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Overview

Fund Profile

Key Facts

Fund Ticker ZSU
Net Assets (Mn)
(Mar 22, 2019)
$ 159.27
Base Currency CAD
Closing Market Price $ 14.58
12-Month Low/High (Market Price) $ 14.22 / $ 14.58
Closing NAV Price
(Mar 22, 2019)
$ 14.5324
12-Month Low/High (Price (NAV)) $ 14.2355 / $ 14.5324
Weighted Average Term (Years) 2.73
Weighted Average Coupon (%) 2.95%
Annualized Distribution Yield
(Mar 15, 2019)

Annualized Distribution Yield: The most recent regular distribution, or expected distribution, (excluding additional year end distributions) annualized for frequency, divided by current NAV.

2.74%
Weighted Average Yield to Maturity (%)

Weighted Average Yield to Maturity: The market value weighted average yield to maturity includes the coupon payments and any capital gain or loss that the investor will realize by holding the bonds to maturity.

3.08%
Weighted Average Duration (Years) 2.54
Maximum Annual Management Fee 0.25%
Management Expense Ratio 0.28%

Management Expense Ratios (MERs) are the audited MERs as of December 31, 2017.

Market Volume 24,391
Distribution Frequency Monthly
Options Available No
Inception Date Feb 10, 2014
Fiscal Year-End December 31
Units Outstanding (000's) 10,960
Index Barclays U.S. Investment Grade 1-5 Year Corporate Bond Hedged to CAD Index
Exchange TSX
CUSIP 05579D101
Eligibility RRSP/RRIF/RESP/DPSP/TFSA

Portfolio Strategy

BMO Short-Term US IG Corporate Bond Hedged to CAD Index ETF has been designed to replicate, to the extent possible, the performance of the Bloomberg Barclays U.S. Investment Grade 1-5 Year Corporate Bond CAD Hedged Index, net of expenses. The U.S. dollar currency exposure is hedged back to Canadian dollars.

Benchmark Info

The Bloomberg Barclays U.S. Investment Grade 1-5 Year Corporate Bond Hedged to CAD Index consists of United States dollar-denominated, investment grade, fixed rate, taxable corporate bonds between 1-5 years until maturity. In addition, each issue has a US$750 million minimum amount outstanding and includes the three largest issues from each issuer. Each security in the Index is weighted by its relative market capitalization and rebalanced on a monthly basis. The U.S. dollar currency exposure is hedged back to Canadian dollars.

Fund Benefits

  • Designed for investors looking for defensive income
  • Invested in a diversified portfolio of U.S. corporate bonds
  • Includes bonds with one to five years to maturity
  • Currency is hedged back to Canadian dollars
  • Professionally managed by BMO Global Asset Management

Risk Rating

  • Low
  • Low to Medium
  • Medium
  • Medium to High
  • High

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Price & Performance

Performance Chart

Growth of 10,000

Performance Details

Fund Total Assets ($Mn)
(Mar 22, 2019)
$ 159.27
Market Price $ 14.58
12-Month Low/High (Market Price) $ 14.22 / $ 14.58
Price (NAV) $ 14.5324
12-Month Low/High (Price (NAV)) $ 14.2355 / $ 14.5324
Distribution Frequency Monthly

Daily Prices

Unit Price as of
(Mar 22, 2019)
1 Day Change 1 Day % Change
Market Price $ 14.58 $ 0.07 0.48%
Price (NAV) $ 14.5324 $ 0.0340 0.23%

Performance

Annualized Performance

Annualized Performance (%) for period ending: Feb 28, 2019

1 Year 2 Year 3 Year 5 Year 10 Year Since Inception
NAV 2.16% 1.03% 1.34% 1.49% - 1.48%
Index 2.54% 1.36% 1.75% 1.85% - 1.88%
Calendar Performance

Calendar Year Performance (%) for period ending: Feb 28, 2019

YTD 2018 2017 2016 2015 2014
NAV 1.26% -0.12% 1.64% 1.93% 1.45% 1.33%
Index 1.35% 0.20% 1.98% 2.45% 1.71% 1.81%
Cumulative Performance

Cumulative Performance (%) for period ending: Feb 28, 2019

YTD 1 mo 3 Mo 6 Mo 1 Year 2 Year 3 Year 5 Year 10 Year Since Inception
NAV 1.26% 0.23% 1.96% 1.61% 2.16% 2.08% 4.06% 7.69% - 7.72%
Index 1.35% 0.26% 2.15% 1.76% 2.54% 2.74% 5.33% 9.61% - 9.87%

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Tax & Distributions

Distribution History

Each BMO ETF will distribute net taxable income to investors at least once a year. A BMO ETF will have taxable income if the income generated (for example interest, dividend, capital gains, etc.) by the securities within the BMO ETF is greater than the expenses of the BMO ETF. The distributions will either be paid in cash or reinvested in the BMO ETF at the discretion of the manager. The future distribution dates for BMO ETFs may change at any time and whether or not a distribution occurs will depend on the tax characteristics of the underlying investments.

The following table lists historical distributions and includes information about the frequency dollar value and tax composition of the distribution. The tax composition of the BMO ETF distribution will be determined on a yearly basis and will only be available after the BMO ETFs tax year. This information will be reported in an official tax receipt provided to investors by their broker.

Download Distribution History (Excel)
Distribution Period

Future distribution dates may change without any prior notice.

Ex-Dividend Date Record Date Pay Date Cash Distribution Per Unit Reinvested Distribution Per Unit

Distributions by the BMO ETF that are not paid in cash should be accounted for by investors for tax purposes by adding the distribution amount to the adjusted cost base of the units held.

Total Distribution Per Unit
Jan, 2019 Jan 29, 2019 Jan 30, 2019 Feb 04, 2019 0.033000 0.000000 0.033000
Feb, 2019 Feb 26, 2019 Feb 27, 2019 Mar 04, 2019 0.033000 0.000000 0.033000
Mar, 2019 Mar 27, 2019 Mar 28, 2019 Apr 02, 2019 0.033000 0.000000 0.033000
Apr, 2019 Apr 26, 2019 Apr 29, 2019 May 02, 2019 - - -
May, 2019 May 29, 2019 May 30, 2019 Jun 04, 2019 - - -
Jun, 2019 Jun 26, 2019 Jun 27, 2019 Jul 03, 2019 - - -
Jul, 2019 Jul 29, 2019 Jul 30, 2019 Aug 02, 2019 - - -
Aug, 2019 Aug 28, 2019 Aug 29, 2019 Sep 04, 2019 - - -
Sep, 2019 Sep 26, 2019 Sep 27, 2019 Oct 02, 2019 - - -
Oct, 2019 Oct 29, 2019 Oct 30, 2019 Nov 04, 2019 - - -
Nov, 2019 Nov 27, 2019 Nov 28, 2019 Dec 03, 2019 - - -
Dec, 2019 Dec 27, 2019 Dec 30, 2019 Jan 03, 2020 - - -
Download Distribution Tax (Excel)
Distribution Period Eligible Dividends Non Eligible Dividends Other Income Capital Gains Return of Capital Foreign Income Foreign Tax Paid Total Distribution per Unit for Tax Purpose

The exact tax treatment of the distributions for a calendar year is calculated after the BMO ETF's tax year-end. As a result investors will receive an official tax statement from their broker detailing the type of income they have to report for tax purposes for the entire year and not for each distribution.

- - - - - - - - -

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Holdings & Allocations

Daily Holdings

As of Mar 22, 2019

Fixed Income

101.11%

Cash and Cash Equivalents

-1.11%

Number of Holdings

420

Total Net Assets

$ 159,274,923.00


Download Holdings (Excel)
No column selected.
Weight (%) Name ISIN Par Value Currency Coupon Maturity Base Market Value Sector Asset Class
1.00% CVS HEALTH CORP 3.7% 09Mar23 US126650CV07 1,160,000 USD 3.70 03/09/2023 1,585,204 - Fixed Income
0.99% GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO 2.342% 15Nov20 US36164QMS48 1,185,000 USD 2.34 11/15/2020 1,582,901 - Fixed Income
0.98% BANK OF AMERICA CORP 1% 20Dec23 US06051GHC69 1,160,000 USD 1.00 12/20/2023 1,567,079 - Fixed Income
0.74% DELL INTERNATIONAL LLC / EMC CORP 4.42% 15Jun21 US25272KAD54 850,000 USD 4.42 06/15/2021 1,184,861 Technology Fixed Income
0.71% ORACLE CORP 1.9% 15Sep21 US68389XBK00 855,000 USD 1.90 09/15/2021 1,127,559 Technology Fixed Income
0.69% WELLS FARGO & CO 2.1% 26Jul21 US949746SA05 825,000 USD 2.10 07/26/2021 1,093,038 - Fixed Income
0.65% DELL INTERNATIONAL LLC / EMC CORP 5.45% 15Jun23 US25272KAG85 710,000 USD 5.45 06/15/2023 1,029,248 Technology Fixed Income
0.60% ABBVIE INC 2.5% 14May20 US00287YAT64 710,000 USD 2.50 05/14/2020 959,849 - Fixed Income
0.60% DEUTSCHE BANK AG/NEW YORK NY 4.25% 14Oct21 US251526BX61 700,000 USD 4.25 10/14/2021 963,015 - Fixed Income
0.60% HSBC HOLDINGS PLC 3.4% 08Mar21 US404280AV16 700,000 USD 3.40 03/08/2021 949,577 - Fixed Income
0.60% WELLS FARGO & CO 2.625% 22Jul22 US95000U2B83 710,000 USD 2.63 07/22/2022 948,118 - Fixed Income
0.60% WELLS FARGO & CO 3.069% 24Jan23 US949746SK86 710,000 USD 3.07 01/24/2023 958,376 - Fixed Income
0.59% CITIGROUP INC 2.9% 08Dec21 US172967LC35 700,000 USD 2.90 12/08/2021 945,693 - Fixed Income
0.57% MORGAN STANLEY 2.75% 19May22 US61744YAH18 670,000 USD 2.75 05/19/2022 901,388 - Fixed Income
0.56% BANK OF MONTREAL 1.9% 27Aug21 US06367TJX90 680,000 USD 1.90 08/27/2021 897,924 - Fixed Income
0.56% BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 3% 15Jan22 US11134LAD10 660,000 USD 3.00 01/15/2022 886,736 Technology Fixed Income
0.52% CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09Jun23 US225433AT80 600,000 USD 3.80 06/09/2023 824,145 - Fixed Income
0.52% GOLDMAN SACHS GROUP INC/THE 1% 31Oct22 US38148YAC21 610,000 USD 1.00 10/31/2022 821,261 - Fixed Income
0.52% GOLDMAN SACHS GROUP INC/THE 3% 26Apr22 US38141GWC40 615,000 USD 3.00 04/26/2022 832,296 - Fixed Income
0.52% SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.4% 23Sep21 US82481LAB53 620,000 USD 2.40 09/23/2021 820,833 - Fixed Income
0.51% CIGNA CORP 3.75% 15Jul23 US40573LAL09 590,000 USD 3.75 07/15/2023 814,560 - Fixed Income
0.51% HSBC HOLDINGS PLC 2.95% 25May21 US404280AY54 600,000 USD 2.95 05/25/2021 813,465 - Fixed Income
0.51% MORGAN STANLEY 2.625% 17Nov21 US61746BED47 610,000 USD 2.63 11/17/2021 819,839 - Fixed Income
0.51% ANHEUSER-BUSCH INBEV FINANCE INC 3.3% 01Feb23 US035242AL09 600,000 USD 3.30 02/01/2023 819,365 - Fixed Income
0.50% CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATIN US161175BB96 570,000 USD 4.46 07/23/2022 794,804 Communications Fixed Income
0.50% FORD MOTOR CREDIT CO LLC 3.336% 18Mar21 US345397XW88 600,000 USD 3.34 03/18/2021 792,120 - Fixed Income
0.49% APPLE INC 2.85% 06May21 US037833AR12 570,000 USD 2.85 05/06/2021 778,982 Technology Fixed Income
0.49% BANK OF AMERICA CORP 1% 05Mar24 US06051GHF90 570,000 USD 1.00 03/05/2024 775,215 - Fixed Income
0.49% HEWLETT PACKARD ENTERPRISE CO 3.6% 15Oct20 US42824CAG42 570,000 USD 3.60 10/15/2020 783,501 Technology Fixed Income
0.48% APPLE INC 2.25% 23Feb21 US037833BS85 570,000 USD 2.25 02/23/2021 763,550 Technology Fixed Income
0.48% CVS HEALTH CORP 3.35% 09Mar21 US126650DC17 570,000 USD 3.35 03/09/2021 771,700 - Fixed Income
0.48% VISA INC 2.2% 14Dec20 US92826CAB81 570,000 USD 2.20 12/14/2020 766,847 - Fixed Income
0.47% ALLERGAN FUNDING SCS 3.45% 15Mar22 US00507UAR23 560,000 USD 3.45 03/15/2022 756,207 - Fixed Income
0.46% ABBOTT LABORATORIES 2.9% 30Nov21 US002824BD12 540,000 USD 2.90 11/30/2021 734,787 - Fixed Income
0.46% LLOYDS BANKING GROUP PLC 1% 07Nov23 US539439AP41 550,000 USD 1.00 11/07/2023 728,614 - Fixed Income
0.46% WALMART INC 3.4% 26Jun23 US931142EK56 520,000 USD 3.40 06/26/2023 725,704 - Fixed Income
0.45% MORGAN STANLEY 1% 24Apr24 US61744YAQ17 520,000 USD 1.00 04/24/2024 721,858 - Fixed Income
0.44% ALLERGAN FUNDING SCS 3% 12Mar20 US00507UAP66 520,000 USD 3.00 03/12/2020 698,617 - Fixed Income
0.44% AT&T INC 2.45% 30Jun20 US00206RCL42 520,000 USD 2.45 06/30/2020 699,134 Communications Fixed Income
0.44% CVS HEALTH CORP 2.8% 20Jul20 US126650CJ78 520,000 USD 2.80 07/20/2020 700,740 - Fixed Income
0.43% CITIGROUP INC 2.65% 26Oct20 US172967KB60 510,000 USD 2.65 10/26/2020 690,237 - Fixed Income
0.43% MICROSOFT CORP 1.55% 08Aug21 US594918BP86 520,000 USD 1.55 08/08/2021 685,437 Technology Fixed Income
0.43% MIZUHO FINANCIAL GROUP INC 1% 11Sep24 US60687YAS81 500,000 USD 1.00 09/11/2024 692,021 - Fixed Income
0.43% ROYAL BANK OF SCOTLAND GROUP PLC 1% 25Jun24 US780097BJ90 500,000 USD 1.00 06/25/2024 692,614 - Fixed Income
0.42% BARCLAYS BANK PLC 2.65% 11Jan21 US06739FJJ12 500,000 USD 2.65 01/11/2021 670,663 - Fixed Income
0.42% DOWDUPONT INC 4.205% 15Nov23 US26078JAB61 470,000 USD 4.21 11/15/2023 667,356 - Fixed Income
0.42% ROYAL BANK OF SCOTLAND GROUP PLC 3.875% 12Sep23 US780097BD21 500,000 USD 3.88 09/12/2023 670,462 - Fixed Income
0.40% CISCO SYSTEMS INC 2.2% 28Feb21 US17275RBD35 470,000 USD 2.20 02/28/2021 629,938 Communications Fixed Income
0.40% CITIGROUP INC 2.7% 30Mar21 US172967KK69 470,000 USD 2.70 03/30/2021 637,525 - Fixed Income
0.40% JPMORGAN CHASE & CO 2.55% 29Oct20 US46625HNX43 470,000 USD 2.55 10/29/2020 635,597 - Fixed Income
0.40% MEDTRONIC INC 3.15% 15Mar22 US585055BR69 470,000 USD 3.15 03/15/2022 640,612 - Fixed Income
0.40% ORACLE CORP 2.5% 15May22 US68389XBB01 470,000 USD 2.50 05/15/2022 633,996 Technology Fixed Income
0.39% BANK OF AMERICA CORP 1% 21Jul21 US06051GGP81 470,000 USD 1.00 07/21/2021 629,069 - Fixed Income
0.39% BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 3.625% 15Jan24 US11134LAF67 460,000 USD 3.63 01/15/2024 617,941 Technology Fixed Income
0.39% EXXON MOBIL CORP 2.222% 01Mar21 US30231GAV41 470,000 USD 2.22 03/01/2021 628,627 Energy Fixed Income
0.39% JPMORGAN CHASE & CO 2.295% 15Aug21 US46623EKG34 470,000 USD 2.30 08/15/2021 625,738 - Fixed Income
0.39% JPMORGAN CHASE & CO 2.55% 01Mar21 US46625HQJ22 470,000 USD 2.55 03/01/2021 628,972 - Fixed Income
0.39% ORACLE CORP 2.4% 15Sep23 US68389XBL82 470,000 USD 2.40 09/15/2023 621,113 Technology Fixed Income
0.39% SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC 2.875% 23Sep23 US82481LAC37 470,000 USD 2.88 09/23/2023 622,379 - Fixed Income
0.39% ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.75% 15Jan22 US035240AD27 450,000 USD 3.75 01/15/2022 622,611 - Fixed Income
0.38% ANHEUSER-BUSCH INBEV FINANCE INC 2.65% 01Feb21 US035242AJ52 450,000 USD 2.65 02/01/2021 605,292 - Fixed Income
0.38% HSBC HOLDINGS PLC 2.65% 05Jan22 US404280BF56 450,000 USD 2.65 01/05/2022 604,314 - Fixed Income
0.38% SVENSKA HANDELSBANKEN AB 2.45% 30Mar21 US86960BAL62 450,000 USD 2.45 03/30/2021 606,724 - Fixed Income
0.37% UNITED TECHNOLOGIES CORP 3.65% 16Aug23 US913017DB25 430,000 USD 3.65 08/16/2023 592,495 - Fixed Income
0.37% VISA INC 2.8% 14Dec22 US92826CAC64 430,000 USD 2.80 12/14/2022 587,520 - Fixed Income
0.36% BAT CAPITAL CORP 2.764% 15Aug22 US05526DAV73 430,000 USD 2.76 08/15/2022 569,567 - Fixed Income
0.36% GOLDMAN SACHS GROUP INC/THE 2.35% 15Nov21 US38145GAG55 425,000 USD 2.35 11/15/2021 566,188 - Fixed Income
0.36% MICROSOFT CORP 2% 03Nov20 US594918BG87 430,000 USD 2.00 11/03/2020 577,855 Technology Fixed Income
0.36% MITSUBISHI UFJ FINANCIAL GROUP INC 3.761% 26Jul23 US606822BA15 410,000 USD 3.76 07/26/2023 568,450 - Fixed Income
0.36% SVENSKA HANDELSBANKEN AB 3.9% 20Nov23 US86960BAX01 400,000 USD 3.90 11/20/2023 566,020 - Fixed Income
0.35% BANCO SANTANDER SA 3.848% 12Apr23 US05964HAG02 400,000 USD 3.85 04/12/2023 550,704 - Fixed Income
0.35% BARCLAYS PLC 1% 15Feb23 US06738EBE41 400,000 USD 1.00 02/15/2023 556,196 - Fixed Income
0.35% BAT CAPITAL CORP 2.297% 14Aug20 US05526DAR61 420,000 USD 2.30 08/14/2020 559,924 - Fixed Income
0.35% MYLAN NV 3.15% 15Jun21 US62854AAM62 420,000 USD 3.15 06/15/2021 565,004 - Fixed Income
0.34% ALIBABA GROUP HOLDING LTD 3.125% 28Nov21 US01609WAP77 400,000 USD 3.13 11/28/2021 545,153 Communications Fixed Income
0.34% LLOYDS BANKING GROUP PLC 3% 11Jan22 US53944YAC75 400,000 USD 3.00 01/11/2022 535,903 - Fixed Income
0.34% MITSUBISHI UFJ FINANCIAL GROUP INC 2.95% 01Mar21 US606822AA24 400,000 USD 2.95 03/01/2021 538,844 - Fixed Income
0.34% MICROSOFT CORP 2.875% 06Feb24 US594918BX11 400,000 USD 2.88 02/06/2024 545,982 Technology Fixed Income
0.33% GENERAL DYNAMICS CORP 3% 11May21 US369550BE71 380,000 USD 3.00 05/11/2021 520,595 - Fixed Income
0.33% KEURIG DR PEPPER INC 4.057% 25May23 US565122AC27 380,000 USD 4.06 05/25/2023 531,109 - Fixed Income
0.33% VODAFONE GROUP PLC 3.75% 16Jan24 US92857WBH25 380,000 USD 3.75 01/16/2024 518,915 Communications Fixed Income
0.33% COMCAST CORP 3.45% 01Oct21 US20030NCQ25 375,000 USD 3.45 10/01/2021 520,751 Communications Fixed Income
0.32% CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATIN US161175AX26 380,000 USD 3.58 07/23/2020 516,524 Communications Fixed Income
0.32% AMERICAN EXPRESS CREDIT CORP 2.2% 03Mar20 US0258M0EE53 380,000 USD 2.20 03/03/2020 508,215 - Fixed Income
0.32% AT&T INC 3% 30Jun22 US00206RCM25 370,000 USD 3.00 06/30/2022 501,760 Communications Fixed Income
0.32% BERKSHIRE HATHAWAY INC 2.75% 15Mar23 US084670BR84 380,000 USD 2.75 03/15/2023 511,701 - Fixed Income
0.32% CISCO SYSTEMS INC 1.85% 20Sep21 US17275RBJ05 380,000 USD 1.85 09/20/2021 502,552 Communications Fixed Income
0.32% GENERAL DYNAMICS CORP 2.875% 11May20 US369550BA59 380,000 USD 2.88 05/11/2020 517,536 - Fixed Income
0.32% GENERAL MOTORS FINANCIAL CO INC 3.2% 06Jul21 US37045XBM74 377,000 USD 3.20 07/06/2021 508,367 - Fixed Income
0.32% GILEAD SCIENCES INC 2.55% 01Sep20 US375558BB81 380,000 USD 2.55 09/01/2020 510,508 - Fixed Income
0.32% MITSUBISHI UFJ FINANCIAL GROUP INC 2.665% 25Jul22 US606822AP92 380,000 USD 2.67 07/25/2022 506,379 - Fixed Income
0.32% QUALCOMM INC 3% 20May22 US747525AE30 380,000 USD 3.00 05/20/2022 516,188 Technology Fixed Income
0.32% ROYAL BANK OF CANADA 2.15% 26Oct20 US78013GKN42 380,000 USD 2.15 10/26/2020 511,551 - Fixed Income
0.32% SHELL INTERNATIONAL FINANCE BV 2.125% 11May20 US822582BG61 380,000 USD 2.13 05/11/2020 512,006 Energy Fixed Income
0.32% SUMITOMO MITSUI FINANCIAL GROUP INC 2.784% 12Jul22 US86562MAQ33 380,000 USD 2.78 07/12/2022 508,941 - Fixed Income
0.31% AT&T INC 3.6% 17Feb23 US00206RCS94 360,000 USD 3.60 02/17/2023 494,482 Communications Fixed Income
0.30% AMERICAN EXPRESS CO 3.7% 03Aug23 US025816BW85 350,000 USD 3.70 08/03/2023 483,786 - Fixed Income
0.30% CREDIT SUISSE AG/NEW YORK NY 3% 29Oct21 US22546QAR83 350,000 USD 3.00 10/29/2021 477,296 - Fixed Income
0.30% CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 15Sep22 US225433AH43 350,000 USD 3.80 09/15/2022 477,893 - Fixed Income
0.30% TORONTO-DOMINION BANK/THE 2.5% 14Dec20 US89114QBC15 360,000 USD 2.50 12/14/2020 485,129 - Fixed Income
0.30% VERIZON COMMUNICATIONS INC 2.946% 15Mar22 US92343VDQ41 350,000 USD 2.95 03/15/2022 473,853 Communications Fixed Income
0.29% ABBVIE INC 2.3% 14May21 US00287YAU38 340,000 USD 2.30 05/14/2021 454,855 - Fixed Income
0.29% AMERICAN EXPRESS CO 2.5% 01Aug22 US025816BM04 350,000 USD 2.50 08/01/2022 465,712 - Fixed Income
0.29% BECTON DICKINSON AND CO 2.894% 06Jun22 US075887BT55 340,000 USD 2.89 06/06/2022 458,007 - Fixed Income
0.29% COOPERATIEVE RABOBANK UA/NY 2.5% 19Jan21 US21688AAF93 350,000 USD 2.50 01/19/2021 469,602 - Fixed Income
0.29% MANUFACTURERS & TRADERS TRUST CO 2.05% 17Aug20 US55279HAN08 350,000 USD 2.05 08/17/2020 467,127 - Fixed Income
0.29% COMCAST CORP 3.3% 01Oct20 US20030NCP42 335,000 USD 3.30 10/01/2020 460,858 Communications Fixed Income
0.28% CHEVRON CORP 1.961% 03Mar20 US166764AR12 335,000 USD 1.96 03/03/2020 448,583 Energy Fixed Income
0.28% CIGNA CORP 3.2% 17Sep20 US40573LAC00 330,000 USD 3.20 09/17/2020 445,662 - Fixed Income
0.28% INTEL CORP 2.45% 29Jul20 US458140AQ35 330,000 USD 2.45 07/29/2020 444,541 Technology Fixed Income
0.28% KEURIG DR PEPPER INC 3.551% 25May21 US565122AA60 330,000 USD 3.55 05/25/2021 453,034 - Fixed Income
0.28% NEWELL BRANDS INC 3.85% 01Apr23 US651229AV81 330,000 USD 3.85 04/01/2023 445,533 - Fixed Income
0.28% QUALCOMM INC 2.25% 20May20 US747525AD56 330,000 USD 2.25 05/20/2020 443,998 Technology Fixed Income
0.28% SUMITOMO MITSUI FINANCIAL GROUP INC 2.934% 09Mar21 US86562MAB63 335,000 USD 2.93 03/09/2021 450,351 - Fixed Income
0.28% TORONTO-DOMINION BANK/THE 2.125% 07Apr21 US89114QBG29 330,000 USD 2.13 04/07/2021 442,757 - Fixed Income
0.28% WALMART INC 3.125% 23Jun21 US931142EJ83 330,000 USD 3.13 06/23/2021 451,829 - Fixed Income
0.28% WESTPAC BANKING CORP 2.6% 23Nov20 US961214CS01 330,000 USD 2.60 11/23/2020 445,545 - Fixed Income
0.27% SUMITOMO MITSUI FINANCIAL GROUP INC 2.058% 14Jul21 US86562MAE03 320,000 USD 2.06 07/14/2021 423,555 - Fixed Income
0.26% BAIDU INC 3.875% 29Sep23 US056752AK40 300,000 USD 3.88 09/29/2023 417,735 Communications Fixed Income
0.26% ING GROEP NV 4.1% 02Oct23 US456837AK90 300,000 USD 4.10 10/02/2023 420,807 - Fixed Income
0.26% KRAFT HEINZ FOODS CO 4% 15Jun23 US50077LAS51 300,000 USD 4.00 06/15/2023 417,906 - Fixed Income
0.26% LLOYDS BANKING GROUP PLC 4.05% 16Aug23 US539439AS89 300,000 USD 4.05 08/16/2023 412,807 - Fixed Income
0.26% TORONTO-DOMINION BANK/THE 3.5% 19Jul23 US89114QC484 300,000 USD 3.50 07/19/2023 415,885 - Fixed Income
0.26% WESTPAC BANKING CORP 2.15% 06Mar20 US961214DJ92 310,000 USD 2.15 03/06/2020 414,838 - Fixed Income
0.26% APPLE INC 3% 09Feb24 US037833CG39 300,000 USD 3.00 02/09/2024 410,167 Technology Fixed Income
0.26% BANK OF MONTREAL 3.3% 05Feb24 US06367WHH97 300,000 USD 3.30 02/05/2024 408,720 - Fixed Income
0.26% US BANCORP 3.375% 05Feb24 US91159HHV50 300,000 USD 3.38 02/05/2024 413,491 - Fixed Income
0.26% SANDS CHINA LTD 4.6% 08Aug23 US80007RAB15 300,000 USD 4.60 08/08/2023 415,376 - Fixed Income
0.25% ASTRAZENECA PLC 2.375% 16Nov20 US046353AK44 300,000 USD 2.38 11/16/2020 403,362 - Fixed Income
0.25% BAIDU INC 2.875% 06Jul22 US056752AH11 300,000 USD 2.88 07/06/2022 398,833 Communications Fixed Income
0.25% BARCLAYS PLC 3.25% 12Jan21 US06738EAL92 300,000 USD 3.25 01/12/2021 405,866 - Fixed Income
0.25% KEYBANK NA/CLEVELAND OH 2.3% 14Sep22 US49327M2T01 300,000 USD 2.30 09/14/2022 395,786 - Fixed Income
0.25% PNC BANK NA 2.45% 05Nov20 US69353REU86 300,000 USD 2.45 11/05/2020 404,908 - Fixed Income
0.25% FIFTH THIRD BANCORP 3.65% 25Jan24 US316773CX61 290,000 USD 3.65 01/25/2024 400,009 - Fixed Income
0.24% AMERICAN INTERNATIONAL GROUP INC 3.3% 01Mar21 US026874DG98 280,000 USD 3.30 03/01/2021 379,319 - Fixed Income
0.24% AMGEN INC 2.65% 11May22 US031162CP32 280,000 USD 2.65 05/11/2022 377,755 - Fixed Income
0.24% BANK OF MONTREAL 3.1% 13Apr21 US06367T4W71 280,000 USD 3.10 04/13/2021 384,139 - Fixed Income
0.24% BANK OF NOVA SCOTIA/THE 2.7% 07Mar22 US064159JG24 280,000 USD 2.70 03/07/2022 376,230 - Fixed Income
0.24% CELGENE CORP 2.875% 15Aug20 US151020AQ72 280,000 USD 2.88 08/15/2020 376,835 - Fixed Income
0.24% CISCO SYSTEMS INC 2.45% 15Jun20 US17275RAX08 280,000 USD 2.45 06/15/2020 378,460 Communications Fixed Income
0.24% COCA-COLA CO/THE 1.875% 27Oct20 US191216BT60 280,000 USD 1.88 10/27/2020 375,342 - Fixed Income
0.24% DOWDUPONT INC 3.766% 15Nov20 US26078JAA88 280,000 USD 3.77 11/15/2020 386,728 - Fixed Income
0.24% EXXON MOBIL CORP 1.912% 06Mar20 US30231GAG73 288,000 USD 1.91 03/06/2020 385,051 Energy Fixed Income
0.24% FORD MOTOR CREDIT CO LLC 5.596% 07Jan22 US345397ZM88 270,000 USD 5.60 01/07/2022 377,655 - Fixed Income
0.24% GENERAL MOTORS FINANCIAL CO INC 3.2% 13Jul20 US37045XAY22 280,000 USD 3.20 07/13/2020 378,560 - Fixed Income
0.24% HONEYWELL INTERNATIONAL INC 1.85% 01Nov21 US438516BM77 285,000 USD 1.85 11/01/2021 378,705 - Fixed Income
0.24% KRAFT HEINZ FOODS CO 2.8% 02Jul20 US50077LAH96 280,000 USD 2.80 07/02/2020 377,726 - Fixed Income
0.24% NORTHROP GRUMMAN CORP 2.55% 15Oct22 US666807BQ44 285,000 USD 2.55 10/15/2022 382,945 - Fixed Income
0.24% ROYAL BANK OF CANADA 2.35% 30Oct20 US78012KJA60 280,000 USD 2.35 10/30/2020 377,739 - Fixed Income
0.24% SHELL INTERNATIONAL FINANCE BV 1.875% 10May21 US822582BS00 285,000 USD 1.88 05/10/2021 380,705 Energy Fixed Income
0.24% SHERWIN-WILLIAMS CO/THE 2.25% 15May20 US824348AT35 280,000 USD 2.25 05/15/2020 376,743 - Fixed Income
0.24% UNITEDHEALTH GROUP INC 2.7% 15Jul20 US91324PCM23 280,000 USD 2.70 07/15/2020 379,161 - Fixed Income
0.24% VMWARE INC 2.95% 21Aug22 US928563AB16 285,000 USD 2.95 08/21/2022 379,280 Technology Fixed Income
0.24% ZIMMER BIOMET HOLDINGS INC 2.7% 01Apr20 US98956PAK84 280,000 USD 2.70 04/01/2020 379,494 - Fixed Income
0.23% BANK OF NOVA SCOTIA/THE 2.45% 22Mar21 US064159HM10 270,000 USD 2.45 03/22/2021 360,572 - Fixed Income
0.23% BIOGEN INC 2.9% 15Sep20 US09062XAC74 270,000 USD 2.90 09/15/2020 362,268 - Fixed Income
0.23% BP CAPITAL MARKETS AMERICA INC 3.245% 06May22 US10373QAJ94 270,000 USD 3.25 05/06/2022 372,786 Energy Fixed Income
0.23% CAPITAL ONE FINANCIAL CORP 2.5% 12May20 US14040HBP91 270,000 USD 2.50 05/12/2020 364,668 - Fixed Income
0.23% DEUTSCHE BANK AG/NEW YORK NY 2.7% 13Jul20 US251525AT85 280,000 USD 2.70 07/13/2020 373,678 - Fixed Income
0.23% DEUTSCHE BANK AG/NEW YORK NY 3.15% 22Jan21 US251526BP38 270,000 USD 3.15 01/22/2021 359,024 - Fixed Income
0.23% GENERAL MOTORS FINANCIAL CO INC 4.2% 01Mar21 US37045XBF24 270,000 USD 4.20 03/01/2021 368,716 - Fixed Income
0.23% HEWLETT PACKARD ENTERPRISE CO 4.4% 15Oct22 US42824CAN92 260,000 USD 4.40 10/15/2022 370,162 Technology Fixed Income
0.23% PNC BANK NA 2.625% 17Feb22 US69353RFB96 275,000 USD 2.63 02/17/2022 370,381 - Fixed Income
0.23% QUALCOMM INC 2.6% 30Jan23 US747525AR43 280,000 USD 2.60 01/30/2023 372,366 Technology Fixed Income
0.23% ROYAL BANK OF CANADA 2.125% 02Mar20 US78012KC627 270,000 USD 2.13 03/02/2020 363,153 - Fixed Income
0.23% SANTANDER HOLDINGS USA INC 3.7% 28Mar22 US80282KAT34 270,000 USD 3.70 03/28/2022 371,839 - Fixed Income
0.23% SOUTHERN CO/THE 2.35% 01Jul21 US842587CS44 280,000 USD 2.35 07/01/2021 373,729 - Fixed Income
0.23% WESTPAC BANKING CORP 2% 19Aug21 US961214DA83 280,000 USD 2.00 08/19/2021 369,669 - Fixed Income
0.22% BANK OF NOVA SCOTIA/THE 3.125% 20Apr21 US064159LG95 250,000 USD 3.13 04/20/2021 343,328 - Fixed Income
0.22% HOME DEPOT INC/THE 2% 01Apr21 US437076BL56 260,000 USD 2.00 04/01/2021 349,263 - Fixed Income
0.22% TAKEDA PHARMACEUTICAL CO LTD 4.4% 26Nov23 US874060AR79 250,000 USD 4.40 11/26/2023 356,634 - Fixed Income
0.22% US BANK NA/CINCINNATI OH 3.4% 24Jul23 US90331HNV14 250,000 USD 3.40 07/24/2023 345,976 - Fixed Income
0.22% SYNCHRONY BANK 3.65% 24May21 US87166FAC77 250,000 USD 3.65 05/24/2021 342,625 - Fixed Income
0.21% ABBVIE INC 3.75% 14Nov23 US00287YBC21 240,000 USD 3.75 11/14/2023 336,515 - Fixed Income
0.21% AETNA INC 2.8% 15Jun23 US00817YAV02 250,000 USD 2.80 06/15/2023 332,976 - Fixed Income
0.21% AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.3% 01Jun21 US05253JAM36 250,000 USD 2.30 06/01/2021 334,285 - Fixed Income
0.21% BNP PARIBAS SA 2.375% 21May20 US05579TED46 250,000 USD 2.38 05/21/2020 337,497 - Fixed Income
0.21% CHEVRON CORP 2.1% 16May21 US166764BG48 255,000 USD 2.10 05/16/2021 341,885 Energy Fixed Income
0.21% CHUBB INA HOLDINGS INC 2.3% 03Nov20 US00440EAT47 245,000 USD 2.30 11/03/2020 330,022 - Fixed Income
0.21% GLAXOSMITHKLINE CAPITAL INC 3.375% 15May23 US377372AL15 240,000 USD 3.38 05/15/2023 334,126 - Fixed Income
0.21% GLAXOSMITHKLINE CAPITAL PLC 3.125% 14May21 US377373AE54 240,000 USD 3.13 05/14/2021 328,974 - Fixed Income
0.21% HOME DEPOT INC/THE 2.625% 01Jun22 US437076BG61 240,000 USD 2.63 06/01/2022 326,739 - Fixed Income
0.21% ING GROEP NV 3.15% 29Mar22 US456837AG88 250,000 USD 3.15 03/29/2022 341,135 - Fixed Income
0.21% MIZUHO FINANCIAL GROUP INC 2.953% 28Feb22 US60687YAH27 250,000 USD 2.95 02/28/2022 335,722 - Fixed Income
0.21% ROYAL BANK OF SCOTLAND GROUP PLC 1% 15May23 US780097BE04 250,000 USD 1.00 05/15/2023 336,742 - Fixed Income
0.21% SANTANDER UK GROUP HOLDINGS PLC 2.875% 05Aug21 US80281LAE56 250,000 USD 2.88 08/05/2021 334,689 - Fixed Income
0.21% UBS AG/STAMFORD CT 2.35% 26Mar20 US90261XHK19 250,000 USD 2.35 03/26/2020 334,353 - Fixed Income
0.21% VERIZON COMMUNICATIONS INC 3.125% 16Mar22 US92343VDW19 250,000 USD 3.13 03/16/2022 340,248 Communications Fixed Income
0.21% WALGREENS BOOTS ALLIANCE INC 3.3% 18Nov21 US931427AF53 240,000 USD 3.30 11/18/2021 328,977 - Fixed Income
0.21% FOX CORP 4.03% 25Jan24 US35137LAB18 240,000 USD 4.03 01/25/2024 337,492 Communications Fixed Income
0.21% BRANCH BANKING & TRUST CO 2.625% 15Jan22 US07330NAQ88 250,000 USD 2.63 01/15/2022 336,131 - Fixed Income
0.21% COOPERATIEVE RABOBANK UA/NY 2.75% 10Jan22 US21688AAJ16 250,000 USD 2.75 01/10/2022 336,821 - Fixed Income
0.20% BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC 2.773% 15Dec22 US05723KAD28 240,000 USD 2.77 12/15/2022 322,052 Energy Fixed Income
0.20% BANK OF NEW YORK MELLON CORP/THE 2.05% 03May21 US06406FAB94 235,000 USD 2.05 05/03/2021 314,012 - Fixed Income
0.20% BANK OF NEW YORK MELLON CORP/THE 2.2% 16Aug23 US06406FAD50 240,000 USD 2.20 08/16/2023 314,182 - Fixed Income
0.20% BB&T CORP 2.05% 10May21 US05531FAV58 240,000 USD 2.05 05/10/2021 320,290 - Fixed Income
0.20% CAMPBELL SOUP CO 3.65% 15Mar23 US134429BE86 230,000 USD 3.65 03/15/2023 312,098 - Fixed Income
0.20% CANADIAN IMPERIAL BANK OF COMMERCE 2.1% 05Oct20 US136069VX63 240,000 USD 2.10 10/05/2020 323,112 - Fixed Income
0.20% CHEVRON CORP 2.419% 17Nov20 US166764AY62 240,000 USD 2.42 11/17/2020 324,429 Energy Fixed Income
0.20% EI DU PONT DE NEMOURS & CO 2.2% 01May20 US263534CL10 240,000 USD 2.20 05/01/2020 323,063 - Fixed Income
0.20% EXXON MOBIL CORP 2.726% 01Mar23 US30231GAR39 240,000 USD 2.73 03/01/2023 325,289 Energy Fixed Income
0.20% INTERCONTINENTAL EXCHANGE INC 2.75% 01Dec20 US45866FAC86 240,000 USD 2.75 12/01/2020 325,371 - Fixed Income
0.20% LOCKHEED MARTIN CORP 2.5% 23Nov20 US539830BF54 235,000 USD 2.50 11/23/2020 317,126 - Fixed Income
0.20% MERCK & CO INC 2.35% 10Feb22 US58933YAQ89 240,000 USD 2.35 02/10/2022 322,441 - Fixed Income
0.20% PROCTER & GAMBLE CO/THE 2.15% 11Aug22 US742718EU91 240,000 USD 2.15 08/11/2022 319,715 - Fixed Income
0.20% SHELL INTERNATIONAL FINANCE BV 2.25% 10Nov20 US822582BP60 240,000 USD 2.25 11/10/2020 323,672 Energy Fixed Income
0.20% SHERWIN-WILLIAMS CO/THE 2.75% 01Jun22 US824348AU08 240,000 USD 2.75 06/01/2022 322,470 - Fixed Income
0.20% SOUTHERN CO/THE 2.95% 01Jul23 US842587CU99 240,000 USD 2.95 07/01/2023 323,630 - Fixed Income
0.20% TOYOTA MOTOR CREDIT CORP 1.9% 08Apr21 US89236TCZ66 240,000 USD 1.90 04/08/2021 320,283 - Fixed Income
0.20% TOYOTA MOTOR CREDIT CORP 2.15% 12Mar20 US89236TCF03 240,000 USD 2.15 03/12/2020 320,875 - Fixed Income
0.20% TOYOTA MOTOR CREDIT CORP 2.6% 11Jan22 US89236TDP75 230,000 USD 2.60 01/11/2022 310,696 - Fixed Income
0.20% US BANCORP 2.625% 24Jan22 US91159HHP82 240,000 USD 2.63 01/24/2022 323,514 - Fixed Income
0.20% VMWARE INC 2.3% 21Aug20 US928563AA33 235,000 USD 2.30 08/21/2020 313,551 Technology Fixed Income
0.20% WALMART INC 2.35% 15Dec22 US931142DU48 235,000 USD 2.35 12/15/2022 315,517 - Fixed Income
0.20% WILLIAMS COS INC/THE 3.6% 15Mar22 US96949LAA35 240,000 USD 3.60 03/15/2022 326,451 Energy Fixed Income
0.20% CONAGRA BRANDS INC 3.8% 22Oct21 US205887BZ43 230,000 USD 3.80 10/22/2021 319,811 - Fixed Income
0.20% CIGNA CORP 3.4% 17Sep21 US40573LAG14 240,000 USD 3.40 09/17/2021 325,627 - Fixed Income
0.20% BP CAPITAL MARKETS AMERICA INC 4.5% 01Oct20 US10373QAF72 230,000 USD 4.50 10/01/2020 323,585 Energy Fixed Income
0.19% CAPITAL ONE FINANCIAL CORP 3.2% 30Jan23 US14040HBU86 230,000 USD 3.20 01/30/2023 309,728 - Fixed Income
0.19% DISCOVERY COMMUNICATIONS LLC 2.95% 20Mar23 US25470DAQ25 230,000 USD 2.95 03/20/2023 304,234 Communications Fixed Income
0.19% EXELON CORP 3.497% 01Jun22 US30161NAW11 220,000 USD 3.50 06/01/2022 300,977 - Fixed Income
0.19% FIDELITY NATIONAL INFORMATION SERVICES INC 3.625% 15Oct20 US31620MAP14 214,000 USD 3.63 10/15/2020 295,655 Technology Fixed Income
0.19% SANTANDER UK PLC 2.125% 03Nov20 US80283LAP85 225,000 USD 2.13 11/03/2020 300,277 - Fixed Income
0.19% STATE STREET CORP 2.55% 18Aug20 US857477AS21 230,000 USD 2.55 08/18/2020 309,638 - Fixed Income
0.18% CARDINAL HEALTH INC 2.616% 15Jun22 US14149YBF43 220,000 USD 2.62 06/15/2022 291,627 - Fixed Income
0.18% EQM MIDSTREAM PARTNERS LP 4.75% 15Jul23 US26885BAD29 210,000 USD 4.75 07/15/2023 290,011 Energy Fixed Income
0.18% FIFTH THIRD BANCORP 2.875% 27Jul20 US316773CT59 210,000 USD 2.88 07/27/2020 283,492 - Fixed Income
0.18% PFIZER INC 1.95% 03Jun21 US717081DX82 220,000 USD 1.95 06/03/2021 293,598 - Fixed Income
0.18% REGIONS FINANCIAL CORP 3.2% 08Feb21 US7591EPAK68 210,000 USD 3.20 02/08/2021 285,537 - Fixed Income
0.18% SABINE PASS LIQUEFACTION LLC 6.25% 15Mar22 US785592AH92 200,000 USD 6.25 03/15/2022 290,310 Energy Fixed Income
0.18% ALPHABET INC 3.375% 25Feb24 US02079KAB35 200,000 USD 3.38 02/25/2024 279,292 Communications Fixed Income
0.18% CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATIN US161175BQ65 200,000 USD 4.50 02/01/2024 280,840 Communications Fixed Income
0.18% BP CAPITAL MARKETS AMERICA INC 4.742% 11Mar21 US10373QAG55 200,000 USD 4.74 03/11/2021 279,927 Energy Fixed Income
0.17% ABBOTT LABORATORIES 3.4% 30Nov23 US002824BE94 200,000 USD 3.40 11/30/2023 277,545 - Fixed Income
0.17% AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.5% 15May21 US00772BAF85 195,000 USD 4.50 05/15/2021 271,015 - Fixed Income
0.17% AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.7% 16Nov20 US05253JAK79 200,000 USD 2.70 11/16/2020 271,209 - Fixed Income
0.17% BANCO BILBAO VIZCAYA ARGENTARIA SA 3% 20Oct20 US05946KAD37 200,000 USD 3.00 10/20/2020 272,026 - Fixed Income
0.17% BANCO SANTANDER SA 3.125% 23Feb23 US05964HAE53 200,000 USD 3.13 02/23/2023 265,797 - Fixed Income
0.17% BPCE SA 2.75% 02Dec21 US05578DAW20 200,000 USD 2.75 12/02/2021 269,249 - Fixed Income
0.17% CAPITAL ONE NA 2.95% 23Jul21 US14042E3Y48 200,000 USD 2.95 07/23/2021 269,637 - Fixed Income
0.17% CITIZENS BANK NA/PROVIDENCE RI 2.55% 13May21 US17401QAE17 200,000 USD 2.55 05/13/2021 269,190 - Fixed Income
0.17% COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.3% 12Mar20 US20271RAK68 200,000 USD 2.30 03/12/2020 267,665 - Fixed Income
0.17% COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.4% 02Nov20 US20271RAM25 200,000 USD 2.40 11/02/2020 269,452 - Fixed Income
0.17% COOPERATIEVE RABOBANK UA/NY 2.75% 10Jan23 US21688AAL61 200,000 USD 2.75 01/10/2023 267,546 - Fixed Income
0.17% DISCOVER BANK 3.1% 04Jun20 US25466AAG67 200,000 USD 3.10 06/04/2020 271,574 - Fixed Income
0.17% DISCOVER BANK 3.35% 06Feb23 US25466AAK79 200,000 USD 3.35 02/06/2023 270,500 - Fixed Income
0.17% FIFTH THIRD BANK/CINCINNATI OH 2.25% 14Jun21 US31677QBG38 200,000 USD 2.25 06/14/2021 266,794 - Fixed Income
0.17% FORD MOTOR CREDIT CO LLC 3.157% 04Aug20 US345397XK41 200,000 USD 3.16 08/04/2020 266,770 - Fixed Income
0.17% INTERNATIONAL BUSINESS MACHINES CORP 2.25% 19Feb21 US459200JF91 200,000 USD 2.25 02/19/2021 266,855 Technology Fixed Income
0.17% INTERNATIONAL BUSINESS MACHINES CORP 2.5% 27Jan22 US459200JQ56 200,000 USD 2.50 01/27/2022 267,795 Technology Fixed Income
0.17% INTERNATIONAL BUSINESS MACHINES CORP 2.875% 09Nov22 US459200JC60 200,000 USD 2.88 11/09/2022 272,453 Technology Fixed Income
0.17% MCDONALD'S CORP 3.35% 01Apr23 US58013MFE93 190,000 USD 3.35 04/01/2023 264,255 - Fixed Income
0.17% MIZUHO FINANCIAL GROUP INC 2.273% 13Sep21 US60687YAE95 200,000 USD 2.27 09/13/2021 263,754 - Fixed Income
0.17% MPLX LP 4.5% 15Jul23 US55336VAE02 190,000 USD 4.50 07/15/2023 269,247 Energy Fixed Income
0.17% NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.875% 12Jul21 US63254AAR95 200,000 USD 1.88 07/12/2021 263,525 - Fixed Income
0.17% NATIONAL AUSTRALIA BANK LTD/NEW YORK 2.625% 23Jul20 US63254AAL26 200,000 USD 2.63 07/23/2020 269,733 - Fixed Income
0.17% NATIONAL BANK OF CANADA 2.15% 12Jun20 US63307A2E48 200,000 USD 2.15 06/12/2020 268,755 - Fixed Income
0.17% PEPSICO INC 2.15% 14Oct20 US713448DC92 200,000 USD 2.15 10/14/2020 269,837 - Fixed Income
0.17% PNC BANK NA 2.15% 29Apr21 US69353REW43 200,000 USD 2.15 04/29/2021 267,641 - Fixed Income
0.17% REYNOLDS AMERICAN INC 4% 12Jun22 US761713BF23 190,000 USD 4.00 06/12/2022 263,001 - Fixed Income
0.17% ROCKWELL COLLINS INC 2.8% 15Mar22 US774341AH41 205,000 USD 2.80 03/15/2022 274,058 - Fixed Income
0.17% SALESFORCE.COM INC 3.25% 11Apr23 US79466LAE48 190,000 USD 3.25 04/11/2023 264,757 Technology Fixed Income
0.17% SANOFI 3.375% 19Jun23 US801060AC87 190,000 USD 3.38 06/19/2023 264,407 - Fixed Income
0.17% SANTANDER HOLDINGS USA INC 4.45% 03Dec21 US80282KAU07 190,000 USD 4.45 12/03/2021 265,794 - Fixed Income
0.17% SKANDINAVISKA ENSKILDA BANKEN AB 2.625% 15Mar21 US830505AR41 200,000 USD 2.63 03/15/2021 267,335 - Fixed Income
0.17% SVENSKA HANDELSBANKEN AB 2.4% 01Oct20 US86960BAJ17 200,000 USD 2.40 10/01/2020 270,041 - Fixed Income
0.17% SYNCHRONY BANK 3% 15Jun22 US87166FAA12 200,000 USD 3.00 06/15/2022 266,003 - Fixed Income
0.17% UNILEVER CAPITAL CORP 1.8% 05May20 US904764AV93 200,000 USD 1.80 05/05/2020 268,145 - Fixed Income
0.17% UNILEVER CAPITAL CORP 2.2% 05May22 US904764AW76 200,000 USD 2.20 05/05/2022 267,103 - Fixed Income
0.17% REGIONS FINANCIAL CORP 3.8% 14Aug23 US7591EPAP55 190,000 USD 3.80 08/14/2023 263,231 - Fixed Income
0.17% ALTRIA GROUP INC 3.49% 14Feb22 US02209SBA06 200,000 USD 3.49 02/14/2022 273,781 - Fixed Income
0.17% ALTRIA GROUP INC 3.8% 14Feb24 US02209SBB88 200,000 USD 3.80 02/14/2024 274,623 - Fixed Income
0.17% BANK OF NEW YORK MELLON CORP/THE 2.6% 07Feb22 US06406RAA59 200,000 USD 2.60 02/07/2022 269,238 - Fixed Income
0.17% CATERPILLAR FINANCIAL SERVICES CORP 2.95% 26Feb22 US14913Q2T59 200,000 USD 2.95 02/26/2022 271,547 - Fixed Income
0.17% COMCAST CORP 3% 01Feb24 US20030NBX84 200,000 USD 3.00 02/01/2024 271,376 Communications Fixed Income
0.17% 3M CO 3.25% 14Feb24 US88579YBB65 200,000 USD 3.25 02/14/2024 277,833 - Fixed Income
0.16% AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.625% 30Oct US00772BAQ41 180,000 USD 4.63 10/30/2020 251,638 - Fixed Income
0.16% AMAZON.COM INC 3.3% 05Dec21 US023135AM87 190,000 USD 3.30 12/05/2021 262,305 Communications Fixed Income
0.16% AMERICAN HONDA FINANCE CORP 2.45% 24Sep20 US02665WAZ41 190,000 USD 2.45 09/24/2020 254,248 - Fixed Income
0.16% ASTRAZENECA PLC 2.375% 12Jun22 US046353AQ14 190,000 USD 2.38 06/12/2022 253,104 - Fixed Income
0.16% AUTOMATIC DATA PROCESSING INC 2.25% 15Sep20 US053015AD56 190,000 USD 2.25 09/15/2020 254,320 - Fixed Income
0.16% BB&T CORP 2.625% 29Jun20 US05531FAU75 190,000 USD 2.63 06/29/2020 256,314 - Fixed Income
0.16% BECTON DICKINSON AND CO 2.404% 05Jun20 US075887BR99 190,000 USD 2.40 06/05/2020 255,139 - Fixed Income
0.16% BERKSHIRE HATHAWAY INC 2.2% 15Mar21 US084670BQ02 185,000 USD 2.20 03/15/2021 247,125 - Fixed Income
0.16% BIOGEN INC 3.625% 15Sep22 US09062XAE31 190,000 USD 3.63 09/15/2022 259,867 - Fixed Income
0.16% BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD 2.65% 15Jan23 US11134LAM19 190,000 USD 2.65 01/15/2023 248,988 Technology Fixed Income
0.16% CANADIAN IMPERIAL BANK OF COMMERCE 3.5% 13Sep23 US13607RAD26 190,000 USD 3.50 09/13/2023 261,740 - Fixed Income
0.16% CANADIAN NATURAL RESOURCES LTD 2.95% 15Jan23 US136385AW17 185,000 USD 2.95 01/15/2023 247,837 Energy Fixed Income
0.16% CELGENE CORP 3.25% 20Feb23 US151020BA12 190,000 USD 3.25 02/20/2023 257,096 - Fixed Income
0.16% CELGENE CORP 3.55% 15Aug22 US151020AR55 180,000 USD 3.55 08/15/2022 247,090 - Fixed Income
0.16% COCA-COLA CO/THE 1.55% 01Sep21 US191216BY55 190,000 USD 1.55 09/01/2021 249,607 - Fixed Income
0.16% COSTCO WHOLESALE CORP 2.15% 18May21 US22160KAJ43 185,000 USD 2.15 05/18/2021 248,485 - Fixed Income
0.16% DELTA AIR LINES INC 2.875% 13Mar20 US247361ZK72 190,000 USD 2.88 03/13/2020 255,463 - Fixed Income
0.16% DOLLAR TREE INC 3.7% 15May23 US256746AF59 190,000 USD 3.70 05/15/2023 262,291 - Fixed Income
0.16% DOMINION ENERGY INC 2.579% 01Jul20 US25746UCT43 185,000 USD 2.58 07/01/2020 248,510 - Fixed Income
0.16% GILEAD SCIENCES INC 3.25% 01Sep22 US375558BC64 190,000 USD 3.25 09/01/2022 260,197 - Fixed Income
0.16% HUNTINGTON BANCSHARES INC/OH 2.3% 14Jan22 US446150AK09 190,000 USD 2.30 01/14/2022 252,288 - Fixed Income
0.16% INTEL CORP 1.85% 11May20 US458140AZ34 190,000 USD 1.85 05/11/2020 255,061 Technology Fixed Income
0.16% INTEL CORP 3.1% 29Jul22 US458140AR18 190,000 USD 3.10 07/29/2022 260,356 Technology Fixed Income
0.16% JOHN DEERE CAPITAL CORP 2.8% 06Mar23 US24422ETG43 190,000 USD 2.80 03/06/2023 256,313 - Fixed Income
0.16% JOHNSON & JOHNSON 1.65% 01Mar21 US478160BS27 190,000 USD 1.65 03/01/2021 251,312 - Fixed Income
0.16% KEYCORP 2.9% 15Sep20 US49326EEF60 190,000 USD 2.90 09/15/2020 255,624 - Fixed Income
0.16% KRAFT HEINZ FOODS CO 3.5% 15Jul22 US50077LAJ52 190,000 USD 3.50 07/15/2022 258,626 - Fixed Income
0.16% NORTHROP GRUMMAN CORP 2.08% 15Oct20 US666807BL56 190,000 USD 2.08 10/15/2020 254,907 - Fixed Income
0.16% PEPSICO INC 2% 15Apr21 US713448DX30 190,000 USD 2.00 04/15/2021 254,614 - Fixed Income
0.16% PFIZER INC 2.2% 15Dec21 US717081DZ31 190,000 USD 2.20 12/15/2021 254,577 - Fixed Income
0.16% REGIONS FINANCIAL CORP 2.75% 14Aug22 US7591EPAM25 190,000 USD 2.75 08/14/2022 253,819 - Fixed Income
0.16% SANTANDER UK PLC 2.375% 16Mar20 US80283LAN38 190,000 USD 2.38 03/16/2020 254,465 - Fixed Income
0.16% SKANDINAVISKA ENSKILDA BANKEN AB 1.875% 13Sep21 US830505AT07 200,000 USD 1.88 09/13/2021 261,693 - Fixed Income
0.16% STARBUCKS CORP 3.1% 01Mar23 US855244AN97 190,000 USD 3.10 03/01/2023 258,156 - Fixed Income
0.16% SUNTRUST BANK/ATLANTA GA 2.45% 01Aug22 US86787EAT47 190,000 USD 2.45 08/01/2022 252,445 - Fixed Income
0.16% SUNTRUST BANKS INC 2.7% 27Jan22 US867914BM42 185,000 USD 2.70 01/27/2022 248,024 - Fixed Income
0.16% THERMO FISHER SCIENTIFIC INC 3% 15Apr23 US883556BN17 190,000 USD 3.00 04/15/2023 258,452 - Fixed Income
0.16% TOTAL CAPITAL INTERNATIONAL SA 2.75% 19Jun21 US89153VAP40 190,000 USD 2.75 06/19/2021 257,788 Energy Fixed Income
0.16% UNITED PARCEL SERVICE INC 2.5% 01Apr23 US911312BK14 190,000 USD 2.50 04/01/2023 256,994 - Fixed Income
0.16% UNITED TECHNOLOGIES CORP 1.9% 04May20 US913017CM98 190,000 USD 1.90 05/04/2020 254,518 - Fixed Income
0.16% UNITEDHEALTH GROUP INC 3.35% 15Jul22 US91324PCN06 180,000 USD 3.35 07/15/2022 248,456 - Fixed Income
0.16% VISA INC 2.15% 15Sep22 US92826CAG78 190,000 USD 2.15 09/15/2022 252,520 - Fixed Income
0.15% AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.95% 01Feb2 US00772BAR24 180,000 USD 3.95 02/01/2022 245,268 - Fixed Income
0.15% AMAZON.COM INC 2.4% 22Feb23 US023135AW69 180,000 USD 2.40 02/22/2023 239,680 Communications Fixed Income
0.15% AMERICAN HONDA FINANCE CORP 1.7% 09Sep21 US02665WBG50 180,000 USD 1.70 09/09/2021 236,575 - Fixed Income
0.15% CANADIAN IMPERIAL BANK OF COMMERCE 2.55% 16Jun22 US136069TY74 180,000 USD 2.55 06/16/2022 242,087 - Fixed Income
0.15% CATERPILLAR FINANCIAL SERVICES CORP 1.7% 09Aug21 US14912L6U06 180,000 USD 1.70 08/09/2021 237,332 - Fixed Income
0.15% CHUBB INA HOLDINGS INC 2.875% 03Nov22 US00440EAU10 180,000 USD 2.88 11/03/2022 246,311 - Fixed Income
0.15% DELTA AIR LINES INC 3.625% 15Mar22 US247361ZJ00 180,000 USD 3.63 03/15/2022 243,034 - Fixed Income
0.15% FISERV INC 3.8% 01Oct23 US337738AQ13 175,000 USD 3.80 10/01/2023 244,612 Technology Fixed Income
0.15% HUNTINGTON BANCSHARES INC/OH 3.15% 14Mar21 US446150AJ36 180,000 USD 3.15 03/14/2021 243,413 - Fixed Income
0.15% JOHNSON & JOHNSON 2.25% 03Mar22 US478160CD49 180,000 USD 2.25 03/03/2022 241,280 - Fixed Income
0.15% KINDER MORGAN INC/DE 3.15% 15Jan23 US49456BAM37 180,000 USD 3.15 01/15/2023 243,211 Energy Fixed Income
0.15% MCDONALD'S CORP 2.75% 09Dec20 US58013MEX83 175,000 USD 2.75 12/09/2020 236,944 - Fixed Income
0.15% MOLSON COORS BREWING CO 2.1% 15Jul21 US60871RAF73 185,000 USD 2.10 07/15/2021 244,235 - Fixed Income
0.15% NOVARTIS CAPITAL CORP 2.4% 17May22 US66989HAM07 180,000 USD 2.40 05/17/2022 242,398 - Fixed Income
0.15% NVIDIA CORP 2.2% 16Sep21 US67066GAD60 185,000 USD 2.20 09/16/2021 245,272 Technology Fixed Income
0.15% PFIZER INC 3% 15Sep21 US717081EM19 180,000 USD 3.00 09/15/2021 244,763 - Fixed Income
0.15% SANTANDER HOLDINGS USA INC 2.65% 17Apr20 US80282KAD81 180,000 USD 2.65 04/17/2020 243,612 - Fixed Income
0.15% SUNTRUST BANKS INC 2.9% 03Mar21 US867914BK85 180,000 USD 2.90 03/03/2021 242,381 - Fixed Income
0.15% UNITED TECHNOLOGIES CORP 3.35% 16Aug21 US913017DA42 180,000 USD 3.35 08/16/2021 245,385 - Fixed Income
0.14% AMAZON.COM INC 1.9% 21Aug20 US023135AT31 170,000 USD 1.90 08/21/2020 226,815 Communications Fixed Income
0.14% ANTHEM INC 2.5% 21Nov20 US036752AE32 160,000 USD 2.50 11/21/2020 215,561 - Fixed Income
0.14% COMERICA INC 3.7% 31Jul23 US200340AS60 160,000 USD 3.70 07/31/2023 221,491 - Fixed Income
0.14% CROWN CASTLE INTERNATIONAL CORP 4.875% 15Apr22 US228227BE31 160,000 USD 4.88 04/15/2022 230,274 - Fixed Income
0.14% EXELON CORP 2.85% 15Jun20 US30161NAH44 170,000 USD 2.85 06/15/2020 229,928 - Fixed Income
0.14% FISERV INC 2.7% 01Jun20 US337738AN81 160,000 USD 2.70 06/01/2020 215,824 Technology Fixed Income
0.14% GENERAL MILLS INC 3.7% 17Oct23 US370334CE22 160,000 USD 3.70 10/17/2023 223,314 - Fixed Income
0.14% PROCTER & GAMBLE CO/THE 1.7% 03Nov21 US742718EQ89 170,000 USD 1.70 11/03/2021 225,013 - Fixed Income
0.14% UNITEDHEALTH GROUP INC 1.95% 15Oct20 US91324PDC32 170,000 USD 1.95 10/15/2020 227,905 - Fixed Income
0.13% ALPHABET INC 3.625% 19May21 US02079KAA51 150,000 USD 3.63 05/19/2021 209,337 Communications Fixed Income
0.13% ASTRAZENECA PLC 3.5% 17Aug23 US046353AR96 150,000 USD 3.50 08/17/2023 205,957 - Fixed Income
0.13% AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY 2.25% 09Nov20 US05253JAT88 150,000 USD 2.25 11/09/2020 201,488 - Fixed Income
0.13% BANCO SANTANDER SA 3.5% 11Apr22 US05964HAC97 150,000 USD 3.50 04/11/2022 205,665 - Fixed Income
0.13% CATERPILLAR FINANCIAL SERVICES CORP 1.85% 04Sep20 US14913Q2A68 160,000 USD 1.85 09/04/2020 212,713 - Fixed Income
0.13% CHARLES SCHWAB CORP/THE 2.65% 25Jan23 US808513AT29 150,000 USD 2.65 01/25/2023 202,735 - Fixed Income
0.13% COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 2.55% 15Mar21 US20271RAP55 150,000 USD 2.55 03/15/2021 200,018 - Fixed Income
0.13% CROWN CASTLE INTERNATIONAL CORP 3.4% 15Feb21 US22822VAA98 150,000 USD 3.40 02/15/2021 203,634 - Fixed Income
0.13% KEYBANK NA/CLEVELAND OH 2.25% 16Mar20 US49327M2G89 150,000 USD 2.25 03/16/2020 200,799 - Fixed Income
0.13% L3 TECHNOLOGIES INC 3.85% 15Jun23 US502413BF32 150,000 USD 3.85 06/15/2023 208,811 - Fixed Income
0.13% LAM RESEARCH CORP 2.8% 15Jun21 US512807AR99 150,000 USD 2.80 06/15/2021 202,313 Technology Fixed Income
0.13% NATIONAL AUSTRALIA BANK LTD/NEW YORK 2.625% 14Jan21 US63254AAN81 150,000 USD 2.63 01/14/2021 201,826 - Fixed Income
0.13% NATIONAL BANK OF CANADA 2.2% 02Nov20 US63307A2G95 150,000 USD 2.20 11/02/2020 201,365 - Fixed Income
0.13% PEPSICO INC 3.1% 17Jul22 US713448CX49 150,000 USD 3.10 07/17/2022 206,040 - Fixed Income
0.13% AXA EQUITABLE HOLDINGS INC 3.9% 20Apr23 US054561AC95 150,000 USD 3.90 04/20/2023 209,062 - Fixed Income
0.12% ABBOTT LABORATORIES 2.55% 15Mar22 US002824BA72 140,000 USD 2.55 03/15/2022 187,184 - Fixed Income
0.12% AMERICAN TOWER CORP 3.3% 15Feb21 US03027XAH35 140,000 USD 3.30 02/15/2021 189,077 - Fixed Income
0.12% AMGEN INC 1.85% 19Aug21 US031162CG33 140,000 USD 1.85 08/19/2021 184,185 - Fixed Income
0.12% ANTHEM INC 2.95% 01Dec22 US036752AF07 145,000 USD 2.95 12/01/2022 196,396 - Fixed Income
0.12% COSTCO WHOLESALE CORP 2.3% 18May22 US22160KAK16 140,000 USD 2.30 05/18/2022 188,294 - Fixed Income
0.12% CROWN CASTLE INTERNATIONAL CORP 3.15% 15Jul23 US22822VAJ08 140,000 USD 3.15 07/15/2023 188,716 - Fixed Income
0.12% DUKE ENERGY CORP 1.8% 01Sep21 US26441CAR60 140,000 USD 1.80 09/01/2021 183,458 - Fixed Income
0.12% EBAY INC 2.75% 30Jan23 US278642AS20 140,000 USD 2.75 01/30/2023 186,369 Communications Fixed Income
0.12% EBAY INC 3.8% 09Mar22 US278642AN33 140,000 USD 3.80 03/09/2022 192,453 Communications Fixed Income
0.12% ELI LILLY & CO 2.35% 15May22 US532457BQ09 140,000 USD 2.35 05/15/2022 189,148 - Fixed Income
0.12% EMERA US FINANCE LP 2.7% 15Jun21 US29103DAF33 140,000 USD 2.70 06/15/2021 187,137 - Fixed Income
0.12% ENTERPRISE PRODUCTS OPERATING LLC 2.8% 15Feb21 US29379VBP76 140,000 USD 2.80 02/15/2021 188,594 Energy Fixed Income
0.12% EQT CORP 3% 01Oct22 US26884LAE92 140,000 USD 3.00 10/01/2022 187,025 Energy Fixed Income
0.12% EVERSOURCE ENERGY 2.75% 15Mar22 US30040WAC29 140,000 USD 2.75 03/15/2022 187,466 - Fixed Income
0.12% FORTIVE CORP 2.35% 15Jun21 US34959JAF57 140,000 USD 2.35 06/15/2021 186,943 - Fixed Income
0.12% GENERAL DYNAMICS CORP 3.375% 15May23 US369550BD98 140,000 USD 3.38 05/15/2023 195,750 - Fixed Income
0.12% GILEAD SCIENCES INC 2.5% 01Sep23 US375558BL63 140,000 USD 2.50 09/01/2023 186,487 - Fixed Income
0.12% HOME DEPOT INC/THE 1.8% 05Jun20 US437076BQ44 140,000 USD 1.80 06/05/2020 187,405 - Fixed Income
0.12% MARRIOTT INTERNATIONAL INC/MD 2.3% 15Jan22 US571903AR49 140,000 USD 2.30 01/15/2022 185,176 - Fixed Income
0.12% MCCORMICK & CO INC/MD 2.7% 15Aug22 US579780AL12 140,000 USD 2.70 08/15/2022 187,968 - Fixed Income
0.12% MEAD JOHNSON NUTRITION CO 3% 15Nov20 US582839AJ52 140,000 USD 3.00 11/15/2020 190,477 - Fixed Income
0.12% MONDELEZ INTERNATIONAL INC 3.625% 07May23 US609207AQ82 140,000 USD 3.63 05/07/2023 194,775 - Fixed Income
0.12% ORIX CORP 2.9% 18Jul22 US686330AH40 140,000 USD 2.90 07/18/2022 187,499 - Fixed Income
0.12% PHILIP MORRIS INTERNATIONAL INC 1.875% 25Feb21 US718172BS71 140,000 USD 1.88 02/25/2021 185,177 - Fixed Income
0.12% PHILIP MORRIS INTERNATIONAL INC 2.375% 17Aug22 US718172CA54 140,000 USD 2.38 08/17/2022 185,862 - Fixed Income
0.12% SEAGATE HDD CAYMAN 4.25% 01Mar22 US81180WAV37 140,000 USD 4.25 03/01/2022 189,256 Technology Fixed Income
0.12% STATE STREET CORP 1% 15May23 US857477AZ63 140,000 USD 1.00 05/15/2023 188,319 - Fixed Income
0.12% STRYKER CORP 2.625% 15Mar21 US863667AM33 140,000 USD 2.63 03/15/2021 187,718 - Fixed Income
0.12% SYNCHRONY FINANCIAL 3.75% 15Aug21 US87165BAC72 140,000 USD 3.75 08/15/2021 190,358 - Fixed Income
0.12% SYSCO CORP 2.6% 01Oct20 US871829AX53 140,000 USD 2.60 10/01/2020 189,688 - Fixed Income
0.12% TD AMERITRADE HOLDING CORP 2.95% 01Apr22 US87236YAE86 140,000 USD 2.95 04/01/2022 192,462 - Fixed Income
0.12% THERMO FISHER SCIENTIFIC INC 3.3% 15Feb22 US883556BH49 140,000 USD 3.30 02/15/2022 190,663 - Fixed Income
0.12% TJX COS INC/THE 2.75% 15Jun21 US872539AA91 140,000 USD 2.75 06/15/2021 190,059 - Fixed Income
0.12% TOTAL SYSTEM SERVICES INC 3.8% 01Apr21 US891906AD10 140,000 USD 3.80 04/01/2021 193,850 - Fixed Income
0.12% FOX CORP 3.666% 25Jan22 US35137LAA35 140,000 USD 3.67 01/25/2022 192,935 Communications Fixed Income
0.12% TWDC ENTERPRISES 18 CORP 1.8% 05Jun20 US25468PDU75 140,000 USD 1.80 06/05/2020 187,384 Communications Fixed Income
0.12% TWDC ENTERPRISES 18 CORP 2.15% 17Sep20 US25468PDE34 140,000 USD 2.15 09/17/2020 187,232 Communications Fixed Income
0.11% AIR LEASE CORP 3% 15Sep23 US00912XAT19 140,000 USD 3.00 09/15/2023 182,661 - Fixed Income
0.11% AMERICAN TOWER CORP 2.8% 01Jun20 US03027XAF78 130,000 USD 2.80 06/01/2020 175,777 - Fixed Income
0.11% AMGEN INC 2.125% 01May20 US031162BW91 130,000 USD 2.13 05/01/2020 174,937 - Fixed Income
0.11% ARES CAPITAL CORP 3.5% 10Feb23 US04010LAU70 140,000 USD 3.50 02/10/2023 182,919 - Fixed Income
0.11% EBAY INC 2.875% 01Aug21 US278642AK93 130,000 USD 2.88 08/01/2021 174,959 Communications Fixed Income
0.11% ENTERPRISE PRODUCTS OPERATING LLC 3.5% 01Feb22 US29379VBS16 130,000 USD 3.50 02/01/2022 178,336 Energy Fixed Income
0.11% FIDELITY NATIONAL INFORMATION SERVICES INC 2.25% 15Aug21 US31620MAS52 130,000 USD 2.25 08/15/2021 171,786 Technology Fixed Income
0.11% MONDELEZ INTERNATIONAL INC 3% 07May20 US609207AN51 130,000 USD 3.00 05/07/2020 176,816 - Fixed Income
0.11% SKANDINAVISKA ENSKILDA BANKEN AB 2.3% 11Mar20 US830505AV52 130,000 USD 2.30 03/11/2020 174,011 - Fixed Income
0.11% STARBUCKS CORP 2.1% 04Feb21 US855244AJ85 130,000 USD 2.10 02/04/2021 172,960 - Fixed Income
0.11% STATE STREET CORP 1.95% 19May21 US857477AV59 130,000 USD 1.95 05/19/2021 173,567 - Fixed Income
0.11% ZIMMER BIOMET HOLDINGS INC 3.15% 01Apr22 US98956PAL67 130,000 USD 3.15 04/01/2022 177,322 - Fixed Income
0.11% TWDC ENTERPRISES 18 CORP 2.3% 12Feb21 US25468PDJ21 130,000 USD 2.30 02/12/2021 174,516 Communications Fixed Income
0.09% HUNTINGTON NATIONAL BANK/THE 3.25% 14May21 US44644AAD90 100,000 USD 3.25 05/14/2021 136,931 - Fixed Income
0.08% BAIDU INC 3% 30Jun20 US056752AF54 100,000 USD 3.00 06/30/2020 135,088 Communications Fixed Income
0.08% BPCE SA 2.65% 03Feb21 US05578DAU63 100,000 USD 2.65 02/03/2021 134,396 - Fixed Income
0.08% CITIZENS BANK NA/PROVIDENCE RI 2.25% 30Oct20 US17401QAN16 100,000 USD 2.25 10/30/2020 134,271 - Fixed Income
0.08% COMPASS BANK 2.875% 29Jun22 US20453KAB17 100,000 USD 2.88 06/29/2022 133,382 - Fixed Income
0.08% DISCOVER BANK 3.2% 09Aug21 US25466AAF84 100,000 USD 3.20 08/09/2021 135,115 - Fixed Income
0.08% AMERICAN HONDA FINANCE CORP 2.65% 12Feb21 US02665WCD11 100,000 USD 2.65 02/12/2021 134,662 - Fixed Income
0.08% PHILIP MORRIS INTERNATIONAL INC 2.5% 02Nov22 US718172CD93 100,000 USD 2.50 11/02/2022 134,627 - Fixed Income
-1.11% CASH - 1 CAD - - -1,773,799 - Cash and Cash Equivalents

Holdings Breakdown

Sector Allocation

Maturity

Credit Allocation

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