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
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Boston
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617-664-8594
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
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2021-06-30
2021-06-30
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COMMONWEALTH BANK AUST
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Commonwealth Bank of Australia
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CORP
AU
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2022-03-10
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N
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N
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CHEVRON USA INC
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Chevron USA Inc
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USD
3102108.00000000
0.125006339419
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DBT
CORP
US
N
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2022-08-12
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N
N
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BANK OF NOVA SCOTIA
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Bank of Nova Scotia/The
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2275000.00000000
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USD
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0.092272995433
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CA
N
2
2022-09-19
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N
N
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N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
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2054000.00000000
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USD
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0.083040328904
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DBT
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US
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2023-09-15
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N
N
N
N
N
AMERICAN HONDA FINANCE
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American Honda Finance Corp
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5010000.00000000
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USD
5028937.80000000
0.202652230529
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2023-05-10
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TWDC Enterprises 18 Corp
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TWDC Enterprises 18 Corp
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5576000.00000000
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USD
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2022-03-04
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N
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PHILLIPS 66
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Phillips 66
718546AX2
2691000.00000000
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USD
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0.108573209446
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2024-02-15
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N
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N
N
N
COMMONWEALTH BANK AUST
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Commonwealth Bank of Australia
2027A0HX0
5490000.00000000
PA
USD
5498125.20000000
0.221559180054
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DBT
CORP
AU
N
2
2021-09-06
Floating
0.96000000
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N
N
N
N
BANK OF AMERICA CORP
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Bank of America Corp
06051GJJ9
17333000.00000000
PA
USD
17452597.70000000
0.703291230296
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CORP
US
N
2
2024-10-24
Floating
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N
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N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989VAA2
1950000.00000000
PA
USD
1961212.50000000
0.079031418457
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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
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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
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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
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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