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DFA Investment Grade Portfolio

DFA INVESTMENT DIMENSIONS GROUP INC

Assets: $11.7B Net: $10.6B Series: S000031490 EDGAR ↗
+247
New
-118
Exited
1076
Positions
Period:
vs
Compare:
← All Funds
# Name Ticker Since Shares Shares Δ Value Val Δ% % Port Cat
1 Dimensional Holdings Inc. 000000000 Jul 2022 582,650,662 +579,413,662 $582.7M +18087.0% 5.50% STIV
2 The DFA Investment Trust Company 23320U405 Jul 2022 47,029,439 -2,511,271 $544.0M -5.1% 5.13% EC
3 FANNIE MAE 3135G05Q2 Jul 2022 239,600,000 — $196.9M -3.7% 1.86% DBT
4 Fannie Mae 3135G0Q22 Jul 2022 168,929,000 — $158.9M -2.3% 1.50% DBT
5 United States Treasury 912810TA6 Jul 2022 195,000,000 — $141.8M -6.9% 1.34% DBT
6 United States Treasury 91282CAF8 Apr 2023 129,000,000 New $127.2M — 1.20% DBT
7 Freddie Mac 3134A4KX1 Jul 2022 105,446,000 — $125.5M -6.8% 1.18% DBT
8 Freddie Mac 3134A4AA2 Jul 2022 100,575,000 — $121.3M -5.9% 1.15% DBT
9 Fannie Mae 31359MEU3 Jul 2022 102,508,000 — $116.7M -5.6% 1.10% DBT
10 Fannie Mae 31359MGK3 Jul 2022 93,212,000 -10,000,000 $111.3M -14.8% 1.05% DBT
11 FEDERAL HOME LOAN BANK 3130AEB25 Jul 2022 109,035,000 — $106.6M -3.8% 1.01% DBT
12 United States Treasury 912810SR0 Jul 2022 159,000,000 +84,000,000 $106.5M +98.8% 1.01% DBT
13 United States Treasury 912810TC2 Apr 2023 136,000,000 New $103.0M — 0.97% DBT
14 United States Treasury 91282CDM0 Apr 2023 100,000,000 New $97.5M — 0.92% DBT
15 FEDERAL HOME LOAN BANK 3130AFFX0 Jul 2022 91,250,000 — $89.8M -4.1% 0.85% DBT
16 Freddie Mac 3134A3U46 Jul 2022 76,476,000 — $89.3M -6.9% 0.84% DBT
17 Fannie Mae 31359MFP3 Jul 2022 72,729,000 — $88.7M -6.3% 0.84% DBT
18 United States Treasury 9128284V9 Jul 2022 90,000,000 — $87.2M -3.8% 0.82% DBT
19 United States Treasury 912828X88 Jul 2022 91,200,000 — $87.1M -3.0% 0.82% DBT
20 Fannie Mae 31359MFJ7 Jul 2022 72,196,000 — $86.6M -6.5% 0.82% DBT
21 TENN VALLEY AUTHORITY 880591DM1 Jul 2022 70,383,000 — $83.5M -7.3% 0.79% DBT
22 United States Treasury 91282CCN9 Apr 2023 84,000,000 New $83.0M — 0.78% DBT
23 Fannie Mae 3135G0K36 Jul 2022 86,970,000 — $82.9M -2.2% 0.78% DBT
24 WESTPAC BANKING CORP 961214ET6 Jul 2022 96,768,000 -16,262,000 $82.6M -16.3% 0.78% DBT
25 United States Treasury 91282CBA8 Apr 2023 85,000,000 New $82.5M — 0.78% DBT
26 United States Treasury 91282CCG4 Jul 2022 82,000,000 — $78.0M +0.0% 0.74% DBT
27 United States Treasury 912810ST6 Apr 2023 112,000,000 New $77.5M — 0.73% DBT
28 United States Treasury 91282CBS9 Jul 2022 85,000,000 — $76.3M -2.6% 0.72% DBT
29 United States Treasury 9128282A7 Jul 2022 78,787,300 — $73.5M -2.0% 0.69% DBT
30 United States Treasury 9128285M8 Jul 2022 75,000,000 — $73.5M -4.2% 0.69% DBT
31 United States Treasury 91282CBZ3 Jul 2022 80,000,000 — $71.7M -2.6% 0.68% DBT
32 VISA INC 92826CAM4 Jul 2022 78,659,000 -7,400,000 $68.8M -12.2% 0.65% DBT
33 BERKSHIRE HATHAWAY FIN 084664CW9 Jul 2022 82,003,000 -1,200,000 $68.3M -3.2% 0.64% DBT
34 United States Treasury 91282CDR9 Apr 2023 69,000,000 New $67.1M — 0.63% DBT
35 United States Treasury 9128284N7 Jul 2022 69,000,000 — $66.9M -3.7% 0.63% DBT
36 United States Treasury 912828U24 Jul 2022 70,000,000 — $66.2M -2.5% 0.62% DBT
37 FANNIE MAE 3135G05Y5 Jul 2022 73,250,000 — $64.8M -2.1% 0.61% DBT
38 United States Treasury 91282CBV2 Apr 2023 60,000,000 New $57.5M — 0.54% DBT
39 United States Treasury 912828V98 Jul 2022 60,000,000 — $57.1M -2.7% 0.54% DBT
40 United States Treasury 912828Z78 Jul 2022 59,500,000 — $55.1M -2.4% 0.52% DBT
41 United States Treasury 91282CCU3 Apr 2023 55,000,000 New $54.1M — 0.51% DBT
42 United States Treasury 91282CAP6 Apr 2023 55,000,000 New $53.8M — 0.51% DBT
43 United States Treasury 912810QY7 Apr 2023 62,500,000 New $53.3M — 0.50% DBT
44 United States Treasury 912828R36 Jul 2022 55,000,000 -10,000,000 $51.7M -17.0% 0.49% DBT
45 United States Treasury 91282CBP5 Jul 2022 54,000,000 -61,000,000 $48.3M -54.2% 0.46% DBT
46 AMAZON.COM INC 023135BZ8 Jul 2022 55,400,000 -17,000,000 $47.6M -27.0% 0.45% DBT
47 BLACKROCK INC 09247XAR2 Jul 2022 56,117,000 -1,200,000 $47.1M -4.7% 0.44% DBT
48 MERCK & CO INC 58933YAZ8 Jul 2022 56,500,000 -1,200,000 $47.0M -5.2% 0.44% DBT
49 United States Treasury 912828YG9 Jul 2022 50,000,000 — $46.8M -2.2% 0.44% DBT
50 United States Treasury 91282CDD0 Apr 2023 47,000,000 New $45.9M — 0.43% DBT
51 United States Treasury 9128283W8 Jul 2022 47,000,000 — $45.4M -3.4% 0.43% DBT
52 HP INC 40434LAC9 Jul 2022 50,435,000 -400,000 $44.7M -2.2% 0.42% DBT
53 United States Treasury 912828ZY9 Apr 2023 45,000,000 New $44.5M — 0.42% DBT
54 DEXIA CREDIT LOCAL 000000000 Jul 2022 42,400,000 New $44.5M — 0.42% DBT
55 United States Treasury 912810EX2 Jul 2022 38,863,100 — $42.5M -5.1% 0.40% DBT
56 BP CAP MARKETS AMERICA 10373QBR0 Jul 2022 50,100,000 +23,700,000 $39.1M +79.0% 0.37% DBT
57 United States Treasury 912810EZ7 Jul 2022 34,650,800 — $38.3M -4.9% 0.36% DBT
58 United States Treasury 9128282R0 Jul 2022 40,000,000 -20,000,000 $37.9M -35.3% 0.36% DBT
59 NIKE INC 654106AK9 Jul 2022 40,500,000 -11,800,000 $37.4M -25.2% 0.35% DBT
60 United States Treasury 912828YU8 Jul 2022 39,750,000 — $37.1M -2.3% 0.35% DBT
61 United States Treasury 9128283F5 Jul 2022 39,018,300 — $36.9M -3.0% 0.35% DBT
62 FEDERAL HOME LOAN BANK 3130A3GE8 Jul 2022 37,645,000 — $36.6M -2.2% 0.35% DBT
63 TORONTO-DOMINION BANK 89114TZV7 Jul 2022 41,100,000 -3,900,000 $36.5M -12.5% 0.34% DBT
64 Kingdom of Denmark 000000000 Jul 2022 238,000,000 New $34.9M — 0.33% DBT
65 CIGNA GROUP/THE 125523AJ9 Jul 2022 35,497,000 +5,497,000 $34.4M +12.6% 0.33% DBT
66 United States Treasury 91282CAW1 Apr 2023 35,000,000 New $34.1M — 0.32% DBT
67 MERCEDES-BENZ FIN NA 233835AQ0 Jul 2022 26,296,000 -2,800,000 $33.5M -11.6% 0.32% DBT
68 ROYALTY PHARMA PLC 78081BAL7 Jul 2022 45,745,000 — $33.4M -6.5% 0.31% DBT
69 Oracle Corp 68389XBN4 Jul 2022 34,794,000 -1,400,000 $32.8M -4.8% 0.31% DBT
70 BLACKROCK INC 09247XAQ4 Jul 2022 34,900,000 -1,600,000 $30.9M -6.7% 0.29% DBT
71 TENN VALLEY AUTHORITY 880591EU2 Jul 2022 31,804,000 — $30.7M -3.6% 0.29% DBT
72 Westpac Banking Corp 961214DK6 Jul 2022 31,867,000 -5,000,000 $30.6M -15.7% 0.29% DBT
73 FEDERAL HOME LOAN BANK 313382GT4 Jul 2022 30,815,000 — $30.1M -3.2% 0.28% DBT
74 EFSF 000000000 Jul 2022 27,296,000 New $29.6M — 0.28% DBT
75 United States Treasury 91282CER8 Apr 2023 30,000,000 New $29.3M — 0.28% DBT
76 BROADCOM INC 11135FAS0 Jul 2022 31,000,000 — $28.4M -3.2% 0.27% DBT
77 GLENCORE FUNDING LLC 378272BE7 Jul 2022 33,500,000 — $28.3M +0.1% 0.27% DBT
78 LINCOLN NATIONAL CORP 534187BQ1 Jul 2022 34,700,000 -20,800,000 $27.3M -45.5% 0.26% DBT
79 RAYTHEON TECH CORP 913017BT5 Jul 2022 28,524,000 +17,800,000 $26.9M +151.1% 0.25% DBT
80 Bank of America Corp 06051GEN5 Jul 2022 24,900,000 +5,900,000 $26.8M +25.6% 0.25% DBT
81 AMERISOURCEBERGEN CORP 03073EAR6 Jul 2022 29,884,000 — $26.3M -2.3% 0.25% DBT
82 Precision Castparts Corp 740189AM7 Jul 2022 26,684,000 — $26.1M -2.4% 0.25% DBT
83 FEDERAL HOME LOAN BANK 3133XGAY0 Jul 2022 22,355,000 — $25.9M -7.3% 0.24% DBT
84 VOLKSWAGEN LEASING GMBH 000000000 Jul 2022 24,497,000 New $25.8M — 0.24% DBT
85 COSTCO WHOLESALE CORP 22160KAP0 Jul 2022 30,100,000 -35,500,000 $25.6M -55.5% 0.24% DBT
86 Conagra Brands Inc 205887CD2 Jul 2022 25,700,000 — $25.4M +0.7% 0.24% DBT
87 United States Treasury 91282CCS8 Jul 2022 30,000,000 -85,000,000 $25.4M -75.2% 0.24% DBT
88 IBM CORP 459200JR3 Jul 2022 26,153,500 — $25.2M -3.1% 0.24% DBT
89 KUNTARAHOITUS OYJ 000000000 Jul 2022 24,000,000 New $25.1M — 0.24% DBT
90 ARIZONA PUBLIC SERVICE 040555DD3 Jul 2022 31,150,000 — $25.0M -4.1% 0.24% DBT
91 BERKSHIRE HATHAWAY FIN 084664CU3 Jul 2022 28,700,000 -2,300,000 $24.9M -9.1% 0.24% DBT
92 AbbVie Inc 00287YBF5 Jul 2022 25,100,000 -400,000 $24.9M -4.2% 0.24% DBT
93 United States Treasury 9128285P1 Apr 2023 25,000,000 New $24.7M — 0.23% DBT
94 Pfizer Inc 717081EA7 Jul 2022 24,880,000 -3,600,000 $24.1M -15.8% 0.23% DBT
95 United States Treasury 91282CCC3 Apr 2023 25,000,000 New $23.9M — 0.23% DBT
96 United States Treasury 9128286B1 Jul 2022 25,000,000 — $23.8M -4.2% 0.22% DBT
97 INTEL CORP 458140BL3 Jul 2022 25,324,000 +20,324,000 $23.8M +369.5% 0.22% DBT
98 KFW 000000000 Jul 2022 22,000,000 New $23.7M — 0.22% DBT
99 FLOWSERVE CORPORATION 34355JAB4 Jul 2022 29,138,000 — $23.6M +1.2% 0.22% DBT
100 Macquarie Bank Ltd 55608PAW4 Jul 2022 23,911,000 -800,000 $23.4M -5.2% 0.22% DBT
101 IBM CORP 459200KK6 Jul 2022 31,266,000 — $23.2M -6.9% 0.22% DBT
102 HEALTH CARE SERVICE CORP 42218SAF5 Jul 2022 27,200,000 -400,000 $22.8M -4.8% 0.22% DBT
103 WestRock MWV LLC 961548AV6 Jul 2022 19,367,000 — $22.8M -3.7% 0.21% DBT
104 JPMorgan Chase & Co 46625HHF0 Jul 2022 20,000,000 — $22.6M -4.6% 0.21% DBT
105 UNITEDHEALTH GROUP INC 91324PEE8 Jul 2022 28,172,000 +20,172,000 $22.4M +229.1% 0.21% DBT
106 JABIL INC 466313AJ2 Jul 2022 23,950,000 — $22.0M +1.3% 0.21% DBT
107 JPMorgan Chase & Co 46625HMN7 Jul 2022 22,016,000 -400,000 $21.7M -4.4% 0.20% DBT
108 Stryker Corp 863667AQ4 Jul 2022 22,379,000 -3,277,000 $21.7M -15.0% 0.20% DBT
109 ALTRIA GROUP INC 02209SBL6 Jul 2022 27,231,000 — $21.7M +1.0% 0.20% DBT
110 FEDERAL HOME LOAN BANK 3130AHKT9 Jul 2022 23,735,000 — $21.4M -4.0% 0.20% DBT
111 KEMPER CORP 488401AD2 Jul 2022 24,700,000 — $21.4M -5.6% 0.20% DBT
112 AT&T INC 00206RJZ6 Jul 2022 27,000,000 — $21.3M -6.0% 0.20% DBT
113 7-ELEVEN INC 817826AF7 Jul 2022 30,950,000 +6,650,000 $21.2M +20.4% 0.20% DBT
114 WILLIAMS COMPANIES INC 96950FAF1 Jul 2022 20,000,000 — $21.1M -3.6% 0.20% DBT
115 Comcast Corp 20030NBH3 Jul 2022 21,467,000 -933,000 $21.0M -8.3% 0.20% DBT
116 Berkshire Hathaway Inc 084670BS6 Jul 2022 21,400,000 -800,000 $20.9M -6.2% 0.20% DBT
117 CNA Financial Corp 126117AT7 Jul 2022 21,057,000 — $20.9M -2.3% 0.20% DBT
118 MOTOROLA SOLUTIONS INC 620076BT5 Jul 2022 25,444,000 — $20.9M +0.3% 0.20% DBT
119 WALGREENS BOOTS ALLIANCE 931427AS7 Jul 2022 23,552,000 — $20.8M -3.6% 0.20% DBT
120 BANK OF NOVA SCOTIA 06417XAE1 Jul 2022 24,975,000 -1,000,000 $20.8M -7.0% 0.20% DBT
121 AMGEN INC 031162CR9 Jul 2022 26,545,000 +800,000 $20.7M -4.7% 0.19% DBT
122 Citigroup Inc 172967EW7 Jul 2022 15,697,000 -333,000 $20.3M -6.8% 0.19% DBT
123 UBS GROUP AG 90351DAB3 Jul 2022 20,990,000 — $20.2M -4.1% 0.19% DBT
124 TORONTO-DOMINION BANK 89115A2E1 Jul 2022 20,850,000 -1,000,000 $20.1M -9.7% 0.19% DBT
125 Toyota Motor Credit Corp 89236TDR3 Jul 2022 20,836,000 -3,200,000 $20.1M -15.7% 0.19% DBT
126 BAT Capital Corp 05526DBN4 Jul 2022 20,600,000 -400,000 $19.9M -0.5% 0.19% DBT
127 United States Treasury 9128285U0 Apr 2023 20,000,000 New $19.7M — 0.19% DBT
128 AEP TEXAS INC 00108WAP5 Jul 2022 20,000,000 — $19.7M -4.1% 0.19% DBT
129 WALT DISNEY COMPANY/THE 254687FY7 Jul 2022 23,016,000 -2,491,000 $19.6M -14.0% 0.18% DBT
130 TRANSCANADA PIPELINES 89352HAM1 Jul 2022 20,566,000 — $19.6M -5.8% 0.18% DBT
131 NESTLE HOLDINGS INC 641062AT1 Jul 2022 24,000,000 -20,000,000 $19.5M -47.6% 0.18% DBT
132 Telefonica Europe BV 879385AD4 Jul 2022 16,567,000 — $19.5M -3.0% 0.18% DBT
133 INTER-AMERICAN DEVEL BK 000000000 Jul 2022 15,775,000 New $19.4M — 0.18% DBT
134 IBM CORP 459200KJ9 Jul 2022 22,940,000 — $19.3M -2.9% 0.18% DBT
135 DUKE ENERGY CORP 26441CBM6 Jul 2022 25,250,000 — $19.3M -5.7% 0.18% DBT
136 AXIS SPECIALTY FINAN PLC 05464HAC4 Jul 2022 19,920,000 -400,000 $19.3M -3.1% 0.18% DBT
137 MetLife Inc 59156RAJ7 Jul 2022 17,000,000 -2,000,000 $19.2M -14.8% 0.18% DBT
138 AMGEN INC 031162DA5 Jul 2022 26,250,000 +2,000,000 $19.1M -0.5% 0.18% DBT
139 UNION PACIFIC CORP 907818FQ6 Jul 2022 22,950,000 — $19.1M -5.9% 0.18% DBT
140 BPCE SA 000000000 Jul 2022 17,900,000 New $19.1M — 0.18% DBT
141 Best Buy Co Inc 08652BAA7 Jul 2022 19,093,000 — $19.0M -1.8% 0.18% DBT
142 NORTHERN TRUST CORP 665859AV6 Jul 2022 22,270,000 -1,000,000 $18.8M -7.5% 0.18% DBT
143 KROGER CO 501044BZ3 Jul 2022 16,177,000 — $18.8M -5.3% 0.18% DBT
144 BMW US Capital LLC 05565EAH8 Jul 2022 19,530,000 -1,600,000 $18.7M -8.6% 0.18% DBT
145 BRISTOL-MYERS SQUIBB CO 110122CQ9 Jul 2022 19,900,000 +14,400,000 $18.6M +241.5% 0.18% DBT
146 STEEL DYNAMICS INC 858119BM1 Jul 2022 20,925,000 -400,000 $18.6M -1.8% 0.18% DBT
147 LSEGA FINANCING PLC 50220PAE3 Jul 2022 24,202,000 +8,300,000 $18.6M +42.7% 0.18% DBT
148 Morgan Stanley 617446HD4 Jul 2022 15,766,000 -400,000 $18.6M -6.3% 0.18% DBT
149 AFFILIATED MANAGERS GROU 008252AP3 Jul 2022 21,400,000 — $18.6M -5.5% 0.18% DBT
150 UNITEDHEALTH GROUP INC 91324PEJ7 Jul 2022 18,800,000 -1,200,000 $18.4M -11.8% 0.17% DBT
151 LOWE'S COS INC 548661EE3 Jul 2022 25,000,000 — $17.7M -7.3% 0.17% DBT
152 SIMON PROPERTY GROUP LP 828807DK0 Jul 2022 20,400,000 -600,000 $17.5M -4.8% 0.17% DBT
153 Dollar Tree Inc 256746AH1 Jul 2022 17,841,000 -3,400,000 $17.5M -17.7% 0.17% DBT
154 BIOGEN INC 09062XAH6 Jul 2022 20,387,000 -133,000 $17.3M -1.0% 0.16% DBT
155 FIDELITY NATL FINANCIAL 31620RAJ4 Jul 2022 19,454,000 — $17.2M -1.5% 0.16% DBT
156 PROVINCE OF ALBERTA 000000000 Jul 2022 16,495,000 New $17.2M — 0.16% DBT
157 SANTANDER HOLDINGS USA 80282KAE6 Jul 2022 17,590,000 — $17.1M -2.4% 0.16% DBT
158 INTEL CORP 458140BV1 Apr 2023 23,576,000 New $17.1M — 0.16% DBT
159 MICRON TECHNOLOGY INC 595112BT9 Jul 2022 24,100,000 +1,700,000 $17.0M +0.8% 0.16% DBT
160 Lazard Group LLC 52107QAJ4 Jul 2022 17,626,000 -800,000 $17.0M -6.6% 0.16% DBT
161 UTAH ACQUISITION SUB 62854AAN4 Jul 2022 17,367,000 -800,000 $16.6M -3.4% 0.16% DBT
162 Comcast Corp 20030NAC5 Jul 2022 14,000,000 -800,000 $16.6M -9.0% 0.16% DBT
163 JEFFERIES FIN GROUP INC 47233JGT9 Jul 2022 20,514,000 — $16.5M -0.1% 0.16% DBT
164 VERIZON COMMUNICATIONS 92343VEU4 Jul 2022 17,153,000 — $16.5M -4.3% 0.16% DBT
165 CIGNA GROUP/THE 125523CM0 Jul 2022 19,300,000 -1,200,000 $16.4M -9.7% 0.15% DBT
166 SUMITOMO MITSUI FINL GRP 86562MBP4 Jul 2022 18,167,000 — $16.3M -1.9% 0.15% DBT
167 BANCO BILBAO VIZCAYA ARG 000000000 Jul 2022 15,000,000 New $16.2M — 0.15% DBT
168 WRKCO INC 92940PAG9 Jul 2022 19,705,000 — $16.1M -6.7% 0.15% DBT
169 SKANDINAVISKA ENSKILDA 000000000 Jul 2022 15,000,000 New $15.8M — 0.15% DBT
170 CREDIT AGRICOLE LONDON 000000000 Jul 2022 15,400,000 New $15.5M — 0.15% DBT
171 NATIONAL AUSTRALIA BANK 6325C0DJ7 Jul 2022 15,999,000 — $15.4M -2.5% 0.15% DBT
172 REINSURANCE GRP OF AMER 759351AM1 Jul 2022 15,789,000 -400,000 $15.3M -5.2% 0.14% DBT
173 SKANDINAVISKA ENSKILDA 000000000 Jul 2022 14,800,000 New $15.2M — 0.14% DBT
174 PROGRESSIVE CORP 743315AZ6 Jul 2022 16,900,000 -2,000,000 $15.2M -13.9% 0.14% DBT
175 AT&T INC 00206RMM1 Jul 2022 18,868,000 — $15.2M -4.9% 0.14% DBT
176 JOHNSON & JOHNSON 478160CQ5 Jul 2022 18,000,000 -22,000,000 $15.1M -57.0% 0.14% DBT
177 INTERCONTINENTALEXCHANGE 45866FAW4 Jul 2022 15,000,000 — $15.0M -3.3% 0.14% DBT
178 BANCO SANTANDER SA 000000000 Jul 2022 13,600,000 New $14.9M — 0.14% DBT
179 WELLTOWER OP LLC 95040QAL8 Jul 2022 17,596,000 — $14.8M -3.4% 0.14% DBT
180 Morgan Stanley 61746BDZ6 Jul 2022 15,083,000 -3,200,000 $14.7M -20.0% 0.14% DBT
181 Bunge Ltd Finance Corp 120568AZ3 Jul 2022 15,000,000 — $14.5M -2.0% 0.14% DBT
182 Telefonica Emisiones SAU 87938WAC7 Jul 2022 13,000,000 — $14.4M -3.7% 0.14% DBT
183 Whirlpool Corp 963320AT3 Jul 2022 14,663,000 -800,000 $14.4M -6.9% 0.14% DBT
184 WALT DISNEY COMPANY/THE 254687FX9 Jul 2022 16,150,000 -8,600,000 $14.3M -37.1% 0.14% DBT
185 AVNET INC 053807AU7 Jul 2022 17,500,000 — $14.3M -3.0% 0.13% DBT
186 UNITEDHEALTH GROUP INC 91324PDT6 Jul 2022 16,638,000 +10,800,000 $14.3M +168.6% 0.13% DBT
187 DAIMLER TRUCK INTL 000000000 Jul 2022 13,500,000 New $14.2M — 0.13% DBT
188 INTESA SANPAOLO SPA 46115HBL0 Jul 2022 15,800,000 — $14.0M -1.4% 0.13% DBT
189 Zoetis Inc 98978VAL7 Jul 2022 14,723,000 -11,552,000 $14.0M -44.7% 0.13% DBT
190 CLOROX COMPANY 189054AW9 Jul 2022 14,312,000 -1,800,000 $14.0M -13.8% 0.13% DBT
191 AMERICAN HONDA FINANCE 02665WBH3 Jul 2022 14,910,000 -1,200,000 $13.9M -9.3% 0.13% DBT
192 GOLDMAN SACHS GROUP INC 38141GVM3 Jul 2022 14,004,000 -12,000,000 $13.8M -47.2% 0.13% DBT
193 Barclays PLC 06738EAE5 Jul 2022 14,330,000 — $13.7M -2.6% 0.13% DBT
194 FIRST AMERICAN FINANCIAL 31847RAH5 Jul 2022 17,544,000 — $13.6M -1.7% 0.13% DBT
195 Bayer US Finance II LLC 07274NAL7 Jul 2022 14,000,000 — $13.6M -2.6% 0.13% DBT
196 REINSURANCE GRP OF AMER 759351AP4 Jul 2022 15,455,000 -400,000 $13.6M -5.5% 0.13% DBT
197 BROADCOM INC 11135FBP5 Jul 2022 17,502,000 — $13.5M -3.7% 0.13% DBT
198 WILLIAMS COMPANIES INC 969457BX7 Jul 2022 14,800,000 -400,000 $13.5M -4.2% 0.13% DBT
199 HSBC Holdings PLC 404280AW9 Jul 2022 13,770,000 — $13.5M -2.4% 0.13% DBT
200 GENERAL MOTORS FINL CO 37045XBG0 Jul 2022 13,336,000 -400,000 $13.3M -4.8% 0.13% DBT
201 HSBC HOLDINGS PLC 404280CF4 Jul 2022 13,500,000 — $13.3M -2.2% 0.13% DBT
202 TAPESTRY INC 876030AA5 Jul 2022 16,062,000 — $13.3M -1.1% 0.13% DBT
203 United States Treasury 912810SQ2 Apr 2023 20,000,000 New $13.3M — 0.13% DBT
204 TEXTRON INC 883203CC3 Jul 2022 15,590,000 — $13.2M +0.3% 0.12% DBT
205 BANK OF NY MELLON CORP 06406RAN7 Jul 2022 14,050,000 -1,000,000 $13.2M -7.6% 0.12% DBT
206 WELLS FARGO & COMPANY 000000000 Jul 2022 12,349,000 New $13.2M — 0.12% DBT
207 PRIMERICA INC 74164MAB4 Jul 2022 15,500,000 — $13.1M -2.4% 0.12% DBT
208 COMCAST CORP 20030NDH1 Jul 2022 15,100,000 +11,700,000 $13.0M +316.5% 0.12% DBT
209 AMGEN INC 031162DE7 Jul 2022 14,200,000 -1,200,000 $12.9M -12.8% 0.12% DBT
210 AON CORP 037389BE2 Jul 2022 14,600,000 -1,800,000 $12.9M -13.3% 0.12% DBT
211 JABIL INC 466313AK9 Jul 2022 15,033,000 — $12.8M -1.3% 0.12% DBT
212 AVNET INC 053807AV5 Jul 2022 13,180,000 — $12.8M -3.0% 0.12% DBT
213 AMERICAN EXPRESS CO 025816CP2 Jul 2022 13,329,000 -3,200,000 $12.7M -22.2% 0.12% DBT
214 Valero Energy Corp 91913YAL4 Jul 2022 11,550,000 — $12.7M -3.6% 0.12% DBT
215 Eaton Corp 278062AD6 Jul 2022 13,105,000 -670,000 $12.6M -8.8% 0.12% DBT
216 Applied Materials Inc 038222AL9 Jul 2022 12,995,000 -3,755,000 $12.6M -25.0% 0.12% DBT
217 Microsoft Corp 594918BY9 Jul 2022 12,692,000 -2,000,000 $12.5M -16.4% 0.12% DBT
218 OMNICOM GROUP INC 681919BC9 Jul 2022 12,855,000 -200,000 $12.4M -3.4% 0.12% DBT
219 UNION PACIFIC CORP 907818FT0 Apr 2023 15,400,000 New $12.4M — 0.12% DBT
220 APPLE INC 037833ED8 Jul 2022 14,633,000 -65,667,000 $12.4M -82.5% 0.12% DBT
221 DEXIA CREDIT LOCAL 000000000 Jul 2022 10,000,000 New $12.3M — 0.12% DBT
222 CROWN CASTLE INC 22822VAX9 Jul 2022 17,205,000 — $12.3M -5.6% 0.12% DBT
223 FMS WERTMANAGEMENT 000000000 Jul 2022 10,000,000 New $12.2M — 0.12% DBT
224 CHARLES SCHWAB CORP 808513AL9 Jul 2022 12,777,000 — $12.2M -3.9% 0.12% DBT
225 CIGNA GROUP/THE 125523CJ7 Jul 2022 15,445,000 +2,400,000 $12.2M +11.2% 0.11% DBT
226 CHARLES SCHWAB CORP 808513CA1 Jul 2022 14,300,000 -1,600,000 $12.1M -17.7% 0.11% DBT
227 MITSUBISHI UFJ FIN GRP 606822BU7 Jul 2022 14,450,000 — $11.9M -1.8% 0.11% DBT
228 BANQUE FED CRED MUTUEL 000000000 Jul 2022 11,900,000 New $11.9M — 0.11% DBT
229 INTERCONTINENTALEXCHANGE 45866FAP9 Jul 2022 16,100,000 — $11.8M -6.2% 0.11% DBT
230 SUMITOMO MITSUI FINL GRP 86562MCB4 Jul 2022 14,250,000 — $11.8M -2.1% 0.11% DBT
231 PULTEGROUP INC 745867AP6 Jul 2022 11,000,000 — $11.7M -0.2% 0.11% DBT
232 ALIMENTATION COUCHE-TARD 01626PAP1 Jul 2022 15,600,000 — $11.6M -3.9% 0.11% DBT
233 SIMON PROPERTY GROUP LP 828807DM6 Jul 2022 14,208,000 — $11.6M -2.9% 0.11% DBT
234 CAPITAL ONE FINANCIAL CO 14040HBN4 Jul 2022 12,365,000 -1,800,000 $11.6M -16.9% 0.11% DBT
235 SPIRIT REALTY LP 84861TAJ7 Jul 2022 14,491,000 — $11.5M -1.9% 0.11% DBT
236 SOUTHWEST GAS CORP 845011AC9 Jul 2022 13,700,000 — $11.3M +0.7% 0.11% DBT
237 MPLX LP 55336VAK6 Jul 2022 11,620,000 -200,000 $11.3M -3.2% 0.11% DBT
238 Suncor Energy Inc 71644EAJ1 Jul 2022 10,283,000 +2,300,000 $11.3M +23.6% 0.11% DBT
239 INTERCONTINENTALEXCHANGE 45866FAD6 Jul 2022 11,500,000 — $11.3M -2.7% 0.11% DBT
240 GOLDMAN SACHS GROUP INC 38141GXH2 Jul 2022 12,000,000 — $11.3M -2.1% 0.11% DBT
241 Arrow Electronics Inc 042735BF6 Jul 2022 11,938,000 -400,000 $11.2M -5.8% 0.11% DBT
242 ELEVANCE HEALTH INC 036752AG8 Jul 2022 11,400,000 -4,400,000 $11.2M -29.9% 0.11% DBT
243 Sanofi 801060AD6 Jul 2022 11,400,000 -7,000,000 $11.2M -39.9% 0.11% DBT
244 CANADIAN NATL RESOURCES 136385BA8 Jul 2022 12,722,000 — $11.2M -2.8% 0.11% DBT
245 ANHEUSER-BUSCH INBEV WOR 035240AL4 Jul 2022 11,200,000 -2,800,000 $11.1M -22.5% 0.10% DBT
246 PHILIP MORRIS INTL INC 718172AC3 Jul 2022 10,000,000 — $11.1M +2.8% 0.10% DBT
247 MIZUHO FINANCIAL GROUP 60687YAG4 Jul 2022 11,800,000 — $11.0M -1.1% 0.10% DBT
248 CIGNA GROUP/THE 125523CB4 Jul 2022 11,320,000 -3,200,000 $10.9M -24.1% 0.10% DBT
249 Citigroup Inc 172967FX4 Jul 2022 10,125,000 +2,000,000 $10.8M +19.4% 0.10% DBT
250 SALESFORCE INC 79466LAF1 Jul 2022 10,800,000 -2,000,000 $10.7M -18.2% 0.10% DBT
251 Merck & Co Inc 58933YAX3 Jul 2022 11,084,000 -2,800,000 $10.7M -22.7% 0.10% DBT
252 EFSF 000000000 Jul 2022 10,000,000 New $10.7M — 0.10% DBT
253 BEST BUY CO INC 08652BAB5 Jul 2022 13,000,000 — $10.7M -0.6% 0.10% DBT
254 CVS Health Corp 126650CF5 Jul 2022 10,857,000 -1,000,000 $10.7M -10.1% 0.10% DBT
255 Gilead Sciences Inc 375558AS2 Jul 2022 9,900,000 +400,000 $10.6M +0.3% 0.10% DBT
256 LEASEPLAN CORPORATION NV 000000000 Jul 2022 10,000,000 New $10.6M — 0.10% DBT
257 Georgia Power Co 373334KH3 Jul 2022 11,066,000 -400,000 $10.6M -5.2% 0.10% DBT
258 ALTRIA GROUP INC 02209SAX1 Apr 2023 10,000,000 New $10.5M — 0.10% DBT
259 UNUM GROUP 91529YAN6 Jul 2022 10,963,000 — $10.5M +0.5% 0.10% DBT
260 WESTLAKE CORP 960413AW2 Jul 2022 11,785,000 — $10.5M -3.7% 0.10% DBT
261 Autodesk Inc 052769AE6 Jul 2022 10,809,000 -1,200,000 $10.5M -11.6% 0.10% DBT
262 EXTRA SPACE STORAGE LP 30225VAG2 Jul 2022 13,100,000 — $10.4M -1.9% 0.10% DBT
263 Telefonica Emisiones SAU 87938WAV5 Jul 2022 11,755,000 +5,000,000 $10.2M +67.9% 0.10% DBT
264 AMERICAN TOWER CORP 03027XBS8 Jul 2022 12,575,000 — $10.2M -2.3% 0.10% DBT
265 ENEXIS HOLDING NV 000000000 Jul 2022 9,900,000 New $10.2M — 0.10% DBT
266 Morgan Stanley 61746BEF9 Jul 2022 10,526,000 -4,400,000 $10.1M -31.8% 0.10% DBT
267 UNICREDIT SPA 000000000 Jul 2022 9,800,000 New $10.1M — 0.10% DBT
268 Loews Corp 540424AS7 Jul 2022 10,270,000 -1,600,000 $10.1M -15.5% 0.10% DBT
269 SCHLUMBERGER FINANCE BV 000000000 Jul 2022 9,750,000 New $10.0M — 0.09% DBT
270 QUALCOMM INC 747525BP7 Jul 2022 12,243,000 -5,600,000 $9.9M -34.7% 0.09% DBT
271 WELLS FARGO & COMPANY 000000000 Jul 2022 10,000,000 New $9.8M — 0.09% DBT
272 Deutsche Bank AG 000000000 Jul 2022 9,500,000 New $9.8M — 0.09% DBT
273 7-ELEVEN INC 817826AE0 Jul 2022 12,280,000 -1,600,000 $9.8M -13.1% 0.09% DBT
274 JPMorgan Chase & Co 46625HJX9 Jul 2022 9,931,000 -2,200,000 $9.8M -19.9% 0.09% DBT
275 FEDERAL HOME LOAN BANK 3130AERV4 Jul 2022 10,000,000 — $9.8M -3.1% 0.09% DBT
276 GLOBE LIFE INC 37959EAB8 Jul 2022 10,000,000 — $9.7M -3.5% 0.09% DBT
277 Barclays PLC 06738EAN5 Jul 2022 9,970,000 — $9.7M -2.9% 0.09% DBT
278 Liberty Mutual Group Inc 53079EBG8 Jul 2022 10,065,000 — $9.7M -3.5% 0.09% DBT
279 MITSUBISHI UFJ FIN GRP 606822BK9 Jul 2022 11,191,000 +6,191,000 $9.7M +119.4% 0.09% DBT
280 Toyota Motor Credit Corp 89236TFT7 Jul 2022 9,908,000 -1,200,000 $9.7M -12.7% 0.09% DBT
281 JPMorgan Chase & Co 48126BAA1 Jul 2022 9,350,000 +4,600,000 $9.6M +90.3% 0.09% DBT
282 ITC Holdings Corp 465685AJ4 Jul 2022 9,714,000 — $9.5M -1.2% 0.09% DBT
283 ALTRIA GROUP INC 02209SBJ1 Jul 2022 10,700,000 — $9.5M +1.9% 0.09% DBT
284 Eaton Vance Corp 278265AE3 Jul 2022 10,062,000 -400,000 $9.5M -7.6% 0.09% DBT
285 AMERIPRISE FINANCIAL INC 03076CAL0 Jul 2022 9,800,000 — $9.5M -4.7% 0.09% DBT
286 BP CAPITAL MARKETS PLC 000000000 Jul 2022 8,758,000 New $9.5M — 0.09% DBT
287 Aetna Inc 00817YAG3 Jul 2022 8,500,000 — $9.5M -5.0% 0.09% DBT
288 AMERICAN TOWER CORP 000000000 Jul 2022 9,800,000 New $9.5M — 0.09% DBT
289 EQUINOR ASA 000000000 Jul 2022 9,200,000 New $9.4M — 0.09% DBT
290 PARAMOUNT GLOBAL 92556HAD9 Jul 2022 10,891,000 -11,709,000 $9.4M -54.3% 0.09% DBT
291 STELLANTIS FIN US INC 85855CAB6 Jul 2022 11,500,000 — $9.4M -0.6% 0.09% DBT
292 Bayer US Finance LLC 07274EAG8 Jul 2022 9,544,000 — $9.3M -0.6% 0.09% DBT
293 TWDC Enterprises 18 Corp 25468PCP9 Jul 2022 10,000,000 +5,000,000 $9.3M +88.1% 0.09% DBT
294 ARIZONA PUBLIC SERVICE 040555CS1 Jul 2022 9,580,000 — $9.2M -2.2% 0.09% DBT
295 Legg Mason Inc 524901AV7 Jul 2022 9,317,000 — $9.2M -3.9% 0.09% DBT
296 ALLEGION PLC 01748TAB7 Jul 2022 10,000,000 — $9.1M +0.5% 0.09% DBT
297 GLENCORE FUNDING LLC 378272BG2 Jul 2022 11,000,000 — $9.1M +1.0% 0.09% DBT
298 Toyota Motor Credit Corp 89236TEM3 Jul 2022 9,550,000 -2,000,000 $9.1M -19.6% 0.09% DBT
299 FEDERAL HOME LOAN BANK 3130AGUW3 Jul 2022 10,000,000 — $9.1M -4.4% 0.09% DBT
300 Union Pacific Corp 907818DY1 Jul 2022 9,115,000 -400,000 $8.9M -6.3% 0.08% DBT
301 JANUS HEND US HLDGS INC 47102XAJ4 Jul 2022 9,046,000 — $8.9M -3.8% 0.08% DBT
302 PROVINCE OF ALBERTA 000000000 Jul 2022 8,470,000 New $8.8M — 0.08% DBT
303 3M COMPANY 88579YAY7 Jul 2022 9,290,000 -4,000,000 $8.7M -32.9% 0.08% DBT
304 Lloyds Banking Group PLC 539439AR0 Jul 2022 9,000,000 — $8.7M -2.2% 0.08% DBT
305 PHILIP MORRIS INTL INC 718172CP2 Jul 2022 10,350,000 -400,000 $8.7M -2.7% 0.08% DBT
306 Santander UK PLC 80283LAJ2 Jul 2022 8,788,000 — $8.7M -1.8% 0.08% DBT
307 OWENS CORNING 690742AK7 Jul 2022 9,226,000 — $8.7M +0.1% 0.08% DBT
308 NOMURA HOLDINGS INC 65535HAQ2 Jul 2022 10,062,000 — $8.6M -1.5% 0.08% DBT
309 LINCOLN NATIONAL CORP 534187BK4 Jul 2022 10,680,000 — $8.6M -12.3% 0.08% DBT
310 UNITEDHEALTH GROUP INC 91324PDY5 Jul 2022 11,200,000 +1,200,000 $8.6M +5.7% 0.08% DBT
311 AON GLOBAL LTD 00185AAF1 Jul 2022 8,747,000 -400,000 $8.6M -5.9% 0.08% DBT
312 ALIMENTATION COUCHE-TARD 000000000 Jul 2022 8,200,000 New $8.5M — 0.08% DBT
313 Vodafone Group PLC 92857TAH0 Jul 2022 7,107,000 — $8.3M -3.0% 0.08% DBT
314 Cox Communications Inc 224044CF2 Jul 2022 8,981,000 +6,600,000 $8.3M +249.8% 0.08% DBT
315 ORIX CORP 686330AN1 Jul 2022 10,000,000 — $8.3M -3.3% 0.08% DBT
316 TENN VALLEY AUTHORITY 880591EX6 Jul 2022 10,000,000 — $8.3M -5.5% 0.08% DBT
317 SUMITOMO MITSUI FINL GRP 86562MCJ7 Jul 2022 10,157,000 — $8.2M -2.7% 0.08% DBT
318 ROYALTY PHARMA PLC 78081BAK9 Jul 2022 10,000,000 — $8.2M -2.9% 0.08% DBT
319 MARSH & MCLENNAN COS INC 571748AV4 Jul 2022 8,320,000 — $8.2M -1.8% 0.08% DBT
320 SCHLUMBERGER INVESTMENT 806854AJ4 Jul 2022 9,052,000 -800,000 $8.1M -9.2% 0.08% DBT
321 BOARDWALK PIPELINES LP 096630AJ7 Jul 2022 9,310,000 — $8.1M -0.6% 0.08% DBT
322 Apple Inc 037833DK3 Jul 2022 8,420,000 -9,400,000 $8.1M -54.2% 0.08% DBT
323 TRANSCANADA PIPELINES 89352HAE9 Apr 2023 7,000,000 New $8.1M — 0.08% DBT
324 VOLVO TREASURY AB 000000000 Jul 2022 7,500,000 New $8.1M — 0.08% DBT
325 Kellogg Co 487836AT5 Jul 2022 6,959,000 — $8.1M -3.0% 0.08% DBT
326 Medtronic Inc 585055BT2 Jul 2022 8,065,000 -1,400,000 $8.0M -19.3% 0.08% DBT
327 PPG INDUSTRIES INC 693506BS5 Jul 2022 9,250,000 — $8.0M -3.9% 0.08% DBT
328 KIMCO REALTY OP LLC 49446RAY5 Jul 2022 10,200,000 — $8.0M -5.4% 0.08% DBT
329 WILLIAMS COMPANIES INC 96949LAB1 Jul 2022 8,158,000 -3,806,000 $8.0M -33.1% 0.08% DBT
330 HSBC Holdings PLC 000000000 Jul 2022 7,520,000 New $8.0M — 0.08% DBT
331 NOMURA HOLDINGS INC 65535HAX7 Jul 2022 10,000,000 — $8.0M -3.1% 0.08% DBT
332 Eastman Chemical Co 277432AR1 Jul 2022 8,127,000 -400,000 $7.9M -6.6% 0.07% DBT
333 SUMITOMO MITSUI FINL GRP 000000000 Jul 2022 7,486,000 New $7.9M — 0.07% DBT
334 DICK'S SPORTING GOODS 253393AF9 Jul 2022 9,525,000 -17,075,000 $7.9M -63.8% 0.07% DBT
335 WP CAREY INC 92936UAJ8 Jul 2022 9,800,000 — $7.9M -3.3% 0.07% DBT
336 Exelon Corp 30161NAU5 Jul 2022 8,140,000 -6,600,000 $7.9M -46.2% 0.07% DBT
337 BMW US Capital LLC 000000000 Jul 2022 7,700,000 New $7.8M — 0.07% DBT
338 AMGEN INC 031162CZ1 Jul 2022 9,600,000 -400,000 $7.8M -9.0% 0.07% DBT
339 Comcast Corp 20030NBS9 Jul 2022 7,998,000 -1,200,000 $7.8M -15.0% 0.07% DBT
340 ASIAN DEVELOPMENT BANK 000000000 Jul 2022 6,300,000 New $7.8M — 0.07% DBT
341 ALLSTATE CORP 020002AQ4 Jul 2022 7,500,000 — $7.7M -7.4% 0.07% DBT
342 MORGAN STANLEY DOM HOLD 269246BS2 Jul 2022 7,696,000 -800,000 $7.7M -11.7% 0.07% DBT
343 NUCOR CORP 670346AH8 Jul 2022 6,585,000 — $7.6M -1.2% 0.07% DBT
344 NATIONWIDE BLDG SOCIETY 000000000 Jul 2022 7,410,000 New $7.6M — 0.07% DBT
345 Comcast Corp 20030NCU3 Jul 2022 7,600,000 -2,400,000 $7.5M -26.7% 0.07% DBT
346 PRUDENTIAL FINANCIAL INC 74432QCJ2 Apr 2023 9,850,000 New $7.5M — 0.07% DBT
347 REALTY INCOME CORP 756109BL7 Jul 2022 8,967,000 -533,000 $7.5M -11.9% 0.07% DBT
348 HSBC USA Inc 40434CAD7 Jul 2022 7,593,000 — $7.5M -1.3% 0.07% DBT
349 FEDEX CORP 31428XCE4 Jul 2022 9,750,000 — $7.4M -6.5% 0.07% DBT
350 JPMorgan Chase & Co 46625HJB7 Apr 2023 7,100,000 New $7.4M — 0.07% DBT
351 FEDERAL HOME LOAN BANK 3133XG6E9 Jul 2022 7,000,000 -4,775,000 $7.4M -43.2% 0.07% DBT
352 FORTUNE BRANDS INNOVATIO 34964CAF3 Jul 2022 8,200,000 — $7.4M -1.9% 0.07% DBT
353 IBM CORP 459200KB6 Apr 2023 8,300,000 New $7.4M — 0.07% DBT
354 General Mills Inc 370334CG7 Jul 2022 7,400,000 -1,200,000 $7.4M -16.4% 0.07% DBT
355 Procter & Gamble Co/The 742718EV7 Jul 2022 7,650,000 -4,400,000 $7.3M -38.5% 0.07% DBT
356 ROSS STORES INC 778296AG8 Jul 2022 9,000,000 — $7.3M -2.4% 0.07% DBT
357 BRITISH TELECOMMUNICATIO 111021AL5 Jul 2022 7,200,000 — $7.3M +0.3% 0.07% DBT
358 TRUIST FINANCIAL CORP 05531FBE2 Jul 2022 7,545,000 -800,000 $7.3M -13.2% 0.07% DBT
359 BPCE SA 000000000 Jul 2022 6,900,000 New $7.3M — 0.07% DBT
360 MetLife Inc 59156RAM0 Jul 2022 6,800,000 -1,600,000 $7.2M -23.9% 0.07% DBT
361 NUCOR CORP 670346AV7 Jul 2022 8,140,000 -800,000 $7.2M -10.5% 0.07% DBT
362 PROLOGIS LP 74340XBB6 Apr 2023 6,700,000 New $7.2M — 0.07% DBT
363 AMAZON.COM INC 023135BS4 Jul 2022 8,616,000 -32,700,000 $7.2M -80.0% 0.07% DBT
364 TOTALENERGIES CAPITAL 89153VAX7 Jul 2022 9,127,000 +5,000,000 $7.2M +109.3% 0.07% DBT
365 Amgen Inc 031162CJ7 Jul 2022 7,575,000 -2,400,000 $7.1M -26.3% 0.07% DBT
366 NUCOR CORP 670346AS4 Jul 2022 8,000,000 -1,000,000 $7.1M -12.2% 0.07% DBT
367 FIDELITY NATL INFO SERV 31620MBU9 Jul 2022 10,000,000 — $7.0M -7.1% 0.07% DBT
368 Kellogg Co 487836BU1 Jul 2022 7,300,000 -7,300,000 $7.0M -51.1% 0.07% DBT
369 GATX Corp 361448AY9 Jul 2022 7,349,000 -400,000 $6.9M -7.4% 0.07% DBT
370 Constellation Brands Inc 21036PAY4 Jul 2022 7,225,000 -2,400,000 $6.9M -25.8% 0.07% DBT
371 VIATRIS INC 92556VAE6 Jul 2022 10,000,000 — $6.9M -5.4% 0.07% DBT
372 DEVELOPMENT BK OF JAPAN 000000000 Jul 2022 6,600,000 New $6.9M — 0.07% DBT
373 Morgan Stanley 61746BDQ6 Jul 2022 6,982,000 -2,000,000 $6.9M -24.0% 0.06% DBT
374 UBS AG LONDON 000000000 Jul 2022 7,000,000 New $6.9M — 0.06% DBT
375 GENERAL MOTORS FINL CO 37045XDS2 Jul 2022 8,400,000 — $6.9M -2.4% 0.06% DBT
376 Equinor ASA 85771PAK8 Jul 2022 6,950,000 — $6.8M -0.7% 0.06% DBT
377 Oracle Corp 68389XBM6 Jul 2022 7,252,000 -32,133,000 $6.8M -81.7% 0.06% DBT
378 Marathon Petroleum Corp 56585AAG7 Jul 2022 6,891,000 -400,000 $6.8M -6.8% 0.06% DBT
379 WELLS FARGO & COMPANY 000000000 Jul 2022 6,240,000 New $6.7M — 0.06% DBT
380 PULTEGROUP INC 745867AT8 Jul 2022 6,449,000 — $6.7M +1.3% 0.06% DBT
381 MOTABILITY OPERATIONS GR 000000000 Jul 2022 6,323,000 New $6.6M — 0.06% DBT
382 Cox Communications Inc 224044CE5 Jul 2022 6,790,000 — $6.6M -1.9% 0.06% DBT
383 NATIONWIDE BLDG SOCIETY 000000000 Jul 2022 6,400,000 New $6.6M — 0.06% DBT
384 ONE GAS INC 68235PAM0 Apr 2023 6,700,000 New $6.6M — 0.06% DBT
385 Kellogg Co 487836BP2 Jul 2022 6,801,000 -1,600,000 $6.6M -21.1% 0.06% DBT
386 KINDER MORGAN ENER PART 494550AW6 Jul 2022 5,800,000 +400,000 $6.6M +9.4% 0.06% DBT
387 BANK OF MONTREAL 000000000 Jul 2022 6,200,000 New $6.6M — 0.06% DBT
388 PHILIP MORRIS INTL INC 718172BM0 Jul 2022 6,698,000 -400,000 $6.6M -7.0% 0.06% DBT
389 GLOBAL PAYMENTS INC 891906AF6 Jul 2022 6,820,000 -1,200,000 $6.6M -16.5% 0.06% DBT
390 Banco Santander SA 05964HAF2 Jul 2022 7,000,000 — $6.5M -1.3% 0.06% DBT
391 Electricite de France SA 268317AS3 Jul 2022 6,638,000 — $6.5M -1.7% 0.06% DBT
392 BMW US Capital LLC 05565EAT2 Jul 2022 6,742,000 — $6.5M -2.0% 0.06% DBT
393 ERAC USA Finance LLC 26884TAL6 Jul 2022 6,590,000 — $6.5M -1.1% 0.06% DBT
394 MARS INC 571676AL9 Jul 2022 8,150,000 -400,000 $6.4M -8.5% 0.06% DBT
395 CONSTELLATION BRANDS INC 21036PBE7 Jul 2022 7,000,000 — $6.4M -1.4% 0.06% DBT
396 SIEMENS FINANCIERINGSMAT 82620KBF9 Jul 2022 8,256,000 +2,256,000 $6.4M +31.3% 0.06% DBT
397 Biogen Inc 09062XAF0 Jul 2022 6,550,000 -400,000 $6.4M -8.2% 0.06% DBT
398 Halliburton Co 406216AW1 Jul 2022 5,760,000 +3,560,000 $6.4M +157.4% 0.06% DBT
399 CANADIAN NATL RESOURCES 136385AL5 Jul 2022 6,000,000 — $6.4M -1.8% 0.06% DBT
400 BP Capital Markets PLC 05565QDN5 Jul 2022 6,600,000 -4,400,000 $6.4M -41.1% 0.06% DBT
401 ANHEUSER-BUSCH INBEV WOR 03523TBU1 Jul 2022 6,000,000 — $6.4M -0.9% 0.06% DBT
402 WALT DISNEY COMPANY/THE 254687FR2 Jul 2022 6,500,000 +500,000 $6.4M +3.6% 0.06% DBT
403 VORNADO REALTY LP 929043AL1 Jul 2022 8,951,000 -12,049,000 $6.4M -64.2% 0.06% DBT
404 ADVANCE AUTO PARTS 00751YAG1 Jul 2022 7,300,000 — $6.3M -3.5% 0.06% DBT
405 BROADCOM INC 11135FBJ9 Jul 2022 8,150,000 — $6.1M -5.7% 0.06% DBT
406 BOEING CO 097023BJ3 Jul 2022 6,399,000 — $6.1M -0.4% 0.06% DBT
407 GATX CORP 361448BJ1 Jul 2022 6,850,000 — $6.1M -1.3% 0.06% DBT
408 DIAGEO CAPITAL PLC 25243YBE8 Jul 2022 7,255,000 -7,045,000 $6.1M -51.6% 0.06% DBT
409 GOLDMAN SACHS GROUP INC 38148LAE6 Jul 2022 6,213,000 — $6.0M -2.6% 0.06% DBT
410 Coca-Cola Co/The 191216BK5 Apr 2023 5,708,000 New $6.0M — 0.06% DBT
411 BNP PARIBAS 000000000 Jul 2022 5,700,000 New $6.0M — 0.06% DBT
412 Amazon.com Inc 023135BC9 Jul 2022 6,200,000 -2,800,000 $6.0M -33.6% 0.06% DBT
413 PHILIP MORRIS INTL INC 718172CJ6 Jul 2022 6,400,000 — $5.9M +0.9% 0.06% DBT
414 HOME DEPOT INC 437076AU6 Jul 2022 5,600,000 +400,000 $5.9M +2.0% 0.06% DBT
415 LYB INT FINANCE III 50249AAH6 Jul 2022 8,000,000 — $5.9M -7.2% 0.06% DBT
416 SUMITOMO MITSUI BANKING 865622BE3 Jul 2022 5,931,000 — $5.9M -0.7% 0.06% DBT
417 SIMON PROPERTY GROUP LP 828807DQ7 Jul 2022 7,377,000 -533,000 $5.9M -10.3% 0.06% DBT
418 ADVANCE AUTO PARTS 00751YAE6 Jul 2022 6,400,000 — $5.9M -2.3% 0.06% DBT
419 MARRIOTT INTERNATIONAL 571903BH5 Jul 2022 7,200,000 — $5.8M -0.8% 0.06% DBT
420 Humana Inc 444859BD3 Jul 2022 5,825,000 — $5.7M -2.0% 0.05% DBT
421 TORONTO-DOMINION BANK 000000000 Jul 2022 5,900,000 New $5.7M — 0.05% DBT
422 EQUINIX INC 29444UBS4 Jul 2022 6,900,000 — $5.7M -3.6% 0.05% DBT
423 ACTIVISION BLIZZARD 00507VAM1 Jul 2022 5,908,000 -400,000 $5.7M -8.6% 0.05% DBT
424 Pfizer Inc 717081EU3 Jul 2022 6,200,000 +1,200,000 $5.7M +15.7% 0.05% DBT
425 PARKER-HANNIFIN CORP 701094AN4 Jul 2022 6,000,000 -200,000 $5.6M -4.8% 0.05% DBT
426 CHARLES SCHWAB CORP 808513BV6 Jul 2022 5,758,000 -1,600,000 $5.6M -24.7% 0.05% DBT
427 FEDERAL FARM CREDIT BANK 3133EAG44 Jul 2022 5,760,000 — $5.6M -2.8% 0.05% DBT
428 GOLDMAN SACHS GROUP INC 38143U8H7 Jul 2022 5,700,000 -2,400,000 $5.6M -31.5% 0.05% DBT
429 VF CORP 918204BC1 Jul 2022 6,516,000 — $5.5M -6.8% 0.05% DBT
430 WESTPAC BANKING CORP 961214EL3 Jul 2022 6,160,000 -2,000,000 $5.5M -26.3% 0.05% DBT
431 BlackRock Inc 09247XAP6 Jul 2022 5,742,000 -1,200,000 $5.5M -18.7% 0.05% DBT
432 PRUDENTIAL FUNDING ASIA 744330AB7 Apr 2023 6,000,000 New $5.5M — 0.05% DBT
433 ENTERPRISE PRODUCTS OPER 29379VAQ6 Jul 2022 5,000,000 — $5.5M -3.1% 0.05% DBT
434 BP CAP MARKETS AMERICA 10373QAT7 Jul 2022 5,615,000 -2,800,000 $5.5M -34.4% 0.05% DBT
435 BOOKING HOLDINGS INC 09857LAR9 Jul 2022 5,410,000 -1,800,000 $5.4M -26.7% 0.05% DBT
436 NATIONAL BANK OF CANADA 000000000 Jul 2022 5,000,000 New $5.4M — 0.05% DBT
437 SHERWIN-WILLIAMS CO 824348BJ4 Jul 2022 6,000,000 — $5.4M -1.9% 0.05% DBT
438 SKANDINAVISKA ENSKILDA 000000000 Jul 2022 5,000,000 New $5.4M — 0.05% DBT
439 ANALOG DEVICES INC 032654AZ8 Apr 2023 5,531,000 New $5.4M — 0.05% DBT
440 BNG BANK NV 000000000 Jul 2022 5,000,000 New $5.4M — 0.05% DBT
441 INTESA SANPAOLO SPA 000000000 Jul 2022 4,800,000 New $5.3M — 0.05% DBT
442 RAYTHEON TECH CORP 75513ECB5 Jul 2022 5,600,000 -400,000 $5.3M -11.3% 0.05% DBT
443 LLOYDS BK CORP MKTS PLC 000000000 Jul 2022 5,000,000 New $5.3M — 0.05% DBT
444 Black Hills Corp 092113AQ2 Jul 2022 5,728,000 — $5.3M -3.9% 0.05% DBT
445 Airbus SE 009279AA8 Jul 2022 5,500,000 -2,000,000 $5.3M -28.2% 0.05% DBT
446 GENERAL MOTORS FINL CO 37045XCY0 Jul 2022 6,000,000 — $5.3M -1.3% 0.05% DBT
447 BANCO BILBAO VIZCAYA ARG 000000000 Jul 2022 5,000,000 New $5.3M — 0.05% DBT
448 ENTERPRISE PRODUCTS OPER 29379VAG8 Jul 2022 4,800,000 — $5.2M -1.2% 0.05% DBT
449 BPIFRANCE SACA 000000000 Jul 2022 5,000,000 New $5.2M — 0.05% DBT
450 SUMITOMO MITSUI FINL GRP 86562MCF5 Jul 2022 7,700,000 — $5.2M -3.1% 0.05% DBT
451 WELLS FARGO & COMPANY 000000000 Jul 2022 5,000,000 New $5.2M — 0.05% DBT
452 BROOKFIELD FINANCE INC 11271LAE2 Jul 2022 5,500,000 — $5.2M -3.2% 0.05% DBT
453 NORSK HYDRO ASA 000000000 Jul 2022 5,000,000 New $5.2M — 0.05% DBT
454 MITSUBISHI UFJ FIN GRP 606822BM5 Jul 2022 5,777,000 — $5.2M -2.6% 0.05% DBT
455 TORONTO-DOMINION BANK 000000000 Jul 2022 5,000,000 New $5.2M — 0.05% DBT
456 BANQUE FED CRED MUTUEL 000000000 Jul 2022 4,700,000 New $5.2M — 0.05% DBT
457 PPL Capital Funding Inc 69352PAL7 Jul 2022 5,400,000 -5,800,000 $5.2M -52.3% 0.05% DBT
458 GOLDMAN SACHS GROUP INC 000000000 Jul 2022 5,000,000 New $5.2M — 0.05% DBT
459 TENN VALLEY AUTHORITY 880591DX7 Jul 2022 5,000,000 — $5.1M -8.8% 0.05% DBT
460 AstraZeneca PLC 046353AL2 Jul 2022 5,230,000 -1,800,000 $5.1M -27.2% 0.05% DBT
461 CITIGROUP INC 000000000 Jul 2022 4,900,000 New $5.1M — 0.05% DBT
462 Morgan Stanley 000000000 Jul 2022 5,000,000 New $5.1M — 0.05% DBT
463 Abbott Laboratories 002824BB5 Jul 2022 5,200,000 -800,000 $5.1M -15.1% 0.05% DBT
464 HP Inc 428236BR3 Jul 2022 5,000,000 — $5.1M -0.6% 0.05% DBT
465 BRIXMOR OPERATING PART 11120VAJ2 Jul 2022 5,600,000 -400,000 $5.1M -8.8% 0.05% DBT
466 MEAD JOHNSON NUTRITION C 582839AH9 Jul 2022 5,131,000 -800,000 $5.0M -16.1% 0.05% DBT
467 KEMPER CORP 488401AC4 Jul 2022 6,265,000 — $5.0M -3.3% 0.05% DBT
468 AutoZone Inc 053332AR3 Jul 2022 5,203,000 — $5.0M -1.9% 0.05% DBT
469 ANHEUSER-BUSCH INBEV WOR 035240AG5 Jul 2022 5,000,000 — $5.0M -1.9% 0.05% DBT
470 Lloyds Banking Group PLC 53944YAD5 Jul 2022 5,250,000 -5,000,000 $5.0M -50.1% 0.05% DBT
471 JACKSON FINANCIAL INC 46817MAL1 Apr 2023 6,177,000 New $5.0M — 0.05% DBT
472 JEFFERIES FIN GROUP INC 47233JDX3 Jul 2022 6,280,000 — $5.0M +0.4% 0.05% DBT
473 Harley-Davidson Inc 412822AD0 Jul 2022 5,193,000 — $5.0M -2.7% 0.05% DBT
474 ARIZONA PUBLIC SERVICE 040555CZ5 Jul 2022 5,646,000 — $5.0M -2.2% 0.05% DBT
475 TRATON FINANCE LUX SA 000000000 Jul 2022 4,800,000 New $4.9M — 0.05% DBT
476 Nucor Corp 670346AP0 Jul 2022 5,045,000 -800,000 $4.9M -15.1% 0.05% DBT
477 PIEDMONT OPERATING PARTN 720198AE0 Jul 2022 6,500,000 — $4.9M -11.0% 0.05% DBT
478 GENERAL MOTORS FINL CO 000000000 Jul 2022 4,600,000 New $4.9M — 0.05% DBT
479 MEDTRONIC GLOBAL HLDINGS 58507LAH2 Apr 2023 4,800,000 New $4.9M — 0.05% DBT
480 UBS AG LONDON 000000000 Jul 2022 5,000,000 New $4.9M — 0.05% DBT
481 PRINCIPAL FINANCIAL GRP 74251VAM4 Jul 2022 5,072,000 -400,000 $4.9M -7.7% 0.05% DBT
482 Aetna Inc 00817YAQ1 Jul 2022 4,959,000 -400,000 $4.8M -9.3% 0.05% DBT
483 WELLS FARGO & COMPANY 949746RW3 Jul 2022 5,073,000 -4,000,000 $4.8M -45.3% 0.05% DBT
484 HSBC Holdings PLC 404280AM1 Apr 2023 4,500,000 New $4.8M — 0.05% DBT
485 Emerson Electric Co 291011BG8 Jul 2022 4,912,000 -400,000 $4.8M -9.2% 0.05% DBT
486 BOEING CO 097023CN3 Jul 2022 5,400,000 — $4.8M +1.5% 0.05% DBT
487 Marathon Petroleum Corp 56585AAF9 Jul 2022 4,500,000 — $4.8M -5.0% 0.04% DBT
488 ABN AMRO BANK NV 000000000 Jul 2022 4,600,000 New $4.8M — 0.04% DBT
489 TOTALENERGIES CAPITAL 89153VAL3 Jul 2022 4,800,000 -4,400,000 $4.7M -48.8% 0.04% DBT
490 BARRICK NA FINANCE LLC 06849RAG7 Jul 2022 4,500,000 — $4.7M -1.1% 0.04% DBT
491 CENTERPOINT ENERGY RES 15189WAL4 Jul 2022 4,800,000 — $4.7M -1.7% 0.04% DBT
492 ANZ NEW ZEALAND INTL/LDN 000000000 Jul 2022 5,000,000 New $4.7M — 0.04% DBT
493 Avnet Inc 053807AS2 Jul 2022 4,760,000 -800,000 $4.7M -16.7% 0.04% DBT
494 CARGILL INC 141781BM5 Jul 2022 5,460,000 -600,000 $4.7M -13.0% 0.04% DBT
495 DEVON ENERGY CORPORATION 25179MAL7 Jul 2022 4,800,000 — $4.7M -5.2% 0.04% DBT
496 DISCOVERY COMMUNICATIONS 25470DBC2 Jul 2022 4,796,000 -580,000 $4.7M -11.8% 0.04% DBT
497 GENERAL DYNAMICS CORP 369550BH0 Jul 2022 5,000,000 +800,000 $4.7M +10.7% 0.04% DBT
498 AUTOMATIC DATA PROCESSNG 053015AF0 Jul 2022 5,657,000 -6,800,000 $4.7M -56.0% 0.04% DBT
499 Legg Mason Inc 524901AT2 Jul 2022 4,736,000 — $4.7M -1.7% 0.04% DBT
500 BPCE SA 000000000 Jul 2022 4,800,000 New $4.6M — 0.04% DBT
501 Brown & Brown Inc 115236AA9 Jul 2022 4,660,000 — $4.6M -1.3% 0.04% DBT
502 SWEDBANK AB 000000000 Jul 2022 5,000,000 New $4.6M — 0.04% DBT
503 CNO Financial Group Inc 12621EAL7 Jul 2022 4,800,000 — $4.6M -3.3% 0.04% DBT
504 SVENSKA HANDELSBANKEN AB 000000000 Jul 2022 4,700,000 New $4.6M — 0.04% DBT
505 PULTEGROUP INC 745867AM3 Jul 2022 3,895,000 — $4.5M +0.5% 0.04% DBT
506 CAPITAL ONE FINANCIAL CO 14040HBF1 Jul 2022 4,607,000 — $4.5M -1.8% 0.04% DBT
507 Citigroup Inc 172967JF9 Apr 2023 4,200,000 New $4.5M — 0.04% DBT
508 NATIONWIDE BLDG SOCIETY 638602BP6 Jul 2022 4,600,000 — $4.5M -2.4% 0.04% DBT
509 PNC Bank NA 69353REQ7 Jul 2022 4,680,000 -2,320,000 $4.5M -35.6% 0.04% DBT
510 LIBERTY MUTUAL GROUP INC 53079EAG9 Jul 2022 4,250,000 — $4.5M -6.4% 0.04% DBT
511 WASTE MANAGEMENT INC 94106LBP3 Jul 2022 5,500,000 -7,200,000 $4.5M -57.9% 0.04% DBT
512 REINSURANCE GRP OF AMER 759351AN9 Jul 2022 4,725,000 — $4.4M -2.3% 0.04% DBT
513 DANSKE BANK A/S 000000000 Jul 2022 4,283,000 New $4.4M — 0.04% DBT
514 INTESA SANPAOLO SPA 000000000 Jul 2022 4,145,000 New $4.4M — 0.04% DBT
515 IBM CORP 459200HP9 Jul 2022 4,409,000 — $4.4M -0.5% 0.04% DBT
516 AstraZeneca PLC 046353AD0 Jul 2022 3,700,000 -800,000 $4.4M -22.5% 0.04% DBT
517 ASSURED GUARANTY US HLDG 04621WAD2 Jul 2022 5,000,000 — $4.4M -2.4% 0.04% DBT
518 PROLOGIS EURO FINANCE 000000000 Jul 2022 4,600,000 New $4.3M — 0.04% DBT
519 VERISIGN INC 92343EAM4 Jul 2022 5,106,000 — $4.3M +0.1% 0.04% DBT
520 NETAPP INC 64110DAK0 Jul 2022 5,000,000 — $4.3M -0.8% 0.04% DBT
521 MetLife Inc 59156RBD9 Apr 2023 5,000,000 New $4.3M — 0.04% DBT
522 RELX CAPITAL INC 74949LAE2 Jul 2022 4,300,000 — $4.3M -3.9% 0.04% DBT
523 GILEAD SCIENCES INC 375558BS1 Jul 2022 5,800,000 +400,000 $4.3M +3.0% 0.04% DBT
524 UNION PACIFIC CORP 907818FY9 Jul 2022 5,150,000 +4,750,000 $4.3M +1116.1% 0.04% DBT
525 Chubb INA Holdings Inc 00440EAR8 Jul 2022 4,320,000 -800,000 $4.2M -17.2% 0.04% DBT
526 HeidelbergCement AG 000000000 Jul 2022 4,000,000 New $4.2M — 0.04% DBT
527 FedEx Corp 31428XBP0 Jul 2022 4,450,000 -800,000 $4.2M -17.5% 0.04% DBT
528 Motorola Solutions Inc 620076BN8 Jul 2022 4,300,000 -400,000 $4.2M -8.1% 0.04% DBT
529 MPLX LP 55336VAM2 Jul 2022 4,700,000 — $4.2M -1.2% 0.04% DBT
530 OEKB OEST. KONTROLLBANK 000000000 Jul 2022 4,000,000 New $4.2M — 0.04% DBT
531 BOEING CO 097023CD5 Jul 2022 4,600,000 -400,000 $4.2M -6.8% 0.04% DBT
532 SOCIETE GENERALE 83368RAW2 Jul 2022 5,000,000 — $4.2M -2.5% 0.04% DBT
533 BANQUE FED CRED MUTUEL 000000000 Jul 2022 3,400,000 New $4.2M — 0.04% DBT
534 BROADCOM INC 11135FBL4 Jul 2022 5,000,000 — $4.1M -3.5% 0.04% DBT
535 WELLS FARGO & COMPANY 94974BGH7 Jul 2022 4,264,000 -1,000,000 $4.1M -20.7% 0.04% DBT
536 WELLTOWER OP LLC 95040QAP9 Apr 2023 5,000,000 New $4.1M — 0.04% DBT
537 DISCOVERY COMMUNICATIONS 25470DAK5 Jul 2022 4,209,000 -1,462,000 $4.1M -26.6% 0.04% DBT
538 NATIONAL FUEL GAS CO 636180BR1 Jul 2022 5,000,000 — $4.0M -3.5% 0.04% DBT
539 JUNIPER NETWORKS INC 48203RAP9 Jul 2022 5,000,000 — $4.0M -0.9% 0.04% DBT
540 GOLDMAN SACHS GROUP INC 38141GXG4 Jul 2022 4,600,000 -400,000 $4.0M -10.1% 0.04% DBT
541 FLEX LTD 33938XAB1 Jul 2022 4,000,000 — $3.9M -0.1% 0.04% DBT
542 GLENCORE FUNDING LLC 378272AY4 Jul 2022 4,600,000 -400,000 $3.9M -7.2% 0.04% DBT
543 FORTUNE BRANDS INNOVATIO 34964CAE6 Jul 2022 4,300,000 — $3.9M -0.2% 0.04% DBT
544 ING Groep NV 456837AH6 Jul 2022 4,000,000 — $3.8M -2.2% 0.04% DBT
545 REINSURANCE GRP OF AMER 759351AL3 Jul 2022 3,840,000 — $3.8M -1.2% 0.04% DBT
546 APA INFRASTRUCTURE LTD 00205GAC1 Apr 2023 4,000,000 New $3.8M — 0.04% DBT
547 ING Groep NV 456837AQ6 Jul 2022 4,000,000 — $3.8M -0.6% 0.04% DBT
548 EOG RESOURCES INC 26875PAU5 Jul 2022 3,800,000 -2,200,000 $3.8M -38.9% 0.04% DBT
549 FEDERAL HOME LOAN BANK 313381FD2 Jul 2022 4,000,000 — $3.8M -3.8% 0.04% DBT
550 ASHTEAD CAPITAL INC 045054AP8 Jul 2022 4,750,000 — $3.8M -0.8% 0.04% DBT
551 WALT DISNEY COMPANY/THE 254687CZ7 Jul 2022 3,814,000 -10,050,000 $3.8M -73.0% 0.04% DBT
552 JUNIPER NETWORKS INC 48203RAM6 Jul 2022 4,000,000 — $3.8M -0.1% 0.04% DBT
553 MOSAIC CO 61945CAG8 Jul 2022 3,867,000 -2,133,000 $3.8M -37.5% 0.04% DBT
554 JPMorgan Chase & Co 46625HHV5 Jul 2022 3,600,000 -400,000 $3.7M -13.8% 0.04% DBT
555 ELEVANCE HEALTH INC 94973VBJ5 Jul 2022 3,786,000 -800,000 $3.7M -18.9% 0.04% DBT
556 TRANSCANADA PIPELINES 89352HAT6 Jul 2022 3,660,000 -400,000 $3.7M -12.2% 0.03% DBT
557 ELECTRICITE DE FRANCE SA 000000000 Jul 2022 3,300,000 New $3.6M — 0.03% DBT
558 BP CAPITAL MARKETS PLC 000000000 Jul 2022 3,400,000 New $3.6M — 0.03% DBT
559 JT INTL FIN SERVICES BV 000000000 Jul 2022 3,500,000 New $3.6M — 0.03% DBT
560 CINCINNATI FINL CORP 172062AF8 Jul 2022 3,200,000 -800,000 $3.6M -21.5% 0.03% DBT
561 WELLS FARGO & COMPANY 000000000 Jul 2022 3,400,000 New $3.6M — 0.03% DBT
562 TORONTO-DOMINION BANK 000000000 Jul 2022 3,350,000 New $3.6M — 0.03% DBT
563 CMS Energy Corp 125896BQ2 Jul 2022 3,742,000 -1,200,000 $3.6M -25.5% 0.03% DBT
564 AMGEN INC 031162CW8 Jul 2022 4,200,000 -800,000 $3.6M -19.7% 0.03% DBT
565 DELL INT LLC / EMC CORP 24703DBE0 Apr 2023 5,000,000 New $3.5M — 0.03% DBT
566 BANCO SANTANDER SA 05971KAF6 Jul 2022 4,000,000 — $3.5M -1.6% 0.03% DBT
567 ALTRIA GROUP INC 02209SBM4 Jul 2022 5,000,000 — $3.5M +2.0% 0.03% DBT
568 JM SMUCKER CO 832696AK4 Jul 2022 3,600,000 -400,000 $3.5M -12.2% 0.03% DBT
569 CVS HEALTH CORP 126650DG2 Jul 2022 3,800,000 -200,000 $3.5M -7.3% 0.03% DBT
570 ENBRIDGE ENERGY PARTNERS 29250RAP1 Jul 2022 3,000,000 — $3.5M -3.5% 0.03% DBT
571 EIDP INC 263534CP2 Jul 2022 4,000,000 — $3.5M -3.2% 0.03% DBT
572 Mylan Inc 628530BD8 Jul 2022 3,480,000 — $3.4M -1.1% 0.03% DBT
573 PROVINCE OF QUEBEC 000000000 Jul 2022 3,300,000 New $3.4M — 0.03% DBT
574 NEWMARKET CORP 651587AG2 Jul 2022 4,000,000 — $3.4M +0.2% 0.03% DBT
575 LONDON STOCK EXCHANGE PL 000000000 Jul 2022 3,170,000 New $3.4M — 0.03% DBT
576 INTERSTATE POWER & LIGHT 461070AS3 Jul 2022 3,978,000 — $3.4M -3.9% 0.03% DBT
577 CAPITAL ONE FINANCIAL CO 14040HBW4 Jul 2022 3,600,000 -2,000,000 $3.4M -37.9% 0.03% DBT
578 NetApp Inc 64110DAF1 Jul 2022 3,451,000 — $3.4M -1.5% 0.03% DBT
579 Nutrien Ltd 67077MAD0 Jul 2022 3,460,000 — $3.3M -2.5% 0.03% DBT
580 CVS HEALTH CORP 126650DP2 Jul 2022 4,600,000 — $3.3M -5.9% 0.03% DBT
581 General Motors Co 37045VAP5 Jul 2022 3,669,000 — $3.3M -0.5% 0.03% DBT
582 Suncor Energy Inc 86722TAB8 Jul 2022 3,000,000 — $3.3M -5.8% 0.03% DBT
583 NATIONAL RURAL UTIL COOP 637432CT0 Jul 2022 2,708,000 — $3.3M -5.5% 0.03% DBT
584 AFFILIATED MANAGERS GROU 008252AN8 Jul 2022 3,410,000 — $3.3M -3.5% 0.03% DBT
585 TRANSCANADA PIPELINES 89352HAD1 Apr 2023 3,000,000 New $3.2M — 0.03% DBT
586 MUFG Bank Ltd 000000000 Jul 2022 3,237,000 New $3.2M — 0.03% DBT
587 ANHEUSER-BUSCH INBEV WOR 035240AF7 Jul 2022 2,846,000 — $3.2M +1.3% 0.03% DBT
588 Duke Energy Corp 26441CAN5 Jul 2022 3,205,000 -2,000,000 $3.2M -39.7% 0.03% DBT
589 QUALCOMM INC 747525BK8 Jul 2022 3,600,000 -1,400,000 $3.1M -31.2% 0.03% DBT
590 Comerica Inc 200340AT4 Jul 2022 3,665,000 -2,400,000 $3.1M -47.8% 0.03% DBT
591 TOTALENERGIES CAPITAL 89153VAT6 Jul 2022 3,400,000 -1,600,000 $3.1M -33.8% 0.03% DBT
592 CHEVRON CORP 166764BW9 Jul 2022 3,254,000 -400,000 $3.1M -12.5% 0.03% DBT
593 ASSURANT INC 04621XAN8 Jul 2022 4,000,000 — $3.1M -5.9% 0.03% DBT
594 CMS Energy Corp 125896BP4 Jul 2022 3,163,000 — $3.1M -2.7% 0.03% DBT
595 GATX Corp 361448AW3 Jul 2022 3,170,000 — $3.0M -1.8% 0.03% DBT
596 GOLDMAN SACHS GROUP INC 000000000 Jul 2022 2,900,000 New $3.0M — 0.03% DBT
597 PepsiCo Inc 713448CP1 Apr 2023 2,800,000 New $3.0M — 0.03% DBT
598 Parker-Hannifin Corp 70109HAL9 Jul 2022 3,093,000 — $3.0M -1.2% 0.03% DBT
599 CANADIAN NATL RESOURCES 136385AG6 Jul 2022 3,000,000 — $3.0M -3.4% 0.03% DBT
600 AUST & NZ BANKING GROUP 000000000 Jul 2022 3,000,000 New $3.0M — 0.03% DBT
601 Autodesk Inc 052769AD8 Jul 2022 3,015,000 — $3.0M -2.9% 0.03% DBT
602 Campbell Soup Co 134429BG3 Jul 2022 3,028,000 -2,600,000 $3.0M -47.4% 0.03% DBT
603 NOMURA HOLDINGS INC 65535HAS8 Jul 2022 3,600,000 — $3.0M -2.2% 0.03% DBT
604 CLOROX COMPANY 189054AV1 Jul 2022 3,077,000 -2,000,000 $2.9M -40.9% 0.03% DBT
605 BRIGHTHOUSE FINANCIAL IN 10922NAG8 Jul 2022 3,000,000 — $2.9M -3.0% 0.03% DBT
606 NORDEA BANK ABP 000000000 Jul 2022 3,000,000 New $2.9M — 0.03% DBT
607 Progress Energy Inc 743263AE5 Jul 2022 2,500,000 — $2.9M -2.1% 0.03% DBT
608 NATIONAL AUSTRALIA BK/NY 63254AAP3 Jul 2022 3,000,000 — $2.9M -2.1% 0.03% DBT
609 TORONTO-DOMINION BANK 89114TZJ4 Jul 2022 3,600,000 -3,400,000 $2.9M -50.5% 0.03% DBT
610 AMERICAN TOWER CORP 03027XBW9 Jul 2022 3,125,000 — $2.9M -3.1% 0.03% DBT
611 FAIRFAX FINL HLDGS LTD 303901BJ0 Jul 2022 3,400,000 — $2.9M -4.3% 0.03% DBT
612 NOVARTIS CAPITAL CORP 66989HAR9 Jul 2022 3,250,000 -3,543,000 $2.9M -54.2% 0.03% DBT
613 Southern Power Co 843646AH3 Jul 2022 3,000,000 — $2.9M -3.6% 0.03% DBT
614 MAGNA INTERNATIONAL INC 559222AS3 Apr 2023 2,600,000 New $2.8M — 0.03% DBT
615 ROGERS COMMUNICATIONS IN 775109AL5 Apr 2023 2,500,000 New $2.8M — 0.03% DBT
616 Ecolab Inc 278865AV2 Jul 2022 2,959,000 — $2.8M -3.0% 0.03% DBT
617 DEUTSCHE BANK AG 000000000 Jul 2022 2,900,000 New $2.8M — 0.03% DBT
618 BANQUE FED CRED MUTUEL 000000000 Jul 2022 2,800,000 New $2.8M — 0.03% DBT
619 EQUINOR ASA 29446MAJ1 Jul 2022 3,000,000 — $2.8M -1.8% 0.03% DBT
620 BANCO SANTANDER SA 000000000 Jul 2022 2,900,000 New $2.8M — 0.03% DBT
621 TenneT Holding BV 000000000 Jul 2022 2,700,000 New $2.8M — 0.03% DBT
622 OP CORPORATE BANK PLC 000000000 Jul 2022 2,800,000 New $2.8M — 0.03% DBT
623 EAGLE MATERIALS 26969PAB4 Jul 2022 3,400,000 — $2.8M +0.6% 0.03% DBT
624 Southwest Gas Corp 845011AA3 Jul 2022 2,900,000 — $2.8M -1.2% 0.03% DBT
625 Vodafone Group PLC 92857WAB6 Jul 2022 2,500,000 — $2.7M -2.4% 0.03% DBT
626 TARGA RESOURCES CORP 87612GAA9 Jul 2022 3,000,000 — $2.7M -3.3% 0.03% DBT
627 BRITISH TELECOMMUNICATIO 11102AAE1 Jul 2022 3,000,000 — $2.7M +0.8% 0.03% DBT
628 Loews Corp 540424AQ1 Jul 2022 2,681,000 -1,080,000 $2.7M -28.6% 0.03% DBT
629 Discover Bank 25466AAP6 Jul 2022 2,800,000 — $2.7M -1.9% 0.03% DBT
630 GOLDMAN SACHS GROUP INC 38141GCU6 Jul 2022 2,421,000 — $2.6M -3.7% 0.02% DBT
631 BAKER HUGHES HLDGS LLC 057224AZ0 Jul 2022 2,677,000 — $2.6M -2.6% 0.02% DBT
632 ENEL FINANCE INTL NV 29278GAF5 Jul 2022 2,800,000 — $2.6M +0.9% 0.02% DBT
633 Halliburton Co 406216BA8 Jul 2022 3,000,000 — $2.6M -4.8% 0.02% DBT
634 Halliburton Co 406216AY7 Apr 2023 2,200,000 New $2.6M — 0.02% DBT
635 UnitedHealth Group Inc 91324PBN1 Apr 2023 2,400,000 New $2.6M — 0.02% DBT
636 SUMITOMO MITSUI FINL GRP 86562MAC4 Jul 2022 2,642,000 -2,400,000 $2.6M -48.7% 0.02% DBT
637 MOHAWK INDUSTRIES INC 608190AL8 Jul 2022 2,800,000 — $2.6M -1.8% 0.02% DBT
638 MITSUBISHI UFJ FIN GRP 606822BH6 Jul 2022 2,700,000 -800,000 $2.5M -24.3% 0.02% DBT
639 PFIZER INC 717081EY5 Jul 2022 3,000,000 -2,000,000 $2.5M -42.6% 0.02% DBT
640 BNP PARIBAS 09659W2F0 Jul 2022 2,600,000 — $2.5M -0.6% 0.02% DBT
641 WELLS FARGO & COMPANY 000000000 Jul 2022 2,500,000 New $2.5M — 0.02% DBT
642 FedEx Corp 31428XBA3 Jul 2022 2,800,000 — $2.5M -4.5% 0.02% DBT
643 Thomson Reuters Corp 884903BQ7 Jul 2022 2,520,000 -2,600,000 $2.5M -51.6% 0.02% DBT
644 STANLEY BLACK & DECKER I 854502AL5 Jul 2022 3,000,000 — $2.5M -6.1% 0.02% DBT
645 CHOICE HOTELS INTL INC 169905AF3 Jul 2022 2,750,000 — $2.5M +0.3% 0.02% DBT
646 MARSH & MCLENNAN COS INC 571748BP6 Jul 2022 2,961,000 -400,000 $2.5M -15.7% 0.02% DBT
647 MEDTRONIC GLOBAL HLDINGS 58507LAM1 Apr 2023 2,400,000 New $2.5M — 0.02% DBT
648 BROWN & BROWN INC 115236AC5 Jul 2022 3,000,000 — $2.5M -0.4% 0.02% DBT
649 EMERA US FINANCE LP 29103DAT3 Jul 2022 3,000,000 — $2.4M -5.3% 0.02% DBT
650 L3HARRIS TECH INC 502431AK5 Jul 2022 2,469,000 — $2.4M -1.8% 0.02% DBT
651 Lockheed Martin Corp 539830BH1 Jul 2022 2,400,000 — $2.4M -2.9% 0.02% DBT
652 CHEVRON USA INC 166756AS5 Jul 2022 2,485,000 -15,200,000 $2.4M -86.3% 0.02% DBT
653 INVITATION HOMES OP 46188BAA0 Jul 2022 3,000,000 — $2.3M -1.8% 0.02% DBT
654 FMR LLC 30251BAD0 Jul 2022 2,400,000 — $2.3M -7.4% 0.02% DBT
655 Nuveen Finance LLC 87246YAC0 Jul 2022 2,348,000 — $2.3M -2.4% 0.02% DBT
656 ACTIVISION BLIZZARD 00507VAP4 Jul 2022 2,800,000 -5,200,000 $2.3M -65.9% 0.02% DBT
657 CONSTELLATION EN GEN LLC 30161MAJ2 Apr 2023 2,300,000 New $2.3M — 0.02% DBT
658 Aon Corp 037389BB8 Jul 2022 2,300,000 — $2.3M -2.4% 0.02% DBT
659 PPG INDUSTRIES INC 000000000 Jul 2022 2,125,000 New $2.3M — 0.02% DBT
660 ARCELORMITTAL SA 000000000 Jul 2022 2,000,000 New $2.3M — 0.02% DBT
661 EQUINIX INC 29444UBE5 Jul 2022 2,500,000 — $2.2M -2.5% 0.02% DBT
662 VERIZON COMMUNICATIONS 92343VGN8 Jul 2022 2,733,000 — $2.2M -4.9% 0.02% DBT
663 Flex Ltd 33938XAA3 Jul 2022 2,300,000 — $2.2M -1.0% 0.02% DBT
664 BLACK HILLS CORP 092113AT6 Jul 2022 2,650,000 -200,000 $2.2M -8.7% 0.02% DBT
665 Bayer US Finance II LLC 07274NAY9 Jul 2022 2,240,000 — $2.2M -3.2% 0.02% DBT
666 PRINCIPAL FINANCIAL GRP 74251VAK8 Jul 2022 2,300,000 -400,000 $2.2M -16.6% 0.02% DBT
667 CAPITAL ONE FINANCIAL CO 14040HBG9 Jul 2022 2,300,000 — $2.2M -2.5% 0.02% DBT
668 HEALTHCARE RLTY HLDGS LP 42225UAH7 Jul 2022 2,800,000 — $2.2M -2.6% 0.02% DBT
669 PPG INDUSTRIES INC 693506BR7 Jul 2022 2,403,000 -200,000 $2.2M -10.1% 0.02% DBT
670 BNP PARIBAS 000000000 Jul 2022 2,000,000 New $2.1M — 0.02% DBT
671 CARRIER GLOBAL CORP 14448CAL8 Jul 2022 2,500,000 — $2.1M -2.6% 0.02% DBT
672 INTER-AMERICAN DEVEL BK 45818QAD1 Jul 2022 1,942,000 — $2.1M -5.7% 0.02% DBT
673 BOOKING HOLDINGS INC 000000000 Jul 2022 1,900,000 New $2.1M — 0.02% DBT
674 MOLSON COORS BEVERAGE 60871RAJ9 Apr 2023 2,000,000 New $2.1M — 0.02% DBT
675 OP CORPORATE BANK PLC 000000000 Jul 2022 1,950,000 New $2.1M — 0.02% DBT
676 MICRON TECHNOLOGY INC 595112BS1 Jul 2022 2,650,000 +1,250,000 $2.1M +82.5% 0.02% DBT
677 GE CAPITAL FUNDING LLC 36166NAK9 Jul 2022 2,144,000 -1,856,000 $2.1M -47.3% 0.02% DBT
678 Georgia Power Co 373334KE0 Jul 2022 2,200,000 -800,000 $2.1M -28.4% 0.02% DBT
679 AMCOR FLEXIBLES NORTH AM 081437AT2 Jul 2022 2,500,000 — $2.1M -0.6% 0.02% DBT
680 Comcast Corp 20030NCA7 Jul 2022 2,200,000 -2,800,000 $2.1M -57.1% 0.02% DBT
681 AMERICAN WATER CAPITAL C 03040WAK1 Jul 2022 2,115,000 — $2.1M -1.2% 0.02% DBT
682 ERP OPERATING LP 26884ABM4 Jul 2022 2,400,000 -400,000 $2.1M -16.8% 0.02% DBT
683 Region of Ile de France 000000000 Jul 2022 2,000,000 New $2.1M — 0.02% DBT
684 AMERICAN HONDA FINANCE 02665WDT5 Jul 2022 2,500,000 -1,000,000 $2.1M -30.3% 0.02% DBT
685 THERMO FISHER SCIENTIFIC 883556CM2 Apr 2023 2,700,000 New $2.1M — 0.02% DBT
686 FedEx Corp 31428XAX4 Jul 2022 2,075,000 — $2.1M -4.8% 0.02% DBT
687 ENTERPRISE PRODUCTS OPER 293791AF6 Jul 2022 1,800,000 — $2.1M -3.0% 0.02% DBT
688 EXPERIAN FINANCE PLC 000000000 Jul 2022 2,000,000 New $2.1M — 0.02% DBT
689 BOEING CO 097023BP9 Jul 2022 2,168,000 -400,000 $2.0M -15.5% 0.02% DBT
690 MITSUBISHI UFJ FIN GRP 606822AN4 Jul 2022 2,065,000 -2,400,000 $2.0M -53.7% 0.02% DBT
691 ROYAL BANK OF CANADA 000000000 Jul 2022 1,900,000 New $2.0M — 0.02% DBT
692 BOEING CO 097023CP8 Jul 2022 2,463,000 — $2.0M +0.2% 0.02% DBT
693 KINDER MORGAN ENER PART 494550BD7 Jul 2022 1,900,000 — $2.0M -0.3% 0.02% DBT
694 BP CAP MARKETS AMERICA 10373QBT6 Jul 2022 2,300,000 -5,200,000 $2.0M -70.6% 0.02% DBT
695 Texas Instruments Inc 882508BC7 Jul 2022 2,100,000 -1,400,000 $2.0M -41.7% 0.02% DBT
696 VOLVO TREASURY AB 000000000 Jul 2022 1,900,000 New $2.0M — 0.02% DBT
697 SUMITOMO MITSUI FINL GRP 000000000 Jul 2022 1,900,000 New $1.9M — 0.02% DBT
698 REALTY INCOME CORP 756109BA1 Jul 2022 2,600,000 -400,000 $1.9M -18.3% 0.02% DBT
699 CASSA DEPOSITI E PRESTIT 000000000 Jul 2022 1,800,000 New $1.9M — 0.02% DBT
700 Target Corp 87612EBA3 Apr 2023 2,100,000 New $1.9M — 0.02% DBT
701 INTERPUBLIC GROUP COS 460690BL3 Jul 2022 1,953,000 — $1.9M -1.4% 0.02% DBT
702 Unum Group 91529YAL0 Jul 2022 1,977,000 — $1.9M -2.0% 0.02% DBT
703 SPECTRA ENERGY PARTNERS 84756NAD1 Jul 2022 1,915,000 — $1.9M -1.9% 0.02% DBT
704 FOX CORP 35137LAJ4 Jul 2022 2,000,000 — $1.9M -7.4% 0.02% DBT
705 Danske Bank A/S 23636AAR2 Jul 2022 2,000,000 — $1.9M -1.5% 0.02% DBT
706 NORDEA BANK ABP 000000000 Jul 2022 1,900,000 New $1.9M — 0.02% DBT
707 JM SMUCKER CO 832696AM0 Jul 2022 2,000,000 — $1.9M -2.5% 0.02% DBT
708 BOSTON PROPERTIES LP 10112RBD5 Jul 2022 2,300,000 — $1.9M -7.7% 0.02% DBT
709 WP CAREY INC 92936UAG4 Jul 2022 2,300,000 — $1.9M -2.7% 0.02% DBT
710 CIGNA GROUP/THE 125523CL2 Jul 2022 2,167,000 -533,000 $1.9M -22.3% 0.02% DBT
711 MACQUARIE GROUP LTD 000000000 Jul 2022 2,000,000 New $1.8M — 0.02% DBT
712 State Street Corp 857477AT0 Jul 2022 1,854,000 -400,000 $1.8M -20.7% 0.02% DBT
713 COMCAST CORP 20030NCY5 Jul 2022 2,200,000 +800,000 $1.8M +48.8% 0.02% DBT
714 CIGNA GROUP/THE 125523BX7 Jul 2022 1,792,000 — $1.8M -2.0% 0.02% DBT
715 BELFIUS BANK SA/NV 000000000 Jul 2022 1,800,000 New $1.7M — 0.02% DBT
716 BOEING CO 097023CJ2 Jul 2022 2,000,000 — $1.7M +1.4% 0.02% DBT
717 AMDOCS LTD 02342TAE9 Jul 2022 2,000,000 — $1.7M -1.8% 0.02% DBT
718 BOEING CO 097023BY0 Jul 2022 2,150,000 — $1.7M +2.7% 0.02% DBT
719 WEC Energy Group Inc 976657AL0 Jul 2022 1,757,000 — $1.7M -2.8% 0.02% DBT
720 WALT DISNEY COMPANY/THE 254687FV3 Jul 2022 1,800,000 -3,200,000 $1.7M -64.4% 0.02% DBT
721 WRKCo Inc 92940PAF1 Jul 2022 1,800,000 — $1.7M -5.2% 0.02% DBT
722 MARSH & MCLENNAN COS INC 571748AZ5 Jul 2022 1,700,000 -1,600,000 $1.7M -49.7% 0.02% DBT
723 BPCE SA 000000000 Jul 2022 1,700,000 New $1.6M — 0.02% DBT
724 LYONDELLBASELL IND NV 552081AK7 Jul 2022 1,611,000 — $1.6M -2.3% 0.02% DBT
725 CNA Financial Corp 126117AV2 Jul 2022 1,650,000 -800,000 $1.6M -33.5% 0.01% DBT
726 NTT FINANCE CORP 000000000 Jul 2022 1,500,000 New $1.6M — 0.01% DBT
727 Johnson & Johnson 478160BY9 Jul 2022 1,612,000 -1,600,000 $1.5M -51.3% 0.01% DBT
728 TRATON FINANCE LUX SA 000000000 Jul 2022 1,400,000 New $1.5M — 0.01% DBT
729 TOYOTA FINANCE AUSTRALIA 000000000 Jul 2022 1,428,000 New $1.5M — 0.01% DBT
730 SUTTER HEALTH 86944BAH6 Jul 2022 2,000,000 — $1.5M -4.5% 0.01% DBT
731 Pfizer Inc 717081EJ8 Jul 2022 1,600,000 +800,000 $1.5M +88.1% 0.01% DBT
732 PFIZER INC 717081EZ2 Apr 2023 2,000,000 New $1.5M — 0.01% DBT
733 Coca-Cola Co/The 191216CE8 Jul 2022 1,535,000 -4,000,000 $1.5M -73.2% 0.01% DBT
734 CRH America Finance Inc 12636YAC6 Jul 2022 1,520,000 — $1.5M -2.7% 0.01% DBT
735 FIDELITY NATL FINANCIAL 31620RAK1 Jul 2022 1,800,000 — $1.5M -0.4% 0.01% DBT
736 BRIXMOR OPERATING PART 11120VAL7 Jul 2022 1,850,000 — $1.5M -2.2% 0.01% DBT
737 WELLTOWER OP LLC 95040QAH7 Jul 2022 1,550,000 — $1.5M -3.8% 0.01% DBT
738 GOLDMAN SACHS GROUP INC 000000000 Jul 2022 1,315,000 New $1.4M — 0.01% DBT
739 Weyerhaeuser Co 962166BR4 Jul 2022 1,213,000 — $1.4M -2.4% 0.01% DBT
740 ELEVANCE HEALTH INC 94973VAH0 Jul 2022 1,300,000 — $1.4M -5.1% 0.01% DBT
741 HOME DEPOT INC 437076AV4 Apr 2023 1,200,000 New $1.3M — 0.01% DBT
742 HOME DEPOT INC 437076CC4 Jul 2022 1,600,000 +1,200,000 $1.3M +277.0% 0.01% DBT
743 Intel Corp 458140AN0 Jul 2022 1,400,000 -1,800,000 $1.3M -59.2% 0.01% DBT
744 ACUITY BRANDS LIGHTING 00510RAD5 Jul 2022 1,642,000 — $1.3M -0.6% 0.01% DBT
745 BMW US CAPITAL LLC 05565EBL8 Jul 2022 1,330,000 — $1.3M -1.9% 0.01% DBT
746 Citigroup Inc 000000000 Jul 2022 1,175,000 New $1.3M — 0.01% DBT
747 ENTERPRISE PRODUCTS OPER 29379VBB8 Jul 2022 1,280,000 -400,000 $1.3M -24.8% 0.01% DBT
748 TRAVELERS COS INC 89417EAH2 Jul 2022 1,200,000 — $1.3M -3.7% 0.01% DBT
749 SYSCO CORPORATION 871829BF3 Jul 2022 1,308,000 -3,626,000 $1.2M -74.0% 0.01% DBT
750 CON EDISON CO OF NY INC 209111FE8 Jul 2022 1,280,000 — $1.2M -1.8% 0.01% DBT
751 DUQUESNE LIGHT HOLDINGS 266233AH8 Jul 2022 1,500,000 — $1.2M -2.9% 0.01% DBT
752 TCI Communications Inc 872287AF4 Jul 2022 1,120,000 -400,000 $1.2M -29.7% 0.01% DBT
753 WILLIAMS COMPANIES INC 969457BM1 Jul 2022 1,000,000 — $1.2M -5.7% 0.01% DBT
754 DIAGEO CAPITAL PLC 25243YBB4 Jul 2022 1,350,000 — $1.2M -3.3% 0.01% DBT
755 PUBLIC SERVICE ENTERPRIS 744573AS5 Jul 2022 1,000,000 — $1.2M -2.4% 0.01% DBT
756 Gilead Sciences Inc 375558AW3 Jul 2022 1,212,000 -4,400,000 $1.2M -78.9% 0.01% DBT
757 Boston Scientific Corp 101137AT4 Jul 2022 1,264,000 — $1.2M -3.6% 0.01% DBT
758 PERKINELMER INC 714046AG4 Jul 2022 1,300,000 -400,000 $1.2M -24.9% 0.01% DBT
759 CHARLES SCHWAB CORP 808513BT1 Jul 2022 1,500,000 -1,200,000 $1.2M -48.7% 0.01% DBT
760 UnitedHealth Group Inc 91324PBU5 Apr 2023 1,200,000 New $1.2M — 0.01% DBT
761 MITSUBISHI UFJ FIN GRP 606822AD6 Jul 2022 1,195,000 — $1.2M -2.4% 0.01% DBT
762 INVITATION HOMES OP 46188BAC6 Jul 2022 1,500,000 — $1.2M -3.5% 0.01% DBT
763 INTERPUBLIC GROUP COS 460690BR0 Jul 2022 1,175,000 — $1.2M -2.2% 0.01% DBT
764 Volkswagen Leasing GmbH 000000000 Jul 2022 1,083,000 New $1.1M — 0.01% DBT
765 SANTANDER HOLDINGS USA 80282KAP1 Jul 2022 1,200,000 -800,000 $1.1M -41.5% 0.01% DBT
766 RAYTHEON TECH CORP 913017CW7 Apr 2023 1,200,000 New $1.1M — 0.01% DBT
767 UnitedHealth Group Inc 91324PBQ4 Jul 2022 1,000,000 — $1.1M -4.8% 0.01% DBT
768 SKANDINAVISKA ENSKILDA 000000000 Jul 2022 1,000,000 New $1.1M — 0.01% DBT
769 Ecolab Inc 278865AX8 Apr 2023 1,010,000 New $1.1M — 0.01% DBT
770 INTUIT INC 46124HAD8 Jul 2022 1,280,000 -400,000 $1.1M -25.1% 0.01% DBT
771 Ecolab Inc 278865AM2 Apr 2023 1,000,000 New $1.1M — 0.01% DBT
772 PNC Bank NA 69353REK0 Jul 2022 1,093,000 — $1.0M -2.5% 0.01% DBT
773 BPCE SA 000000000 Jul 2022 1,000,000 New $1.0M — 0.01% DBT
774 CON EDISON CO OF NY INC 209111FB4 Apr 2023 1,174,000 New $1.0M — 0.01% DBT
775 UNITED PARCEL SERVICE 911312AN6 Apr 2023 1,020,000 New $1.0M — 0.01% DBT
776 Lockheed Martin Corp 539830BK4 Apr 2023 1,000,000 New $997K — 0.01% DBT
777 PRUDENTIAL FUNDING ASIA 744330AA9 Apr 2023 1,100,000 New $990K — 0.01% DBT
778 VENTAS REALTY LP 92277GAU1 Jul 2022 1,100,000 — $954K -3.5% 0.01% DBT
779 Roche Holdings Inc 771196BK7 Jul 2022 1,000,000 — $954K -2.2% 0.01% DBT
780 ConocoPhillips 20825CAQ7 Apr 2023 800,000 New $939K — 0.01% DBT
781 Georgia-Pacific LLC 373298BR8 Jul 2022 800,000 -200,000 $939K -23.8% 0.01% DBT
782 PEPSICO INC 713448FF0 Apr 2023 1,200,000 New $930K — 0.01% DBT
783 ALIMENTATION COUCHE-TARD 01626PAH9 Jul 2022 980,000 -1,200,000 $928K -55.1% 0.01% DBT
784 BROADCOM INC 11135FBV2 Jul 2022 1,000,000 — $913K -3.7% 0.01% DBT
785 SALESFORCE INC 79466LAK0 Jul 2022 1,200,000 +800,000 $897K +173.5% 0.01% DBT
786 Simon Property Group LP 828807CE5 Jul 2022 800,000 +400,000 $896K +94.7% 0.01% DBT
787 Union Pacific Corp 907818EQ7 Apr 2023 1,000,000 New $883K — 0.01% DBT
788 QUEST DIAGNOSTICS INC 74834LBC3 Jul 2022 1,000,000 — $876K -1.8% 0.01% DBT
789 Enbridge Inc 29250NAH8 Jul 2022 880,000 -400,000 $866K -32.2% 0.01% DBT
790 AT&T INC 00206RJY9 Jul 2022 1,000,000 — $862K -3.9% 0.01% DBT
791 SOLVAY FINANCE (AMERICA) 834423AB1 Jul 2022 865,000 — $849K -1.9% 0.01% DBT
792 Phillips 66 718546AH7 Apr 2023 800,000 New $848K — 0.01% DBT
793 US Bancorp 902973BB1 Apr 2023 800,000 New $842K — 0.01% DBT
794 ANHEUSER-BUSCH INBEV WOR 035240AR1 Jul 2022 800,000 -1,200,000 $834K -61.1% 0.01% DBT
795 GOLDMAN SACHS GROUP INC 38141GGM0 Jul 2022 750,000 — $828K -4.9% 0.01% DBT
796 PHILIP MORRIS INTL INC 000000000 Jul 2022 774,000 New $815K — 0.01% DBT
797 VIATRIS INC 92556VAD8 Jul 2022 1,000,000 — $815K -0.6% 0.01% DBT
798 HP INC 40434LAJ4 Jul 2022 1,000,000 — $814K -1.4% 0.01% DBT
799 RELX CAPITAL INC 74949LAD4 Jul 2022 900,000 — $809K -2.9% 0.01% DBT
800 FRANKLIN RESOURCES INC 354613AL5 Jul 2022 1,000,000 -400,000 $797K -30.5% 0.01% DBT
801 Gilead Sciences Inc 375558BG7 Jul 2022 800,000 +400,000 $796K +91.8% 0.01% DBT
802 Comcast Corp 20030NCL3 Jul 2022 800,000 +400,000 $773K +91.6% 0.01% DBT
803 Beam Suntory Inc 073730AG8 Jul 2022 764,000 — $762K -0.1% 0.01% DBT
804 Gilead Sciences Inc 375558BJ1 Apr 2023 800,000 New $744K — 0.01% DBT
805 Booking Holdings Inc 09857LAD0 Apr 2023 700,000 New $727K — 0.01% DBT
806 Comcast Corp 20030NCJ8 Jul 2022 800,000 +400,000 $720K +91.3% 0.01% DBT
807 Caterpillar Inc 149123CB5 Apr 2023 800,000 New $718K — 0.01% DBT
808 HALLIBURTON CO 406216BL4 Jul 2022 800,000 -200,000 $717K -21.8% 0.01% DBT
809 HONEYWELL INTERNATIONAL 438516BB1 Jul 2022 670,000 — $714K -5.8% 0.01% DBT
810 Oracle Corp 68389XBE4 Jul 2022 800,000 +400,000 $702K +104.0% 0.01% DBT
811 Whirlpool Corp 963320AW6 Jul 2022 700,000 -200,000 $699K -23.9% 0.01% DBT
812 Mars Inc 571676AD7 Apr 2023 800,000 New $698K — 0.01% DBT
813 BRISTOL-MYERS SQUIBB CO 110122DV7 Apr 2023 800,000 New $682K — 0.01% DBT
814 Valero Energy Corp 91913YAE0 Jul 2022 580,000 — $668K -3.7% 0.01% DBT
815 Bayer US Finance II LLC 07274NAN3 Jul 2022 700,000 — $642K -1.1% 0.01% DBT
816 TWDC Enterprises 18 Corp 25468PBW5 Jul 2022 540,000 -800,000 $631K -61.6% 0.01% DBT
817 Barclays Bank PLC 000000000 Jul 2022 1 New $628K — 0.01% DFE
818 Lockheed Martin Corp 539830BC2 Jul 2022 671,000 -400,000 $623K -40.4% 0.01% DBT
819 Progress Energy Inc 743263AP0 Jul 2022 600,000 — $622K -4.4% 0.01% DBT
820 ANALOG DEVICES INC 032654AW5 Apr 2023 800,000 New $614K — 0.01% DBT
821 TRAVELERS COS INC 89417EAD1 Jul 2022 535,000 -400,000 $606K -47.5% 0.01% DBT
822 ATMOS ENERGY CORP 049560AT2 Jul 2022 750,000 — $605K -3.2% 0.01% DBT
823 VERIZON COMMUNICATIONS 92343VER1 Jul 2022 600,000 -1,400,000 $594K -71.1% 0.01% DBT
824 Eversource Energy 30040WAF5 Jul 2022 600,000 -400,000 $591K -41.3% 0.01% DBT
825 MERCK & CO INC 58933YBA2 Apr 2023 800,000 New $590K — 0.01% DBT
826 NYKREDIT REALKREDIT AS 000000000 Jul 2022 592,000 New $588K — 0.01% DBT
827 ROYAL BANK OF CANADA 78016EYH4 Jul 2022 700,000 -4,300,000 $578K -86.6% 0.01% DBT
828 WELLS FARGO & COMPANY 95000U2D4 Jul 2022 600,000 -1,000,000 $578K -63.7% 0.01% DBT
829 BP CAP MARKETS AMERICA 10373QAV2 Jul 2022 573,000 -2,800,000 $549K -83.4% 0.01% DBT
830 DUQUESNE LIGHT HOLDINGS 266233AJ4 Jul 2022 641,000 — $517K -4.7% 0.00% DBT
831 Target Corp 87612EBE5 Jul 2022 521,000 -2,000,000 $502K -79.7% 0.00% DBT
832 UnitedHealth Group Inc 91324PBE1 Jul 2022 400,000 — $472K -6.5% 0.00% DBT
833 BNP PARIBAS 09659W2C7 Jul 2022 500,000 — $470K -0.3% 0.00% DBT
834 CON EDISON CO OF NY INC 209111EU3 Apr 2023 400,000 New $466K — 0.00% DBT
835 CHUBB CORP 171232AS0 Jul 2022 400,000 — $465K -3.4% 0.00% DBT
836 TRAVELERS PPTY CASUALTY 89420GAE9 Jul 2022 400,000 -400,000 $461K -52.7% 0.00% DBT
837 Comcast Corp 20030NAK7 Jul 2022 400,000 — $461K -5.1% 0.00% DBT
838 BURLINGTN NORTH SANTA FE 12189TAZ7 Apr 2023 400,000 New $456K — 0.00% DBT
839 WALT DISNEY COMPANY/THE 254687ER3 Apr 2023 400,000 New $449K — 0.00% DBT
840 CHUBB CORP 171232AQ4 Apr 2023 400,000 New $446K — 0.00% DBT
841 Applied Materials Inc 038222AG0 Apr 2023 400,000 New $445K — 0.00% DBT
842 MITSUBISHI UFJ FIN GRP 000000000 Jul 2022 420,000 New $443K — 0.00% DBT
843 Oracle Corp 68389XBV6 Jul 2022 500,000 — $443K +0.3% 0.00% DBT
844 UnitedHealth Group Inc 91324PAR3 Apr 2023 400,000 New $441K — 0.00% DBT
845 ConocoPhillips 20825CAP9 Apr 2023 400,000 New $439K — 0.00% DBT
846 Pfizer Inc 717081DT7 Apr 2023 400,000 New $436K — 0.00% DBT
847 BURLINGTN NORTH SANTA FE 12189LAA9 Jul 2022 400,000 — $432K -6.1% 0.00% DBT
848 SOUTHERN CAL EDISON 842400EB5 Jul 2022 400,000 — $431K -1.2% 0.00% DBT
849 KUNTARAHOITUS OYJ 000000000 Jul 2022 400,000 New $429K — 0.00% DBT
850 UnitedHealth Group Inc 91324PBK7 Jul 2022 350,000 -800,000 $425K -71.0% 0.00% DBT
851 PEPSICO INC 713448BS6 Apr 2023 400,000 New $423K — 0.00% DBT
852 BURLINGTN NORTH SANTA FE 12189LAE1 Apr 2023 400,000 New $417K — 0.00% DBT
853 CON EDISON CO OF NY INC 209111FA6 Jul 2022 400,000 — $413K -5.5% 0.00% DBT
854 CON EDISON CO OF NY INC 209111EH2 Jul 2022 400,000 — $411K -4.9% 0.00% DBT
855 ENTERPRISE PRODUCTS OPER 29379VAV5 Jul 2022 400,000 — $409K -3.2% 0.00% DBT
856 BURLINGTN NORTH SANTA FE 12189LAC5 Apr 2023 400,000 New $401K — 0.00% DBT
857 BURLINGTN NORTH SANTA FE 12189LAG6 Apr 2023 400,000 New $398K — 0.00% DBT
858 ANHEUSER-BUSCH INBEV WOR 035240AM2 Jul 2022 400,000 — $386K -0.1% 0.00% DBT
859 Pfizer Inc 717081EC3 Apr 2023 400,000 New $385K — 0.00% DBT
860 Apple Inc 037833DB3 Jul 2022 400,000 -4,000,000 $384K -91.2% 0.00% DBT
861 Lazard Group LLC 52107QAK1 Jul 2022 400,000 — $381K -2.2% 0.00% DBT
862 PHILIP MORRIS INTL INC 718172CB3 Jul 2022 400,000 -1,600,000 $380K -80.0% 0.00% DBT
863 Aflac Inc 001055BJ0 Jul 2022 400,000 -1,600,000 $377K -80.7% 0.00% DBT
864 ARIZONA PUBLIC SERVICE 040555CM4 Apr 2023 400,000 New $376K — 0.00% DBT
865 ELEVANCE HEALTH INC 94973VAY3 Apr 2023 400,000 New $372K — 0.00% DBT
866 BURLINGTN NORTH SANTA FE 12189LAJ0 Apr 2023 400,000 New $372K — 0.00% DBT
867 DEERE & COMPANY 244199BF1 Apr 2023 400,000 New $369K — 0.00% DBT
868 Oracle Corp 68389XAV7 Jul 2022 400,000 — $369K +0.8% 0.00% DBT
869 MITSUBISHI UFJ FIN GRP 606822BB9 Apr 2023 400,000 New $369K — 0.00% DBT
870 STANLEY BLACK & DECKER I 854502AA9 Apr 2023 400,000 New $368K — 0.00% DBT
871 Mars Inc 571676AC9 Apr 2023 400,000 New $367K — 0.00% DBT
872 Merck & Co Inc 58933YAV7 Apr 2023 400,000 New $366K — 0.00% DBT
873 CROWN CASTLE INC 22822VAN1 Jul 2022 400,000 — $359K -1.8% 0.00% DBT
874 AMPHENOL CORP 032095AJ0 Jul 2022 400,000 — $358K -1.2% 0.00% DBT
875 Simon Property Group LP 828807CL9 Apr 2023 400,000 New $358K — 0.00% DBT
876 Georgia Power Co 373334JW2 Jul 2022 400,000 — $355K -3.6% 0.00% DBT
877 SIMON PROPERTY GROUP LP 828807DF1 Jul 2022 400,000 -400,000 $349K -50.4% 0.00% DBT
878 UNION PACIFIC CORP 907818FD5 Apr 2023 400,000 New $344K — 0.00% DBT
879 IBM CORP 459200HF1 Apr 2023 400,000 New $343K — 0.00% DBT
880 Comcast Corp 20030NBT7 Apr 2023 400,000 New $340K — 0.00% DBT
881 AUTODESK INC 052769AH9 Jul 2022 400,000 — $335K -2.0% 0.00% DBT
882 DH EUROPE FINANCE II 23291KAJ4 Apr 2023 400,000 New $335K — 0.00% DBT
883 PHILLIPS 66 718546AW4 Jul 2022 400,000 — $334K -2.3% 0.00% DBT
884 PRINCIPAL FINANCIAL GRP 74251VAS1 Jul 2022 400,000 — $334K -2.0% 0.00% DBT
885 GLOBAL PAYMENTS INC 37940XAH5 Jul 2022 400,000 — $331K -1.5% 0.00% DBT
886 CHARLES SCHWAB CORP 808513BS3 Jul 2022 400,000 -400,000 $327K -53.5% 0.00% DBT
887 LINCOLN NATIONAL CORP 534187BJ7 Jul 2022 400,000 — $327K -9.7% 0.00% DBT
888 COCA-COLA CO/THE 191216DQ0 Apr 2023 400,000 New $322K — 0.00% DBT
889 GENERAL MOTORS CO 37045VAU4 Jul 2022 300,000 -1,200,000 $317K -80.5% 0.00% DBT
890 MICRON TECHNOLOGY INC 595112BQ5 Jul 2022 330,000 — $316K -2.3% 0.00% DBT
891 GENERAL DYNAMICS CORP 369550BQ0 Apr 2023 400,000 New $311K — 0.00% DBT
892 AIR PRODUCTS & CHEMICALS 009158AZ9 Apr 2023 400,000 New $310K — 0.00% DBT
893 UNITEDHEALTH GROUP INC 91324PED0 Jul 2022 350,000 -400,000 $303K -55.4% 0.00% DBT
894 TRANSCANADA PIPELINES 89352HAW9 Jul 2022 300,000 -400,000 $293K -58.3% 0.00% DBT
895 AbbVie Inc 00287YAQ2 Jul 2022 300,000 -2,400,000 $293K -89.1% 0.00% DBT
896 BRISTOL-MYERS SQUIBB CO 110122DR6 Apr 2023 400,000 New $290K — 0.00% DBT
897 Aon Corp 037389BC6 Jul 2022 300,000 -1,200,000 $288K -80.3% 0.00% DBT
898 BAKER HUGHES LLC/CO-OBL 05723KAE0 Jul 2022 300,000 -1,600,000 $285K -84.5% 0.00% DBT
899 COMMONWEALTH BANK AUST 2027A0JT7 Jul 2022 290,000 -600,000 $274K -68.2% 0.00% DBT
900 JPMorgan Chase & Co 46625HRS1 Jul 2022 276,000 -400,000 $267K -60.1% 0.00% DBT
901 BROADSTONE NET LEASE LLC 11135EAA2 Jul 2022 360,000 -630,000 $264K -67.4% 0.00% DBT
902 QUANTA SERVICES INC 74762EAF9 Jul 2022 302,000 -400,000 $262K -56.7% 0.00% DBT
903 CAMDEN PROPERTY TRUST 133131AZ5 Jul 2022 300,000 -1,200,000 $261K -80.9% 0.00% DBT
904 GENERAL MOTORS FINL CO 37045XBT2 Jul 2022 263,000 -1,200,000 $255K -82.3% 0.00% DBT
905 AMERICAN TOWER CORP 03027XBM1 Jul 2022 300,000 — $254K -2.4% 0.00% DBT
906 DUKE ENERGY CORP 26441CBL8 Jul 2022 300,000 — $253K -3.6% 0.00% DBT
907 Pfizer Inc 717081CY7 Jul 2022 200,000 -400,000 $253K -68.8% 0.00% DBT
908 CROWN CASTLE INC 22822VAW1 Jul 2022 300,000 — $245K -2.0% 0.00% DBT
909 HOME DEPOT INC 437076AS1 Jul 2022 200,000 -200,000 $226K -53.3% 0.00% DBT
910 VMware Inc 928563AC9 Jul 2022 224,000 — $216K -2.0% 0.00% DBT
911 Lear Corp 521865AY1 Jul 2022 223,000 -800,000 $213K -78.5% 0.00% DBT
912 AMERICAN ELECTRIC POWER 025537AM3 Jul 2022 200,000 — $197K -1.6% 0.00% DBT
913 KEURIG DR PEPPER INC 49271VAQ3 Jul 2022 200,000 — $190K -3.7% 0.00% DBT
914 PENSKE TRUCK LEASING/PTL 709599AW4 Jul 2022 200,000 -800,000 $188K -80.5% 0.00% DBT
915 GLAXOSMITHKLINE CAP INC 377372AE7 Jul 2022 157,000 -800,000 $186K -84.1% 0.00% DBT
916 VF CORP 918204BB3 Jul 2022 200,000 -800,000 $185K -80.8% 0.00% DBT
917 Dominion Energy Inc 25746UDG1 Jul 2022 200,000 — $182K -4.0% 0.00% DBT
918 EQUIFAX INC 294429AS4 Jul 2022 200,000 — $175K -3.1% 0.00% DBT
919 AMERICAN WATER CAPITAL C 03040WAQ8 Jul 2022 184,000 -400,000 $174K -68.9% 0.00% DBT
920 Conagra Brands Inc 205887CC4 Jul 2022 170,000 -800,000 $170K -82.8% 0.00% DBT
921 Citibank N.A. 000000000 Jul 2022 1 New $169K — 0.00% DFE
922 BROADCOM INC 11135FBK6 Jul 2022 200,000 — $168K -2.4% 0.00% DBT
923 BROADCOM INC 11135FBF7 Jul 2022 200,000 — $158K -2.4% 0.00% DBT
924 WALT DISNEY COMPANY/THE 254687DZ6 Jul 2022 100,000 -1,600,000 $114K -94.3% 0.00% DBT
925 CVS Health Corp 126650CL2 Jul 2022 105,000 -8,303,000 $103K -98.8% 0.00% DBT
926 BANK OF NY MELLON CORP 06406FAC7 Jul 2022 88,000 -2,000,000 $84K -95.9% 0.00% DBT
927 AMERICAN WATER CAPITAL C 03040WAU9 Jul 2022 75,000 — $71K -2.2% 0.00% DBT
928 EQUINIX INC 29444UBU9 Jul 2022 75,000 — $68K -3.8% 0.00% DBT
929 BP CAP MARKETS AMERICA 10373QAE0 Jul 2022 67,000 -400,000 $67K -86.0% 0.00% DBT
930 COSTCO WHOLESALE CORP 22160KAQ8 Jul 2022 74,000 -3,826,000 $61K -98.2% 0.00% DBT
931 Altria Group Inc 02209SBD4 Jul 2022 60,000 — $60K -0.1% 0.00% DBT
932 MOLSON COORS BEVERAGE 60871RAG5 Jul 2022 49,000 -13,251,000 $47K -99.6% 0.00% DBT
933 Citibank N.A. 000000000 Jul 2022 1 New $45K — 0.00% DFE
934 Bank of America N.A. 000000000 Jul 2022 1 New $18K — 0.00% DFE
935 HONEYWELL INTERNATIONAL 438516BL9 Jul 2022 18,000 — $17K -2.1% 0.00% DBT
936 Bank of America N.A. 000000000 Jul 2022 1 New $17K — 0.00% DFE
937 Royal Bank of Canada 000000000 Jul 2022 1 New $15K — 0.00% DFE
938 Citibank N.A. 000000000 Jul 2022 1 New $4K — 0.00% DFE
939 Citibank N.A. 000000000 Jul 2022 1 New $4K — 0.00% DFE
940 State Street Bank & Trust Co. 000000000 Jul 2022 1 New $4K — 0.00% DFE
941 Bank of America N.A. 000000000 Jul 2022 1 New $939 — 0.00% DFE
942 HSBC Bank USA N.A. 000000000 Jul 2022 1 New $-4700 — -0.00% DFE
943 Citibank N.A. 000000000 Jul 2022 1 New $-6537 — -0.00% DFE
944 Citibank N.A. 000000000 Jul 2022 1 New $-17448 — -0.00% DFE
945 Bank of America N.A. 000000000 Jul 2022 1 New $-25570 — -0.00% DFE
946 UBS AG 000000000 Jul 2022 1 New $-25605 — -0.00% DFE
947 Barclays Bank PLC 000000000 Jul 2022 1 New $-28665 — -0.00% DFE
948 Bank of America N.A. 000000000 Jul 2022 1 New $-41380 — -0.00% DFE
949 State Street Bank & Trust Co. 000000000 Jul 2022 1 New $-56310 — -0.00% DFE
950 State Street Bank & Trust Co. 000000000 Jul 2022 1 New $-108698 — -0.00% DFE
951 Citibank N.A. 000000000 Jul 2022 1 New $-110174 — -0.00% DFE
952 Bank of America N.A. 000000000 Jul 2022 1 New $-230223 — -0.00% DFE
953 State Street Bank & Trust Co. 000000000 Jul 2022 1 New $-232132 — -0.00% DFE
954 Citibank N.A. 000000000 Jul 2022 1 New $-233035 — -0.00% DFE
955 State Street Bank & Trust Co. 000000000 Jul 2022 1 New $-424016 — -0.00% DFE
956 State Street Bank & Trust Co. 000000000 Jul 2022 1 New $-1709741 — -0.02% DFE
957 HSBC Bank USA N.A. 000000000 Jul 2022 1 New $-1944598 — -0.02% DFE
958 Barclays Bank PLC 000000000 Jul 2022 1 New $-4096557 — -0.04% DFE
✕ United States Treasury 91282CAV3 — 219,000,000 Exited $190.4M — — —
✕ United States Treasury 912828ZQ6 — 210,000,000 Exited $179.9M — — —
✕ United States Treasury 91282CAE1 — 200,000,000 Exited $170.7M — — —
✕ United States Treasury 91282CBB6 — 115,000,000 Exited $102.8M — — —
✕ United States Treasury 91282CCB5 — 96,000,000 Exited $88.3M — — —
✕ United States Treasury 91282CAU5 — 65,000,000 Exited $57.9M — — —
✕ United States Treasury 912828ZL7 — 53,000,000 Exited $49.5M — — —
✕ United States Treasury 91282CBL4 — 55,000,000 Exited $48.7M — — —
✕ United States Treasury 912810FT0 — 40,000,000 Exited $48.5M — — —
✕ United States Treasury 912828ZV5 — 45,000,000 Exited $40.4M — — —
✕ United States Treasury 912828M56 — 39,895,000 Exited $39.2M — — —
✕ AUTONATION INC 05329RAA1 — 39,470,000 Exited $35.2M — — —
✕ ONTARIO TEACHERS' FINANC 68329AAJ7 — 36,200,000 Exited $32.8M — — —
✕ United States Treasury 91282CAY7 — 35,000,000 Exited $31.3M — — —
✕ United States Treasury 912810PT9 — 24,000,000 Exited $29.9M — — —
✕ United States Treasury 912828Z94 — 29,000,000 Exited $26.7M — — —
✕ Fifth Third Bancorp 316773CV0 — 26,032,000 Exited $25.8M — — —
✕ United States Treasury 912828YB0 — 25,000,000 Exited $23.3M — — —
✕ PHILLIPS 66 CO 718547AE2 — 23,603,000 Exited $23.2M — — —
✕ O'Reilly Automotive Inc 67103HAF4 — 21,580,000 Exited $21.4M — — —
✕ CHEVRON CORP 166764BY5 — 20,000,000 Exited $18.2M — — —
✕ General Electric Co 36962GXZ2 — 15,646,000 Exited $18.2M — — —
✕ ONTARIO (PROVINCE OF) 683234AR9 — 21,000,000 Exited $17.9M — — —
✕ COOPERAT RABOBANK UA/NY 21688AAE2 — 17,522,000 Exited $17.4M — — —
✕ FRESENIUS MED CARE III 35805BAB4 — 21,000,000 Exited $16.8M — — —
✕ PHILLIPS 66 718547AJ1 — 18,000,000 Exited $16.6M — — —
✕ PARAMOUNT GLOBAL 124857AR4 — 15,461,000 Exited $14.6M — — —
✕ TJX COS INC 872540AQ2 — 14,681,000 Exited $14.1M — — —
✕ KILROY REALTY LP 49427RAQ5 — 17,100,000 Exited $13.7M — — —
✕ AUTONATION INC 05329WAS1 — 16,734,000 Exited $13.3M — — —
✕ eBay Inc 278642AU7 — 13,375,000 Exited $13.2M — — —
✕ Analog Devices Inc 032654AN5 — 11,977,000 Exited $12.1M — — —
✕ Merck & Co Inc 58933YAR6 — 11,609,000 Exited $11.5M — — —
✕ CREDIT SUISSE NEW YORK 22546QAP2 — 11,475,000 Exited $11.3M — — —
✕ AutoZone Inc 053332AN2 — 11,113,000 Exited $11.1M — — —
✕ Johnson & Johnson 478160BJ2 — 10,000,000 Exited $10.8M — — —
✕ State Street Corp 857477AN3 — 10,586,000 Exited $10.6M — — —
✕ Ameren Corp 023608AG7 — 10,631,000 Exited $10.6M — — —
✕ Dominion Energy Inc 25746UCE7 — 10,013,000 Exited $10.1M — — —
✕ PepsiCo Inc 713448CY2 — 9,309,000 Exited $9.4M — — —
✕ Johnson & Johnson 478160BU7 — 9,000,000 Exited $8.9M — — —
✕ PROVINCE OF ALBERTA 013051EM5 — 10,000,000 Exited $8.7M — — —
✕ UnitedHealth Group Inc 91324PBZ4 — 8,672,000 Exited $8.7M — — —
✕ DISCOVERY COMMUNICATIONS 25470DBJ7 — 9,400,000 Exited $8.6M — — —
✕ FRESENIUS MED CARE III 35805BAE8 — 9,838,000 Exited $8.3M — — —
✕ Cardinal Health Inc 14149YBJ6 — 8,259,000 Exited $8.1M — — —
✕ TANGER PROPERTIES LP 875484AL1 — 10,000,000 Exited $7.9M — — —
✕ MANUF & TRADERS TRUST CO 55279HAK6 — 8,028,000 Exited $7.9M — — —
✕ WILLIAMS COMPANIES INC 96949LAD7 — 7,863,000 Exited $7.7M — — —
✕ APPLE INC 037833DU1 — 8,500,000 Exited $7.5M — — —
✕ CORPORATE OFFICE PROP LP 22003BAP1 — 9,450,000 Exited $7.4M — — —
✕ GLOBAL PAYMENTS INC 891906AC3 — 7,031,000 Exited $7.1M — — —
✕ KILROY REALTY LP 49427RAP7 — 8,000,000 Exited $7.0M — — —
✕ HSBC Holdings PLC 404280BB4 — 6,828,000 Exited $6.8M — — —
✕ BRUNSWICK CORP 117043AT6 — 8,500,000 Exited $6.5M — — —
✕ Amgen Inc 031162BV1 — 6,399,000 Exited $6.4M — — —
✕ Stryker Corp 863667AH4 — 6,427,000 Exited $6.4M — — —
✕ JEFFERIES GRP LLC / CAP 47233JAG3 — 6,194,000 Exited $6.3M — — —
✕ OMNICOM GP/OMNICOM CAP 681919BA3 — 6,057,000 Exited $6.0M — — —
✕ Ally Financial Inc 36186CBY8 — 5,200,000 Exited $5.9M — — —
✕ MAXIM INTEGRATED PRODUCT 57772KAD3 — 5,931,000 Exited $5.8M — — —
✕ Unilever Capital Corp 904764AH0 — 4,800,000 Exited $5.7M — — —
✕ PRUDENTIAL PLC 74435KAB1 — 6,000,000 Exited $5.7M — — —
✕ ALPHABET INC 02079KAD9 — 6,479,000 Exited $5.5M — — —
✕ Southern Power Co 843646AM2 — 5,433,000 Exited $5.5M — — —
✕ Unum Group 91529YAK2 — 5,051,000 Exited $5.1M — — —
✕ DENTSPLY SIRONA INC 24906PAA7 — 5,900,000 Exited $5.0M — — —
✕ JACKSON FINANCIAL INC 46817MAK3 — 6,177,000 Exited $5.0M — — —
✕ Dollar General Corp 256677AC9 — 4,983,000 Exited $5.0M — — —
✕ CANADIAN PACIFIC RR CO 13645RAT1 — 4,880,000 Exited $4.9M — — —
✕ US BANK NA CINCINNATI 90331HMS9 — 4,950,000 Exited $4.9M — — —
✕ Johnson & Johnson 478160AL8 — 4,000,000 Exited $4.5M — — —
✕ Booking Holdings Inc 741503AZ9 — 4,494,000 Exited $4.5M — — —
✕ PRINCIPAL FINANCIAL GRP 74251VAH5 — 4,444,000 Exited $4.4M — — —
✕ ONTARIO (PROVINCE OF) 68323AFH2 — 5,000,000 Exited $4.4M — — —
✕ VISA INC 92826CAK8 — 5,000,000 Exited $4.2M — — —
✕ CI FINANCIAL CORP 125491AN0 — 5,196,000 Exited $4.1M — — —
✕ AON GLOBAL LTD 00185AAD6 — 4,000,000 Exited $4.0M — — —
✕ KILROY REALTY LP 49427RAR3 — 5,000,000 Exited $4.0M — — —
✕ PARAMOUNT GLOBAL 92556HAB3 — 3,993,000 Exited $3.9M — — —
✕ LABORATORY CORP OF AMER 50540RAN2 — 3,840,000 Exited $3.9M — — —
✕ Equinor ASA 85771PAG7 — 3,586,000 Exited $3.6M — — —
✕ STANCORP FINANCIAL GROUP 852891AC4 — 3,200,000 Exited $3.2M — — —
✕ PHILLIPS 66 CO 718547AG7 — 3,265,000 Exited $3.2M — — —
✕ Bank of America Corp 06051GFF1 — 3,120,000 Exited $3.2M — — —
✕ Campbell Soup Co 134429BA6 — 3,045,000 Exited $3.0M — — —
✕ Toyota Motor Credit Corp 89233P7F7 — 2,999,000 Exited $3.0M — — —
✕ AmerisourceBergen Corp 03073EAP0 — 3,000,000 Exited $3.0M — — —
✕ Hasbro Inc 418056AV9 — 2,900,000 Exited $2.8M — — —
✕ GLAXOSMITHKLINE CAP INC 377372AN7 — 2,700,000 Exited $2.8M — — —
✕ SHELL INTERNATIONAL FIN 822582CB6 — 2,700,000 Exited $2.7M — — —
✕ LABORATORY CORP OF AMER 50540RAU6 — 2,500,000 Exited $2.5M — — —
✕ KROGER CO 501044CS8 — 2,330,000 Exited $2.3M — — —
✕ Heineken NV 423012AD5 — 2,219,000 Exited $2.2M — — —
✕ EXXON MOBIL CORPORATION 30231GBK7 — 2,000,000 Exited $2.0M — — —
✕ PROCTER & GAMBLE CO/THE 742718FH7 — 2,000,000 Exited $2.0M — — —
✕ APPLE INC 037833DP2 — 2,000,000 Exited $1.9M — — —
✕ CIGNA CORP 125523AH3 — 1,700,000 Exited $1.7M — — —
✕ COMMONWEALTH BANK AUST 2027A0KF5 — 2,000,000 Exited $1.7M — — —
✕ BOSTON PROPERTIES LP 10112RBF0 — 2,000,000 Exited $1.6M — — —
✕ PARAMOUNT GLOBAL 925524AH3 — 1,212,000 Exited $1.4M — — —
✕ PRUDENTIAL PLC 74435KAA3 — 1,500,000 Exited $1.4M — — —
✕ Vodafone Group PLC 92857WBL3 — 1,400,000 Exited $1.4M — — —
✕ MOSAIC CO 61945CAC7 — 1,336,000 Exited $1.3M — — —
✕ AmerisourceBergen Corp 03073EAL9 — 1,223,000 Exited $1.2M — — —
✕ NetApp Inc 64110DAD6 — 1,088,000 Exited $1.1M — — —
✕ WELLS FARGO & COMPANY 949746SH5 — 1,090,000 Exited $1.1M — — —
✕ AMERICAN CAMPUS CMNTYS 024836AG3 — 1,000,000 Exited $1.0M — — —
✕ DTE Energy Co 233331AY3 — 1,000,000 Exited $1.0M — — —
✕ BOSTON PROPERTIES LP 10112RBE3 — 1,000,000 Exited $0.8M — — —
✕ Prudential Financial Inc 74432QCC7 — 789,000 Exited $0.8M — — —
✕ Cox Communications Inc 224044CJ4 — 400,000 Exited $0.4M — — —
✕ HUNTINGTON BANCSHARES 446150AS3 — 400,000 Exited $0.4M — — —
✕ ALLY FINANCIAL INC 02005NBP4 — 400,000 Exited $0.3M — — —
✕ Suncor Energy Inc 71644EAG7 — 268,000 Exited $0.3M — — —
✕ GE CAPITAL INTL FUNDING 36164QNA2 — 271,000 Exited $0.3M — — —
✕ JOHNSON CONTROLS INTL PL 478375AG3 — 165,000 Exited $0.2M — — —
✕ PARAMOUNT GLOBAL 124857AP8 — 75,000 Exited $0.1M — — —