0001752724-21-180002.txt : 20210823 0001752724-21-180002.hdr.sgml : 20210823 20210823162612 ACCESSION NUMBER: 0001752724-21-180002 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210823 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: 211197250 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 2021-06-30 N 2534925589.55 53365042.77 2481560546.78 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 3184169.90000000 0.128313206144 Long DBT CORP AU N 2 2022-03-10 Floating 0.83000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 Chevron USA Inc 166756AG1 3100000.00000000 PA USD 3102108.00000000 0.125006339419 Long DBT CORP US N 2 2022-08-12 Floating 0.28000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159KE5 2275000.00000000 PA USD 2289810.25000000 0.092272995433 Long DBT CORP CA N 2 2022-09-19 Floating 0.75000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EQ2 2054000.00000000 PA USD 2060696.04000000 0.083040328904 Long DBT CORP US N 2 2023-09-15 Floating 0.45000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WDG3 5010000.00000000 PA USD 5028937.80000000 0.202652230529 Long DBT CORP US N 2 2023-05-10 Floating 0.53000000 N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 TWDC Enterprises 18 Corp 25468PDS2 5576000.00000000 PA USD 5588322.96000000 0.225193899348 Long DBT CORP US N 2 2022-03-04 Floating 0.52000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 Phillips 66 718546AX2 2691000.00000000 PA USD 2694309.93000000 0.108573209446 Long DBT CORP US N 2 2024-02-15 Floating 0.78000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 2027A0HX0 5490000.00000000 PA USD 5498125.20000000 0.221559180054 Long DBT CORP AU N 2 2021-09-06 Floating 0.96000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJJ9 17333000.00000000 PA USD 17452597.70000000 0.703291230296 Long DBT CORP US N 2 2024-10-24 Floating 0.76000000 N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 Met Tower Global Funding 58989VAA2 1950000.00000000 PA USD 1961212.50000000 0.079031418457 Long DBT CORP US N 2 2023-01-17 Floating 0.57000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159YN0 6193000.00000000 PA USD 6236227.14000000 0.251302638901 Long DBT CORP CA N 2 2023-09-15 Floating 0.60000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78015K7K4 14789000.00000000 PA USD 14864571.79000000 0.599000971758 Long DBT CORP CA N 2 2023-10-26 Floating 0.48000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816BN8 2224000.00000000 PA USD 2234942.08000000 0.090061960523 Long DBT CORP US N 2 2022-08-01 Floating 0.79000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YAQ2 5944000.00000000 PA USD 5999100.88000000 0.241747109003 Long DBT CORP JP N 2 2023-03-05 Floating 0.92000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp/The 06406RAT4 3284000.00000000 PA USD 3289812.68000000 0.132570316862 Long DBT CORP US N 2 2024-04-26 Floating 0.29000000 N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDF0 5621000.00000000 PA USD 5656243.67000000 0.227930915380 Long DBT CORP US N 2 2024-03-08 Floating 0.80000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AS3 5183000.00000000 PA USD 5226485.37000000 0.210612849111 Long DBT CORP JP N 2 2023-03-02 Floating 0.87000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 European Investment Bank 29878TCY8 9758000.00000000 PA USD 9773612.80000000 0.393849459473 Long DBT NUSS XX N 2 2023-01-19 Floating 0.29000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFQ6 5467000.00000000 PA USD 5468421.42000000 0.220362200192 Long DBT CORP US N 2 2022-07-22 Floating 0.63000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWU4 20481000.00000000 PA USD 20661027.99000000 0.832582062799 Long DBT CORP US N 2 2023-02-23 Floating 0.90000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 UBS AG/London 902674YG9 9000000.00000000 PA USD 9011700.00000000 0.363146489078 Long DBT CORP CH N 2 2023-06-01 Floating 0.36000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 UniCredit SpA 904678AL3 5622000.00000000 PA USD 5720160.12000000 0.230506570852 Long DBT CORP IT N 2 2022-01-14 Floating 4.09000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851DV3 12310000.00000000 PA USD 12370319.00000000 0.498489509597 Long DBT CORP US N 2 2022-02-15 Floating 1.06000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 Honeywell International Inc 438516CD6 3114000.00000000 PA USD 3114716.22000000 0.125514415678 Long DBT CORP US N 2 2022-08-19 Floating 0.38000000 N N N N N BANK OF NOVA SCO L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 0641593Y0 10000000.00000000 PA USD 9962600.00000000 0.401465118911 Long DBT CORP CA N 2 2023-06-23 Floating 0.33000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 025537AS0 4742000.00000000 PA USD 4747311.04000000 0.191303454036 Long DBT CORP US N 2 2023-11-01 Floating 0.66000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AF1 13812000.00000000 PA USD 13839762.12000000 0.557703987434 Long DBT CORP JP N 2 2021-09-13 Floating 1.18000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525AS2 3387000.00000000 PA USD 3419955.51000000 0.137814711570 Long DBT CORP US N 2 2023-01-30 Floating 0.92000000 N N N N N PPL ELECTRIC UTI 549300GCZLSGYEYPIR35 PPL Electric Utilities Corp 69351UAY9 5000000.00000000 PA USD 5003550.00000000 0.201629172678 Long DBT CORP US N 2 2024-06-24 Floating 0.38000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BR0 11345000.00000000 PA USD 11365988.25000000 0.458017768889 Long DBT CORP GB N 2 2022-09-10 Floating 1.33000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCN4 1925000.00000000 PA USD 1930736.50000000 0.077803320273 Long DBT CORP US N 2 2021-11-06 Floating 1.28000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBC3 2744000.00000000 PA USD 2753988.16000000 0.110978076419 Long DBT CORP US N 2 2022-02-25 Floating 0.87000000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 ANZ New Zealand Int'l Ltd/London 00182EBD0 1980000.00000000 PA USD 1990810.80000000 0.080224147767 Long DBT CORP NZ N 2 2022-01-25 Floating 1.18000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KX8 12277000.00000000 PA USD 12448632.46000000 0.501645324598 Long DBT CORP US N 2 2023-09-01 Floating 1.56000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607RAE0 1260000.00000000 PA USD 1276342.20000000 0.051433046904 Long DBT CORP CA N 2 2023-09-13 Floating 0.78000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YAU3 2511000.00000000 PA USD 2543994.54000000 0.102515916579 Long DBT CORP JP N 2 2024-09-11 Floating 1.12000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BL3 5585000.00000000 PA USD 5613595.20000000 0.226212300452 Long DBT CORP GB N 2 2023-01-20 Floating 1.34000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFY0 3395000.00000000 PA USD 3405626.35000000 0.137237286207 Long DBT CORP US N 2 2022-10-21 Floating 1.37000000 N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78013X6E3 2359000.00000000 PA USD 2367091.37000000 0.095387209998 Long DBT CORP CA N 2 2022-04-29 Floating 0.65000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAF9 13082000.00000000 PA USD 13092465.60000000 0.527590012542 Long DBT CORP US N 2 2025-06-09 Floating 0.45000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 eBay Inc 278642AT0 2681000.00000000 PA USD 2707381.04000000 0.109099938887 Long DBT CORP US N 2 2023-01-30 Floating 1.06000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851DP6 5770000.00000000 PA USD 5782001.60000000 0.232998610793 Long DBT CORP US N 2 2021-11-05 Floating 0.85000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FAN7 2810000.00000000 PA USD 2829276.60000000 0.114011991513 Long DBT CORP FR N 2 2022-07-20 Floating 0.92000000 N N N N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 Nederlandse Waterschapsbank NV 63983TBT1 22120000.00000000 PA USD 22127078.40000000 0.891659823843 Long DBT NUSS NL N 2 2021-12-15 Floating 0.19000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 459058HC0 12250000.00000000 PA USD 12311372.50000000 0.496114129311 Long DBT NUSS XX N 2 2024-08-06 Floating 0.33000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TJJ5 6000000.00000000 PA USD 6002700.00000000 0.241892143546 Long DBT CORP US N 2 2024-06-18 Floating 0.31000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 Cardinal Health Inc 14149YBG2 2589000.00000000 PA USD 2604585.78000000 0.104957575320 Long DBT CORP US N 2 2022-06-15 Floating 0.89000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FAQ0 2763000.00000000 PA USD 2805798.87000000 0.113065904180 Long DBT CORP FR N 2 2023-07-20 Floating 1.15000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BV4 4095000.00000000 PA USD 4098071.25000000 0.165140893109 Long DBT CORP US N 2 2023-09-29 Floating 0.67000000 N N N N N N BNG Bank NV 529900GGYMNGRQTDOO93 BNG Bank NV 62944BBV5 11200000.00000000 PA USD 11203136.00000000 0.451455275372 Long DBT NUSS NL N 2 2022-03-11 Floating 0.19000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XDC7 5297000.00000000 PA USD 5383658.92000000 0.216946506785 Long DBT CORP US N 2 2023-11-17 Floating 1.23000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp 14913Q2P3 3601000.00000000 PA USD 3602548.43000000 0.145172699278 Long DBT CORP US N 2 2021-09-07 Floating 0.41000000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 Svensk Exportkredit AB 87031CAA1 5500000.00000000 PA USD 5588935.00000000 0.225218562861 Long DBT CORP SE N 2 2023-05-25 Floating 1.04000000 N N N N N N INTL FINANCE COR QKL54NQY28TCDAI75F60 International Finance Corp 45950KCW8 10000000.00000000 PA USD 9998600.00000000 0.402915818958 Long DBT NUSS XX N 2 2023-06-30 Floating 0.14000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367TJY7 5231000.00000000 PA USD 5237067.96000000 0.211039298106 Long DBT CORP CA N 2 2021-08-27 Floating 0.93000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 Credit Agricole SA/London 22535WAC1 2552000.00000000 PA USD 2569608.80000000 0.103548100139 Long DBT CORP FR N 2 2022-01-10 Floating 1.62000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WCB5 1577000.00000000 PA USD 1585153.09000000 0.063877268360 Long DBT CORP US N 2 2022-11-16 Floating 0.63000000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 MassMutual Global Funding II 57629WCR9 3700000.00000000 PA USD 3701665.00000000 0.149166821853 Long DBT CORP US N 2 2022-01-07 Floating 0.35000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214EB5 1575000.00000000 PA USD 1598152.50000000 0.064401108490 Long DBT CORP AU N 2 2024-02-26 Floating 0.91000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367WYH0 13074000.00000000 PA USD 13195980.42000000 0.531761372380 Long DBT CORP CA N 2 2023-03-10 Floating 0.73000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 6325C0DW8 4456000.00000000 PA USD 4466516.16000000 0.179988199997 Long DBT CORP AU N 2 2021-11-04 Floating 0.89000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368EA44 10255000.00000000 PA USD 10284534.40000000 0.414438181383 Long DBT CORP CA N 2 2023-12-08 Floating 0.39000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HRW2 18130000.00000000 PA USD 18385451.70000000 0.740882656433 Long DBT CORP US N 2 2023-10-24 Floating 1.41000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 US Bank NA/Cincinnati OH 90331HPD9 4650000.00000000 PA USD 4665484.50000000 0.188006071665 Long DBT CORP US N 2 2022-05-23 Floating 0.59000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 Jackson National Life Global Funding 46849LTN1 6000000.00000000 PA USD 6027120.00000000 0.242876201744 Long DBT CORP US N 2 2023-01-06 Floating 0.62000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 Jackson National Life Global Funding 46849LSX0 3252000.00000000 PA USD 3270861.60000000 0.131806640955 Long DBT CORP US N 2 2022-06-27 Floating 0.88000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78012KZD2 3425000.00000000 PA USD 3439145.25000000 0.138588004812 Long DBT CORP CA N 2 2022-02-01 Floating 0.91000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400HA4 3150000.00000000 PA USD 3157528.50000000 0.127239631694 Long DBT CORP US N 2 2023-04-03 Floating 0.69000000 N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526BM0 3641000.00000000 PA USD 3669217.75000000 0.147859287767 Long DBT CORP DE N 2 2022-11-16 Floating 1.35000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M Co 88579YBE0 2092000.00000000 PA USD 2098694.40000000 0.084571557309 Long DBT CORP US N 2 2024-02-14 Floating 0.45000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 US Bank NA/Cincinnati OH 90331HPK3 10656000.00000000 PA USD 10662926.40000000 0.429686328380 Long DBT CORP US N 2 2022-01-21 Floating 0.37000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 European Bank for Reconstruction & Development 29874QEK6 5655000.00000000 PA USD 5682652.95000000 0.228995136039 Long DBT NUSS XX N 2 2024-10-15 Floating 0.30000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 6325C0DV0 4610000.00000000 PA USD 4615439.80000000 0.185989409204 Long DBT CORP AU N 2 2021-09-20 Floating 0.71000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAN2 2940000.00000000 PA USD 2943322.20000000 0.118607712546 Long DBT CORP US N 2 2022-12-15 Floating 0.48000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBD6 1681000.00000000 PA USD 1686782.64000000 0.067972657051 Long DBT CORP US N 2 2022-03-11 Floating 0.77000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816CE7 10780000.00000000 PA USD 10827216.40000000 0.436306759230 Long DBT CORP US N 2 2022-05-20 Floating 0.78000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 Chevron USA Inc 166756AK2 3758000.00000000 PA USD 3771791.86000000 0.151992739604 Long DBT CORP US N 2 2023-08-11 Floating 0.36000000 N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746SJ1 13611000.00000000 PA USD 13802915.10000000 0.556219154834 Long DBT CORP US N 2 2023-10-31 Floating 1.42000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TGK5 6452000.00000000 PA USD 6456580.92000000 0.260182284424 Long DBT CORP US N 2 2021-10-07 Floating 0.49000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 05252ACR0 1925000.00000000 PA USD 1931506.50000000 0.077834349135 Long DBT CORP AU N 2 2021-11-23 Floating 1.02000000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 Reckitt Benckiser Treasury Services PLC 75625QAF6 5369000.00000000 PA USD 5393858.47000000 0.217357520331 Long DBT CORP GB N 2 2022-06-24 Floating 0.69000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 John Deere Capital Corp 24422EUJ6 3554000.00000000 PA USD 3555492.68000000 0.143276483203 Long DBT CORP US N 2 2021-09-10 Floating 0.39000000 N N N N N N JPMORGAN CHASE & 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCL8 8000000.00000000 PA USD 8004080.00000000 0.322542200728 Long DBT CORP US N 2 2025-06-23 Floating 0.63000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 Export-Import Bank of Korea 302154CN7 4890000.00000000 PA USD 4937335.20000000 0.198960900083 Long DBT NUSS KR N 2 2022-11-01 Floating 1.10000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YBB4 2875000.00000000 PA USD 2895153.75000000 0.116666657751 Long DBT CORP JP N 2 2023-09-13 Floating 0.97000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582CA8 4061000.00000000 PA USD 4085893.93000000 0.164650180923 Long DBT CORP NL N 2 2023-11-13 Floating 0.56000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891AAV9 1500000.00000000 PA USD 1500180.00000000 0.060453088760 Long DBT CORP US N 2 2021-07-08 Floating 1.14000000 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VDX9 13328000.00000000 PA USD 13418363.84000000 0.540722806760 Long DBT CORP US N 2 2022-03-16 Floating 1.12000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081GA9 7085000.00000000 PA USD 7086275.30000000 0.285557219596 Long DBT CORP US N 2 2023-07-28 Floating 0.56000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851DM3 2236000.00000000 PA USD 2258069.32000000 0.090993924082 Long DBT CORP US N 2 2023-05-04 Floating 1.02000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 Valero Energy Corp 91913YAZ3 3025000.00000000 PA USD 3029325.75000000 0.122073416823 Long DBT CORP US N 2 2023-09-15 Floating 1.27000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHK8 2067000.00000000 PA USD 2095193.88000000 0.084430496073 Long DBT CORP US N 2 2024-07-23 Floating 1.13000000 N N N N N N Kommunalbanken AS I7ETN0QQO2AHZZGHJ389 Kommunalbanken AS 50048MBT6 8516000.00000000 PA USD 8517703.20000000 0.343239789617 Long DBT NUSS NO N 2 2021-09-08 Floating 0.26000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 Korea Development Bank/The 500630CX4 3240000.00000000 PA USD 3250076.40000000 0.130969055105 Long DBT NUSS KR N 2 2022-10-01 Floating 0.62000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MAT7 2091000.00000000 PA USD 2106661.59000000 0.084892612946 Long DBT CORP JP N 2 2022-10-18 Floating 0.93000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 Truist Financial Corp 05531FAY9 8048000.00000000 PA USD 8077536.16000000 0.325502280026 Long DBT CORP US N 2 2022-04-01 Floating 0.79000000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 MassMutual Global Funding II 57629WDC1 4500000.00000000 PA USD 4508235.00000000 0.181669353417 Long DBT CORP US N 2 2024-04-12 Floating 0.38000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BEC6 17876000.00000000 PA USD 18164339.88000000 0.731972464003 Long DBT CORP US N 2 2023-10-24 Floating 1.58000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 2027A0KC2 1825000.00000000 PA USD 1858269.75000000 0.074883111452 Long DBT CORP AU N 2 2024-06-04 Floating 0.95000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 064159JF4 7664000.00000000 PA USD 7695039.20000000 0.310088714538 Long DBT CORP CA N 2 2022-03-07 Floating 0.77000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WCN9 1275000.00000000 PA USD 1276032.75000000 0.051420576929 Long DBT CORP US N 2 2021-12-10 Floating 0.42000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 European Bank for Reconstruction & Development 29874QEF7 7000000.00000000 PA USD 7019460.00000000 0.282864748519 Long DBT NUSS XX N 2 2023-03-13 Floating 0.31000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BR9 19134000.00000000 PA USD 19383316.02000000 0.781093817966 Long DBT CORP GB N 2 2024-05-18 Floating 1.16000000 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 AIG Global Funding 00138MAA4 2000000.00000000 PA USD 1999780.00000000 0.080585581625 Long DBT CORP US N 2 2023-12-15 Floating 0.43000000 N N N N N N Chevron Corp N/A Chevron Corp 166764BM1 2636000.00000000 PA USD 2643670.76000000 0.106532591494 Long DBT CORP US N 2 2022-03-03 Floating 0.61000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GAK8 2493000.00000000 PA USD 2497961.07000000 0.100660895549 Long DBT CORP US N 2 2022-03-06 Floating 0.50000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114QC55 1037000.00000000 PA USD 1047981.83000000 0.042230758034 Long DBT CORP CA N 2 2023-07-19 Floating 0.83000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FH4 3226000.00000000 PA USD 3237936.20000000 0.130479838753 Long DBT CORP US N 2 2022-09-01 Floating 0.52000000 N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GEF2 6265000.00000000 PA USD 6301274.35000000 0.253923860861 Long DBT CORP US N 2 2023-01-13 Floating 0.59000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 Duke Energy Corp 26441CBK0 3000000.00000000 PA USD 3005910.00000000 0.121129827112 Long DBT CORP US N 2 2023-06-10 Floating 0.30000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd 00131LAG0 3769000.00000000 PA USD 3769075.38000000 0.151883273002 Long DBT CORP HK N 2 2021-09-20 Floating 0.65000000 N N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 United Parcel Service Inc 911312BB1 2763000.00000000 PA USD 2770349.58000000 0.111637396218 Long DBT CORP US N 2 2022-05-16 Floating 0.54000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGD0 4690000.00000000 PA USD 4730662.30000000 0.190632556039 Long DBT CORP US N 2 2024-03-22 Floating 0.55000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 International Finance Corp 45950VKY1 14055000.00000000 PA USD 14067930.60000000 0.566898543670 Long DBT NUSS XX N 2 2022-12-15 Floating 0.19000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WEC3 7000000.00000000 PA USD 7011830.00000000 0.282557280703 Long DBT CORP US N 2 2024-04-26 Floating 0.34000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WDJ9 2016000.00000000 PA USD 2023781.76000000 0.081552785912 Long DBT CORP US N 2 2022-07-12 Floating 0.63000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 Santander UK PLC 80283LAW3 3655000.00000000 PA USD 3662602.40000000 0.147592707530 Long DBT CORP GB N 2 2021-11-15 Floating 0.82000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBB0 5239000.00000000 PA USD 5249111.27000000 0.211524610060 Long DBT CORP CA N 2 2022-02-18 Floating 0.66000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 Korea Development Bank/The 500630DK1 2000000.00000000 PA USD 1997600.00000000 0.080497733677 Long DBT NUSS KR N 2 2024-03-09 Floating 0.29000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 John Deere Capital Corp 24422EUG2 2229000.00000000 PA USD 2251267.71000000 0.090719838084 Long DBT CORP US N 2 2023-06-07 Floating 0.68000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DAX3 6229000.00000000 PA USD 6265003.62000000 0.252462251147 Long DBT CORP US N 2 2022-08-15 Floating 1.04000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MAP5 2867000.00000000 PA USD 2885864.86000000 0.116292341274 Long DBT CORP JP N 2 2022-07-12 Floating 0.97000000 N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214ES8 9049000.00000000 PA USD 9067731.43000000 0.365404400137 Long DBT CORP AU N 2 2026-06-03 Floating 0.56000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YBG3 2850000.00000000 PA USD 2884114.50000000 0.116221806626 Long DBT CORP JP N 2 2024-07-10 Floating 1.18000000 N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WDP3 3893000.00000000 PA USD 3911958.91000000 0.157641082546 Long DBT CORP US N 2 2023-09-08 Floating 0.55000000 N N N N N N MUFG UNION BANK NA OX3PU53ZLPQKJ4700D47 MUFG Union Bank NA 624786FV6 2150000.00000000 PA USD 2161287.50000000 0.087093885450 Long DBT CORP US N 2 2022-12-09 Floating 0.76000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CA5 3806000.00000000 PA USD 3885811.82000000 0.156587427417 Long DBT CORP GB N 2 2025-03-11 Floating 1.35000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MA6 1946000.00000000 PA USD 1971589.90000000 0.079449598864 Long DBT CORP US N 2 2024-06-01 Floating 1.16000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAJ7 17952000.00000000 PA USD 17960976.00000000 0.723777464277 Long DBT CORP US N 2 2022-07-22 Floating 1.11000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 2027A0JS9 3220000.00000000 PA USD 3243795.80000000 0.130715964363 Long DBT CORP AU N 2 2022-09-18 Floating 0.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAD8 11314000.00000000 PA USD 11386409.60000000 0.458840692594 Long DBT CORP US N 2 2023-04-25 Floating 1.08000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAQ4 2354000.00000000 PA USD 2380788.52000000 0.095939167113 Long DBT CORP DK N 2 2023-09-12 Floating 1.18000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 Korea Development Bank/The 500630CN6 4505000.00000000 PA USD 4519190.75000000 0.182110839723 Long DBT NUSS KR N 2 2022-02-27 Floating 0.84000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 88032XAJ3 1690000.00000000 PA USD 1690321.10000000 0.068115247165 Long DBT CORP KY Y 2 2023-01-19 Floating 0.79000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141EB81 11017000.00000000 PA USD 11363374.48000000 0.457912441215 Long DBT CORP US N 2 2023-11-29 Floating 1.74000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBM6 4607000.00000000 PA USD 4631094.61000000 0.186620254581 Long DBT CORP US N 2 2022-03-09 Floating 1.07000000 N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740BA6 1937000.00000000 PA USD 1939576.21000000 0.078159536043 Long DBT CORP US N 2 2022-07-13 Floating 0.84000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 General Electric Co 36966THT2 1505000.00000000 PA USD 1524218.85000000 0.061421787672 Long DBT CORP US N 2 2023-03-15 Floating 1.12000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578DBD3 5595000.00000000 PA USD 5638305.30000000 0.227208048875 Long DBT CORP FR N 2 2022-05-31 Floating 1.02000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB Bank ASA 23329PAD2 2900000.00000000 PA USD 2921460.00000000 0.117726726587 Long DBT CORP NO N 2 2022-12-02 Floating 0.75000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp 14913R2A4 1735000.00000000 PA USD 1745392.65000000 0.070334477724 Long DBT CORP US N 2 2022-05-13 Floating 0.90000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90351DAG2 2315000.00000000 PA USD 2335534.05000000 0.094115537621 Long DBT CORP CH N 2 2022-02-01 Floating 1.71000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607GKW3 11014000.00000000 PA USD 11109491.38000000 0.447681657190 Long DBT CORP CA N 2 2023-03-17 Floating 0.85000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 International Finance Corp 45950VKB1 8142000.00000000 PA USD 8148839.28000000 0.328375597789 Long DBT NUSS XX N 2 2021-12-15 Floating 0.30000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 45906M2B6 5600000.00000000 PA USD 5644128.00000000 0.227442687518 Long DBT NUSS XX N 2 2024-06-17 Floating 0.44000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp 14913Q3D9 4785000.00000000 PA USD 4787918.85000000 0.192939836032 Long DBT CORP US N 2 2021-11-12 Floating 0.37000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WDV0 2300000.00000000 PA USD 2299839.00000000 0.092677126213 Long DBT CORP US N 2 2023-02-22 Floating 0.30000000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 7-Eleven Inc 817826AH3 11442000.00000000 PA USD 11447148.90000000 0.461288317742 Long DBT CORP US N 2 2022-08-10 Floating 0.61000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 Southern California Gas Co 842434CV2 899000.00000000 PA USD 897471.70000000 0.036165617686 Long DBT CORP US N 2 2023-09-14 Floating 0.47000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGE8 5495000.00000000 PA USD 5595558.50000000 0.225485471521 Long DBT CORP US N 2 2026-03-20 Floating 0.84000000 N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd 55608PBB9 430000.00000000 PA USD 430180.60000000 0.017335083786 Long DBT CORP AU N 2 2021-08-06 Floating 0.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48129AAA0 924000.00000000 PA USD 936012.00000000 0.037718684769 Long DBT CORP US N 2 2025-01-10 Floating 1.04000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LEM7 2799000.00000000 PA USD 2803562.37000000 0.112975779439 Long DBT CORP US N 2 2024-04-12 Floating 0.47000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 GATX Corp 361448BB8 867000.00000000 PA USD 868170.45000000 0.034984858665 Long DBT CORP US N 2 2021-11-05 Floating 0.90000000 N N N N N N Chevron Corp N/A Chevron Corp 166764AU4 3526000.00000000 PA USD 3537106.90000000 0.142535587317 Long DBT CORP US N 2 2022-03-03 Floating 0.66000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAE1 1340000.00000000 PA USD 1340147.40000000 0.054004219310 Long DBT CORP US N 2 2021-07-30 Floating 0.86000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668AW2 1876000.00000000 PA USD 1879433.08000000 0.075735934891 Long DBT CORP US N 2 2021-09-24 Floating 0.99000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822BF0 738000.00000000 PA USD 741011.04000000 0.029860687500 Long DBT CORP JP N 2 2022-03-07 Floating 0.83000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co 075887BU2 4176000.00000000 PA USD 4209867.36000000 0.169645965941 Long DBT CORP US N 2 2022-06-06 Floating 1.16000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WCZ4 1472000.00000000 PA USD 1472574.08000000 0.059340646832 Long DBT CORP US N 2 2021-08-06 Floating 0.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 046353AS7 2414000.00000000 PA USD 2436426.06000000 0.098181205498 Long DBT CORP GB N 2 2023-08-17 Floating 0.82000000 N N N N N N Industrial Bank of Korea 988400RBIWE3YA18PK12 Industrial Bank of Korea 45604GAE9 5750000.00000000 PA USD 5752127.50000000 0.231794767508 Long DBT NUSS KR N 2 2021-08-02 Floating 0.78000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 94988J5U7 3993000.00000000 PA USD 3997032.93000000 0.161069329345 Long DBT CORP US N 2 2021-10-22 Floating 0.69000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YAF6 11758000.00000000 PA USD 11783279.70000000 0.474833455717 Long DBT CORP JP N 2 2021-09-13 Floating 1.26000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 General Mills Inc 370334CC6 2844000.00000000 PA USD 2886517.80000000 0.116318652943 Long DBT CORP US N 2 2023-10-17 Floating 1.20000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A2F7 3095000.00000000 PA USD 3124928.65000000 0.125925948252 Long DBT CORP US N 2 2022-07-01 Floating 1.42000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp 14913R2N6 8427000.00000000 PA USD 8427926.97000000 0.339622056811 Long DBT CORP US N 2 2022-11-17 Floating 0.18000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXW9 7340000.00000000 PA USD 7356294.80000000 0.296438255739 Long DBT CORP US N 2 2024-03-08 Floating 0.62000000 N N N N N N TD AMERITRADE HOLDING CO ZI85ER3E6RXD4HPHW309 TD Ameritrade Holding Corp 87236YAG3 4043000.00000000 PA USD 4046719.56000000 0.163071562579 Long DBT CORP US N 2 2021-11-01 Floating 0.61000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 Fifth Third Bank NA 31677QBQ1 1625000.00000000 PA USD 1630736.25000000 0.065714143147 Long DBT CORP US N 2 2022-02-01 Floating 0.82000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236THS7 5000000.00000000 PA USD 5005800.00000000 0.201719841431 Long DBT CORP US N 2 2022-06-13 Floating 0.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746SL6 7248000.00000000 PA USD 7288951.20000000 0.293724495638 Long DBT CORP US N 2 2023-01-24 Floating 1.29000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LN9 7084000.00000000 PA USD 7139184.36000000 0.287689307813 Long DBT CORP US N 2 2023-07-24 Floating 1.13000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 4581X0DR6 7600000.00000000 PA USD 7631084.00000000 0.307511497549 Long DBT NUSS XX N 2 2025-02-04 Floating 0.28000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp 58013MFG4 4499000.00000000 PA USD 4504758.72000000 0.181529268985 Long DBT CORP US N 2 2021-10-28 Floating 0.61000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 Zoetis Inc 98978VAR4 2386000.00000000 PA USD 2387193.00000000 0.096197249875 Long DBT CORP US N 2 2021-08-20 Floating 0.60000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LB5 5876000.00000000 PA USD 5896742.28000000 0.237622341620 Long DBT CORP US N 2 2021-12-08 Floating 1.20000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBD6 4097000.00000000 PA USD 4104661.39000000 0.165406457453 Long DBT CORP CA N 2 2023-02-17 Floating 0.43000000 N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp 14913R2M8 6682000.00000000 PA USD 6691087.52000000 0.269632249299 Long DBT CORP US N 2 2024-05-17 Floating 0.28000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 European Bank for Reconstruction & Development 29874QEN0 3000000.00000000 PA USD 3001290.00000000 0.120943653939 Long DBT NUSS XX N 2 2026-04-14 Floating 0.21000000 N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565EBG9 2928000.00000000 PA USD 2938072.32000000 0.118396156959 Long DBT CORP US N 2 2022-04-14 Floating 0.72000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565EBN4 6360000.00000000 PA USD 6397587.60000000 0.257805017423 Long DBT CORP US N 2 2024-04-01 Floating 0.58000000 N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114QCL0 7675000.00000000 PA USD 7724657.25000000 0.311282239719 Long DBT CORP CA N 2 2023-09-28 Floating 0.50000000 N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LH2 19522000.00000000 PA USD 19646550.36000000 0.791701431000 Long DBT CORP US N 2 2022-04-25 Floating 1.14000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBK4 7569000.00000000 PA USD 7579672.29000000 0.305439748380 Long DBT CORP US N 2 2021-11-19 Floating 0.61000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA/NY 21688AAK8 2005000.00000000 PA USD 2013521.25000000 0.081139315847 Long DBT CORP NL N 2 2022-01-10 Floating 1.02000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 88032WAJ5 2300000.00000000 PA USD 2300437.00000000 0.092701223953 Long DBT CORP KY N 2 2023-01-19 Floating 0.79000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AE8 985000.00000000 PA USD 996504.80000000 0.040156376651 Long DBT CORP CH N 2 2023-12-14 Floating 1.32000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833CN8 8208000.00000000 PA USD 8232541.92000000 0.331748581781 Long DBT CORP US N 2 2022-02-09 Floating 0.66000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740AW9 3682000.00000000 PA USD 3688701.24000000 0.148644418319 Long DBT CORP US N 2 2022-01-13 Floating 1.08000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBN9 4878000.00000000 PA USD 4953706.56000000 0.199620620436 Long DBT CORP GB N 2 2024-01-16 Floating 1.17000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 European Bank for Reconstruction & Development 29874QDQ4 17500000.00000000 PA USD 17535175.00000000 0.706618866211 Long DBT NUSS XX N 2 2022-08-19 Floating 0.29000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 UBS AG/London 902674YC8 12505000.00000000 PA USD 12530760.30000000 0.504954848523 Long DBT CORP CH N 2 2024-02-09 Floating 0.39000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 Skandinaviska Enskilda Banken AB 83051GAP3 2186000.00000000 PA USD 2191421.28000000 0.088308193118 Long DBT CORP SE N 2 2023-09-01 Floating 0.45000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CJ5 1093000.00000000 PA USD 1096333.65000000 0.044179202132 Long DBT CORP US N 2 2022-05-16 Floating 0.54000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 Export-Import Bank of Korea 302154CX5 2320000.00000000 PA USD 2327308.00000000 0.093784050645 Long DBT NUSS KR N 2 2022-06-25 Floating 0.67000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78015K7M0 5493000.00000000 PA USD 5500085.97000000 0.221638193641 Long DBT CORP CA N 2 2024-01-19 Floating 0.32000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WBW0 4747000.00000000 PA USD 4752364.11000000 0.191507078727 Long DBT CORP US N 2 2021-11-05 Floating 0.53000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TJE6 10274000.00000000 PA USD 10292595.94000000 0.414763039062 Long DBT CORP US N 2 2023-04-06 Floating 0.34000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCA2 6551000.00000000 PA USD 6592795.38000000 0.265671348964 Long DBT CORP US N 2 2024-03-16 Floating 0.63000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 45818WCM6 7300000.00000000 PA USD 7301168.00000000 0.294216798758 Long DBT NUSS XX N 2 2022-03-15 Floating 0.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYF5 5500000.00000000 PA USD 5497745.00000000 0.221543859050 Long DBT CORP US N 2 2024-09-10 Floating 0.55000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFU7 8400000.00000000 PA USD 8413104.00000000 0.339024732276 Long DBT CORP US N 2 2023-02-24 Floating 0.48000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGJ2 16021000.00000000 PA USD 16136351.20000000 0.650250150895 Long DBT CORP US N 2 2023-04-24 Floating 1.18000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 John Deere Capital Corp 24422EUZ0 1790000.00000000 PA USD 1797464.30000000 0.072432820643 Long DBT CORP US N 2 2022-06-13 Floating 0.61000000 N N N N N Chevron Corp N/A Chevron Corp 166764AP5 1419000.00000000 PA USD 1421653.53000000 0.057288690048 Long DBT CORP US N 2 2021-11-15 Floating 0.69000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JD0 4233000.00000000 PA USD 4235328.15000000 0.170671965086 Long DBT CORP US N 2 2022-06-16 Floating 1.60000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YAY5 2290000.00000000 PA USD 2304885.00000000 0.092880466003 Long DBT CORP JP N 2 2023-07-16 Floating 1.02000000 N N N N N N CHEVRON CORP N/A Chevron Corp 166764BU3 2795000.00000000 PA USD 2838322.50000000 0.114376516167 Long DBT CORP US N 2 2023-05-11 Floating 1.06000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBT6 13781000.00000000 PA USD 13782791.53000000 0.555408230836 Long DBT CORP US N 2 2023-02-22 Floating 0.42000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMH2 6250000.00000000 PA USD 6264687.50000000 0.252449512389 Long DBT CORP US N 2 2024-03-25 Floating 0.69000000 N N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 MUFG Union Bank NA 90520EAJ0 2333000.00000000 PA USD 2340792.22000000 0.094327427273 Long DBT CORP US N 2 2022-03-07 Floating 0.73000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 Wells Fargo Bank NA 94988J5Z6 8210000.00000000 PA USD 8219934.10000000 0.331240521641 Long DBT CORP US N 2 2022-09-09 Floating 0.78000000 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 Roche Holdings Inc 771196BR2 4150000.00000000 PA USD 4153735.00000000 0.167383987684 Long DBT CORP US N 2 2024-03-05 Floating 0.28000000 N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFR4 6667000.00000000 PA USD 6677867.21000000 0.269099507512 Long DBT CORP US N 2 2022-12-09 Floating 0.55000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 Public Storage 74460WAB3 6094000.00000000 PA USD 6105944.24000000 0.246052599761 Long DBT US N 2 2024-04-23 Floating 0.49000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MAJ9 9428000.00000000 PA USD 9459112.40000000 0.381175966561 Long DBT CORP JP N 2 2021-10-19 Floating 1.33000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 Otis Worldwide Corp 68902VAG2 3383000.00000000 PA USD 3381612.97000000 0.136269613666 Long DBT CORP US N 2 2023-04-05 Floating 0.64000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAD5 6015000.00000000 PA USD 6065766.60000000 0.244433552422 Long DBT CORP CH N 2 2023-08-15 Floating 1.11000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78013XW61 475000.00000000 PA USD 480353.25000000 0.019356902277 Long DBT CORP CA N 2 2023-10-05 Floating 0.85000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXK5 5991000.00000000 PA USD 5998189.20000000 0.241710370830 Long DBT CORP US N 2 2023-11-17 Floating 0.57000000 N N N N N HANA BANK 6RPK2YDJN6L35AS0M510 Hana Bank 482466AF6 2840000.00000000 PA USD 2851303.20000000 0.114899602336 Long DBT CORP KR N 2 2022-10-02 Floating 0.84000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 Florida Power & Light Co 341081GD3 8763000.00000000 PA USD 8762386.59000000 0.353099850872 Long DBT CORP US N 2 2023-05-10 Floating 0.28000000 N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55607PAE5 3000000.00000000 PA USD 3004950.00000000 0.121091141777 Long DBT CORP AU N 2 2027-09-23 Floating 0.97000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EAT2 8401000.00000000 PA USD 8462915.37000000 0.341031992186 Long DBT CORP GB N 2 2023-01-10 Floating 1.81000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp/The 06406FAF0 5597000.00000000 PA USD 5664164.00000000 0.228250082688 Long DBT CORP US N 2 2023-10-30 Floating 1.24000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851DQ4 6150000.00000000 PA USD 6180135.00000000 0.249042281399 Long DBT CORP US N 2 2022-02-22 Floating 1.03000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GBA9 6500000.00000000 PA USD 6521320.00000000 0.262791089601 Long DBT CORP US N 2 2022-08-16 Floating 0.49000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBV1 4194000.00000000 PA USD 4215263.58000000 0.169863418624 Long DBT CORP US N 2 2023-03-01 Floating 0.58000000 N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 General Electric Co 36962GW75 605000.00000000 PA USD 595749.55000000 0.024007052770 Long DBT CORP US N 2 2026-05-05 Floating 0.56000000 N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBF1 5254000.00000000 PA USD 5292091.50000000 0.213256593995 Long DBT CORP GB N 2 2023-02-15 Floating 1.59000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114TZC9 5000000.00000000 PA USD 5003300.00000000 0.201619098373 Long DBT CORP CA N 2 2023-06-02 Floating 0.26000000 N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TED3 1753000.00000000 PA USD 1761431.93000000 0.070980816175 Long DBT CORP US N 2 2022-09-08 Floating 0.61000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 05252ACV1 3264000.00000000 PA USD 3283192.32000000 0.132303534735 Long DBT CORP AU N 2 2022-05-19 Floating 0.86000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXV1 16398000.00000000 PA USD 16408986.66000000 0.661236602963 Long DBT CORP US N 2 2023-03-08 Floating 0.47000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KW0 6827000.00000000 PA USD 6834100.08000000 0.275395258393 Long DBT CORP US N 2 2021-08-02 Floating 1.37000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDH9 6844000.00000000 PA USD 6848585.48000000 0.275978979795 Long DBT CORP US N 2 2023-09-15 Floating 0.65000000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 ONE Gas Inc 68235PAK4 4630000.00000000 PA USD 4630833.40000000 0.186609728543 Long DBT CORP US N 2 2023-03-11 Floating 0.73000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAW6 7978000.00000000 PA USD 8080277.96000000 0.325612766953 Long DBT CORP US N 2 2024-07-23 Floating 1.06000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400HC0 4380000.00000000 PA USD 4396249.80000000 0.177156660783 Long DBT CORP US N 2 2024-04-01 Floating 0.88000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 136069TZ4 4063000.00000000 PA USD 4088962.57000000 0.164773838595 Long DBT CORP CA N 2 2022-06-16 Floating 0.84000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38148YAB4 8988000.00000000 PA USD 9008402.76000000 0.363013619461 Long DBT CORP US N 2 2022-10-31 Floating 0.97000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 State Street Navigator Securities Lending Government Money Market Portfolio 857492706 38337395.00000000 NS USD 38337395.00000000 1.544890574995 Long STIV RF US N 1 N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YBM0 1770000.00000000 PA USD 1777168.50000000 0.071614956254 Long DBT CORP JP N 2 2024-09-08 Floating 0.74000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 Export-Import Bank of Korea 302154CU1 5925000.00000000 PA USD 5984250.00000000 0.241148659772 Long DBT NUSS KR N 2 2023-06-01 Floating 0.91000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAQ9 2200000.00000000 PA USD 2218832.00000000 0.089412769028 Long DBT CORP US N 2 2024-04-23 Floating 0.90000000 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 BMW Finance NV 05600LAD8 2090000.00000000 PA USD 2106176.60000000 0.084873069195 Long DBT CORP NL N 2 2022-08-12 Floating 0.96000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 Capital One NA 14042RFJ5 2250000.00000000 PA USD 2261745.00000000 0.091142043781 Long DBT CORP US N 2 2023-01-30 Floating 1.34000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFF0 4505000.00000000 PA USD 4527254.70000000 0.182435794519 Long DBT CORP US N 2 2022-07-27 Floating 0.68000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 Truist Bank 86787EAW7 3190000.00000000 PA USD 3190893.20000000 0.128584136467 Long DBT CORP US N 2 2022-08-02 Floating 0.77000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA/NY 21688AAR3 10174000.00000000 PA USD 10192007.98000000 0.410709623556 Long DBT CORP NL N 2 2024-01-12 Floating 0.32000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TGS8 7363000.00000000 PA USD 7364251.71000000 0.296758897120 Long DBT CORP US N 2 2021-08-13 Floating 0.29000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 63254WAA8 6350000.00000000 PA USD 6380162.50000000 0.257102834274 Long DBT CORP AU N 2 2022-12-13 Floating 0.53000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LR0 2500000.00000000 PA USD 2516700.00000000 0.101416022400 Long DBT CORP US N 2 2022-10-27 Floating 0.87000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBH2 8176000.00000000 PA USD 8180578.56000000 0.329654602649 Long DBT CORP US N 2 2022-09-09 Floating 1.22000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 Export-Import Bank of Korea 302154CL1 4900000.00000000 PA USD 4919845.00000000 0.198256093585 Long DBT NUSS KR N 2 2022-01-25 Floating 1.05000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05581KAE1 2770000.00000000 PA USD 2771163.40000000 0.111670190904 Long DBT CORP FR N 2 2021-08-07 Floating 0.56000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YBC2 8381000.00000000 PA USD 8428771.70000000 0.339656097085 Long DBT CORP JP N 2 2024-05-25 Floating 0.78000000 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 Kommunalbanken AS 50048MDB3 2000000.00000000 PA USD 2002720.00000000 0.080704055462 Long DBT NUSS NO N 2 2023-10-27 Floating 0.19000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MBE9 3493000.00000000 PA USD 3535754.32000000 0.142481082099 Long DBT CORP JP N 2 2023-10-16 Floating 0.98000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCW9 3861000.00000000 PA USD 3864861.00000000 0.155743167540 Long DBT CORP US N 2 2021-10-01 Floating 0.58000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78015K7E8 2666000.00000000 PA USD 2676450.72000000 0.107853532869 Long DBT CORP CA N 2 2023-01-17 Floating 0.55000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 ConocoPhillips Co 20826FAH9 3881000.00000000 PA USD 3904402.43000000 0.157336577383 Long DBT CORP US N 2 2022-05-15 Floating 1.06000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBC8 9968000.00000000 PA USD 10152108.96000000 0.409101803829 Long DBT CORP GB N 2 2024-05-16 Floating 1.54000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AL7 3500000.00000000 PA USD 3556525.00000000 0.143318082833 Long DBT CORP NL N 2 2023-10-02 Floating 1.15000000 N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 Honeywell International Inc 438516BV7 4471000.00000000 PA USD 4487632.12000000 0.180839114557 Long DBT CORP US N 2 2022-08-08 Floating 0.53000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 45818WBP0 10520000.00000000 PA USD 10528100.40000000 0.424253214924 Long DBT NUSS XX N 2 2022-07-15 Floating 0.25000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 4581X0DT2 13100000.00000000 PA USD 13119257.00000000 0.528669631576 Long DBT NUSS XX N 2 2026-02-10 Floating 0.23000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236THN8 50000.00000000 PA USD 50120.00000000 0.002019696842 Long DBT CORP US N 2 2022-10-14 Floating 0.36000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 0641593W4 6187000.00000000 PA USD 6208159.54000000 0.250171592551 Long DBT CORP CA N 2 2024-04-15 Floating 0.47000000 N N N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd 55608PBD5 1200000.00000000 PA USD 1201728.00000000 0.048426301810 Long DBT CORP AU N 2 2021-11-24 Floating 0.60000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCE4 1502000.00000000 PA USD 1515007.32000000 0.061050588588 Long DBT CORP US N 2 2023-01-05 Floating 1.18000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740BN8 2734000.00000000 PA USD 2735531.04000000 0.110234305729 Long DBT CORP US N 2 2021-09-21 Floating 0.76000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448DU9 2439000.00000000 PA USD 2445585.30000000 0.098550297439 Long DBT CORP US N 2 2022-05-02 Floating 0.54000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 Korea Development Bank/The 500630CQ9 1495000.00000000 PA USD 1503192.60000000 0.060574488176 Long DBT NUSS KR N 2 2022-07-06 Floating 0.92000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWK6 7300000.00000000 PA USD 7353582.00000000 0.296328937431 Long DBT CORP US N 2 2023-06-05 Floating 1.18000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MZ1 3000000.00000000 PA USD 2999760.00000000 0.120881999187 Long DBT CORP US N 2 2027-06-09 Floating 0.82000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BP8 6998000.00000000 PA USD 7193874.02000000 0.289893149265 Long DBT CORP US N 2 2024-02-01 Floating 1.83000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 459058JQ7 22650000.00000000 PA USD 22661325.00000000 0.913188478492 Long DBT NUSS XX N 2 2023-01-13 Floating 0.15000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AQ7 6895000.00000000 PA USD 6943609.75000000 0.279808194041 Long DBT CORP JP N 2 2022-07-25 Floating 0.97000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WDZ3 8500000.00000000 PA USD 8502805.00000000 0.342639433522 Long DBT CORP US N 2 2023-02-02 Floating 0.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAG3 8723000.00000000 PA USD 8880886.30000000 0.357875060172 Long DBT CORP US N 2 2024-05-08 Floating 1.38000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 US Bank NA/Cincinnati OH 90331HPG2 6107000.00000000 PA USD 6135763.97000000 0.247254252085 Long DBT CORP US N 2 2022-12-09 Floating 0.52000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 Credit Agricole SA/London 22535WAF4 4071000.00000000 PA USD 4129052.46000000 0.166389349853 Long DBT CORP FR N 2 2023-04-24 Floating 1.20000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 Asian Development Bank 045167CU5 30872000.00000000 PA USD 30873234.88000000 1.244105646346 Long DBT NUSS XX N 2 2021-12-15 Floating 0.13000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCX7 3361000.00000000 PA USD 3400592.58000000 0.137034439252 Long DBT CORP US N 2 2024-04-15 Floating 0.81000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 KeyBank NA/Cleveland OH 49327M3B8 3000000.00000000 PA USD 3002790.00000000 0.121004099774 Long DBT CORP US N 2 2024-01-03 Floating 0.39000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXQ2 5064000.00000000 PA USD 5066633.28000000 0.204171253712 Long DBT CORP US N 2 2023-01-27 Floating 0.44000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17308CC38 3970000.00000000 PA USD 3978098.80000000 0.160306336476 Long DBT CORP US N 2 2022-11-04 Floating 0.90000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 Truist Bank 89788JAC3 150000.00000000 PA USD 151141.50000000 0.006090582806 Long DBT CORP US N 2 2023-03-09 Floating 0.78000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816BX6 3005000.00000000 PA USD 3044065.00000000 0.122667367675 Long DBT CORP US N 2 2023-08-03 Floating 0.93000000 N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016EZR1 7364000.00000000 PA USD 7375414.20000000 0.297208714474 Long DBT CORP CA N 2 2026-04-27 Floating 0.60000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55608JAM0 2745000.00000000 PA USD 2790018.00000000 0.112429978934 Long DBT CORP AU N 2 2024-03-27 Floating 1.50000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 45818WBM7 13949000.00000000 PA USD 13950534.39000000 0.562167802357 Long DBT NUSS XX N 2 2021-07-15 Floating 0.38000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 Principal Life Global Funding II 74256LBH1 124000.00000000 PA USD 124111.60000000 0.005001352885 Long DBT CORP US N 2 2021-10-06 Floating 0.59000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAZ0 3866000.00000000 PA USD 3871412.40000000 0.156007170770 Long DBT CORP US N 2 2024-05-13 Floating 0.68000000 N N N N N KFW 549300GDPG70E3MBBU98 Kreditanstalt fuer Wiederaufbau 500769JK1 5000000.00000000 PA USD 5118400.00000000 0.206257308798 Long DBT CORP DE N 2 2024-02-12 Floating 1.03000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816BT5 1247000.00000000 PA USD 1256926.12000000 0.050650632789 Long DBT CORP US N 2 2023-02-27 Floating 0.79000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAD4 6520000.00000000 PA USD 6652290.80000000 0.268068849201 Long DBT CORP FR N 2 2023-09-12 Floating 1.36000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 Credit Agricole SA/London 22532LAS3 200000.00000000 PA USD 200000.00000000 0.008059444701 Long DBT CORP FR N 2 2021-07-01 Floating 1.38000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 NatWest Markets PLC 63906AAB6 2000000.00000000 PA USD 2030240.00000000 0.081813035053 Long DBT CORP GB N 2 2022-09-29 Floating 1.71000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891CAV5 1301000.00000000 PA USD 1301156.12000000 0.052432978985 Long DBT CORP US Y 2 2021-07-08 Floating 1.14000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236THV0 5308000.00000000 PA USD 5320049.16000000 0.214383210069 Long DBT CORP US N 2 2024-01-11 Floating 0.35000000 N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607GRT3 5407000.00000000 PA USD 5415056.43000000 0.218211739263 Long DBT CORP CA N 2 2023-12-14 Floating 0.45000000 N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BH3 4923000.00000000 PA USD 5036278.23000000 0.202948029478 Long DBT CORP GB N 2 2024-06-25 Floating 1.70000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114QCR7 5328000.00000000 PA USD 5336364.96000000 0.215040691508 Long DBT CORP CA N 2 2024-03-04 Floating 0.40000000 N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBR6 5032000.00000000 PA USD 5066217.60000000 0.204154502962 Long DBT CORP US N 2 2022-01-14 Floating 1.74000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WDV2 2850000.00000000 PA USD 2857752.00000000 0.115159471071 Long DBT CORP US N 2 2023-10-21 Floating 0.38000000 N N N N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 2027A0JY6 1150000.00000000 PA USD 1161833.50000000 0.046818664227 Long DBT CORP AU N 2 2023-03-16 Floating 0.82000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740BE8 2576000.00000000 PA USD 2579889.76000000 0.103962394282 Long DBT CORP US N 2 2022-09-28 Floating 0.84000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 88032WAP1 1500000.00000000 PA USD 1507380.00000000 0.060743228770 Long DBT CORP KY N 2 2024-04-11 Floating 1.10000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 KeyBank NA/Cleveland OH 49327M2Y9 1000000.00000000 PA USD 1003350.00000000 0.040432219205 Long DBT CORP US N 2 2022-02-01 Floating 0.84000000 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 Rogers Communications Inc 775109BQ3 5681000.00000000 PA USD 5697418.09000000 0.229590130186 Long DBT CORP CA N 2 2022-03-22 Floating 0.73000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WCX7 2851000.00000000 PA USD 2864029.07000000 0.115412419564 Long DBT CORP US N 2 2022-06-27 Floating 0.69000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 6325C0DQ1 3835000.00000000 PA USD 3857818.25000000 0.155459364270 Long DBT CORP AU N 2 2022-05-22 Floating 0.87000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816BZ1 12889000.00000000 PA USD 12908333.50000000 0.520170000153 Long DBT CORP US N 2 2021-11-05 Floating 0.78000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 6325C0DF5 5170000.00000000 PA USD 5171551.00000000 0.208399146525 Long DBT CORP AU N 2 2021-07-12 Floating 1.19000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 European Investment Bank 29878TDE1 10950000.00000000 PA USD 10971243.00000000 0.442110631321 Long DBT NUSS XX N 2 2022-06-10 Floating 0.33000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016EZP5 770000.00000000 PA USD 771278.20000000 0.031080370011 Long DBT CORP CA N 2 2026-01-20 Floating 0.55000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWN0 3931000.00000000 PA USD 3961740.42000000 0.159647139181 Long DBT CORP US N 2 2023-07-24 Floating 1.18000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 Equifax Inc 294429AP0 2463000.00000000 PA USD 2465167.44000000 0.099339403312 Long DBT CORP US N 2 2021-08-15 Floating 1.03000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 Swedbank AB 87020PAJ6 3625000.00000000 PA USD 3640333.75000000 0.146695342764 Long DBT CORP SE N 2 2022-03-14 Floating 0.82000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHE2 10013000.00000000 PA USD 10101014.27000000 0.407042829686 Long DBT CORP US N 2 2024-03-05 Floating 0.92000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAR1 2818000.00000000 PA USD 2821522.50000000 0.113699522812 Long DBT CORP US N 2 2021-09-10 Floating 1.03000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 European Investment Bank 29878TFC3 11100000.00000000 PA USD 11525463.00000000 0.464444158533 Long DBT NUSS XX N 2 2026-01-21 Floating 1.02000000 N N N N N N LYB INT FINANCE III N/A LYB International Finance III LLC 50249AAE3 3975000.00000000 PA USD 3981320.25000000 0.160436151967 Long DBT CORP US N 2 2023-10-01 Floating 1.14000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 Equitable Financial Life Global Funding 29449WAH0 3050000.00000000 PA USD 3053202.50000000 0.123035583554 Long DBT CORP US N 2 2023-04-06 Floating 0.41000000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 Brighthouse Financial Global Funding 10921U2B3 2000000.00000000 PA USD 2014880.00000000 0.081194069699 Long DBT CORP US N 2 2024-04-12 Floating 0.78000000 N N N N N N LANDWIRTSCH. RENTENBANK 529900Z3J0N6S0F7CT25 Landwirtschaftliche Rentenbank 51511CAK4 4619000.00000000 PA USD 4620154.75000000 0.186179408598 Long DBT CORP DE N 2 2022-01-12 Floating 0.23000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAB9 7942000.00000000 PA USD 8016337.12000000 0.323036128632 Long DBT CORP CH N 2 2023-05-23 Floating 1.37000000 N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 45818WBA3 23400000.00000000 PA USD 23400936.00000000 0.942992748267 Long DBT NUSS XX N 2 2022-01-15 Floating 0.18000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78015K7F5 3647000.00000000 PA USD 3657722.18000000 0.147396048214 Long DBT CORP CA N 2 2022-08-05 Floating 0.43000000 N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114QCF3 8475000.00000000 PA USD 8514747.75000000 0.343120693188 Long DBT CORP CA N 2 2023-01-27 Floating 0.51000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526BS7 3161000.00000000 PA USD 3187900.11000000 0.128463523250 Long DBT CORP DE N 2 2023-02-27 Floating 1.37000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WEE9 3200000.00000000 PA USD 3202688.00000000 0.129059434159 Long DBT CORP US N 2 2026-06-09 Floating 0.53000000 N N N N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FG6 4156000.00000000 PA USD 4157537.72000000 0.167537226742 Long DBT CORP US N 2 2021-09-01 Floating 0.38000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114QCE6 1368000.00000000 PA USD 1376987.76000000 0.055488783531 Long DBT CORP CA N 2 2022-12-01 Floating 0.66000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGH6 5587000.00000000 PA USD 5619125.25000000 0.226435146113 Long DBT CORP US N 2 2023-01-20 Floating 1.35000000 N N N N N N BOC Aviation Ltd 254900H06V5RMEB3KE72 BOC Aviation Ltd 09681LAH3 2000000.00000000 PA USD 1998600.00000000 0.080538030901 Long DBT CORP SG N 2 2023-09-26 Floating 1.27000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WDM2 3365000.00000000 PA USD 3370013.85000000 0.135802201335 Long DBT CORP US N 2 2023-01-10 Floating 0.47000000 N N N N N N ASIAN INFRASTRUCTURE INV 25490065OSV2524LCR32 Asian Infrastructure Investment Bank/The 04522N2A7 3000000.00000000 PA USD 3002970.00000000 0.121011353275 Long DBT NUSS XX N 2 2026-04-15 Floating 0.24000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 Northwestern Mutual Global Funding 66815L2C2 3000000.00000000 PA USD 3005760.00000000 0.121123782528 Long DBT CORP US N 2 2024-03-25 Floating 0.38000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co 42824CBB4 6533000.00000000 PA USD 6533849.29000000 0.263295985200 Long DBT CORP US N 2 2021-10-05 Floating 0.91000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Corp 654740BR9 3950000.00000000 PA USD 3952844.00000000 0.159288638156 Long DBT CORP US N 2 2024-03-08 Floating 0.77000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214EK5 4585000.00000000 PA USD 4609208.80000000 0.185738317204 Long DBT CORP AU N 2 2023-01-13 Floating 0.58000000 N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NatWest Markets PLC 63906YAC2 1990000.00000000 PA USD 1996785.90000000 0.080464927708 Long DBT CORP GB N 2 2024-08-12 Floating 0.56000000 N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 Citizens Bank NA/Providence RI 17401QAT8 1662000.00000000 PA USD 1667700.66000000 0.067203706238 Long DBT CORP US N 2 2022-02-14 Floating 0.87000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 459058JJ3 14000000.00000000 PA USD 14092540.00000000 0.567890234162 Long DBT NUSS XX N 2 2025-09-18 Floating 0.36000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 88032XAP9 2175000.00000000 PA USD 2185701.00000000 0.088077681716 Long DBT CORP KY Y 2 2024-04-11 Floating 1.10000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AH1 1505000.00000000 PA USD 1525603.45000000 0.061477583207 Long DBT CORP CH N 2 2024-06-12 Floating 1.36000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJU4 8447000.00000000 PA USD 8496246.01000000 0.342375124436 Long DBT CORP US N 2 2025-04-22 Floating 0.72000000 N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 Korea Development Bank/The 500630CZ9 1000000.00000000 PA USD 1001600.00000000 0.040361699064 Long DBT NUSS KR N 2 2023-02-18 Floating 0.51000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 Cigna Corp 125523AC4 5441000.00000000 PA USD 5511624.18000000 0.222103151468 Long DBT CORP US N 2 2023-07-15 Floating 1.07000000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd 05252ADE8 4015000.00000000 PA USD 4039130.15000000 0.162765730428 Long DBT CORP AU N 2 2022-11-21 Floating 0.64000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 4581X0DE5 6490000.00000000 PA USD 6490129.80000000 0.261534211140 Long DBT NUSS XX N 2 2021-10-25 Floating 0.16000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KBB8 3000000.00000000 PA USD 3018930.00000000 0.121654496962 Long DBT CORP NL N 2 2024-03-11 Floating 0.48000000 N N N N N N NORDIC INVESTMENT BANK 213800HYL1S7VAXG6Z48 Nordic Investment Bank 65562QBR5 6000000.00000000 PA USD 6251040.00000000 0.251899556031 Long DBT NUSS XX N 2 2026-05-12 Floating 1.03000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746SB8 7658000.00000000 PA USD 7663360.60000000 0.308812154913 Long DBT CORP US N 2 2021-07-26 Floating 1.20000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565EBD6 5688000.00000000 PA USD 5691242.16000000 0.229341257354 Long DBT CORP US N 2 2021-08-13 Floating 0.66000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAC5 3552000.00000000 PA USD 3569014.08000000 0.143821358081 Long DBT CORP US N 2 2023-01-15 Floating 1.18000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AK0 3654000.00000000 PA USD 3673914.30000000 0.148048545693 Long DBT CORP JP N 2 2022-02-22 Floating 1.07000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214DT7 3714000.00000000 PA USD 3742189.26000000 0.150799837016 Long DBT CORP AU N 2 2023-01-11 Floating 0.76000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BW9 4000000.00000000 PA USD 4036240.00000000 0.162649265408 Long DBT CORP GB N 2 2023-10-14 Floating 1.27000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 KeyBank NA/Cleveland OH 49327M3D4 2000000.00000000 PA USD 2000900.00000000 0.080630714515 Long DBT CORP US N 2 2024-06-14 Floating 0.37000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TDQ5 1713000.00000000 PA USD 1718789.94000000 0.069262462373 Long DBT CORP US N 2 2022-01-11 Floating 0.88000000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 Skandinaviska Enskilda Banken AB 83051GAL2 3520000.00000000 PA USD 3545484.80000000 0.142873193426 Long DBT CORP SE N 2 2022-12-12 Floating 0.76000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MW8 5640000.00000000 PA USD 5666000.40000000 0.228324084510 Long DBT CORP US N 2 2025-05-01 Floating 0.70000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833CP3 6366000.00000000 PA USD 6384270.42000000 0.257268372044 Long DBT CORP US N 2 2022-05-11 Floating 0.51000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TFD2 1967000.00000000 PA USD 1972546.94000000 0.079488164919 Long DBT CORP US N 2 2022-05-17 Floating 0.56000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114QCN6 6938000.00000000 PA USD 6942440.32000000 0.279761069259 Long DBT CORP CA N 2 2023-01-06 Floating 0.26000000 N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 Credit Suisse AG/New York NY 22550UAB7 14030000.00000000 PA USD 14031964.20000000 0.565449197611 Long DBT CORP CH N 2 2024-02-02 Floating 0.42000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA/NY 21688AAM4 1120000.00000000 PA USD 1126708.80000000 0.045403236341 Long DBT CORP NL N 2 2023-01-10 Floating 0.67000000 N N N N N N EUROPEAN BK RECON & DEV 549300HTGDOVDU6OGK19 European Bank for Reconstruction & Development 29874QDM3 12112000.00000000 PA USD 12112847.84000000 0.488114136715 Long DBT NUSS XX N 2 2022-05-11 Floating 0.17000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236THE8 5750000.00000000 PA USD 5754255.00000000 0.231880499851 Long DBT CORP US N 2 2022-02-14 Floating 0.30000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 Truist Bank 86787EBD8 1842000.00000000 PA USD 1849773.24000000 0.074540725689 Long DBT CORP US N 2 2022-05-17 Floating 0.75000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 Atmos Energy Corp 049560AV7 1995000.00000000 PA USD 1995778.05000000 0.080424314151 Long DBT CORP US N 2 2023-03-09 Floating 0.50000000 N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214EA7 4432000.00000000 PA USD 4482746.40000000 0.180642233606 Long DBT CORP AU N 2 2023-05-15 Floating 0.88000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 Bayer US Finance II LLC 07274NAG8 8739000.00000000 PA USD 8856976.50000000 0.356911561617 Long DBT CORP US N 2 2023-12-15 Floating 1.13000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607HVD1 5000000.00000000 PA USD 5010300.00000000 0.201901178937 Long DBT CORP CA N 2 2023-06-22 Floating 0.39000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 European Investment Bank 29878TFB5 10500000.00000000 PA USD 10543575.00000000 0.424876798338 Long DBT NUSS XX N 2 2024-03-05 Floating 0.32000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668AQ5 8130000.00000000 PA USD 8156178.60000000 0.328671352008 Long DBT CORP US N 2 2021-11-12 Floating 1.11000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YAN9 11097000.00000000 PA USD 11196429.12000000 0.451185006730 Long DBT CORP JP N 2 2022-09-11 Floating 1.00000000 N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 60687YAJ8 11524000.00000000 PA USD 11590493.48000000 0.467064706321 Long DBT CORP JP N 2 2022-02-28 Floating 1.08000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 John Deere Capital Corp 24422ETU3 3001000.00000000 PA USD 3015884.96000000 0.121531790304 Long DBT CORP US N 2 2022-09-08 Floating 0.61000000 N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367WJN4 1600000.00000000 PA USD 1605568.00000000 0.064699932551 Long DBT CORP CA N 2 2022-03-26 Floating 0.72000000 N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076BU5 1526000.00000000 PA USD 1528807.84000000 0.061606711227 Long DBT CORP US N 2 2022-03-01 Floating 0.44000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAA3 3270000.00000000 PA USD 3303059.70000000 0.133104134988 Long DBT CORP ES N 2 2022-04-11 Floating 1.75000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 CenterPoint Energy Resources Corp 15189WAN0 5105000.00000000 PA USD 5105918.90000000 0.205754355122 Long DBT CORP US N 2 2023-03-02 Floating 0.63000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214DB6 5781000.00000000 PA USD 5787474.72000000 0.233219162333 Long DBT CORP AU N 2 2021-08-19 Floating 1.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 0641593V6 4934000.00000000 PA USD 4935480.20000000 0.198886148734 Long DBT CORP CA N 2 2026-03-02 Floating 0.59000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 European Investment Bank 29878TDJ0 8600000.00000000 PA USD 8620984.00000000 0.347401719099 Long DBT NUSS XX N 2 2023-01-30 Floating 0.28000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAH8 4825000.00000000 PA USD 4889413.75000000 0.197029798702 Long DBT CORP ES N 2 2023-04-12 Floating 1.31000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 6325C0DU2 1115000.00000000 PA USD 1124800.85000000 0.045326351253 Long DBT CORP AU N 2 2023-04-12 Floating 0.79000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MAG5 4788000.00000000 PA USD 4789771.56000000 0.193014495101 Long DBT CORP JP N 2 2021-07-14 Floating 1.30000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468K8 24739000.00000000 PA USD 24796147.09000000 0.999215881400 Long DBT CORP US N 2 2023-01-20 Floating 0.72000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd 55608JAJ7 10505000.00000000 PA USD 10612676.25000000 0.427661386854 Long DBT CORP AU N 2 2023-11-28 Floating 1.16000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VEP5 11480000.00000000 PA USD 11831632.40000000 0.476781935276 Long DBT CORP US N 2 2025-05-15 Floating 1.26000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206RGD8 13284000.00000000 PA USD 13624336.08000000 0.549022916151 Long DBT CORP US N 2 2024-06-12 Floating 1.30000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MAW0 4127000.00000000 PA USD 4162244.58000000 0.167726900131 Long DBT CORP JP N 2 2023-01-17 Floating 0.93000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 Intercontinental Exchange Inc 45866FAR5 11504000.00000000 PA USD 11510097.12000000 0.463824956233 Long DBT CORP US N 2 2023-06-15 Floating 0.77000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WCR2 2150000.00000000 PA USD 2158944.00000000 0.086999448907 Long DBT CORP US N 2 2022-06-10 Floating 0.65000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367WQD8 4175000.00000000 PA USD 4177880.75000000 0.168356994368 Long DBT CORP CA N 2 2021-09-10 Floating 0.53000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd 6325C0DH1 3505000.00000000 PA USD 3520737.45000000 0.141875943932 Long DBT CORP AU N 2 2022-01-10 Floating 1.08000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KBA7 5003000.00000000 PA USD 5003450.27000000 0.201625153836 Long DBT CORP US N 2 2021-08-28 Floating 0.69000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 National Bank of Canada 63307A2N4 1040000.00000000 PA USD 1039719.20000000 0.041897796987 Long DBT CORP CA N 2 2023-05-16 Floating 0.33000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 Pacific Life Global Funding II 6944PL2G3 5000000.00000000 PA USD 5005750.00000000 0.201717826570 Long DBT CORP US N 2 2026-06-04 Floating 0.66000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 458140BC3 5379000.00000000 PA USD 5392824.03000000 0.217315835271 Long DBT CORP US N 2 2022-05-11 Floating 0.51000000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCG9 10000000.00000000 PA USD 10018100.00000000 0.403701614816 Long DBT CORP US N 2 2025-06-01 Floating 0.58000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 New York Life Global Funding 64952WDK6 3320000.00000000 PA USD 3324017.20000000 0.133948664049 Long DBT CORP US N 2 2022-01-21 Floating 0.47000000 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KAQ6 4482000.00000000 PA USD 4500062.46000000 0.181340022746 Long DBT CORP NL N 2 2022-03-16 Floating 0.73000000 N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 United Parcel Service Inc 911312BJ4 4838000.00000000 PA USD 4868189.12000000 0.196174505043 Long DBT CORP US N 2 2023-04-01 Floating 0.59000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 DBS Group Holdings Ltd 24023KAC2 2964000.00000000 PA USD 2976685.92000000 0.119952177828 Long DBT CORP SG N 2 2022-07-25 Floating 0.80000000 N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214DR1 3759000.00000000 PA USD 3783583.86000000 0.152467924464 Long DBT CORP AU N 2 2022-06-28 Floating 0.86000000 N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 International Business Machines Corp 459200HX2 405000.00000000 PA USD 405789.75000000 0.016352200252 Long DBT CORP US N 2 2021-11-06 Floating 0.76000000 N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 ASB Bank Ltd 00216LAB9 3852000.00000000 PA USD 3909471.84000000 0.157540860531 Long DBT CORP NZ N 2 2023-06-14 Floating 1.09000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBP3 5187000.00000000 PA USD 5221026.72000000 0.210392880672 Long DBT CORP US N 2 2022-11-21 Floating 0.80000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WDU2 1469000.00000000 PA USD 1470630.59000000 0.059262329581 Long DBT CORP US N 2 2024-01-12 Floating 0.47000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 Athene Global Funding 04685A2X8 15000000.00000000 PA USD 15133050.00000000 0.609819898194 Long DBT CORP US N 2 2024-05-24 Floating 0.74000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05583JAB8 7010000.00000000 PA USD 7074492.00000000 0.285082385323 Long DBT CORP FR N 2 2022-05-22 Floating 1.37000000 N N N N N N AMERICAN EXPRESS CREDIT 9ET6B8VCXWW51H8Z3M54 American Express Credit Corp 0258M0EH8 983000.00000000 PA USD 986863.19000000 0.039767846538 Long DBT CORP US N 2 2022-03-03 Floating 0.83000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00084DAS9 9007000.00000000 PA USD 9014565.88000000 0.363261976085 Long DBT CORP NL N 2 2021-08-27 Floating 0.71000000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 Dupont De Nemours Inc 26078JAH3 2389000.00000000 PA USD 2432360.35000000 0.098017368673 Long DBT CORP US N 2 2023-11-15 Floating 1.27000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BM6 10193000.00000000 PA USD 10260579.59000000 0.413472869050 Long DBT CORP US N 2 2024-03-18 Floating 0.55000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 American Honda Finance Corp 02665WDE8 6300000.00000000 PA USD 6316002.00000000 0.254517344265 Long DBT CORP US N 2 2022-02-15 Floating 0.61000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 US Bank NA/Cincinnati OH 90331HNY5 980000.00000000 PA USD 981029.00000000 0.039532744879 Long DBT CORP US N 2 2021-11-16 Floating 0.54000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BQ7 3817000.00000000 PA USD 3837115.59000000 0.154625104552 Long DBT CORP US N 2 2026-05-13 Floating 0.55000000 N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 Natwest Group PLC 780097BF7 13995000.00000000 PA USD 14133550.50000000 0.569542843447 Long DBT CORP GB N 2 2023-05-15 Floating 1.63000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAD7 3325000.00000000 PA USD 3364501.00000000 0.135580048786 Long DBT CORP ES N 2 2023-02-23 Floating 1.24000000 N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING Groep NV 456837AJ2 8589000.00000000 PA USD 8656509.54000000 0.348833299724 Long DBT CORP NL N 2 2022-03-29 Floating 1.30000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AX2 5765000.00000000 PA USD 5767651.90000000 0.232420357725 Long DBT CORP JP N 2 2021-07-26 Floating 0.83000000 N N N N N N State Street Global Advisors 5493000HFJPORCLSV250 State Street Institutional Liquid Reserves Fund 85749P101 52245492.67000000 NS USD 52261166.32000000 2.105979899938 Long STIV RF US N 1 N N N SL GREEN OPERATING PARTN 2K1OXW4LY7IS2U150Y32 SL Green Operating Partnership LP 78444FAG1 2120000.00000000 PA USD 2120636.00000000 0.085455742869 Long DBT US N 2 2021-08-16 Floating 1.14000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MBA7 3414000.00000000 PA USD 3458313.72000000 0.139360440932 Long DBT CORP JP N 2 2023-07-19 Floating 1.05000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 Inter-American Development Bank 45818WCP9 11700000.00000000 PA USD 11729367.00000000 0.472660923595 Long DBT NUSS XX N 2 2022-09-16 Floating 0.31000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967LL3 9744000.00000000 PA USD 9890842.08000000 0.398573473971 Long DBT CORP US N 2 2024-05-17 Floating 1.26000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GGW3 10200000.00000000 PA USD 10220910.00000000 0.411874294715 Long DBT CORP US N 2 2024-01-07 Floating 0.34000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group Inc 606822AZ7 11198000.00000000 PA USD 11344021.92000000 0.457132586779 Long DBT CORP JP N 2 2023-07-26 Floating 1.04000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HBV6 1970000.00000000 PA USD 1986134.30000000 0.080035697802 Long DBT CORP US N 2 2023-01-30 Floating 0.91000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 Westpac Banking Corp 961214DH3 4489000.00000000 PA USD 4508123.14000000 0.181664845770 Long DBT CORP AU N 2 2022-01-11 Floating 1.04000000 N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367TG46 1315000.00000000 PA USD 1324007.75000000 0.053353836226 Long DBT CORP CA N 2 2022-09-11 Floating 0.75000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 Federation des Caisses Desjardins du Quebec 31429KAF0 4250000.00000000 PA USD 4256800.00000000 0.171537221025 Long DBT CORP CA N 2 2024-05-21 Floating 0.47000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBX3 3652000.00000000 PA USD 3687132.24000000 0.148581191975 Long DBT CORP US N 2 2022-06-30 Floating 1.46000000 N N N N N N 2021-07-28 SPDR SERIES TRUST Arthur Jensen Arthur Jensen Deputy Treasurer