0001752724-24-196711.txt : 20240828
0001752724-24-196711.hdr.sgml : 20240828
20240828104134
ACCESSION NUMBER: 0001752724-24-196711
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240828
DATE AS OF CHANGE: 20240828
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SSGA Active Trust
CENTRAL INDEX KEY: 0001516212
ORGANIZATION NAME:
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22542
FILM NUMBER: 241252264
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: SSgA Active Trust
DATE OF NAME CHANGE: 20141208
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active ETF Trust
DATE OF NAME CHANGE: 20110322
0001516212
S000038607
SPDR SSGA Ultra Short Term Bond ETF
C000119098
SPDR SSGA Ultra Short Term Bond ETF
ULST
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001516212
XXXXXXXX
S000038607
C000119098
SSGA Active Trust
811-22542
0001516212
549300MAXSRPQ75ICU67
One Iron Street
Boston
02210
617-664-8594
SPDR SSGA Ultra Short Term Bond ETF
S000038607
5493006M03N5HKGPK294
2024-06-30
2024-06-30
N
577906486.49
95365.05
577811121.44
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
284020.10000000
USD
N
Securities Portfolio VaR
Designated Reference Portfolio is the Fund`s Securities Portfolio
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMP4
4000000.00000000
PA
USD
4000320.00000000
0.692323122827
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.54000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
74153WCL1
1500000.00000000
PA
USD
1488585.00000000
0.257624843961
Long
DBT
CORP
US
N
2
2024-09-23
Fixed
2.40000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAD9
4000000.00000000
PA
USD
4017840.00000000
0.695355255535
Long
DBT
CORP
US
N
2
2025-03-30
Floating
6.31000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAU7
5000000.00000000
PA
USD
4795050.00000000
0.829864608360
Long
DBT
CORP
NL
N
2
2027-03-16
Fixed
3.40000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AL5
2500000.00000000
PA
USD
2492350.00000000
0.431343376324
Long
DBT
CORP
US
N
2
2027-05-29
Fixed
5.00000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAA1
3000000.00000000
PA
USD
2954790.00000000
0.511376449909
Long
DBT
US
N
2
2025-03-15
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDR7
3245000.00000000
PA
USD
3230397.50000000
0.559074995294
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.80000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AJ8
4914952.61000000
PA
USD
4895646.97000000
0.847274617663
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
6.74000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DF3
3420000.00000000
PA
USD
3392845.20000000
0.587189320888
Long
DBT
CORP
US
N
2
2027-02-12
Fixed
4.75000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A3V1
2500000.00000000
PA
USD
2501650.00000000
0.432952898823
Long
DBT
CORP
US
N
2
2026-05-08
Fixed
5.62000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AE0
1000000.00000000
PA
USD
1001860.00000000
0.173388839851
Long
DBT
CORP
US
N
2
2024-12-13
Floating
6.12000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CE6
3555000.00000000
PA
USD
3551658.30000000
0.614674617398
Long
DBT
CORP
US
N
2
2026-02-27
Fixed
5.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BQ6
6889000.00000000
PA
USD
6851454.95000000
1.185760310899
Long
DBT
US
N
2
2026-01-13
Fixed
5.05000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AD4
1000000.00000000
PA
USD
998530.00000000
0.172812526957
Long
DBT
CORP
US
N
2
2024-07-18
Fixed
4.25000000
N
N
N
N
N
N
Nissan Auto Lease Trust
N/A
Nissan Auto Lease Trust 2024-A
65481CAB0
5607000.00000000
PA
USD
5586726.99000000
0.966877718808
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
5.11000000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA Inc
40428HVL3
3000000.00000000
PA
USD
3000180.00000000
0.519231958104
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
5.63000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBG9
915000.00000000
PA
USD
936529.95000000
0.162082368311
Long
DBT
CORP
IE
N
2
2027-04-15
Fixed
6.45000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBA5
1880000.00000000
PA
USD
1889418.80000000
0.326995921312
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
5.86000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CH5
5000000.00000000
PA
USD
4997150.00000000
0.864841435994
Long
DBT
CORP
JP
N
2
2025-07-18
Fixed
4.79000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCT5
10000000.00000000
PA
USD
9998900.00000000
1.730478979892
Long
DBT
CORP
JP
N
2
2026-01-13
Fixed
5.46000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEF9
925000.00000000
PA
USD
923011.25000000
0.159742728333
Long
DBT
CORP
US
N
2
2026-04-06
Fixed
5.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MT5
7000000.00000000
PA
USD
7005180.00000000
1.212365034190
Long
DBT
CORP
US
N
2
2024-10-30
Variable
6.05000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EE4
835000.00000000
PA
USD
832870.75000000
0.144142388246
Long
DBT
CORP
US
N
2
2027-02-22
Fixed
4.90000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BQ8
875000.00000000
PA
USD
873258.75000000
0.151132215631
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
4.05000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAA5
5000000.00000000
PA
USD
4992150.00000000
0.863976101318
Long
DBT
CORP
US
N
2
2024-11-27
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZV9
5000000.00000000
PA
USD
4997350.00000000
0.864876049381
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
2500000.00000000
PA
USD
2402200.00000000
0.415741392102
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
6325C0DZ1
1500000.00000000
PA
USD
1468275.00000000
0.254109854504
Long
DBT
CORP
AU
N
2
2025-01-12
Fixed
1.39000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCU2
2000000.00000000
PA
USD
2026520.00000000
0.350723605829
Long
DBT
CORP
JP
N
2
2026-01-13
Floating
6.78000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
1470000.00000000
PA
USD
1435014.00000000
0.248353475167
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AL2
5000000.00000000
PA
USD
4930500.00000000
0.853306524753
Long
DBT
CORP
US
N
2
2025-04-16
Fixed
4.00000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
453140AF2
1090000.00000000
PA
USD
1073323.00000000
0.185756722252
Long
DBT
CORP
GB
N
2
2025-07-21
Fixed
4.25000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAE5
500000.00000000
PA
USD
511915.00000000
0.088595560210
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.95000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2023-A
44933VAD3
10000000.00000000
PA
USD
9976669.60000000
1.726631632692
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
5.05000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AW1
3264000.00000000
PA
USD
3264000.00000000
0.564890476989
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.13000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
2500000.00000000
PA
USD
2470700.00000000
0.427596477174
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AV9
795000.00000000
PA
USD
793553.10000000
0.137337803056
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AB3
625000.00000000
PA
USD
635531.25000000
0.109989445758
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
7.05000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FU7
7000000.00000000
PA
USD
7001610.00000000
1.211747185230
Long
DBT
CORP
US
N
2
2024-11-12
Floating
5.76000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBC1
1085000.00000000
PA
USD
1083893.30000000
0.187586091679
Long
DBT
CORP
CA
N
2
2027-06-21
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JS7
45000000.00000000
PA
USD
44888541.75000000
7.768722353098
Long
STIV
UST
US
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
1000000.00000000
PA
USD
938390.00000000
0.162404281465
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.13000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAZ6
1000000.00000000
PA
USD
983980.00000000
0.170294403047
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.64000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
4500000.00000000
PA
USD
4448745.00000000
0.769930663313
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DN7
500000.00000000
PA
USD
499985.00000000
0.086530871672
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.51000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
3000000.00000000
PA
USD
2993250.00000000
0.518032604242
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.13000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CN2
2250000.00000000
PA
USD
2178247.50000000
0.376982619263
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHK9
10000000.00000000
PA
USD
9952500.00000000
1.722448674092
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHN4
20183100.00000000
PA
USD
20111355.34000000
3.480610634471
Long
DBT
UST
US
N
2
2025-07-31
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06428CAD6
5000000.00000000
PA
USD
5022350.00000000
0.869202722765
Long
DBT
CORP
US
N
2
2025-08-18
Floating
6.15000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2023-A
58768RAC4
10000000.00000000
PA
USD
9929169.60000000
1.718410953263
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
4.74000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAX7
1500000.00000000
PA
USD
1500360.00000000
0.259662707124
Long
DBT
CORP
JP
N
2
2024-09-16
Floating
5.81000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BL2
830000.00000000
PA
USD
828082.70000000
0.143313735107
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
5.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJB8
3738000.00000000
PA
USD
3736539.86000000
0.646671502391
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECT6
750000.00000000
PA
USD
758040.00000000
0.131191659674
Long
DBT
CORP
US
N
2
2026-11-08
Fixed
5.75000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
1000000.00000000
PA
USD
982060.00000000
0.169962114531
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
6597000.00000000
PA
USD
6578924.22000000
1.138594252669
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKP9
3335000.00000000
PA
USD
3338201.60000000
0.577732320499
Long
DBT
CORP
US
N
2
2025-01-10
Floating
5.91000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BK7
1670000.00000000
PA
USD
1668831.00000000
0.288819466790
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
3.88000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZF2
1515000.00000000
PA
USD
1515181.80000000
0.262227870627
Long
DBT
CORP
CA
N
2
2024-09-10
Floating
5.72000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAH0
1000000.00000000
PA
USD
984690.00000000
0.170417280571
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
2.35000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
875000.00000000
PA
USD
876295.00000000
0.151657690114
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWP0
2000000.00000000
PA
USD
1987480.00000000
0.343967072673
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.80000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CG8
7000000.00000000
PA
USD
7079240.00000000
1.225182371422
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
5.88000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CR9
5000000.00000000
PA
USD
4995550.00000000
0.864564528898
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.69000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEQ0
3000000.00000000
PA
USD
3015240.00000000
0.521838346151
Long
DBT
CORP
US
N
2
2025-10-03
Fixed
5.80000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
1953000.00000000
PA
USD
1928216.43000000
0.333710508235
Long
DBT
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AJ4
6484000.00000000
PA
USD
6458647.56000000
1.117778339728
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
4.25000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
408000.00000000
PA
USD
407310.48000000
0.070491976510
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.13000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AN0
1500000.00000000
PA
USD
1495695.00000000
0.258855349871
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
5.20000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U7W4
5000000.00000000
PA
USD
5059750.00000000
0.875675426147
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
5.88000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BD1
1500000.00000000
PA
USD
1487475.00000000
0.257432739662
Long
DBT
US
N
2
2025-01-15
Fixed
4.50000000
N
N
N
N
N
N
BHMS Mortgage Trust
N/A
BHMS 2018-ATLS
05549GAA9
2870000.00000000
PA
USD
2862553.99000000
0.495413446329
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
6.88000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAR1
1500000.00000000
PA
USD
1520130.00000000
0.263084240436
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
6.05000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFA5
2500000.00000000
PA
USD
2499450.00000000
0.432572151565
Long
DBT
CORP
US
N
2
2024-10-18
Floating
5.69000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
2000000.00000000
PA
USD
1983700.00000000
0.343312879658
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.13000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAC9
3243000.00000000
PA
USD
3199868.10000000
0.553791365598
Long
DBT
US
N
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ES5
1785000.00000000
PA
USD
1774200.75000000
0.307055486501
Long
DBT
CORP
US
N
2
2026-05-08
Fixed
4.42000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913UAB6
3500000.00000000
PA
USD
3493875.00000000
0.604674238753
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
5.15000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAG6
645000.00000000
PA
USD
645348.30000000
0.111688452515
Long
DBT
CORP
US
N
2
2025-06-28
Fixed
5.65000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
2500000.00000000
PA
USD
2500000.00000000
0.432667338380
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
1500000.00000000
PA
USD
1500990.00000000
0.259771739294
Long
DBT
CORP
US
N
2
2025-01-22
Variable
5.87000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP24
000000000
171.00000000
NC
USD
152296.88000000
0.026357554285
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU4 Comdty
2024-09-30
18072562.50000000
USD
152296.88000000
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2023-D Owner Trust
89239FAB8
5913250.04000000
PA
USD
5917807.20000000
1.024176756108
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
5.80000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607LWT6
2500000.00000000
PA
USD
2531950.00000000
0.438196826964
Long
DBT
CORP
CA
N
2
2026-10-02
Fixed
5.93000000
N
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VAW9
2500000.00000000
PA
USD
2472975.00000000
0.427990204452
Long
DBT
CORP
JP
N
2
2024-09-16
Fixed
0.80000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAB8
1040000.00000000
PA
USD
1040052.00000000
0.179998612246
Long
DBT
CORP
US
N
2
2025-03-22
Fixed
5.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBE2
500000.00000000
PA
USD
508355.00000000
0.087979441920
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.00000000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAU2
2500000.00000000
PA
USD
2508975.00000000
0.434220614125
Long
DBT
CORP
US
N
2
2026-07-02
Fixed
5.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBN7
1000000.00000000
PA
USD
997450.00000000
0.172625614666
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.00000000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
Revvity Inc
714046AL3
1000000.00000000
PA
USD
989740.00000000
0.171291268595
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVV8
1500000.00000000
PA
USD
1499490.00000000
0.259512138891
Long
DBT
CORP
US
N
2
2024-10-11
Floating
5.55000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
7333000.00000000
PA
USD
7307701.15000000
1.264721442499
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.63000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CT4
2500000.00000000
PA
USD
2494675.00000000
0.431745756949
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.13000000
N
N
N
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp
69120VAL5
2500000.00000000
PA
USD
2484300.00000000
0.429950187495
Long
DBT
CORP
US
N
2
2025-03-21
Fixed
5.50000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
2000000.00000000
PA
USD
1986120.00000000
0.343731701641
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAC2
525000.00000000
PA
USD
523183.50000000
0.090545764971
Long
DBT
CORP
GB
N
2
2027-03-20
Fixed
5.15000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZP5
500000.00000000
PA
USD
499470.00000000
0.086441742200
Long
DBT
CORP
CA
N
2
2026-01-20
Floating
5.88000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAE6
2500000.00000000
PA
USD
2507650.00000000
0.433991300435
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DB2
1000000.00000000
PA
USD
1004890.00000000
0.173913232666
Long
DBT
CORP
GB
N
2
2026-03-10
Floating
6.80000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B85
1680000.00000000
PA
USD
1642082.40000000
0.284190168563
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.30000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DH5
270000.00000000
PA
USD
271957.50000000
0.047066851071
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.26000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2023-4 Owner Trust
438123AB7
5917598.14000000
PA
USD
5925017.21000000
1.025424570443
Long
ABS-O
CORP
US
N
2
2026-06-22
Fixed
5.87000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAX7
500000.00000000
PA
USD
500210.00000000
0.086569811732
Long
DBT
CORP
US
N
2
2027-04-18
Fixed
5.20000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AJ6
385000.00000000
PA
USD
386955.80000000
0.066969254422
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.90000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJT8
18000000.00000000
PA
USD
17680927.14000000
3.059983874304
Long
ABS-O
CORP
US
N
2
2027-05-15
Fixed
3.39000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AP3
3000000.00000000
PA
USD
2993520.00000000
0.518079332315
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
5000000.00000000
PA
USD
4947150.00000000
0.856188089227
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.88000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AN1
700000.00000000
PA
USD
706300.00000000
0.122237176439
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
1000000.00000000
PA
USD
999780.00000000
0.173028860626
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAC2
2125000.00000000
PA
USD
2125510.00000000
0.367855501760
Long
DBT
CORP
GB
N
2
2024-08-12
Floating
5.89000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R3B1
2500000.00000000
PA
USD
2487700.00000000
0.430538615075
Long
DBT
CORP
US
N
2
2026-01-06
Fixed
4.80000000
N
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AP6
3226000.00000000
PA
USD
3079507.34000000
0.532960897728
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.40000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBS8
500000.00000000
PA
USD
501120.00000000
0.086727302643
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KN6
40000000.00000000
PA
USD
39953504.00000000
6.914630493859
Long
STIV
UST
US
N
2
2024-07-09
None
0.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDU7
2000000.00000000
PA
USD
1969560.00000000
0.340865713192
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
400000.00000000
PA
USD
399216.00000000
0.069091089663
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.63000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAZ1
830000.00000000
PA
USD
829917.00000000
0.143631191786
Long
DBT
CORP
CA
N
2
2024-11-07
Fixed
5.90000000
N
N
N
N
N
N
BX Trust
N/A
BX 2021-LBA3 Mortgage Trust
05609PAG3
2500000.00000000
PA
USD
2450490.85000000
0.424098941517
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.34000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHK0
6746000.00000000
PA
USD
6643755.94000000
1.149814479763
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
1400000.00000000
PA
USD
1353016.00000000
0.234162332602
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWF2
1390000.00000000
PA
USD
1364465.70000000
0.236143897092
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.40000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CD0
5565000.00000000
PA
USD
5531943.90000000
0.957396577312
Long
DBT
CORP
US
N
2
2026-02-10
Fixed
4.88000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JBB3
1000000.00000000
PA
USD
1000090.00000000
0.173082511376
Long
DBT
CORP
AU
N
2
2025-10-14
Floating
6.07000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAB9
1000000.00000000
PA
USD
998930.00000000
0.172881753731
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.55000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAH0
2500000.00000000
PA
USD
2480850.00000000
0.429353106568
Long
DBT
CORP
GB
N
2
2027-03-26
Fixed
5.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBL3
1250000.00000000
PA
USD
1246100.00000000
0.215658708142
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.26000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEE7
2915000.00000000
PA
USD
2932373.40000000
0.507496877646
Long
DBT
CORP
US
N
2
2026-01-12
Floating
6.28000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AP1
1000000.00000000
PA
USD
993970.00000000
0.172023341731
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AY4
4000000.00000000
PA
USD
3971120.00000000
0.687269568315
Long
DBT
CORP
AU
N
2
2026-02-27
Fixed
4.88000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AA7
3178991.35000000
PA
USD
3168926.70000000
0.548436432324
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
6.34000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP24
000000000
185.00000000
NC
USD
-33515.54000000
-0.00580043179
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUU4 Comdty
2024-09-30
37813984.29000000
USD
-33515.54000000
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AS0
2500000.00000000
PA
USD
2499025.00000000
0.432498598118
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.27000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAP5
585000.00000000
PA
USD
574932.15000000
0.099501745235
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.45000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AP4
1000000.00000000
PA
USD
1003890.00000000
0.173740165730
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.40000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2G3
4168000.00000000
PA
USD
4167249.76000000
0.721213144810
Long
DBT
CORP
US
N
2
2026-06-04
Floating
5.99000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AA0
2240000.00000000
PA
USD
2224678.40000000
0.385018272832
Long
DBT
CORP
SG
N
2
2025-05-19
Fixed
4.65000000
N
N
N
N
N
N
NEWMONT / NEWCREST FIN
N/A
Newmont Corp / Newcrest Finance Pty Ltd
65163LAN9
1390000.00000000
PA
USD
1389207.70000000
0.240425919206
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYQ1
1500000.00000000
PA
USD
1499760.00000000
0.259558866963
Long
DBT
CORP
US
N
2
2024-10-21
Floating
5.85000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3E2
770000.00000000
PA
USD
755146.70000000
0.130690925110
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
826200AD9
3000000.00000000
PA
USD
3057090.00000000
0.529081197395
Long
DBT
CORP
NL
N
2
2026-08-17
Fixed
6.13000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWJ4
2000000.00000000
PA
USD
1972660.00000000
0.341402220691
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYE8
5000000.00000000
PA
USD
5001100.00000000
0.865525050389
Long
DBT
CORP
US
N
2
2024-09-10
Variable
5.88000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BD8
1250000.00000000
PA
USD
1242762.50000000
0.215081097245
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.22000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AV2
2500000.00000000
PA
USD
2481650.00000000
0.429491560116
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
BPR Trust
N/A
BPR Trust 2022-OANA
05592DAA2
1800000.00000000
PA
USD
1800624.82000000
0.311628619316
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.23000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
72098882.13000000
NS
USD
72098882.13000000
12.47793257255
Long
STIV
RF
US
N
1
N
N
N
2024-07-29
SSGA Active Trust
Arthur Jensen
Arthur Jensen
Deputy Treasurer