0001752724-23-090220.txt : 20230427
0001752724-23-090220.hdr.sgml : 20230427
20230427143200
ACCESSION NUMBER: 0001752724-23-090220
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230427
DATE AS OF CHANGE: 20230427
PERIOD START: 20230831
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: 23855417
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
2023-08-31
2023-02-28
N
682924076.03
3702357.79
679221718.24
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
377342.28000000
0.00000000
0.00000000
0.00000000
USD
N
GS MTG SECS TR 2017-GS7
N/A
GS MTG SECS TR 2017-GS7 3.203% 08/10/2050
36254CAW0
2397608.08300000
PA
USD
2287025.60000000
0.336712672546
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
0.03203000
N
N
N
N
N
N
LOWES COS INC
WAFCR4OKGSC504WU3E95
LOWES COS INC 4.4% 09/08/2025
548661EK9
2275000.00000000
PA
USD
2235708.48000000
0.329157389989
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
0.04400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 1.007%/VAR 12/10/2024
06738EBQ7
750000.00000000
PA
USD
722167.50000000
0.106322792779
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
2261000.00000000
PA
USD
2159709.39000000
0.317968246892
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
586662.17000000
0.086372704854
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
0.01400000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 5.03% 10/15/2027
254683CX1
1613000.00000000
PA
USD
1613604.23000000
0.237566642330
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.05030000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032
46647PCC8
3000000.00000000
PA
USD
2430965.40000000
0.357904544969
Long
DBT
CORP
US
N
2
2032-04-22
Variable
0.02580000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 1.65% 02/01/2028
00206RKG6
2750000.00000000
PA
USD
2336283.51000000
0.343964783112
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
1580584.52600000
PA
USD
1572643.51000000
0.231536104892
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.05596950
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 12/31/2023
91282CDR9
15973400.00000000
PA
USD
15406219.55000000
2.268216568504
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.00750000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028
46647PCW4
3318000.00000000
PA
USD
3009328.05000000
0.443055333654
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
2250000.00000000
PA
USD
1922349.80000000
0.283022428225
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
498528.07000000
0.073396956636
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
98309.65000000
0.014473867274
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.05438000
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
384103.46000000
0.056550526828
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
430116.99000000
0.063324975990
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
70215.36100000
PA
USD
66052.46000000
0.009724727320
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC SOFR+ 12/02/2028
693475BK0
1020000.00000000
PA
USD
1022739.20000000
0.150575161620
Long
DBT
CORP
US
N
2
2028-12-02
Variable
0.05354000
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
342471.56000000
0.050421173352
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
296496.23000000
0.043652348274
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.01950000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 2.226%/VAR 01/21/2026 144A
83368RBG6
2500000.00000000
PA
USD
2323427.15000000
0.342071975557
Long
DBT
CORP
FR
N
2
2026-01-21
Variable
0.02226000
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
141184.32000000
0.020786190460
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
481267.65000000
0.070855751086
Long
DBT
CORP
US
N
2
2025-01-24
Variable
0.01757000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC 3.15% 07/15/2023
22822VAJ0
399000.00000000
PA
USD
395840.10000000
0.058278480998
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
2750000.00000000
PA
USD
2139095.23000000
0.314933279157
Long
DBT
CORP
US
N
2
2032-07-21
Variable
0.02239000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC 2.355% 03/15/2032
92343VGN8
2000000.00000000
PA
USD
1572304.34000000
0.231486169799
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.02355000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP 2.992% 03/19/2025
30231GBH4
210000.00000000
PA
USD
201611.58000000
0.029682734604
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
196722.07000000
0.028962865102
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
819254.34000000
0.120616629003
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
725397.12000000
0.106798281109
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
1341000.00000000
PA
USD
1280723.50000000
0.188557501270
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04300000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025
92277GAT4
2000000.00000000
PA
USD
1889444.30000000
0.278177839321
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
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
93161.89000000
0.013715976314
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
466266.46000000
PA
USD
433139.44000000
0.063769963234
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
442238.08000000
0.065109531707
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
282216.34000000
0.041549958197
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
702331.75000000
0.103402428270
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
664053.22000000
0.097766782505
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
2500000.00000000
PA
USD
2395950.98000000
0.352749465404
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
54880304.48000000
8.079880693774
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 01/15/2026
91282CGE5
12900000.00000000
PA
USD
12678281.25000000
1.866589496409
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.03875000
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
700929.75000000
0.103196015553
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
196860.35000000
0.028983223697
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
431551.57000000
0.063536185373
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
380599.95000000
0.056034714406
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03700000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/15/2024
912828B66
34203800.00000000
PA
USD
33436886.50000000
4.922823520225
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.02750000
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
498780.00000000
0.073434047617
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
219486.13000000
0.032314356874
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
704889.76000000
0.103779037252
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
699046.26000000
0.102918714350
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
2762000.00000000
PA
USD
2577075.81000000
0.379415990507
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
466815.96000000
0.068728067354
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
442398.09000000
0.065133089552
Long
DBT
CORP
US
N
2
2026-12-14
Fixed
0.02000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 5.15% 03/02/2028
031162DP2
378000.00000000
PA
USD
376504.37000000
0.055431733098
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
0.05150000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.591/VAR 07/22/2028
61744YAK4
1050000.00000000
PA
USD
969200.61000000
0.142692817966
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
28048900.00000000
PA
USD
25098287.27000000
3.695153820321
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
29370.01000000
PA
USD
29307.77000000
0.004314904723
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
2563000.00000000
PA
USD
2290284.11000000
0.337192414272
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
843089.43000000
0.124125805662
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% 05/15/2027
02582JJT8
600000.00000000
PA
USD
578483.82000000
0.085168628220
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
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
444920.78000000
0.065504498465
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
7291700.00000000
PA
USD
6626332.38000000
0.975577223468
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
38303.92000000
0.005639383867
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
672180.36000000
0.098963319627
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
1047590.83000000
0.154234000749
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
243824.20000000
0.035897585935
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
3000000.00000000
PA
USD
2635980.00000000
0.388088297121
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
2624000.00000000
PA
USD
2537536.31000000
0.373594695495
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
3288000.00000000
PA
USD
3044681.39000000
0.448260311506
Long
DBT
CORP
US
N
2
2028-03-24
Variable
0.03526000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA GLOBAL FUNDING 2% 11/30/2026 144A
76209PAA1
30000.00000000
PA
USD
26489.50000000
0.003899978355
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
287489.15200000
PA
USD
278559.62000000
0.041011589076
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
0.03513000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025
44644MAH4
1490000.00000000
PA
USD
1492040.84000000
0.219669189004
Long
DBT
CORP
US
N
2
2025-11-18
Variable
0.05699000
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
518677.35200000
PA
USD
503965.22000000
0.074197453713
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
0.03224100
N
N
N
N
N
N
WELLS FARGO COML MTG TR 2019-C50
N/A
WELLS FARGO COML MTG TR 2019-C50 3.635% 05/15/2052
95001XAZ9
1000000.00000000
PA
USD
944305.20000000
0.139027533225
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
0.03635000
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
1127924.03000000
0.166061243289
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
13407.59000000
0.001973963676
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.02061000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3% 10/01/2035#K93321
3132LPSJ9
107980.68400000
PA
USD
101011.31000000
0.014871625462
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.03000000
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
59101.67000000
0.008701381067
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
449976.01000000
0.066248766480
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
1842000.00000000
PA
USD
1806439.95000000
0.265957330498
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
19656500.00000000
PA
USD
18325079.16000000
2.697952475295
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
90411.95000000
0.013311109991
Long
ABS-CBDO
CORP
US
N
2
2026-11-15
Fixed
0.01040000
N
N
N
N
N
N
WALT DISNEY CO
549300GZKULIZ0WOW665
WALT DISNEY CO 1.75% 01/13/2026
254687FV3
306000.00000000
PA
USD
279522.60000000
0.041153366050
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
372111.91000000
PA
USD
346501.42000000
0.051014478880
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
440390.62000000
0.064837535104
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.01734000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 12/15/2025
91282CGA3
18200000.00000000
PA
USD
17956859.28000000
2.643740445539
Long
DBT
UST
US
N
2
2025-12-15
Fixed
0.04000000
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
74450.88000000
0.010961204272
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
15503.78000000
0.002282580133
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
175908.90000000
0.025898597656
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
0.03091000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2028#FS3867
3140XKJM3
700000.00000000
PA
USD
665190.47000000
0.097934216786
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
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
334423.36000000
PA
USD
323896.31000000
0.047686388892
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
466203.52000000
0.068637899448
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 05/01/2035#BM5385
3140J96X4
1622925.29300000
PA
USD
1519342.57000000
0.223688749814
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.03000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC 3.5% 04/04/2025 144A
21871XAA7
508000.00000000
PA
USD
485901.60000000
0.071537995171
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/31/2028
91282CGH8
6600000.00000000
PA
USD
6399421.91000000
0.942169800839
Long
DBT
UST
US
N
2
2028-01-31
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
5365.53000000
0.000789952655
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
2750000.00000000
PA
USD
2233892.46000000
0.328890022213
Long
DBT
CORP
US
N
2
2032-03-11
Variable
0.02651000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026
89788MAH5
2960000.00000000
PA
USD
2885401.31000000
0.424809930618
Long
DBT
CORP
US
N
2
2026-07-28
Variable
0.04260000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 0.95% 08/15/2025
65473PAK1
1500000.00000000
PA
USD
1352378.91000000
0.199107135959
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.00950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 02/01/2028#FS3865
3140XKJK7
250000.00000000
PA
USD
233684.05000000
0.034404678726
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.02000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 1.589%/VAR 05/24/2027
404280CM9
550000.00000000
PA
USD
481149.79000000
0.070838398873
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
2530000.00000000
PA
USD
2222750.68000000
0.327249647693
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02200000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
750000.00000000
PA
USD
702219.53000000
0.103385906419
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GRP PLC(UNGTD) 1.642/VAR 06/14/2027
639057AC2
3300000.00000000
PA
USD
2896007.80000000
0.426371495820
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
0.01642000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 09/15/2025
91282CFK2
21279200.00000000
PA
USD
20719789.83000000
3.050519333169
Long
DBT
UST
US
N
2
2025-09-15
Fixed
0.03500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027
60687YBP3
2050000.00000000
PA
USD
1777137.91000000
0.261643269388
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
466328.59000000
0.068656313170
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 SOFR+0 02/04/2028
06051GKJ7
850000.00000000
PA
USD
759877.11000000
0.111874677972
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
28409.12000000
0.004182598882
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
0.02400000
N
N
N
N
N
N
MERCEDES BENZ RETAIL SA
549300423Z16BB673J12
MERCEDES BENZ RETAIL SA 0.75% 03/01/2024 144A
233851EB6
500000.00000000
PA
USD
477537.95000000
0.070306637313
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
165606.60000000
0.024381817535
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.03650000
N
N
N
N
N
N
BX TR 2021-LGCY
N/A
BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A
05608UAA6
17000.00000000
PA
USD
16968.08000000
0.002498165112
Long
ABS-MBS
CORP
US
N
2
2039-10-15
Variable
0.06727470
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
46028.45000000
0.006776645793
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
68853.93000000
0.010137180268
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
0.01000000
N
N
N
N
N
N
MSCCG TR 2018-SELF
N/A
MSCCG TR 2018-SELF 1ML+90 10/15/2037 144A
55358PAA4
1919130.41000000
PA
USD
1904107.27000000
0.280336629242
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Variable
0.05488000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028
404280DG1
2827000.00000000
PA
USD
2764356.70000000
0.406988855886
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
2250000.00000000
PA
USD
2202727.64000000
0.324301708977
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
481266.41000000
0.070855568524
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
742586.23000000
0.109328987878
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
72069.41000000
0.010610586803
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
0.03000000
N
N
N
N
N
N
JPMCC COML MTG SECS TR 2019-COR4
N/A
JPMCC COML MTG SECS TR 2019-COR4 3.9381% 03/10/2052
48128YAX9
1000000.00000000
PA
USD
947621.80000000
0.139515827387
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
0.03938100
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2028#SB0799
3132CW3G7
300000.00000000
PA
USD
285309.54000000
0.042005361774
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A
775109CB5
19000.00000000
PA
USD
17469.90000000
0.002572046730
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
0.03200000
N
N
N
N
N
N
MERCEDES BENZ RETAIL SA
549300423Z16BB673J12
MERCEDES BENZ RETAIL SA 1.45% 03/02/2026 144A
233851EC4
2500000.00000000
PA
USD
2243553.40000000
0.330312376614
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.01450000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 4.35% 06/15/2029
45866FAV6
2500000.00000000
PA
USD
2412292.00000000
0.355155310146
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.04350000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 2.35% 02/26/2027
37045XDR4
3000000.00000000
PA
USD
2651328.81000000
0.390348061435
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
0.02350000
N
N
N
N
N
N
BANK 2017-BNK9
N/A
BANK 2017-BNK9 3.47% 11/15/2054
06540RAC8
3206096.99000000
PA
USD
3058611.72000000
0.450311236796
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
0.03470000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 3.25% 03/01/2025
00912XBA1
97000.00000000
PA
USD
92049.29000000
0.013552171187
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
2076000.00000000
PA
USD
1870231.26000000
0.275349154742
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.01000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.125% 08/15/2025
91282CFE6
66297000.00000000
PA
USD
64002501.93000000
9.422917467339
Long
DBT
UST
US
N
2
2025-08-15
Fixed
0.03125000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 4.7% 04/02/2027
05526DBP9
801000.00000000
PA
USD
774062.40000000
0.113963140343
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
770000.00000000
PA
USD
749739.99000000
0.110382216861
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.05289000
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
650913.01000000
0.095832184472
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
191900.50000000
0.028252998225
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
0.04350000
N
N
N
N
N
N
BA CR CARD TR
N/A
BA CR CARD TR 5% 04/15/2028
05522RDF2
1294000.00000000
PA
USD
1296831.79000000
0.190929081796
Long
ABS-CBDO
CORP
US
N
2
2028-04-15
Fixed
0.05000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY 3.3% 04/01/2025
816851BN8
28000.00000000
PA
USD
26800.95000000
0.003945832307
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
453048.27000000
0.066701087116
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
754564.16700000
PA
USD
711006.88000000
0.104679644496
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
CREDIT SUISSE GRP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A
225401AM0
2500000.00000000
PA
USD
2265112.10000000
0.333486406451
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
0.02593000
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
464289.18000000
0.068356056282
Long
DBT
CORP
US
N
2
2026-04-22
Variable
0.02083000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.827%/VAR 07/22/2026
06051GLA5
2500000.00000000
PA
USD
2459349.10000000
0.362083401333
Long
DBT
CORP
US
N
2
2026-07-22
Variable
0.04827000
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
730189.13000000
0.107503795946
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
632993.80000000
0.093193987029
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
97563.19000000
0.014363967962
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Variable
0.05223930
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
621115.37000000
PA
USD
588153.52000000
0.086592272332
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
72499.88000000
0.010673963751
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
17192.11000000
0.002531148450
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
2701000.00000000
PA
USD
2657270.57000000
0.391222850895
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
432752.84000000
0.063713045148
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
746672.03000000
0.109930529302
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
273202.30000000
0.040222845156
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
56751.31000000
0.008355343840
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
479531.99000000
0.070600214498
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
493402.20000000
0.072642288482
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
492477.97000000
0.072506216567
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05040000
N
N
N
N
N
N
CSMC 2019-ICE4
N/A
CSMC 2019-ICE4 1ML+98.535 05/15/2036 144A
12653VAA4
3112257.09000000
PA
USD
3096631.69000000
0.455908815463
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
0.05568000
N
N
N
N
N
N
CHASE ISSUANCE TR
5493008SHVCX2Y068L12
CHASE ISSUANCE TR 3.97% 09/15/2027
161571HS6
560000.00000000
PA
USD
545322.46000000
0.080286369731
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.03970000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2036#FS1970
3140XHFL6
897855.38000000
PA
USD
822561.32000000
0.121103506838
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.02500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 4.948/VAR 07/22/2028
06051GKW8
3750000.00000000
PA
USD
3667752.11000000
0.539993349962
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
11330.57000000
0.001668169567
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
0.02500000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A
928668BL5
1000000.00000000
PA
USD
895450.06000000
0.131834721410
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
0.01250000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION LLC
S2PEWKCZFFECR4533P43
CONSTELLATION ENERGY GENERATION LLC 3.25% 06/01/2025
30161MAS2
178000.00000000
PA
USD
169209.58000000
0.024912274660
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03250000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027
06738EBU8
1300000.00000000
PA
USD
1143712.86000000
0.168385790572
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% 08/15/2027
02582JJV3
3570000.00000000
PA
USD
3465236.21000000
0.510177474739
Long
ABS-CBDO
CORP
US
N
2
2027-08-15
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
323664.14000000
0.047652207122
Long
DBT
CORP
US
N
2
2028-05-01
Variable
0.03540000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 11/30/2027
91282CFZ9
15500000.00000000
PA
USD
15279003.95000000
2.249486955392
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.03875000
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
673269.16000000
0.099123620744
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
291386.77500000
PA
USD
283886.65000000
0.041795873479
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
556021.01000000
0.081861488681
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
11618.40000000
0.001710546009
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
4405701.94500000
NS
USD
4406583.09000000
0.648769462410
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
3750000.00000000
PA
USD
3661346.63000000
0.539050288245
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
97719.40000000
0.014386966343
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Variable
0.05277100
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 4.95% 10/15/2027
14041NGB1
1603000.00000000
PA
USD
1600695.21000000
0.235666081783
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04950000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 03/01/2036#BM5018
3140J9SG7
2141858.63700000
PA
USD
1999131.17000000
0.294326744318
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.03000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028
45866FAJ3
125000.00000000
PA
USD
117283.55000000
0.017267343910
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.875% 01/31/2024
91282CDV0
15749800.00000000
PA
USD
15151184.59000000
2.230668452307
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.00875000
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
195689.00000000
0.028810768964
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.05318660
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC 1.668% 03/25/2026
05530QAN0
2750000.00000000
PA
USD
2442159.17000000
0.359552573838
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
0.01668000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC(UNGTD 3ML+176.2 03/22/2025
780097BK6
200000.00000000
PA
USD
196354.13000000
0.028908694278
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
520398.86000000
0.076616934651
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
700173.48000000
0.103084671941
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
306014.04000000
0.045053630027
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
348753.11000000
0.051345989186
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
86355.40800000
PA
USD
84190.45000000
0.012395135158
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
486859.32000000
0.071678997730
Long
DBT
CORP
JP
N
2
2024-09-08
Variable
0.00849000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 10/31/2027
91282CFU0
50177900.00000000
PA
USD
49927010.50000000
7.350620446791
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.04125000
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
1076408.30000000
0.158476719912
Long
DBT
CORP
CA
N
2
2027-04-07
Fixed
0.03450000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2033#BM5464
3140JACA4
534168.60700000
PA
USD
503667.53000000
0.074153625609
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
1517000.00000000
PA
USD
1343418.23000000
0.197787878968
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
1981000.00000000
PA
USD
1925294.28000000
0.283455936154
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
48881.30000000
0.007196663282
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
352647.76000000
0.051919388106
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
438769.60000000
0.064598876657
Long
DBT
CORP
FR
N
2
2025-07-13
Fixed
0.04524000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2025
91282CFW6
21200000.00000000
PA
USD
21164390.57000000
3.115976713000
Long
DBT
UST
US
N
2
2025-11-15
Fixed
0.04500000
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
693834.02000000
0.102151330172
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
3000000.00000000
PA
USD
2722626.12000000
0.400844974017
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
173174.43000000
0.025496008939
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
522130.31800000
PA
USD
492423.03000000
0.072498127897
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
31598500.00000000
PA
USD
29727167.31000000
4.376651469129
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
617100.27000000
0.090854025044
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
15787778.19000000
2.324392428279
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
234518.83000000
0.034527581156
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
443330.18000000
0.065270318674
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
0.05857710
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 4.3% 03/25/2028
126650CX6
110000.00000000
PA
USD
105160.25000000
0.015482462821
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025
86562MCA6
2500000.00000000
PA
USD
2274772.63000000
0.334908700489
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
0.01474000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA .856/VAR 09/30/2025 144A
25601B2A2
2500000.00000000
PA
USD
2308408.48000000
0.339860816874
Long
DBT
CORP
NO
N
2
2025-09-30
Variable
0.00856000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP 3.95% 08/16/2025
913017DD8
116000.00000000
PA
USD
112729.45000000
0.016596855926
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
3400000.00000000
PA
USD
2971169.08000000
0.437437290388
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
89797.21100000
PA
USD
84613.66000000
0.012457443236
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
207606.91000000
0.030565411032
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
32918.26000000
0.004846467525
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
0.02250000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.7% 03/23/2029
444859BT8
2500000.00000000
PA
USD
2268123.33000000
0.333929741804
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
0.03700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.4% 06/10/2025
172967JT9
250000.00000000
PA
USD
244608.98000000
0.036013126999
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
493098.13000000
PA
USD
478949.17000000
0.070514407466
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
3300000.00000000
PA
USD
2865231.93000000
0.421840446654
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
469726.56000000
0.069156587221
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
1044589.23000000
0.153792083195
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
92839.01000000
PA
USD
91458.77000000
0.013465230504
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Variable
0.05575370
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 1.75% 03/01/2026
55336VBR0
2000000.00000000
PA
USD
1788530.36000000
0.263320549383
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.01750000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
549300LJXD867XMVE759
ROPER TECHNOLOGIES INC 1.75% 02/15/2031
776743AL0
750000.00000000
PA
USD
578393.00000000
0.085155257034
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
55713.38000000
0.008202532178
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
403938.26000000
0.059470751472
Long
DBT
CORP
US
N
2
2032-03-30
Fixed
0.02400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 5.304%/VAR 08/09/2026
06738EBZ7
2500000.00000000
PA
USD
2462859.90000000
0.362600287043
Long
DBT
CORP
GB
N
2
2026-08-09
Variable
0.05304000
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 4.625% 11/01/2027
256677AK1
2406000.00000000
PA
USD
2348648.08000000
0.345785185739
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.04625000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 1.98%/VAR 12/15/2027 144A
74977RDL5
3050000.00000000
PA
USD
2657449.84000000
0.391249244338
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
2028000.00000000
PA
USD
1884031.16000000
0.277380877172
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
465458.70000000
0.068528241588
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
711463.89000000
0.104746928859
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
1143531.84000000
0.168359139481
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
474481.98000000
0.069856715010
Long
DBT
CORP
US
N
2
2025-10-22
Variable
0.02456000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 09/30/2027
91282CFM8
7162000.00000000
PA
USD
7124511.37000000
1.048922785988
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.04125000
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
84116.31000000
0.012384219724
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
47409.41000000
0.006979960847
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
314856.83000000
0.046355530387
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
2540000.00000000
PA
USD
2453979.60000000
0.361292864185
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
75857.34000000
0.011168273623
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
11749900.00000000
PA
USD
11398779.97000000
1.678211939326
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02500000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
MAGALLANES INC 3.755% 03/15/2027 144A
55903VAG8
1000000.00000000
PA
USD
917334.45000000
0.135056701716
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03755000
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
026874DQ7
383000.00000000
PA
USD
360508.64000000
0.053076724480
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
471983.81800000
PA
USD
465754.34000000
0.068571767876
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
3080000.00000000
PA
USD
2670115.14000000
0.393113922640
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
2526000.00000000
PA
USD
2151162.74000000
0.316709946433
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.03050000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 4.703%/VAR 08/05/2027 144A
902613AS7
2500000.00000000
PA
USD
2420126.68000000
0.356308789164
Long
DBT
CORP
CH
N
2
2027-08-05
Variable
0.04703000
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
1217023.75000000
0.179179157161
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
387750.98000000
0.057087541459
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04250000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 4.14%/VAR 05/24/2025
172967NQ0
2500000.00000000
PA
USD
2453869.43000000
0.361276644150
Long
DBT
CORP
US
N
2
2025-05-24
Variable
0.04140000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 3.49% 05/15/2027
14041NGA3
5671000.00000000
PA
USD
5483872.88000000
0.807375961741
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
696253.15000000
0.102507492222
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
58493.75000000
0.008611878629
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
0.02800000
N
N
N
N
N
N
AMERICAN EXPRESS CR ACC MST TR
N/A
AMERICAN EXPRESS CR ACC MST TR 4.95% 10/15/2027
02582JJX9
1122000.00000000
PA
USD
1121819.02000000
0.165162418967
Long
ABS-CBDO
CORP
US
N
2
2027-10-15
Fixed
0.04950000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP 2.75% 03/15/2027
30161NBB6
1006000.00000000
PA
USD
912070.16000000
0.134281654356
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.02750000
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
639991.51200000
PA
USD
613442.10000000
0.090315442443
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
2814000.00000000
PA
USD
2561195.39000000
0.377077958672
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
2676000.00000000
PA
USD
2488094.76000000
0.366315548102
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
290891.82000000
0.042827225954
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
0.02050000
N
N
N
N
N
N
2023-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer