ASIAN DEVELOPMENT BANK SR UNSECURED 03/21 VAR

NPORT-P false 0000810893 XXXXXXXX S000025613 C000076734 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short-Term Floating NAV Portfolio II S000025613 FMANY58RP93IBI7PO179 2021-03-31 2020-12-31 N 13032322324.320000 1032466916.210000 11999855408.110001 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 0.000000 USD N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 03/21 VAR 045167DY6 6000000.000000 PA USD 6000658.320000 0.0500061 Long DBT CORP N/A N 2 2021-03-16 Floating 0.26925 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 06/21 VAR 045167DP5 24481000.000000 PA USD 24501434.780000 0.2041811 Long DBT CORP N/A N 2 2021-06-16 Floating 0.40925 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 12/21 VAR 045167CU5 55780000.000000 PA USD 55781355.450000 0.4648502 Long DBT CORP N/A N 2 2021-12-15 Floating 0.2265 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 01/22 5.7 06051GEM7 1800000.000000 PA USD 1902931.520000 0.0158580 Long DBT CORP US N 2 2022-01-24 Fixed 5.7 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 05/22 VAR 06051GHH5 2000000.000000 PA USD 2023773.260000 0.0168650 Long DBT CORP US N 2 2022-05-17 Floating 3.499 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 06/22 VAR 06051GHJ1 200000.000000 PA USD 200516.390000 0.0016710 Long DBT CORP US N 2 2022-06-25 Floating 0.901 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/22 VAR 06051GFY0 3000000.000000 PA USD 3024781.620000 0.0252068 Long DBT CORP US N 2 2022-10-21 Floating 1.38863 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL SR UNSECURED 04/21 VAR 06367T4X5 500000.000000 PA USD 500618.470000 0.0041719 Long DBT CORP CA N 2 2021-04-13 Floating 0.68413 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 BANQUE FED CRED MUTUEL SR UNSECURED REGS 04/21 2.5 06675GAH8 4000000.000000 PA USD 4025184.160000 0.0335436 Long DBT CORP FR N 2 2021-04-13 Fixed 2.5 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC SR UNSECURED 05/22 1.7 06739GCR8 300000.000000 PA USD 305363.230000 0.0025447 Long DBT CORP GB N 2 2022-05-12 Fixed 1.7 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 01/21 3.25 06738EAL9 23500000.000000 PA USD 23512796.690000 0.1959423 Long DBT CORP GB N 2 2021-01-12 Fixed 3.25 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC SR UNSECURED 08/21 3.2 06738EAQ8 7700000.000000 PA USD 7828135.320000 0.0652352 Long DBT CORP GB N 2 2021-08-10 Fixed 3.2 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 06/21 3.5 07274NAA1 5000000.000000 PA USD 5060983.950000 0.0421754 Long DBT CORP US N 2 2021-06-25 Fixed 3.5 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 06/21 VAR 07274NAC7 16100000.000000 PA USD 16133413.940000 0.1344467 Long DBT CORP US N 2 2021-06-25 Floating 0.881 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 07/21 2.75 07274NAU7 1950000.000000 PA USD 1974502.120000 0.0164544 Long DBT CORP US N 2 2021-07-15 Fixed 2.75 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR REGS 06/21 VAR U07265AB4 2500000.000000 PA USD 2505188.500000 0.0208768 Long DBT CORP US N 2 2021-06-25 Floating 0.881 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 BAYER US FINANCE LLC COMPANY GUAR 144A 10/21 3 07274EAF0 18204000.000000 PA USD 18516812.440000 0.1543086 Long DBT CORP US N 2 2021-10-08 Fixed 3 N N N N N N BBVA USA C90VT034M03BN29IRA40 BBVA USA SR UNSECURED 06/21 VAR 20453KAD7 6000000.000000 PA USD 6013865.760000 0.0501162 Long DBT CORP US N 2 2021-06-11 Floating 0.95063 N N N N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 BECTON DICKINSON AND CO SR UNSECURED 11/21 3.125 075887BA6 350000.000000 PA USD 357804.210000 0.0029817 Long DBT CORP US N 2 2021-11-08 Fixed 3.125 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 08/21 3.4 05565EBC8 2000000.000000 PA USD 2037748.120000 0.0169814 Long DBT CORP US N 2 2021-08-13 Fixed 3.4 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 08/21 VAR 05565EBD6 15000000.000000 PA USD 15036476.700000 0.1253055 Long DBT CORP US N 2 2021-08-13 Floating 0.71363 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG BANK NV SR UNSECURED 144A 04/21 1.625 62944BBH6 15000000.000000 PA USD 15062415.000000 0.1255216 Long DBT CORP NL N 2 2021-04-19 Fixed 1.625 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG BANK NV SR UNSECURED 144A 11/21 3.125 05591F2B5 3000000.000000 PA USD 3076702.800000 0.0256395 Long DBT CORP NL N 2 2021-11-08 Fixed 3.125 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG BANK NV SR UNSECURED REGS 01/21 2.625 932WDFII8 10000000.000000 PA USD 10006755.200000 0.0833906 Long DBT CORP NL N 2 2021-01-15 Fixed 2.625 N N N N N N BNZ INTERNATIONAL FUNDING LTD/LONDON BRANCH 549300HVMZ89HDMELW08 BNZ INTL FUNDING/LONDON COMPANY GUAR REGS 09/21 2.1 05579JAC2 1300000.000000 PA USD 1318209.590000 0.0109852 Long DBT CORP NZ N 2 2021-09-14 Fixed 2.1 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSECURED 05/22 3.375 101137AQ0 100000.000000 PA USD 104187.920000 0.0008682 Long DBT CORP US N 2 2022-05-15 Fixed 3.375 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP CAPITAL MARKETS PLC COMPANY GUAR 09/21 VAR 05565QDE5 200000.000000 PA USD 201033.680000 0.0016753 Long DBT CORP GB N 2 2021-09-16 Floating 1.08925 N N N N N N BRISTOL MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL MYERS SQUIBB CO SR UNSECURED 05/22 2.6 110122CL0 2000000.000000 PA USD 2064081.120000 0.0172009 Long DBT CORP US N 2 2022-05-16 Fixed 2.6 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 BROADCOM INC COMPANY GUAR 04/21 3.125 11135FAW1 16920000.000000 PA USD 17017358.860000 0.1418130 Long DBT CORP US N 2 2021-04-15 Fixed 3.125 N N N N N N CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE (CADES) 969500P04DQJS4BPM574 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 01/21 2.375 ACI107QC3 600000.000000 PA USD 600880.120000 0.0050074 Long DBT NUSS FR N 2 2021-01-29 Fixed 2.375 N N N N N N CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 CAMPBELL SOUP CO SR UNSECURED 03/21 3.3 134429BD0 1750000.000000 PA USD 1760308.040000 0.0146694 Long DBT CORP US N 2 2021-03-15 Fixed 3.3 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK COVERED 144A 06/21 3.15 136069K34 10550000.000000 PA USD 10697956.260000 0.0891507 Long DBT CORP CA N 2 2021-06-27 Fixed 3.15 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 CATERPILLAR FINL SERVICE SR UNSECURED 03/21 VAR 14913Q2Z1 9600000.000000 PA USD 9604533.120000 0.0800387 Long DBT CORP US N 2 2021-03-08 Floating 0.52588 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 CATERPILLAR FINL SERVICE SR UNSECURED 