 3.250% 4/1/2023 USD $640,000 656,158.04 0.007% 54.169%

680 UNION PACIFIC CORP SR UNSECURED 04/23 2.75 2.750% 4/15/2023 USD $640,000 652,063.71 0.007% 54.176%

681 AMERICAN WATER CAPITAL C SR UNSECURED 09/27 2.95 2.950% 9/1/2027 USD $584,000 598,238.36 0.006% 54.182%

682 DEERE + COMPANY SR UNSECURED 10/29 5.375 5.375% 10/16/2029 USD $467,000 580,883.75 0.006% 54.188%

683 PROGRESS ENERGY INC SR UNSECURED 12/19 4.875 4.875% 12/1/2019 USD $547,000 547,000.00 0.006% 54.193%

684 STRYKER CORP SR UNSECURED 05/24 3.375 3.375% 5/15/2024 USD $512,000 536,166.90 0.005% 54.199%

685 BNP PARIBAS SR UNSECURED 144A 11/27 3.5 3.500% 11/16/2027 USD $500,000 521,225.40 0.005% 54.204%

686 JPMORGAN CHASE + CO SR UNSECURED 10/26 2.95 2.950% 10/1/2026 USD $500,000 515,474.34 0.005% 54.209%

687 NATIONAL GRID NA INC SR UNSECURED REGS 08/23 0.75 0.750% 8/8/2023 EUR €450,000 505,502.88 0.005% 54.215%

688 ECOLAB INC SR UNSECURED 12/21 4.35 4.350% 12/8/2021 USD $480,000 501,936.49 0.005% 54.220%

689 EVERSOURCE ENERGY SR UNSECURED 03/21 2.5 2.500% 3/15/2021 USD $494,000 496,393.94 0.005% 54.225%

690 ENTERPRISE PRODUCTS OPER COMPANY GUAR 09/20 5.2 5.200% 9/1/2020 USD $480,000 491,123.53 0.005% 54.230%

691 MASTERCARD INC SR UNSECURED 12/22 1.1 1.100% 12/1/2022 EUR €405,000 460,789.63 0.005% 54.234%

692 INTEL CORP SR UNSECURED 12/22 2.7 2.700% 12/15/2022 USD $413,000 422,514.82 0.004% 54.239%

693 OCCIDENTAL PETROLEUM COR SR UNSECURED 02/23 2.7 2.700% 2/15/2023 USD $420,000 422,154.70 0.004% 54.243%

694 QUEST DIAGNOSTICS INC SR UNSECURED 03/25 3.5 3.500% 3/30/2025 USD $384,000 403,671.94 0.004% 54.247%

695 AUTODESK INC SR UNSECURED 06/20 3.125 3.125% 6/15/2020 USD $372,000 373,665.37 0.004% 54.251%

696 EXELON CORP SR UNSECURED 04/21 2.45 2.450% 4/15/2021 USD $370,000 371,026.69 0.004% 54.255%

697 LLOYDS BANKING GROUP PLC SR UNSECURED REGS 11/23 1 1.000% 11/9/2023 EUR €300,000 338,246.99 0.003% 54.258%

698 EXELON GENERATION CO LLC SR UNSECURED 01/20 2.95 2.950% 1/15/2020 USD $326,000 326,177.36 0.003% 54.262%

699 KEYCORP SR UNSECURED 09/20 2.9 2.900% 9/15/2020 USD $319,000 321,307.41 0.003% 54.265%

700 EASTMAN CHEMICAL CO SR UNSECURED 08/22 3.6 3.600% 8/15/2022 USD $297,000 306,832.18 0.003% 54.268%

701 LOWE S COS INC SR UNSECURED 04/22 3.12 3.120% 4/15/2022 USD $292,000 299,243.12 0.003% 54.271%

702 WELLS FARGO + COMPANY SR UNSECURED 07/20 2.6 2.600% 7/22/2020 USD $297,000 298,221.23 0.003% 54.274%

703 PNC FINANCIAL SERVICES SR UNSECURED 08/20 4.375 4.375% 8/11/2020 USD $267,000 271,410.87 0.003% 54.277%

704 MANUF + TRADERS TRUST CO SR UNSECURED 02/20 2.1 2.100% 2/6/2020 USD $243,000 243,056.93 0.002% 54.279%

705 ALTRIA GROUP INC COMPANY GUAR 05/21 4.75 4.750% 5/5/2021 USD $208,000 215,864.12 0.002% 54.282%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Corporate Bond 5,322,549,421.03 54.300%

706 THOMSON REUTERS CORP SR UNSECURED 09/24 3.85 3.850% 9/29/2024 USD $203,000 214,128.98 0.002% 54.284%

707 UNITED TECHNOLOGIES CORP SR UNSECURED 06/22 3.1 3.100% 6/1/2022 USD $158,000 162,186.98 0.002% 54.285%

708 KEY BANK NA SR UNSECURED 12/19 2.5 2.500% 12/15/2019 USD $153,000 153,025.50 0.002% 54.287%

709 AMERICAN EXPRESS CREDIT SR UNSECURED 05/21 2.25 2.250% 5/5/2021 USD $148,000 148,675.36 0.002% 54.288%


711 DEUTSCHE BANK NY SR UNSECURED 08/20 2.95 2.950% 8/20/2020 USD $136,000 136,282.89 0.001% 54.291%

712 DIAGEO INVESTMENT CORP COMPANY GUAR 05/22 2.875 2.875% 5/11/2022 USD $131,000 133,585.90 0.001% 54.293%

713 AMERIPRISE FINANCIAL INC SR UNSECURED 03/20 5.3 5.300% 3/15/2020 USD $129,000 130,181.24 0.001% 54.294%

714 L3HARRIS TECH INC SR UNSECURED 04/20 2.7 2.700% 4/27/2020 USD $121,000 121,254.00 0.001% 54.295%

715 LINCOLN NATIONAL CORP SR UNSECURED 02/20 6.25 6.250% 2/15/2020 USD $117,000 117,899.42 0.001% 54.296%

716 KEYCORP SR UNSECURED 03/21 5.1 5.100% 3/24/2021 USD $101,000 104,940.16 0.001% 54.297%


718 KEURIG DR PEPPER INC COMPANY GUAR 01/20 2 2.000% 1/15/2020 USD $88,000 87,914.35 0.001% 54.299%

719 GOLDMAN SACHS GROUP INC SR UNSECURED 06/20 6 6.000% 6/15/2020 USD $42,000 42,890.32 0.000% 54.300%

Currency Forward Contract -894,179.86 -0.009%

720 EUR200103 1/3/2020 -128,713,529 142,158,962.79 1,400,654.94 0.014% 54.314%

721 CAD200103 1/3/2020 -30,666,244 23,095,241.36 -72,150.21 -0.001% 54.313%

722 GBP200124 1/24/2020 -34,113,528 44,209,711.48 -363,556.42 -0.004% 54.310%

723 EUR191227 12/27/2019 -72,235,296 79,732,475.97 -554,313.39 -0.006% 54.304%

724 EUR191230 12/30/2019 -72,531,854 80,080,689.68 -562,857.63 -0.006% 54.298%

725 SEK200123 1/23/2020 -816,810,918 85,551,248.13 -741,957.15 -0.008% 54.291%

Sovereign Bond 4,480,514,502.37 45.709%

726 FANNIE MAE NOTES 09/26 1.875 1.875% 9/24/2026 USD $183,929,000 184,898,837.38 1.886% 56.177%



729 US TREASURY N/B 02/31 5.375 5.375% 2/15/2031 USD $95,000,000 129,400,391.10 1.320% 60.734%


731 FEDERAL HOME LOAN BANK BONDS 11/28 3.25 3.250% 11/16/2028 USD $106,250,000 117,450,276.81 1.198% 63.170%






737 FREDDIE MAC NOTES 03/31 6.75 6.750% 3/15/2031 USD $70,931,000 104,204,547.68 1.063% 69.831%

738 TENN VALLEY AUTHORITY SR UNSECURED 05/30 7.125 7.125% 5/1/2030 USD $70,383,000 103,366,720.43 1.055% 70.886%







MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Sovereign Bond 4,480,514,502.37 45.709%







748 FREDDIE MAC NOTES 07/32 6.25 6.250% 7/15/2032 USD $58,877,000 85,891,990.21 0.876% 80.439%








756 FREDDIE MAC BONDS 09/29 6.75 6.750% 9/15/2029 USD $44,465,000 63,167,946.56 0.644% 86.115%



759 US TREASURY N/B 08/25 2 2.000% 8/15/2025 USD $60,000,000 61,014,843.60 0.622% 87.997%


761 US TREASURY N/B 02/26 6 6.000% 2/15/2026 USD $44,151,500 55,294,579.64 0.564% 89.168%


763 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 11/23 1 1.000% 11/13/2023 SEK kr500,000,000 53,710,883.63 0.548% 90.279%















778 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 06/22 0.25 0.250% 6/1/2022 SEK kr296,540,000 31,077,259.80 0.317% 96.181%

779 FEDERAL HOME LOAN BANK BONDS 03/28 3 3.000% 3/10/2028 USD $26,900,000 29,017,006.60 0.296% 96.477%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Sovereign Bond 4,480,514,502.37 45.709%


781 FANNIE MAE NOTES 01/22 2 2.000% 1/5/2022 USD $24,395,000 24,565,911.61 0.251% 96.999%

782 KOMMUNEKREDIT SR UNSECURED REGS 09/22 0.0000 0.000% 9/8/2022 EUR €21,894,000 24,367,618.12 0.249% 97.248%


784 FEDERAL FARM CREDIT BANK BONDS 05/23 5.22 5.220% 5/15/2023 USD $14,240,000 15,953,502.62 0.163% 97.621%

785 ONTARIO (PROVINCE OF) UNSECURED 06/22 3.15 3.150% 6/2/2022 CAD $19,927,000 15,509,995.85 0.158% 97.779%
































817 FEDERAL FARM CREDIT BANK SR UNSECURED 05/20 4.67 4.670% 5/7/2020 USD $1,658,000 1,679,801.46 0.017% 99.939%




MaturityDate

PrincipalAmount

NotionalAmount USD

MarketValue USD

AssetWeight

CumulativeWeight

Sovereign Bond 4,480,514,502.37 45.709%




821 FEDERAL HOME LOAN BANK BONDS 09/24 5.365 5.365% 9/9/2024 USD $600,000 699,133.69 0.007% 99.994%

822 FEDERAL FARM CREDIT BANK BONDS 02/23 4.8 4.800% 2/13/2023 USD $576,000 632,292.97 0.006% 100.000%

Total 9,802,169,743.54 100.00%



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