0000035402-26-002595.txt : 20260424
0000035402-26-002595.hdr.sgml : 20260424
20260424165958
ACCESSION NUMBER: 0000035402-26-002595
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260424
DATE AS OF CHANGE: 20260424
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Fidelity Merrimack Street Trust
CENTRAL INDEX KEY: 0001562565
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22796
FILM NUMBER: 26895409
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
0001562565
S000062079
Fidelity Low Duration Bond Factor ETF
C000201028
Fidelity Low Duration Bond Factor ETF
FLDR
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001562565
XXXXXXXX
S000062079
C000201028
Fidelity Merrimack Street Trust
811-22796
0001562565
549300782HVYOIE6CE74
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Low Duration Bond Factor ETF
S000062079
549300P0GRJFP715C880
2026-08-31
2026-02-28
N
1376166424.92
20175575.21
1355990849.71
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2000000.00000000
0.00000000
0.00000000
383763.39000000
USD
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
4258229.90200000
NS
USD
4259081.55000000
0.314093679239
Long
STIV
RF
US
N
1
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
1467407.05900000
NS
USD
1467553.80000000
0.108227411734
Long
STIV
RF
US
N
1
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN TSFR3M+102.161 09/15/2026
59022CAA1
2100000.00000000
PA
USD
2104853.60000000
0.155226239207
Long
DBT
CORP
US
N
2
2026-09-15
Variable
0.04744810
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN TSFR3M+201.161 10/28/2027
38141GVX9
2726000.00000000
PA
USD
2751847.01000000
0.202939939498
Long
DBT
CORP
US
N
2
2027-10-28
Variable
0.05682910
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFRINDX+54.5 03/02/2026
0641593V6
5659000.00000000
PA
USD
5659000.00000000
0.417333199645
Long
DBT
CORP
CA
N
2
2026-03-02
Variable
0.04284545
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+81 03/09/2027
38141GXX7
2442000.00000000
PA
USD
2442122.10000000
0.180098715306
Long
DBT
CORP
US
N
2
2027-03-09
Variable
0.04519357
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV FRN SOFRINDX+101 04/01/2027
456837AX1
200000.00000000
PA
USD
200090.92000000
0.014756067125
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
0.04697300
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027
46647PCF1
4675000.00000000
PA
USD
4679224.75000000
0.345077900120
Long
DBT
CORP
US
N
2
2027-04-22
Variable
0.04551524
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+97 07/22/2027
06051GJV2
2295000.00000000
PA
USD
2299889.77000000
0.169609534643
Long
DBT
CORP
US
N
2
2027-07-22
Variable
0.04639194
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+62 06/04/2026 144A
6944PL2G3
5710000.00000000
PA
USD
5715543.10000000
0.421503072916
Long
DBT
CORP
US
N
2
2026-06-04
Variable
0.04339297
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+82 09/10/2027
38141GYH1
4165000.00000000
PA
USD
4172611.87000000
0.307716816149
Long
DBT
CORP
US
N
2
2027-09-10
Variable
0.04519871
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD FRN SOFR+92 09/23/2027 144A
55607PAE5
3180000.00000000
PA
USD
3186896.85000000
0.235023477531
Long
DBT
CORP
AU
N
2
2027-09-23
Variable
0.04607503
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SOFR+48 06/09/2026 144A
64952WEE9
1800000.00000000
PA
USD
1801396.84000000
0.132847271084
Long
DBT
CORP
US
N
2
2026-06-09
Variable
0.04189400
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+77 06/09/2027
172967MZ1
2535000.00000000
PA
USD
2536815.29000000
0.187082036028
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.04479400
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+59 09/10/2026
89114TZH8
1100000.00000000
PA
USD
1102242.27000000
0.081286851621
Long
DBT
CORP
CA
N
2
2026-09-10
Variable
0.04289871
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFRINDX+62 09/15/2026
06368FAD1
3030000.00000000
PA
USD
3035958.71000000
0.223892271149
Long
DBT
CORP
CA
N
2
2026-09-15
Variable
0.04309813
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+61 09/15/2026
0641598M1
900000.00000000
PA
USD
901500.96000000
0.066482820307
Long
DBT
CORP
CA
N
2
2026-09-15
Variable
0.04299811
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+76.5 09/22/2027
46647PCQ7
1850000.00000000
PA
USD
1853796.94000000
0.136711611320
Long
DBT
CORP
US
N
2
2027-09-22
Variable
0.04452480
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+76 09/29/2026 144A
63906YAE8
650000.00000000
PA
USD
651796.52000000
0.048067914332
Long
DBT
CORP
GB
N
2
2026-09-29
Variable
0.04447422
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+59 11/02/2026
78016EYD3
1222000.00000000
PA
USD
1225785.58000000
0.090397776670
Long
DBT
CORP
CA
N
2
2026-11-02
Variable
0.04259130
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2027
38141GYR9
2800000.00000000
PA
USD
2807391.66000000
0.207036180266
Long
DBT
CORP
US
N
2
2027-10-21
Variable
0.04586254
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFRINDX+65 11/04/2026
025816CL1
2950000.00000000
PA
USD
2958104.65000000
0.218150782553
Long
DBT
CORP
US
N
2
2026-11-04
Variable
0.04317021
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+121.9 11/16/2027
251526CN7
900000.00000000
PA
USD
902921.00000000
0.066587543728
Long
DBT
CORP
US
N
2
2027-11-16
Variable
0.04891193
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC FRN SOFR+88 01/14/2027
86562MCL2
1370000.00000000
PA
USD
1376085.33000000
0.101481903826
Long
DBT
CORP
JP
N
2
2027-01-14
Variable
0.04544082
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD FRN SOFR+65 01/12/2027 144A
6325C0EC1
850000.00000000
PA
USD
854093.59000000
0.062986677984
Long
DBT
CORP
AU
N
2
2027-01-12
Variable
0.04315253
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC FRN SOFR+104 02/26/2027
37045XDQ6
4060000.00000000
PA
USD
4066820.80000000
0.299915062175
Long
DBT
CORP
US
N
2
2027-02-26
Variable
0.04710187
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+112 02/24/2028
38141GZL1
1398000.00000000
PA
USD
1405382.38000000
0.103642467816
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.04784079
N
N
N
N
N
N
BANK OF NEW ZEALAND
N7LGVZM7X4UQ66T7LT74
BANK OF NEW ZEALAND FRN SOFR+81 01/27/2027 144A
06407EAD7
350000.00000000
PA
USD
351607.07000000
0.025929899901
Long
DBT
CORP
NZ
N
2
2027-01-27
Variable
0.04478015
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+71 01/21/2027
78016EYZ4
3400000.00000000
PA
USD
3412195.26000000
0.251638516641
Long
DBT
CORP
CA
N
2
2027-01-21
Variable
0.04376252
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+105 02/04/2028
06051GKH1
4950000.00000000
PA
USD
4976758.36000000
0.367020054822
Long
DBT
CORP
US
N
2
2028-02-04
Variable
0.04717020
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+129 02/16/2028 144A
63861VAG2
1200000.00000000
PA
USD
1208315.34000000
0.089109402195
Long
DBT
CORP
GB
N
2
2028-02-16
Variable
0.04962193
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+118 02/24/2028
46647PCY0
736000.00000000
PA
USD
740923.10000000
0.054640715323
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.04844079
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+128 02/24/2028
172967NH0
3301000.00000000
PA
USD
3322176.18000000
0.244999896622
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.04944079
N
N
N
N
N
N
SCHWAB CHARLES CORP
549300VSGCJ7E698NM85
SCHWAB CHARLES CORP FRN SOFRINDX+105 03/03/2027
808513BZ7
4601000.00000000
PA
USD
4637368.19000000
0.341991112328
Long
DBT
CORP
US
N
2
2027-03-03
Variable
0.04774576
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA FRN SOFR+97 03/14/2027 144A
2027A0KL2
800000.00000000
PA
USD
805585.64000000
0.059409371396
Long
DBT
CORP
AU
N
2
2027-03-14
Variable
0.04659811
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+185 03/15/2028
38141GZS6
3380000.00000000
PA
USD
3425621.82000000
0.252628682614
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.05539811
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 02/15/2033
91282CGM7
13070000.00000000
PA
USD
12890798.01000000
0.950655235819
Long
DBT
UST
US
N
2
2033-02-15
Fixed
0.03500000
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP FRN SOFR+57 03/03/2026
24422EWU9
2400000.00000000
PA
USD
2400031.27000000
0.176994650849
Long
DBT
CORP
US
N
2
2026-03-03
Variable
0.04323799
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA FRN SOFR+75 03/13/2026 144A
2027A0KQ1
1200000.00000000
PA
USD
1200288.00000000
0.088517411474
Long
DBT
CORP
AU
N
2
2026-03-13
Variable
0.04439811
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+93 04/02/2026 144A
64953BBA5
2750000.00000000
PA
USD
2751842.83000000
0.202939631236
Long
DBT
CORP
US
N
2
2026-04-02
Variable
0.04610831
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.375% 05/15/2033
91282CHC8
12050000.00000000
PA
USD
11769931.61000000
0.867994914015
Long
DBT
UST
US
N
2
2033-05-15
Fixed
0.03375000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+89 05/18/2026
89236TKV6
3490000.00000000
PA
USD
3495939.98000000
0.257814422622
Long
DBT
CORP
US
N
2
2026-05-18
Variable
0.04563530
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFRINDX+133 06/05/2026
06368LNU6
1200000.00000000
PA
USD
1203605.64000000
0.088762076842
Long
DBT
CORP
CA
N
2
2026-06-05
Variable
0.05045464
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP FRN SOFR+79 06/08/2026
24422EWY1
3800000.00000000
PA
USD
3806779.96000000
0.280737879670
Long
DBT
CORP
US
N
2
2026-06-08
Variable
0.04515231
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
MACQUARIE BANK LTD FRN SOFR+124 06/15/2026 144A
55608PBN3
900000.00000000
PA
USD
902731.41000000
0.066573562070
Long
DBT
CORP
AU
N
2
2026-06-15
Variable
0.04929811
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB FRN SOFRINDX+138 06/15/2026 144A
870195AA2
1000000.00000000
PA
USD
1003350.35000000
0.073993887953
Long
DBT
CORP
SE
N
2
2026-06-15
Variable
0.05069932
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB FRN SOFR+125 06/15/2026 144A
86959LAN3
500000.00000000
PA
USD
501375.19000000
0.036974821040
Long
DBT
CORP
SE
N
2
2026-06-15
Variable
0.04939811
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC FRN SOFR+193 07/06/2027 144A
853254CV0
5235000.00000000
PA
USD
5260926.29000000
0.387976533257
Long
DBT
CORP
GB
N
2
2027-07-06
Variable
0.05602240
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA FRN SOFR+129 07/05/2026 144A
22534PAF0
2000000.00000000
PA
USD
2008046.16000000
0.148086999291
Long
DBT
CORP
FR
N
2
2026-07-05
Variable
0.04969938
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+140 07/13/2026 144A
06675DCG5
800000.00000000
PA
USD
803396.84000000
0.059247954377
Long
DBT
CORP
FR
N
2
2026-07-13
Variable
0.05065411
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC FRN SOFR+130 07/13/2026
86562MCZ1
3000000.00000000
PA
USD
3011764.83000000
0.222108049670
Long
DBT
CORP
JP
N
2
2026-07-13
Variable
0.04964362
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+108 07/17/2026
89115A2T8
2578000.00000000
PA
USD
2586570.17000000
0.190751299726
Long
DBT
CORP
CA
N
2
2026-07-17
Variable
0.04746469
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II FRN SOFR+98 07/10/2026 144A
57629TBQ9
600000.00000000
PA
USD
601525.07000000
0.044360555244
Long
DBT
CORP
US
N
2
2026-07-10
Variable
0.04645253
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFRINDX+97 07/28/2027
025816DJ5
1400000.00000000
PA
USD
1403605.06000000
0.103511396135
Long
DBT
CORP
US
N
2
2027-07-28
Variable
0.04638645
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFRINDX+105 07/28/2026 144A
6944PL2V0
1400000.00000000
PA
USD
1404527.67000000
0.103579435679
Long
DBT
CORP
US
N
2
2026-07-28
Variable
0.04718645
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027
53944YAW3
2850000.00000000
PA
USD
2865146.07000000
0.211295383786
Long
DBT
CORP
GB
N
2
2027-08-07
Variable
0.05225891
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP FRN SOFR+84.5 08/03/2026
857477CE1
800000.00000000
PA
USD
801344.80000000
0.059096622972
Long
DBT
CORP
US
N
2
2026-08-03
Variable
0.04512605
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2033
91282CHT1
13940000.00000000
PA
USD
14041282.74000000
1.035499814987
Long
DBT
UST
US
N
2
2033-08-15
Fixed
0.03875000
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BK NATL ASSN FRN SOFR+106 08/07/2026
94988J6E2
4906000.00000000
PA
USD
4919834.92000000
0.362822132690
Long
DBT
CORP
US
N
2
2026-08-07
Variable
0.04724162
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC FRN SOFR+157 08/14/2027
404280DY2
4100000.00000000
PA
USD
4120746.00000000
0.303891873671
Long
DBT
CORP
GB
N
2
2027-08-14
Variable
0.05237187
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
BANK OF AMERICA NA FRN SOFR+102 08/18/2026
06428CAB0
3440000.00000000
PA
USD
3450178.96000000
0.254439693360
Long
DBT
CORP
US
N
2
2026-08-18
Variable
0.04693528
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV FRN SOFRINDX+156 09/11/2027
456837BJ1
2500000.00000000
PA
USD
2515350.00000000
0.185499039358
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
0.05256301
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC FRN SOFR+188 09/13/2027
06738ECM5
1050000.00000000
PA
USD
1057717.50000000
0.078003291853
Long
DBT
CORP
GB
N
2
2027-09-13
Variable
0.05569811
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+115 09/14/2026 144A
86563VBL2
1300000.00000000
PA
USD
1306709.99000000
0.096365693786
Long
DBT
CORP
JP
N
2
2026-09-14
Variable
0.04850020
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A
00084DBB5
2800000.00000000
PA
USD
2821549.11000000
0.208080247046
Long
DBT
CORP
NL
N
2
2027-09-18
Variable
0.05468292
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+135 09/15/2027
06051GLX5
4551000.00000000
PA
USD
4573962.53000000
0.337315147147
Long
DBT
CORP
US
N
2
2027-09-15
Variable
0.05039942
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING FRN SOFR+130 09/25/2026 144A
00138CAW8
1697000.00000000
PA
USD
1705364.55000000
0.125765196008
Long
DBT
CORP
US
N
2
2026-09-25
Variable
0.04987369
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+122 10/02/2026
13607LWU3
1800000.00000000
PA
USD
1809656.01000000
0.133456358528
Long
DBT
CORP
CA
N
2
2026-10-02
Variable
0.04900829
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH FRN SOFRINDX+90 10/05/2026
21688AAZ5
4033000.00000000
PA
USD
4047395.11000000
0.298482479499
Long
DBT
CORP
US
N
2
2026-10-05
Variable
0.04579940
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA FRN SOFRINDX+198 10/19/2027 144A
05571AAP0
900000.00000000
PA
USD
907958.87000000
0.066959070571
Long
DBT
CORP
FR
N
2
2027-10-19
Variable
0.05646474
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
5150000.00000000
PA
USD
5179538.34000000
0.381974431546
Long
DBT
CORP
US
N
2
2026-10-30
Variable
0.04835870
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC FRN SOFR+203 02/08/2028 144A
853254CY4
1600000.00000000
PA
USD
1620714.83000000
0.119522549163
Long
DBT
CORP
GB
N
2
2028-02-08
Variable
0.05694470
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/15/2033
91282CJJ1
9280000.00000000
PA
USD
9721162.48000000
0.716904725579
Long
DBT
UST
US
N
2
2033-11-15
Fixed
0.04500000
N
N
N
N
N
N
ROCHE HLDGS INC
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC FRN SOFR+74 11/13/2026 144A
771196CD2
3200000.00000000
PA
USD
3215998.75000000
0.237169649831
Long
DBT
CORP
US
N
2
2026-11-13
Variable
0.04411061
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA FRN SOFRINDX+106 12/04/2026
17325FBD9
6047000.00000000
PA
USD
6079333.07000000
0.448331422833
Long
DBT
CORP
US
N
2
2026-12-04
Variable
0.04779298
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
MACQUARIE BANK LTD FRN SOFR+120 12/07/2026 144A
55608PBS2
600000.00000000
PA
USD
604219.86000000
0.044559287411
Long
DBT
CORP
AU
N
2
2026-12-07
Variable
0.04912264
N
N
N
N
N
N
WELLS FARGO BANK NATIONAL ASSOCIATION
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BK NATL ASSN FRN SOFR+107 12/11/2026
94988J6G7
4100000.00000000
PA
USD
4127593.00000000
0.304396818081
Long
DBT
CORP
US
N
2
2026-12-11
Variable
0.04766300
N
N
N
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA FRN SOFR+100 12/08/2026
48125LRV6
5925000.00000000
PA
USD
5957670.15000000
0.439359170548
Long
DBT
CORP
US
N
2
2026-12-08
Variable
0.04712264
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFRINDX+116 12/11/2026
06368LC61
7263000.00000000
PA
USD
7311131.10000000
0.539172598514
Long
DBT
CORP
CA
N
2
2026-12-11
Variable
0.04856301
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+150 01/08/2027 144A
44891ACW5
900000.00000000
PA
USD
907376.76000000
0.066916141815
Long
DBT
CORP
US
N
2
2027-01-08
Variable
0.05166445
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC FRN SOFRINDX+158 01/05/2028
53944YAY9
2515000.00000000
PA
USD
2537645.21000000
0.187143239981
Long
DBT
CORP
GB
N
2
2028-01-05
Variable
0.05267469
N
N
N
N
N
N
AUSTRALIA and N ZEAL BKG GRP LTD
JHE42UYNWWTJB8YTTU19
AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+81 01/18/2027 144A
05252ADJ7
4900000.00000000
PA
USD
4924990.00000000
0.363202303397
Long
DBT
CORP
AU
N
2
2027-01-18
Variable
0.04476470
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE FRN SOFR+166 01/19/2028 144A
83368RBU5
6225000.00000000
PA
USD
6270214.04000000
0.462408285523
Long
DBT
CORP
FR
N
2
2028-01-19
Variable
0.05326469
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+95 01/19/2027
78016HZU7
3300000.00000000
PA
USD
3319932.53000000
0.244834434591
Long
DBT
CORP
CA
N
2
2027-01-19
Variable
0.04616474
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+108 01/14/2028
61690U7Z7
9193000.00000000
PA
USD
9243151.58000000
0.681652946402
Long
DBT
CORP
US
N
2
2028-01-14
Variable
0.04747929
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+120 01/23/2028
46647PDZ6
6518000.00000000
PA
USD
6560112.80000000
0.483787394391
Long
DBT
CORP
US
N
2
2028-01-23
Variable
0.04866890
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS FRN SOFR+113 01/23/2027 144A
06675DCH3
1260000.00000000
PA
USD
1268028.87000000
0.093513084566
Long
DBT
CORP
FR
N
2
2027-01-23
Variable
0.04796890
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II FRN SOFR+77 01/29/2027 144A
57629TBR7
6950000.00000000
PA
USD
6976421.05000000
0.514488799942
Long
DBT
CORP
US
N
2
2027-01-29
Variable
0.04438557
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP
4NYF266XZC35SCTGX023
NATIONAL RURAL UTL COOP FIN FRN SOFR+80 02/05/2027
63743HFQ0
3128000.00000000
PA
USD
3141825.76000000
0.231699628406
Long
DBT
CORP
US
N
2
2027-02-05
Variable
0.04465645
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 02/15/2034
91282CJZ5
16200000.00000000
PA
USD
16413257.77000000
1.210425407627
Long
DBT
UST
US
N
2
2034-02-15
Fixed
0.04000000
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+85 02/05/2027 144A
6944PL3A5
400000.00000000
PA
USD
402023.78000000
0.029647971450
Long
DBT
CORP
US
N
2
2027-02-05
Variable
0.04515645
N
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC FRN SOFRINDX+135 05/08/2027
37045XES1
2300000.00000000
PA
USD
2316085.99000000
0.170803954207
Long
DBT
CORP
US
N
2
2027-05-08
Variable
0.05014475
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFRINDX+100 02/16/2028
025816DQ9
1042000.00000000
PA
USD
1047734.00000000
0.077267040572
Long
DBT
CORP
US
N
2
2028-02-16
Variable
0.04672207
N
N
N
N
N
N
PEPSICO SINGAPORE FINANCING I PTE LTD
254900DOMTCMUFROFJ76
PEPSICO SINGAPORE FINANCING I PTE LTD FRN SOFRINDX+56 02/16/2027
713466AE0
1050000.00000000
PA
USD
1053703.53000000
0.077707274368
Long
DBT
CORP
SG
N
2
2027-02-16
Variable
0.04232207
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC FRN SOFR+125 03/01/2028
639057AM0
2950000.00000000
PA
USD
2968358.26000000
0.218906953585
Long
DBT
CORP
GB
N
2
2028-03-01
Variable
0.05013732
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
HSBC USA INC FRN SOFR+96 03/04/2027
40428HA51
5400000.00000000
PA
USD
5432481.00000000
0.400628145917
Long
DBT
CORP
US
N
2
2027-03-04
Variable
0.04679297
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN FRN SOFR+89 03/05/2027 144A
830505BA0
1500000.00000000
PA
USD
1511139.00000000
0.111441681212
Long
DBT
CORP
SE
N
2
2027-03-05
Variable
0.04605463
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH FRN SOFRINDX+71 03/05/2027
21688ABE1
7450000.00000000
PA
USD
7480381.10000000
0.551654246162
Long
DBT
CORP
US
N
2
2027-03-05
Variable
0.04425464
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA FRN SOFR+87 03/11/2027 144A
22534PAJ2
1500000.00000000
PA
USD
1508010.00000000
0.111210927442
Long
DBT
CORP
FR
N
2
2027-03-11
Variable
0.04566299
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC FRN SOFRINDX+88 03/15/2027
49271VAS9
1323000.00000000
PA
USD
1324971.83000000
0.097712446236
Long
DBT
CORP
US
N
2
2027-03-15
Variable
0.04569813
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC FRN SOFR+149 03/12/2028
06738ECQ6
5395000.00000000
PA
USD
5444507.76000000
0.401515081105
Long
DBT
CORP
GB
N
2
2028-03-12
Variable
0.05182900
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA FRN SOFR+138 03/14/2028
05964HBC8
5825000.00000000
PA
USD
5866761.00000000
0.432654910706
Long
DBT
CORP
ES
N
2
2028-03-14
Variable
0.05080020
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+77 03/12/2027
02665WFC0
3231000.00000000
PA
USD
3238515.34000000
0.238830176523
Long
DBT
CORP
US
N
2
2027-03-12
Variable
0.04462900
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP FRN SOFR+74 03/19/2027 144A
65558RAF6
3500000.00000000
PA
USD
3517482.99000000
0.259403150895
Long
DBT
CORP
FI
N
2
2027-03-19
Variable
0.04427888
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA FRN SOFR+77 03/18/2027
38151LAE0
2850000.00000000
PA
USD
2850561.45000000
0.210219814581
Long
DBT
CORP
US
N
2
2027-03-18
Variable
0.04458290
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+83 03/20/2026 144A
928668CD2
5700000.00000000
PA
USD
5701906.37000000
0.420497407576
Long
DBT
CORP
US
N
2
2026-03-20
Variable
0.04517480
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+104 03/19/2027 144A
44891ACZ8
2400000.00000000
PA
USD
2412139.68000000
0.177887607465
Long
DBT
CORP
US
N
2
2027-03-19
Variable
0.04727888
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+65 03/19/2027
89236TMA0
5215000.00000000
PA
USD
5233489.68000000
0.385953170784
Long
DBT
CORP
US
N
2
2027-03-19
Variable
0.04337888
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SOFRINDX+121 03/25/2027 144A
04685A3U3
1550000.00000000
PA
USD
1557130.00000000
0.114833370765
Long
DBT
CORP
US
N
2
2027-03-25
Variable
0.04897370
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC FRN SOFRINDX+106 04/04/2027 144A
378272BW7
2200000.00000000
PA
USD
2209748.88000000
0.162961931525
Long
DBT
CORP
US
N
2
2027-04-04
Variable
0.04739940
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+73 04/05/2027
89115A2X9
5564000.00000000
PA
USD
5587485.64000000
0.412059243703
Long
DBT
CORP
CA
N
2
2027-04-05
Variable
0.04409938
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SOFR+67 04/02/2027 144A
64953BBL1
6900000.00000000
PA
USD
6931050.00000000
0.511142829723
Long
DBT
CORP
US
N
2
2027-04-02
Variable
0.04350829
N
N
N
N
N
N
MASSMUTUAL GLOBAL FDG II
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FDG II FRN SOFR+74 04/09/2027 144A
57629TBS5
1742000.00000000
PA
USD
1748572.11000000
0.128951615740
Long
DBT
CORP
US
N
2
2027-04-09
Variable
0.04405312
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I FRN SOFRINDX+57 04/09/2026 144A
592179KK0
1000000.00000000
PA
USD
1000437.18000000
0.073779050958
Long
DBT
CORP
US
N
2
2026-04-09
Variable
0.04235314
N
N
N
N
N
N
PUBLIC STORAGE OPERATING CO
549300LMZF40TKJ6DM64
PUBLIC STORAGE OPERATING CO FRN SOFRINDX+70 04/16/2027
74464AAA9
3266000.00000000
PA
USD
3279538.19000000
0.241855480861
Long
DBT
CORP
US
N
2
2027-04-16
Variable
0.04366216
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+92 04/22/2028
46647PEF9
5882000.00000000
PA
USD
5913149.48000000
0.436075913142
Long
DBT
CORP
US
N
2
2028-04-22
Variable
0.04586524
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW FRN SOFR+107 04/22/2028
95000U3M3
9759000.00000000
PA
USD
9819310.62000000
0.724142837844
Long
DBT
CORP
US
N
2
2028-04-22
Variable
0.04736524
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+102 04/13/2028
61747YFN0
6470000.00000000
PA
USD
6501934.43000000
0.479496925173
Long
DBT
CORP
US
N
2
2028-04-13
Variable
0.04687920
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP FRN SOFR+60 04/19/2027
24422EXQ7
4596000.00000000
PA
USD
4613193.18000000
0.340208282451
Long
DBT
CORP
US
N
2
2027-04-19
Variable
0.04264795
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFR+75 04/23/2027
025816DS5
1127000.00000000
PA
USD
1127520.50000000
0.083151040454
Long
DBT
CORP
US
N
2
2027-04-23
Variable
0.04416890
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 05/15/2034
91282CKQ3
10800000.00000000
PA
USD
11213015.65000000
0.826924138344
Long
DBT
UST
US
N
2
2034-05-15
Fixed
0.04375000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SOFRINDX+85 05/08/2026 144A
04685A3W9
3000000.00000000
PA
USD
3002838.03000000
0.221449726643
Long
DBT
CORP
US
N
2
2026-05-08
Variable
0.04514475
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+52 05/14/2027
14913UAM2
754000.00000000
PA
USD
756914.58000000
0.055820035965
Long
DBT
CORP
US
N
2
2027-05-14
Variable
0.04192193
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC FRN SOFR+117 05/14/2028 144A
853254DD9
4915000.00000000
PA
USD
4953730.20000000
0.365321801475
Long
DBT
CORP
GB
N
2
2028-05-14
Variable
0.04842190
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP FRN SOFR+42 04/16/2026
961214FS7
600000.00000000
PA
USD
600204.00000000
0.044263130546
Long
DBT
CORP
AU
N
2
2026-04-16
Variable
0.04086216
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP FRN SOFR+81 04/16/2029
961214FU2
6500000.00000000
PA
USD
6551204.47000000
0.483130433468
Long
DBT
CORP
AU
N
2
2029-04-16
Variable
0.04476216
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+45 05/15/2026
89236TME2
4344000.00000000
PA
USD
4347204.74000000
0.320592483417
Long
DBT
CORP
US
N
2
2026-05-15
Variable
0.04122193
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+90 05/17/2027 144A
63906YAK4
1600000.00000000
PA
USD
1607423.94000000
0.118542388419
Long
DBT
CORP
GB
N
2
2027-05-17
Variable
0.04572193
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+114 05/17/2029 144A
63906YAL2
1000000.00000000
PA
USD
1010745.71000000
0.074539272165
Long
DBT
CORP
GB
N
2
2029-05-17
Variable
0.04812193
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA FRN SOFR+75 05/21/2027
38151LAH3
2550000.00000000
PA
USD
2552811.99000000
0.188261741629
Long
DBT
CORP
US
N
2
2027-05-21
Variable
0.04415245
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB FRN SOFR+66 05/28/2027 144A
86959LAR4
1700000.00000000
PA
USD
1704969.73000000
0.125736079293
Long
DBT
CORP
SE
N
2
2027-05-28
Variable
0.04330000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFRINDX+108 08/01/2029
06418GAJ6
2000000.00000000
PA
USD
2022240.38000000
0.149133777741
Long
DBT
CORP
CA
N
2
2029-08-01
Variable
0.04749125
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+86.5 05/26/2028
61690U8C7
6640000.00000000
PA
USD
6664795.15000000
0.491507383801
Long
DBT
CORP
US
N
2
2028-05-26
Variable
0.04535281
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFRINDX+76 06/04/2027
06368L3M6
2784000.00000000
PA
USD
2797613.76000000
0.206315091329
Long
DBT
CORP
CA
N
2
2027-06-04
Variable
0.04479298
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I FRN SOFRINDX+70 06/11/2027 144A
592179KM6
4400000.00000000
PA
USD
4414347.78000000
0.325544068453
Long
DBT
CORP
US
N
2
2027-06-11
Variable
0.04396301
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD FRN SOFR+62 06/11/2027 144A
632525BQ3
5368000.00000000
PA
USD
5392233.14000000
0.397659994619
Long
DBT
CORP
AU
N
2
2027-06-11
Variable
0.04316299
N
N
N
N
N
N
PINNACLE WEST CAPITAL CORP
TWSEY0NEDUDCKS27AH81
PINNACLE WEST CAPITAL CORP FRN SOFR+82 06/10/2026
723484AL5
800000.00000000
PA
USD
800880.59000000
0.059062388966
Long
DBT
CORP
US
N
2
2026-06-10
Variable
0.04519871
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+96 09/25/2027 144A
233853AX8
1950000.00000000
PA
USD
1957974.92000000
0.144394405052
Long
DBT
CORP
US
N
2
2027-09-25
Variable
0.04647268
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+104 06/24/2027 144A
44891ADE4
4215000.00000000
PA
USD
4242566.10000000
0.312875717480
Long
DBT
CORP
US
N
2
2027-06-24
Variable
0.04727629
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
MACQUARIE BANK LTD FRN SOFR+92 07/02/2027 144A
55608PBU7
6575000.00000000
PA
USD
6623260.50000000
0.488444335846
Long
DBT
CORP
AU
N
2
2027-07-02
Variable
0.04600829
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 06/28/2027
13607L8D8
1800000.00000000
PA
USD
1812906.00000000
0.133696034924
Long
DBT
CORP
CA
N
2
2027-06-28
Variable
0.04627422
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC FRN SOFR+125 07/02/2027
65535HBQ1
2310000.00000000
PA
USD
2328603.15000000
0.171727054832
Long
DBT
CORP
JP
N
2
2027-07-02
Variable
0.04937297
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA FRN SOFRINDX+103 07/02/2027
63307A2Z7
400000.00000000
PA
USD
400862.31000000
0.029562316743
Long
DBT
CORP
CA
N
2
2027-07-02
Variable
0.04710831
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC FRN SOFR+117 07/09/2029
86562MDL1
2900000.00000000
PA
USD
2932281.96000000
0.216246441532
Long
DBT
CORP
JP
N
2
2029-07-09
Variable
0.04841415
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA FRN SOFR+112 07/15/2028
05964HBE4
7190000.00000000
PA
USD
7242216.80000000
0.534090388703
Long
DBT
CORP
ES
N
2
2028-07-15
Variable
0.04784017
N
N
N
N
N
N
AUSTRALIA and N ZEAL BKG GRP LTD
JHE42UYNWWTJB8YTTU19
AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+68 07/16/2027 144A
05252ADL2
6600000.00000000
PA
USD
6636353.06000000
0.489409870385
Long
DBT
CORP
AU
N
2
2027-07-16
Variable
0.04346216
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+71 07/09/2027
02665WFJ5
6704000.00000000
PA
USD
6732534.57000000
0.496502949960
Long
DBT
CORP
US
N
2
2027-07-09
Variable
0.04375312
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+107 02/16/2028 144A
06675DCL4
5400000.00000000
PA
USD
5448069.23000000
0.401777728158
Long
DBT
CORP
FR
N
2
2028-02-16
Variable
0.04742207
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+93 07/22/2028
46647PEM4
3300000.00000000
PA
USD
3317163.27000000
0.244630210499
Long
DBT
CORP
US
N
2
2028-07-22
Variable
0.04596524
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+79 07/23/2027
78016HZY9
4823000.00000000
PA
USD
4831359.56000000
0.356297357097
Long
DBT
CORP
CA
N
2
2027-07-23
Variable
0.04456891
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP FRN SOFRINDX+83 07/21/2028
06406RBY2
3949000.00000000
PA
USD
3969454.91000000
0.292734638353
Long
DBT
CORP
US
N
2
2028-07-21
Variable
0.04496252
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+94 07/14/2028
61690U8D5
7800000.00000000
PA
USD
7841858.62000000
0.578312060267
Long
DBT
CORP
US
N
2
2028-07-14
Variable
0.04607929
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFR+93 07/26/2028
025816DX4
3730000.00000000
PA
USD
3746934.20000000
0.276324445758
Long
DBT
CORP
US
N
2
2028-07-26
Variable
0.04597574
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A
58769JAV9
3600000.00000000
PA
USD
3606329.48000000
0.265955296141
Long
DBT
CORP
US
N
2
2026-07-31
Variable
0.04296988
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA FRN SOFR+70.8 08/06/2026
17325FBH0
6130000.00000000
PA
USD
6138802.68000000
0.452717116882
Long
DBT
CORP
US
N
2
2026-08-06
Variable
0.04374973
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2034
91282CLF6
20840000.00000000
PA
USD
20870307.61000000
1.539118616800
Long
DBT
UST
US
N
2
2034-08-15
Fixed
0.03875000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026
89236TML6
5175000.00000000
PA
USD
5188920.75000000
0.382666354357
Long
DBT
CORP
US
N
2
2026-08-07
Variable
0.04434465
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A
05565ECN3
5000000.00000000
PA
USD
5013750.00000000
0.369748070281
Long
DBT
CORP
US
N
2
2026-08-13
Variable
0.04471070
N
N
N
N
N
N
VOLKSWAGEN GROUP AMER FIN LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A
928668CJ9
2991000.00000000
PA
USD
3000900.21000000
0.221306818599
Long
DBT
CORP
US
N
2
2026-08-14
Variable
0.04732193
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC FRN SOFR+130 11/15/2028
639057AR9
2000000.00000000
PA
USD
2021662.58000000
0.149091166834
Long
DBT
CORP
GB
N
2
2028-11-15
Variable
0.04967187
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026
14913UAP5
6774000.00000000
PA
USD
6795606.89000000
0.501154332380
Long
DBT
CORP
US
N
2
2026-10-16
Variable
0.04356216
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026
21688ABG6
6351000.00000000
PA
USD
6362876.37000000
0.469241836798
Long
DBT
CORP
US
N
2
2026-08-28
Variable
0.04370069
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+98 09/10/2027 144A
86563VBW8
8490000.00000000
PA
USD
8562055.65000000
0.631424294037
Long
DBT
CORP
JP
N
2
2027-09-10
Variable
0.04696099
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP FRN SOFR+68 07/15/2027
24422EXW4
4467000.00000000
PA
USD
4493064.95000000
0.331349208658
Long
DBT
CORP
US
N
2
2027-07-15
Variable
0.04344017
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP FRN SOFR+102 09/10/2029 144A
65558RAH2
1800000.00000000
PA
USD
1825272.32000000
0.134608011579
Long
DBT
CORP
FI
N
2
2029-09-10
Variable
0.04719871
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFRINDX+88 09/10/2027
06368L8M1
3005000.00000000
PA
USD
3013280.31000000
0.222219811486
Long
DBT
CORP
CA
N
2
2027-09-10
Variable
0.04579873
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC FRN SOFR+145 11/05/2026
345397F99
2600000.00000000
PA
USD
2607516.18000000
0.192296001153
Long
DBT
CORP
US
N
2
2026-11-05
Variable
0.05115645
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA FRN SOFR+121 09/11/2028 144A
22535WAM9
7073000.00000000
PA
USD
7122468.07000000
0.525259301825
Long
DBT
CORP
FR
N
2
2028-09-11
Variable
0.04906299
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+100 09/08/2028
06418GAM9
8034000.00000000
PA
USD
8074194.10000000
0.595446060843
Long
DBT
CORP
CA
N
2
2028-09-08
Variable
0.04712264
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFRINDX+93 09/11/2027
13607PHU1
1183000.00000000
PA
USD
1186598.18000000
0.087507830915
Long
DBT
CORP
CA
N
2
2027-09-11
Variable
0.04626301
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP
4NYF266XZC35SCTGX023
NATIONAL RURAL UTL COOP FIN FRN SOFR+82 09/16/2027
63743HFU1
735000.00000000
PA
USD
739228.94000000
0.054515776427
Long
DBT
CORP
US
N
2
2027-09-16
Variable
0.04509828
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFRINDX+72 10/05/2026
02665WFN6
4100000.00000000
PA
USD
4111474.30000000
0.303208115370
Long
DBT
CORP
US
N
2
2026-10-05
Variable
0.04399940
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+103 09/24/2027 144A
44891ADJ3
400000.00000000
PA
USD
402066.41000000
0.029651115277
Long
DBT
CORP
US
N
2
2027-09-24
Variable
0.04717629
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026
89236TMR3
2553000.00000000
PA
USD
2553712.59000000
0.188328158006
Long
DBT
CORP
US
N
2
2026-04-10
Variable
0.04115255
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027
78017FZR7
4590000.00000000
PA
USD
4602777.50000000
0.339440159274
Long
DBT
CORP
CA
N
2
2027-10-18
Variable
0.04386474
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+86 10/18/2028
78017FZU0
8047000.00000000
PA
USD
8073936.77000000
0.595427083577
Long
DBT
CORP
CA
N
2
2028-10-18
Variable
0.04526474
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH FRN SOFRINDX+89 10/17/2029
21688ABJ0
2900000.00000000
PA
USD
2936279.00000000
0.216541210482
Long
DBT
CORP
US
N
2
2029-10-17
Variable
0.04556474
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+86 10/22/2028
46647PEN2
6000000.00000000
PA
USD
6024768.54000000
0.444307462789
Long
DBT
CORP
US
N
2
2028-10-22
Variable
0.04526524
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027
61690U8F0
4850000.00000000
PA
USD
4859797.00000000
0.358394527591
Long
DBT
CORP
US
N
2
2027-10-15
Variable
0.04351210
N
N
N
N
N
N
US BANK NA CINCINNATI OHIO
6BYL5QZYBDK8S7L73M02
US BANK NA CINCINNATI OHIO FRN SOFR+69 10/22/2027
90331HPQ0
4215000.00000000
PA
USD
4221490.97000000
0.311321493865
Long
DBT
CORP
US
N
2
2027-10-22
Variable
0.04356524
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+72 10/22/2027
02665WFS5
700000.00000000
PA
USD
702944.17000000
0.051839890376
Long
DBT
CORP
US
N
2
2027-10-22
Variable
0.04386524
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 11/15/2034
91282CLW9
14210000.00000000
PA
USD
14599109.73000000
1.076637776215
Long
DBT
UST
US
N
2
2034-11-15
Fixed
0.04250000
N
N
N
N
N
N
MARSH and MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH and MCLENNAN COS INC FRN SOFRINDX+70 11/08/2027
571748BZ4
2134000.00000000
PA
USD
2141431.40000000
0.157923735286
Long
DBT
CORP
US
N
2
2027-11-08
Variable
0.04364475
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA FRN SOFR+71.2 11/19/2027
17325FBM9
13700000.00000000
PA
USD
13734407.41000000
1.012868738232
Long
DBT
CORP
US
N
2
2027-11-19
Variable
0.04390045
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
SWEDBANK AB FRN SOFR+103 11/20/2029 144A
870195AD6
2150000.00000000
PA
USD
2179305.02000000
0.160716793956
Long
DBT
CORP
SE
N
2
2029-11-20
Variable
0.04703672
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP FRN SOFR+46 10/20/2026
961214FX6
809000.00000000
PA
USD
811096.04000000
0.059815745819
Long
DBT
CORP
AU
N
2
2026-10-20
Variable
0.04126469
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC FRN SOFR+129 11/19/2030
404280EP0
2910000.00000000
PA
USD
2946510.98000000
0.217295786371
Long
DBT
CORP
GB
N
2
2030-11-19
Variable
0.04960945
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY FRN SOFRINDX+52 11/18/2027
209111GL1
908000.00000000
PA
USD
909342.04000000
0.067061074947
Long
DBT
CORP
US
N
2
2027-11-18
Variable
0.04193530
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+85 11/15/2027 144A
58769JAY3
2100000.00000000
PA
USD
2110852.93000000
0.155668670658
Long
DBT
CORP
US
N
2
2027-11-15
Variable
0.04521061
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+56 11/15/2027
14913UAT7
6830000.00000000
PA
USD
6855881.60000000
0.505599399986
Long
DBT
CORP
US
N
2
2027-11-15
Variable
0.04232193
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 11/26/2028
539439BB4
3650000.00000000
PA
USD
3675513.50000000
0.271057396942
Long
DBT
CORP
GB
N
2
2028-11-26
Variable
0.04722741
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A
2027A0KV0
6050000.00000000
PA
USD
6060414.05000000
0.446936205454
Long
DBT
CORP
AU
N
2
2026-11-27
Variable
0.04130000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026
857449AD4
5600000.00000000
PA
USD
5609376.58000000
0.413673630703
Long
DBT
CORP
US
N
2
2026-11-25
Variable
0.04127040
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD FRN SOFR+60 10/26/2027 144A
632525BW0
400000.00000000
PA
USD
401296.55000000
0.029594340558
Long
DBT
CORP
AU
N
2
2027-10-26
Variable
0.04268015
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV FRN SOFRINDX+100 12/03/2028 144A
00084DBE9
8000000.00000000
PA
USD
8032160.00000000
0.592346180043
Long
DBT
CORP
NL
N
2
2028-12-03
Variable
0.04724576
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+103 12/17/2029
89115A3D2
3550000.00000000
PA
USD
3589025.22000000
0.264679162161
Long
DBT
CORP
CA
N
2
2029-12-17
Variable
0.04719514
N
N
N
N
N
N
AUSTRALIA and N ZEAL BKG GRP LTD
JHE42UYNWWTJB8YTTU19
AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+85 12/16/2029 144A
05252ADN8
7200000.00000000
PA
USD
7279191.00000000
0.536817118017
Long
DBT
CORP
AU
N
2
2029-12-16
Variable
0.04539828
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+58 12/20/2027 144A
6944PL3D9
1000000.00000000
PA
USD
1002271.70000000
0.073914340956
Long
DBT
CORP
US
N
2
2027-12-20
Variable
0.04267480
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SOFRINDX+83 01/07/2027 144A
04685A4F5
4900000.00000000
PA
USD
4906796.94000000
0.361860623251
Long
DBT
CORP
US
N
2
2027-01-07
Variable
0.04496603
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD FRN SOFR+79 01/14/2030 144A
632525CC3
1200000.00000000
PA
USD
1209933.59000000
0.089228742971
Long
DBT
CORP
AU
N
2
2030-01-14
Variable
0.04455990
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+92 01/07/2028 144A
44891ADN4
3000000.00000000
PA
USD
3011327.34000000
0.222075786178
Long
DBT
CORP
US
N
2
2028-01-07
Variable
0.04586605
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP INC FRN SOFR+105 04/15/2030
86562MDR8
3100000.00000000
PA
USD
3119406.00000000
0.230046242617
Long
DBT
CORP
JP
N
2
2030-04-15
Variable
0.04714017
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+72 01/13/2028
13607PVR2
2350000.00000000
PA
USD
2354506.17000000
0.173637319934
Long
DBT
CORP
CA
N
2
2028-01-13
Variable
0.04385408
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING FRN SOFR+75 01/07/2028 144A
00138CBE7
475000.00000000
PA
USD
475422.75000000
0.035060911369
Long
DBT
CORP
US
N
2
2028-01-07
Variable
0.04416605
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE FRN SOFR+141 04/13/2029 144A
83368RCB6
2500000.00000000
PA
USD
2517744.95000000
0.185675659281
Long
DBT
CORP
FR
N
2
2029-04-13
Variable
0.05075408
N
N
N
N
N
N
DEUTSCHE BANK AG NEW YORK BNCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+121 01/10/2029
25160PAP2
3800000.00000000
PA
USD
3826686.64000000
0.282205933824
Long
DBT
CORP
US
N
2
2029-01-10
Variable
0.04875253
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A
46849CJN2
2000000.00000000
PA
USD
2004642.40000000
0.147835982848
Long
DBT
CORP
US
N
2
2028-01-14
Variable
0.04635990
N
N
N
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+84 01/13/2028 144A
233853BB5
1575000.00000000
PA
USD
1576720.99000000
0.116278143789
Long
DBT
CORP
US
N
2
2028-01-13
Variable
0.04505408
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS FRN SOFRINDX+123 01/22/2030 144A
06675DCP5
600000.00000000
PA
USD
605639.57000000
0.044663986495
Long
DBT
CORP
FR
N
2
2030-01-22
Variable
0.04896523
N
N
N
N
N
N
JPMORGAN CHASE and CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE and CO FRN SOFR+80 01/24/2029
46647PET9
6812000.00000000
PA
USD
6843314.97000000
0.504672651107
Long
DBT
CORP
US
N
2
2029-01-24
Variable
0.04467574
N
N
N
N
N
N
MORGAN STANLEY BK NA SALT LAKE
G1MLHIS0N32I3QPILB75
MORGAN STANLEY BK NA SALT LAKE FRN SOFR+90 01/12/2029
61690DK64
4100000.00000000
PA
USD
4121486.13000000
0.303946455898
Long
DBT
CORP
US
N
2
2029-01-12
Variable
0.04565253
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+83 01/24/2029
06051GMN6
6739000.00000000
PA
USD
6765538.18000000
0.498936860926
Long
DBT
CORP
US
N
2
2029-01-24
Variable
0.04500154
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+60 01/27/2028 144A
6944PL3E7
2000000.00000000
PA
USD
2002588.24000000
0.147684495100
Long
DBT
CORP
US
N
2
2028-01-27
Variable
0.04268015
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+103 02/04/2031
78017DAD0
550000.00000000
PA
USD
552998.46000000
0.040781872541
Long
DBT
CORP
CA
N
2
2031-02-04
Variable
0.04697021
N
N
N
N
N
N
BANK OF MONTREAL QUE
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL QUE FRN SOFR+86 01/27/2029
06368MJH8
3975000.00000000
PA
USD
3984540.00000000
0.293847115624
Long
DBT
CORP
CA
N
2
2029-01-27
Variable
0.04528015
N
N
N
N
N
N
FIFTH THIRD BANK CINN OH
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK CINN OH FRN SOFR+81 01/28/2028
31677QBV0
975000.00000000
PA
USD
976246.39000000
0.071995057356
Long
DBT
CORP
US
N
2
2028-01-28
Variable
0.04478642
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+82 01/31/2028
89115A3F7
7275000.00000000
PA
USD
7313977.41000000
0.539382504798
Long
DBT
CORP
CA
N
2
2028-01-31
Variable
0.04488479
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFR+102 01/30/2031
025816EA3
730000.00000000
PA
USD
733419.28000000
0.054087332533
Long
DBT
CORP
US
N
2
2031-01-30
Variable
0.04688479
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP FRN SOFR+76 08/03/2028
68389XCX1
3250000.00000000
PA
USD
3215595.50000000
0.237139911429
Long
DBT
CORP
US
N
2
2028-08-03
Variable
0.04429462
N
N
N
N
N
N
NEXTERA ENERGY CAP HLDGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAP HLDGS INC FRN SOFRINDX+80 02/04/2028
65339KDH0
3575000.00000000
PA
USD
3597343.75000000
0.265292627215
Long
DBT
CORP
US
N
2
2028-02-04
Variable
0.04467021
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+89 02/14/2029
06418GAR8
2415000.00000000
PA
USD
2426431.67000000
0.178941596141
Long
DBT
CORP
CA
N
2
2029-02-14
Variable
0.04562193
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SOFR+41 02/05/2027 144A
64953BBU1
600000.00000000
PA
USD
600896.34000000
0.044314188412
Long
DBT
CORP
US
N
2
2027-02-05
Variable
0.04075645
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 02/15/2035
91282CMM0
8500000.00000000
PA
USD
8968827.70000000
0.661422435255
Long
DBT
UST
US
N
2
2035-02-15
Fixed
0.04625000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
CARGILL INC FRN SOFR+61 02/11/2028 144A
141781CC6
2520000.00000000
PA
USD
2529078.53000000
0.186511474656
Long
DBT
CORP
US
N
2
2028-02-11
Variable
0.04278084
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+48 02/04/2027 144A
6944PL3G2
1000000.00000000
PA
USD
1001287.32000000
0.073841746071
Long
DBT
CORP
US
N
2
2027-02-04
Variable
0.04147020
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC FRN SOFR+87 03/01/2028
404119CX5
2000000.00000000
PA
USD
2009673.54000000
0.148207013375
Long
DBT
CORP
US
N
2
2028-03-01
Variable
0.04617266
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC FRN SOFRINDX+44 03/15/2028
57636QBE3
2060000.00000000
PA
USD
2071005.74000000
0.152730067495
Long
DBT
CORP
US
N
2
2028-03-15
Variable
0.04129813
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028
44644MAL5
1765000.00000000
PA
USD
1767105.65000000
0.130318405199
Long
DBT
CORP
US
N
2
2028-04-12
Variable
0.04385253
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO FRN SOFRINDX+28 09/15/2026
373334KZ3
2000000.00000000
PA
USD
2000319.42000000
0.147517176862
Long
DBT
CORP
US
N
2
2026-09-15
Variable
0.03969813
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC FRN SOFRINDX+36 02/26/2027
166756BA3
8000000.00000000
PA
USD
8017688.00000000
0.591278916204
Long
DBT
CORP
US
N
2
2027-02-26
Variable
0.04030220
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+52 03/03/2028
14913UAZ3
4730000.00000000
PA
USD
4745599.54000000
0.349972829168
Long
DBT
CORP
US
N
2
2028-03-03
Variable
0.04244576
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+87 03/04/2029
17327CAX1
1834000.00000000
PA
USD
1836362.19000000
0.135425854119
Long
DBT
CORP
US
N
2
2029-03-04
Variable
0.04581801
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC FRN SOFR+129 03/03/2031
404280EU9
800000.00000000
PA
USD
810464.47000000
0.059769169546
Long
DBT
CORP
GB
N
2
2031-03-03
Variable
0.05043799
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD FRN SOFR+50 03/06/2028 144A
632525CG4
3600000.00000000
PA
USD
3604218.59000000
0.265799624737
Long
DBT
CORP
AU
N
2
2028-03-06
Variable
0.04212264
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC FRN SOFRINDX+47 02/26/2028
166756BC9
4162000.00000000
PA
USD
4189390.04000000
0.308954152669
Long
DBT
CORP
US
N
2
2028-02-26
Variable
0.04140220
N
N
N
N
N
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC FRN SOFRINDX+117 04/04/2028
37045XFF8
4162000.00000000
PA
USD
4184929.66000000
0.308625213871
Long
DBT
CORP
US
N
2
2028-04-04
Variable
0.04849940
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP FRN SOFR+50 03/06/2028 144A
9612E0DL8
7430000.00000000
PA
USD
7464426.31000000
0.550477631290
Long
DBT
CORP
AU
N
2
2028-03-06
Variable
0.04212264
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+99 03/13/2030 144A
86563VCA5
4180000.00000000
PA
USD
4239278.92000000
0.312633298440
Long
DBT
CORP
JP
N
2
2030-03-13
Variable
0.04690020
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC FRN SOFR+67 03/06/2028
70450YAR4
2300000.00000000
PA
USD
2305575.20000000
0.170028816971
Long
DBT
CORP
US
N
2
2028-03-06
Variable
0.04382264
N
N
N
N
N
N
DEERE JOHN CAPITAL CORP
E0KSF7PFQ210NWI8Z391
DEERE JOHN CAPITAL CORP FRN SOFR+50 03/06/2028
24422EYA1
8748000.00000000
PA
USD
8787262.34000000
0.648032569089
Long
DBT
CORP
US
N
2
2028-03-06
Variable
0.04226510
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+82 03/03/2028
02665WFW6
5300000.00000000
PA
USD
5323293.50000000
0.392575916064
Long
DBT
CORP
US
N
2
2028-03-03
Variable
0.04544576
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SOFRINDX+95 03/06/2028 144A
04685A4M0
4800000.00000000
PA
USD
4800912.00000000
0.354051946665
Long
DBT
CORP
US
N
2
2028-03-06
Variable
0.04662263
N
N
N
N
N
N
GLAXOSMITHKLINE CAP PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027
377373AN5
4000000.00000000
PA
USD
4012200.00000000
0.295886952397
Long
DBT
CORP
GB
N
2
2027-03-12
Variable
0.04192900
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA FRN SOFR+64 03/14/2028 144A
2027A0KW8
4055000.00000000
PA
USD
4079014.12000000
0.300814280632
Long
DBT
CORP
AU
N
2
2028-03-14
Variable
0.04329811
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA FRN SOFR+81 03/14/2030 144A
2027A0KY4
10350000.00000000
PA
USD
10458536.21000000
0.771283686186
Long
DBT
CORP
AU
N
2
2030-03-14
Variable
0.04499811
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+62 12/11/2026
02665WGA3
9950000.00000000
PA
USD
9974611.33000000
0.735595769848
Long
DBT
CORP
US
N
2
2026-12-11
Variable
0.04318367
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SOFRINDX+75 07/16/2026 144A
04685A4J7
4100000.00000000
PA
USD
4105254.56000000
0.302749429384
Long
DBT
CORP
US
N
2
2026-07-16
Variable
0.04416216
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A
65558RAM1
2500000.00000000
PA
USD
2512337.53000000
0.185276879304
Long
DBT
CORP
FI
N
2
2028-03-17
Variable
0.04389514
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
RIO TINTO FIN USA PLC FRN SOFRINDX+84 03/14/2028
76720AAY2
3446000.00000000
PA
USD
3471686.48000000
0.256025804358
Long
DBT
CORP
GB
N
2
2028-03-14
Variable
0.04529813
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAPITAL LLC FRN SOFRINDX+92 03/21/2028 144A
05565ECX1
6120000.00000000
PA
USD
6166206.00000000
0.454738024325
Long
DBT
CORP
US
N
2
2028-03-21
Variable
0.04607481
N
N
N
N
N
N
SANTANDER HLDGS USA INC
549300SMVCQN2P0O6I58
SANTANDER HLDGS USA INC FRN SOFR+161 03/20/2029
80282KBP0
2000000.00000000
PA
USD
2020083.94000000
0.148974747169
Long
DBT
CORP
US
N
2
2029-03-20
Variable
0.05297480
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV FRN SOFRINDX+101 03/25/2029
456837BP7
8600000.00000000
PA
USD
8657362.00000000
0.638452833354
Long
DBT
CORP
NL
N
2
2029-03-25
Variable
0.04697371
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC FRN SOFR+203 03/20/2028
345397G80
1760000.00000000
PA
USD
1782200.64000000
0.131431612564
Long
DBT
CORP
US
N
2
2028-03-20
Variable
0.05717480
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+119 03/21/2030 144A
63906YAQ1
3495000.00000000
PA
USD
3536726.39000000
0.260822290265
Long
DBT
CORP
GB
N
2
2030-03-21
Variable
0.04877480
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+95 03/21/2028 144A
63906YAN8
6657000.00000000
PA
USD
6703731.54000000
0.494378818369
Long
DBT
CORP
GB
N
2
2028-03-21
Variable
0.04637480
N
N
N
N
N
N
GLENCORE FDG LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A
378272BX5
3225000.00000000
PA
USD
3231533.85000000
0.238315313904
Long
DBT
CORP
US
N
2
2026-10-01
Variable
0.04430831
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+135 03/27/2030 144A
44891ADT1
4370000.00000000
PA
USD
4430446.32000000
0.326731284429
Long
DBT
CORP
US
N
2
2030-03-27
Variable
0.05037422
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+103 03/30/2029
13607PJ21
4250000.00000000
PA
USD
4279057.72000000
0.315566858059
Long
DBT
CORP
CA
N
2
2029-03-30
Variable
0.04717557
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A
58769JBD8
5074000.00000000
PA
USD
5096229.19000000
0.375830647462
Long
DBT
CORP
US
N
2
2027-04-01
Variable
0.04460829
N
N
N
N
N
N
MERCEDES-BENZ FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+93 03/31/2028 144A
58769JBF3
1000000.00000000
PA
USD
1004831.88000000
0.074103146065
Long
DBT
CORP
US
N
2
2028-03-31
Variable
0.04612719
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+138 04/12/2029
61747YFW0
1500000.00000000
PA
USD
1521031.19000000
0.112171198671
Long
DBT
CORP
US
N
2
2029-04-12
Variable
0.05047713
N
N
N
N
N
N
WELLS FARGO and CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO and CO NEW FRN SOFR+137 04/23/2029
95000U3U5
11305000.00000000
PA
USD
11496506.70000000
0.847830699038
Long
DBT
CORP
US
N
2
2029-04-23
Variable
0.05036890
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028
38141GC85
680000.00000000
PA
USD
685150.41000000
0.050527657332
Long
DBT
CORP
US
N
2
2028-04-23
Variable
0.04956890
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SOFR+88 04/25/2028 144A
64953BBV9
3375000.00000000
PA
USD
3401563.44000000
0.250854453828
Long
DBT
CORP
US
N
2
2028-04-25
Variable
0.04547574
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP FRN SOFR+95 04/24/2028
857477CZ4
570000.00000000
PA
USD
573026.79000000
0.042258897994
Long
DBT
CORP
US
N
2
2028-04-24
Variable
0.04617574
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC FRN SOFRINDX+43 04/28/2027
931142FM0
5450000.00000000
PA
USD
5465690.06000000
0.403077208166
Long
DBT
CORP
US
N
2
2027-04-28
Variable
0.04098645
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC FRN SOFR+83 04/28/2028
718172DS5
2764000.00000000
PA
USD
2779996.01000000
0.205015838461
Long
DBT
CORP
US
N
2
2028-04-28
Variable
0.04498966
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026
49271VAY6
7025000.00000000
PA
USD
7033039.69000000
0.518664244047
Long
DBT
CORP
US
N
2
2026-11-15
Variable
0.04252193
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 05/15/2035
91282CNC1
18100000.00000000
PA
USD
18564519.49000000
1.369074097658
Long
DBT
UST
US
N
2
2035-05-15
Fixed
0.04250000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS FRN SOFR+143 05/09/2029 144A
09659W3B8
2551000.00000000
PA
USD
2577840.19000000
0.190107491547
Long
DBT
CORP
FR
N
2
2029-05-09
Variable
0.05094465
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC FRN SOFR+111.43 05/07/2028
172967PY1
9304000.00000000
PA
USD
9357399.28000000
0.690078349865
Long
DBT
CORP
US
N
2
2028-05-07
Variable
0.04812713
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC FRN SOFR+168 05/13/2031 144A
85325C2G6
1500000.00000000
PA
USD
1542106.71000000
0.113725451047
Long
DBT
CORP
GB
N
2
2031-05-13
Variable
0.05351061
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORPORATION FRN SOFR+111 05/09/2029
06051GMU0
5265000.00000000
PA
USD
5308173.00000000
0.391460827418
Long
DBT
CORP
US
N
2
2029-05-09
Variable
0.04779713
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC FRN SOFR+157 05/13/2031
404280EZ8
3200000.00000000
PA
USD
3275232.00000000
0.241537913084
Long
DBT
CORP
GB
N
2
2031-05-13
Variable
0.05233305
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+71 05/14/2027
89236TNH4
4000000.00000000
PA
USD
4019324.00000000
0.296412324674
Long
DBT
CORP
US
N
2
2027-05-14
Variable
0.04382193
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE FRN SOFR+142 05/22/2029 144A
83368RCJ9
1300000.00000000
PA
USD
1314832.29000000
0.096964687503
Long
DBT
CORP
FR
N
2
2029-05-22
Variable
0.05085245
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB FRN SOFR+74 05/23/2028 144A
86959LAT0
3500000.00000000
PA
USD
3513959.86000000
0.259143331295
Long
DBT
CORP
SE
N
2
2028-05-23
Variable
0.04405245
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC FRN SOFR+110 05/23/2029
639057AU2
1500000.00000000
PA
USD
1509645.00000000
0.111331503477
Long
DBT
CORP
GB
N
2
2029-05-23
Variable
0.04765245
N
N
N
N
N
N
SIEMENS FUNDING BV
213800CCRGH2TO338X64
SIEMENS FUNDING BV FRN SOFR+64 05/26/2028 144A
82622RAB2
1315000.00000000
PA
USD
1321310.69000000
0.097442448839
Long
DBT
CORP
NL
N
2
2028-05-26
Variable
0.04310187
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA FRN SOFR+78.1 05/29/2027
17325FBQ0
3772000.00000000
PA
USD
3796480.28000000
0.279978311122
Long
DBT
CORP
US
N
2
2027-05-29
Variable
0.04451000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK NA FRN SOFR+111.7 05/29/2030
17325FBR8
2150000.00000000
PA
USD
2183122.64000000
0.160998331254
Long
DBT
CORP
US
N
2
2030-05-29
Variable
0.04787000
N
N
N
N
N
N
BANK NEW YORK MELLON CORP
WFLLPEPC7FZXENRZV188
BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028
06406RCD7
2400000.00000000
PA
USD
2407326.24000000
0.177532631618
Long
DBT
CORP
US
N
2
2028-06-09
Variable
0.04389357
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL FDG
635400PQXLYXWJI5QD78
JACKSON NATL LIFE GLOBAL FDG FRN SOFR+89 06/09/2027 144A
46849CJR3
800000.00000000
PA
USD
801671.26000000
0.059120698356
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.04599357
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD FRN SOFR+65 06/13/2028 144A
632525CL3
5564000.00000000
PA
USD
5590987.63000000
0.412317504295
Long
DBT
CORP
AU
N
2
2028-06-13
Variable
0.04339811
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
MACQUARIE BANK LTD FRN SOFR+74 06/12/2028 144A
55608PBY9
6720000.00000000
PA
USD
6756630.72000000
0.498279964163
Long
DBT
CORP
AU
N
2
2028-06-12
Variable
0.04432900
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC FRN SOFRINDX+106 06/13/2029
539439BC2
3000000.00000000
PA
USD
3020340.00000000
0.222740441105
Long
DBT
CORP
GB
N
2
2029-06-13
Variable
0.04760020
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SOFR+55 06/11/2027 144A
64953BBY3
4222000.00000000
PA
USD
4231655.46000000
0.312071092581
Long
DBT
CORP
US
N
2
2027-06-11
Variable
0.04246299
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP FRN SOFR+82 07/01/2030
961214GD9
2360000.00000000
PA
USD
2381672.12000000
0.175640722097
Long
DBT
CORP
AU
N
2
2030-07-01
Variable
0.04500829
N
N
N
N
N
N
PACIFIC LIFE GLOBAL FUNDING II
6354003EUPCHXTWUU869
PACIFIC LIFE GF II FRN SOFR+75 07/10/2028 144A
6944PL3K3
5000000.00000000
PA
USD
5016971.80000000
0.369985667755
Long
DBT
CORP
US
N
2
2028-07-10
Variable
0.04415253
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+87 07/09/2027
02665WGE5
1900000.00000000
PA
USD
1910870.55000000
0.140920608012
Long
DBT
CORP
US
N
2
2027-07-09
Variable
0.04535312
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+107 07/14/2029 144A
63861VAL1
1800000.00000000
PA
USD
1807740.00000000
0.133315058902
Long
DBT
CORP
GB
N
2
2029-07-14
Variable
0.04735990
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT FINANCE CORP FRN SOFR+131 07/16/2030 144A
62954WAT2
4730000.00000000
PA
USD
4807494.43000000
0.354537379881
Long
DBT
CORP
JP
N
2
2030-07-16
Variable
0.04974180
N
N
N
N
N
N
BANQUE FED CRED MUTUEL PARIS
VBHFXSYT7OG62HNT8T76
BANQUE FED CRED MUTUEL PARIS FRN SOFR+99 10/16/2028 144A
06675DCQ3
3540000.00000000
PA
USD
3559507.95000000
0.262502357649
Long
DBT
CORP
FR
N
2
2028-10-16
Variable
0.04656216
N
N
N
N
N
N
MORGAN STANLEY PRIVATE BANK NA
549300GS0W0TEUQS8571
MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028
61776NVF7
5300000.00000000
PA
USD
5312508.00000000
0.391780519841
Long
DBT
CORP
US
N
2
2028-07-06
Variable
0.04437302
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO FRN SOFR+85 07/20/2029
025816EL9
6410000.00000000
PA
USD
6420256.00000000
0.473473401488
Long
DBT
CORP
US
N
2
2029-07-20
Variable
0.04476469
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FDG FRN SOFR+66 07/25/2028 144A
64953BCA4
2100000.00000000
PA
USD
2107304.54000000
0.155406988214
Long
DBT
CORP
US
N
2
2028-07-25
Variable
0.04327574
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA FRN SOFRINDX+88 08/06/2029
78017DAL2
3300000.00000000
PA
USD
3312144.00000000
0.244260055346
Long
DBT
CORP
CA
N
2
2029-08-06
Variable
0.04544167
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 08/15/2035
91282CNT4
18990000.00000000
PA
USD
19461782.81000000
1.435244405532
Long
DBT
UST
US
N
2
2035-08-15
Fixed
0.04250000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC FRN SOFR+108 11/11/2029
06738EDF9
1600000.00000000
PA
USD
1610327.41000000
0.118756510071
Long
DBT
CORP
GB
N
2
2029-11-11
Variable
0.04748084
N
N
N
N
N
N
CATERPILLAR FINL SVCS CORP
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL SVCS CORP FRN SOFR+64 08/15/2028
14913UBC3
7949000.00000000
PA
USD
7993926.16000000
0.589526556297
Long
DBT
CORP
US
N
2
2028-08-15
Variable
0.04312193
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FDG II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FDG II FRN SOFR+81 08/18/2028 144A
7425APAC9
2070000.00000000
PA
USD
2071027.53000000
0.152731674438
Long
DBT
CORP
US
N
2
2028-08-18
Variable
0.04483528
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+73 08/13/2027
02665WGH8
3600000.00000000
PA
USD
3615840.00000000
0.266656666656
Long
DBT
CORP
US
N
2
2027-08-13
Variable
0.04401061
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC FRN SOFR+57 08/13/2028
166756BM7
4760000.00000000
PA
USD
4793725.03000000
0.353521930551
Long
DBT
CORP
US
N
2
2028-08-13
Variable
0.04241061
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC FRN SOFR+82 10/15/2030
166756BN5
1050000.00000000
PA
USD
1057316.99000000
0.077973755518
Long
DBT
CORP
US
N
2
2030-10-15
Variable
0.04486210
N
N
N
N
N
ELI LILLY and CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY and CO FRN SOFR+53 10/15/2028
532457DA3
5244000.00000000
PA
USD
5275369.50000000
0.389041673926
Long
DBT
CORP
US
N
2
2028-10-15
Variable
0.04196210
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I FRN SOFR+70 08/25/2028 144A
592179KS3
1950000.00000000
PA
USD
1956559.41000000
0.144290015704
Long
DBT
CORP
US
N
2
2028-08-25
Variable
0.04367040
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLOBAL FUNDING
635400LZXFVELZDVP257
NORTHWESTERN MUTUAL GLOBAL FUNDING FRN SOFR+66 08/25/2028 144A
66815L2Y4
1150000.00000000
PA
USD
1151715.95000000
0.084935377716
Long
DBT
CORP
US
N
2
2028-08-25
Variable
0.04327040
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP FRN SOFR+83 08/28/2030 144A
65558RAP4
1500000.00000000
PA
USD
1507430.97000000
0.111168225827
Long
DBT
CORP
FI
N
2
2030-08-28
Variable
0.04580069
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN FRN SOFR+106 09/03/2030 144A
830505BL6
3500000.00000000
PA
USD
3521522.41000000
0.259701045235
Long
DBT
CORP
SE
N
2
2030-09-03
Variable
0.04784576
N
N
N
N
N
N
SAMMONS FINANCIAL GROUP GLOBAL FUNDING
635400IPRNPM6HDHRS48
SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A
79587J2D4
2000000.00000000
PA
USD
2011540.00000000
0.148344658847
Long
DBT
CORP
US
N
2
2027-09-02
Variable
0.04589545
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP INC FRN SOFR+113 09/12/2031
606822DM3
2000000.00000000
PA
USD
2020584.06000000
0.149011629424
Long
DBT
CORP
JP
N
2
2031-09-12
Variable
0.04839810
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK OF COMM FRN SOFR+80 09/08/2028
13607QFC1
210000.00000000
PA
USD
210547.89000000
0.015527235308
Long
DBT
CORP
CA
N
2
2028-09-08
Variable
0.04512264
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+75 09/11/2028 144A
86563VCC1
5200000.00000000
PA
USD
5219567.08000000
0.384926423442
Long
DBT
CORP
JP
N
2
2028-09-11
Variable
0.04462804
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORP
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP FRN SOFR+90 09/01/2028
02665WGJ4
3400000.00000000
PA
USD
3415418.15000000
0.251876194498
Long
DBT
CORP
US
N
2
2028-09-01
Variable
0.04647266
N
N
N
N
N
N
EQUITABLE AMERICA GLOBAL FUNDING
98450066CCBIACF06694
EQUITABLE AMERICA GLOBAL FUNDING FRN SOFR+71 09/15/2027 144A
29446Q2D4
1881000.00000000
PA
USD
1881751.78000000
0.138773191603
Long
DBT
CORP
US
N
2
2027-09-15
Variable
0.04399811
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO FRN SOFR+96 09/15/2028
42824CBY4
2000000.00000000
PA
USD
2009173.90000000
0.148170166519
Long
DBT
CORP
US
N
2
2028-09-15
Variable
0.04649811
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA FRN SOFR+76 09/15/2028
06418GAT4
225000.00000000
PA
USD
225330.13000000
0.016617378358
Long
DBT
CORP
CA
N
2
2028-09-15
Variable
0.04449811
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+85 09/11/2028 144A
743672AJ6
4400000.00000000
PA
USD
4408250.00000000
0.325094376628
Long
DBT
CORP
US
N
2
2028-09-11
Variable
0.04546299
N
N
N
N
N
N
STELLANTIS FINL SVC US CORP
5493000KNKFDOC1BOW59
STELLANTIS FINL SVC US CORP FRN SOFR+169 09/15/2028 144A
85855FAC7
3500000.00000000
PA
USD
3512718.23000000
0.259051765043
Long
DBT
CORP
US
N
2
2028-09-15
Variable
0.05379811
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING FRN SOFRINDX+100 09/18/2028 144A
04685A4T5
1250000.00000000
PA
USD
1246625.00000000
0.091934617425
Long
DBT
CORP
US
N
2
2028-09-18
Variable
0.04688292
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+130 09/18/2030 144A
44891AEC7
1800000.00000000
PA
USD
1823045.18000000
0.134443767108
Long
DBT
CORP
US
N
2
2030-09-18
Variable
0.04988290
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG FRN SOFR+84 12/23/2029 144A
225401BL1
4640000.00000000
PA
USD
4643985.76000000
0.342479137008
Long
DBT
CORP
CH
N
2
2029-12-23
Variable
0.04527503
N
N
N
N
N
N
COMMONWEALTH BANK AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK AUSTRALIA FRN SOFR+78 10/01/2030 144A
2027A0KZ1
2080000.00000000
PA
USD
2099183.49000000
0.154808086680
Long
DBT
CORP
AU
N
2
2030-10-01
Variable
0.04460829
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOC(UNGTD) FRN SOFR+101 09/30/2030 144A
63861VAQ0
3000000.00000000
PA
USD
3012461.76000000
0.222159446034
Long
DBT
CORP
GB
N
2
2030-09-30
Variable
0.04697557
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2029
38141GD50
5400000.00000000
PA
USD
5416274.09000000
0.399432937999
Long
DBT
CORP
US
N
2
2029-10-21
Variable
0.04586254
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+92 10/18/2029
61748UAJ1
2000000.00000000
PA
USD
2010092.76000000
0.148237929513
Long
DBT
CORP
US
N
2
2029-10-18
Variable
0.04588240
N
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB BANK LIMITED FRN SOFR+90 10/29/2030 144A
00216LAJ2
1500000.00000000
PA
USD
1513110.50000000
0.111587073048
Long
DBT
CORP
NZ
N
2
2030-10-29
Variable
0.04568557
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTL INC FRN SOFR+66 10/27/2028
718172EB1
2000000.00000000
PA
USD
2003168.30000000
0.147727272675
Long
DBT
CORP
US
N
2
2028-10-27
Variable
0.04328015
N
N
N
N
N
N
AMPHENOL CORPORATION NEW
549300D3L3G0R4U4VT04
AMPHENOL CORPORATION NEW FRN SOFR+53 11/15/2027
032095AV3
4382000.00000000
PA
USD
4389906.88000000
0.323741630036
Long
DBT
CORP
US
N
2
2027-11-15
Variable
0.04202193
N
N
N
N
N
N
SANOFI
549300E9PC51EN656011
SANOFI FRN SOFR+46 11/03/2027
801060AF1
6000000.00000000
PA
USD
6025471.74000000
0.444359321546
Long
DBT
CORP
FR
N
2
2027-11-03
Variable
0.04129462
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC FRN SOFR+80 11/06/2028 144A
63906YAR9
3750000.00000000
PA
USD
3759600.00000000
0.277258508108
Long
DBT
CORP
GB
N
2
2028-11-06
Variable
0.04464162
N
N
N
N
N
N
NOVARTIS CAP CORP
5493002KF87V5RSRQS84
NOVARTIS CAP CORP FRN SOFR+52 11/05/2028
66989HBD9
3500000.00000000
PA
USD
3524989.16000000
0.259956706990
Long
DBT
CORP
US
N
2
2028-11-05
Variable
0.04185645
N
N
N
N
N
N
SHELL FINANCE US INC
N/A
SHELL FINANCE US INC FRN SOFR+78 11/06/2030
822905AP0
2098000.00000000
PA
USD
2110585.84000000
0.155648973623
Long
DBT
CORP
US
N
2
2030-11-06
Variable
0.04444162
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 11/15/2035
91282CPJ4
10110000.00000000
PA
USD
10146332.81000000
0.748259681263
Long
DBT
UST
US
N
2
2035-11-15
Fixed
0.04000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC FRN SOFR+50 11/15/2027
717081FC2
2545000.00000000
PA
USD
2553958.40000000
0.188346285710
Long
DBT
CORP
US
N
2
2027-11-15
Variable
0.04172193
N
N
N
N
N
N
AUSTRALIA and N ZEAL BKG GRP LTD
JHE42UYNWWTJB8YTTU19
AUSTRALIA and N ZEAL BKG GRP LTD FRN SOFR+68 12/08/2030 144A
05252ADW8
4010000.00000000
PA
USD
4025275.57000000
0.296851233978
Long
DBT
CORP
AU
N
2
2030-12-08
Variable
0.04392264
N
N
N
N
N
N
MERCK and CO INC
4YV9Y5M8S0BRK1RP0397
MERCK and CO INC FRN SOFR+57 03/15/2029
58933YBV6
4915000.00000000
PA
USD
4928644.04000000
0.363471777191
Long
DBT
CORP
US
N
2
2029-03-15
Variable
0.04289297
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+43 06/09/2027
89236TPE9
3000000.00000000
PA
USD
3004890.00000000
0.221601052886
Long
DBT
CORP
US
N
2
2027-06-09
Variable
0.04100000
N
N
N
N
N
N
COREBRIDGE GLOBAL FUNDING
54930057MDZ7KOVOTV71
COREBRIDGE GBL FUNDING FRN SOFR+86 12/15/2028 144A
00138CBL1
2000000.00000000
PA
USD
1999006.64000000
0.147420363524
Long
DBT
CORP
US
N
2
2028-12-15
Variable
0.04549514
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE FRANCE FRN SOFR+109.6 04/12/2030 144A
83368RCM2
4000000.00000000
PA
USD
4007706.60000000
0.295555578480
Long
DBT
CORP
FR
N
2
2030-04-12
Variable
0.04761253
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER FRN SOFR+107 01/08/2031 144A
44891AEH6
2000000.00000000
PA
USD
2006111.38000000
0.147944315437
Long
DBT
CORP
US
N
2
2031-01-08
Variable
0.04735573
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD FRN SOFR+68 01/13/2031 144A
632525CP4
6400000.00000000
PA
USD
6426055.17000000
0.473901071778
Long
DBT
CORP
AU
N
2
2031-01-13
Variable
0.04345408
N
N
N
N
N
N
RABOBANK NEDERLAND NEW YORK BRH
DG3RU1DBUFHT4ZF9WN62
RABOBANK NEDERLAND NY BRH FRN SOFR+41 01/14/2028
21688ABS0
3732000.00000000
PA
USD
3735418.21000000
0.275475178228
Long
DBT
CORP
US
N
2
2028-01-14
Variable
0.04075990
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP FRN SOFR+45 01/12/2028
89236TPG4
1710000.00000000
PA
USD
1714035.58000000
0.126404656813
Long
DBT
CORP
US
N
2
2028-01-12
Variable
0.04115253
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC FRN SOFR+92 01/13/2030 144A
85325C2M3
2740000.00000000
PA
USD
2743233.20000000
0.202304698485
Long
DBT
CORP
GB
N
2
2030-01-13
Variable
0.04585408
N
N
N
N
N
N
THE TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN SOFR+58 01/13/2028
89115KAL4
1570000.00000000
PA
USD
1571397.30000000
0.115885538632
Long
DBT
CORP
CA
N
2
2028-01-13
Variable
0.04245408
N
N
N
N
N
N
ANZ NEW ZEALAND INTERNATIONAL LTD LONDON BRANCH
213800VD256NU2D97H12
ANZ NEW ZEALAND INTL LTD LONDON BRH FRN SOFR+75 01/22/2031 144A
00182EBX6
4000000.00000000
PA
USD
4010705.92000000
0.295776768763
Long
DBT
CORP
GB
N
2
2031-01-22
Variable
0.04416524
N
N
N
N
N
N
ANZ NEW ZEALAND INTERNATIONAL LTD LONDON BRANCH
213800VD256NU2D97H12
ANZ NEW ZEALAND INTL LTD LONDON BRH FRN SOFR+61 01/22/2029 144A
00182EBW8
1220000.00000000
PA
USD
1219341.20000000
0.089922524201
Long
DBT
CORP
GB
N
2
2029-01-22
Variable
0.04276524
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC (THE)
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC (THE) FRN SOFR+71 01/21/2029
38141GD76
4810000.00000000
PA
USD
4810914.14000000
0.354789572586
Long
DBT
CORP
US
N
2
2029-01-21
Variable
0.04376254
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY FRN SOFR+80 01/09/2030
61748UAQ5
4920000.00000000
PA
USD
4905240.00000000
0.361745803893
Long
DBT
CORP
US
N
2
2030-01-09
Variable
0.04468240
N
N
N
N
N
N
WESTPAC NEW ZEALAND LTD
549300MW73M5PK1PNG73
WESTPAC NEW ZEALAND LTD FRN SOFR+75 01/30/2031 144A
96122FAH0
4550000.00000000
PA
USD
4556935.75000000
0.336059476431
Long
DBT
CORP
NZ
N
2
2031-01-30
Variable
0.04418479
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK FRN SOFR+66 01/27/2029
89788JAK5
5200000.00000000
PA
USD
5198233.04000000
0.383353106041
Long
DBT
CORP
US
N
2
2029-01-27
Variable
0.04328015
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP FRN SOFRINDX+111 02/04/2029
68389XDV4
2000000.00000000
PA
USD
1997140.00000000
0.147282704778
Long
DBT
CORP
US
N
2
2029-02-04
Variable
0.04777021
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 02/15/2036
91282CPZ8
2000000.00000000
PA
USD
2026562.50000000
0.149452520305
Long
DBT
UST
US
N
2
2036-02-15
Fixed
0.04125000
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE FRN SOFRINDX+47 03/14/2029
254687GB6
3000000.00000000
PA
USD
3000840.00000000
0.221302378304
Long
DBT
CORP
US
N
2
2029-03-14
Variable
0.04120026
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC FRN SOFR+93 05/24/2030
06738EDH5
3000000.00000000
PA
USD
3003280.80000000
0.221482379519
Long
DBT
CORP
GB
N
2
2030-05-24
Variable
0.04594079
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES FRN SOFRINDX+50 03/09/2029
002824BY5
2000000.00000000
PA
USD
2000080.00000000
0.147499520400
Long
DBT
CORP
US
N
2
2029-03-09
Variable
0.00000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA S.A
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ ARGENTARIA SA FRN SOFR+88 03/03/2029
05946KAV3
3000000.00000000
PA
USD
3001230.00000000
0.221331139560
Long
DBT
CORP
ES
N
2
2029-03-03
Variable
0.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC FRN SOFRINDX+NA 03/03/2028
00287YEC9
3000000.00000000
PA
USD
3006120.00000000
0.221691761463
Long
DBT
CORP
US
N
2
2028-03-03
Variable
0.00000000
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+0 03/05/2029 144A
86563VCH0
3000000.00000000
PA
USD
3004485.72000000
0.221571238525
Long
DBT
CORP
JP
N
2
2029-03-05
Variable
0.04396903
N
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+0 03/05/2031 144A
86563VCK3
3000000.00000000
PA
USD
3014229.00000000
0.222289774348
Long
DBT
CORP
JP
N
2
2031-03-05
Variable
0.04576903
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer