BOUGHT CAD/SOLD USD

NPORT-P false 0000810893 XXXXXXXX S000037048 C000113894 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short-Term Floating NAV Portfolio III S000037048 LWVQWTQCFH3YG7CVH718 2020-03-31 2019-09-30 N 11598229064.040001 330361329.040000 11267867735.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 161558613.540000 USD CAD N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC USD 6349.780000 0.0000564 N/A DFE CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1637280.840000 USD 2174000.000000 CAD 2019-11-15 6349.780000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 3238664.640000 0.0287425 N/A DFE JP N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 14981000000.000000 JPY 142224728.550000 USD 2019-11-12 3238664.640000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC USD 17220.900000 0.0001528 N/A DFE GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1036015.470000 USD 855000.000000 GBP 2019-11-15 17220.900000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -168741.950000 0.0014975 N/A DFE CA N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 600168658.000000 CAD 453283499.750000 USD 2019-10-03 -168741.950000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC USD 1447.510000 0.0000128 N/A DFE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 1438052.350000 USD 1904000.000000 CAD 2019-11-15 1447.510000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC USD -12936.920000 0.0001148 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 3106325.770000 USD 334318000.000000 JPY 2019-10-02 -12936.920000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 685534.780000 0.0060840 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 20751000000.000000 JPY 192853159.850000 USD 2019-10-15 685534.780000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC -46959.030000 0.0004168 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 12842000000.000000 JPY 118979015.150000 USD 2019-10-28 -46959.030000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 6849642.450000 0.0607892 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 30329718000.000000 JPY 287485478.670000 USD 2019-10-02 6849642.450000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 23358.810000 0.0002073 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 26250000000.000000 JPY 243651147.250000 USD 2019-11-18 23358.810000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 13169.820000 0.0001169 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 334318000.000000 JPY 3113410.320000 USD 2019-11-05 13169.820000 N N N N/A 254900HROIFWPRGM1V77 TRS P 2.36/9128284B3 SOG 000000000 1.000000 NC USD 0.000000 0.0000000 N/A DCR US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 UNITED STATES GOVT U S TREASURY NOTE Y 2019-10-04 0.000000 USD 0.000000 USD 150000000.000000 USD 0.000000 N N N N/A 254900HROIFWPRGM1V77 TRS P 2.36/9128284G2 SOG 000000000 1.000000 NC USD 0.000000 0.0000000 N/A DCR US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 UNITED STATES GOVT U S TREASURY NOTE Y 2019-10-04 0.000000 USD 0.000000 USD 150000000.000000 USD 0.000000 N N N N/A 254900HROIFWPRGM1V77 TRS P FEDL01+50/9128286D7 SOG 000000000 1.000000 NC USD -48834.420000 0.0004334 N/A DCR US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 UNITED STATES GOVT U S TREASURY NOTE Y 2019-10-03 0.000000 USD 0.000000 USD 125000000.000000 USD -48834.420000 N N N N/A 254900HROIFWPRGM1V77 TRS P FEDL01+50/912828WG1 SOG 000000000 1.000000 NC USD -54717.500000 0.0004856 N/A DCR US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 UNITED STATES GOVT U S TREASURY NOTE Y 2019-10-03 0.000000 USD 0.000000 USD 125000000.000000 USD -54717.500000 N N N AT&T INC 549300Z40J86GGSTL398 AT&T INC 0020A3Z60 110900000.000000 PA USD 110422190.680000 0.9799741 Long DBT CORP US N 2 2019-12-06 Fixed 0 N N N N N N BANK OF NEW YORK MELLON/THE HPFHU0OQ28E4N0NFVK49 BANK OF NEW YORK MELLON SR UNSECURED 06/21 VAR 06405LAB7 48200000.000000 PA USD 48224178.570000 0.4279796 Long DBT CORP US N 2 2021-06-04 Floating 2.41275 N N N N N N BANK OF THE WEST AUTO TRUST 2019-1 N/A BANK OF THE WEST AUTO TRUST BWSTA 2019 1 A1 144A 065606AA3 6057888.730000 PA USD 6059772.730000 0.0537792 Long ABS-O CORP US N 2 2020-07-15 Fixed 2.48123 N N N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD/NEW YORK BRANCH C3GTMMZIHMY46P4OIX74 BNK OF TKYO-MTBSHI L 06539RKR7 36000000.000000 PA USD 36010671.120000 0.3195873 Long DBT CORP JP N 2 2019-11-01 Floating 2.60313 N N N N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC 06742TJS6 121400000.000000 PA USD 121428267.990000 1.0776508 Long DBT CORP US N 2 2019-10-25 Floating 2.6755 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 11/19 2.75 06738EAD7 92143000.000000 PA USD 92160588.260000 0.8179062 Long DBT CORP GB N 2 2019-11-08 Fixed 2.75 N N N N N N BAYER CORPORATION 54930050NR9YMICYZM28 BAYER CORP 07273MZD1 75000000.000000 PA USD 74647729.500000 0.6624832 Long DBT CORP US N 2 2019-12-13 Fixed 0 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 BAYER US FINANCE LLC COMPANY GUAR 144A 10/19 2.375 07274EAD5 1400000.000000 PA USD 1399994.550000 0.0124247 Long DBT CORP US N 2 2019-10-08 Fixed 2.375 N N N N N N BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 BG ENERGY CAPITAL PLC COMPANY GUAR 144A 12/20 4 05541VAA4 7200000.000000 PA USD 7356242.660000 0.0652851 Long DBT CORP GB N 2 2020-12-09 Fixed 4 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 08/20 3.25 05565EBA2 2900000.000000 PA USD 2926399.770000 0.0259712 Long DBT CORP US N 2 2020-08-14 Fixed 3.25 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 08/20 VAR 05565EBB0 54100000.000000 PA USD 54202622.290000 0.4810371 Long DBT CORP US N 2 2020-08-14 Floating 2.54525 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG BANK NV SR UNSECURED 144A 07/20 VAR 62944BBP8 5000000.000000 PA USD 5003203.900000 0.0444024 Long DBT CORP NL N 2 2020-07-14 Floating 2.40338 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG BANK NV SR UNSECURED REGS 07/20 VAR 931YAGII6 10400000.000000 PA USD 10406664.110000 0.0923570 Long DBT CORP NL N 2 2020-07-14 Floating 2.40338 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL MYERS SQUIBB CO SR UNSECURED 144A 11/20 VAR 110122CE6 68700000.000000 PA USD 68756440.490000 0.6101992 Long DBT CORP US N 2 2020-11-16 Floating 2.36838 N N N N N N BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD N/A BROADCOM CRP / CAYMN FI COMPANY GUAR 01/20 2.375 11134LAB5 85305000.000000 PA USD 85305696.090000 0.7570704 Long DBT CORP US N 2 2020-01-15 Fixed 2.375 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC DISC COML PAPER 11135NXA7 10500000.000000 PA USD 10492472.130000 0.0931185 Long DBT CORP US N 2 2019-10-10 Fixed 0 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC DISC COML PAPER 11135NXH2 50000000.000000 PA USD 49940358.500000 0.4432104 Long DBT CORP US N 2 2019-10-17 Fixed 0 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC DISC COML PAPER 11135NXQ2 9000000.000000 PA USD 8984814.030000 0.0797384 Long DBT CORP US N 2 2019-10-24 Fixed 0 N N N N N N CAISSE DES DEPOTS ET CONSIGNATIONS 969500Q2PFTTP0Y5QL44 CAISSE DES DEPOTS ET CON SR UNSECURED REGS 10/20 VAR ACI16Z9B6 13000000.000000 PA USD 13000564.590000 0.1153773 Long DBT NUSS FR N 2 2020-10-02 Floating 2.17513 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 CANTOR FITZGERALD LP UNSECURED 144A 10/19 7.875 138616AA5 1500000.000000 PA USD 1502991.390000 0.0133387 Long DBT CORP US N 2 2019-10-15 Fixed 7.875 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 CATERPILLAR FINL SERVICE SR UNSECURED 03/21 VAR 14913Q2Z1 24400000.000000 PA USD 24419772.780000 0.2167204 Long DBT CORP US N 2 2021-03-08 Floating 2.41238 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 CATERPILLAR FINL SERVICE SR UNSECURED 05/21 VAR 14913Q2X6 28800000.000000 PA USD 28874316.100000 0.2562536 Long DBT CORP US N 2 2021-05-17 Floating 2.51375 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 11/19 2.079 ACI09SBZ5 18800000.000000 PA USD 18798401.620000 0.1668319 Long DBT CORP JP N 2 2019-11-05 Fixed 2.079 N N N N N N CHUGOKU ELECTRIC POWER CO INC 353800MV866ELME96Q46 CHUGOKU ELECTRIC POWER SR SECURED REGS 03/20 2.701 ACI0T05S7 5000000.000000 PA USD 5003984.200000 0.0444093 Long DBT CORP JP N 2 2020-03-16 Fixed 2.701 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP COMPANY GUAR 03/20 VAR 125523AA8 100600000.000000 PA USD 100622118.920000 0.8930005 Long DBT CORP US N 2 2020-03-17 Floating 2.48938 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP COMPANY GUAR 09/20 3.2 125523AD2 4430000.000000 PA USD 4473987.550000 0.0397057 Long DBT CORP US N 2 2020-09-17 Fixed 3.2 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 02/20 2.4 172967JJ1 3360000.000000 PA USD 3363248.310000 0.0298481 Long DBT CORP US N 2 2020-02-18 Fixed 2.4 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 03/21 VAR 172967KL4 51400000.000000 PA USD 52181823.810000 0.4631029 Long DBT CORP US N 2 2021-03-30 Floating 3.48438 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 10/20 VAR 172967KC4 12900000.000000 PA USD 13049372.710000 0.1158105 Long DBT CORP US N 2 2020-10-26 Floating 3.57663 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 CK HUTCH INTL 17 II LTD COMPANY GUAR REGS 09/20 2.25 G2178XAA0 2000000.000000 PA USD 1998166.900000 0.0177333 Long DBT CORP KY N 2 2020-09-29 Fixed 2.25 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 CPPIB CAPITAL INC GOVT GUARANT 144A 10/20 VAR 12593CAG6 37000000.000000 PA USD 36992035.380000 0.3282967 Long DBT CORP CA N 2 2020-10-16 Floating 2.35225 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 CPPIB CAPITAL INC GOVT GUARANT 144A 12/19 VAR 22411VAF5 28000000.000000 PA USD 28001782.200000 0.2485100 Long DBT CORP CA N 2 2019-12-27 Floating 2.10963 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 CPPIB CAPITAL INC GOVT GUARANT REGS 10/20 VAR C28009AB1 16000000.000000 PA USD 15996555.840000 0.1419661 Long DBT CORP CA N 2 2020-10-16 Floating 2.35225 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH ANGGYXNX0JLX3X63JN86 CREDIT SUISSE NEW YORK SUBORDINATED 01/20 5.4 22546QAD9 1000000.000000 PA USD 1008917.510000 0.0089539 Long DBT CORP CH N 2 2020-01-14 Fixed 5.4 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 03/20 2.75 225433AD3 6533000.000000 PA USD 6551403.920000 0.0581424 Long DBT CORP GG N 2 2020-03-26 Fixed 2.75 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 07/20 2.8 126650CJ7 106449000.000000 PA USD 106938802.720000 0.9490598 Long DBT CORP US N 2 2020-07-20 Fixed 2.8 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 01/20 2.3 233851CN2 4185000.000000 PA USD 4185746.690000 0.0371476 Long DBT CORP US N 2 2020-01-06 Fixed 2.3 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 03/20 2.25 233851BR4 5650000.000000 PA USD 5651670.710000 0.0501574 Long DBT CORP US N 2 2020-03-02 Fixed 2.25 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/20 3.1 233851DG6 11800000.000000 PA USD 11869592.980000 0.1053402 Long DBT CORP US N 2 2020-05-04 Fixed 3.1 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/20 VAR 233851CX0 1120000.000000 PA USD 1121783.700000 0.0099556 Long DBT CORP US N 2 2020-05-05 Floating 2.81675 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 10/19 1.75 233851CM4 10950000.000000 PA USD 10946556.330000 0.0971484 Long DBT CORP US N 2 2019-10-30 Fixed 1.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 10/19 VAR 233851CL6 47250000.000000 PA USD 47279103.640000 0.4195923 Long DBT CORP US N 2 2019-10-30 Floating 2.88575 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR REGS 05/20 VAR U2339CCS5 6250000.000000 PA USD 6259953.690000 0.0555558 Long DBT CORP US N 2 2020-05-05 Floating 2.81675 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 DANONE SA SR UNSECURED 144A 10/19 1.691 23636TAB6 2000000.000000 PA USD 1999099.080000 0.0177416 Long DBT CORP FR N 2 2019-10-30 Fixed 1.691 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC SR UNSECURED 03/20 2.875 247361ZK7 5280000.000000 PA USD 5291858.830000 0.0469642 Long DBT CORP US N 2 2020-03-13 Fixed 2.875 N N N N N N DEVELOPMENT BANK OF JAPAN INC (DBJ) 5493001HGBABMWFZUI25 DEVELOPMENT BK OF JAPAN GOVT GUARANT REGS 01/20 VAR ACI0BL824 53292000.000000 PA USD 53337323.250000 0.4733577 Long DBT CORP JP N 2 2020-01-28 Floating 2.49575 N N N N N N DEXIA CREDIT LOCAL F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL GOVT LIQUID REGS 09/20 VAR ACI0YM6P8 8000000.000000 PA USD 8018400.000000 0.0711616 Long DBT NUSS FR N 2 2020-09-04 Floating 2.45275 N N N N N N DEXIA CREDIT LOCAL F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL GOVT LIQUID REGS 09/20 VAR ACI1B2XJ9 26400000.000000 PA USD 26465472.000000 0.2348756 Long DBT NUSS FR N 2 2020-09-29 Floating 2.57575 N N N N N N DNB BOLIGKREDITT AS 5967007LIEEXZX659K67 DNB BOLIGKREDITT AS COVERED REGS 05/20 2 ACI0CQQZ9 15000000.000000 PA USD 14989798.950000 0.1330314 Long DBT CORP NO N 2 2020-05-28 Fixed 2 N N N N N N ENBRIDGE (US) INC 5493003FRODSVHJWFS32 ENBRIDGE (US) INC 29251VY42 11000000.000000 PA USD 10975745.000000 0.0974075 Long DBT CORP US N 2 2019-11-04 Fixed 0 N N N N N N ERSTE ABWICKLUNGSANSTALT (EAA) 7TG4VWERK338227TR435 ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS 03/20 VAR ACI0SW244 21800000.000000 PA USD 21817457.880000 0.1936254 Long DBT CORP DE N 2 2020-03-09 Floating 2.31213 N N N N N N ERSTE ABWICKLUNGSANSTALT (EAA) 7TG4VWERK338227TR435 ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS 10/19 1.375 ACI0QKN49 42000000.000000 PA USD 41973853.740000 0.3725093 Long DBT CORP DE N 2 2019-10-30 Fixed 1.375 N N N N N N ETP LEGACY LP RY1052DWLDPLDW74Y843 ENERGY TRANSFER PARTNERS 29277FX14 21000000.000000 PA USD 20998435.500000 0.1863568 Long DBT CORP US N 2 2019-10-01 Fixed 0 N N N N N N EXPORT DEVELOPMENT CANADA (EDC) Z6MHCSLXHKYG4B6PHW02 EXPORT DEVELOPMNT CANADA GOVT GUARANT 144A 11/19 VAR 30216BHG0 54000000.000000 PA USD 54001432.620000 0.4792516 Long DBT CORP CA N 2 2019-11-19 Floating 2.08375 N N N N N N EXPORT DEVELOPMENT CANADA (EDC) Z6MHCSLXHKYG4B6PHW02 EXPORT DEVELOPMNT CANADA GOVT GUARANT REGS 11/20 VAR ACI0R60Y8 46000000.000000 PA USD 46073815.280000 0.4088956 Long DBT CORP CA N 2 2020-11-23 Floating 2.27763 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 EXPORT IMPORT BK INDIA SR UNSECURED REGS 10/19 3.875 ACI083S83 18000000.000000 PA USD 18000023.400000 0.1597465 Long DBT CORP IN N 2 2019-10-02 Fixed 3.875 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 08/20 2.125 3130AGV51 25355000.000000 PA USD 25355570.230000 0.2250255 Long DBT USGSE US N 2 2020-08-06 Fixed 2.125 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 2.681 345397YE7 1100000.000000 PA USD 1099994.030000 0.0097622 Long DBT CORP US N 2 2020-01-09 Fixed 2.681 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 8.125 345397VM2 600000.000000 PA USD 609965.290000 0.0054133 Long DBT CORP US N 2 2020-01-15 Fixed 8.125 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 01/20 VAR 345397YF4 2000000.000000 PA USD 2000306.100000 0.0177523 Long DBT CORP US N 2 2020-01-09 Floating 3.31138 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 06/20 VAR 345397YN7 3592000.000000 PA USD 3586134.080000 0.0318262 Long DBT CORP US N 2 2020-06-12 Floating 2.92163 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 11/19 2.597 345397WY5 9250000.000000 PA USD 9249792.710000 0.0820900 Long DBT CORP US N 2 2019-11-04 Fixed 2.597 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 11/20 VAR 345397YR8 1100000.000000 PA USD 1090665.410000 0.0096794 Long DBT CORP US N 2 2020-11-02 Floating 2.69563 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 01/20 3.15 37045XAR7 7402000.000000 PA USD 7413373.250000 0.0657922 Long DBT CORP US N 2 2020-01-15 Fixed 3.15 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 01/20 VAR 37045XAT3 56139000.000000 PA USD 56324712.300000 0.4998702 Long DBT CORP US N 2 2020-01-15 Floating 3.86338 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 10/19 2.35 37045XBP0 24609000.000000 PA USD 24609028.550000 0.2184000 Long DBT CORP US N 2 2019-10-04 Fixed 2.35 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 10/19 VAR 37045XBN5 7097000.000000 PA USD 7097512.760000 0.0629890 Long DBT CORP US N 2 2019-10-04 Floating 3.583 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 GEORGIA POWER CO SR UNSECURED 12/19 4.25 373334JP7 1700000.000000 PA USD 1705693.730000 0.0151377 Long DBT CORP US N 2 2019-12-01 Fixed 4.25 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 GEORGIA PACIFIC LLC COMPANY GUAR 144A 11/20 5.4 37331NAB7 4958000.000000 PA USD 5129505.200000 0.0455233 Long DBT CORP US N 2 2020-11-01 Fixed 5.4 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 GEORGIA PACIFIC LLC SR UNSECURED 144A 11/19 2.539 37331NAF8 43150000.000000 PA USD 43157892.570000 0.3830174 Long DBT CORP US N 2 2019-11-15 Fixed 2.539 N N N N N N GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2019-1A N/A GMF CANADA LEASING TRUST GCOLT 2019 1A A1 144A 36252MBG4 6481630.300000 PA 4897019.580000 0.0434600 Long ABS-O CORP CA N 2 2021-03-22 Fixed 2.154 N N N N N N GOLDMAN SACHS BANK USA/NEW YORK BRANCH KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA CERT OF DEPO 02/21 VAR 40054PEG6 50000000.000000 PA USD 50098009.500000 0.4446095 Long DBT CORP US N 2 2021-02-26 Floating 2.53 N N N N N N GOLDMAN SACHS BANK USA/NEW YORK BRANCH KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA SR UNSECURED 05/21 VAR 3814267X7 18100000.000000 PA USD 18131823.960000 0.1609162 Long DBT CORP US N 2 2021-05-24 Floating 2.96359 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 04/20 VAR 38148LAB2 29571000.000000 PA USD 29703091.290000 0.2636088 Long DBT CORP US N 2 2020-04-23 Floating 3.41938 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 04/21 VAR 38141GVW1 5870000.000000 PA USD 5951349.920000 0.0528170 Long DBT CORP US N 2 2021-04-23 Floating 3.6355 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 09/20 VAR 38141GVQ4 500000.000000 PA USD 503932.500000 0.0044723 Long DBT CORP US N 2 2020-09-15 Floating 3.3185 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 10/19 2.55 38148FAB5 2497000.000000 PA USD 2497337.770000 0.0221634 Long DBT CORP US N 2 2019-10-23 Fixed 2.55 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 10/19 VAR 38148FAA7 2882000.000000 PA USD 2883816.760000 0.0255933 Long DBT CORP US N 2 2019-10-23 Floating 3.27938 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 12/19 VAR 38145GAK6 4800000.000000 PA USD 4806590.300000 0.0426575 Long DBT CORP US N 2 2019-12-13 Floating 2.92725 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 12/20 VAR 38141GWF7 12510000.000000 PA USD 12522802.730000 0.1111373 Long DBT CORP US N 2 2020-12-27 Floating 2.82963 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 HP ENTERPRISE CO SR UNSECURED 144A 10/19 2.1 42824CAZ2 6000000.000000 PA USD 5999930.340000 0.0532481 Long DBT CORP US N 2 2019-10-04 Fixed 2.1 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 03/21 VAR 404280AX7 2500000.000000 PA USD 2563389.830000 0.0227496 Long DBT CORP GB N 2 2021-03-08 Floating 4.34213 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/21 VAR 404280AZ2 15853000.000000 PA USD 16149482.960000 0.1433233 Long DBT CORP GB N 2 2021-05-25 Floating 3.79225 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/21 VAR 404280BQ1 9650000.000000 PA USD 9661050.120000 0.0857398 Long DBT CORP GB N 2 2021-05-18 Floating 2.72375 N N N N N N HSBC USA INC (AKA: HSBC AMERICAS INC) 549300LBOHZ4QSIWU288 HSBC USA INC SR UNSECURED 03/20 2.35 40428HPR7 6850000.000000 PA USD 6860053.540000 0.0608816 Long DBT CORP US N 2 2020-03-05 Fixed 2.35 N N N N N N HSBC USA INC (AKA: HSBC AMERICAS INC) 549300LBOHZ4QSIWU288 HSBC USA INC SR UNSECURED 11/19 VAR 40428HPP1 16500000.000000 PA USD 16512622.670000 0.1465461 Long DBT CORP US N 2 2019-11-13 Floating 2.78563 N N N N N N HSH PORTFOLIOMANAGEMENT AOER 529900VG6LF49XJYY328 HSH PORTFOLIOMANAGEMENT LOCAL GOVT G REGS 09/20 VAR 932TUYII5 6000000.000000 PA USD 6014226.300000 0.0533750 Long DBT CORP DE N 2 2020-09-18 Floating 2.47513 N N N N N N HSH PORTFOLIOMANAGEMENT AOER 529900VG6LF49XJYY328 HSH PORTFOLIOMANAGEMENT LOCAL GOVT G REGS 10/19 2 ACI0YC0H4 7000000.000000 PA USD 6998812.310000 0.0621130 Long DBT CORP DE N 2 2019-10-23 Fixed 2 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 44890NXF2 18500000.000000 PA USD 18482617.770000 0.1640294 Long DBT CORP US N 2 2019-10-15 Fixed 0 N N N N N N INDUSTRIAL BANK OF KOREA (IBK) 988400RBIWE3YA18PK12 INDUSTRIAL BANK OF KOREA SR UNSECURED 144A 04/20 2 45604GAC3 400000.000000 PA USD 399725.550000 0.0035475 Long DBT NUSS KR N 2 2020-04-23 Fixed 2 N N N N N N INDUSTRIAL BANK OF KOREA (IBK) 988400RBIWE3YA18PK12 INDUSTRIAL BANK OF KOREA SR UNSECURED REGS 04/20 2 45604HAC1 4700000.000000 PA USD 4696775.190000 0.0416829 Long DBT NUSS KR N 2 2020-04-23 Fixed 2 N N N N N N ING BANK NV/AMSTERDAM BRANCH 3TK20IVIUJ8J3ZU0QE75 ING BANK NV SR UNSECURED 144A 03/20 2.45 44987CAC2 5400000.000000 PA USD 5410984.090000 0.0480214 Long DBT CORP NL N 2 2020-03-16 Fixed 2.45 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION VGRQXHF3J8VDLUA7XE92 IBM CORP SR UNSECURED 05/21 VAR 459200KD2 30300000.000000 PA USD 30426818.530000 0.2700317 Long DBT CORP US N 2 2021-05-13 Floating 2.57563 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 01/20 2.2 46849LST9 2800000.000000 PA USD 2801189.890000 0.0248600 Long DBT CORP US N 2 2020-01-30 Fixed 2.2 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/20 VAR 46849LSZ5 9000000.000000 PA USD 9010232.640000 0.0799640 Long DBT CORP US N 2 2020-04-27 Floating 2.55575 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 10/20 VAR 46849LTD3 12000000.000000 PA USD 12015777.600000 0.1066375 Long DBT CORP US N 2 2020-10-15 Floating 2.60338 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT 02/20 2.25 471048BA5 1700000.000000 PA USD 1700354.060000 0.0150903 Long DBT NUSS JP N 2 2020-02-24 Fixed 2.25 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT 02/20 VAR 471048BB3 103438000.000000 PA USD 103646850.630000 0.9198444 Long DBT NUSS JP N 2 2020-02-24 Floating 2.70225 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT 06/20 VAR 471048BF4 63590000.000000 PA USD 63763652.210000 0.5658892 Long DBT NUSS JP N 2 2020-06-01 Floating 2.61763 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT 07/20 VAR 471048BK3 53725000.000000 PA USD 53868673.010000 0.4780734 Long DBT NUSS JP N 2 2020-07-21 Floating 2.66763 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/20 2 471068AL0 33586000.000000 PA USD 33546872.650000 0.2977216 Long DBT NUSS JP N 2 2020-09-08 Fixed 2 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR UNSECURED REGS 09/20 2 ACI0XG3K6 29100000.000000 PA USD 29067811.910000 0.2579708 Long DBT NUSS JP N 2 2020-09-08 Fixed 2 N N N N N N JAPAN GOVT N/A JAPAN TREASURY DISC BILL BILLS 10/19 0.00000 ACI1D8DY3 47250000000.000000 PA 437223060.410000 3.8802644 Long DBT NUSS JP N 2 2019-10-15 Fixed 0 N N N N N N JAPAN GOVT N/A JAPAN TREASURY DISC BILL BILLS 10/19 0.00000 ACI1DKNG4 24000000000.000000 PA 222094212.340000 1.9710403 Long DBT NUSS JP N 2 2019-10-28 Fixed 0 N N N N N N JAPAN GOVT N/A JAPAN TREASURY DISC BILL BILLS 11/19 0.00000 ACI1DPNZ1 42610000000.000000 PA 394323565.400000 3.4995402 Long DBT NUSS JP N 2 2019-11-05 Fixed 0 N N N N N N JAPAN GOVT N/A JAPAN TREASURY DISC BILL BILLS 11/19 0.00000 ACI1DV8C6 36600000000.000000 PA 338714331.730000 3.0060198 Long DBT NUSS JP N 2 2019-11-11 Fixed 0 N N N N N N JAPAN GOVT N/A JAPAN TREASURY DISC BILL BILLS 11/19 0.00000 ACI1DZLC2 90950000000.000000 PA 841721947.770000 7.4701085 Long DBT NUSS JP N 2 2019-11-18 Fixed 0 N N N N N N JAPAN INTERNATIONAL COOPERATION AGENCY 254900XEIG78M2AJB031 JAPAN INT L COOP AGENCY GOVT GUARANT REGS 11/19 1.875 ACI09X6W7 29100000.000000 PA USD 29089150.360000 0.2581602 Long DBT NUSS JP N 2 2019-11-13 Fixed 1.875 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 JOHN DEERE CAPITAL CORP SR UNSECURED 01/20 VAR 24422EUF4 26700000.000000 PA USD 26713445.050000 0.2370763 Long DBT CORP US N 2 2020-01-07 Floating 2.48263 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 03/21 2.55 46625HQJ2 19100000.000000 PA USD 19212341.620000 0.1705056 Long DBT CORP US N 2 2021-03-01 Fixed 2.55 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 03/21 VAR 46625HQK9 1100000.000000 PA USD 1116968.380000 0.0099129 Long DBT CORP US N 2 2021-03-01 Floating 3.61763 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 03/21 VAR 46647PAC0 11961000.000000 PA USD 11977614.670000 0.1062989 Long DBT CORP US N 2 2021-03-09 Floating 2.65213 N N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 JP MORGAN CHASE BANK NA SR UNSECURED 02/21 VAR 48125LRK0 3000000.000000 PA USD 3005186.340000 0.0266704 Long DBT CORP US N 2 2021-02-01 Floating 2.604 N N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 JP MORGAN CHASE BANK NA SR UNSECURED 02/21 VAR 48125LRL8 9900000.000000 PA USD 9903873.470000 0.0878948 Long DBT CORP US N 2 2021-02-01 Floating 2.54313 N N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 JP MORGAN CHASE BANK NA SR UNSECURED 02/21 VAR 48125LRS3 59500000.000000 PA USD 59517806.570000 0.5282082 Long DBT CORP US N 2 2021-02-19 Floating 2.49375 N N N N N N JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 JP MORGAN CHASE BANK NA SR UNSECURED 10/20 VAR 48125LRR5 131000000.000000 PA USD 131129690.000000 1.1637489 Long DBT CORP US N 2 2020-10-19 Floating 2.4 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS 06/20 1 ACI0N16X9 42200000.000000 PA USD 42295410.820000 0.3753630 Long DBT CORP NO N 2 2020-06-16 Floating 2.4485 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED 144A 03/20 VAR 50048MBY5 21000000.000000 PA USD 21006351.660000 0.1864270 Long DBT CORP NO N 2 2020-03-17 Floating 2.20938 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED REGS 03/20 VAR ACI0HTWM0 48600000.000000 PA USD 48614699.560000 0.4314454 Long DBT CORP NO N 2 2020-03-17 Floating 2.20938 N N N N N N KOREA EXPRESSWAY CORPORATION 988400EZO9DR1OFL5772 KOREA EXPRESSWAY CORP SR UNSECURED 10/19 VAR ACI0T38F6 3000000.000000 PA USD 3000030.000000 0.0266246 Long DBT CORP KR N 2 2019-10-28 Floating 2.95575 N N N N N N KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO) 5493003STKEZ2S0RNU91 KRAFT HEINZ FOODS CO COMPANY GUAR 07/20 2.8 50077LAH9 21669000.000000 PA USD 21709399.900000 0.1926664 Long DBT CORP US N 2 2020-07-02 Fixed 2.8 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 KROGER CO SR UNSECURED 01/20 6.15 501044CH2 7235000.000000 PA USD 7315666.270000 0.0649250 Long DBT CORP US N 2 2020-01-15 Fixed 6.15 N N N N N N KUBOTA CREDIT OWNER TRUST 2019-1A N/A KUBOTA CREDIT OWNER TRUST KCOT 2019 1A A1 144A 50117CAA6 12635728.420000 PA USD 12655905.150000 0.1123185 Long ABS-O CORP US N 2 2020-06-15 Fixed 2.50965 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 LLOYDS BANK PLC COMPANY GUAR 03/20 2.4 53944VAE9 4900000.000000 PA USD 4908889.830000 0.0435654 Long DBT CORP GB N 2 2020-03-17 Fixed 2.4 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 MACQUARIE BANK LTD SR UNSECURED 144A 07/20 VAR 55608PAR5 6200000.000000 PA USD 6248317.220000 0.0554525 Long DBT CORP AU N 2 2020-07-29 Floating 3.37575 N N N N N N METROPOLIS OF TOKYO JAPAN 353800FABE4GGB1BMO18 TOKYO METROPOLITAN GOVT SR UNSECURED REGS 05/20 2.125 ACI0CMB92 18000000.000000 PA USD 17991685.080000 0.1596725 Long DBT NUSS JP N 2 2020-05-19 Fixed 2.125 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 MET LIFE GLOB FUNDING I SECURED 144A 09/20 VAR 59217GCQ0 21500000.000000 PA USD 21560232.470000 0.1913426 Long DBT CORP US N 2 2020-09-07 Floating 2.42 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/21 2.95 606822AA2 1083000.000000 PA USD 1093734.180000 0.0097067 Long DBT CORP JP N 2 2021-03-01 Fixed 2.95 N N N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION JBONEPAGQXF4QP29B387 MITSUBISHI UFJ TR + BANK SR UNSECURED 144A 10/20 2.65 60682VAD2 1800000.000000 PA USD 1811983.500000 0.0160810 Long DBT CORP JP N 2 2020-10-19 Fixed 2.65 N N N N N N MIZUHO BANK LTD (AKA: MIZUHO CORPORATE BANK LTD) RB0PEZSDGCO3JS6CEU02 MIZUHO BANK LTD COMPANY GUAR 144A 03/20 2.4 60688XAS9 7800000.000000 PA USD 7810880.060000 0.0693199 Long DBT CORP JP N 2 2020-03-26 Fixed 2.4 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 09/21 VAR 60687YAF6 57536000.000000 PA USD 58230653.420000 0.5167850 Long DBT CORP JP N 2 2021-09-13 Floating 3.26725 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 144A 04/21 VAR 60687YAC3 16900000.000000 PA USD 17173212.160000 0.1524087 Long DBT CORP JP N 2 2021-04-12 Floating 3.8195 N N N N N N MMAF EQUIPMENT FINANCE LLC 2019-B N/A MMAF EQUIPMENT FINANCE LLC MMAF 2019 B A1 144A 55316EAA0 17000000.000000 PA USD 17021933.400000 0.1510661 Long ABS-O CORP US N 2 2020-10-09 Fixed 2.4134 N N N N N N MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 549300CW356R8I7N8D33 MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 10/19 1.625 60920LAA2 130033000.000000 PA USD 129981177.950000 1.1535561 Long DBT CORP NL N 2 2019-10-28 Fixed 1.625 N N N N N N MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 549300CW356R8I7N8D33 MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 10/19 VAR 60920LAB0 4700000.000000 PA USD 4702448.140000 0.0417333 Long DBT CORP NL N 2 2019-10-28 Floating 2.86575 N N N N N N MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 549300CW356R8I7N8D33 MONDELEZ INTL HLDINGS NE COMPANY GUAR REGS 10/19 1.625 N6000LAA3 2000000.000000 PA USD 1999202.940000 0.0177425 Long DBT CORP NL N 2 2019-10-28 Fixed 1.625 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/20 5.5 61747YCM5 13036000.000000 PA USD 13177092.670000 0.1169440 Long DBT CORP US N 2 2020-01-26 Fixed 5.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/20 VAR 61747YDX0 300000.000000 PA USD 301047.490000 0.0026717 Long DBT CORP US N 2 2020-01-27 Floating 3.39575 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 02/21 VAR 61744YAM0 3000000.000000 PA USD 3002862.060000 0.0266498 Long DBT CORP US N 2 2021-02-10 Floating 2.731 N N N N N N MUFG BANK LTD (AKA: BANK OF TOKYO-MITSUBISHI UFJ LTD) C3GTMMZIHMY46P4OIX74 MUFG BANK LTD SR UNSECURED REGS 09/20 2.75 J04306AC0 3500000.000000 PA USD 3521397.710000 0.0312517 Long DBT CORP JP N 2 2020-09-14 Fixed 2.75 N N N N N N MUNICIPALITY FINANCE PLC (AKA: KUNTARAHOITUS OYJ) 529900HEKOENJHPNN480 MUNICIPALITY FINANCE PLC LOCAL GOVT G 144A 02/20 VAR 62630CAJ0 8600000.000000 PA USD 8606579.000000 0.0763816 Long DBT MUN FI N 2 2020-02-07 Floating 2.379 N N N N N N MUNICIPALITY FINANCE PLC (AKA: KUNTARAHOITUS OYJ) 529900HEKOENJHPNN480 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 02/20 VAR ACI0XWBR7 10000000.000000 PA USD 10007650.000000 0.0888158 Long DBT MUN FI N 2 2020-02-07 Floating 2.379 N N N N N N MUNICIPALITY FINANCE PLC (AKA: KUNTARAHOITUS OYJ) 529900HEKOENJHPNN480 MUNICIPALITY FINANCE PLC LOCAL GOVT G REGS 10/20 VAR ACI15SM51 25500000.000000 PA USD 25499140.140000 0.2262996 Long DBT MUN FI N 2 2020-10-26 Floating 2.27663 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 NATIONAL BANK OF CANADA COMPANY GUAR 01/20 VAR 63307A2D6 11895000.000000 PA USD 11916323.330000 0.1057549 Long DBT CORP CA N 2 2020-01-17 Floating 2.90325 N N N N N N NEDER FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN NV XTC5E2QFTEF0435JWL77 NEDER FINANCIERINGS MAAT GOVT GUARANT REGS 01/20 VAR ACI0RY6S4 2000000.000000 PA USD 2001722.480000 0.0177649 Long DBT NUSS NL N 2 2020-01-20 Floating 2.53763 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED 144A 02/20 VAR 63983TBJ3 57000000.000000 PA USD 57001878.150000 0.5058799 Long DBT NUSS NL N 2 2020-02-24 Floating 2.16225 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED 144A 11/20 VAR 63983TBQ7 34000000.000000 PA USD 33992085.480000 0.3016727 Long DBT NUSS NL N 2 2020-11-10 Floating 2.191 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED REGS 02/20 VAR ACI0YC0L5 16000000.000000 PA USD 16004640.000000 0.1420379 Long DBT NUSS NL N 2 2020-02-24 Floating 2.16225 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SECURED 144A 01/20 VAR 64952WCY7 39000000.000000 PA USD 39015830.100000 0.3462574 Long DBT CORP US N 2 2020-01-21 Floating 2.37763 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SECURED 144A 01/21 VAR 64952WDE0 11900000.000000 PA USD 11922895.720000 0.1058132 Long DBT CORP US N 2 2021-01-28 Floating 2.53575 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SR SECURED 144A 04/20 VAR 64952WCQ4 3000000.000000 PA USD 3003395.880000 0.0266545 Long DBT CORP US N 2 2020-04-09 Floating 2.58138 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/20 2.25 654740AT6 17014000.000000 PA USD 17008578.150000 0.1509476 Long DBT CORP US N 2 2020-01-13 Fixed 2.25 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/20 VAR 654740AU3 10486000.000000 PA USD 10494262.970000 0.0931344 Long DBT CORP US N 2 2020-01-13 Floating 2.88338 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/20 2.125 654740AK5 7395000.000000 PA USD 7389610.230000 0.0655813 Long DBT CORP US N 2 2020-03-03 Fixed 2.125 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/20 VAR 654740AY5 4000000.000000 PA USD 4000955.000000 0.0355076 Long DBT CORP US N 2 2020-07-13 Floating 2.69338 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 01/20 VAR U65478AZ9 2093000.000000 PA USD 2094649.280000 0.0185896 Long DBT CORP US N 2 2020-01-13 Floating 2.88338 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 03/20 2.125 U65478AP1 2508000.000000 PA USD 2506172.070000 0.0222418 Long DBT CORP US N 2 2020-03-03 Fixed 2.125 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 NOMURA HOLDINGS INC SR UNSECURED 03/20 6.7 65535HAB5 2000000.000000 PA USD 2040208.140000 0.0181064 Long DBT CORP JP N 2 2020-03-04 Fixed 6.7 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 NORDEA BANK ABP SR UNSECURED 144A 05/20 VAR 65557CAW3 2300000.000000 PA USD 2305785.350000 0.0204634 Long DBT CORP FI N 2 2020-05-29 Floating 2.58738 N N N N N N NRW BANK 52990002O5KK6XOGJ020 NRW.BANK LOCAL GOVT G REGS 02/21 VAR ACI17ZL54 35000000.000000 PA USD 34982500.000000 0.3104625 Long DBT CORP DE N 2 2021-02-08 Floating 2.227 N N N N N N NRW BANK 52990002O5KK6XOGJ020 NRW.BANK LOCAL GOVT G REGS 03/21 VAR 933BXFII1 75000000.000000 PA USD 75009900.000000 0.6656974 Long DBT CORP DE N 2 2021-03-05 Floating 2.18663 N N N N N N OESTERREICHISCHE KONTROLLBANK AG 5299000OVRLMF858L016 OEKB OEST. KONTROLLBANK GOVT GUARANT REGS 09/20 VAR ACI124192 4400000.000000 PA USD 4398752.910000 0.0390380 Long DBT CORP AT N 2 2020-09-15 Floating 2.1285 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC UNSECURED 09/20 VAR 748149AP6 28900000.000000 PA USD 28925920.120000 0.2567116 Long DBT NUSS CA N 2 2020-09-21 Floating 2.28888 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 REYNOLDS AMERICAN INC COMPANY GUAR 06/20 3.25 761713BE5 3250000.000000 PA USD 3270970.790000 0.0290292 Long DBT CORP US N 2 2020-06-12 Fixed 3.25 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA COVERED 10/20 2.1 780082AC7 7000000.000000 PA USD 7005744.270000 0.0621745 Long DBT CORP CA N 2 2020-10-14 Fixed 2.1 N N N N N N ROYAL BANK OF CANADA/ NEW YORK BRANCH ES7IP3U3RHIGC71XBU11 ROYAL BK OF CANADA 78012UQP3 77000000.000000 PA USD 77073290.140000 0.6840095 Long DBT CORP CA N 2 2020-08-14 Floating 2.16 N N N N N N ROYAL BANK OF SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 ROYAL BK SCOTLND GRP PLC SR UNSECURED 10/19 6.4 780097AW1 36900000.000000 PA USD 36981225.390000 0.3282007 Long DBT CORP GB N 2 2019-10-21 Fixed 6.4 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 10/20 2.875 80281LAC9 1200000.000000 PA USD 1204891.200000 0.0106932 Long DBT CORP GB N 2 2020-10-16 Fixed 2.875 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 SANTANDER UK PLC SR UNSECURED 11/20 VAR 80283LAQ6 3600000.000000 PA USD 3598365.600000 0.0319348 Long DBT CORP GB N 2 2020-11-03 Floating 2.58675 N N N N N N SEMPRA ENERGY GLOBAL ENTERPRISES (AKA: SEMPRA GLOBAL) N/A SEMPRA ENERGY HOLDIN 81685MXM0 55000000.000000 PA USD 54927908.750000 0.4874739 Long DBT CORP US N 2 2019-10-21 Fixed 0 N N N N N N SEMPRA ENERGY GLOBAL ENTERPRISES (AKA: SEMPRA GLOBAL) N/A SEMPRA ENERGY HOLDIN 81685MXN8 47000000.000000 PA USD 46935403.670000 0.4165420 Long DBT CORP US N 2 2019-10-22 Fixed 0 N N N N N N SHINHAN BANK CO LTD 5493003P813VL21KG928 SHINHAN BANK SR UNSECURED REGS 04/20 2.25 82460EAH3 3405000.000000 PA USD 3404438.180000 0.0302137 Long DBT CORP KR N 2 2020-04-15 Fixed 2.25 N N N N N N SINOPEC GROUP OVERSEAS DEVELOPMENT (2015) LIMITED 5299002Z28NLP3WPFH36 SINOPEC GRP OVERSEA 2015 COMPANY GUAR REGS 04/20 2.5 G8201JAB7 10000000.000000 PA USD 10007322.100000 0.0888129 Long DBT CORP VG N 2 2020-04-28 Fixed 2.5 N N N N N N SNCF RESEAU (AKA: RESEAU FERRE DE FRANCE) 969500VZN4KDEZ14C105 SNCF RESEAU SR UNSECURED REGS 10/20 2 BD9FS7II5 5000000.000000 PA USD 5000000.000000 0.0443740 Long DBT NUSS FR N 2 2020-10-13 Fixed 2 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC SR UNSECURED 144A 04/20 2.25 853254AW0 8000000.000000 PA USD 7995722.400000 0.0709604 Long DBT CORP GB N 2 2020-04-17 Fixed 2.25 N N N N N N STATE OF NORTH RHINE-WESTPHALIA 529900VWPV1LPOHGJ702 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 01/21 VAR ACI17T713 45000000.000000 PA USD 44972345.250000 0.3991203 Long DBT MUN DE N 2 2021-01-29 Floating 2.30575 N N N N N N STATE OF SAXONY-ANHALT (LAND SACHSEN-ANHALT) 529900LA98JTSA1MF831 LAND SACHSEN ANHALT SR UNSECURED REGS 10/19 1.375 ACI0Q7LC2 5000000.000000 PA USD 4998339.350000 0.0443592 Long DBT MUN DE N 2 2019-10-15 Fixed 1.375 N N N N N N SUMITOMO MITSUI BANKING CORPORATION 5U0XI89JRFVHWIBS4F54 SUMITOMO MITSUI BANKING BANK GUARANT 01/20 VAR 865622CK8 2500000.000000 PA USD 2502425.000000 0.0222085 Long DBT CORP JP N 2 2020-01-17 Floating 2.65325 N N N N N N SUMITOMO MITSUI BANKING CORPORATION 5U0XI89JRFVHWIBS4F54 SUMITOMO MITSUI BANKING COMPANY GUAR 10/19 VAR 865622CG7 66171000.000000 PA USD 66186596.500000 0.5873924 Long DBT CORP JP N 2 2019-10-18 Floating 2.60963 N N N N N N SUNOCO LOGISTICS PARTNERS OPERATIONS LP 5493006LL0CKP8WQW329 SUNOCO LOGISTICS PARTNER COMPANY GUAR 02/20 5.5 86765BAG4 1500000.000000 PA USD 1515600.620000 0.0134506 Long DBT CORP US N 2 2020-02-15 Fixed 5.5 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED 12/20 VAR 00254EMV1 9000000.000000 PA USD 9003034.620000 0.0799001 Long DBT CORP SE N 2 2020-12-14 Floating 2.1685 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED REGS 12/19 VAR ACI1719Z7 156500000.000000 PA USD 156535509.850000 1.3892203 Long DBT CORP SE N 2 2019-12-20 Floating 2.18588 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 SVENSKA HANDELSBANKEN AB COMPANY GUAR 03/21 VAR 86960BAM4 18600000.000000 PA USD 18853358.780000 0.1673197 Long DBT CORP SE N 2 2021-03-30 Floating 3.25438 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK COVERED 144A 04/20 1.95 8911453Y8 25000000.000000 PA USD 24982292.000000 0.2217127 Long DBT CORP CA N 2 2020-04-02 Fixed 1.95 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/20 2.2 89236TEJ0 14300000.000000 PA USD 14309173.740000 0.1269910 Long DBT CORP US N 2 2020-01-10 Fixed 2.2 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/20 VAR 89236TEK7 19600000.000000 PA USD 19605060.330000 0.1739909 Long DBT CORP US N 2 2020-01-10 Floating 2.43775 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/20 VAR 89236TDV4 5900000.000000 PA USD 5906359.850000 0.0524177 Long DBT CORP US N 2 2020-04-17 Floating 2.56325 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 10/20 VAR 89236TFW0 15400000.000000 PA USD 15411444.820000 0.1367734 Long DBT CORP US N 2 2020-10-09 Floating 2.46138 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 11/19 VAR 89236TFC4 550000.000000 PA USD 550147.740000 0.0048824 Long DBT CORP US N 2 2019-11-14 Floating 2.31525 N N N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) BV 724500OPA8GZSQUNSR96 TOYOTA MOTOR FINANCE BV SR UNSECURED REGS 12/19 VAR BF1Q6TII0 15000000.000000 PA USD 15006975.000000 0.1331838 Long DBT CORP NL N 2 2019-12-12 Floating 2.38163 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 UBS AG LONDON SR UNSECURED 144A 06/20 VAR 902674XE5 179600000.000000 PA USD 180113898.460000 1.5984737 Long DBT CORP CH N 2 2020-06-08 Floating 2.68213 N N N N N N UBS GROUP FUNDING (SWITZERLAND) AG 506700Q800G1L95S7805 UBS GROUP FUNDING SWITZE COMPANY GUAR 144A 09/20 VAR 90351DAC1 4700000.000000 PA USD 4762599.820000 0.0422671 Long DBT CORP CH N 2 2020-09-24 Floating 3.57463 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 AFRICAN DEVELOPMENT BANK SR UNSECURED 06/20 VAR 00828EBS7 3500000.000000 PA USD 3503257.800000 0.0310907 Long DBT CORP N/A N 2 2020-06-15 Floating 2.3085 N N N N N N AGENCE FRANCAISE DE DEVELOPPEMENT 9695008K5N8MKIT4XJ91 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 03/20 VAR ACI1520S2 121000000.000000 PA USD 121027779.180000 1.0740966 Long DBT NUSS FR N 2 2020-03-23 Floating 2.23888 N N N N N N AGENCE FRANCAISE DE DEVELOPPEMENT 9695008K5N8MKIT4XJ91 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 06/20 VAR 934JVVII0 76000000.000000 PA USD 76037042.400000 0.6748131 Long DBT NUSS FR N 2 2020-06-19 Floating 2.28413 N N N N N N AGENCE FRANCAISE DE DEVELOPPEMENT 9695008K5N8MKIT4XJ91 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 06/21 VAR 932KOFII2 42000000.000000 PA USD 42106214.220000 0.3736840 Long DBT NUSS FR N 2 2021-06-07 Floating 2.22213 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 10/19 0.00000 912796WA3 5882000.000000 PA USD 5875862.480000 0.0521471 Long DBT UST US N 2 2019-10-22 Fixed 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 11/19 0.00000 912796RM3 27908000.000000 PA USD 27858808.250000 0.2472412 Long DBT UST US N 2 2019-11-07 Fixed 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 11/19 0.00000 912796ST7 5000.000000 PA USD 4987.330000 0.0000443 Long DBT UST US N 2 2019-11-21 Fixed 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 12/19 0.00000 912796SY6 8000000.000000 PA USD 7965982.240000 0.0706964 Long DBT UST US N 2 2019-12-26 Fixed 0 N N N N N N AIR LEASE CORPORATION 5493004NW4M4P8TMMK63 AIR LEASE CORP SR UNSECURED 01/20 2.125 00912XAU8 14640000.000000 PA USD 14633595.440000 0.1298701 Long DBT CORP US N 2 2020-01-15 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 02/21 2.5 9128286D7 125000000.000000 PA USD 126296386.250000 1.1208544 Long DBT UST US N 2 2021-02-28 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 03/21 2.375 9128284B3 150000000.000000 PA USD 151356445.500000 1.3432572 Long DBT UST US N 2 2021-03-15 Fixed 2.375 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 04/21 2.25 912828WG1 125000000.000000 PA USD 126022948.750000 1.1184277 Long DBT UST US N 2 2021-04-30 Fixed 2.25 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 04/21 2.375 9128284G2 150000000.000000 PA USD 151453125.000000 1.3441152 Long DBT UST US N 2 2021-04-15 Fixed 2.375 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 VMWARE INC SR UNSECURED 08/20 2.3 928563AA3 15769000.000000 PA USD 15779828.890000 0.1400427 Long DBT CORP US N 2 2020-08-21 Fixed 2.3 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/20 2.4 928668AM4 10841000.000000 PA USD 10848019.870000 0.0962739 Long DBT CORP US N 2 2020-05-22 Fixed 2.4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/19 2.45 928668AH5 37091000.000000 PA USD 37092995.870000 0.3291927 Long DBT CORP US N 2 2019-11-20 Fixed 2.45 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/20 VAR 928668AV4 500000.000000 PA USD 501773.450000 0.0044531 Long DBT CORP US N 2 2020-11-13 Floating 2.94563 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 05/20 2.4 U9273AAM7 300000.000000 PA USD 300194.260000 0.0026642 Long DBT CORP US N 2 2020-05-22 Fixed 2.4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 11/19 2.45 U9273AAG0 1495000.000000 PA USD 1495080.450000 0.0132685 Long DBT CORP US N 2 2019-11-20 Fixed 2.45 N N N N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 ALLERGAN FUNDING SCS COMPANY GUAR 03/20 3 00507UAP6 48927000.000000 PA USD 49072311.720000 0.4355066 Long DBT CORP LU N 2 2020-03-12 Fixed 3 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 01/20 VAR 94974BGG9 4511000.000000 PA USD 4520818.820000 0.0401213 Long DBT CORP US N 2 2020-01-30 Floating 2.94575 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 03/21 VAR 949746RT0 10306000.000000 PA USD 10456249.220000 0.0927971 Long DBT CORP US N 2 2021-03-04 Floating 3.47275 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 07/20 2.6 94974BGM6 4500000.000000 PA USD 4521961.800000 0.0401315 Long DBT CORP US N 2 2020-07-22 Fixed 2.6 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 07/20 VAR 94974BGN4 8434000.000000 PA USD 8482479.640000 0.0752803 Long DBT CORP US N 2 2020-07-22 Floating 3.15763 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO BANK NA SR UNSECURED 03/20 VAR 94988J5S2 26994000.000000 PA USD 27022951.070000 0.2398231 Long DBT CORP US N 2 2020-03-25 Floating 2.33 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO BANK NA SR UNSECURED 05/21 VAR 94988J5V5 221800000.000000 PA USD 221951336.360000 1.9697723 Long DBT CORP US N 2 2021-05-21 Floating 2.5315 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO BANK NA SR UNSECURED 07/21 VAR 94988J5Q6 45000000.000000 PA USD 45116915.400000 0.4004033 Long DBT CORP US N 2 2021-07-23 Floating 2.75938 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 31558000.000000 PA USD 31558000.000000 0.2800707 Long RA US N 2 Repurchase N 1.5000000 2019-10-01 31955000.000000 USD 32193416.250000 USD UST N N N N/A N/A TORONTO DOMINION BANK REPO DUMMY ASSET 000000000 600000000.000000 PA 453309156.840000 4.0230252 Long RA CA N 2 Repurchase N 1.7100000 2019-10-03 611222000.000000 CAD 610925543.130000 CAD N N N N/A N/A HSBC REPO 000000000 300000000.000000 PA USD 300000000.000000 2.6624381 Long RA US N 2 Repurchase N 2.3000000 2019-10-02 308973917.980000 USD 308456520.040000 USD UST N N N N/A N/A REPO TORONTO DOMINION GRAND CAYMAN 000000000 28000000.000000 PA USD 28000000.000000 0.2484942 Long RA KY N 2 Repurchase N 2.3000000 2019-10-01 27373687.500000 USD 28622925.970000 USD UST N N N N/A N/A BARCLAYS CAPITAL REPO REPO 000000000 27700000.000000 PA USD 27700000.000000 0.2458318 Long RA US N 2 Repurchase N 2.3500000 2019-10-01 28079000.000000 USD 28274785.320000 USD UST N N N N/A N/A HSBC REPO 000000000 250000000.000000 PA USD 250000000.000000 2.2186984 Long RA US N 2 Repurchase N 2.2700000 2019-10-03 246396200.000000 USD 256037656.250000 USD UST N N N N/A N/A HSBC REPO 000000000 250000000.000000 PA USD 250000000.000000 2.2186984 Long RA US N 2 Repurchase N 2.2200000 2019-10-04 246396200.000000 USD 256037656.250000 USD UST N N N N/A N/A HSBC REPO 000000000 100000000.000000 PA USD 100000000.000000 0.8874794 Long RA US N 2 Repurchase N 2.4500000 2019-10-01 94551600.000000 USD 102800208.300000 USD UST N N N N/A N/A MILLENIUM REPO 000000000 350000000.000000 PA USD 350000000.000000 3.1061777 Long RA US N 2 Repurchase N 2.7800000 2019-10-01 352200700.000000 USD 354642715.250000 USD UST N N N N/A N/A NATEXIS BANQUE REPO 000000000 200000000.000000 PA USD 200000000.000000 1.7749587 Long RA US N 2 Repurchase N 2.4000000 2019-10-01 172084400.000000 USD 202656269.190000 USD UST N N N N/A N/A RBC CAPITAL MARKETS REPO REPO 000000000 175500000.000000 PA USD 175500000.000000 1.5575263 Long RA US N 2 Repurchase N 2.2500000 2019-10-01 175439000.000000 USD 178611741.840000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 650000000.000000 PA USD 650000000.000000 5.7686158 Long RA US N 2 Repurchase N 2.2100000 2019-10-04 559496000.000000 USD 663385225.870000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 3700000.000000 PA USD 3700000.000000 0.0328367 Long RA US N 2 Repurchase N 2.6800000 2019-10-01 3233000.000000 USD 3798396.120000 USD UST N N N N/A N/A REPO CREDIT AGRICOLE REPO 000000000 47800000.000000 PA USD 47800000.000000 0.4242151 Long RA US N 2 Repurchase N 2.5000000 2019-10-01 47307000.000000 USD 48803822.810000 USD UST N N N N/A N/A REPO TORONTO DOMINION GRAND CAYMAN 000000000 8100000.000000 PA USD 8100000.000000 0.0718858 Long RA KY N 2 Repurchase N 2.3000000 2019-10-01 8220000.000000 USD 8276994.110000 USD UST N N N N/A N/A STANDARD CHARTERED BANK REPO 000000000 250000000.000000 PA USD 250000000.000000 2.2186984 Long RA US N 2 Repurchase N 2.2000000 2019-10-01 212278000.000000 USD 254401915.630000 USD UST N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 01/20 2.625 02209SAT0 2591000.000000 PA USD 2592118.900000 0.0230045 Long DBT CORP US N 2 2020-01-14 Fixed 2.625 N N N N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 69793.670000 0.0006194 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2649000000.000000 JPY 24601239.810000 USD 2019-10-15 69793.670000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 4674283.970000 0.0414833 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 21619000000.000000 JPY 205244320.390000 USD 2019-11-12 4674283.970000 N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 AMERICAN ELEC PWR INC 0255E3XV5 50000000.000000 PA USD 49908851.500000 0.4429308 Long DBT CORP US N 2 2019-10-29 Fixed 0 N N N N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 1031.170000 0.0000092 N/A DFE N/A N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 32000.000000 EUR 36032.880000 USD 2019-11-15 1031.170000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC -46593.420000 0.0004135 N/A DFE JP N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 9185000000.000000 JPY 85084505.540000 USD 2019-10-28 -46593.420000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 9537613.500000 0.0846444 N/A DFE JP N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 42610000000.000000 JPY 404674123.840000 USD 2019-11-05 9537613.500000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 5072778.450000 0.0450199 N/A DFE JP N 2 BNP Paribas S.A. R0MUWSFPU8MPRO8K5P85 23850000000.000000 JPY 225939139.480000 USD 2019-10-15 5072778.450000 N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 01/21 3.15 02665WCS8 10000000.000000 PA USD 10159899.000000 0.0901670 Long DBT CORP US N 2 2021-01-08 Fixed 3.15 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 01/21 VAR 02665WCR0 39500000.000000 PA USD 39638566.400000 0.3517841 Long DBT CORP US N 2 2021-01-08 Floating 2.77263 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 06/21 VAR 02665WDA6 15000000.000000 PA USD 15030949.050000 0.1333966 Long DBT CORP US N 2 2021-06-11 Floating 2.48838 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 10/20 VAR 02665WCV1 7200000.000000 PA USD 7210176.260000 0.0639888 Long DBT CORP US N 2 2020-10-19 Floating 2.5825 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 06/20 2.8 03027XAF7 2300000.000000 PA USD 2309012.690000 0.0204920 Long DBT CORP US N 2 2020-06-01 Fixed 2.8 N N N N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC USD -4553862.540000 0.0404146 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 225233945.820000 USD 23850000000.000000 JPY 2019-10-02 -4553862.540000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC -1285.210000 0.0000114 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1973000000.000000 JPY 18285449.490000 USD 2019-10-28 -1285.210000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 13070619.020000 0.1159990 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 64700000000.000000 JPY 613555110.900000 USD 2019-11-18 13070619.020000 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 ANHEUSER BUSCH INBEV WORLDWIDE 03523LXP5 50000000.000000 PA USD 49927837.500000 0.4430993 Long DBT CORP US N 2 2019-10-23 Fixed 0 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 ANTHEM INC SR UNSECURED 08/20 4.35 94973VAS6 4606000.000000 PA USD 4697494.830000 0.0416893 Long DBT CORP US N 2 2020-08-15 Fixed 4.35 N N N N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC USD -1066889.890000 0.0094684 N/A DFE JP N 2 JP Morgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 57929253.990000 USD 6145400000.000000 JPY 2019-10-02 -1066889.890000 N N N 2019-11-13 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer