0001752724-21-043936.txt : 20210226
0001752724-21-043936.hdr.sgml : 20210226
20210226163751
ACCESSION NUMBER: 0001752724-21-043936
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210226
PERIOD START: 20210630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SPDR SERIES TRUST
CENTRAL INDEX KEY: 0001064642
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08839
FILM NUMBER: 21689885
BUSINESS ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-664-1465
MAIL ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: STREETTRACKS SERIES TRUST
DATE OF NAME CHANGE: 20000925
FORMER COMPANY:
FORMER CONFORMED NAME: INDEX EXCHANGE LISTED SECURITIES TRUST
DATE OF NAME CHANGE: 19980622
0001064642
S000034874
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
C000107256
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
FLRN
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001064642
XXXXXXXX
S000034874
C000107256
SPDR SERIES TRUST
811-08839
0001064642
5493004JVD6CQEEJSS37
One Iron Street
Boston
02210
617-664-8594
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
S000034874
549300QJ0FR0L0XRBI28
2021-06-30
2020-12-31
N
2373929220.06
26870584.25
2347058635.81
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
UST
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JL4
3170000.00000000
PA
USD
3191619.40000000
0.135983794835
Long
DBT
CORP
AU
N
2
2022-03-10
Floating
0.93000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AG1
3500000.00000000
PA
USD
3500595.00000000
0.149148169823
Long
DBT
CORP
US
N
2
2022-08-12
Floating
0.32000000
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159KE5
2075000.00000000
PA
USD
2091724.50000000
0.089121101112
Long
DBT
CORP
CA
N
2
2022-09-19
Floating
0.86000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EQ2
1963000.00000000
PA
USD
1966611.92000000
0.083790489508
Long
DBT
CORP
US
N
2
2023-09-15
Floating
0.55000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAT3
2411000.00000000
PA
USD
2416111.32000000
0.102942094549
Long
DBT
CORP
US
N
2
2022-06-18
Floating
0.85000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDG3
6690000.00000000
PA
USD
6709601.70000000
0.285872776999
Long
DBT
CORP
US
N
2
2023-05-10
Floating
0.58000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167DP5
19069000.00000000
PA
USD
19083111.06000000
0.813064947285
Long
DBT
NUSS
XX
N
2
2021-06-16
Floating
0.41000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDS2
3066000.00000000
PA
USD
3075504.60000000
0.131036547322
Long
DBT
CORP
US
N
2
2022-03-04
Floating
0.62000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AX2
3998000.00000000
PA
USD
4004316.84000000
0.170610004322
Long
DBT
CORP
US
N
2
2024-02-15
Floating
0.84000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0HX0
5172000.00000000
PA
USD
5198687.52000000
0.221497982226
Long
DBT
CORP
AU
N
2
2021-09-06
Floating
1.06000000
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BA6
2300000.00000000
PA
USD
2300184.00000000
0.098002834906
Long
DBT
CORP
US
N
2
2021-03-08
Floating
0.88000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJJ9
3000000.00000000
PA
USD
3020790.00000000
0.128705348639
Long
DBT
CORP
US
N
2
2024-10-24
Floating
0.82000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AS3
2975000.00000000
PA
USD
2975595.00000000
0.126779746982
Long
DBT
CORP
US
N
2
2021-02-26
Floating
0.83000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7K4
3000000.00000000
PA
USD
3010410.00000000
0.128263092965
Long
DBT
CORP
CA
N
2
2023-10-26
Floating
0.54000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BN8
3074000.00000000
PA
USD
3093888.78000000
0.131819833249
Long
DBT
CORP
US
N
2
2022-08-01
Floating
0.82000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DT5
3435000.00000000
PA
USD
3435274.80000000
0.146365103435
Long
DBT
CORP
AU
N
2
2021-01-12
Floating
0.57000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAQ2
6649000.00000000
PA
USD
6697205.25000000
0.285344607408
Long
DBT
CORP
JP
N
2
2023-03-05
Floating
1.02000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AS3
6780000.00000000
PA
USD
6811866.00000000
0.290229902912
Long
DBT
CORP
JP
N
2
2023-03-02
Floating
0.97000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
29878TCY8
10793000.00000000
PA
USD
10816420.81000000
0.460850046307
Long
DBT
NUSS
XX
N
2
2023-01-19
Floating
0.32000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFQ6
4113000.00000000
PA
USD
4120979.22000000
0.175580582313
Long
DBT
CORP
US
N
2
2022-07-22
Floating
0.67000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWU4
21481000.00000000
PA
USD
21660795.97000000
0.922891130179
Long
DBT
CORP
US
N
2
2023-02-23
Floating
0.96000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAB8
3270000.00000000
PA
USD
3271144.50000000
0.139372082575
Long
DBT
CORP
SG
N
2
2021-04-23
Floating
0.69000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BH8
3060000.00000000
PA
USD
3060734.40000000
0.130407240505
Long
DBT
CORP
US
N
2
2021-04-01
Floating
0.39000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AL3
3275000.00000000
PA
USD
3367256.75000000
0.143467091048
Long
DBT
CORP
IT
N
2
2022-01-14
Floating
4.13000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DV3
9850000.00000000
PA
USD
9913926.50000000
0.422397904710
Long
DBT
CORP
US
N
2
2022-02-15
Floating
1.12000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CD6
3200000.00000000
PA
USD
3202656.00000000
0.136454025951
Long
DBT
CORP
US
N
2
2022-08-19
Floating
0.46000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AS0
3000000.00000000
PA
USD
3006210.00000000
0.128084145582
Long
DBT
CORP
US
N
2
2023-11-01
Floating
0.68000000
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AF1
8712000.00000000
PA
USD
8769063.60000000
0.373619281010
Long
DBT
CORP
JP
N
2
2021-09-13
Floating
1.28000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AS2
3787000.00000000
PA
USD
3833428.62000000
0.163329052010
Long
DBT
CORP
US
N
2
2023-01-30
Floating
0.94000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BR0
9655000.00000000
PA
USD
9697192.35000000
0.413163616879
Long
DBT
CORP
GB
N
2
2022-09-10
Floating
1.43000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BG3
290000.00000000
PA
USD
293465.50000000
0.012503543606
Long
DBT
CORP
GB
N
2
2022-01-05
Floating
1.74000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2Z1
2940000.00000000
PA
USD
2941411.20000000
0.125323294233
Long
DBT
CORP
US
N
2
2021-03-08
Floating
0.53000000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCN4
2168000.00000000
PA
USD
2173853.60000000
0.092620336229
Long
DBT
CORP
US
N
2
2021-11-06
Floating
1.33000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XX29
3649000.00000000
PA
USD
3649912.25000000
0.155510058177
Long
DBT
CORP
CA
N
2
2021-01-25
Floating
0.61000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBC3
3080000.00000000
PA
USD
3101498.40000000
0.132144052674
Long
DBT
CORP
US
N
2
2022-02-25
Floating
0.93000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBD0
1230000.00000000
PA
USD
1241279.10000000
0.052886582425
Long
DBT
CORP
NZ
N
2
2022-01-25
Floating
1.22000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KX8
13625000.00000000
PA
USD
13853218.75000000
0.590237437558
Long
DBT
CORP
US
N
2
2023-09-01
Floating
1.66000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAS9
2575000.00000000
PA
USD
2575437.75000000
0.109730439227
Long
DBT
CORP
US
N
2
2021-01-25
Floating
0.48000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607RAE0
2760000.00000000
PA
USD
2790939.60000000
0.118912223044
Long
DBT
CORP
CA
N
2
2023-09-13
Floating
0.88000000
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAU3
4036000.00000000
PA
USD
4079387.00000000
0.173808482573
Long
DBT
CORP
JP
N
2
2024-09-11
Floating
1.22000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BL3
5585000.00000000
PA
USD
5617839.80000000
0.239356602101
Long
DBT
CORP
GB
N
2
2023-01-20
Floating
1.37000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFY0
2791000.00000000
PA
USD
2812462.79000000
0.119829251263
Long
DBT
CORP
US
N
2
2022-10-21
Floating
1.39000000
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013X6E3
3059000.00000000
PA
USD
3072276.06000000
0.130898990469
Long
DBT
CORP
CA
N
2
2022-04-29
Floating
0.68000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AT0
2879000.00000000
PA
USD
2908740.07000000
0.123931291090
Long
DBT
CORP
US
N
2
2023-01-30
Floating
1.08000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DP6
5795000.00000000
PA
USD
5821599.05000000
0.248038074600
Long
DBT
CORP
US
N
2
2021-11-05
Floating
0.89000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AP6
9534000.00000000
PA
USD
9592443.42000000
0.408700629530
Long
DBT
CORP
GG
N
2
2021-04-16
Floating
2.51000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAN7
2810000.00000000
PA
USD
2831608.90000000
0.120645000376
Long
DBT
CORP
FR
N
2
2022-07-20
Floating
0.95000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBT1
19120000.00000000
PA
USD
19126692.00000000
0.814921779463
Long
DBT
NUSS
NL
N
2
2021-12-15
Floating
0.29000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEE2
23924000.00000000
PA
USD
23935962.00000000
1.019828036453
Long
DBT
CORP
US
N
2
2022-01-20
Floating
1.40000000
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058HC0
5000000.00000000
PA
USD
5014250.00000000
0.213639741397
Long
DBT
NUSS
XX
N
2
2024-08-06
Floating
0.39000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAU2
3430000.00000000
PA
USD
3431646.40000000
0.146210509939
Long
DBT
CORP
US
N
2
2022-02-19
Floating
0.76000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBG2
2035000.00000000
PA
USD
2049061.85000000
0.087303394075
Long
DBT
CORP
US
N
2
2022-06-15
Floating
0.99000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAQ0
2770000.00000000
PA
USD
2811522.30000000
0.119789180257
Long
DBT
CORP
FR
N
2
2023-07-20
Floating
1.18000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BV4
3509000.00000000
PA
USD
3516509.26000000
0.149826221055
Long
DBT
CORP
US
N
2
2023-09-29
Floating
0.77000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG Bank NV
62944BBV5
11200000.00000000
PA
USD
11199776.00000000
0.477183476761
Long
DBT
CORP
NL
N
2
2022-03-11
Floating
0.29000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAC7
9439000.00000000
PA
USD
9448533.39000000
0.402569124002
Long
DBT
CORP
US
N
2
2021-06-25
Floating
0.88000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDC7
2405000.00000000
PA
USD
2408775.85000000
0.102629555702
Long
DBT
CORP
US
N
2
2023-11-17
Floating
1.28000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2P3
3039000.00000000
PA
USD
3043862.40000000
0.129688383304
Long
DBT
CORP
US
N
2
2021-09-07
Floating
0.51000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
87031CAA1
3000000.00000000
PA
USD
3055080.00000000
0.130166326200
Long
DBT
CORP
SE
N
2
2023-05-25
Floating
1.09000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TJY7
3756000.00000000
PA
USD
3774517.08000000
0.160819036321
Long
DBT
CORP
CA
N
2
2021-08-27
Floating
1.02000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAC1
1872000.00000000
PA
USD
1892442.24000000
0.080630377576
Long
DBT
CORP
FR
N
2
2022-01-10
Floating
1.65000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCB5
1304000.00000000
PA
USD
1310350.48000000
0.055829473537
Long
DBT
CORP
US
N
2
2022-11-16
Floating
0.69000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCR9
4000000.00000000
PA
USD
4002360.00000000
0.170526630180
Long
DBT
CORP
US
N
2
2022-01-07
Floating
0.37000000
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EB5
1575000.00000000
PA
USD
1598310.00000000
0.068098426499
Long
DBT
CORP
AU
N
2
2024-02-26
Floating
1.00000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPB3
6970000.00000000
PA
USD
6970000.00000000
0.296967442298
Long
DBT
CORP
US
N
2
2021-02-04
Floating
0.53000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNQ2
8125000.00000000
PA
USD
8130118.75000000
0.346396064672
Long
DBT
CORP
US
N
2
2021-04-26
Floating
0.53000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WYH0
3000000.00000000
PA
USD
3023310.00000000
0.128812717069
Long
DBT
CORP
CA
N
2
2023-03-10
Floating
0.77000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DW8
4721000.00000000
PA
USD
4748051.33000000
0.202297942520
Long
DBT
CORP
AU
N
2
2021-11-04
Floating
0.93000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EA44
3000000.00000000
PA
USD
3000750.00000000
0.127851513985
Long
DBT
CORP
CA
N
2
2023-12-08
Floating
0.44000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRW2
19473000.00000000
PA
USD
19813388.04000000
0.844179507818
Long
DBT
CORP
US
N
2
2023-10-24
Floating
1.44000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPD9
4250000.00000000
PA
USD
4268827.50000000
0.181879882967
Long
DBT
CORP
US
N
2
2022-05-23
Floating
0.65000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAD2
4845000.00000000
PA
USD
4858905.15000000
0.207021037986
Long
DBT
CORP
JP
N
2
2021-03-09
Floating
1.91000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LSX0
5252000.00000000
PA
USD
5294698.76000000
0.225588687015
Long
DBT
CORP
US
N
2
2022-06-27
Floating
0.98000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KZD2
4245000.00000000
PA
USD
4274587.65000000
0.182125302912
Long
DBT
CORP
CA
N
2
2022-02-01
Floating
0.94000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BM0
3566000.00000000
PA
USD
3572454.46000000
0.152209851321
Long
DBT
CORP
DE
N
2
2022-11-16
Floating
1.41000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBE0
1842000.00000000
PA
USD
1844357.76000000
0.078581665232
Long
DBT
CORP
US
N
2
2024-02-14
Floating
0.52000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCC0
9340000.00000000
PA
USD
9344296.40000000
0.398127948634
Long
DBT
CORP
CA
N
2
2021-03-17
Floating
0.50000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPK3
10156000.00000000
PA
USD
10164835.72000000
0.433088273335
Long
DBT
CORP
US
N
2
2022-01-21
Floating
0.39000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DV0
5110000.00000000
PA
USD
5128140.50000000
0.218492219229
Long
DBT
CORP
AU
N
2
2021-09-20
Floating
0.82000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDE0
2952000.00000000
PA
USD
2952590.40000000
0.125799601038
Long
DBT
CORP
US
N
2
2021-01-28
Floating
0.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBD6
500000.00000000
PA
USD
502995.00000000
0.021430866375
Long
DBT
CORP
US
N
2
2022-03-11
Floating
0.87000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CE7
6876000.00000000
PA
USD
6918287.40000000
0.294764148387
Long
DBT
CORP
US
N
2
2022-05-20
Floating
0.84000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AK2
3299000.00000000
PA
USD
3304971.19000000
0.140813320109
Long
DBT
CORP
US
N
2
2023-08-11
Floating
0.41000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905UUZ5
11703000.00000000
PA
USD
11706861.99000000
0.498788645983
Long
DBT
NUSS
XX
N
2
2021-02-11
Floating
0.49000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167DY6
8950000.00000000
PA
USD
8950447.50000000
0.381347417718
Long
DBT
NUSS
XX
N
2
2021-03-16
Floating
0.27000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SJ1
14860000.00000000
PA
USD
15084980.40000000
0.642718514562
Long
DBT
CORP
US
N
2
2023-10-31
Floating
1.44000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AX7
2934000.00000000
PA
USD
2934498.78000000
0.125028780075
Long
DBT
CORP
US
N
2
2021-03-01
Floating
0.88000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KD2
12917000.00000000
PA
USD
12934825.46000000
0.551107895757
Long
DBT
CORP
US
N
2
2021-05-13
Floating
0.62000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGK5
5552000.00000000
PA
USD
5561216.32000000
0.236944072685
Long
DBT
CORP
US
N
2
2021-10-07
Floating
0.51000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFR1
2334000.00000000
PA
USD
2334116.70000000
0.099448589156
Long
DBT
CORP
US
N
2
2021-01-08
Floating
0.77000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ACR0
1250000.00000000
PA
USD
1258787.50000000
0.053632554414
Long
DBT
CORP
AU
N
2
2021-11-23
Floating
1.08000000
N
N
N
N
N
N
RECKITT BENCKISER TSY
213800LAXWIUOOBZ3908
Reckitt Benckiser Treasury Services PLC
75625QAF6
5319000.00000000
PA
USD
5344690.77000000
0.227718672574
Long
DBT
CORP
GB
N
2
2022-06-24
Floating
0.80000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUJ6
3624000.00000000
PA
USD
3629254.80000000
0.154629916126
Long
DBT
CORP
US
N
2
2021-09-10
Floating
0.49000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CN7
5890000.00000000
PA
USD
5958382.90000000
0.253865958399
Long
DBT
NUSS
KR
N
2
2022-11-01
Floating
1.14000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CT4
1677000.00000000
PA
USD
1679431.65000000
0.071554737677
Long
DBT
NUSS
KR
N
2
2021-06-01
Floating
0.80000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBB4
3450000.00000000
PA
USD
3466180.50000000
0.147681887751
Long
DBT
CORP
JP
N
2
2023-09-13
Floating
1.07000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CA8
3580000.00000000
PA
USD
3592780.60000000
0.153075877406
Long
DBT
CORP
NL
N
2
2023-11-13
Floating
0.62000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAV9
1500000.00000000
PA
USD
1501875.00000000
0.063989666772
Long
DBT
CORP
US
N
2
2021-07-08
Floating
1.17000000
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CB8
6092000.00000000
PA
USD
6099493.16000000
0.259878175471
Long
DBT
CORP
US
N
2
2021-04-16
Floating
0.77000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAL8
3855000.00000000
PA
USD
3863211.15000000
0.164597981961
Long
DBT
CORP
US
N
2
2021-06-28
Floating
0.77000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDX9
9666000.00000000
PA
USD
9770586.12000000
0.416290669986
Long
DBT
CORP
US
N
2
2022-03-16
Floating
1.22000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GA9
8350000.00000000
PA
USD
8351837.00000000
0.355842707658
Long
DBT
CORP
US
N
2
2023-07-28
Floating
0.60000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DM3
2150000.00000000
PA
USD
2160427.50000000
0.092048296835
Long
DBT
CORP
US
N
2
2023-05-04
Floating
1.06000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAZ3
4000000.00000000
PA
USD
4005240.00000000
0.170649336956
Long
DBT
CORP
US
N
2
2023-09-15
Floating
1.37000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHK8
1286000.00000000
PA
USD
1304068.30000000
0.055561811712
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.17000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
50048MBT6
11800000.00000000
PA
USD
11809440.00000000
0.503159137987
Long
DBT
NUSS
NO
N
2
2021-09-08
Floating
0.36000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CX4
3240000.00000000
PA
USD
3250076.40000000
0.138474444157
Long
DBT
NUSS
KR
N
2
2022-10-01
Floating
0.71000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAT7
3810000.00000000
PA
USD
3837660.60000000
0.163509361949
Long
DBT
CORP
JP
N
2
2022-10-18
Floating
0.96000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAY9
3198000.00000000
PA
USD
3217156.02000000
0.137071821339
Long
DBT
CORP
US
N
2
2022-04-01
Floating
0.89000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEC6
17442000.00000000
PA
USD
17767642.14000000
0.757017394832
Long
DBT
CORP
US
N
2
2023-10-24
Floating
1.61000000
N
N
N
N
N
N
NBCUNIVERSAL ENTERPRISE
N/A
NBCUniversal Enterprise Inc
63946CAG3
3157000.00000000
PA
USD
3159557.17000000
0.134617734801
Long
DBT
CORP
US
N
2
2021-04-01
Floating
0.64000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159JF4
3164000.00000000
PA
USD
3183426.96000000
0.135634743479
Long
DBT
CORP
CA
N
2
2022-03-07
Floating
0.87000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCN9
2155000.00000000
PA
USD
2158426.45000000
0.091963039059
Long
DBT
CORP
US
N
2
2021-12-10
Floating
0.52000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BR9
22634000.00000000
PA
USD
22787911.20000000
0.970913587428
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
1.22000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BM1
978000.00000000
PA
USD
982459.68000000
0.041859187708
Long
DBT
CORP
US
N
2
2022-03-03
Floating
0.71000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAK8
2398000.00000000
PA
USD
2406536.88000000
0.102534160982
Long
DBT
CORP
US
N
2
2022-03-06
Floating
0.60000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XKH0
13615000.00000000
PA
USD
13630521.10000000
0.580749065746
Long
DBT
CORP
CA
N
2
2021-04-30
Floating
0.60000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC55
3373000.00000000
PA
USD
3411114.90000000
0.145335734180
Long
DBT
CORP
CA
N
2
2023-07-19
Floating
0.86000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FH4
3686000.00000000
PA
USD
3700707.14000000
0.157674251658
Long
DBT
CORP
US
N
2
2022-09-01
Floating
0.62000000
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEF2
2215000.00000000
PA
USD
2225366.20000000
0.094815108836
Long
DBT
CORP
US
N
2
2023-01-13
Floating
0.66000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAG0
3269000.00000000
PA
USD
3268967.31000000
0.139279320087
Long
DBT
CORP
HK
N
2
2021-09-20
Floating
0.76000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BB1
2508000.00000000
PA
USD
2518182.48000000
0.107290991438
Long
DBT
CORP
US
N
2
2022-05-16
Floating
0.60000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VKY1
14055000.00000000
PA
USD
14070601.05000000
0.599499340805
Long
DBT
NUSS
XX
N
2
2022-12-15
Floating
0.29000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDJ9
2750000.00000000
PA
USD
2763062.50000000
0.117724476834
Long
DBT
CORP
US
N
2
2022-07-12
Floating
0.66000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAW3
2895000.00000000
PA
USD
2908230.15000000
0.123909565173
Long
DBT
CORP
GB
N
2
2021-11-15
Floating
0.88000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBB0
5200000.00000000
PA
USD
5212220.00000000
0.222074554102
Long
DBT
CORP
CA
N
2
2022-02-18
Floating
0.72000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUG2
2519000.00000000
PA
USD
2541922.90000000
0.108302488110
Long
DBT
CORP
US
N
2
2023-06-07
Floating
0.78000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAX3
5234000.00000000
PA
USD
5266189.10000000
0.224373989624
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.10000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2H1
8826000.00000000
PA
USD
8829265.62000000
0.376184279561
Long
DBT
CORP
US
N
2
2021-03-15
Floating
0.45000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAP5
4828000.00000000
PA
USD
4863823.76000000
0.207230602840
Long
DBT
CORP
JP
N
2
2022-07-12
Floating
1.00000000
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBG3
2000000.00000000
PA
USD
2021140.00000000
0.086113741223
Long
DBT
CORP
JP
N
2
2024-07-10
Floating
1.21000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDG4
1897000.00000000
PA
USD
1898479.66000000
0.080887611030
Long
DBT
CORP
US
N
2
2021-06-15
Floating
0.48000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDP3
3737000.00000000
PA
USD
3753106.47000000
0.159906804744
Long
DBT
CORP
US
N
2
2023-09-08
Floating
0.65000000
N
N
N
N
N
N
MUFG UNION BANK NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
624786FV6
2000000.00000000
PA
USD
2011680.00000000
0.085710683546
Long
DBT
CORP
US
N
2
2022-12-09
Floating
0.80000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAC3
4220000.00000000
PA
USD
4235740.60000000
0.180470165311
Long
DBT
CORP
JP
N
2
2021-04-12
Floating
1.70000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCC3
3731000.00000000
PA
USD
3731895.44000000
0.159003076576
Long
DBT
CORP
US
N
2
2021-02-12
Floating
0.42000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CA5
6600000.00000000
PA
USD
6683160.00000000
0.284746188187
Long
DBT
CORP
GB
N
2
2025-03-11
Floating
1.45000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MA6
4920000.00000000
PA
USD
4977367.20000000
0.212068293653
Long
DBT
CORP
US
N
2
2024-06-01
Floating
1.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAJ7
16390000.00000000
PA
USD
16456871.20000000
0.701170006957
Long
DBT
CORP
US
N
2
2022-07-22
Floating
1.15000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JS9
3195000.00000000
PA
USD
3223467.45000000
0.137340729405
Long
DBT
CORP
AU
N
2
2022-09-18
Floating
0.92000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
51511CAN8
7211000.00000000
PA
USD
7218283.11000000
0.307545921515
Long
DBT
CORP
DE
N
2
2021-06-03
Floating
0.48000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAD8
13964000.00000000
PA
USD
14088139.96000000
0.600246612719
Long
DBT
CORP
US
N
2
2023-04-25
Floating
1.11000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAQ4
2620000.00000000
PA
USD
2624270.60000000
0.111811037012
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
1.28000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CN6
4960000.00000000
PA
USD
4984849.60000000
0.212387092676
Long
DBT
NUSS
KR
N
2
2022-02-27
Floating
0.94000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BT6
2691000.00000000
PA
USD
2695171.05000000
0.114831858432
Long
DBT
CORP
US
N
2
2021-02-23
Floating
1.34000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAJ3
1690000.00000000
PA
USD
1681043.00000000
0.071623391693
Long
DBT
CORP
KY
Y
2
2023-01-19
Floating
0.82000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVW1
7282000.00000000
PA
USD
7302171.14000000
0.311120098517
Long
DBT
CORP
US
N
2
2021-04-23
Floating
1.57000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367T4X5
6017000.00000000
PA
USD
6023979.72000000
0.256660810603
Long
DBT
CORP
CA
N
2
2021-04-13
Floating
0.68000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EB81
10592000.00000000
PA
USD
10956576.64000000
0.466821598439
Long
DBT
CORP
US
N
2
2023-11-29
Floating
1.82000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBM6
4366000.00000000
PA
USD
4399574.54000000
0.187450559303
Long
DBT
CORP
US
N
2
2022-03-09
Floating
1.18000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740BA6
2722000.00000000
PA
USD
2692656.84000000
0.114724736694
Long
DBT
CORP
US
N
2
2022-07-13
Floating
0.87000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8G9
5180000.00000000
PA
USD
5192483.80000000
0.221233663308
Long
DBT
CORP
US
N
2
2021-02-25
Floating
1.98000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069XZ9
3256000.00000000
PA
USD
3256846.56000000
0.138762897113
Long
DBT
CORP
CA
N
2
2021-02-02
Floating
0.53000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AM7
7260000.00000000
PA
USD
7275826.80000000
0.309997657876
Long
DBT
CORP
US
N
2
2021-06-15
Floating
0.82000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DBD3
6045000.00000000
PA
USD
6100493.10000000
0.259920779435
Long
DBT
CORP
FR
N
2
2022-05-31
Floating
1.11000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAD2
2850000.00000000
PA
USD
2873256.00000000
0.122419438362
Long
DBT
CORP
NO
N
2
2022-12-02
Floating
0.85000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2A4
2210000.00000000
PA
USD
2226597.10000000
0.094867553201
Long
DBT
CORP
US
N
2
2022-05-13
Floating
0.96000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAG2
3215000.00000000
PA
USD
3262871.35000000
0.139019592447
Long
DBT
CORP
CH
N
2
2022-02-01
Floating
1.74000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VKB1
10538000.00000000
PA
USD
10555809.22000000
0.449746293464
Long
DBT
NUSS
XX
N
2
2021-12-15
Floating
0.40000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAR9
8518000.00000000
PA
USD
8540487.52000000
0.363880449755
Long
DBT
CORP
US
N
2
2021-07-23
Floating
0.78000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M2B6
5500000.00000000
PA
USD
5532615.00000000
0.235725469981
Long
DBT
NUSS
XX
N
2
2024-06-17
Floating
0.48000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q3D9
6219000.00000000
PA
USD
6227209.08000000
0.265319706333
Long
DBT
CORP
US
N
2
2021-11-12
Floating
0.41000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTA9
3382000.00000000
PA
USD
3387918.50000000
0.144347416306
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.70000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LAT2
3360000.00000000
PA
USD
3361209.60000000
0.143209443032
Long
DBT
CORP
US
N
2
2021-03-02
Floating
1.17000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CV2
1500000.00000000
PA
USD
1499550.00000000
0.063890606613
Long
DBT
CORP
US
N
2
2023-09-14
Floating
0.57000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48129AAA0
1256000.00000000
PA
USD
1271787.92000000
0.054186457065
Long
DBT
CORP
US
N
2
2025-01-10
Floating
1.07000000
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BB8
767000.00000000
PA
USD
768687.40000000
0.032751094850
Long
DBT
CORP
US
N
2
2021-11-05
Floating
0.94000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764AU4
3302000.00000000
PA
USD
3318972.28000000
0.141409857826
Long
DBT
CORP
US
N
2
2022-03-03
Floating
0.76000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAE1
1340000.00000000
PA
USD
1328409.00000000
0.056598884226
Long
DBT
CORP
US
N
2
2021-07-30
Floating
0.88000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AW2
2130000.00000000
PA
USD
2139648.90000000
0.091162993005
Long
DBT
CORP
US
N
2
2021-09-24
Floating
1.10000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BF0
2738000.00000000
PA
USD
2751115.02000000
0.117215436292
Long
DBT
CORP
JP
N
2
2022-03-07
Floating
0.93000000
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BU2
3454000.00000000
PA
USD
3480423.10000000
0.148288715369
Long
DBT
CORP
US
N
2
2022-06-06
Floating
1.26000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCZ4
2702000.00000000
PA
USD
2706296.18000000
0.115305861502
Long
DBT
CORP
US
N
2
2021-08-06
Floating
0.55000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AS7
2757000.00000000
PA
USD
2777594.79000000
0.118343647134
Long
DBT
CORP
GB
N
2
2023-08-17
Floating
0.89000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEB8
8867000.00000000
PA
USD
8901935.98000000
0.379280510685
Long
DBT
CORP
US
N
2
2021-04-21
Floating
1.61000000
N
N
N
N
N
N
Industrial Bank of Korea
988400RBIWE3YA18PK12
Industrial Bank of Korea
45604GAE9
5750000.00000000
PA
USD
5760580.00000000
0.245438265244
Long
DBT
CORP
KR
N
2
2021-08-02
Floating
0.81000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5U7
2575000.00000000
PA
USD
2582853.75000000
0.110046409177
Long
DBT
CORP
US
N
2
2021-10-22
Floating
0.73000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAF6
7522000.00000000
PA
USD
7576007.96000000
0.322787332383
Long
DBT
CORP
JP
N
2
2021-09-13
Floating
1.36000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CC6
2839000.00000000
PA
USD
2881868.90000000
0.122786404056
Long
DBT
CORP
US
N
2
2023-10-17
Floating
1.23000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2F7
3095000.00000000
PA
USD
3120255.20000000
0.132943214642
Long
DBT
CORP
US
N
2
2022-07-01
Floating
1.47000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EH2
4893000.00000000
PA
USD
4897648.35000000
0.208671750900
Long
DBT
CORP
US
N
2
2021-06-23
Floating
0.47000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAY6
3234000.00000000
PA
USD
3238333.56000000
0.137974122614
Long
DBT
CORP
US
N
2
2021-05-04
Floating
0.70000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AB0
3646000.00000000
PA
USD
3656062.96000000
0.155772118523
Long
DBT
CORP
JP
N
2
2021-03-01
Floating
2.11000000
N
N
N
N
N
N
TD AMERITRADE HOLDING CO
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236YAG3
4547000.00000000
PA
USD
4561459.46000000
0.194347912336
Long
DBT
CORP
US
N
2
2021-11-01
Floating
0.64000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
50048MCR9
3000000.00000000
PA
USD
3000360.00000000
0.127834897442
Long
DBT
NUSS
NO
N
2
2021-04-15
Floating
0.28000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBQ1
2125000.00000000
PA
USD
2137133.75000000
0.091055831217
Long
DBT
CORP
US
N
2
2022-02-01
Floating
0.85000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THS7
5000000.00000000
PA
USD
4999600.00000000
0.213015555884
Long
DBT
CORP
US
N
2
2022-06-13
Floating
0.39000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SL6
8698000.00000000
PA
USD
8772628.84000000
0.373771183478
Long
DBT
CORP
US
N
2
2023-01-24
Floating
1.32000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LN9
5406000.00000000
PA
USD
5453734.98000000
0.232364666855
Long
DBT
CORP
US
N
2
2023-07-24
Floating
1.16000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DR6
4600000.00000000
PA
USD
4604462.00000000
0.196180100903
Long
DBT
NUSS
XX
N
2
2025-02-04
Floating
0.34000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFG4
3866000.00000000
PA
USD
3876399.54000000
0.165159893359
Long
DBT
CORP
US
N
2
2021-10-28
Floating
0.65000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAR4
1758000.00000000
PA
USD
1757982.42000000
0.074901512607
Long
DBT
CORP
US
N
2
2021-08-20
Floating
0.66000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LB5
6106000.00000000
PA
USD
6154420.58000000
0.262218441674
Long
DBT
CORP
US
N
2
2021-12-08
Floating
1.30000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2X6
6006000.00000000
PA
USD
6013567.56000000
0.256217184702
Long
DBT
CORP
US
N
2
2021-05-17
Floating
0.61000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBH0
3692000.00000000
PA
USD
3701230.00000000
0.157696528903
Long
DBT
CORP
CA
N
2
2021-04-07
Floating
1.22000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBG9
4088000.00000000
PA
USD
4102103.60000000
0.174776357838
Long
DBT
CORP
US
N
2
2022-04-14
Floating
0.76000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ADC2
6755000.00000000
PA
USD
6765672.90000000
0.288261775686
Long
DBT
CORP
AU
N
2
2021-05-17
Floating
0.68000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159KU9
3622000.00000000
PA
USD
3622108.66000000
0.154325443972
Long
DBT
CORP
CA
N
2
2021-01-08
Floating
0.52000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LH2
13635000.00000000
PA
USD
13757715.00000000
0.586168355152
Long
DBT
CORP
US
N
2
2022-04-25
Floating
1.17000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAE7
8843000.00000000
PA
USD
8884473.67000000
0.378536502431
Long
DBT
CORP
CH
N
2
2021-04-14
Floating
2.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBK4
5386000.00000000
PA
USD
5397310.60000000
0.229960620397
Long
DBT
CORP
US
N
2
2021-11-19
Floating
0.69000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAK8
2520000.00000000
PA
USD
2539076.40000000
0.108181208652
Long
DBT
CORP
NL
N
2
2022-01-10
Floating
1.05000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAJ5
2300000.00000000
PA
USD
2287810.00000000
0.097475621831
Long
DBT
CORP
KY
N
2
2023-01-19
Floating
0.82000000
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHJ1
7980000.00000000
PA
USD
8002663.20000000
0.340965627270
Long
DBT
CORP
US
N
2
2022-06-25
Floating
0.90000000
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AE8
2460000.00000000
PA
USD
2490504.00000000
0.106111707735
Long
DBT
CORP
CH
N
2
2023-12-14
Floating
1.42000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BC2
2945000.00000000
PA
USD
2947679.95000000
0.125590383854
Long
DBT
CORP
US
N
2
2021-03-15
Floating
0.85000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CN8
7567000.00000000
PA
USD
7605667.37000000
0.324051016619
Long
DBT
CORP
US
N
2
2022-02-09
Floating
0.71000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740AW9
4182000.00000000
PA
USD
4177399.80000000
0.177984466866
Long
DBT
CORP
US
N
2
2022-01-13
Floating
1.11000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBN9
7050000.00000000
PA
USD
7146726.00000000
0.304497122098
Long
DBT
CORP
GB
N
2
2024-01-16
Floating
1.22000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDQ4
5000000.00000000
PA
USD
5005950.00000000
0.213286107284
Long
DBT
NUSS
XX
N
2
2022-08-19
Floating
0.34000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAP3
2450000.00000000
PA
USD
2450882.00000000
0.104423552211
Long
DBT
CORP
SE
N
2
2023-09-01
Floating
0.55000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5M5
4035000.00000000
PA
USD
4035443.85000000
0.171936217886
Long
DBT
CORP
US
N
2
2021-01-15
Floating
0.55000000
N
N
N
N
N
N
KUNTARAHOITUS OYJ
529900HEKOENJHPNN480
Kuntarahoitus Oyj
62628PAF3
2980000.00000000
PA
USD
2980327.80000000
0.126981395118
Long
DBT
NUSS
FI
N
2
2021-02-17
Floating
0.27000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CJ5
3436000.00000000
PA
USD
3447235.72000000
0.146874716609
Long
DBT
CORP
US
N
2
2022-05-16
Floating
0.60000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CX5
4320000.00000000
PA
USD
4335292.80000000
0.184711738081
Long
DBT
NUSS
KR
N
2
2022-06-25
Floating
0.78000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LTG6
1100000.00000000
PA
USD
1100539.00000000
0.046890136582
Long
DBT
CORP
US
N
2
2021-03-16
Floating
0.53000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WBW0
3035000.00000000
PA
USD
3041828.75000000
0.129601736556
Long
DBT
CORP
US
N
2
2021-11-05
Floating
0.57000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KL4
8563000.00000000
PA
USD
8589716.56000000
0.365977927817
Long
DBT
CORP
US
N
2
2021-03-30
Floating
1.62000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWD2
12314000.00000000
PA
USD
12346755.24000000
0.526052270344
Long
DBT
CORP
US
N
2
2022-04-26
Floating
1.32000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AV7
4446000.00000000
PA
USD
4449645.72000000
0.189583918020
Long
DBT
CORP
US
N
2
2021-05-21
Floating
0.53000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WCM6
7300000.00000000
PA
USD
7301971.00000000
0.311111571248
Long
DBT
NUSS
XX
N
2
2022-03-15
Floating
0.25000000
N
N
N
N
N
N
CREDIT AGRICOLE CIB
1VUV7VQFKUOQSJ21A208
Credit Agricole Corporate & Investment Bank SA
22533B2G9
1875000.00000000
PA
USD
1876912.50000000
0.079968709403
Long
DBT
CORP
FR
N
2
2021-05-03
Floating
0.62000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFU7
7750000.00000000
PA
USD
7761702.50000000
0.330699130459
Long
DBT
CORP
US
N
2
2023-02-24
Floating
0.53000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGJ2
10232000.00000000
PA
USD
10334320.00000000
0.440309408649
Long
DBT
CORP
US
N
2
2023-04-24
Floating
1.21000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUZ0
2300000.00000000
PA
USD
2313455.00000000
0.098568266028
Long
DBT
CORP
US
N
2
2022-06-13
Floating
0.71000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FR9
4134000.00000000
PA
USD
4141027.80000000
0.176434782532
Long
DBT
CORP
US
N
2
2021-06-25
Floating
0.65000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAH1
8565000.00000000
PA
USD
8571338.10000000
0.365194885599
Long
DBT
CORP
SE
N
2
2021-05-17
Floating
0.65000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764AP5
1419000.00000000
PA
USD
1424704.38000000
0.060701695230
Long
DBT
CORP
US
N
2
2021-11-15
Floating
0.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JD0
3500000.00000000
PA
USD
3501050.00000000
0.149167555790
Long
DBT
CORP
US
N
2
2022-06-16
Floating
1.70000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAG8
5613000.00000000
PA
USD
5630680.95000000
0.239903718811
Long
DBT
CORP
GB
N
2
2021-06-21
Floating
1.04000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAY5
3290000.00000000
PA
USD
3306548.70000000
0.140880532320
Long
DBT
CORP
JP
N
2
2023-07-16
Floating
1.07000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCR0
1385000.00000000
PA
USD
1385069.25000000
0.059012980283
Long
DBT
CORP
US
N
2
2021-01-08
Floating
0.70000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BU3
3465000.00000000
PA
USD
3527785.80000000
0.150306675179
Long
DBT
CORP
US
N
2
2023-05-11
Floating
1.11000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BV0
5727000.00000000
PA
USD
5734960.53000000
0.244346708791
Long
DBT
CORP
US
N
2
2021-05-17
Floating
0.75000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ACL3
2420000.00000000
PA
USD
2429220.20000000
0.103500618303
Long
DBT
CORP
AU
N
2
2021-06-01
Floating
1.22000000
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAJ0
1518000.00000000
PA
USD
1525347.12000000
0.064989732115
Long
DBT
CORP
US
N
2
2022-03-07
Floating
0.83000000
N
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAF0
8458000.00000000
PA
USD
8459522.44000000
0.360430809479
Long
DBT
CORP
US
N
2
2021-02-05
Floating
0.38000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5Z6
7760000.00000000
PA
USD
7794764.80000000
0.332107799995
Long
DBT
CORP
US
N
2
2022-09-09
Floating
0.89000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFR4
6637000.00000000
PA
USD
6653658.87000000
0.283489247711
Long
DBT
CORP
US
N
2
2022-12-09
Floating
0.66000000
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAJ9
4041000.00000000
PA
USD
4074014.97000000
0.173579599070
Long
DBT
CORP
JP
N
2
2021-10-19
Floating
1.36000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RT0
10796000.00000000
PA
USD
10818455.68000000
0.460936745036
Long
DBT
CORP
US
N
2
2021-03-04
Floating
1.57000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAG2
3679000.00000000
PA
USD
3678558.52000000
0.156730576044
Long
DBT
CORP
US
N
2
2023-04-05
Floating
0.69000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAD5
8180000.00000000
PA
USD
8257628.20000000
0.351828798565
Long
DBT
CORP
CH
N
2
2023-08-15
Floating
1.17000000
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XW61
1489000.00000000
PA
USD
1504113.35000000
0.064085035075
Long
DBT
CORP
CA
N
2
2023-10-05
Floating
0.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXK5
6000000.00000000
PA
USD
6005760.00000000
0.255884531744
Long
DBT
CORP
US
N
2
2023-11-17
Floating
0.62000000
N
N
N
N
N
N
KEB HANA BANK
6RPK2YDJN6L35AS0M510
KEB Hana Bank
482466AF6
2840000.00000000
PA
USD
2850905.60000000
0.121467165604
Long
DBT
CORP
KR
N
2
2022-10-02
Floating
0.94000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAT2
5154000.00000000
PA
USD
5198633.64000000
0.221495686587
Long
DBT
CORP
GB
N
2
2023-01-10
Floating
1.85000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAF0
5174000.00000000
PA
USD
5252644.80000000
0.223796914140
Long
DBT
CORP
US
N
2
2023-10-30
Floating
1.26000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DQ4
4350000.00000000
PA
USD
4377666.00000000
0.186517112662
Long
DBT
CORP
US
N
2
2022-02-22
Floating
1.09000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBA9
6500000.00000000
PA
USD
6524245.00000000
0.277975373109
Long
DBT
CORP
US
N
2
2022-08-16
Floating
0.55000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159MJ2
4490000.00000000
PA
USD
4491167.40000000
0.191353012297
Long
DBT
CORP
CA
N
2
2021-01-25
Floating
0.63000000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
BBVA USA
20453KAD7
2770000.00000000
PA
USD
2773296.30000000
0.118160503435
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.95000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
50048MCT5
2500000.00000000
PA
USD
2501900.00000000
0.106597251633
Long
DBT
NUSS
NO
N
2
2022-02-24
Floating
0.28000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBF1
6404000.00000000
PA
USD
6456768.96000000
0.275100453882
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
1.65000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TED3
2253000.00000000
PA
USD
2265594.27000000
0.096529086893
Long
DBT
CORP
US
N
2
2022-09-08
Floating
0.71000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ACV1
3764000.00000000
PA
USD
3793321.56000000
0.161620229768
Long
DBT
CORP
AU
N
2
2022-05-19
Floating
0.94000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KW0
7027000.00000000
PA
USD
7071270.10000000
0.301282208808
Long
DBT
CORP
US
N
2
2021-08-02
Floating
1.40000000
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDH9
3764000.00000000
PA
USD
3768178.04000000
0.160548951888
Long
DBT
CORP
US
N
2
2023-09-15
Floating
0.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC30
5919000.00000000
PA
USD
5929299.06000000
0.252626797197
Long
DBT
CORP
CA
N
2
2021-06-11
Floating
0.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGX1
3549000.00000000
PA
USD
3549638.82000000
0.151237756306
Long
DBT
CORP
US
N
2
2022-01-23
Floating
0.59000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAD9
3640000.00000000
PA
USD
3640400.40000000
0.155104791352
Long
DBT
CORP
DE
N
2
2021-02-04
Floating
1.51000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAW6
9353000.00000000
PA
USD
9479078.44000000
0.403870542276
Long
DBT
CORP
US
N
2
2024-07-23
Floating
1.10000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069TZ4
4575000.00000000
PA
USD
4612149.00000000
0.196507617220
Long
DBT
CORP
CA
N
2
2022-06-16
Floating
0.94000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAB4
8660000.00000000
PA
USD
8696978.20000000
0.370547972995
Long
DBT
CORP
US
N
2
2022-10-31
Floating
0.99000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
26564972.50000000
NS
USD
26564972.50000000
1.131841024109
Long
STIV
RF
US
N
1
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBM0
2000000.00000000
PA
USD
2000120.00000000
0.085218152179
Long
DBT
CORP
JP
N
2
2024-09-08
Floating
0.84000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DV2
4966000.00000000
PA
USD
4967042.86000000
0.211628409457
Long
DBT
CORP
AU
N
2
2021-01-25
Floating
0.55000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CU1
5925000.00000000
PA
USD
5986679.25000000
0.255071567393
Long
DBT
NUSS
KR
N
2
2023-06-01
Floating
1.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAQ9
4150000.00000000
PA
USD
4185482.50000000
0.178328842583
Long
DBT
CORP
US
N
2
2024-04-23
Floating
0.94000000
N
N
N
N
N
BMW FINANCE NV
5299006ZHG3IXU0PNJ56
BMW Finance NV
05600LAD8
2590000.00000000
PA
USD
2610020.70000000
0.111203898367
Long
DBT
CORP
NL
N
2
2022-08-12
Floating
1.00000000
N
N
N
N
N
N
Capital One NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RFJ5
1550000.00000000
PA
USD
1561284.00000000
0.066520877500
Long
DBT
CORP
US
N
2
2023-01-30
Floating
1.36000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFF0
4190000.00000000
PA
USD
4214092.50000000
0.179547815112
Long
DBT
CORP
US
N
2
2022-07-27
Floating
0.72000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAW7
2579000.00000000
PA
USD
2584725.38000000
0.110126152817
Long
DBT
CORP
US
N
2
2022-08-02
Floating
0.80000000
N
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAE3
4036000.00000000
PA
USD
4036524.68000000
0.171982268291
Long
DBT
CORP
US
N
2
2021-01-20
Floating
0.48000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGS8
7606000.00000000
PA
USD
7609726.94000000
0.324223980768
Long
DBT
CORP
US
N
2
2021-08-13
Floating
0.35000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
63254WAA8
7850000.00000000
PA
USD
7883127.00000000
0.335872605810
Long
DBT
CORP
AU
N
2
2022-12-13
Floating
0.63000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LR0
3950000.00000000
PA
USD
3978993.00000000
0.169531043634
Long
DBT
CORP
US
N
2
2022-10-27
Floating
0.91000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBH2
6792000.00000000
PA
USD
6793765.92000000
0.289458721496
Long
DBT
CORP
US
N
2
2022-09-09
Floating
1.33000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CL1
4900000.00000000
PA
USD
4932144.00000000
0.210141490491
Long
DBT
NUSS
KR
N
2
2022-01-25
Floating
1.09000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAE1
2770000.00000000
PA
USD
2775263.00000000
0.118244297677
Long
DBT
CORP
FR
N
2
2021-08-07
Floating
0.60000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBC2
6740000.00000000
PA
USD
6751053.60000000
0.287638898193
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
0.84000000
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBE9
2493000.00000000
PA
USD
2514165.57000000
0.107119844883
Long
DBT
CORP
JP
N
2
2023-10-16
Floating
1.03000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCW9
3799000.00000000
PA
USD
3809181.32000000
0.162295958945
Long
DBT
CORP
US
N
2
2021-10-01
Floating
0.68000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7E8
2500000.00000000
PA
USD
2507900.00000000
0.106852890751
Long
DBT
CORP
CA
N
2
2023-01-17
Floating
0.58000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SP7
14719000.00000000
PA
USD
14731069.58000000
0.627639606239
Long
DBT
CORP
US
N
2
2022-02-11
Floating
1.14000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAH9
3404000.00000000
PA
USD
3426262.16000000
0.145981106212
Long
DBT
CORP
US
N
2
2022-05-15
Floating
1.12000000
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBC8
10118000.00000000
PA
USD
10260157.90000000
0.437149619675
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
1.60000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AL7
3725000.00000000
PA
USD
3781657.25000000
0.161123254114
Long
DBT
CORP
NL
N
2
2023-10-02
Floating
1.24000000
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BV7
4602000.00000000
PA
USD
4622985.12000000
0.196969306580
Long
DBT
CORP
US
N
2
2022-08-08
Floating
0.58000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WBP0
12240000.00000000
PA
USD
12252607.20000000
0.522040950023
Long
DBT
NUSS
XX
N
2
2022-07-15
Floating
0.31000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DA9
3795000.00000000
PA
USD
3796290.30000000
0.161746717447
Long
DBT
CORP
US
N
2
2021-02-12
Floating
0.64000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PBD5
1200000.00000000
PA
USD
1203504.00000000
0.051277116883
Long
DBT
CORP
AU
N
2
2021-11-24
Floating
0.65000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBY4
5902000.00000000
PA
USD
5904951.00000000
0.251589411099
Long
DBT
CORP
US
N
2
2021-05-21
Floating
0.56000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFK9
3035000.00000000
PA
USD
3035455.25000000
0.129330183902
Long
DBT
CORP
US
N
2
2021-01-22
Floating
0.47000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCE4
2002000.00000000
PA
USD
2003001.00000000
0.085340901562
Long
DBT
CORP
US
N
2
2023-01-05
Floating
1.23000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740BN8
2734000.00000000
PA
USD
2727493.08000000
0.116208987640
Long
DBT
CORP
US
N
2
2021-09-21
Floating
0.87000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DU9
2320000.00000000
PA
USD
2328700.00000000
0.099217802421
Long
DBT
CORP
US
N
2
2022-05-02
Floating
0.58000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CQ9
1495000.00000000
PA
USD
1504762.35000000
0.064112686706
Long
DBT
NUSS
KR
N
2
2022-07-06
Floating
0.96000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWK6
4471000.00000000
PA
USD
4513474.50000000
0.192303440192
Long
DBT
CORP
US
N
2
2023-06-05
Floating
1.28000000
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159LH7
4983000.00000000
PA
USD
4988929.77000000
0.212560934519
Long
DBT
CORP
CA
N
2
2021-04-20
Floating
0.66000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDA6
5358000.00000000
PA
USD
5364697.50000000
0.228571089709
Long
DBT
CORP
US
N
2
2021-06-11
Floating
0.57000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BP8
6080000.00000000
PA
USD
6232060.80000000
0.265526421236
Long
DBT
CORP
US
N
2
2024-02-01
Floating
1.86000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644AAG2
2127000.00000000
PA
USD
2127893.34000000
0.090662129506
Long
DBT
CORP
US
N
2
2021-02-05
Floating
0.77000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AQ7
6922000.00000000
PA
USD
6977376.00000000
0.297281707987
Long
DBT
CORP
JP
N
2
2022-07-25
Floating
1.00000000
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAR1
5649000.00000000
PA
USD
5650016.82000000
0.240727552937
Long
DBT
CORP
NL
N
2
2021-01-19
Floating
0.63000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAG3
7550000.00000000
PA
USD
7694431.50000000
0.327832947272
Long
DBT
CORP
US
N
2
2024-05-08
Floating
1.43000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPG2
4750000.00000000
PA
USD
4772182.50000000
0.203326087690
Long
DBT
CORP
US
N
2
2022-12-09
Floating
0.63000000
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAF4
4295000.00000000
PA
USD
4348343.90000000
0.185267800030
Long
DBT
CORP
FR
N
2
2023-04-24
Floating
1.23000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167CU5
30672000.00000000
PA
USD
30671386.56000000
1.306801035646
Long
DBT
NUSS
XX
N
2
2021-12-15
Floating
0.23000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BB4
6830000.00000000
PA
USD
6829931.70000000
0.290999619514
Long
DBT
CORP
US
N
2
2021-03-15
Floating
0.67000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCX7
2195000.00000000
PA
USD
2220769.30000000
0.094619250926
Long
DBT
CORP
US
N
2
2024-04-15
Floating
0.87000000
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3B8
3000000.00000000
PA
USD
3001050.00000000
0.127864295940
Long
DBT
CORP
US
N
2
2024-01-03
Floating
0.43000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRU6
675000.00000000
PA
USD
677423.25000000
0.028862647045
Long
DBT
CORP
US
N
2
2021-06-07
Floating
1.33000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BQ1
3889000.00000000
PA
USD
3889311.12000000
0.165710010847
Long
DBT
CORP
DE
N
2
2021-01-22
Floating
1.03000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BX6
2944000.00000000
PA
USD
2979857.92000000
0.126961375166
Long
DBT
CORP
US
N
2
2023-08-03
Floating
0.97000000
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TEV3
6850000.00000000
PA
USD
6854932.00000000
0.292064795289
Long
DBT
CORP
US
N
2
2021-04-13
Floating
0.50000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAM0
2120000.00000000
PA
USD
2148726.00000000
0.091549736645
Long
DBT
CORP
AU
N
2
2024-03-27
Floating
1.60000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WBM7
13549000.00000000
PA
USD
13563768.41000000
0.577904965945
Long
DBT
NUSS
XX
N
2
2021-07-15
Floating
0.44000000
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BT5
2199000.00000000
PA
USD
2216482.05000000
0.094436586124
Long
DBT
CORP
US
N
2
2023-02-27
Floating
0.88000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAD4
4200000.00000000
PA
USD
4273332.00000000
0.182071804035
Long
DBT
CORP
FR
N
2
2023-09-12
Floating
1.46000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22532LAS3
200000.00000000
PA
USD
201074.00000000
0.008567063341
Long
DBT
CORP
FR
N
2
2021-07-01
Floating
1.42000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906AAB6
2000000.00000000
PA
USD
2026040.00000000
0.086322513169
Long
DBT
CORP
GB
N
2
2022-09-29
Floating
1.65000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891CAV5
1176000.00000000
PA
USD
1177470.00000000
0.050167898749
Long
DBT
CORP
US
Y
2
2021-07-08
Floating
1.17000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRT3
3000000.00000000
PA
USD
3003060.00000000
0.127949935045
Long
DBT
CORP
CA
N
2
2023-12-14
Floating
0.49000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBA2
5636000.00000000
PA
USD
5644792.16000000
0.240504948358
Long
DBT
CORP
US
N
2
2021-05-14
Floating
0.72000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BH3
5986000.00000000
PA
USD
6092191.64000000
0.259567083116
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
1.80000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUC1
3496000.00000000
PA
USD
3497258.56000000
0.149006015727
Long
DBT
CORP
US
N
2
2021-03-12
Floating
0.46000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBR6
3385000.00000000
PA
USD
3408728.85000000
0.145234072894
Long
DBT
CORP
US
N
2
2022-01-14
Floating
1.78000000
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDV2
3000000.00000000
PA
USD
3007350.00000000
0.128132717015
Long
DBT
CORP
US
N
2
2023-10-21
Floating
0.45000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740BE8
2176000.00000000
PA
USD
2156633.60000000
0.091886651960
Long
DBT
CORP
US
N
2
2022-09-28
Floating
0.94000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAG5
4215000.00000000
PA
USD
4212007.35000000
0.179458974127
Long
DBT
CORP
SG
N
2
2021-05-02
Floating
1.26000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAP1
3000000.00000000
PA
USD
3001770.00000000
0.127894972635
Long
DBT
CORP
KY
N
2
2024-04-11
Floating
1.13000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2Y9
1825000.00000000
PA
USD
1834946.25000000
0.078180673546
Long
DBT
CORP
US
N
2
2022-02-01
Floating
0.87000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BQ3
5241000.00000000
PA
USD
5270768.88000000
0.224569118111
Long
DBT
CORP
CA
N
2
2022-03-22
Floating
0.84000000
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCX7
2540000.00000000
PA
USD
2553919.20000000
0.108813608702
Long
DBT
CORP
US
N
2
2022-06-27
Floating
0.79000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DQ1
4535000.00000000
PA
USD
4570962.55000000
0.194752805927
Long
DBT
CORP
AU
N
2
2022-05-22
Floating
0.93000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650DD9
7075000.00000000
PA
USD
7083136.25000000
0.301787784162
Long
DBT
CORP
US
N
2
2021-03-09
Floating
0.95000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BZ1
8252000.00000000
PA
USD
8284925.48000000
0.352991840663
Long
DBT
CORP
US
N
2
2021-11-05
Floating
0.82000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DF5
4670000.00000000
PA
USD
4693209.90000000
0.199961340053
Long
DBT
CORP
AU
N
2
2021-07-12
Floating
1.22000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
29878TDE1
5000000.00000000
PA
USD
5009350.00000000
0.213430969451
Long
DBT
NUSS
XX
N
2
2022-06-10
Floating
0.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWN0
4968000.00000000
PA
USD
5015593.44000000
0.213696980700
Long
DBT
CORP
US
N
2
2023-07-24
Floating
1.21000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AP0
1942000.00000000
PA
USD
1948505.70000000
0.083019046489
Long
DBT
CORP
US
N
2
2021-08-15
Floating
1.09000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAJ6
3910000.00000000
PA
USD
3935571.40000000
0.167681000378
Long
DBT
CORP
SE
N
2
2022-03-14
Floating
0.92000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHE2
9662000.00000000
PA
USD
9734175.14000000
0.414739324850
Long
DBT
CORP
US
N
2
2024-03-05
Floating
1.02000000
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUW7
2260000.00000000
PA
USD
2263435.20000000
0.096437096434
Long
DBT
CORP
US
N
2
2021-06-07
Floating
0.63000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAR1
2663000.00000000
PA
USD
2667793.40000000
0.113665392048
Long
DBT
CORP
US
N
2
2021-09-10
Floating
1.13000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAE3
4500000.00000000
PA
USD
4521330.00000000
0.192638135708
Long
DBT
CORP
US
N
2
2023-10-01
Floating
1.24000000
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAP7
1638000.00000000
PA
USD
1638245.70000000
0.069799947687
Long
DBT
CORP
US
N
2
2021-03-19
Floating
0.99000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
51511CAK4
9619000.00000000
PA
USD
9620635.23000000
0.409901784438
Long
DBT
CORP
DE
N
2
2022-01-12
Floating
0.26000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAB9
6802000.00000000
PA
USD
6885868.66000000
0.293382898703
Long
DBT
CORP
CH
N
2
2023-05-23
Floating
1.43000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WBA3
23400000.00000000
PA
USD
23398596.00000000
0.996932741389
Long
DBT
NUSS
XX
N
2
2022-01-15
Floating
0.24000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7F5
1595000.00000000
PA
USD
1598588.75000000
0.068110303066
Long
DBT
CORP
CA
N
2
2022-08-05
Floating
0.49000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BS7
3230000.00000000
PA
USD
3226447.00000000
0.137467677661
Long
DBT
CORP
DE
N
2
2023-02-27
Floating
1.46000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HES7
2770000.00000000
PA
USD
2774155.00000000
0.118197089653
Long
DBT
CORP
US
N
2
2021-06-30
Floating
0.62000000
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBP3
2150000.00000000
PA
USD
2153977.50000000
0.091773484783
Long
DBT
CORP
US
N
2
2021-07-26
Floating
0.65000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FG6
4141000.00000000
PA
USD
4145472.28000000
0.176624146357
Long
DBT
CORP
US
N
2
2021-09-01
Floating
0.48000000
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCE6
2339000.00000000
PA
USD
2356378.77000000
0.100397098480
Long
DBT
CORP
CA
N
2
2022-12-01
Floating
0.76000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGH6
5914000.00000000
PA
USD
5973967.96000000
0.254529983565
Long
DBT
CORP
US
N
2
2023-01-20
Floating
1.38000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAH3
2000000.00000000
PA
USD
1983080.00000000
0.084492137083
Long
DBT
CORP
SG
N
2
2023-09-26
Floating
1.38000000
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDM2
3500000.00000000
PA
USD
3505950.00000000
0.149376327736
Long
DBT
CORP
US
N
2
2023-01-10
Floating
0.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFV6
4072000.00000000
PA
USD
4088125.12000000
0.174180783454
Long
DBT
CORP
US
N
2
2021-04-19
Floating
1.64000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBA0
3763000.00000000
PA
USD
3763000.00000000
0.160328333625
Long
DBT
CORP
US
N
2
2021-02-01
Floating
0.43000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBB4
5368000.00000000
PA
USD
5368858.88000000
0.228748391628
Long
DBT
CORP
US
N
2
2021-10-05
Floating
0.96000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EK5
4797000.00000000
PA
USD
4816235.97000000
0.205203052728
Long
DBT
CORP
AU
N
2
2023-01-13
Floating
0.61000000
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5W3
9480000.00000000
PA
USD
9498960.00000000
0.404717626354
Long
DBT
CORP
US
N
2
2022-05-27
Floating
0.85000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DC5
8801000.00000000
PA
USD
8804872.44000000
0.375144971056
Long
DBT
CORP
US
N
2
2021-02-22
Floating
0.66000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAT8
1802000.00000000
PA
USD
1811604.66000000
0.077186169632
Long
DBT
CORP
US
N
2
2022-02-14
Floating
0.94000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCM9
7590000.00000000
PA
USD
7590227.70000000
0.323393186015
Long
DBT
CORP
US
N
2
2021-01-08
Floating
0.46000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAP9
2000000.00000000
PA
USD
2001180.00000000
0.085263315090
Long
DBT
CORP
KY
Y
2
2024-04-11
Floating
1.13000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AH1
4305000.00000000
PA
USD
4362471.75000000
0.185869738550
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
1.46000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CZ9
1500000.00000000
PA
USD
1500090.00000000
0.063913614134
Long
DBT
NUSS
KR
N
2
2023-02-18
Floating
0.57000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523AC4
5451000.00000000
PA
USD
5513359.44000000
0.234905057584
Long
DBT
CORP
US
N
2
2023-07-15
Floating
1.13000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05252ADE8
4015000.00000000
PA
USD
4038969.55000000
0.172086435693
Long
DBT
CORP
AU
N
2
2022-11-21
Floating
0.70000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DE5
6490000.00000000
PA
USD
6489091.40000000
0.276477600558
Long
DBT
NUSS
XX
N
2
2021-10-25
Floating
0.19000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SB8
10158000.00000000
PA
USD
10211024.76000000
0.435056227578
Long
DBT
CORP
US
N
2
2021-07-26
Floating
1.24000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBD6
4380000.00000000
PA
USD
4390030.20000000
0.187043908192
Long
DBT
CORP
US
N
2
2021-08-13
Floating
0.71000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAC5
3615000.00000000
PA
USD
3629966.10000000
0.154660222144
Long
DBT
CORP
US
N
2
2023-01-15
Floating
1.24000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AK0
4049000.00000000
PA
USD
4080055.83000000
0.173836979091
Long
DBT
CORP
JP
N
2
2022-02-22
Floating
1.12000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AB6
6440000.00000000
PA
USD
6441159.20000000
0.274435376335
Long
DBT
CORP
US
N
2
2021-09-17
Floating
0.88000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS
50048MCK4
11130000.00000000
PA
USD
11130667.80000000
0.474239016877
Long
DBT
NUSS
NO
N
2
2021-03-12
Floating
0.26000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DT7
3559000.00000000
PA
USD
3587116.10000000
0.152834532775
Long
DBT
CORP
AU
N
2
2023-01-11
Floating
0.79000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDQ5
2113000.00000000
PA
USD
2125952.69000000
0.090579445164
Long
DBT
CORP
US
N
2
2022-01-11
Floating
0.91000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAL2
3520000.00000000
PA
USD
3549708.80000000
0.151240737910
Long
DBT
CORP
SE
N
2
2022-12-12
Floating
0.86000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CP3
5847000.00000000
PA
USD
5870388.00000000
0.250116801959
Long
DBT
CORP
US
N
2
2022-05-11
Floating
0.56000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFD2
2467000.00000000
PA
USD
2475585.16000000
0.105476067884
Long
DBT
CORP
US
N
2
2022-05-17
Floating
0.62000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAM4
4120000.00000000
PA
USD
4141671.20000000
0.176462195567
Long
DBT
CORP
NL
N
2
2023-01-10
Floating
0.70000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAG6
3320000.00000000
PA
USD
3291979.20000000
0.140259776631
Long
DBT
CORP
US
N
2
2021-06-01
Floating
1.18000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDM3
11182000.00000000
PA
USD
11182782.74000000
0.476459453095
Long
DBT
NUSS
XX
N
2
2022-05-11
Floating
0.22000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THE8
5850000.00000000
PA
USD
5853568.50000000
0.249400181601
Long
DBT
CORP
US
N
2
2022-02-14
Floating
0.37000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBD8
1842000.00000000
PA
USD
1852702.02000000
0.078937185110
Long
DBT
CORP
US
N
2
2022-05-17
Floating
0.81000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EA7
4932000.00000000
PA
USD
4992910.20000000
0.212730526788
Long
DBT
CORP
AU
N
2
2023-05-15
Floating
0.94000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAG8
8719000.00000000
PA
USD
8780817.71000000
0.374120082729
Long
DBT
CORP
US
N
2
2023-12-15
Floating
1.23000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BF4
4046000.00000000
PA
USD
4050652.90000000
0.172584222575
Long
DBT
CORP
US
N
2
2021-05-11
Floating
0.59000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AQ5
7280000.00000000
PA
USD
7326519.20000000
0.312157484615
Long
DBT
CORP
US
N
2
2021-11-12
Floating
1.15000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAN9
10539000.00000000
PA
USD
10647235.53000000
0.453641650342
Long
DBT
CORP
JP
N
2
2022-09-11
Floating
1.10000000
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAJ8
13089000.00000000
PA
USD
13205099.43000000
0.562623328983
Long
DBT
CORP
JP
N
2
2022-02-28
Floating
1.16000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETU3
2996000.00000000
PA
USD
3012448.04000000
0.128349926756
Long
DBT
CORP
US
N
2
2022-09-08
Floating
0.71000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WJN4
1600000.00000000
PA
USD
1608848.00000000
0.068547414003
Long
DBT
CORP
CA
N
2
2022-03-26
Floating
0.82000000
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CT3
2730000.00000000
PA
USD
2731665.30000000
0.116386751413
Long
DBT
NUSS
KR
N
2
2021-03-12
Floating
0.77000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAP7
5438000.00000000
PA
USD
5444797.50000000
0.231983871937
Long
DBT
CORP
NL
N
2
2021-04-26
Floating
0.64000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAU6
9183000.00000000
PA
USD
9198794.76000000
0.391928630143
Long
DBT
CORP
SE
N
2
2021-05-24
Floating
0.67000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BU5
1176000.00000000
PA
USD
1177552.32000000
0.050171406118
Long
DBT
CORP
US
N
2
2022-03-01
Floating
0.54000000
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAA3
2770000.00000000
PA
USD
2800165.30000000
0.119305298013
Long
DBT
CORP
ES
N
2
2022-04-11
Floating
1.78000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAC6
614000.00000000
PA
USD
613422.84000000
0.026135812315
Long
DBT
CORP
US
N
2
2021-06-03
Floating
0.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HQK9
208000.00000000
PA
USD
208116.48000000
0.008867118904
Long
DBT
CORP
US
N
2
2021-03-01
Floating
1.71000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DB6
5421000.00000000
PA
USD
5448376.05000000
0.232136341498
Long
DBT
CORP
AU
N
2
2021-08-19
Floating
1.08000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAH8
4360000.00000000
PA
USD
4398673.20000000
0.187412156342
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
1.34000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAH5
3920000.00000000
PA
USD
3932269.60000000
0.167540322171
Long
DBT
CORP
FR
N
2
2021-04-08
Floating
1.56000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AF2
5921000.00000000
PA
USD
5927513.10000000
0.252550703657
Long
DBT
CORP
GB
N
2
2021-05-14
Floating
0.57000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DU2
1115000.00000000
PA
USD
1123708.15000000
0.047877293428
Long
DBT
CORP
AU
N
2
2023-04-12
Floating
0.82000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAG5
4750000.00000000
PA
USD
4775080.00000000
0.203449540081
Long
DBT
CORP
JP
N
2
2021-07-14
Floating
1.34000000
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468K8
5000000.00000000
PA
USD
5015750.00000000
0.213703651177
Long
DBT
CORP
US
N
2
2023-01-20
Floating
0.79000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAJ7
12005000.00000000
PA
USD
12097438.50000000
0.515429751750
Long
DBT
CORP
AU
N
2
2023-11-28
Floating
1.24000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEP5
11668000.00000000
PA
USD
11985019.56000000
0.510639971969
Long
DBT
CORP
US
N
2
2025-05-15
Floating
1.32000000
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGD8
11463000.00000000
PA
USD
11733985.32000000
0.499944276677
Long
DBT
CORP
US
N
2
2024-06-12
Floating
1.40000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAW0
3973000.00000000
PA
USD
3995606.37000000
0.170238881510
Long
DBT
CORP
JP
N
2
2023-01-17
Floating
0.96000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAR5
9040000.00000000
PA
USD
9067210.40000000
0.386322278517
Long
DBT
CORP
US
N
2
2023-06-15
Floating
0.87000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCR2
1875000.00000000
PA
USD
1885893.75000000
0.080351369208
Long
DBT
CORP
US
N
2
2022-06-10
Floating
0.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHA4
4150000.00000000
PA
USD
4150913.00000000
0.176855956500
Long
DBT
CORP
CA
N
2
2021-01-22
Floating
0.62000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAX6
9575000.00000000
PA
USD
9593001.00000000
0.408724386073
Long
DBT
CORP
US
N
2
2022-05-20
Floating
0.82000000
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WQD8
4405000.00000000
PA
USD
4415219.60000000
0.188117140860
Long
DBT
CORP
CA
N
2
2021-09-10
Floating
0.63000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DH1
3505000.00000000
PA
USD
3532163.75000000
0.150493204392
Long
DBT
CORP
AU
N
2
2022-01-10
Floating
1.11000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBA7
3272000.00000000
PA
USD
3272229.04000000
0.139418291050
Long
DBT
CORP
US
N
2
2021-08-28
Floating
0.77000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAV7
5586000.00000000
PA
USD
5590859.82000000
0.238207079051
Long
DBT
CORP
US
N
2
2021-04-12
Floating
0.63000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BC3
5315000.00000000
PA
USD
5334771.80000000
0.227296059783
Long
DBT
CORP
US
N
2
2022-05-11
Floating
0.56000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDK6
3320000.00000000
PA
USD
3327569.60000000
0.141776159710
Long
DBT
CORP
US
N
2
2022-01-21
Floating
0.49000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAQ6
5857000.00000000
PA
USD
5889799.20000000
0.250943845634
Long
DBT
CORP
NL
N
2
2022-03-16
Floating
0.83000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAU7
6154000.00000000
PA
USD
6166738.78000000
0.262743277305
Long
DBT
CORP
GB
N
2
2021-06-01
Floating
0.85000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BJ4
3530000.00000000
PA
USD
3553333.30000000
0.151395165241
Long
DBT
CORP
US
N
2
2023-04-01
Floating
0.69000000
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGF6
1500000.00000000
PA
USD
1500300.00000000
0.063922561503
Long
DBT
CORP
US
N
2
2021-03-12
Floating
0.42000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCH7
2490000.00000000
PA
USD
2491867.50000000
0.106169801724
Long
DBT
CORP
US
N
2
2021-04-09
Floating
1.08000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023KAC2
3214000.00000000
PA
USD
3230166.42000000
0.137626149202
Long
DBT
CORP
SG
N
2
2022-07-25
Floating
0.83000000
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DR1
3759000.00000000
PA
USD
3790725.96000000
0.161509640286
Long
DBT
CORP
AU
N
2
2022-06-28
Floating
0.96000000
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
51511CAM0
1780000.00000000
PA
USD
1780890.00000000
0.075877524865
Long
DBT
CORP
DE
N
2
2021-02-19
Floating
0.58000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HX2
397000.00000000
PA
USD
398830.17000000
0.016992765494
Long
DBT
CORP
US
N
2
2021-11-06
Floating
0.81000000
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB Bank Ltd
00216LAB9
3580000.00000000
PA
USD
3633521.00000000
0.154811684061
Long
DBT
CORP
NZ
N
2
2023-06-14
Floating
1.19000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBP3
4351000.00000000
PA
USD
4370797.05000000
0.186224450608
Long
DBT
CORP
US
N
2
2022-11-21
Floating
0.86000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAB8
3910000.00000000
PA
USD
3956959.10000000
0.168592255840
Long
DBT
CORP
FR
N
2
2022-05-22
Floating
1.43000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53944VAQ2
1608000.00000000
PA
USD
1610331.60000000
0.068610625036
Long
DBT
CORP
GB
N
2
2021-05-07
Floating
0.70000000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp
0258M0EH8
2026000.00000000
PA
USD
2038601.72000000
0.086857724340
Long
DBT
CORP
US
N
2
2022-03-03
Floating
0.93000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAS9
8108000.00000000
PA
USD
8134837.48000000
0.346597113335
Long
DBT
CORP
NL
N
2
2021-08-27
Floating
0.80000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
29878TCW2
8670000.00000000
PA
USD
8672254.20000000
0.369494569402
Long
DBT
NUSS
XX
N
2
2021-03-24
Floating
0.35000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
Dupont De Nemours Inc
26078JAH3
2043000.00000000
PA
USD
2074114.89000000
0.088370816917
Long
DBT
CORP
US
N
2
2023-11-15
Floating
1.33000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DK7
4298000.00000000
PA
USD
4303673.36000000
0.183364543788
Long
DBT
CORP
US
N
2
2021-05-04
Floating
0.77000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDE8
2500000.00000000
PA
USD
2507975.00000000
0.106856086240
Long
DBT
CORP
US
N
2
2022-02-15
Floating
0.67000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNY5
980000.00000000
PA
USD
982489.20000000
0.041860445453
Long
DBT
CORP
US
N
2
2021-11-16
Floating
0.60000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BF7
10402000.00000000
PA
USD
10509348.64000000
0.447766769847
Long
DBT
CORP
GB
N
2
2023-05-15
Floating
1.69000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468H5
2688000.00000000
PA
USD
2696037.12000000
0.114868758660
Long
DBT
CORP
US
N
2
2022-06-10
Floating
0.92000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAD7
3825000.00000000
PA
USD
3854184.75000000
0.164213398472
Long
DBT
CORP
ES
N
2
2023-02-23
Floating
1.30000000
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AJ2
6966000.00000000
PA
USD
7039351.98000000
0.299922288800
Long
DBT
CORP
NL
N
2
2022-03-29
Floating
1.40000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AX2
6294000.00000000
PA
USD
6313322.58000000
0.268988702867
Long
DBT
CORP
JP
N
2
2021-07-26
Floating
0.86000000
N
N
N
N
N
N
State Street Global Advisors
5493000HFJPORCLSV250
State Street Institutional Liquid Reserves Fund
85749P101
2124695.31000000
NS
USD
2125120.25000000
0.090543977793
Long
STIV
RF
US
N
1
N
N
N
SL GREEN OPERATING PARTN
2K1OXW4LY7IS2U150Y32
SL Green Operating Partnership LP
78444FAG1
2120000.00000000
PA
USD
2114276.00000000
0.090081942041
Long
DBT
US
N
2
2021-08-16
Floating
1.20000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBA7
4514000.00000000
PA
USD
4555619.08000000
0.194099074070
Long
DBT
CORP
JP
N
2
2023-07-19
Floating
1.08000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818WCP9
5700000.00000000
PA
USD
5710146.00000000
0.243289448029
Long
DBT
NUSS
XX
N
2
2022-09-16
Floating
0.35000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAM0
8420000.00000000
PA
USD
8421094.60000000
0.358793532957
Long
DBT
CORP
US
N
2
2021-02-12
Floating
0.56000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LL3
11554000.00000000
PA
USD
11709401.30000000
0.498896837145
Long
DBT
CORP
US
N
2
2024-05-17
Floating
1.32000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AZ7
11323000.00000000
PA
USD
11431021.42000000
0.487036039304
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
1.07000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBV6
1928000.00000000
PA
USD
1936425.36000000
0.082504345245
Long
DBT
CORP
US
N
2
2023-01-30
Floating
0.93000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DH3
3704000.00000000
PA
USD
3732446.72000000
0.159026564699
Long
DBT
CORP
AU
N
2
2022-01-11
Floating
1.07000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TG46
1470000.00000000
PA
USD
1482024.60000000
0.063143910313
Long
DBT
CORP
CA
N
2
2022-09-11
Floating
0.85000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBW7
2358000.00000000
PA
USD
2358377.28000000
0.100482248036
Long
DBT
CORP
CA
N
2
2021-01-25
Floating
0.45000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBX3
4546000.00000000
PA
USD
4572685.02000000
0.194826194379
Long
DBT
CORP
US
N
2
2022-06-30
Floating
1.55000000
N
N
N
N
N
N
2021-01-19
SPDR SERIES TRUST
Daniel Foley
Daniel Foley
Assistant Treasurer