05/21 VAR 14913Q2X6 21800000.000000 PA USD 21829840.710000 0.1819175 Long DBT CORP US N 2 2021-05-17 Floating 0.612 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 CATERPILLAR FINL SERVICE SR UNSECURED 11/21 VAR 14913Q3D9 11900000.000000 PA USD 11917989.350000 0.0993178 Long DBT CORP US N 2 2021-11-12 Floating 0.41363 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 02/21 2.241 ACI0KH2X1 3000000.000000 PA USD 3006749.520000 0.0250565 Long DBT CORP JP N 2 2021-02-16 Fixed 2.241 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 09/21 2.091 ACI0PN1Y2 4000000.000000 PA USD 4044253.160000 0.0337025 Long DBT CORP JP N 2 2021-09-14 Fixed 2.091 N N N N N N CHEVRON CORPORATION N/A CHEVRON CORP SR UNSECURED 05/21 VAR 166764BF6 9000000.000000 PA USD 9029991.780000 0.0752508 Long DBT CORP US N 2 2021-05-16 Floating 1.171 N N N N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 CIGNA CORP COMPANY GUAR 09/21 VAR 125523AB6 16900000.000000 PA USD 16902716.000000 0.1408577 Long DBT CORP US N 2 2021-09-17 Floating 0.87875 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CITIBANK NA SR UNSECURED 05/22 VAR 17325FAX6 3600000.000000 PA USD 3606926.830000 0.0300581 Long DBT CORP US N 2 2022-05-20 Floating 0.82375 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CITIBANK NA SR UNSECURED 05/22 VAR 17325FAY4 10500000.000000 PA USD 10600390.610000 0.0883377 Long DBT CORP US N 2 2022-05-20 Floating 2.844 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 03/21 2.7 172967KK6 16600000.000000 PA USD 16696276.350000 0.1391373 Long DBT CORP US N 2 2021-03-30 Fixed 2.7 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 04/22 VAR 172967LH2 33300000.000000 PA USD 33602956.070000 0.2800280 Long DBT CORP US N 2 2022-04-25 Floating 1.17475 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 08/21 VAR 172967KW0 2500000.000000 PA USD 2516361.300000 0.0209699 Long DBT CORP US N 2 2021-08-02 Floating 1.40438 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 12/21 VAR 172967LB5 18400000.000000 PA USD 18539969.540000 0.1545016 Long DBT CORP US N 2 2021-12-08 Floating 1.29588 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 COOPERAT RABOBANK UA/NY SR UNSECURED 01/21 2.5 21688AAF9 1400000.000000 PA USD 1401181.030000 0.0116766 Long DBT CORP NL N 2 2021-01-19 Fixed 2.5 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 COOPERAT RABOBANK UA/NY SR UNSECURED 04/21 3.125 21688AAN2 2800000.000000 PA USD 2824884.580000 0.0235410 Long DBT CORP NL N 2 2021-04-26 Fixed 3.125 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 02/22 VAR 22550UAA9 28200000.000000 PA USD 28254142.310000 0.2354540 Long DBT CORP CH N 2 2022-02-04 Floating 0.53671 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 10/21 3 22546QAR8 5500000.000000 PA USD 5621174.130000 0.0468437 Long DBT CORP CH N 2 2021-10-29 Fixed 3 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NY 22549LU86 2000000.000000 PA USD 2000249.980000 0.0166690 Long DBT CORP CH N 2 2021-01-15 Floating 0.43 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 04/21 3.45 225433AM3 12200000.000000 PA USD 12312154.360000 0.1026025 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 04/21 VAR 225433AP6 85800000.000000 PA USD 86350467.060000 0.7195959 Long DBT CORP GG N 2 2021-04-16 Floating 2.50775 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/21 VAR 126650DD9 21400000.000000 PA USD 21425348.090000 0.1785467 Long DBT CORP US N 2 2021-03-09 Floating 0.95038 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 06/21 2.125 126650CT5 300000.000000 PA USD 301786.770000 0.0025149 Long DBT CORP US N 2 2021-06-01 Fixed 2.125 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/21 3 233851DB7 4897000.000000 PA USD 4913315.580000 0.0409448 Long DBT CORP US N 2 2021-02-22 Fixed 3 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/21 VAR 233851DA9 34700000.000000 PA USD 34711942.010000 0.2892697 Long DBT CORP US N 2 2021-02-12 Floating 0.64363 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/21 VAR 233851DC5 9100000.000000 PA USD 9104373.920000 0.0758707 Long DBT CORP US N 2 2021-02-22 Floating 0.66263 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 3.4 233851DR2 10400000.000000 PA USD 10744571.030000 0.0895392 Long DBT CORP US N 2 2022-02-22 Fixed 3.4 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 VAR 233851DQ4 500000.000000 PA USD 503724.020000 0.0041978 Long DBT CORP US N 2 2022-02-22 Floating 1.09263 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 VAR 233851DV3 2000000.000000 PA USD 2015383.300000 0.0167951 Long DBT CORP US N 2 2022-02-15 Floating 1.121 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 03/21 2.875 233851BE3 4925000.000000 PA USD 4947434.410000 0.0412291 Long DBT CORP US N 2 2021-03-10 Fixed 2.875 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/21 3.35 233851DJ0 1200000.000000 PA USD 1211548.750000 0.0100964 Long DBT CORP US N 2 2021-05-04 Fixed 3.35 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/21 VAR 233851DK7 39105000.000000 PA USD 39162092.130000 0.3263547 Long DBT CORP US N 2 2021-05-04 Floating 0.77013 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 07/21 2 233851CH5 5826000.000000 PA USD 5873336.830000 0.0489451 Long DBT CORP US N 2 2021-07-06 Fixed 2 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/22 2.55 233851DU5 400000.000000 PA USD 413852.340000 0.0034488 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 10/21 2.2 233851CK8 1650000.000000 PA USD 1673289.900000 0.0139443 Long DBT CORP US N 2 2021-10-30 Fixed 2.2 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 11/21 3.75 233851DN1 1400000.000000 PA USD 1439215.180000 0.0119936 Long DBT CORP US N 2 2021-11-05 Fixed 3.75 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR REGS 02/21 VAR U2339CCW6 1000000.000000 PA USD 1000344.150000 0.0083363 Long DBT CORP US N 2 2021-02-12 Floating 0.64363 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR REGS 05/21 VAR U2339CDF2 900000.000000 PA USD 901313.970000 0.0075110 Long DBT CORP US N 2 2021-05-04 Floating 0.77013 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR REGS 09/21 3.875 U2339CAM0 672000.000000 PA USD 688358.490000 0.0057364 Long DBT CORP US N 2 2021-09-15 Fixed 3.875 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR REGS 10/21 2.2 U2339CCJ5 500000.000000 PA USD 507057.550000 0.0042255 Long DBT CORP US N 2 2021-10-30 Fixed 2.2 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR REGS 11/21 VAR U2339CDL9 2200000.000000 PA USD 2209812.000000 0.0184153 Long DBT CORP US N 2 2021-11-05 Floating 0.89475 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 DANONE SA SR UNSECURED 144A 11/21 2.077 23636TAC4 4000000.000000 PA USD 4049938.160000 0.0337499 Long DBT CORP FR N 2 2021-11-02 Fixed 2.077 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 03/21 2.8 23636AAE1 5400000.000000 PA USD 5423476.660000 0.0451962 Long DBT CORP DK N 2 2021-03-10 Fixed 2.8 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 09/21 2 23636AAH4 12500000.000000 PA USD 12642533.630000 0.1053557 Long DBT CORP DK N 2 2021-09-08 Fixed 2 N N N N N N DEXIA CREDIT LOCAL SA F4G136OIPBYND1F41110 DEXIA CREDIT LOCAL GOVT LIQUID REGS 01/21 2.5 ACI102NR4 55200000.000000 PA USD 55269845.110000 0.4605876 Long DBT NUSS FR N 2 2021-01-25 Fixed 2.5 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 144A 05/21 VAR 26441CBA2 30690000.000000 PA USD 30736820.360000 0.2561433 Long DBT CORP US N 2 2021-05-14 Floating 0.721 N N N N N N EASTERN ENERGY GAS HOLDINGS LLC 549300BFOD6TDMVV4O24 EASTERN ENERGY GAS SR UNSECURED 06/21 VAR 257375AM7 12400000.000000 PA USD 12428916.680000 0.1035756 Long DBT CORP US N 2 2021-06-15 Floating 0.8165 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 ERAC USA FINANCE LLC COMPANY GUAR 144A 08/21 4.5 26884TAD4 3000000.000000 PA USD 3076676.070000 0.0256393 Long DBT CORP US N 2 2021-08-16 Fixed 4.5 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 06/22 VAR 29878TDE1 9800000.000000 PA USD 9819066.590000 0.0818265 Long DBT CORP N/A N 2 2022-06-10 Floating 0.37671 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/22 VAR ACI1CL5V0 5000000.000000 PA USD 5007719.900000 0.0417315 Long DBT CORP N/A N 2 2022-06-10 Floating 0.37671 N N N N N N FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP) N/A FEDERAL FARM CREDIT BANK BONDS 01/21 VAR 3133EKQM1 75000000.000000 PA USD 75000492.000000 0.6250116 Long DBT USGSE US N 2 2021-01-12 Floating 0.15888 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 01/22 VAR 3135G03V3 90000000.000000 PA USD 90278919.000000 0.7523334 Long DBT USGSE US N 2 2022-01-24 Floating 0.41 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 03/22 VAR 3135G02A0 24000000.000000 PA USD 24043065.120000 0.2003613 Long DBT USGSE US N 2 2022-03-11 Floating 0.27 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 03/22 VAR 3135G0Z55 21000000.000000 PA USD 21037507.260000 0.1753147 Long DBT USGSE US N 2 2022-03-09 Floating 0.27 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 05/22 VAR 3135G04J9 35000000.000000 PA USD 35094601.850000 0.2924585 Long DBT USGSE US N 2 2022-05-06 Floating 0.33 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 09/21 VAR 3135G0Z30 10000000.000000 PA USD 10006146.900000 0.0833856 Long DBT USGSE US N 2 2021-09-07 Floating 0.2 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 09/21 VAR 3135G0Z89 15000000.000000 PA USD 15013480.800000 0.1251138 Long DBT USGSE US N 2 2021-09-10 Floating 0.24 N N N N N N FMS WERTMANAGEMENT AOER (FMS-WM) HZFDOR6TCRSIQLKQTX32 FMS WERTMANAGEMENT GOVT GUARANT REGS 04/22 0.625 ACI1LH6C0 13000000.000000 PA USD 13073791.250000 0.1089496 Long DBT CORP DE N 2 2022-04-08 Fixed 0.625 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 07/21 3.2 37045XBM7 2200000.000000 PA USD 2223849.060000 0.0185323 Long DBT CORP US N 2 2021-07-06 Fixed 3.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 11/21 4.2 37045XCP9 1200000.000000 PA USD 1237014.470000 0.0103086 Long DBT CORP US N 2 2021-11-06 Fixed 4.2 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GNRL MTRS FINCL CO INC 37046TNB6 21000000.000000 PA USD 20996888.010000 0.1749762 Long DBT CORP US N 2 2021-01-11 None 0 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 549300U0LV41VX7LEP38 GLAXOSMITHKLINE CAPITAL COMPANY GUAR 05/21 VAR 377373AF2 7100000.000000 PA USD 7108620.470000 0.0592392 Long DBT CORP GB N 2 2021-05-14 Floating 0.571 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 25000000.000000 PA USD 25014639.500000 0.2084578 Long DBT CORP US N 2 2021-02-26 Floating 0.516852 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 01/22 5.75 38141GGS7 4100000.000000 PA USD 4334356.120000 0.0361201 Long DBT CORP US N 2 2022-01-24 Fixed 5.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 02/21 VAR 38143U8G9 25700000.000000 PA USD 25762523.990000 0.2146903 Long DBT CORP US N 2 2021-02-25 Floating 1.9765 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 04/21 VAR 38141GVW1 9200000.000000 PA USD 9226403.450000 0.0768876 Long DBT CORP US N 2 2021-04-23 Floating 1.57475 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 10/22 VAR 38148YAB4 18000000.000000 PA USD 18074807.280000 0.1506252 Long DBT CORP US N 2 2022-10-31 Floating 0.99438 N N N N N N HARLEY-DAVIDSON FINANCIAL SERVICES INC RLUFFFFW4GRYU77BTS24 HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 03/21 VAR 41283LAT2 3500000.000000 PA USD 3500731.150000 0.0291731 Long DBT CORP US N 2 2021-03-02 Floating 1.16763 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 HSBC BANK PLC SR UNSECURED REGS 01/21 4.75 000000000 1200000.000000 PA USD 1202065.180000 0.0100173 Long DBT CORP GB N 2 2021-01-19 Fixed 4.75 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/21 VAR 404280AZ2 738000.000000 PA USD 742629.920000 0.0061887 Long DBT CORP GB N 2 2021-05-25 Floating 1.8665 N N N N N N HSH PORTFOLIOMANAGEMENT AOER 529900VG6LF49XJYY328 HSH PORTFOLIOMANAGEMENT LOCAL GOVT G REGS 11/21 VAR BF3R8YII3 12000000.000000 PA USD 12030579.840000 0.1002560 Long DBT CORP DE N 2 2021-11-19 Floating 0.561 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 07/21 VAR 44891AAV9 700000.000000 PA USD 701003.750000 0.0058418 Long DBT CORP US N 2 2021-07-08 Floating 1.16975 N N N N N N IBM CREDIT LLC 549300ZNLJL43AQTG067 IBM CREDIT LLC SR UNSECURED 02/21 VAR 44932HAF0 2000000.000000 PA USD 2000365.960000 0.0166699 Long DBT CORP US N 2 2021-02-05 Floating 0.38475 N N N N N N ING BANK NV/AMSTERDAM BRANCH 3TK20IVIUJ8J3ZU0QE75 ING BANK NV SR UNSECURED REGS 08/21 VAR N45780CW6 800000.000000 PA USD 804046.620000 0.0067005 Long DBT CORP NL N 2 2021-08-15 Floating 1.101 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM) VGRQXHF3J8VDLUA7XE92 IBM CORP SR UNSECURED 05/21 VAR 459200KD2 16800000.000000 PA USD 16824981.430000 0.1402099 Long DBT CORP US N 2 2021-05-13 Floating 0.62063 N N N N N N INTERNATIONAL FINANCE CORPORATION (IFC) QKL54NQY28TCDAI75F60 INTL FINANCE CORP SR UNSECURED 12/21 VAR 45950VKB1 53000000.000000 PA USD 53091924.260000 0.4424380 Long DBT CORP N/A N 2 2021-12-15 Floating 0.3965 N N N N N N INTERPUBLIC GROUP OF COMPANIES INC 5493008IUOJ5VWTRC333 INTERPUBLIC GROUP COS SR UNSECURED 10/21 3.75 460690BN9 1700000.000000 PA USD 1742859.190000 0.0145240 Long DBT CORP US N 2 2021-10-01 Fixed 3.75 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 10/21 2.1 46849LSR3 300000.000000 PA USD 304382.260000 0.0025365 Long DBT CORP US N 2 2021-10-25 Fixed 2.1 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT 07/21 1.5 471048AW8 4300000.000000 PA USD 4329539.450000 0.0360799 Long DBT NUSS JP N 2 2021-07-21 Fixed 1.5 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 04/22 2 471068AE6 5000000.000000 PA USD 5108400.000000 0.0425705 Long DBT NUSS JP N 2 2022-04-21 Fixed 2 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 JOHN DEERE CAPITAL CORP SR UNSECURED 06/22 VAR 24422EUZ0 8600000.000000 PA USD 8656989.190000 0.0721424 Long DBT CORP US N 2 2022-06-13 Floating 0.7095 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 KINDER MORGAN ENER PART COMPANY GUAR 10/21 5 28370TAE9 3250000.000000 PA USD 3320788.770000 0.0276736 Long DBT CORP US N 2 2021-10-01 Fixed 5 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED 144A 02/22 VAR 50048MCT5 32600000.000000 PA USD 32631066.500000 0.2719288 Long DBT CORP NO N 2 2022-02-24 Floating 0.28488 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED 144A 06/21 2.875 50048MCM0 21000000.000000 PA USD 21248382.330000 0.1770720 Long DBT CORP NO N 2 2021-06-14 Fixed 2.875 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED REGS 01/22 2.25 ACI0S0J46 7200000.000000 PA USD 7357292.780000 0.0613115 Long DBT CORP NO N 2 2022-01-25 Fixed 2.25 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED REGS 02/22 VAR ACI1HZ5J1 1500000.000000 PA USD 1501429.440000 0.0125121 Long DBT CORP NO N 2 2022-02-24 Floating 0.28488 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED REGS 04/21 VAR ACI19LRV0 10000000.000000 PA USD 10001279.400000 0.0833450 Long DBT CORP NO N 2 2021-04-15 Floating 0.27688 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED REGS 09/21 VAR ACI0S1RX1 1500000.000000 PA USD 1501345.500000 0.0125114 Long DBT CORP NO N 2 2021-09-08 Floating 0.35588 N N N N N N KOMMUNEKREDIT 529900D8QLTZ6PRLJL76 KOMMUNEKREDIT SR UNSECURED REGS 04/22 2.5 ACI19LG83 7000000.000000 PA USD 7202577.200000 0.0600222 Long DBT CORP DK N 2 2022-04-14 Fixed 2.5 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 KOMMUNINVEST I SVERIGE LOCAL GOVT G 144A 07/22 0.125 50046PBP9 54200000.000000 PA USD 54156640.000000 0.4513108 Long DBT CORP SE N 2 2022-07-20 Fixed 0.125 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 03/21 2.875 ACI12SW61 25000000.000000 PA USD 25105658.250000 0.2092163 Long DBT CORP SE N 2 2021-03-01 Fixed 2.875 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU (KFW) 549300GDPG70E3MBBU98 KFW GOVT GUARANT 01/22 2.625 500769EX8 8300000.000000 PA USD 8517302.220000 0.0709784 Long DBT CORP DE N 2 2022-01-25 Fixed 2.625 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU (KFW) 549300GDPG70E3MBBU98 KFW GOVT GUARANT 12/21 3.125 500769HW7 73080000.000000 PA USD 75113638.820000 0.6259545 Long DBT CORP DE N 2 2021-12-15 Fixed 3.125 N N N N N N LANDESKREDITBANK BADEN-W FOERDERBANK (L-BANK) 0SK1ILSPWNVBNQWU0W18 L BANK BW FOERDERBANK LOCAL GOVT G REGS 04/21 2.375 ACI1B8TW2 76000000.000000 PA USD 76477736.000000 0.6373221 Long DBT CORP DE N 2 2021-04-16 Fixed 2.375 N N N N N N LANDESKREDITBANK BADEN-W FOERDERBANK (L-BANK) 0SK1ILSPWNVBNQWU0W18 L BANK BW FOERDERBANK LOCAL GOVT G REGS 07/21 1.375 ACI0NNZK7 7500000.000000 PA USD 7548157.500000 0.0629021 Long DBT CORP DE N 2 2021-07-21 Fixed 1.375 N N N N N N LANDESKREDITBANK BADEN-W FOERDERBANK (L-BANK) 0SK1ILSPWNVBNQWU0W18 L BANK BW FOERDERBANK LOCAL GOVT G REGS 09/21 VAR ACI0XWCW5 27500000.000000 PA USD 27522220.000000 0.2293546 Long DBT CORP DE N 2 2021-09-27 Floating 0.371 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS 02/21 VAR ACI0Q5SS4 4000000.000000 PA USD 4002100.080000 0.0333512 Long DBT NUSS DE N 2 2021-02-19 Floating 0.581 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 LLOYDS BANK PLC COMPANY GUAR 05/21 VAR 53944VAQ2 5000000.000000 PA USD 5007656.900000 0.0417310 Long DBT CORP GB N 2 2021-05-07 Floating 0.703 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 06/21 VAR 53944YAG8 34700000.000000 PA USD 34816329.670000 0.2901396 Long DBT CORP GB N 2 2021-06-21 Floating 1.03863 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 MACQUARIE BANK LTD SR UNSECURED 144A 08/21 VAR 55608PBB9 1000000.000000 PA USD 1002387.530000 0.0083533 Long DBT CORP AU N 2 2021-08-06 Floating 0.68225 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL SR UNSECURED 03/21 VAR 571900BA6 2300000.000000 PA USD 2300931.960000 0.0191747 Long DBT CORP US N 2 2021-03-08 Floating 0.87588 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 MCDONALD S CORP SR UNSECURED 10/21 VAR 58013MFG4 1100000.000000 PA USD 1103101.380000 0.0091926 Long DBT CORP US N 2 2021-10-28 Floating 0.65225 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 MET LIFE GLOB FUNDING I SECURED 144A 05/21 VAR 59217GCY3 29100000.000000 PA USD 29149733.360000 0.2429174 Long DBT CORP US N 2 2021-05-28 Floating 0.6 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSECURED 08/21 1.55 594918BP8 4575000.000000 PA USD 4606937.660000 0.0383916 Long DBT CORP US N 2 2021-08-08 Fixed 1.55 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 02/22 2.998 606822AL8 2000000.000000 PA USD 2060274.180000 0.0171692 Long DBT CORP JP N 2 2022-02-22 Fixed 2.998 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 02/22 VAR 606822AK0 14100000.000000 PA USD 14219427.710000 0.1184967 Long DBT CORP JP N 2 2022-02-22 Floating 1.12488 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/21 2.95 606822AA2 756000.000000 PA USD 759179.560000 0.0063266 Long DBT CORP JP N 2 2021-03-01 Fixed 2.95 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/22 3.218 606822BG8 4000000.000000 PA USD 4136635.400000 0.0344724 Long DBT CORP JP N 2 2022-03-07 Fixed 3.218 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/21 3.535 606822AW4 700000.000000 PA USD 712852.560000 0.0059405 Long DBT CORP JP N 2 2021-07-26 Fixed 3.535 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/21 VAR 606822AX2 19300000.000000 PA USD 19360531.560000 0.1613397 Long DBT CORP JP N 2 2021-07-26 Floating 0.86475 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/22 2.623 606822BL7 4100000.000000 PA USD 4240890.800000 0.0353412 Long DBT CORP JP N 2 2022-07-18 Fixed 2.623 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/22 2.665 606822AP9 1500000.000000 PA USD 1552870.640000 0.0129407 Long DBT CORP JP N 2 2022-07-25 Fixed 2.665 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/22 VAR 606822AQ7 30000000.000000 PA USD 30253502.100000 0.2521156 Long DBT CORP JP N 2 2022-07-25 Floating 1.00475 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 09/21 2.19 606822AG9 994000.000000 PA USD 1007039.740000 0.0083921 Long DBT CORP JP N 2 2021-09-13 Fixed 2.19 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 09/21 VAR 606822AF1 17823000.000000 PA USD 17943494.530000 0.1495309 Long DBT CORP JP N 2 2021-09-13 Floating 1.2795 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 02/22 VAR 60687YAJ8 5025000.000000 PA USD 5069762.100000 0.0422485 Long DBT CORP JP N 2 2022-02-28 Floating 1.16438 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 09/21 2.273 60687YAE9 700000.000000 PA USD 709404.300000 0.0059118 Long DBT CORP JP N 2 2021-09-13 Fixed 2.273 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 09/21 VAR 60687YAF6 21477000.000000 PA USD 21637058.420000 0.1803110 Long DBT CORP JP N 2 2021-09-13 Floating 1.3595 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 09/22 VAR 60687YAN9 35000000.000000 PA USD 35399357.350000 0.2949982 Long DBT CORP JP N 2 2022-09-11 Floating 1.10063 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 144A 04/21 2.632 60687YAB5 10200000.000000 PA USD 10264670.550000 0.0855400 Long DBT CORP JP N 2 2021-04-12 Fixed 2.632 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 144A 04/21 VAR 60687YAC3 37700000.000000 PA USD 37844136.900000 0.3153716 Long DBT CORP JP N 2 2021-04-12 Floating 1.70413 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 MOLSON COORS BEVERAGE COMPANY GUAR 07/21 2.1 60871RAF7 1800000.000000 PA USD 1815269.260000 0.0151274 Long DBT CORP US N 2 2021-07-15 Fixed 2.1 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/22 VAR 61746BEE2 72300000.000000 PA USD 72337180.280000 0.6028171 Long DBT CORP US N 2 2022-01-20 Floating 1.39838 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 05/22 2.75 61744YAH1 200000.000000 PA USD 206586.720000 0.0017216 Long DBT CORP US N 2 2022-05-19 Fixed 2.75 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/21 5.5 61747WAL3 12000000.000000 PA USD 12354241.080000 0.1029532 Long DBT CORP US N 2 2021-07-28 Fixed 5.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/22 VAR 61744YAJ7 25000000.000000 PA USD 25108629.500000 0.2092411 Long DBT CORP US N 2 2022-07-22 Floating 1.14575 N N N N N N MUNICIPALITY FINANCE PLC (AKA: KUNTARAHOITUS OYJ) 529900HEKOENJHPNN480 KUNTARAHOITUS OYJ LOCAL GOVT G REGS 02/21 VAR ACI0ZZ447 36502000.000000 PA USD 36506119.620000 0.3042213 Long DBT MUN FI N 2 2021-02-17 Floating 0.272 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED 144A 12/21 VAR 63983TBT1 45000000.000000 PA USD 45025587.000000 0.3752177 Long DBT NUSS NL N 2 2021-12-15 Floating 0.2865 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED REGS 08/21 1.5 ACI1F2TZ4 53000000.000000 PA USD 53441702.000000 0.4453529 Long DBT NUSS NL N 2 2021-08-27 Fixed 1.5 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED REGS 11/21 2.125 ACI0YSRN7 2200000.000000 PA USD 2236361.360000 0.0186366 Long DBT NUSS NL N 2 2021-11-15 Fixed 2.125 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SECURED 144A 01/21 VAR 64952WDE0 11500000.000000 PA USD 11502094.840000 0.0958519 Long DBT CORP US N 2 2021-01-28 Floating 0.50225 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SECURED 144A 08/21 VAR 64952WCZ4 7300000.000000 PA USD 7311787.310000 0.0609323 Long DBT CORP US N 2 2021-08-06 Floating 0.55225 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SR SECURED 144A 07/22 VAR 64952WDJ9 3000000.000000 PA USD 3019037.730000 0.0251590 Long DBT CORP US N 2 2022-07-12 Floating 0.66413 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 02/22 VAR 65339KBC3 29300000.000000 PA USD 29515950.380000 0.2459692 Long DBT CORP US N 2 2022-02-25 Floating 0.9265 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 09/21 2.403 65339KAS9 4000000.000000 PA USD 4055530.040000 0.0337965 Long DBT CORP US N 2 2021-09-01 Fixed 2.403 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 09/22 1.95 65339KBN9 600000.000000 PA USD 616747.370000 0.0051396 Long DBT CORP US N 2 2022-09-01 Fixed 1.95 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 05/21 VAR 00287YBY4 38200000.000000 PA USD 38238301.990000 0.3186564 Long DBT CORP US N 2 2021-05-21 Floating 0.56263 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/21 2.15 00287YBH1 23000000.000000 PA USD 23373488.260000 0.1947814 Long DBT CORP US N 2 2021-11-19 Fixed 2.15 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 NORDEA BANK ABP SR UNSECURED 144A 05/21 2.25 65557CAS2 5300000.000000 PA USD 5341302.110000 0.0445114 Long DBT CORP FI N 2 2021-05-27 Fixed 2.25 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 NORDEA BANK ABP SR UNSECURED 144A 05/21 VAR 65557CAT0 5300000.000000 PA USD 5320099.560000 0.0443347 Long DBT CORP FI N 2 2021-05-27 Floating 1.223 N N N N N N NORDIC INVESTMENT BANK 213800HYL1S7VAXG6Z48 NORDIC INVESTMENT BANK SR UNSECURED REGS 05/21 VAR BF4J6PII1 1000000.000000 PA USD 999953.170000 0.0083330 Long DBT CORP N/A N 2 2021-05-12 Floating 0.18363 N N N N N N NRW BANK 52990002O5KK6XOGJ020 NRW.BANK LOCAL GOVT G 02/22 VAR ACI10CCY9 29000000.000000 PA USD 29030301.230000 0.2419221 Long DBT CORP DE N 2 2022-02-01 Floating 0.33438 N N N N N N NRW BANK 52990002O5KK6XOGJ020 NRW.BANK LOCAL GOVT G REGS 02/21 VAR ACI17ZL54 14000000.000000 PA USD 14002240.000000 0.1166867 Long DBT CORP DE N 2 2021-02-08 Floating 0.253 N N N N N N NRW BANK 52990002O5KK6XOGJ020 NRW.BANK LOCAL GOVT G REGS 03/21 VAR 933BXFII1 14000000.000000 PA USD 14002030.000000 0.1166850 Long DBT CORP DE N 2 2021-03-05 Floating 0.28538 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 NTT FINANCE CORP SR UNSECURED REGS 07/21 1.9 ACI0NPCG6 10500000.000000 PA USD 10578540.000000 0.0881556 Long DBT CORP JP N 2 2021-07-21 Fixed 1.9 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO BANK NV SR UNSECURED 144A 08/21 VAR 00084DAS9 22100000.000000 PA USD 22185723.910000 0.1848833 Long DBT CORP NL N 2 2021-08-27 Floating 0.803 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO BANK NV SR UNSECURED REGS 01/21 2.65 ACI0ZX319 1630000.000000 PA USD 1631550.590000 0.0135964 Long DBT CORP NL N 2 2021-01-19 Fixed 2.65 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 04/21 3.3 709599AV6 8150000.000000 PA USD 8187717.300000 0.0682318 Long DBT CORP US N 2 2021-04-01 Fixed 3.3 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/21 3.65 709599BD5 2700000.000000 PA USD 2742200.160000 0.0228519 Long DBT CORP US N 2 2021-07-29 Fixed 3.65 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC BANK NA SR UNSECURED 07/22 VAR 69353RFP8 500000.000000 PA USD 505391.270000 0.0042116 Long DBT CORP US N 2 2022-07-22 Floating 2.232 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 PROTECTIVE LIFE GLOBAL SR SECURED 144A 06/21 VAR 74368CAL8 1650000.000000 PA USD 1654023.610000 0.0137837 Long DBT CORP US N 2 2021-06-28 Floating 0.771 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 PROVINCE OF ALBERTA SR UNSECURED 07/22 2.2 013051DZ7 25000000.000000 PA USD 25766294.000000 0.2147217 Long DBT NUSS CA N 2 2022-07-26 Fixed 2.2 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 SAN DIEGO G + E 1ST MORTGAGE 08/21 3 797440BN3 1300000.000000 PA USD 1321567.470000 0.0110132 Long DBT CORP US N 2 2021-08-15 Fixed 3 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 AFRICAN DEVELOPMENT BANK SR UNSECURED 12/21 VAR 00828EEB1 58000000.000000 PA USD 57993592.160000 0.4832858 Long DBT CORP N/A N 2 2021-12-15 Floating 0.2265 N N N N N N AGENCE FRANCAISE DE DEVELOPPEMENT 9695008K5N8MKIT4XJ91 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 03/21 2.75 933RQHII0 5000000.000000 PA USD 5029600.000000 0.0419138 Long DBT NUSS FR N 2 2021-03-22 Fixed 2.75 N N N N N N AGENCE FRANCAISE DE DEVELOPPEMENT 9695008K5N8MKIT4XJ91 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 06/21 VAR 932KOFII2 4000000.000000 PA USD 4002135.680000 0.0333515 Long DBT NUSS FR N 2 2021-06-07 Floating 0.34538 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSECURED 12/21 4.45 80282KAU0 11840000.000000 PA USD 12227658.410000 0.1018984 Long DBT CORP US N 2 2021-12-03 Fixed 4.45 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 01/21 3.125 80281LAD7 8200000.000000 PA USD 8201807.610000 0.0683492 Long DBT CORP GB N 2 2021-01-08 Fixed 3.125 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 SANTANDER UK GROUP HLDGS SR UNSECURED 08/21 2.875 80281LAE5 27100000.000000 PA USD 27489944.340000 0.2290856 Long DBT CORP GB N 2 2021-08-05 Fixed 2.875 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 SANTANDER UK PLC SR UNSECURED 01/21 2.5 80283LAR4 2600000.000000 PA USD 2600000.000000 0.0216669 Long DBT CORP GB N 2 2021-01-05 Fixed 2.5 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 SANTANDER UK PLC SR UNSECURED 06/21 3.4 80283LAT0 50400000.000000 PA USD 51038992.370000 0.4253301 Long DBT CORP GB N 2 2021-06-01 Fixed 3.4 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 SANTANDER UK PLC SR UNSECURED 06/21 VAR 80283LAU7 500000.000000 PA USD 501163.040000 0.0041764 Long DBT CORP GB N 2 2021-06-01 Floating 0.84538 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 SANTANDER UK PLC SR UNSECURED 11/21 3.75 80283LAV5 3000000.000000 PA USD 3088005.870000 0.0257337 Long DBT CORP GB N 2 2021-11-15 Fixed 3.75 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 SANTANDER UK PLC SR UNSECURED 11/21 VAR 80283LAW3 13065000.000000 PA USD 13129566.970000 0.1094144 Long DBT CORP GB N 2 2021-11-15 Floating 0.881 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 AIG GLOBAL FUNDING SR SECURED 144A 06/21 3.35 00138CAG3 2000000.000000 PA USD 2029460.120000 0.0169124 Long DBT CORP US N 2 2021-06-25 Fixed 3.35 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 SEMPRA ENERGY SR UNSECURED 03/21 VAR 816851BB4 18600000.000000 PA USD 18612310.970000 0.1551045 Long DBT CORP US N 2 2021-03-15 Floating 0.6665 N N N N N N SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY 549300XK5HGW68R8K327 SHIRE ACQ INV IRELAND DA COMPANY GUAR 09/21 2.4 82481LAB5 1333000.000000 PA USD 1350554.410000 0.0112548 Long DBT CORP IE N 2 2021-09-23 Fixed 2.4 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 SIEMENS FINANCIERINGSMAT COMPANY GUAR REGS 09/21 1.7 N82008AJ7 7044000.000000 PA USD 7113237.170000 0.0592777 Long DBT CORP NL N 2 2021-09-15 Fixed 1.7 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSECURED 09/21 1.875 830505AT0 1750000.000000 PA USD 1770372.750000 0.0147533 Long DBT CORP SE N 2 2021-09-13 Fixed 1.875 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSECURED 144A 05/21 3.25 83051GAJ7 7300000.000000 PA USD 7382139.600000 0.0615186 Long DBT CORP SE N 2 2021-05-17 Fixed 3.25 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSECURED 144A 05/21 VAR 83051GAH1 4700000.000000 PA USD 4707507.310000 0.0392297 Long DBT CORP SE N 2 2021-05-17 Floating 0.652 N N N N N N STATE OF NORTH RHINE-WESTPHALIA 529900VWPV1LPOHGJ702 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 08/21 VAR ACI1F2P96 5000000.000000 PA USD 5003062.100000 0.0416927 Long DBT MUN DE N 2 2021-08-27 Floating 0.343 N N N N N N STATE OF NORTH RHINE-WESTPHALIA 529900VWPV1LPOHGJ702 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 10/21 VAR ACI1M5C79 48200000.000000 PA USD 48255490.730000 0.4021339 Long DBT MUN DE N 2 2021-10-28 Floating 0.40225 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 01/22 VAR 86562MAL4 2800000.000000 PA USD 2821365.880000 0.0235117 Long DBT CORP JP N 2 2022-01-11 Floating 1.19413 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 03/21 2.934 86562MAB6 3200000.000000 PA USD 3215398.940000 0.0267953 Long DBT CORP JP N 2 2021-03-09 Fixed 2.934 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 03/21 VAR 86562MAD2 40006000.000000 PA USD 40119437.010000 0.3343327 Long DBT CORP JP N 2 2021-03-09 Floating 1.91038 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/21 2.058 86562MAE0 2000000.000000 PA USD 2018356.440000 0.0168198 Long DBT CORP JP N 2 2021-07-14 Fixed 2.058 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/21 VAR 86562MAG5 4400000.000000 PA USD 4424512.580000 0.0368714 Long DBT CORP JP N 2 2021-07-14 Floating 1.33888 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/22 2.784 86562MAQ3 13000000.000000 PA USD 13481494.650000 0.1123471 Long DBT CORP JP N 2 2022-07-12 Fixed 2.784 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/22 VAR 86562MAP5 20000000.000000 PA USD 20159997.600000 0.1680020 Long DBT CORP JP N 2 2022-07-12 Floating 1.00413 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/21 2.442 86562MAH3 200000.000000 PA USD 203321.870000 0.0016944 Long DBT CORP JP N 2 2021-10-19 Fixed 2.442 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/21 VAR 86562MAJ9 1500000.000000 PA USD 1512494.630000 0.0126043 Long DBT CORP JP N 2 2021-10-19 Floating 1.35775 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED 03/21 1.75 00254EMJ8 11775000.000000 PA USD 11808833.460000 0.0984081 Long DBT CORP SE N 2 2021-03-10 Fixed 1.75 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED 04/21 2.375 00254EMU3 4600000.000000 PA USD 4626734.190000 0.0385566 Long DBT CORP SE N 2 2021-04-09 Fixed 2.375 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED REGS 01/22 1.625 ACI1HZQR0 27010000.000000 PA USD 27415960.300000 0.2284691 Long DBT CORP SE N 2 2022-01-14 Fixed 1.625 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED REGS 12/21 VAR ACI10Z500 16000000.000000 PA USD 16016142.560000 0.1334695 Long DBT CORP SE N 2 2021-12-13 Floating 0.3395 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 SVENSKA HANDELSBANKEN AB SR UNSECURED 05/21 VAR 86960BAU6 5000000.000000 PA USD 5009089.050000 0.0417429 Long DBT CORP SE N 2 2021-05-24 Floating 0.67488 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 SYNCHRONY BANK SR UNSECURED 05/21 3.65 87166FAC7 30800000.000000 PA USD 31106337.420000 0.2592226 Long DBT CORP US N 2 2021-05-24 Fixed 3.65 N N N N N N TAKEDA PHARMACEUTICAL COMPANY LIMITED 549300ZLMVP4X0OGR454 TAKEDA PHARMACEUTICAL SR UNSECURED 11/21 4 874060AQ9 26000000.000000 PA USD 26754971.100000 0.2229608 Long DBT CORP JP N 2 2021-11-26 Fixed 4 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 TELEFONICA EMISIONES SAU COMPANY GUAR 02/21 5.462 87938WAP8 1100000.000000 PA USD 1106173.840000 0.0092182 Long DBT CORP ES N 2 2021-02-16 Fixed 5.462 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 02/22 3.49 02209SBA0 300000.000000 PA USD 310358.390000 0.0025864 Long DBT CORP US N 2 2022-02-14 Fixed 3.49 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK SR UNSECURED 03/21 VAR 89114QCC0 15500000.000000 PA USD 15508985.820000 0.1292431 Long DBT CORP CA N 2 2021-03-17 Floating 0.49875 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/21 VAR 89236TFR1 5000000.000000 PA USD 5000272.100000 0.0416694 Long DBT CORP US N 2 2021-01-08 Floating 0.76975 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/22 VAR 89236TFD2 4400000.000000 PA USD 4414832.270000 0.0367907 Long DBT CORP US N 2 2022-05-17 Floating 0.622 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/22 VAR 89236THS7 23600000.000000 PA USD 23612061.490000 0.1967696 Long DBT CORP US N 2 2022-06-13 Floating 0.4 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 12/21 VAR 89236THR9 41200000.000000 PA USD 41225590.140000 0.3435507 Long DBT CORP US N 2 2021-12-13 Floating 0.33 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 TYSON FOODS INC SR UNSECURED 08/21 2.25 902494BF9 5000000.000000 PA USD 5048405.300000 0.0420706 Long DBT CORP US N 2 2021-08-23 Fixed 2.25 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 04/21 3 90351DAD9 22900000.000000 PA USD 23077468.360000 0.1923146 Long DBT CORP CH N 2 2021-04-15 Fixed 3 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 04/21 VAR 90351DAE7 24400000.000000 PA USD 24514139.780000 0.2042870 Long DBT CORP CH N 2 2021-04-14 Floating 2.00413 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 03/21 0.00000 912796C80 19800000.000000 PA USD 19797539.850000 0.1649815 Long DBT UST US N 2 2021-03-16 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 03/21 0.00000 912796C98 35000000.000000 PA USD 34995070.950000 0.2916291 Long DBT UST US N 2 2021-03-23 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/21 0.00000 9127963V9 148100000.000000 PA USD 148097551.910000 1.2341611 Long DBT UST US N 2 2021-01-21 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/21 0.00000 912796A74 90000000.000000 PA USD 89998875.000000 0.7499997 Long DBT UST US N 2 2021-01-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/21 0.00000 912796UC1 303700000.000000 PA USD 303690381.820000 2.5307837 Long DBT UST US N 2 2021-01-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/21 0.00000 9127963W7 175000000.000000 PA USD 174993218.750000 1.4582944 Long DBT UST US N 2 2021-02-04 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/21 0.00000 9127964D8 83300000.000000 PA USD 83294273.130000 0.6941273 Long DBT UST US N 2 2021-02-18 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/21 0.00000 912796B73 123200000.000000 PA USD 123195688.000000 1.0266431 Long DBT UST US N 2 2021-02-09 None 0 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 11/21 3.7 025816BY4 4100000.000000 PA USD 4205212.190000 0.0350439 Long DBT CORP US N 2 2021-11-05 Fixed 3.7 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 11/21 VAR 025816BZ1 4100000.000000 PA USD 4117124.100000 0.0343098 Long DBT CORP US N 2 2021-11-05 Floating 0.82475 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/21 0.00000 9127962Q1 345400000.000000 PA USD 345327466.000000 2.8777636 Long DBT UST US N 2 2021-04-22 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/21 0.00000 9127964Z9 50000000.000000 PA USD 49988021.000000 0.4165719 Long DBT UST US N 2 2021-04-29 None 0 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 06/21 VAR 02665WDA6 37400000.000000 PA USD 37449779.030000 0.3120853 Long DBT CORP US N 2 2021-06-11 Floating 0.57063 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 06/22 VAR 02665WCX7 400000.000000 PA USD 402461.700000 0.0033539 Long DBT CORP US N 2 2022-06-27 Floating 0.791 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 AMERICAN INTL GROUP SR UNSECURED 03/21 3.3 026874DG9 8557000.000000 PA USD 8575078.200000 0.0714598 Long DBT CORP US N 2 2021-03-01 Fixed 3.3 N N N N N N US BANK NA/CINCINNATI BRANCH 6BYL5QZYBDK8S7L73M02 US BANK NA CINCINNATI SR UNSECURED 01/22 VAR 90331HPK3 17400000.000000 PA USD 17418179.520000 0.1451532 Long DBT CORP US N 2 2022-01-21 Floating 0.38863 N N N N N N USAA CAPITAL CORPORATION 5493007XLF4LU3U2W757 USAA CAPITAL CORP SR UNSECURED 144A 06/21 2.625 90327QD30 5000000.000000 PA USD 5047540.450000 0.0420633 Long DBT CORP US N 2 2021-06-01 Fixed 2.625 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 UTAH ACQUISITION SUB COMPANY GUAR 06/21 3.15 62854AAM6 12200000.000000 PA USD 12318377.700000 0.1026544 Long DBT CORP US N 2 2021-06-15 Fixed 3.15 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSECURED 03/22 VAR 92343VDX9 48300000.000000 PA USD 48832632.600000 0.4069435 Long DBT CORP US N 2 2022-03-16 Floating 1.21925 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/21 4 928668AP7 64288000.000000 PA USD 66270173.260000 0.5522581 Long DBT CORP US N 2 2021-11-12 Fixed 4 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/21 VAR 928668AQ5 10500000.000000 PA USD 10577241.890000 0.0881447 Long DBT CORP US N 2 2021-11-12 Floating 1.15363 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY COMPANY/THE COMPANY GUAR 09/22 VAR 254687FH4 10000000.000000 PA USD 10051217.700000 0.0837612 Long DBT CORP US N 2 2022-09-01 Floating 0.61538 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 02/22 VAR 949746SP7 61517000.000000 PA USD 61570171.600000 0.5130909 Long DBT CORP US N 2 2022-02-11 Floating 1.14363 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 03/21 2.5 949746RS2 7700000.000000 PA USD 7726167.530000 0.0643855 Long DBT CORP US N 2 2021-03-04 Fixed 2.5 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 03/21 VAR 949746RT0 4400000.000000 PA USD 4409703.980000 0.0367480 Long DBT CORP US N 2 2021-03-04 Floating 1.5705 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 07/22 2.625 95000U2B8 4100000.000000 PA USD 4245280.340000 0.0353778 Long DBT CORP US N 2 2022-07-22 Fixed 2.625 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO BANK NA SR UNSECURED 05/22 VAR 94988J5W3 4700000.000000 PA USD 4709864.600000 0.0392493 Long DBT CORP US N 2 2022-05-27 Floating 0.853 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 INTL BK RECON + DEVELOP SR UNSECURED 06/21 VAR ACI1QL1K3 32200000.000000 PA USD 32195492.000000 0.2682990 Long DBT CORP N/A N 2 2021-06-25 Floating 0.251 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 INTL BK RECON + DEVELOP SR UNSECURED 12/21 VAR 45905URD8 10675000.000000 PA USD 10673450.420000 0.0889465 Long DBT CORP N/A N 2 2021-12-17 Floating 0.22875 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 INTL BK RECON + DEVELOP SR UNSECURED REGS 07/21 VAR ACI1S4TC7 11400000.000000 PA USD 11402227.560000 0.0950197 Long DBT CORP N/A N 2 2021-07-02 Floating 0.2875 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS SR UNSECURED 04/22 3.15 98956PAL6 2916000.000000 PA USD 2999837.950000 0.0249990 Long DBT CORP US N 2 2022-04-01 Fixed 3.15 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS SR UNSECURED 11/21 3.375 98956PAC6 8600000.000000 PA USD 8770219.710000 0.0730860 Long DBT CORP US N 2 2021-11-30 Fixed 3.375 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 8475000.000000 PA USD 8475000.000000 0.0706259 Long RA US N 2 Repurchase N 0.0000001 2021-01-04 8654600.000000 USD 8644534.700000 USD UST N N N N/A N/A DEUTSCHE BANK REPO REPO 000000000 90000000.000000 PA USD 90000000.000000 0.7500090 Long RA US N 2 Repurchase N 0.1100000 2021-01-04 75539864.020000 USD 93569170.390000 USD UST N N N N/A N/A DEUTSCHE BANK REPO REPO 000000000 125000000.000000 PA USD 125000000.000000 1.0416792 Long RA US N 2 Repurchase N 0.1100000 2021-01-04 119524635.350000 USD 128329294.860000 USD UST N N N N/A N/A DEUTSCHE BANK REPO REPO 000000000 11700000.000000 PA USD 11700000.000000 0.0975012 Long RA US N 2 Repurchase N 0.1100000 2021-01-04 10779344.550000 USD 12034614.310000 USD UST N N N N/A N/A CITIGROUP REPO REPO 5807 000000000 110000000.000000 PA USD 110000000.000000 0.9166777 Long RA US N 2 Repurchase N 0.1100000 2021-01-04 109088000.000000 USD 112147578.050000 USD UST N N N N/A N/A CITIGROUP REPO REPO 5807 000000000 136800000.000000 PA USD 136800000.000000 1.1400137 Long RA US N 2 Repurchase N 0.0800000 2021-01-04 117151000.000000 USD 139743753.110000 USD UST N N N N/A N/A CITIGROUP REPO REPO 5807 000000000 19000000.000000 PA USD 19000000.000000 0.1583352 Long RA US N 2 Repurchase N 0.0700000 2021-01-04 19385000.000000 USD 19387650.320000 USD UST N N N N/A N/A HSBC REPO 000000000 180000000.000000 PA USD 180000000.000000 1.5000181 Long RA US N 2 Repurchase N 0.1300000 2021-01-08 171705900.000000 USD 184688807.720000 USD UST N N N N/A N/A HSBC REPO 000000000 500000000.000000 PA USD 500000000.000000 4.1667169 Long RA US N 2 Repurchase N 0.1300000 2021-01-08 492678600.000000 USD 536856711.620000 USD UST N N N N/A N/A HSBC REPO 000000000 150000000.000000 PA USD 150000000.000000 1.2500151 Long RA US N 2 Repurchase N 0.1100000 2021-01-07 142418600.000000 USD 154089980.040000 USD UST N N N N/A N/A HSBC REPO 000000000 100000000.000000 PA USD 100000000.000000 0.8333434 Long RA US N 2 Repurchase N 0.1200000 2021-01-06 102546368.510000 USD 102570710.970000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 670000000.000000 PA USD 670000000.000000 5.5834006 Long RA US N 2 Repurchase N 0.1100000 2021-01-04 564500776.860000 USD 688663936.750000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 138300000.000000 PA USD 138300000.000000 1.1525139 Long RA US N 2 Repurchase N 0.1200000 2021-01-04 109112000.000000 USD 141248893.750000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 150000000.000000 PA USD 150000000.000000 1.2500151 Long RA US N 2 Repurchase N 0.1000000 2021-01-06 146534000.000000 USD 153910174.430000 USD UST N N N N/A N/A MILLENIUM REPO 000000000 150000000.000000 PA USD 150000000.000000 1.2500151 Long RA US N 2 Repurchase N 0.1000000 2021-01-05 116198000.000000 USD 151974274.260000 USD UST N N N N/A N/A MORGAN STANLEY REPO 9W08 000000000 3000000000.000000 PA USD 3000000000.000000 25.0003012 Long RA US N 2 Repurchase N 0.1200000 2021-01-04 3033498297.920000 USD 3057561252.870000 USD UST N N N N/A N/A NATEXIS BANQUE REPO 000000000 500000000.000000 PA USD 500000000.000000 4.1667169 Long RA US N 2 Repurchase N 0.0800000 2021-01-04 511316800.000000 USD 510722345.750000 USD UST N N N N/A N/A RBC CAPITAL MARKETS REPO REPO 000000000 300000000.000000 PA USD 300000000.000000 2.5000301 Long RA US N 2 Repurchase N 0.0700000 2021-01-04 286006000.000000 USD 305451185.530000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 100000000.000000 PA USD 100000000.000000 0.8333434 Long RA US N 2 Repurchase N 0.1000000 2021-01-04 79922000.000000 USD 102134696.680000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 300000000.000000 PA USD 300000000.000000 2.5000301 Long RA US N 2 Repurchase N 0.1000000 2021-01-04 310270000.000000 USD 306876421.880000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 20000000.000000 PA USD 20000000.000000 0.1666687 Long RA US N 2 Repurchase N 0.0400000 2021-01-04 20633000.000000 USD 20407326.560000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 106600000.000000 PA USD 106600000.000000 0.8883440 Long RA US N 2 Repurchase N 0.1000000 2021-01-05 114457000.000000 USD 108394355.780000 USD UST N N N N/A N/A REPO CREDIT AGRICOLE REPO 000000000 116000000.000000 PA USD 116000000.000000 0.9666783 Long RA US N 2 Repurchase N 0.0900000 2021-01-04 108628000.000000 USD 118014138.120000 USD UST N N N N/A N/A REPO SOCIETE GENERALE REPO 000000000 197400000.000000 PA USD 197400000.000000 1.6450198 Long RA US N 2 Repurchase N 0.0900000 2021-01-04 201175000.000000 USD 201360885.700000 USD UST N N N N/A N/A THE BANK OF NOVA SCOTIA REPO REPO 000000000 107500000.000000 PA USD 107500000.000000 0.8958441 Long RA US N 2 Repurchase N 0.0600000 2021-01-04 100935000.000000 USD 108994028.910000 USD UST N N N 2021-02-01 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX