0001752724-22-237735.txt : 20221026
0001752724-22-237735.hdr.sgml : 20221026
20221026142845
ACCESSION NUMBER: 0001752724-22-237735
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220831
FILED AS OF DATE: 20221026
DATE AS OF CHANGE: 20221026
PERIOD START: 20220831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY GARRISON STREET TRUST
CENTRAL INDEX KEY: 0000803013
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04861
FILM NUMBER: 221332812
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY ADVISOR SERIES V
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY INVESTMENT SERIES
DATE OF NAME CHANGE: 19930706
FORMER COMPANY:
FORMER CONFORMED NAME: PLYMOUTH INVESTMENT SERIES /NY/
DATE OF NAME CHANGE: 19920206
0000803013
S000071949
Fidelity Education Income Fund
C000227568
Fidelity Education Income Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000803013
XXXXXXXX
S000071949
C000227568
Fidelity Garrison Street Trust
811-04861
0000803013
GZF76QJ38YQDHAIO0Y79
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Education Income Fund
S000071949
549300P87JWB9HLN4A98
2022-08-31
2022-08-31
N
230767004.53
581218.81
230185785.72
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.627%/VAR 11/17/2023
38141GXL3
500000.00000000
PA
USD
495928.46000000
0.215447039203
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.00627000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024
06738EBQ7
750000.00000000
PA
USD
710782.62000000
0.308786495124
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
0.01007000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028
446150BB9
261000.00000000
PA
USD
255082.85000000
0.110816073721
Long
DBT
CORP
US
N
2
2028-08-04
Variable
0.04443000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.4% 08/27/2027 144A
29449WAB3
700000.00000000
PA
USD
599823.52000000
0.260582345744
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
0.01400000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
750000.00000000
PA
USD
644285.12000000
0.279897873791
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.01650000
N
N
N
N
N
N
BX TRUST 2019
N/A
BX TRUST 2019-XL A 1ML+85 10/15/2036 144A
056054AA7
75542.59700000
PA
USD
74643.59000000
0.032427540982
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.03311000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028
46647PCW4
818000.00000000
PA
USD
759200.94000000
0.329820947729
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02947000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 1.605/VAR 03/30/2028 144A
25601B2B0
750000.00000000
PA
USD
648877.16000000
0.281892801490
Long
DBT
CORP
NO
N
2
2028-03-30
Variable
0.01605000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.737%/VAR 04/24/2024
61744YAQ1
500000.00000000
PA
USD
497801.59000000
0.216260786235
Long
DBT
CORP
US
N
2
2024-04-24
Variable
0.03737000
N
N
N
N
N
N
BX TR 2021-ACNT
N/A
BX TR 2021-ACNT 1ML+85 11/15/2026 144A
05609QAA4
100000.00000000
PA
USD
96749.81000000
0.042031183505
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.03242000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025
06051GHR3
393000.00000000
PA
USD
386546.17000000
0.167927906056
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 3.65% 06/15/2024
701094AQ7
440000.00000000
PA
USD
436010.53000000
0.189416791586
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2033#SB0181
3132CWFW9
76672.91100000
PA
USD
74407.68000000
0.032325054202
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP 3.4% 06/06/2025
24422EWF2
355000.00000000
PA
USD
351479.05000000
0.152693637837
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
0.03400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 1.95% 02/01/2024
097023CZ6
307000.00000000
PA
USD
297041.22000000
0.129044119327
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 2.8% 03/15/2027
14041NFZ9
148000.00000000
PA
USD
144137.97000000
0.062618101960
Long
ABS-CBDO
CORP
US
N
2
2027-03-15
Fixed
0.02800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 1.757%/VAR 01/24/2025
38141GZH0
500000.00000000
PA
USD
480481.00000000
0.208736173042
Long
DBT
CORP
US
N
2
2025-01-24
Variable
0.01757000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 3.15% 07/15/2023
22822VAJ0
399000.00000000
PA
USD
396201.23000000
0.172122370093
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.03150000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.239%/VAR 07/21/2032
61747YED3
250000.00000000
PA
USD
201376.70000000
0.087484420191
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02239000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 2.992% 03/19/2025
30231GBH4
210000.00000000
PA
USD
205442.32000000
0.089250654360
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
0.02992000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 07/31/2026
91282CCP4
223300.00000000
PA
USD
200359.41000000
0.087042477176
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.00625000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SOFR 1.343%/VAR 12/06/2024
14040HCK9
850000.00000000
PA
USD
815196.03000000
0.354146989333
Long
DBT
CORP
US
N
2
2024-12-06
Variable
0.01343000
N
N
N
N
N
N
MOODYS CORP
549300GCEDD8YCF5WU84
MOODYS CORP 3.75% 03/24/2025
615369AS4
750000.00000000
PA
USD
742778.55000000
0.322686541081
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
0.03750000
N
N
N
N
N
N
DUKE ENERGY CORP NEW
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP NEW 4.3% 03/15/2028
26441CBS3
341000.00000000
PA
USD
333838.90000000
0.145030197653
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04300000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 0.9% 11/15/2026
02582JJR2
100000.00000000
PA
USD
93959.06000000
0.040818793265
Long
ABS-CBDO
CORP
US
N
2
2026-11-15
Fixed
0.00900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 6/1/31#MA2675
31418B6M3
513752.30000000
PA
USD
491056.42000000
0.213330470630
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.25% 01/08/2026
37045XDD5
500000.00000000
PA
USD
440505.16000000
0.191369401295
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
0.01250000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 6.373%/VAR 07/15/2026 144A
225401AY4
300000.00000000
PA
USD
298592.36000000
0.129717983700
Long
DBT
CORP
CH
N
2
2026-07-15
Variable
0.06373000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.79/VAR 05/30/2025
61747YEA9
750000.00000000
PA
USD
701065.61000000
0.304565118044
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.00790000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SOFR 1.323%/VAR 01/13/2027 144A
09659W2N3
750000.00000000
PA
USD
657893.95000000
0.285809980812
Long
DBT
CORP
FR
N
2
2027-01-13
Variable
0.01323000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028
38141GZU1
500000.00000000
PA
USD
488074.00000000
0.212034812867
Long
DBT
CORP
US
N
2
2028-08-23
Variable
0.04482000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 04/15/2025
91282CEH0
57349000.00000000
PA
USD
56103451.41000000
24.37311723419
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.02625000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.25% 01/15/2023
00914AAD4
175000.00000000
PA
USD
173709.23000000
0.075464794429
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02250000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.164%/VAR 02/11/2026
95000U2K8
750000.00000000
PA
USD
705659.12000000
0.306560684358
Long
DBT
CORP
US
N
2
2026-02-11
Variable
0.02164000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 3.5% 01/23/2024
693475AV7
200000.00000000
PA
USD
199373.10000000
0.086613992856
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
0.03500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
92343VGH1
500000.00000000
PA
USD
441885.43000000
0.191969034324
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
0.02100000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC 3.7% 05/15/2027
91324PEG3
399000.00000000
PA
USD
394402.63000000
0.171341001255
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03700000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.697%/VAR 03/16/2024
46647PBZ8
500000.00000000
PA
USD
490697.25000000
0.213174435799
Long
DBT
CORP
US
N
2
2024-03-16
Variable
0.00697000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 3.95% 06/06/2025 144A
928668BR2
227000.00000000
PA
USD
223374.89000000
0.097041131059
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
0.03950000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 3.95% 10/15/2025
20030NCS8
725000.00000000
PA
USD
723801.48000000
0.314442300481
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 2.188%/VAR 04/28/2026
6174468Q5
750000.00000000
PA
USD
704481.40000000
0.306049045468
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.02188000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.65% 04/05/2027 144A
21871XAC3
762000.00000000
PA
USD
716439.12000000
0.311243857981
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
0.03650000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH
549300E2IPL06NDXMZ63
NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 2.875% 04/12/2023
63254AAY4
468000.00000000
PA
USD
465791.04000000
0.202354388887
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
0.02875000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A
233853AF7
500000.00000000
PA
USD
444928.39000000
0.193290992581
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
0.02000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.591/VAR 07/22/2028
61744YAK4
1050000.00000000
PA
USD
991216.72000000
0.430615955237
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.03591000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 03/31/2026
91282CBT7
4532900.00000000
PA
USD
4118741.66000000
1.789311901739
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.00750000
N
N
N
N
N
N
CSAIL 2017-CX9 COML MTG TR
N/A
CSAIL 2017-CX9 A2 3.0538% 09/15/2050
12595FAB8
29656.52000000
PA
USD
29606.91000000
0.012862179959
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
0.03053800
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028
38141GZK3
563000.00000000
PA
USD
510550.39000000
0.221799268970
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.02640000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A
83368RBH4
950000.00000000
PA
USD
837042.90000000
0.363637961997
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
0.02797000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 3.39% 05/17/2027
02582JJT8
600000.00000000
PA
USD
593166.00000000
0.257690108077
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.03390000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 1.197/VAR 10/24/2026
06051GJK6
500000.00000000
PA
USD
447032.11000000
0.194204915217
Long
DBT
CORP
US
N
2
2026-10-24
Variable
0.01197000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2032
91282CFF3
1967000.00000000
PA
USD
1897540.31000000
0.824351644505
Long
DBT
UST
US
N
2
2032-08-15
Fixed
0.02750000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY 0.8% 08/15/2025
30040WAJ7
43000.00000000
PA
USD
38821.83000000
0.016865433231
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00800000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026
251526CE7
750000.00000000
PA
USD
661144.43000000
0.287222092333
Long
DBT
CORP
US
N
2
2026-11-24
Variable
0.02129000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG SOFR 1.305%/VAR 02/02/2027 144A
225401AT5
1300000.00000000
PA
USD
1093894.61000000
0.475222484558
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
0.01305000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN 4.15% 08/08/2025
49327M3E2
250000.00000000
PA
USD
248051.86000000
0.107761588850
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
0.04150000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 1.122%/VAR 01/28/2027
17327CAM5
500000.00000000
PA
USD
441333.71000000
0.191729349672
Long
DBT
CORP
US
N
2
2027-01-28
Variable
0.01122000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 3.53% 11/15/2027
05522RDE5
624000.00000000
PA
USD
619135.98000000
0.268972290388
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
0.03530000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
95000U2V4
788000.00000000
PA
USD
744404.18000000
0.323392766269
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023
06051GHC6
500000.00000000
PA
USD
498152.88000000
0.216413397743
Long
DBT
CORP
US
N
2
2023-12-20
Variable
0.03004000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK 3% 02/02/2023
86787EAV9
500000.00000000
PA
USD
498595.91000000
0.216605864015
Long
DBT
CORP
US
N
2
2023-02-02
Fixed
0.03000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA GLOBAL FUNDING 2% 11/30/2026 144A
76209PAA1
30000.00000000
PA
USD
27204.31000000
0.011818414379
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
0.02000000
N
N
N
N
N
N
GS MTG SECS TR 2015-GC32
54930066YOFVQE068N73
GS MTG SECS TR 2015-GC32 AAB 3.513% 07/10/2048
36250PAE5
349677.16200000
PA
USD
342887.27000000
0.148961096328
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
0.03513000
N
N
N
N
N
N
CSAIL 2015-C2 COML MTG TR
549300D5DIOOMKWXVZ20
CSAIL 2015-C2 COML MTG TR 3.2241% 06/15/2057
12634NAU2
651105.72200000
PA
USD
640431.23000000
0.278223621843
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
0.03224100
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027
606822BZ6
1300000.00000000
PA
USD
1140749.55000000
0.495577755347
Long
DBT
CORP
JP
N
2
2027-10-13
Variable
0.01640000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026
05724BAD1
15000.00000000
PA
USD
13648.72000000
0.005929436501
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.02061000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.824/VAR 06/01/2025
46647PCH7
63000.00000000
PA
USD
58938.78000000
0.025604873826
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 4.15% 08/26/2025 144A
57629WDK3
463000.00000000
PA
USD
461764.48000000
0.200605123620
Long
DBT
CORP
US
N
2
2025-08-26
Fixed
0.04150000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 4.679%/VAR 07/17/2026
61747YET8
342000.00000000
PA
USD
342368.32000000
0.148735648002
Long
DBT
CORP
US
N
2
2026-07-17
Variable
0.04679000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2029
91282CEM9
6797700.00000000
PA
USD
6610232.21000000
2.871694353030
Long
DBT
UST
US
N
2
2029-04-30
Fixed
0.02875000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 1.04% 11/15/2026
14041NFY2
97000.00000000
PA
USD
91270.71000000
0.039650888830
Long
ABS-CBDO
CORP
US
N
2
2026-11-15
Fixed
0.01040000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
DISNEY (WALT) CO 1.75% 01/13/2026
254687FV3
306000.00000000
PA
USD
285035.83000000
0.123828597455
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 12/01/2036#MA2832
31418CEE0
396438.71000000
PA
USD
378525.39000000
0.164443425042
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
0.03000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP 1.734%/VAR 07/22/2027
06051GJS9
500000.00000000
PA
USD
443676.05000000
0.192746936398
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 0.58% 09/15/2026
254683CP8
80000.00000000
PA
USD
75020.05000000
0.032591087136
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.00580000
N
N
N
N
N
N
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
N/A
BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 1.231% 12/15/2023
05724BAB5
16000.00000000
PA
USD
15501.07000000
0.006734156043
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.01231000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 3.091%/VAR 05/14/2032 144A
225401AU2
250000.00000000
PA
USD
188950.78000000
0.082086206760
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
0.03091000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2021-A
N/A
FORD CREDIT AUTO OWNER TRUST 2021-A A3 0.3% 08/15/2025
34532NAC9
491666.61000000
PA
USD
478460.99000000
0.207858616683
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.00300000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY 3.25% 07/01/2026
842587CV7
500000.00000000
PA
USD
477599.37000000
0.207484301650
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 144A
21871XAA7
508000.00000000
PA
USD
489245.29000000
0.212543658362
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
0.03500000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 4.054% 03/15/2029 144A
55903VAJ2
6000.00000000
PA
USD
5463.56000000
0.002373543606
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04054000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032
06051GJP5
250000.00000000
PA
USD
207270.58000000
0.090044908442
Long
DBT
CORP
US
N
2
2032-03-11
Variable
0.02651000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.125% 08/15/2023
91282CAF8
12755400.00000000
PA
USD
12355298.94000000
5.367533404095
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.00125000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026
89788MAH5
460000.00000000
PA
USD
458963.23000000
0.199388171847
Long
DBT
CORP
US
N
2
2026-07-28
Variable
0.04260000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027
404280CM9
550000.00000000
PA
USD
479073.18000000
0.208124571420
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
0.01589000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.2% 01/15/2027
00914AAR3
530000.00000000
PA
USD
465448.98000000
0.202205787183
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02200000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
750000.00000000
PA
USD
702167.00000000
0.305043596764
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 1.642/VAR 06/14/2027
639057AC2
1300000.00000000
PA
USD
1138085.91000000
0.494420585719
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01642000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027
60687YBP3
1050000.00000000
PA
USD
913868.99000000
0.397013650144
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
0.01234000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC T1Y 2.651%/VAR 05/22/2026
60687YCA5
500000.00000000
PA
USD
469230.38000000
0.203848547177
Long
DBT
CORP
JP
N
2
2026-05-22
Variable
0.02651000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.551%/VAR 02/04/2028
06051GKJ7
850000.00000000
PA
USD
770610.86000000
0.334777778562
Long
DBT
CORP
US
N
2
2028-02-04
Variable
0.02551000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO 2.4% 03/07/2025
20826FAU0
30000.00000000
PA
USD
29022.57000000
0.012608324145
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
0.02400000
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC 0.75% 03/01/2024 144A
233851EB6
500000.00000000
PA
USD
475322.95000000
0.206495352661
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.00750000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP 3.65% 01/25/2024
316773CX6
168000.00000000
PA
USD
166922.76000000
0.072516536795
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.03650000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 1.96% 02/15/2027
254683CR4
49000.00000000
PA
USD
46899.36000000
0.020374568244
Long
ABS-CBDO
CORP
US
N
2
2027-02-15
Fixed
0.01960000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER 1% 09/17/2024 144A
44891ABY2
74000.00000000
PA
USD
68559.50000000
0.029784419479
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
0.01000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028
404280DG1
327000.00000000
PA
USD
319169.28000000
0.138657249839
Long
DBT
CORP
GB
N
2
2028-08-11
Variable
0.05210000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
404280BZ1
750000.00000000
PA
USD
735659.71000000
0.319593891386
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 2.696% 07/16/2024
86562MBM1
500000.00000000
PA
USD
484870.37000000
0.210643054471
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
0.02696000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 1.654%/VAR 06/02/2024
95000U2R3
750000.00000000
PA
USD
734814.80000000
0.319226835706
Long
DBT
CORP
US
N
2
2024-06-02
Variable
0.01654000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 3% 03/22/2027
92343VFF6
78000.00000000
PA
USD
73780.41000000
0.032052548235
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A
775109CB5
19000.00000000
PA
USD
18077.23000000
0.007853321586
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
DAIMLER FIN NORTH AMER LLC
549300423Z16BB673J12
DAIMLER FIN NORTH AMER LLC 1.45% 03/02/2026 144A
233851EC4
500000.00000000
PA
USD
453531.17000000
0.197028312839
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.01450000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.35% 02/26/2027
37045XDR4
1000000.00000000
PA
USD
886818.71000000
0.385262151277
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
0.02350000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.25% 03/01/2025
00912XBA1
97000.00000000
PA
USD
92589.39000000
0.040223765212
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.03250000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1% 09/15/2025
776743AM8
576000.00000000
PA
USD
522347.52000000
0.226924316098
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.7% 04/02/2027
05526DBP9
801000.00000000
PA
USD
779404.98000000
0.338598222979
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
0.04700000
N
N
N
N
N
N
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
N/A
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A
26863LAA2
100000.00000000
PA
USD
96446.52000000
0.041899424718
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.03093000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026
86562MCH1
750000.00000000
PA
USD
660694.70000000
0.287026715369
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
0.01402000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 4.35% 06/08/2027 144A
928668BS0
200000.00000000
PA
USD
194691.86000000
0.084580313849
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.04350000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 3.3% 04/01/2025
816851BN8
28000.00000000
PA
USD
27252.12000000
0.011839184559
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03300000
N
N
N
N
N
N
COMCAST CORP NEW
51M0QTTNCGUN7KFCFZ59
COMCAST CORP NEW 2.35% 01/15/2027
20030NBW0
500000.00000000
PA
USD
465553.53000000
0.202251207016
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02350000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2032#MA3090
31418CNG5
832360.13700000
PA
USD
807768.81000000
0.350920369593
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.083/VAR 04/22/2026
46647PBK1
500000.00000000
PA
USD
467584.96000000
0.203133724585
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.848%/VAR 09/15/2024
606822BV5
750000.00000000
PA
USD
723098.90000000
0.314137077464
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
0.00848000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 03/31/2027
91282CEF4
678700.00000000
PA
USD
653513.86000000
0.283907130909
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.02500000
N
N
N
N
N
N
BX 2021-BXMF
N/A
BX 2021-BXMF 1ML+64 10/15/2026 144A
05609RAA2
100000.00000000
PA
USD
95750.14000000
0.041596895177
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.03026930
N
N
N
N
N
N
CD 2017-CD5 MTG TR
N/A
CD MTG TR 2017-CD5 AAB 3.22% 08/15/2050
12515HBA2
689069.22000000
PA
USD
668064.81000000
0.290228524715
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
0.03220000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP 4.2% 09/15/2023
29278NAC7
73000.00000000
PA
USD
72847.02000000
0.031647054040
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.05% 03/08/2024
37045XDG8
18000.00000000
PA
USD
17081.52000000
0.007420753608
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.01050000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP SOFR 4.985%/VAR 07/24/2026
14040HCU7
201000.00000000
PA
USD
200718.30000000
0.087198390366
Long
DBT
CORP
US
N
2
2026-07-24
Variable
0.04985000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH 2.625% 08/06/2024
446150AQ7
450000.00000000
PA
USD
436688.24000000
0.189711210287
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
0.02625000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.95%/VAR 5/18/2024
404280BS7
750000.00000000
PA
USD
745859.85000000
0.324025155448
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
0.03950000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 3.72% 07/20/2027
92348KAV5
277000.00000000
PA
USD
277092.21000000
0.120377637191
Long
ABS-CBDO
CORP
US
N
2
2027-07-20
Fixed
0.03720000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 0.7% 05/28/2024
04636NAC7
60000.00000000
PA
USD
56797.20000000
0.024674503606
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.00700000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025
13607H6M9
495000.00000000
PA
USD
488715.57000000
0.212313531207
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
0.03945000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A
04685A3D1
573000.00000000
PA
USD
499317.59000000
0.216919384677
Long
DBT
CORP
US
N
2
2026-10-02
Fixed
0.01730000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.04% 05/01/2027
097023CU7
500000.00000000
PA
USD
498496.14000000
0.216562520765
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028
06051GKW8
1250000.00000000
PA
USD
1248857.64000000
0.542543335633
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.04948000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 2.5% 02/14/2025
29250NBL8
12000.00000000
PA
USD
11510.26000000
0.005000421708
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
0.02500000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
EXELON GENERATION CO LLC 3.25% 06/01/2025
30161MAS2
178000.00000000
PA
USD
172743.60000000
0.075045294156
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03250000
N
N
N
N
N
N
BARCLAYS PLC (UNGTD)
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027
06738EBU8
1300000.00000000
PA
USD
1141718.99000000
0.495998910805
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
0.02279000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 3.75% 08/16/2027
02582JJV3
570000.00000000
PA
USD
567835.43000000
0.246685705732
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.03750000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.54% 05/01/2028
46647PAF3
350000.00000000
PA
USD
329685.71000000
0.143225920301
Long
DBT
CORP
US
N
2
2028-05-01
Variable
0.03540000
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028
80282KBC9
773000.00000000
PA
USD
672194.56000000
0.292022618989
Long
DBT
CORP
US
N
2
2028-01-06
Variable
0.02490000
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2015-C27
5493001SKB2HKIF64L70
WELLS FARGO COML MTG TR 15-C27 ASB 3.278% 02/15/2048
94989DAX7
367704.01500000
PA
USD
361336.41000000
0.156975987405
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
0.03278000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 1.716% 01/07/2025 144A
04685A3F6
600000.00000000
PA
USD
555376.16000000
0.241273004005
Long
DBT
CORP
US
N
2
2025-01-07
Fixed
0.01716000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC 2.15% 02/16/2024
29250NBK0
12000.00000000
PA
USD
11634.02000000
0.005054186974
Long
DBT
CORP
CA
N
2
2024-02-16
Fixed
0.02150000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
4177637.14300000
NS
USD
4178472.67000000
1.815260945383
Long
STIV
RF
US
N
1
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028
46647PDG8
1250000.00000000
PA
USD
1247498.15000000
0.541952730094
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04851000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021-PAC
N/A
BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A
05609PAA6
100000.00000000
PA
USD
96346.52000000
0.041855981549
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.03081100
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028
45866FAJ3
125000.00000000
PA
USD
120875.90000000
0.052512321567
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.03750000
N
N
N
N
N
N
SREIT TR 2021-MFP
N/A
SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A
78472UAA6
200000.00000000
PA
USD
192733.08000000
0.083729357743
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.03121800
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 2.75% 03/15/2027 144A
30161NAZ4
6000.00000000
PA
USD
5605.46000000
0.002435189463
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02750000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
750000.00000000
PA
USD
667793.99000000
0.290110871925
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
NATWEST GROUP PLC (UNGTD)
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD 3ML+176.2 03/22/2025
780097BK6
200000.00000000
PA
USD
197705.11000000
0.085889365141
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.04269000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 3.32% 05/15/2027
254683CS2
540000.00000000
PA
USD
532608.43000000
0.231381980574
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
0.03320000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025
606822BW3
750000.00000000
PA
USD
700005.29000000
0.304104481434
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.00953000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.65% 05/23/2025
45866FAT1
314000.00000000
PA
USD
310767.84000000
0.135007398058
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
0.03650000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.5% 07/15/2023
55336VAE0
350000.00000000
PA
USD
351276.89000000
0.152605813126
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.04500000
N
N
N
N
N
N
GS MTG SECS TR 2015-GC28
5493002EPQ51IPGGFX73
GS MTG SECS TR 2015-GC28 AAB 3.206% 02/10/2048
36251FAX4
109450.42800000
PA
USD
107461.00000000
0.046684463883
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
0.03206000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024
60687YBJ7
500000.00000000
PA
USD
480988.15000000
0.208956495074
Long
DBT
CORP
JP
N
2
2024-09-08
Variable
0.00849000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM 3.45% 04/07/2027
13607HR61
1150000.00000000
PA
USD
1102390.85000000
0.478913520464
Long
DBT
CORP
CA
N
2
2027-04-07
Fixed
0.03450000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66 3.7% 04/06/2023
718546AU8
118000.00000000
PA
USD
117981.77000000
0.051255019779
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.03700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5464
3140JACA4
587094.30700000
PA
USD
569932.60000000
0.247596782841
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY CO
54930036474DURYNB481
CANADIAN PAC RY CO 1.75% 12/02/2026
13645RBE3
517000.00000000
PA
USD
468914.84000000
0.203711466602
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
0.01750000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4% 09/15/2027
45866FAU8
981000.00000000
PA
USD
965437.81000000
0.419416779789
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.55% 03/04/2027
025816CS6
54000.00000000
PA
USD
50145.38000000
0.021784742199
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
0.02550000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
TOYOTA MOTOR CORP 3.419% 07/20/2023
892331AC3
355000.00000000
PA
USD
354483.59000000
0.153998905228
Long
DBT
CORP
JP
N
2
2023-07-20
Fixed
0.03419000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS 4.524% 07/13/2025 144A
06675DCD2
449000.00000000
PA
USD
446847.59000000
0.194124753881
Long
DBT
CORP
FR
N
2
2025-07-13
Fixed
0.04524000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 1.5% 05/01/2025
718172CN7
750000.00000000
PA
USD
704260.59000000
0.305953118606
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.01500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.070%/VAR 02/24/28
172967NG2
500000.00000000
PA
USD
462301.99000000
0.200838634998
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.03070000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP 3.878%/VAR 05/23/2025
49326EEL3
177000.00000000
PA
USD
175460.87000000
0.076225762355
Long
DBT
CORP
US
N
2
2025-05-23
Variable
0.03878000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 07/32#G18652
3128MMWN9
577132.52800000
PA
USD
560559.99000000
0.243525024035
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 03/15/2025
91282CED9
9400000.00000000
PA
USD
9004171.64000000
3.911697506358
Long
DBT
UST
US
N
2
2025-03-15
Fixed
0.01750000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026
00774MAV7
700000.00000000
PA
USD
617227.28000000
0.268143090621
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
0.02450000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 04/30/2027
91282CEN7
16773900.00000000
PA
USD
16326377.55000000
7.092695797411
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.02750000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.3% 02/15/2030
00206RGQ9
250000.00000000
PA
USD
239797.12000000
0.104175468198
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST 2022
N/A
LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A
53218DAA6
445000.00000000
PA
USD
436633.42000000
0.189687394742
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.03602650
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.3% 03/25/2028
126650CX6
110000.00000000
PA
USD
108743.93000000
0.047241809332
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.95% 08/16/2025
913017DD8
116000.00000000
PA
USD
115996.02000000
0.050392347050
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
0.03950000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 1.878%/VAR 11/02/2027
14040HCH6
1400000.00000000
PA
USD
1233515.11000000
0.535878054390
Long
DBT
CORP
US
N
2
2027-11-02
Variable
0.01878000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5108
3140J9VA6
98385.46100000
PA
USD
95478.75000000
0.041478994761
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 4.25% 09/15/2027
701094AR5
217000.00000000
PA
USD
214749.20000000
0.093293857971
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04250000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 2.25% 03/04/2025
025816CQ0
35000.00000000
PA
USD
33409.54000000
0.014514162938
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
0.02250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.4% 06/10/2025
172967JT9
250000.00000000
PA
USD
248908.27000000
0.108133640494
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
0.04400000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES 2021-1 OWNER TR
N/A
HONDA AUTO RECEIVABLES 2021-1 A3 OWNER TR A3 0.27% 04/21/2025
43813GAC5
772163.56000000
PA
USD
753191.12000000
0.327210091467
Long
ABS-CBDO
CORP
US
N
2
2025-04-21
Fixed
0.00270000
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027
251526CP2
1300000.00000000
PA
USD
1104388.69000000
0.479781445472
Long
DBT
CORP
US
N
2
2027-11-16
Variable
0.02311000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 07/31/2027
91282CFB2
500000.00000000
PA
USD
486601.56000000
0.211395138269
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.02750000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.106%/VAR 04/08/2026
172967MQ1
1100000.00000000
PA
USD
1056579.36000000
0.459011557423
Long
DBT
CORP
US
N
2
2026-04-08
Variable
0.03106000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2021
N/A
BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
05610HAA1
93382.51000000
PA
USD
90278.05000000
0.039219645868
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.03309900
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1.75% 02/15/2031
776743AL0
750000.00000000
PA
USD
587785.05000000
0.255352452872
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.01750000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027
92348KAA1
59000.00000000
PA
USD
55665.45000000
0.024182835541
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.00500000
N
N
N
N
N
N
VIRGINIA ELECTRIC AND POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032
927804GG3
500000.00000000
PA
USD
427217.19000000
0.185596686026
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
0.02400000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A
74977RDL5
550000.00000000
PA
USD
486100.18000000
0.211177322908
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
0.01980000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
HOME DEPOT INC 2.875% 04/15/2027
437076CN0
28000.00000000
PA
USD
26933.97000000
0.011700970116
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.02875000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A
29449WAK3
500000.00000000
PA
USD
466129.71000000
0.202501517868
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.01100000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4% 03/15/2028
55336VAR1
760000.00000000
PA
USD
727053.58000000
0.315855115782
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027
404280CX5
1300000.00000000
PA
USD
1146075.59000000
0.497891555907
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
0.02251000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 2.456%/VAR 10/22/2025
06051GHW2
500000.00000000
PA
USD
477107.10000000
0.207270443962
Long
DBT
CORP
US
N
2
2025-10-22
Variable
0.02456000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 2021-1 A 0.99% 04/20/2028
92348KAD5
90000.00000000
PA
USD
84754.16000000
0.036819892998
Long
ABS-CBDO
CORP
US
N
2
2028-04-20
Fixed
0.00990000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2024
9128286R6
49000.00000000
PA
USD
48037.23000000
0.020868895031
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02250000
N
N
N
N
N
N
FORD CR AUTO OWNER TR 2019-REV1
N/A
FORD CR AUTO OWNER TR 2019-1 A 3.52% 07/15/2030 144A
34532PAA8
320000.00000000
PA
USD
317299.62000000
0.137845010284
Long
ABS-CBDO
CORP
US
N
2
2030-07-15
Fixed
0.03520000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 3.56% 07/15/2027
254683CW3
540000.00000000
PA
USD
535663.53000000
0.232709212831
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
0.03560000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 0.44% 09/15/2026
05522RDD7
80000.00000000
PA
USD
75814.95000000
0.032936416887
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.00440000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 04/30/2024
91282CEK3
30817100.00000000
PA
USD
30328359.90000000
13.17560065889
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02500000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
026874DQ7
573000.00000000
PA
USD
546230.10000000
0.237299665698
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
0.02500000
N
N
N
N
N
N
WFRBS COML MTG TR 2014-C20
549300UVB571ELWL8972
WFRBS COML MTG TR 2014-C20 ASB 3.638% 05/15/2047
92890FAV8
669672.86800000
PA
USD
664184.03000000
0.288542590899
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
0.03638000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027
46647PCP9
580000.00000000
PA
USD
507918.89000000
0.220656061976
Long
DBT
CORP
US
N
2
2027-09-22
Variable
0.01470000
N
N
N
N
N
N
ALABAMA POWER and LIGHT
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO 3.05% 03/15/2032
010392FX1
526000.00000000
PA
USD
478574.44000000
0.207907902958
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03050000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 4.808%/VAR 07/25/2028
95000U3A9
1250000.00000000
PA
USD
1240823.90000000
0.539053224385
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04808000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 4.25% 03/01/2027
00206RDQ2
400000.00000000
PA
USD
396192.91000000
0.172118755622
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04250000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 3.49% 05/15/2027
14041NGA3
671000.00000000
PA
USD
665054.87000000
0.288920911393
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
0.03490000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A
29449WAL1
799000.00000000
PA
USD
711073.05000000
0.308912667120
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
0.01700000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK 2.8% 03/10/2027
89114TZT2
64000.00000000
PA
USD
59977.31000000
0.026056044169
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
0.02800000
N
N
N
N
N
N
GS MTG SECS TR 2016-GS2
N/A
GS MTG SECS TR 2016-GS2 2.922% 05/10/2049
36252TAS4
761857.54200000
PA
USD
741046.57000000
0.321934114081
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
0.02922000
N
N
N
N
N
N
S and P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S and P GLOBAL INC 2.45% 03/01/2027 144A
78409VBA1
814000.00000000
PA
USD
759254.74000000
0.329844320154
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02450000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.188/VAR 04/30/2026
95000U2N2
176000.00000000
PA
USD
164741.12000000
0.071568763242
Long
DBT
CORP
US
N
2
2026-04-30
Variable
0.02188000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025
136385AZ4
315000.00000000
PA
USD
293268.28000000
0.127405034625
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
2022-09-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer