0001752724-24-089269.txt : 20240424
0001752724-24-089269.hdr.sgml : 20240424
20240424141715
ACCESSION NUMBER: 0001752724-24-089269
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240424
DATE AS OF CHANGE: 20240424
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY SALEM STREET TRUST
CENTRAL INDEX KEY: 0000035315
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02105
FILM NUMBER: 24869694
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 FIXED INCOME TRUST
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY FLEXIBLE BOND FUND
DATE OF NAME CHANGE: 19860904
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY CORPORATE BOND FUND INC
DATE OF NAME CHANGE: 19851225
0000035315
S000062001
Fidelity Flex Conservative Income Bond Fund
C000200823
Fidelity Flex Conservative Income Bond Fund
FJTDX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000035315
XXXXXXXX
S000062001
C000200823
Fidelity Salem Street Trust
811-02105
0000035315
S4W85DGKOEJ24DPRB829
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Flex Conservative Income Bond Fund
S000062001
549300FBTXVRBTFRQ531
2024-08-31
2024-02-29
N
381045890.86
1615753.85
379430137.01
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
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+100 04/05/2024 144A
233853AK6
1440000.00000000
PA
USD
1440814.39000000
0.379731141377
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.06333697
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC 3.85% 02/01/2025 144A
224044CE5
1000000.00000000
PA
USD
982906.94000000
0.259048199952
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03850000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 5.7% 11/01/2024
38141GZV9
1000000.00000000
PA
USD
1000556.30000000
0.263699744012
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
0.05700000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP 2.15% 11/08/2024
14913Q3B3
620000.00000000
PA
USD
606559.39000000
0.159860625405
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
0.02150000
N
N
N
N
N
N
TORONTO DOMINION BANK - NY
PT3QB789TSUIDF371261
TORONTO DOMINION BANK - NY YCD 6% 10/17/2024
89115BF96
1300000.00000000
PA
USD
1304363.97000000
0.343769206178
Long
DBT
CORP
US
N
2
2024-10-17
Fixed
0.06000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 0.914% 08/19/2024 144A
04685A3A7
750000.00000000
PA
USD
731504.56000000
0.192790315962
Long
DBT
CORP
US
N
2
2024-08-19
Fixed
0.00914000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP 3.85% 02/01/2025
11120VAA1
750000.00000000
PA
USD
735686.60000000
0.193892505692
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03850000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A
N/A
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A 5.15% 06/15/2026 144A
448988AB1
687000.00000000
PA
USD
685331.96000000
0.180621382740
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.05150000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025
06051GHR3
800000.00000000
PA
USD
799363.22000000
0.210674678163
Long
DBT
CORP
US
N
2
2025-03-15
Variable
0.03458000
N
N
N
N
N
N
FORDO 2022-B A2B
N/A
FORDO 2022-B A3 3.74% 09/15/2026
34534LAD9
671519.55000000
PA
USD
663004.75000000
0.174736976673
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.03740000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 3.65% 06/15/2024
701094AQ7
1000000.00000000
PA
USD
994267.27000000
0.262042250474
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03650000
N
N
N
N
N
N
CITIBANK NA (BD)
E57ODZWZ7FF32TWEFA76
CITIBANK NA (BD) CD 5.78% 03/08/2024
17330QDA2
1300000.00000000
PA
USD
1300064.35000000
0.342636027871
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.05780000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 6.466%/VAR 01/09/2026 144A
23636ABF7
1055000.00000000
PA
USD
1059162.98000000
0.279145717930
Long
DBT
CORP
DK
N
2
2026-01-09
Variable
0.06466000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+137.2 05/24/2025
172967NR8
1000000.00000000
PA
USD
1003163.68000000
0.264386927170
Long
DBT
CORP
US
N
2
2025-05-24
Variable
0.06682585
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 2.301/VAR 10/15/2025
46647PBF2
640000.00000000
PA
USD
627126.96000000
0.165281272842
Long
DBT
CORP
US
N
2
2025-10-15
Variable
0.02301000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.969%/VAR 06/23/2025
46647PCK0
1000000.00000000
PA
USD
984579.88000000
0.259489108524
Long
DBT
CORP
US
N
2
2025-06-23
Variable
0.00969000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC 5.812/VAR 06/12/2026 144A
693475BQ7
710000.00000000
PA
USD
711030.90000000
0.187394418799
Long
DBT
CORP
US
N
2
2026-06-12
Variable
0.05812000
N
N
N
N
N
N
CANADIAN IMPRL BK COMM NY BRH
549300H8L46OOZOFHU82
CANADIAN IMPRL BK COMM NY BRH YCD 6% 10/18/2024
13606KH82
1300000.00000000
PA
USD
1304025.19000000
0.343679919648
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
0.06000000
N
N
N
N
N
N
TESLA ELEC VEH TR 2023-1
N/A
TESLA ELEC VEH TR 2023-1 5.54% 12/21/2026 144A
881943AB0
1030000.00000000
PA
USD
1030792.17000000
0.271668502170
Long
ABS-CBDO
CORP
US
N
2
2026-12-21
Fixed
0.05540000
N
N
N
N
N
N
MIZUHO BANK LTD NY BRANCH
RB0PEZSDGCO3JS6CEU02
MIZUHO BANK LTD NY BRANCH YCD 5.57% 03/01/2024
60710TKV2
1000000.00000000
PA
USD
1000005.80000000
0.263554658014
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.05570000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 0.983% 09/01/2024
595017BC7
925000.00000000
PA
USD
902791.69000000
0.237933575101
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.00983000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 01/31/2025
91282CGG0
18421400.00000000
PA
USD
18261651.83000000
4.812915487922
Long
DBT
UST
US
N
2
2025-01-31
Fixed
0.04125000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC 1.2% 10/15/2024
37045XDM5
900000.00000000
PA
USD
875156.04000000
0.230650113060
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.01200000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 4.788%/VAR 07/18/2025
606822CH5
1125000.00000000
PA
USD
1120220.83000000
0.295237705372
Long
DBT
CORP
JP
N
2
2025-07-18
Variable
0.04788000
N
N
N
N
N
N
VENTAS RLTY LTD PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS RLTY LTD PARTNERSHIP 2.65% 01/15/2025
92277GAT4
900000.00000000
PA
USD
875077.78000000
0.230629487392
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02650000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 0.776/VAR 10/30/2024
172967MT5
1140000.00000000
PA
USD
1141265.40000000
0.300784067652
Long
DBT
CORP
US
N
2
2024-10-30
Variable
0.06006413
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP 3.25% 12/01/2024
14912L6G1
620000.00000000
PA
USD
610569.70000000
0.160917555155
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.03250000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH 4.008%/VAR 05/16/2025
44644MAD3
500000.00000000
PA
USD
496935.90000000
0.130969011559
Long
DBT
CORP
US
N
2
2025-05-16
Variable
0.04008000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 5.546/VAR 12/15/2025
46647PDM5
1000000.00000000
PA
USD
999960.31000000
0.263542668982
Long
DBT
CORP
US
N
2
2025-12-15
Variable
0.05546000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA 5.45% 06/12/2025
06418GAC1
1000000.00000000
PA
USD
1000443.66000000
0.263670057387
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
0.05450000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.79/VAR 05/30/2025
61747YEA9
1300000.00000000
PA
USD
1281703.31000000
0.337796918320
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.00790000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARC CCP VCP SOFR+73 6/5/24
06741HGS6
1300000.00000000
PA
USD
1299997.01000000
0.342618280204
Long
DBT
CORP
GB
N
2
2024-06-05
Variable
0.06040000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC FRN SOFR+76 03/08/2024
37045XDF0
1032000.00000000
PA
USD
1032062.52000000
0.272003306888
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.06112586
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV FRN SOFR+43 03/11/2024 144A
82620KBB8
500000.00000000
PA
USD
500016.34000000
0.131780871161
Long
DBT
CORP
NL
N
2
2024-03-11
Variable
0.05782180
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 0.976%/VAR 09/10/2025 144A
23636ABA8
1150000.00000000
PA
USD
1119833.18000000
0.295135539001
Long
DBT
CORP
DK
N
2
2025-09-10
Variable
0.00976000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.8% 08/12/2024 144A
29449WAJ6
500000.00000000
PA
USD
489310.93000000
0.128959426854
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.00800000
N
N
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH
213800MBWEIJDM5CU638
LBCM YCD SOFR+65 5/10/24
53947BN30
1300000.00000000
PA
USD
1301331.46000000
0.342969978677
Long
DBT
CORP
US
N
2
2024-05-10
Variable
0.05960000
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH YCD 6.05% 07/10/2024
21684XG34
1300000.00000000
PA
USD
1301269.06000000
0.342953532962
Long
DBT
CORP
US
N
2
2024-07-10
Fixed
0.06050000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP 3.375% 08/12/2024
126650CF5
1000000.00000000
PA
USD
989051.47000000
0.260667610062
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.03375000
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BK NATL ASSN FRN SOFR+80 08/01/2025
94988J6C6
750000.00000000
PA
USD
752639.40000000
0.198360469184
Long
DBT
CORP
US
N
2
2025-08-01
Variable
0.06119975
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS 2.219%/VAR 06/09/2026 144A
09659W2L7
930000.00000000
PA
USD
890283.52000000
0.234637007754
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
0.02219000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI BKG CORP YCP .05555 05/16/2024
86562KEG5
1300000.00000000
PA
USD
1285205.35000000
0.338719891922
Long
DBT
CORP
JP
N
2
2024-05-16
Fixed
0.05555000
N
N
N
N
N
N
SBNA AUTO LEASE TRUST 2024-A
N/A
SBNA AUTO LEASE TRUST 2024-A 5.45% 01/20/2026 144A
78414SAC8
1500000.00000000
PA
USD
1498930.80000000
0.395047903103
Long
ABS-CBDO
CORP
US
N
2
2026-01-20
Fixed
0.05450000
N
N
N
N
N
N
FORDL 2023-A
N/A
FORDL 2023-A 4.94% 03/15/2026
345287AD8
330000.00000000
PA
USD
328643.96000000
0.086615144118
Long
ABS-CBDO
CORP
US
N
2
2026-03-15
Fixed
0.04940000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+55 10/16/2024
89236TLC7
1000000.00000000
PA
USD
1002290.00000000
0.264156666072
Long
DBT
CORP
US
N
2
2024-10-16
Variable
0.05859672
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 0.791%/VAR 01/22/2025
61747YEB7
1300000.00000000
PA
USD
1301144.00000000
0.342920573008
Long
DBT
CORP
US
N
2
2025-01-22
Variable
0.05833803
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+97 06/14/2025
46647PDD5
1000000.00000000
PA
USD
1001773.04000000
0.264020419646
Long
DBT
CORP
US
N
2
2025-06-14
Variable
0.06320196
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 5.8% 09/12/2025 144A
928668BU5
1000000.00000000
PA
USD
1004254.45000000
0.264674403017
Long
DBT
CORP
US
N
2
2025-09-12
Fixed
0.05800000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC 3.35% 12/01/2024
036752AC7
1500000.00000000
PA
USD
1474520.46000000
0.388614481606
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.03350000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC 3.6% 05/15/2024
970648AF8
1200000.00000000
PA
USD
1194628.16000000
0.314847990044
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03600000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA VCP SOFR+39 06/06/2024
78014XLM7
1000000.00000000
PA
USD
999969.60000000
0.263545117391
Long
DBT
CORP
CA
N
2
2024-06-06
Variable
0.05700000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP 4.875% 12/01/2024
55336VAG5
900000.00000000
PA
USD
894843.90000000
0.235838910175
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.04875000
N
N
N
N
N
N
BAYER CORP
54930050NR9YMICYZM28
BAYER CORP CP .0594 09/10/2024
07273LJA7
1300000.00000000
PA
USD
1260675.00000000
0.332254841414
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.05940000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+116.5 04/17/2025
61747YEP6
1000000.00000000
PA
USD
1001077.92000000
0.263837218595
Long
DBT
CORP
US
N
2
2025-04-17
Variable
0.06492866
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 1.561%/VAR 12/10/2025
46647PCT1
900000.00000000
PA
USD
871633.89000000
0.229721839405
Long
DBT
CORP
US
N
2
2025-12-10
Variable
0.01561000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK 3.2% 04/01/2024
86787EBC0
630000.00000000
PA
USD
628569.33000000
0.165661413970
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.03200000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SFRIX+71.5 01/07/2025 144A
04685A3H2
1150000.00000000
PA
USD
1149259.64000000
0.302890974622
Long
DBT
CORP
US
N
2
2025-01-07
Variable
0.06048692
N
N
N
N
N
N
UST BILLS
254900HROIFWPRGM1V77
UST BILLS 0% 03/07/2024
912797GQ4
15000000.00000000
PA
USD
14986840.65000000
3.949828753219
Long
DBT
UST
US
N
2
2024-03-07
Fixed
0.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC FRN VAR 11/30/2024
713448FU7
807000.00000000
PA
USD
807786.58000000
0.212894681051
Long
DBT
CORP
US
N
2
2024-11-12
Variable
0.05713556
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB GROUP PLC 4.263%/VAR 04/10/2025 144A
00135TAB0
1000000.00000000
PA
USD
997601.09000000
0.262920889168
Long
DBT
CORP
IE
N
2
2025-04-10
Variable
0.04263000
N
N
N
N
N
N
MUFG BANK LTD NY BR
C3GTMMZIHMY46P4OIX74
MUFG BANK LTD NY BR YCD 5.71% 05/20/2024
55380UQH3
1300000.00000000
PA
USD
1300631.15000000
0.342785409785
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
0.05710000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA YCP .0564 05/17/2024
2332K0EH1
1300000.00000000
PA
USD
1285120.72000000
0.338697587420
Long
DBT
CORP
NO
N
2
2024-05-17
Fixed
0.05640000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625% 02/15/2025
85207UAJ4
1000000.00000000
PA
USD
1012225.19000000
0.266775116488
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
BMW VEHICLE LEASE TRUST 2024-1
N/A
BMW VEHICLE LEASE TRUST 2024-1 5.1% 07/27/2026
05611UAB9
796000.00000000
PA
USD
794462.84000000
0.209383167678
Long
ABS-CBDO
CORP
US
N
2
2026-07-27
Fixed
0.05100000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY COMPANY 3.5% 02/01/2025
084659AD3
630000.00000000
PA
USD
618667.15000000
0.163051663443
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03500000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BMOM VCP SOFR+39 6/7/24
06373LBL2
1000000.00000000
PA
USD
1000672.50000000
0.263730368885
Long
DBT
CORP
CA
N
2
2024-06-07
Variable
0.05700000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 0.8% 08/18/2024
00914AAP7
1000000.00000000
PA
USD
976678.94000000
0.257406791062
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.00800000
N
N
N
N
N
N
TORONTO DOMINION BANK - NY
PT3QB789TSUIDF371261
TORONTO DOMINION BANK - NY YCD 6.01% 10/03/2024
89115BDR8
1000000.00000000
PA
USD
1003127.40000000
0.264377365463
Long
DBT
CORP
US
N
2
2024-10-03
Fixed
0.06010000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO FRN SFRIX+83 04/01/2024
842400HC0
1150000.00000000
PA
USD
1150586.39000000
0.303240643736
Long
DBT
CORP
US
N
2
2024-04-01
Variable
0.06173187
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+35.5 03/04/2024
89114QCR7
1340000.00000000
PA
USD
1340000.00000000
0.353161193404
Long
DBT
CORP
CA
N
2
2024-03-04
Variable
0.05712837
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC FRN SOFR+165 07/18/2025
606822CJ1
1000000.00000000
PA
USD
1004770.30000000
0.264810356899
Long
DBT
CORP
JP
N
2
2025-07-18
Variable
0.06977184
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA 5.65% 08/18/2025
06428CAC8
1000000.00000000
PA
USD
1007221.63000000
0.265456412592
Long
DBT
CORP
US
N
2
2025-08-18
Fixed
0.05650000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 0.523%/VAR 06/14/2024
06051GJY6
600000.00000000
PA
USD
599850.00000000
0.158092344674
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.05759923
N
N
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH
213800MBWEIJDM5CU638
LLOYDS BANK CORPORATE MARKETS PLC YCD 5.91% 06/17/2024
53947BN71
1300000.00000000
PA
USD
1301085.37000000
0.342905120888
Long
DBT
CORP
US
N
2
2024-06-17
Fixed
0.05910000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 0.824/VAR 06/01/2025
46647PCH7
1000000.00000000
PA
USD
986821.31000000
0.260079844415
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.00824000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 3.625% 12/05/2024
025816BK4
1000000.00000000
PA
USD
986460.17000000
0.259984664838
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
0.03625000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION 3.841%/VAR 04/25/2025
06051GKS7
1800000.00000000
PA
USD
1794501.70000000
0.472946538759
Long
DBT
CORP
US
N
2
2025-04-25
Variable
0.03841000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTL INC 2.125% 03/17/2024
609207AZ8
630000.00000000
PA
USD
629129.44000000
0.165809032713
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
0.02125000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BMOM VCP SOFR+70 4/4/2024
06373L6A2
1000000.00000000
PA
USD
1000537.80000000
0.263694868279
Long
DBT
CORP
CA
N
2
2024-04-04
Variable
0.06010000
N
N
N
N
N
N
BMO BANK NA
3Y4U8VZURTYWI1W2K376
BMO HARRIS CD SOFR+67 7/8/24
05574BLS7
1300000.00000000
PA
USD
1299996.62000000
0.342618177418
Long
DBT
CORP
US
N
2
2024-07-08
Variable
0.05980000
N
N
N
N
N
N
TORONTO DOMINION BANK - NY
PT3QB789TSUIDF371261
TD NY YCD 3/25/24 SOFR+67
89115BZ78
1000000.00000000
PA
USD
1000385.10000000
0.263654623716
Long
DBT
CORP
US
N
2
2024-03-25
Variable
0.05980000
N
N
N
N
N
N
CITIBANK NA (BD)
E57ODZWZ7FF32TWEFA76
CITIBANK NA (BD) CD SOFR+65 06/17/2024
17330QDJ3
1000000.00000000
PA
USD
1001342.70000000
0.263907002193
Long
DBT
CORP
US
N
2
2024-06-17
Variable
0.05960000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV 3.55% 04/09/2024
456837AP8
250000.00000000
PA
USD
249405.16000000
0.065731510408
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
0.03550000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST STEP 01/22/2029
92348KAZ6
700000.00000000
PA
USD
685013.56000000
0.180537467423
Long
ABS-CBDO
CORP
US
N
2
2029-01-22
Variable
0.03670000
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.2% 01/17/2025 144A
233853AN0
990000.00000000
PA
USD
987043.00000000
0.260138271508
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
0.05200000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+62 03/22/2024
89236TJY2
1000000.00000000
PA
USD
1000210.00000000
0.263608475563
Long
DBT
CORP
US
N
2
2024-03-22
Variable
0.05967567
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SOFR+31 04/26/2024 144A
64952WEC3
550000.00000000
PA
USD
550123.24000000
0.144986701461
Long
DBT
CORP
US
N
2
2024-04-26
Variable
0.05633600
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 2.8% 03/01/2024
097023CC7
620000.00000000
PA
USD
620000.00000000
0.163402940231
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.02800000
N
N
N
N
N
N
ROYAL BK OF CDA NEW YORK BRH
549300HXQQQCCUBS2Z23
RBC NY YCD SOFR+65 7/3/24
78015JY27
1300000.00000000
PA
USD
1302067.13000000
0.343163866808
Long
DBT
CORP
US
N
2
2024-07-03
Variable
0.05960000
N
N
N
N
N
N
JPMORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPMS CP SOFR+64 7/12/24
46650WBN4
1300000.00000000
PA
USD
1299996.10000000
0.342618040370
Long
DBT
CORP
US
N
2
2024-07-12
Variable
0.05950000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST 1% 04/08/2024 144A
36143L2B0
720000.00000000
PA
USD
716032.12000000
0.188712505981
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
0.01000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 3.35% 05/13/2025 144A
928668BE1
1000000.00000000
PA
USD
974119.40000000
0.256732216285
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
0.03350000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP NY BRANCH
549300MS3WYYVQ4HXM15
SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+70 07/11/2024
86565FP30
1300000.00000000
PA
USD
1302678.65000000
0.343325034818
Long
DBT
CORP
US
N
2
2024-07-11
Variable
0.06010000
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC FRN SFRIX+130 04/07/2025
37045XDT0
775000.00000000
PA
USD
780477.13000000
0.205697190041
Long
DBT
CORP
US
N
2
2025-04-07
Variable
0.06631892
N
N
N
N
N
N
DOLLAR GEN CORP NEW
OPX52SQVOZI8IVSWYU66
DOLLAR GEN CORP NEW 4.25% 09/20/2024
256677AJ4
1200000.00000000
PA
USD
1189851.07000000
0.313588973025
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.04250000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP 2.3% 02/01/2025
00914AAF9
550000.00000000
PA
USD
532659.90000000
0.140384183554
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.02300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 3.352%/VAR 04/24/2025
172967MF5
1000000.00000000
PA
USD
996201.62000000
0.262552054470
Long
DBT
CORP
US
N
2
2025-04-24
Variable
0.03352000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP NY BRANCH
549300MS3WYYVQ4HXM15
SMBC NY YCD SOFR+70 08/14/2024
86565FU83
1300000.00000000
PA
USD
1303111.16000000
0.343439024182
Long
DBT
CORP
US
N
2
2024-08-14
Variable
0.06010000
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TR BK LTD SING YCP .0542 03/13/2024
86564YCD2
1000000.00000000
PA
USD
998088.60000000
0.263049373954
Long
DBT
CORP
SG
N
2
2024-03-13
Fixed
0.05420000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC 3.625% 05/22/2024
031162BV1
1000000.00000000
PA
USD
995366.65000000
0.262331995514
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
0.03625000
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BK NATL ASSN CD SOFR+63 07/18/2024
95001KMX9
1300000.00000000
PA
USD
1302218.97000000
0.343203884715
Long
DBT
CORP
US
N
2
2024-07-18
Variable
0.05940000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV
549300CW356R8I7N8D33
MONDELEZ INTL HLDGS NETH B V 0.75% 09/24/2024 144A
60920LAQ7
650000.00000000
PA
USD
632103.41000000
0.166592831813
Long
DBT
CORP
NL
N
2
2024-09-24
Fixed
0.00750000
N
N
N
N
N
N
BAYER CORP
54930050NR9YMICYZM28
BAYER CORP CP .059 08/15/2024
07273LHF8
1300000.00000000
PA
USD
1265742.79000000
0.333590473327
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.05900000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA FRN SOFR+57 01/14/2025 144A
05578AAW8
506000.00000000
PA
USD
506743.82000000
0.133553919568
Long
DBT
CORP
FR
N
2
2025-01-14
Variable
0.05899023
N
N
N
N
N
N
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1
N/A
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.35% 06/21/2027 144A
78435VAB8
382000.00000000
PA
USD
381784.06000000
0.100620383770
Long
ABS-CBDO
CORP
US
N
2
2027-06-21
Fixed
0.05350000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+110 04/25/2025
06051GKT5
1300000.00000000
PA
USD
1301375.10000000
0.342981480136
Long
DBT
CORP
US
N
2
2025-04-25
Variable
0.06424011
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 4.26%/VAR 07/28/2026
89788MAH5
730000.00000000
PA
USD
715133.33000000
0.188475627064
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 4.18%/VAR 12/09/2025
404280DE6
1000000.00000000
PA
USD
986355.36000000
0.259957041834
Long
DBT
CORP
GB
N
2
2025-12-09
Variable
0.04180000
N
N
N
N
N
N
EASTERN ENERGY GAS HOLDINGS LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024
257375AN5
630000.00000000
PA
USD
616668.39000000
0.162524883990
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND COOP CENTL 1.339%/VAR 06/24/2026 144A
74977RDH4
1105000.00000000
PA
USD
1044156.69000000
0.275190763239
Long
DBT
CORP
NL
N
2
2026-06-24
Variable
0.01339000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
06738EBL8
1000000.00000000
PA
USD
966768.12000000
0.254794763436
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
0.02852000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 144A
63906YAF5
656000.00000000
PA
USD
662382.88000000
0.174573080889
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
0.06797570
N
N
N
N
N
N
DEVON ENERGY CORP NEW
54930042348RKR3ZPN35
DEVON ENERGY CORP NEW 5.25% 09/15/2024
25179MBC6
1633000.00000000
PA
USD
1628074.77000000
0.429084200540
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05250000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.845%/VAR 06/14/2025
46647PDE3
630000.00000000
PA
USD
626160.95000000
0.165026677884
Long
DBT
CORP
US
N
2
2025-06-14
Variable
0.03845000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 0.75% 03/01/2024 144A
233851EB6
1000000.00000000
PA
USD
1000000.00000000
0.263553129406
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.00750000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 5.92% 09/25/2025
06368LWT9
1000000.00000000
PA
USD
1010343.23000000
0.266279120040
Long
DBT
CORP
CA
N
2
2025-09-25
Fixed
0.05920000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 1.96% 02/15/2027
254683CR4
1000000.00000000
PA
USD
968909.40000000
0.255359104481
Long
ABS-CBDO
CORP
US
N
2
2027-02-15
Fixed
0.01960000
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO 3.22/VAR 03/01/2025
46647PAH9
1000000.00000000
PA
USD
999917.87000000
0.263531483787
Long
DBT
CORP
US
N
2
2025-03-01
Variable
0.03220000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 04/07/2025
13607HR38
1000000.00000000
PA
USD
1005779.54000000
0.265076345259
Long
DBT
CORP
CA
N
2
2025-04-07
Variable
0.06271893
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026
02665WEY3
786000.00000000
PA
USD
783280.46000000
0.206436016435
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
0.04950000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.5% 01/15/2025
00774MAC9
1400000.00000000
PA
USD
1373009.93000000
0.361861063757
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
0.03500000
N
N
N
N
N
N
FORD CREDIT AUTO LEASE TRUST
N/A
FORD CREDIT AUTO LEASE TRUST 5.24% 07/15/2026
345290AB6
644000.00000000
PA
USD
642940.36000000
0.169448943899
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Fixed
0.05240000
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026
61690U7X2
900000.00000000
PA
USD
912879.00000000
0.240592117219
Long
DBT
CORP
US
N
2
2026-10-30
Variable
0.06486345
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025
404280BZ1
860000.00000000
PA
USD
859567.80000000
0.226541783626
Long
DBT
CORP
GB
N
2
2025-03-11
Variable
0.03803000
N
N
N
N
N
N
GM FINANCIAL LEASING TRUST 2024-1
N/A
GM FINANCIAL LEASING TRUST 2024-1 5.18% 06/22/2026
36269FAB2
1179000.00000000
PA
USD
1176988.51000000
0.310199005085
Long
ABS-CBDO
CORP
US
N
2
2026-06-22
Fixed
0.05180000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 3.95% 08/01/2025
025816CY3
700000.00000000
PA
USD
687717.44000000
0.181250083459
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.03950000
N
N
N
N
N
N
GM FINL AUTOMOBILE LEASING TR 2023-1
N/A
GM FINL AUTOMOBILE LEASING TR 2023-1 5.16% 04/20/2026
362541AD6
435000.00000000
PA
USD
434139.66000000
0.114418865992
Long
ABS-CBDO
CORP
US
N
2
2026-04-20
Fixed
0.05160000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FDG II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+45 04/12/2024 144A
74256LEM7
438000.00000000
PA
USD
438194.36000000
0.115487494866
Long
DBT
CORP
US
N
2
2024-04-12
Variable
0.05779413
N
N
N
N
N
N
BMW VECHICLE LEASE TR 2023-2
N/A
BMW VECHICLE LEASE TR 2023-2 5.99% 09/25/2026
055979AC2
750000.00000000
PA
USD
756139.88000000
0.199283031642
Long
ABS-CBDO
CORP
US
N
2
2026-09-25
Fixed
0.05990000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP 3.875% 05/01/2024
29717PAN7
1000000.00000000
PA
USD
995957.14000000
0.262487621001
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.03875000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC 2.6% 11/21/2024
00287YBZ1
1000000.00000000
PA
USD
979301.53000000
0.258097982863
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
0.02600000
N
N
N
N
N
N
BAYER CORP
54930050NR9YMICYZM28
BAYER CORP CP .0593 07/24/2024
07273LGQ5
1500000.00000000
PA
USD
1465573.65000000
0.386256521832
Long
DBT
CORP
US
N
2
2024-07-24
Fixed
0.05930000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 2.9% 04/17/2024
89236TDW2
630000.00000000
PA
USD
627946.40000000
0.165497238819
Long
DBT
CORP
US
N
2
2024-04-17
Fixed
0.02900000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC 0.981%/VAR 5/01/2025
172967MX6
1400000.00000000
PA
USD
1387762.68000000
0.365749197187
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.00981000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA 2.698%/VAR 03/28/2025 144A
25601B2D6
450000.00000000
PA
USD
449093.78000000
0.118360071115
Long
DBT
CORP
NO
N
2
2025-03-28
Variable
0.02968000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 5.125% 11/15/2024
718172CT4
500000.00000000
PA
USD
498718.42000000
0.131438800283
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05125000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP 5.6% 09/11/2025
89236TKZ7
1000000.00000000
PA
USD
1008604.95000000
0.265820990907
Long
DBT
CORP
US
N
2
2025-09-11
Fixed
0.05600000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE ENERGY CO STEP 10/01/2024
233331AW7
1250000.00000000
PA
USD
1225943.30000000
0.323101193189
Long
DBT
CORP
US
N
2
2024-10-01
Variable
0.02529000
N
N
N
N
N
N
ING US FUNDING LLC
254900QX5Y2ZDZ6XBT08
ING US FUNDING LLC YCP .0566 07/26/2024
45685QGS2
1300000.00000000
PA
USD
1271761.79000000
0.335176799613
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
0.05660000
N
N
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH
213800MBWEIJDM5CU638
LBCM YCD SOFR+69 7/8/24
53947BP46
1300000.00000000
PA
USD
1299964.38000000
0.342609680465
Long
DBT
CORP
US
N
2
2024-07-08
Variable
0.06000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP 2.5% 08/01/2024
05531FBH5
630000.00000000
PA
USD
621224.67000000
0.163725705842
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.02500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.633%/VAR 11/07/2025
404280CE7
1175000.00000000
PA
USD
1149146.72000000
0.302861214202
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
0.02633000
N
N
N
N
N
N
DTE ELEC CO
9N0FWODEJVKHC2DYLO03
DTE ELEC CO 3.65% 03/15/2024
23338VAB2
187000.00000000
PA
USD
186890.77000000
0.049255647290
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03650000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025
95000U2H5
640000.00000000
PA
USD
626183.71000000
0.165032676353
Long
DBT
CORP
US
N
2
2025-10-30
Variable
0.02406000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP FRN SOFR+135 05/09/2025
14040HCR4
1000000.00000000
PA
USD
1001219.69000000
0.263874582522
Long
DBT
CORP
US
N
2
2025-05-09
Variable
0.06665182
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+139 03/15/2024
38141GZQ0
1500000.00000000
PA
USD
1500528.00000000
0.395468850161
Long
DBT
CORP
US
N
2
2024-03-15
Variable
0.06739923
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA 2.625% 07/22/2024 144A
74977RDF8
600000.00000000
PA
USD
593093.41000000
0.156311624235
Long
DBT
CORP
NL
N
2
2024-07-22
Fixed
0.02625000
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+38 04/12/2024 144A
6944PL2F5
700000.00000000
PA
USD
699930.00000000
0.184468741865
Long
DBT
CORP
US
N
2
2024-04-12
Variable
0.05710341
N
N
N
N
N
N
UBS AG LONDN BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LON BRANCH FRN SOFR+45 08/09/2024 144A
902674YL8
1000000.00000000
PA
USD
1000900.00000000
0.263790327222
Long
DBT
CORP
GB
N
2
2024-08-09
Variable
0.05764160
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BK NATL ASSN CD SOFR+65 07/05/2024
95001KML5
1300000.00000000
PA
USD
1302146.04000000
0.343184663785
Long
DBT
CORP
US
N
2
2024-07-05
Variable
0.05960000
N
N
N
N
N
N
CELANESE US HLDGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDGS LLC 6.05% 03/15/2025
15089QAL8
1000000.00000000
PA
USD
1002474.46000000
0.264205281082
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06050000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 5.063%/VAR 09/12/2025
606822CQ5
960000.00000000
PA
USD
955957.66000000
0.251945632872
Long
DBT
CORP
JP
N
2
2025-09-12
Variable
0.05063000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST 2024-1
N/A
DRIVE AUTO RECEIVABLES TRUST 2024-1 5.83% 12/15/2026
26208WAB0
646000.00000000
PA
USD
646197.74000000
0.170307436592
Long
ABS-CBDO
CORP
US
N
2
2026-12-15
Fixed
0.05830000
N
N
N
N
N
N
FEDERATION DES CAISSES DESJARD INS DU QUEBEC
549300B2Q47IR0CR5B54
FEDERATION DES CAISE DESJARDIN FRN SOFR+43 05/21/2024 144A
31429KAF0
1110000.00000000
PA
USD
1110496.39000000
0.292674798778
Long
DBT
CORP
CA
N
2
2024-05-21
Variable
0.05738766
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA CP .0547 03/01/2024
78013VC18
1000000.00000000
PA
USD
999852.70000000
0.263514308030
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
0.05470000
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL 2.2% 11/15/2024
23291KAG0
1300000.00000000
PA
USD
1270640.29000000
0.334881224779
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
0.02200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+66.9 05/01/2025
172967MW8
800000.00000000
PA
USD
800368.00000000
0.210939491076
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.05989460
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
ASTRAZENECA FINANCE LLC 0.7% 05/28/2024
04636NAC7
650000.00000000
PA
USD
642600.52000000
0.169359378004
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.00700000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC 3.85% 10/01/2024
444859BD3
1000000.00000000
PA
USD
989234.54000000
0.260715858733
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.03850000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP NY BRANCH
549300MS3WYYVQ4HXM15
SMBC YCD SOFR+65 5/1/24
86565FG89
1300000.00000000
PA
USD
1301178.19000000
0.342929583889
Long
DBT
CORP
US
N
2
2024-05-01
Variable
0.05960000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 3.222% 08/15/2024
05526DAZ8
1000000.00000000
PA
USD
988199.30000000
0.260443017991
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.03222000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA 2.375% 01/14/2025 144A
05583JAG7
439000.00000000
PA
USD
426267.44000000
0.112344117775
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
0.02375000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST 2024-A
N/A
TOYOTA LEASE OWNER TRUST 2024-A 5.33% 07/20/2026 144A
89238GAB7
1453000.00000000
PA
USD
1452593.74000000
0.382835625932
Long
ABS-CBDO
CORP
US
N
2
2026-07-20
Fixed
0.05330000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+53 08/12/2024 144A
63906YAC2
640000.00000000
PA
USD
640283.87000000
0.168748817646
Long
DBT
CORP
GB
N
2
2024-08-12
Variable
0.05843571
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC FRN SFRIX+65 05/13/2024
15189TAZ0
293000.00000000
PA
USD
293046.28000000
0.077233264154
Long
DBT
CORP
US
N
2
2024-05-13
Variable
0.05962960
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 3% 03/15/2024
38141GZP2
660000.00000000
PA
USD
659386.16000000
0.173783285955
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 4% 03/03/2024
38141GVM3
1300000.00000000
PA
USD
1300000.00000000
0.342619068228
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
0.04000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION SOFR 0.981%/VAR 09/25/25
06051GJG5
740000.00000000
PA
USD
720456.17000000
0.189878478203
Long
DBT
CORP
US
N
2
2025-09-25
Variable
0.00981000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA 5.864% 09/29/2025
17325FBA5
1000000.00000000
PA
USD
1011748.87000000
0.266649580861
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
0.05864000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 06/30/2024
91282CEX5
10477000.00000000
PA
USD
10395557.67000000
2.739781755850
Long
DBT
UST
US
N
2
2024-06-30
Fixed
0.03000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2024-1
N/A
CARMAX AUTO OWNER TRUST 2024-1 5.3% 03/15/2027
14318WAB3
907000.00000000
PA
USD
906307.51000000
0.238860180464
Long
ABS-CBDO
CORP
US
N
2
2027-03-15
Fixed
0.05300000
N
N
N
N
N
N
DLLST 2024-1 LLC
N/A
DLLST 2024-1 LLC 5.33% 01/20/2026 144A
23346HAB3
543000.00000000
PA
USD
542047.90000000
0.142858420333
Long
ABS-CBDO
CORP
US
N
2
2026-01-20
Fixed
0.05330000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO 6.338%/VAR 10/30/2026
025816DL0
874000.00000000
PA
USD
887298.94000000
0.233850412355
Long
DBT
CORP
US
N
2
2026-10-30
Variable
0.06338000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SFRIX+34 10/07/2024
78016EZY6
640000.00000000
PA
USD
640317.77000000
0.168757752097
Long
DBT
CORP
CA
N
2
2024-10-07
Variable
0.05671890
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SFRIX+43 06/06/2024 144A
64953BAX6
1100000.00000000
PA
USD
1100654.10000000
0.290080832448
Long
DBT
CORP
US
N
2
2024-06-06
Variable
0.05784090
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 3.3% 10/30/2024
14040HBT1
520000.00000000
PA
USD
512080.76000000
0.134960486806
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.03300000
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
1100000.00000000
PA
USD
1078008.91000000
0.284112621758
Long
ABS-CBDO
CORP
US
N
2
2027-08-15
Fixed
0.03750000
N
N
N
N
N
N
HUNTINGTON AUTO TR 2024-1
N/A
HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A
446144AC1
1108000.00000000
PA
USD
1108889.17000000
0.292251210918
Long
ABS-CBDO
CORP
US
N
2
2027-03-15
Fixed
0.05500000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB YCP .0565 10/01/2024
86960JK12
1000000.00000000
PA
USD
968974.30000000
0.255376209079
Long
DBT
CORP
SE
N
2
2024-10-01
Fixed
0.05650000
N
N
N
N
N
N
SUMITOMO MITSUI BKG CORP NY BRANCH
549300MS3WYYVQ4HXM15
SMBC NY YCD SOFR+70 7/26/24
86565FS60
1500000.00000000
PA
USD
1503357.60000000
0.396214600096
Long
DBT
CORP
US
N
2
2024-07-26
Variable
0.06010000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
67651088.67200000
NS
USD
67664618.89000000
17.83322205853
Long
STIV
RF
US
N
1
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP 5.8% 10/03/2025
02665WEQ0
1000000.00000000
PA
USD
1009480.14000000
0.266051649970
Long
DBT
CORP
US
N
2
2025-10-03
Fixed
0.05800000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A
23636ABE0
1000000.00000000
PA
USD
1010309.63000000
0.266270264655
Long
DBT
CORP
DK
N
2
2026-09-22
Variable
0.06259000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO FRN SOFR+49 02/20/2026
110122EM6
654000.00000000
PA
USD
656335.83000000
0.172979361937
Long
DBT
CORP
US
N
2
2026-02-20
Variable
0.05799535
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUSTON BRANCH
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA HOUSTON BR YCD 6% 10/18/2024
06417M5J0
1300000.00000000
PA
USD
1304088.37000000
0.343696570935
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
0.06000000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC YCP .0605 08/14/2024
40434PHE9
1300000.00000000
PA
USD
1266825.95000000
0.333875943535
Long
DBT
CORP
US
N
2
2024-08-14
Fixed
0.06050000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska YCD SOFR+65 3/28/24
86959RX47
1500000.00000000
PA
USD
1500652.20000000
0.395501583460
Long
DBT
CORP
US
N
2
2024-03-28
Variable
0.05960000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 3.9% 03/12/2024
53944YAH6
600000.00000000
PA
USD
599733.46000000
0.158061630192
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
0.03900000
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC CP .059 11/21/2024
40434PLM6
1300000.00000000
PA
USD
1246372.79000000
0.328485449211
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
0.05900000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP 5.8% 11/30/2025
14448CBB9
574000.00000000
PA
USD
578044.48000000
0.152345431639
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
0.05800000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 5.5% 11/27/2024 144A
58769JAA5
500000.00000000
PA
USD
499723.78000000
0.131703766057
Long
DBT
CORP
US
N
2
2024-11-27
Fixed
0.05500000
N
N
N
N
N
N
BMW VECHICLE LEASE TR 2023-1
N/A
BMW VECHICLE LEASE TR 2023-1 5.16% 11/25/2025
05593AAC3
1000000.00000000
PA
USD
997505.50000000
0.262895696124
Long
ABS-CBDO
CORP
US
N
2
2025-11-25
Fixed
0.05160000
N
N
N
N
N
N
FORD CR FLOORPLN MAST OWN TR A
5493001DTG5N7T8BG747
FORD CR FLOORPLN MAST OWN TR A 2.44% 09/15/2026
34528QHF4
1000000.00000000
PA
USD
983807.40000000
0.259285519002
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.02440000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC 0.953%/VAR 07/19/2025
606822BW3
1200000.00000000
PA
USD
1177968.53000000
0.310457292423
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
1000000.00000000
PA
USD
980161.70000000
0.258324683359
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
0.03650000
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+91 03/08/2024
89114TZS4
906000.00000000
PA
USD
906072.48000000
0.238798237572
Long
DBT
CORP
CA
N
2
2024-03-08
Variable
0.06262586
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE 5.479% 07/16/2025
61690U7U8
1000000.00000000
PA
USD
1004154.60000000
0.264648087237
Long
DBT
CORP
US
N
2
2025-07-16
Fixed
0.05479000
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAPITAL LLC 3.95% 05/23/2025
12592BAN4
700000.00000000
PA
USD
686936.70000000
0.181044316988
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
0.03950000
N
N
N
N
N
N
CREDIT SUISSE AG NY BRNCH
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE AG NY BRNCH FRN SFRIX+126 02/21/2025
22550UAF8
800000.00000000
PA
USD
802528.90000000
0.211509003033
Long
DBT
CORP
US
N
2
2025-02-21
Variable
0.06568761
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A
04685A3S8
1250000.00000000
PA
USD
1249400.00000000
0.329283279880
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
0.05684000
N
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66 CO 3.605% 02/15/2025
718547AD4
1000000.00000000
PA
USD
983137.59000000
0.259108988481
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03605000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SFRIX+44.5 04/15/2024
0641593W4
1300000.00000000
PA
USD
1300091.00000000
0.342643051562
Long
DBT
CORP
CA
N
2
2024-04-15
Variable
0.05774020
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA FRN SFRIX+83 03/28/2025 144A
25601B2C8
1000000.00000000
PA
USD
1000247.53000000
0.263618366712
Long
DBT
CORP
NO
N
2
2025-03-28
Variable
0.06175568
N
N
N
N
N
N
CIGNA GROUP (THE)
549300VIWYMSIGT1U456
CIGNA GROUP (THE) 0.613% 03/15/2024
125523CN8
640000.00000000
PA
USD
638973.25000000
0.168403399644
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00613000
N
N
N
N
N
N
CANADIAN IMPRL BK COMM NY BRH
549300H8L46OOZOFHU82
CANADIAN IMPRL BK COMM NY BRH YCD SOFR+70 04/01/2024
13606KUW4
1500000.00000000
PA
USD
1500848.25000000
0.395553253051
Long
DBT
CORP
US
N
2
2024-04-01
Variable
0.06010000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC 2.875% 05/01/2024
718172CH0
800000.00000000
PA
USD
796283.35000000
0.209862968786
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.02875000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II 2.95% 01/11/2025 144A
57629WCG3
700000.00000000
PA
USD
685530.79000000
0.180673785008
Long
DBT
CORP
US
N
2
2025-01-11
Fixed
0.02950000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB FRN SFRIX+91 04/04/2025 144A
87020PAR8
645000.00000000
PA
USD
646827.53000000
0.170473419717
Long
DBT
CORP
SE
N
2
2025-04-04
Variable
0.06245630
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG 1.75% 01/12/2025 144A
46849LUV1
1000000.00000000
PA
USD
965870.78000000
0.254558266670
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
0.01750000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINL GROUP INC 2.555%/VAR 09/13/2025
60687YAZ2
1240000.00000000
PA
USD
1218971.36000000
0.321263716584
Long
DBT
CORP
JP
N
2
2025-09-13
Variable
0.02555000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 3.7% 10/23/2024
61761JVL0
600000.00000000
PA
USD
592641.02000000
0.156192395435
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
0.03700000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SFRIX+72 05/03/2024
025816CU1
1367000.00000000
PA
USD
1368215.65000000
0.360597516260
Long
DBT
CORP
US
N
2
2024-05-03
Variable
0.06038729
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH 3.961/VAR 11/26/2025
251526CB3
700000.00000000
PA
USD
688647.14000000
0.181495108803
Long
DBT
CORP
US
N
2
2025-11-26
Variable
0.03961000
N
N
N
N
N
N
BAYER CORP
54930050NR9YMICYZM28
BAYER CORP CP .0593 07/09/2024
07273LG93
1300000.00000000
PA
USD
1273191.27000000
0.335553543541
Long
DBT
CORP
US
N
2
2024-07-09
Fixed
0.05930000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC 2.999%/VAR 03/10/2026
404280DA4
920000.00000000
PA
USD
894214.60000000
0.235673056190
Long
DBT
CORP
GB
N
2
2026-03-10
Variable
0.02999000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC (UNGTD) 3ML+161/VAR 05/07/2025
06738EBH7
560000.00000000
PA
USD
557828.62000000
0.147017478473
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
0.03932000
N
N
N
N
N
N
AT and T INC
549300Z40J86GGSTL398
AT and T INC 0.9% 03/25/2024
00206RMJ8
640000.00000000
PA
USD
638128.41000000
0.168180739418
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.00900000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025
89788MAF9
1000000.00000000
PA
USD
997291.90000000
0.262839401176
Long
DBT
CORP
US
N
2
2025-06-09
Variable
0.05752183
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC 3.511%/VAR 03/18/2026
53944YAR4
910000.00000000
PA
USD
888319.97000000
0.234119508007
Long
DBT
CORP
GB
N
2
2026-03-18
Variable
0.03511000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB 0.55% 06/11/2024 144A
86959LAG8
600000.00000000
PA
USD
591647.72000000
0.155930608112
Long
DBT
CORP
SE
N
2
2024-06-11
Fixed
0.00550000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST 2021-4
N/A
CARMAX AUTO OWNER TRUST 2021-4 A3 0.56% 09/15/2026
14317JAD9
654975.98500000
PA
USD
633038.35000000
0.166839238176
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.00560000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA .856/VAR 09/30/2025 144A
25601B2A2
750000.00000000
PA
USD
728601.17000000
0.192025118442
Long
DBT
CORP
NO
N
2
2025-09-30
Variable
0.00856000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska YCD SOFR+57 8/29/24
86959R5B2
1300000.00000000
PA
USD
1302566.98000000
0.343295603840
Long
DBT
CORP
US
N
2
2024-08-29
Variable
0.05880000
N
N
N
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024
605417CC6
650000.00000000
PA
USD
649849.44000000
0.171269853554
Long
DBT
CORP
US
N
2
2024-06-28
Variable
0.05645573
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK AS (UNGTD)3.773%/VAR 03/28/2025 144A
23636ABD2
1360000.00000000
PA
USD
1357375.85000000
0.357740653047
Long
DBT
CORP
DK
N
2
2025-03-28
Variable
0.03773000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB YCP .0561 09/18/2024
86960JJJ5
1700000.00000000
PA
USD
1650323.96000000
0.434948044191
Long
DBT
CORP
SE
N
2
2024-09-18
Fixed
0.05610000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) 0.925%/VAR 10/21/2024
38141GYL2
1000000.00000000
PA
USD
1000480.00000000
0.263679634908
Long
DBT
CORP
US
N
2
2024-10-21
Variable
0.05811933
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SFRIX+53 04/01/2024 144A
05565EBN4
624000.00000000
PA
USD
624209.66000000
0.164512409298
Long
DBT
CORP
US
N
2
2024-04-01
Variable
0.05873190
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK YCP .0547 03/01/2024
89119AC14
1000000.00000000
PA
USD
999852.50000000
0.263514255319
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
0.05470000
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO 0.805%/VAR 05/19/2025
95000U2T9
1300000.00000000
PA
USD
1284480.60000000
0.338528881791
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.00805000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING 2.75% 06/25/2024 144A
04685A2J9
560000.00000000
PA
USD
554180.12000000
0.146055904880
Long
DBT
CORP
US
N
2
2024-06-25
Fixed
0.02750000
N
N
N
N
N
N
CANADIAN IMPRL BK COMM NY BRH
549300H8L46OOZOFHU82
CANADIAN IMPRL BK COMM NY BRH YCD 5.95% 09/19/2024
13606KD45
1400000.00000000
PA
USD
1403166.38000000
0.369808890526
Long
DBT
CORP
US
N
2
2024-09-19
Fixed
0.05950000
N
N
N
N
N
N
CREDIT AGRICOLE SA LONDON BRANCH
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA LONDON BRH 3.875% 04/15/2024 144A
22532LAM6
1000000.00000000
PA
USD
997710.95000000
0.262949843115
Long
DBT
CORP
GB
N
2
2024-04-15
Fixed
0.03875000
N
N
N
N
N
N
ING US FUNDING LLC
254900QX5Y2ZDZ6XBT08
ING US FUNDING LLC CP .0564 06/18/2024
45685QFJ3
1600000.00000000
PA
USD
1573859.04000000
0.414795475236
Long
DBT
CORP
US
N
2
2024-06-18
Fixed
0.05640000
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON CO
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO 1.1% 04/01/2024
842400HB2
640000.00000000
PA
USD
637709.25000000
0.168070268488
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.01100000
N
N
N
N
N
N
VERIZON MASTER TRUST
N/A
VERIZON MASTER TRUST 2021-1 A 0.5% 05/20/2027
92348KAA1
875000.00000000
PA
USD
865441.24000000
0.228089747119
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.00500000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 3.3% 11/21/2024
70109HAL9
1000000.00000000
PA
USD
982983.72000000
0.259068435561
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
0.03300000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC 3.875% 03/15/2024
571748BF8
600000.00000000
PA
USD
599667.25000000
0.158044180339
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03875000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12% 02/16/2027
36268GAB1
777000.00000000
PA
USD
775462.63000000
0.204375602874
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.05120000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC 0.45% 05/12/2024
023135BW5
1000000.00000000
PA
USD
990643.02000000
0.261087068045
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.00450000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP 4.166%/VAR 05/09/2025
14040HCQ6
960000.00000000
PA
USD
956212.20000000
0.252012717686
Long
DBT
CORP
US
N
2
2025-05-09
Variable
0.04166000
N
N
N
N
N
N
CNH INDUSTRIAL CAPITAL LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL CAPITAL LLC 5.45% 10/14/2025
12592BAP9
1000000.00000000
PA
USD
1001101.64000000
0.263843470075
Long
DBT
CORP
US
N
2
2025-10-14
Fixed
0.05450000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA 4.95% 04/25/2025
78016FZY3
1000000.00000000
PA
USD
997042.56000000
0.262773686839
Long
DBT
CORP
CA
N
2
2025-04-25
Fixed
0.04950000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+95 06/07/2024 144A
928668BQ4
1000000.00000000
PA
USD
1001884.03000000
0.264049671408
Long
DBT
CORP
US
N
2
2024-06-07
Variable
0.06303107
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 2.15% 03/08/2024
06368FAG4
620000.00000000
PA
USD
619758.19000000
0.163339210449
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
0.02150000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.1% 11/12/2024 144A
29449WAK3
1000000.00000000
PA
USD
967502.62000000
0.254988343209
Long
DBT
CORP
US
N
2
2024-11-12
Fixed
0.01100000
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE 4.25% 09/14/2024
06368LAP1
1000000.00000000
PA
USD
992431.87000000
0.261558525060
Long
DBT
CORP
CA
N
2
2024-09-14
Fixed
0.04250000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC 0.8% 03/15/2024
92939UAF3
630000.00000000
PA
USD
629018.72000000
0.165779852111
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00800000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 2.7% 06/14/2024 144A
233851DX9
750000.00000000
PA
USD
744032.03000000
0.196091969884
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.02700000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE 3.875% 03/28/2024 144A
83368RAT9
800000.00000000
PA
USD
798680.00000000
0.210494613394
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
0.03875000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA CP .0566 10/11/2024
78013VKB7
1300000.00000000
PA
USD
1257221.94000000
0.331344776645
Long
DBT
CORP
CA
N
2
2024-10-11
Fixed
0.05660000
N
N
N
N
N
N
KEYBANK NATL ASSN
HUX2X73FUCYHUVH1BK78
KEYBANK NATL ASSN FRN SOFR+32 06/14/2024
49327M3D4
1330000.00000000
PA
USD
1324588.55000000
0.349099457528
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.05670193
N
N
N
N
N
N
DISCOVER CARD EXECUTION NT TR
549300CKCX1QE4RUW216
DISCOVER CARD EXECUTION NT TR 3.56% 07/15/2027
254683CW3
1200000.00000000
PA
USD
1173783.24000000
0.309354246146
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
0.03560000
N
N
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH
213800MBWEIJDM5CU638
LBCM YCD SOFR+70 6/7/24
53947BN55
1300000.00000000
PA
USD
1302159.17000000
0.343188124238
Long
DBT
CORP
US
N
2
2024-06-07
Variable
0.06010000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP 3.375% 10/01/2024
828807CS4
1000000.00000000
PA
USD
987440.43000000
0.260243015428
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.03375000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST 2022-A
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 1.66% 05/17/2027
98164GAC4
886576.25200000
PA
USD
860719.61000000
0.226845346756
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.01660000
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC FRN SOFR+138.5 09/12/2025
606822CP7
800000.00000000
PA
USD
804189.90000000
0.211946764781
Long
DBT
CORP
JP
N
2
2025-09-12
Variable
0.06737268
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH FRN SFRIX+119 05/16/2025
44644MAE1
1000000.00000000
PA
USD
999350.00000000
0.263381819872
Long
DBT
CORP
US
N
2
2025-05-16
Variable
0.06499657
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+38 07/31/2024
0641596F8
700000.00000000
PA
USD
700582.03000000
0.184640586412
Long
DBT
CORP
CA
N
2
2024-07-31
Variable
0.05700413
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW 3.3% 09/09/2024
94974BGA2
1100000.00000000
PA
USD
1087160.35000000
0.286524512408
Long
DBT
CORP
US
N
2
2024-09-09
Fixed
0.03300000
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+45 11/14/2024
14913UAG5
1300000.00000000
PA
USD
1302180.13000000
0.343193648312
Long
DBT
CORP
US
N
2
2024-11-14
Variable
0.05761139
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A
74368CBM5
1000000.00000000
PA
USD
1006017.81000000
0.265139142063
Long
DBT
CORP
US
N
2
2025-03-28
Variable
0.06325570
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUSTON BRANCH
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+39 06/07/2024
06417M5R2
1000000.00000000
PA
USD
999997.60000000
0.263552496878
Long
DBT
CORP
US
N
2
2024-06-07
Variable
0.05700000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC 2.85% 09/26/2024 144A
928668BA9
630000.00000000
PA
USD
619645.75000000
0.163309576535
Long
DBT
CORP
US
N
2
2024-09-26
Fixed
0.02850000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC 0.8% 04/01/2024 144A
05565EBQ7
630000.00000000
PA
USD
627420.80000000
0.165358715294
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.00800000
N
N
N
N
N
N
CITIZENS AUTO RECEIVABLES TRUST 2024-1
N/A
CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43% 10/15/2026 144A
17331QAB2
958000.00000000
PA
USD
958152.80000000
0.252524168889
Long
ABS-CBDO
CORP
US
N
2
2026-10-15
Fixed
0.05430000
N
N
N
N
N
N
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
N/A
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024
00774MAU9
1400000.00000000
PA
USD
1362150.38000000
0.358998995370
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
0.01650000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GRP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GRP INC SFRIX 5.671%/VAR 10/28/2025
693475BH7
610000.00000000
PA
USD
609310.22000000
0.160585615260
Long
DBT
CORP
US
N
2
2025-10-28
Variable
0.05671000
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.95% 03/30/2025 144A
58769JAE7
1000000.00000000
PA
USD
997231.54000000
0.262823493109
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
0.04950000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1
N/A
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 5.06% 05/17/2027
587918AB9
954000.00000000
PA
USD
951428.11000000
0.250751855795
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.05060000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP 2.789% 09/06/2024
05526DBG9
900000.00000000
PA
USD
886170.73000000
0.233553069079
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
0.02789000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT INC 3.9% 06/15/2024
637417AG1
500000.00000000
PA
USD
497280.19000000
0.131059750266
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03900000
N
N
N
N
N
N
CAPTIAL ONE MULTI-ASSET EXECUT
R42WS16M9R97TJJKGU15
CAPITAL ONE MULTI-ASST EXEC TR 3.49% 05/15/2027
14041NGA3
1507000.00000000
PA
USD
1475993.78000000
0.389002779703
Long
ABS-CBDO
CORP
US
N
2
2027-05-15
Fixed
0.03490000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SFRIX+70 05/24/2024 144A
04685A2X8
1300000.00000000
PA
USD
1300960.52000000
0.342872216279
Long
DBT
CORP
US
N
2
2024-05-24
Variable
0.06010570
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY 1.164/VAR 10/21/2025
61747YEG6
650000.00000000
PA
USD
630741.46000000
0.166233885629
Long
DBT
CORP
US
N
2
2025-10-21
Variable
0.01164000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.75% 07/31/2025
91282CHN4
1700000.00000000
PA
USD
1697808.60000000
0.447462769662
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.04750000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC FRN SOFR+0 10/01/2024
032654AT2
274000.00000000
PA
USD
273985.57000000
0.072209754385
Long
DBT
CORP
US
N
2
2024-10-01
Variable
0.05593190
N
N
N
N
N
N
US BANCORP DEL
N1GZ7BBF3NP8GI976H15
US BANCORP DEL 1.45% 05/12/2025
91159HHZ6
1000000.00000000
PA
USD
956855.20000000
0.252182182348
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
0.01450000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST 2023-A
N/A
TOYOTA LEASE OWNER TRUST 2023-A 4.93% 04/20/2026 144A
89239MAC1
1200000.00000000
PA
USD
1194908.40000000
0.314921848173
Long
ABS-CBDO
CORP
US
N
2
2026-04-20
Fixed
0.04930000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A
05565EBY0
1000000.00000000
PA
USD
1005105.00000000
0.264898568131
Long
DBT
CORP
US
N
2
2025-04-01
Variable
0.06183190
N
N
N
N
N
N
MIZUHO BANK LTD NY BRANCH
RB0PEZSDGCO3JS6CEU02
MIZUHO BANK LTD NY BRANCH YCD SOFR+56 05/24/2024
60710THE4
1300000.00000000
PA
USD
1301363.70000000
0.342978475630
Long
DBT
CORP
US
N
2
2024-05-24
Variable
0.05870000
N
N
N
N
N
N
UBS AG LONDN BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG LON BRANCH FRN SOFR+47 01/13/2025 144A
902674YT1
750000.00000000
PA
USD
750325.94000000
0.197750749561
Long
DBT
CORP
GB
N
2
2025-01-13
Variable
0.05799023
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA YCP .0566 07/19/2024
05571BGK3
1300000.00000000
PA
USD
1273049.83000000
0.335516266586
Long
DBT
CORP
FR
N
2
2024-07-19
Fixed
0.05660000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG 2.193%/VAR 06/05/2026 144A
225401AQ1
750000.00000000
PA
USD
717617.21000000
0.189130261411
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
0.02193000
N
N
N
N
N
N
2024-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer