AT&T INC

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 2021-03-31 N 16505052500.299999 2596984864.830000 13908067635.469999 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 AT&T INC 549300Z40J86GGSTL398 AT&T INC 0020A2ZE5 25000000.000000 PA USD 24945712.500000 0.1793615 Long DBT CORP US N 2 2021-12-14 None 0 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/22 3 00206RCM2 900000.000000 PA USD 925213.480000 0.0066524 Long DBT CORP US N 2 2022-06-30 Fixed 3 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 1878657.970000 0.0135077 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 2007471.620000 0.0144339 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 200242.330000 0.0014398 Long DBT CORP US N 2 2022-06-25 Floating 0.85063 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 3018104.310000 0.0217004 Long DBT CORP US N 2 2022-10-21 Floating 1.40363 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL SR UNSECURED 04/21 VAR 06367T4X5 500000.000000 PA USD 500067.890000 0.0035955 Long DBT CORP CA N 2 2021-04-13 Floating 0.6845 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 4002022.840000 0.0287748 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 304186.020000 0.0021871 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 08/21 3.2 06738EAQ8 18770000.000000 PA USD 18957442.850000 0.1363054 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 5021660.650000 0.0361061 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 23200000.000000 PA USD 23217893.930000 0.1669383 Long DBT CORP US N 2 2021-06-25 Floating 0.83063 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 1961120.440000 0.0141006 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 2501928.230000 0.0179890 Long DBT CORP US N 2 2021-06-25 Floating 0.83063 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 18443886.850000 0.1326129 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 12400000.000000 PA USD 12408172.340000 0.0892156 Long DBT CORP US N 2 2021-06-11 Floating 0.90725 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 BMW FINANCE NV COMPANY GUAR 144A 08/22 VAR 05600LAD8 12200000.000000 PA USD 12305987.260000 0.0884809 Long DBT CORP NL N 2 2022-08-12 Floating 0.99088 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 04/21 VAR 05565EAV7 4000000.000000 PA USD 4000429.920000 0.0287634 Long DBT CORP US N 2 2021-04-12 Floating 0.63438 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 2022657.140000 0.0145430 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 15023518.800000 0.1080202 Long DBT CORP US N 2 2021-08-13 Floating 0.69763 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 15008715.000000 0.1079137 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 04/21 2.625 62944BAR5 25000000.000000 PA USD 25039194.500000 0.1800336 Long DBT CORP NL N 2 2021-04-28 Fixed 2.625 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 3053520.930000 0.0219550 Long DBT CORP NL N 2 2021-11-08 Fixed 3.125 N N N N N N BNZ INTERNATIONAL FUNDING LTD/LONDON BRANCH 549300HVMZ89HDMELW08 BNZ INTL FUNDING/LONDON COMPANY GUAR 144A 09/21 VAR 05579HAD4 1300000.000000 PA USD 1305494.390000 0.0093866 Long DBT CORP NZ N 2 2021-09-14 Floating 1.16388 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 1310779.520000 0.0094246 Long DBT CORP NZ N 2 2021-09-14 Fixed 2.1 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 03/22 2.125 097023BT1 6000000.000000 PA USD 6075128.820000 0.0436806 Long DBT CORP US N 2 2022-03-01 Fixed 2.125 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 05/22 2.7 097023CG8 9500000.000000 PA USD 9703075.040000 0.0697658 Long DBT CORP US N 2 2022-05-01 Fixed 2.7 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 08/21 2.3 097023CL7 20300000.000000 PA USD 20433794.660000 0.1469204 Long DBT CORP US N 2 2021-08-01 Fixed 2.3 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 08/21 8.75 097023AD7 3800000.000000 PA USD 3899526.480000 0.0280379 Long DBT CORP US N 2 2021-08-15 Fixed 8.75 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 10/21 2.35 097023BG9 20200000.000000 PA USD 20289983.930000 0.1458864 Long DBT CORP US N 2 2021-10-30 Fixed 2.35 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSECURED 05/22 3.375 101137AQ0 100000.000000 PA USD 103250.230000 0.0007424 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 200722.910000 0.0014432 Long DBT CORP GB N 2 2021-09-16 Floating 1.0595 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 2052224.440000 0.0147556 Long DBT CORP US N 2 2022-05-16 Fixed 2.6 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 10622161.790000 0.0763741 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 05/21 VAR 14913Q2X6 21800000.000000 PA USD 21809991.380000 0.1568154 Long DBT CORP US N 2 2021-05-17 Floating 0.5815 N N N N N N CATERPILLAR FINANCIAL SERVICES CORPORATION EDBQKYOPJUCJKLOJDE72 CATERPILLAR FINL SERVICE SR UNSECURED 11/21 VAR 14913Q3D9 11900000.000000 PA USD 11912952.560000 0.0856550 Long DBT CORP US N 2 2021-11-12 Floating 0.40088 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 4029858.840000 0.0289750 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 9009975.060000 0.0647824 Long DBT CORP US N 2 2021-05-16 Floating 1.14375 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CITIBANK NA SR UNSECURED 05/22 VAR 17325FAX6 41990000.000000 PA USD 42025033.520000 0.3021630 Long DBT CORP US N 2 2022-05-20 Floating 0.78238 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 CITIBANK NA SR UNSECURED 05/22 VAR 17325FAY4 10500000.000000 PA USD 10533551.700000 0.0757370 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 04/22 VAR 172967LH2 33300000.000000 PA USD 33575834.890000 0.2414127 Long DBT CORP US N 2 2022-04-25 Floating 1.17775 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 08/21 VAR 172967KW0 2500000.000000 PA USD 2509207.100000 0.0180414 Long DBT CORP US N 2 2021-08-02 Floating 1.39188 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 12/21 VAR 172967LB5 18400000.000000 PA USD 18508293.570000 0.1330760 Long DBT CORP US N 2 2021-12-08 Floating 1.2455 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 COOPERAT RABOBANK UA/NY SR UNSECURED 01/22 2.75 21688AAJ1 1800000.000000 PA USD 1834962.170000 0.0131935 Long DBT CORP NL N 2 2022-01-10 Fixed 2.75 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 COOPERAT RABOBANK UA/NY SR UNSECURED 01/22 VAR 21688AAK8 10300000.000000 PA USD 10364569.880000 0.0745220 Long DBT CORP NL N 2 2022-01-10 Floating 1.05475 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 2804765.180000 0.0201665 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 28218019.520000 0.2028896 Long DBT CORP CH N 2 2022-02-04 Floating 0.52936 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 5582731.940000 0.0401402 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 NEW YORK SR UNSECURED 11/21 2.1 22550L2A8 25000000.000000 PA USD 25263231.750000 0.1816444 Long DBT CORP CH N 2 2021-11-12 Fixed 2.1 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 04/21 3.45 225433AM3 16600000.000000 PA USD 16615446.300000 0.1194662 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45 N N N N N N CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD 549300PXR5FKNXF0OH19 CRED SUIS GP FUN LTD COMPANY GUAR 04/21 VAR 225433AP6 93300000.000000 PA USD 93363501.850000 0.6712902 Long DBT CORP GG N 2 2021-04-16 Floating 2.51338 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 06/21 2.125 126650CT5 300000.000000 PA USD 300402.270000 0.0021599 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 02/22 3.4 233851DR2 10400000.000000 PA USD 10674110.820000 0.0767476 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 26300000.000000 PA USD 26463252.520000 0.1902727 Long DBT CORP US N 2 2022-02-22 Floating 1.06238 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 2013658.780000 0.0144784 Long DBT CORP US N 2 2022-02-15 Floating 1.09375 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 05/21 3.35 233851DJ0 6600000.000000 PA USD 6616059.650000 0.0475699 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 57605000.000000 PA USD 57629858.290000 0.4143628 Long DBT CORP US N 2 2021-05-04 Floating 0.74225 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 5850717.680000 0.0420671 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 900000.000000 PA USD 923336.920000 0.0066389 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 1665135.570000 0.0119724 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 1427542.410000 0.0102641 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 05/21 VAR U2339CDF2 900000.000000 PA USD 900388.380000 0.0064739 Long DBT CORP US N 2 2021-05-04 Floating 0.74225 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 682488.170000 0.0049071 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 504586.540000 0.0036280 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 2206975.720000 0.0158683 Long DBT CORP US N 2 2021-11-05 Floating 0.86513 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 DANONE SA SR UNSECURED 144A 11/21 2.077 23636TAC4 4000000.000000 PA USD 4035683.520000 0.0290169 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 09/21 2 23636AAH4 12500000.000000 PA USD 12590810.880000 0.0905288 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 01/22 2.875 ACI17QKC0 12000000.000000 PA USD 12256776.000000 0.0881271 Long DBT NUSS FR N 2 2022-01-29 Fixed 2.875 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 144A 05/21 VAR 26441CBA2 30690000.000000 PA USD 30706061.920000 0.2207788 Long DBT CORP US N 2 2021-05-14 Floating 0.69763 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 12413159.380000 0.0892515 Long DBT CORP US N 2 2021-06-15 Floating 0.78388 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 3045209.460000 0.0218953 Long DBT CORP US N 2 2021-08-16 Fixed 4.5 N N N N N N ERSTE ABWICKLUNGSANSTALT (EAA) 7TG4VWERK338227TR435 ERSTE ABWICKLUNGSANSTALT LOCAL GOVT G REGS 07/21 1.875 ACI1D7573 22000000.000000 PA USD 22109340.000000 0.1589677 Long DBT CORP DE N 2 2021-07-16 Fixed 1.875 N N N N N N EUROFIMA (EUROFIMA EUROPEAN COMPANY FOR THE FINANCING OF RAILROAD ROLLING STOCK) 4S66HJ5RNB5ZWG9YW219 EUROFIMA SR UNSECURED REGS 03/22 VAR ACI1B1T98 20000000.000000 PA USD 19995000.000000 0.1437655 Long DBT CORP N/A N 2 2022-03-11 Floating 0.27725 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD) 549300HTGDOVDU6OGK19 EUROPEAN BK RECON + DEV SR UNSECURED 05/22 VAR 29874QDM3 8000000.000000 PA USD 7998007.360000 0.0575062 Long DBT CORP N/A N 2 2022-05-11 Floating 0.2125 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 05/21 2.375 298785HQ2 35000000.000000 PA USD 35083696.200000 0.2522543 Long DBT CORP N/A N 2 2021-05-13 Fixed 2.375 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 06/22 VAR 29878TDE1 11000000.000000 PA USD 11026299.900000 0.0792799 Long DBT CORP N/A N 2 2022-06-10 Floating 0.353 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/22 VAR ACI1CL5V0 5500000.000000 PA USD 5512950.850000 0.0396385 Long DBT CORP N/A N 2 2022-06-10 Floating 0.353 N N N N N N FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP) N/A FEDERAL FARM CREDIT BANK BONDS 11/22 VAR 3133EMQT2 42000000.000000 PA USD 42002173.920000 0.3019986 Long DBT USGSE US N 2 2022-11-16 Floating 0.1 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT DISCOUNT NOT 09/21 0.00000 313385LV6 9500000.000000 PA USD 9498662.120000 0.0682961 Long DBT USGSE US N 2 2021-09-17 None 0 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 01/22 VAR 3135G03V3 90000000.000000 PA USD 90218327.400000 0.6486762 Long DBT USGSE US N 2 2022-01-24 Floating 0.32 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 03/22 VAR 3135G02A0 24000000.000000 PA USD 24034308.720000 0.1728084 Long DBT USGSE US N 2 2022-03-11 Floating 0.18 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 03/22 VAR 3135G0Z55 21000000.000000 PA USD 21028864.710000 0.1511990 Long DBT USGSE US N 2 2022-03-09 Floating 0.18 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 05/22 VAR 3135G04J9 35000000.000000 PA USD 35091714.000000 0.2523119 Long DBT USGSE US N 2 2022-05-06 Floating 0.24 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 09/21 VAR 3135G0Z30 10000000.000000 PA USD 10002857.700000 0.0719213 Long DBT USGSE US N 2 2021-09-07 Floating 0.11 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 09/21 VAR 3135G0Z89 15000000.000000 PA USD 15007023.450000 0.1079016 Long DBT USGSE US N 2 2021-09-10 Floating 0.15 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 13054224.560000 0.0938608 Long DBT CORP DE N 2 2022-04-08 Fixed 0.625 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 GENERAL MILLS INC SR UNSECURED 04/21 VAR 370334CB8 700000.000000 PA USD 700098.000000 0.0050338 Long DBT CORP US N 2 2021-04-16 Floating 0.76338 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 01/22 VAR 37045XBR6 526000.000000 PA USD 531428.960000 0.0038210 Long DBT CORP US N 2 2022-01-14 Floating 1.78375 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.45 37045XAW6 22700000.000000 PA USD 23236617.330000 0.1670729 Long DBT CORP US N 2 2022-04-10 Fixed 3.45 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 07/21 3.2 37045XBM7 7400000.000000 PA USD 7432379.140000 0.0534393 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 COMPANY GUAR 09/21 4.375 37045XAQ9 13500000.000000 PA USD 13751231.490000 0.0988723 Long DBT CORP US N 2 2021-09-25 Fixed 4.375 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55 37045XCU8 500000.000000 PA USD 518058.040000 0.0037249 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 11/21 4.2 37045XCP9 1600000.000000 PA USD 1634713.410000 0.0117537 Long DBT CORP US N 2 2021-11-06 Fixed 4.2 N N N N N N GLAXOSMITHKLINE CAPITAL PLC 549300U0LV41VX7LEP38 GLAXOSMITHKLINE CAPITAL COMPANY GUAR 05/21 VAR 377373AF2 7100000.000000 PA USD 7102692.040000 0.0510689 Long DBT CORP GB N 2 2021-05-14 Floating 0.54375 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 4279100.590000 0.0307670 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 01/23 VAR 38141GXQ2 42500000.000000 PA USD 42493797.130000 0.3055334 Long DBT CORP US N 2 2023-01-27 Floating 0.480006 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 04/22 VAR 38141GWD2 9400000.000000 PA USD 9405422.390000 0.0676257 Long DBT CORP US N 2 2022-04-26 Floating 1.32525 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 18061651.620000 0.1298646 Long DBT CORP US N 2 2022-10-31 Floating 0.9915 N N N N N N HSBC BANK CANADA DMB80L5QKUQ124HSYW98 HSBC BANK CANADA COVERED 144A 11/21 3.3 40427HTF0 5600000.000000 PA USD 5709298.340000 0.0410503 Long DBT CORP CA N 2 2021-11-28 Fixed 3.3 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/21 VAR 404280AZ2 738000.000000 PA USD 739609.530000 0.0053178 Long DBT CORP GB N 2 2021-05-25 Floating 1.8475 N N N N N N HSH PORTFOLIOMANAGEMENT AOER 529900VG6LF49XJYY328 HSH PORTFOLIOMANAGEMENT LOCAL GOVT G REGS 11/21 VAR BF3R8YII3 12000000.000000 PA USD 12021609.840000 0.0864362 Long DBT CORP DE N 2 2021-11-19 Floating 0.51138 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 07/21 VAR 44891AAV9 700000.000000 PA USD 700800.610000 0.0050388 Long DBT CORP US N 2 2021-07-08 Floating 1.174 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/21 2.45 44891CAH6 2900000.000000 PA USD 2911375.660000 0.0209330 Long DBT CORP US N 2 2021-06-15 Fixed 2.45 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 802493.260000 0.0057700 Long DBT CORP NL N 2 2021-08-15 Floating 1.07375 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/22 3.15 456837AG8 1300000.000000 PA USD 1336932.710000 0.0096126 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/22 VAR 456837AJ2 2318000.000000 PA USD 2340829.080000 0.0168307 Long DBT CORP NL N 2 2022-03-29 Floating 1.343 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 INTER AMERICAN DEVEL BK SR UNSECURED 07/21 VAR 45818WBM7 17000000.000000 PA USD 17011778.960000 0.1223159 Long DBT CORP N/A N 2 2021-07-15 Floating 0.44125 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM) VGRQXHF3J8VDLUA7XE92 IBM CORP SR UNSECURED 05/21 VAR 459200KD2 16800000.000000 PA USD 16807526.060000 0.1208473 Long DBT CORP US N 2 2021-05-13 Floating 0.59375 N N N N N N INTERNATIONAL FINANCE CORPORATION (IFC) QKL54NQY28TCDAI75F60 INTL FINANCE CORP SR UNSECURED 12/21 VAR 45950VKB1 53000000.000000 PA USD 53071064.520000 0.3815847 Long DBT CORP N/A N 2 2021-12-15 Floating 0.36388 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 1728556.290000 0.0124284 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 06/21 VAR 46849LTA9 1800000.000000 PA USD 1801437.530000 0.0129525 Long DBT CORP US N 2 2021-06-11 Floating 0.65725 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 302941.310000 0.0021782 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 4316311.840000 0.0310346 Long DBT NUSS JP N 2 2021-07-21 Fixed 1.5 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT REGS 04/21 1.875 ACI1WGCZ2 15900000.000000 PA USD 15902369.260000 0.1143392 Long DBT NUSS JP N 2 2021-04-20 Fixed 1.875 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 5092350.000000 0.0366144 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 8646473.370000 0.0621688 Long DBT CORP US N 2 2022-06-13 Floating 0.67388 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 3285084.240000 0.0236200 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 57600000.000000 PA USD 57643034.690000 0.4144575 Long DBT CORP NO N 2 2022-02-24 Floating 0.2555 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED 144A 06/21 2.875 50048MCM0 21000000.000000 PA USD 21110646.060000 0.1517871 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 10000000.000000 PA USD 10163700.200000 0.0730777 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 1501120.700000 0.0107932 Long DBT CORP NO N 2 2022-02-24 Floating 0.2555 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED REGS 04/21 VAR ACI19LRV0 10000000.000000 PA USD 10000466.300000 0.0719041 Long DBT CORP NO N 2 2021-04-15 Floating 0.28125 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED REGS 09/21 VAR ACI0S1RX1 1500000.000000 PA USD 1500787.500000 0.0107908 Long DBT CORP NO N 2 2021-09-08 Floating 0.3055 N N N N N N KOMMUNEKREDIT 529900D8QLTZ6PRLJL76 KOMMUNEKREDIT SR UNSECURED REGS 04/22 2.5 ACI19LG83 7000000.000000 PA USD 7164325.000000 0.0515120 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 54126830.000000 0.3891758 Long DBT CORP SE N 2 2022-07-20 Fixed 0.125 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU (KFW) 549300GDPG70E3MBBU98 KFW GOVT GUARANT 01/22 2.625 500769EX8 8300000.000000 PA USD 8465422.650000 0.0608670 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 105482000.000000 PA USD 107680095.100000 0.7742276 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 76052060.000000 0.5468197 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 7526587.500000 0.0541167 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 27515537.500000 0.1978387 Long DBT CORP DE N 2 2021-09-27 Floating 0.313 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 LLOYDS BANK PLC COMPANY GUAR 05/21 VAR 53944VAQ2 14300000.000000 PA USD 14305975.970000 0.1028610 Long DBT CORP GB N 2 2021-05-07 Floating 0.68263 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 34753452.920000 0.2498798 Long DBT CORP GB N 2 2021-06-21 Floating 0.98663 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 MACQUARIE BANK LTD SR UNSECURED 144A 08/21 VAR 55608PBB9 1000000.000000 PA USD 1001446.060000 0.0072005 Long DBT CORP AU N 2 2021-08-06 Floating 0.64263 N N N N N N MCDONALDS CORPORATION UE2136O97NLB5BYP9H04 MCDONALD S CORP SR UNSECURED 10/21 VAR 58013MFG4 1100000.000000 PA USD 1102540.150000 0.0079273 Long DBT CORP US N 2 2021-10-28 Floating 0.6485 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 03/22 3.45 00287YCS6 3000000.000000 PA USD 3069573.720000 0.0220705 Long DBT CORP US N 2 2022-03-15 Fixed 3.45 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 05/21 VAR 00287YBY4 38200000.000000 PA USD 38213142.330000 0.2747552 Long DBT CORP US N 2 2021-05-21 Floating 0.53238 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/21 2.15 00287YBH1 23000000.000000 PA USD 23259622.160000 0.1672383 Long DBT CORP US N 2 2021-11-19 Fixed 2.15 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 29116697.290000 0.2093511 Long DBT CORP US N 2 2021-05-28 Floating 0.51 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 MET LIFE GLOB FUNDING I SR SECURED 144A 09/22 VAR 59217GEM7 7500000.000000 PA USD 7526721.380000 0.0541177 Long DBT CORP US N 2 2022-09-08 Floating 0.413 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/21 VAR 00287YBK4 2000000.000000 PA USD 2003104.740000 0.0144025 Long DBT CORP US N 2 2021-11-19 Floating 0.64138 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 2.3 00287YBM0 3000000.000000 PA USD 3087455.730000 0.0221990 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 MICROSOFT CORP SR UNSECURED 08/21 1.55 594918BP8 4575000.000000 PA USD 4591890.950000 0.0330160 Long DBT CORP US N 2 2021-08-08 Fixed 1.55 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 22152051.250000 0.1592748 Long DBT CORP NL N 2 2021-08-27 Floating 0.75975 N N N N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 MITSUBISHI CORP SR UNSECURED REGS 07/22 2.625 ACI0W6YP4 1500000.000000 PA USD 1540995.000000 0.0110799 Long DBT CORP JP N 2 2022-07-14 Fixed 2.625 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 02/22 2.998 606822AL8 4000000.000000 PA USD 4093452.400000 0.0294322 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 27700000.000000 PA USD 27908745.820000 0.2006659 Long DBT CORP JP N 2 2022-02-22 Floating 1.10238 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 4106703.840000 0.0295275 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 707017.050000 0.0050835 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 30800000.000000 PA USD 30860012.880000 0.2218857 Long DBT CORP JP N 2 2021-07-26 Floating 0.86525 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 4215422.380000 0.0303092 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 1543444.400000 0.0110975 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 36000000.000000 PA USD 36276985.080000 0.2608341 Long DBT CORP JP N 2 2022-07-25 Floating 1.00775 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 1002327.020000 0.0072068 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 39223000.000000 PA USD 39391658.900000 0.2832288 Long DBT CORP JP N 2 2021-09-13 Floating 1.24388 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 02/22 VAR 60687YAJ8 5025000.000000 PA USD 5061109.400000 0.0363897 Long DBT CORP JP N 2 2022-02-28 Floating 1.12975 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 706171.620000 0.0050774 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 21580020.660000 0.1551619 Long DBT CORP JP N 2 2021-09-13 Floating 1.32388 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 09/22 VAR 60687YAN9 35000000.000000 PA USD 35333547.200000 0.2540507 Long DBT CORP JP N 2 2022-09-11 Floating 1.05725 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 10204671.700000 0.0733723 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 37711359.390000 0.2711474 Long DBT CORP JP N 2 2021-04-12 Floating 1.70438 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 1805708.050000 0.0129832 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 01/23 VAR 6174468K8 46000000.000000 PA USD 46146774.040000 0.3317986 Long DBT CORP US N 2 2023-01-20 Floating 0.78392 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 05/22 2.75 61744YAH1 2700000.000000 PA USD 2772172.050000 0.0199321 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 12197980.080000 0.0877043 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 28200000.000000 PA USD 28264817.980000 0.2032261 Long DBT CORP US N 2 2022-07-22 Floating 1.15238 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 09/22 VAR 63906AAB6 25000000.000000 PA USD 25442035.000000 0.1829300 Long DBT CORP GB N 2 2022-09-29 Floating 1.593 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED 144A 12/21 VAR 63983TBT1 51995000.000000 PA USD 52020880.510000 0.3740338 Long DBT NUSS NL N 2 2021-12-15 Floating 0.25388 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 53275123.000000 0.3830519 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 2226060.470000 0.0160055 Long DBT NUSS NL N 2 2021-11-15 Fixed 2.125 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED REGS 12/21 VAR ACI1JFVH8 14000000.000000 PA USD 14006968.500000 0.1007111 Long DBT NUSS NL N 2 2021-12-15 Floating 0.25388 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 7308494.430000 0.0525486 Long DBT CORP US N 2 2021-08-06 Floating 0.51263 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SR SECURED 144A 01/22 VAR 64952WDK6 11400000.000000 PA USD 11426522.440000 0.0821575 Long DBT CORP US N 2 2022-01-21 Floating 0.50363 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 3012832.920000 0.0216625 Long DBT CORP US N 2 2022-07-12 Floating 0.66438 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 29449241.310000 0.2117421 Long DBT CORP US N 2 2022-02-25 Floating 0.9075 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 02/23 VAR 65339KBT6 31700000.000000 PA USD 31706724.840000 0.2279736 Long DBT CORP US N 2 2023-02-22 Floating 0.45238 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 04/22 2.9 65339KBF6 1300000.000000 PA USD 1332899.020000 0.0095836 Long DBT CORP US N 2 2022-04-01 Fixed 2.9 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 4034622.280000 0.0290092 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 2600000.000000 PA USD 2658106.800000 0.0191120 Long DBT CORP US N 2 2022-09-01 Fixed 1.95 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 2.65 654740AZ2 100000.000000 PA USD 102171.170000 0.0007346 Long DBT CORP US N 2 2022-07-13 Fixed 2.65 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/21 1.9 654740AS8 500000.000000 PA USD 502322.830000 0.0036117 Long DBT CORP US N 2 2021-09-14 Fixed 1.9 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/21 VAR 654740BN8 1800000.000000 PA USD 1800333.380000 0.0129445 Long DBT CORP US N 2 2021-09-21 Floating 0.81663 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/21 1.9 U65478AX4 400000.000000 PA USD 401858.260000 0.0028894 Long DBT CORP US N 2 2021-09-14 Fixed 1.9 N N N N N N NISSAN MOTOR ACCEPTANCE CORPORATION 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/21 3.65 U65478BP0 600000.000000 PA USD 607971.140000 0.0043714 Long DBT CORP US N 2 2021-09-21 Fixed 3.65 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 5316069.710000 0.0382229 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 5307564.690000 0.0381618 Long DBT CORP FI N 2 2021-05-27 Floating 1.17975 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 NORDEA BANK ABP SR UNSECURED REGS 05/21 VAR 65557DAS0 7000000.000000 PA USD 7009991.100000 0.0504023 Long DBT CORP FI N 2 2021-05-27 Floating 1.17975 N N N N N N NORDIC INVESTMENT BANK 213800HYL1S7VAXG6Z48 NORDIC INVESTMENT BANK SR UNSECURED REGS 05/21 VAR BF4J6PII1 1000000.000000 PA USD 1000279.950000 0.0071921 Long DBT CORP N/A N 2 2021-05-12 Floating 0.17088 N N N N N N NRW BANK 52990002O5KK6XOGJ020 NRW.BANK LOCAL GOVT G 02/22 VAR ACI10CCY9 29000000.000000 PA USD 29021766.240000 0.2086686 Long DBT CORP DE N 2 2022-02-01 Floating 0.325 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 10551442.650000 0.0758656 Long DBT CORP JP N 2 2021-07-21 Fixed 1.9 N N N N N N OESTERREICHISCHE KONTROLLBANK AG 5299000OVRLMF858L016 OEKB OEST. KONTROLLBANK GOVT GUARANT 09/21 2.875 676167BW8 16500000.000000 PA USD 16688322.420000 0.1199902 Long DBT CORP AT N 2 2021-09-07 Fixed 2.875 N N N N N N OSCAR US FUNDING TRUST XII LLC 2021-1A N/A OSCAR US FUNDING TRUST OSCAR 2021 1A A1 144A 68785AAA3 3500000.000000 PA USD 3499996.960000 0.0251652 Long ABS-O CORP JP N 2 2022-03-10 Fixed 0 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 AFRICAN DEVELOPMENT BANK SR UNSECURED 12/21 VAR 00828EEB1 62500000.000000 PA USD 62512915.000000 0.4494723 Long DBT CORP N/A N 2 2021-12-15 Floating 0.19388 N N N N N N AGENCE FRANCAISE DE DEVELOPPEMENT 9695008K5N8MKIT4XJ91 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 06/21 VAR 932KOFII2 14000000.000000 PA USD 14004794.160000 0.1006955 Long DBT NUSS FR N 2 2021-06-07 Floating 0.2955 N N N N N N AGENCE FRANCAISE DE DEVELOPPEMENT 9695008K5N8MKIT4XJ91 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 12/21 VAR ACI1NFCB7 44600000.000000 PA USD 44670157.140000 0.3211816 Long DBT NUSS FR N 2 2021-12-17 Floating 0.392 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 2720769.240000 0.0195625 Long DBT CORP US N 2 2021-07-29 Fixed 3.65 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 2014343.240000 0.0144833 Long DBT CORP US N 2 2021-06-25 Fixed 3.35 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 AIG GLOBAL FUNDING SR SECURED 144A 06/21 VAR 00138CAH1 3700000.000000 PA USD 3704072.330000 0.0266325 Long DBT CORP US N 2 2021-06-25 Floating 0.66063 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC BANK NA SR UNSECURED 07/22 VAR 69353RFP8 500000.000000 PA USD 502886.510000 0.0036158 Long DBT CORP US N 2 2022-07-22 Floating 2.232 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC BANK NA SR UNSECURED 07/22 VAR 69353RFQ6 36250000.000000 PA USD 36299396.060000 0.2609953 Long DBT CORP US N 2 2022-07-22 Floating 0.67238 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 PROTECTIVE LIFE GLOBAL SR SECURED 144A 06/21 VAR 74368CAL8 5650000.000000 PA USD 5656681.290000 0.0406719 Long DBT CORP US N 2 2021-06-28 Floating 0.713 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 PROVINCE OF ALBERTA SR UNSECURED 07/22 2.2 013051DZ7 25366000.000000 PA USD 26017586.590000 0.1870683 Long DBT NUSS CA N 2 2022-07-26 Fixed 2.2 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC SR UNSECURED 02/22 4.125 02005NAY6 6700000.000000 PA USD 6905386.760000 0.0496502 Long DBT CORP US N 2 2022-02-13 Fixed 4.125 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 1312975.660000 0.0094404 Long DBT CORP US N 2 2021-08-15 Fixed 3 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSECURED 12/21 4.45 80282KAU0 27540000.000000 PA USD 28164902.700000 0.2025077 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 08/21 2.875 80281LAE5 27100000.000000 PA USD 27327078.490000 0.1964836 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 06/21 3.4 80283LAT0 50400000.000000 PA USD 50640745.680000 0.3641106 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 30400000.000000 PA USD 30430550.180000 0.2187978 Long DBT CORP GB N 2 2021-06-01 Floating 0.8105 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 SANTANDER UK PLC SR UNSECURED 11/21 3.75 80283LAV5 3000000.000000 PA USD 3063061.830000 0.0220236 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 37565000.000000 PA USD 37732732.230000 0.2713010 Long DBT CORP GB N 2 2021-11-15 Floating 0.85375 N N N N N N SFIL SA (AKA: SOCIETE DE FINANCEMENT LOCAL) 549300HFEHJOXGE4ZE63 SFIL SA SR UNSECURED REGS 04/22 2.625 ACI1BDGG0 14000000.000000 PA USD 14348768.000000 0.1031687 Long DBT MUN FR N 2 2022-04-25 Fixed 2.625 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 SIEMENS FINANCIERINGSMAT 03/23 0.4 82620KAV5 11000000.000000 PA USD 11015388.340000 0.0792014 Long DBT CORP NL N 2 2023-03-11 Fixed 0.4 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 SIEMENS FINANCIERINGSMAT COMPANY GUAR REGS 09/21 1.7 N82008AJ7 7044000.000000 PA USD 7089980.630000 0.0509775 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 1763049.960000 0.0126765 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 7327229.000000 0.0526833 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 8700000.000000 PA USD 8704393.150000 0.0625852 Long DBT CORP SE N 2 2021-05-17 Floating 0.6215 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 12/21 VAR 842400GX5 19500000.000000 PA USD 19512233.720000 0.1402944 Long DBT CORP US N 2 2021-12-03 Floating 0.45425 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 SOUTHERN CO SR UNSECURED 07/21 2.35 842587CS4 2200000.000000 PA USD 2206910.570000 0.0158678 Long DBT CORP US N 2 2021-07-01 Fixed 2.35 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC SR UNSECURED 144A 09/22 VAR 853254BR0 2500000.000000 PA USD 2510559.400000 0.0180511 Long DBT CORP GB N 2 2022-09-10 Floating 1.3825 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 5002645.800000 0.0359694 Long DBT MUN DE N 2 2021-08-27 Floating 0.29975 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 48229797.720000 0.3467757 Long DBT MUN DE N 2 2021-10-28 Floating 0.3985 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 11/21 3.7 025816BY4 4100000.000000 PA USD 4170879.610000 0.0299889 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 4111273.610000 0.0295604 Long DBT CORP US N 2 2021-11-05 Floating 0.79513 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 2818417.780000 0.0202646 Long DBT CORP JP N 2 2022-01-11 Floating 1.19438 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 2010228.020000 0.0144537 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 4600000.000000 PA USD 4613665.730000 0.0331726 Long DBT CORP JP N 2 2021-07-14 Floating 1.34375 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 13389214.280000 0.0962694 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 20155522.000000 0.1449196 Long DBT CORP JP N 2 2022-07-12 Floating 1.00438 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 202417.940000 0.0014554 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 1508798.340000 0.0108484 Long DBT CORP JP N 2 2021-10-19 Floating 1.36338 N N N N N N SUNCORP-METWAY LIMITED JEBU6C6ITPD2YZ9N7F22 SUNCORP METWAY LTD SR UNSECURED 144A 05/22 2.8 8672EMAG9 10900000.000000 PA USD 11186246.430000 0.0804299 Long DBT CORP AU N 2 2022-05-04 Fixed 2.8 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT BONDS REGS 07/21 VAR ACI1GM1R7 65500000.000000 PA USD 65489520.000000 0.4708743 Long DBT CORP SE N 2 2021-07-15 Floating 0.36125 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED 03/22 2.375 00254EMM1 7300000.000000 PA USD 7448287.820000 0.0535537 Long DBT CORP SE N 2 2022-03-09 Fixed 2.375 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 4601223.740000 0.0330831 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 08/22 2 00254EMP4 5000000.000000 PA USD 5123728.900000 0.0368400 Long DBT CORP SE N 2 2022-08-30 Fixed 2 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED REGS 01/22 1.625 ACI1HZQR0 60310000.000000 PA USD 61003685.620000 0.4386209 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 116950000.000000 PA USD 117045805.440000 0.8415677 Long DBT CORP SE N 2 2021-12-13 Floating 0.30388 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 SVENSKA HANDELSBANKEN AB SR UNSECURED 05/21 VAR 86960BAU6 5000000.000000 PA USD 5003731.850000 0.0359772 Long DBT CORP SE N 2 2021-05-24 Floating 0.6455 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 30867662.670000 0.2219407 Long DBT CORP US N 2 2021-05-24 Fixed 3.65 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 06/21 VAR 02665WDA6 37400000.000000 PA USD 37424298.030000 0.2690834 Long DBT CORP US N 2 2021-06-11 Floating 0.52725 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 06/22 VAR 02665WCX7 400000.000000 PA USD 402288.290000 0.0028925 Long DBT CORP US N 2 2022-06-27 Floating 0.733 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 09/21 VAR 02665WBJ9 1600000.000000 PA USD 1603990.700000 0.0115328 Long DBT CORP US N 2 2021-09-09 Floating 0.79538 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 11/21 VAR 02665WBW0 3600000.000000 PA USD 3606930.360000 0.0259341 Long DBT CORP US N 2 2021-11-05 Floating 0.54513 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK SR UNSECURED 01/23 VAR 89114QCF3 14400000.000000 PA USD 14464450.510000 0.1040004 Long DBT CORP CA N 2 2023-01-27 Floating 0.56246 N N N N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 01/22 2.25 03027XAL4 7500000.000000 PA USD 7605460.050000 0.0546838 Long DBT CORP US N 2 2022-01-15 Fixed 2.25 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/22 2.6 89236TDP7 5000000.000000 PA USD 5090190.700000 0.0365988 Long DBT CORP US N 2 2022-01-11 Fixed 2.6 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/22 VAR 89236TDQ5 9400000.000000 PA USD 9445299.920000 0.0679124 Long DBT CORP US N 2 2022-01-11 Floating 0.91475 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 4413738.300000 0.0317351 Long DBT CORP US N 2 2022-05-17 Floating 0.5915 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 23667041.700000 0.1701677 Long DBT CORP US N 2 2022-06-13 Floating 0.31 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/22 VAR 89236TED3 2500000.000000 PA USD 2515564.530000 0.0180871 Long DBT CORP US N 2 2022-09-08 Floating 0.6555 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 41206382.290000 0.2962768 Long DBT CORP US N 2 2021-12-13 Floating 0.24 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 TYSON FOODS INC SR UNSECURED 08/21 2.25 902494BF9 5000000.000000 PA USD 5029823.700000 0.0361648 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 23500000.000000 PA USD 23518262.560000 0.1690980 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 42200000.000000 PA USD 42218845.250000 0.3035565 Long DBT CORP CH N 2 2021-04-14 Floating 2.01375 N N N N N N UNITED OVERSEAS BANK LIMITED IO66REGK3RCBAMA8HR66 UNITED OVERSEAS BANK LTD SR UNSECURED 144A 04/21 3.2 91127KAA0 5500000.000000 PA USD 5507836.570000 0.0396017 Long DBT CORP SG N 2 2021-04-23 Fixed 3.2 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 06/21 0.00000 912796H36 70000000.000000 PA USD 69999134.800000 0.5032988 Long DBT UST US N 2 2021-06-29 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 05/21 0.00000 912796G29 90000000.000000 PA USD 89998312.500000 0.6470943 Long DBT UST US N 2 2021-05-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 07/21 0.00000 912796C49 17000000.000000 PA USD 16999471.130000 0.1222274 Long DBT UST US N 2 2021-07-22 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 07/21 0.00000 912796C56 328300000.000000 PA USD 328285078.770000 2.3603932 Long DBT UST US N 2 2021-07-29 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 08/21 0.00000 912796D48 166600000.000000 PA USD 166587689.920000 1.1977774 Long DBT UST US N 2 2021-08-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 08/21 0.00000 912796D55 360700000.000000 PA USD 360672384.810000 2.5932602 Long DBT UST US N 2 2021-08-26 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 09/21 0.00000 9127964L0 210000000.000000 PA USD 209981217.600000 1.5097800 Long DBT UST US N 2 2021-09-09 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 09/21 0.00000 912796F53 33000000.000000 PA USD 32995829.130000 0.2372424 Long DBT UST US N 2 2021-09-23 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 09/21 2.125 912828F21 50000000.000000 PA USD 50520090.000000 0.3632431 Long DBT UST US N 2 2021-09-30 Fixed 2.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 11/21 2.875 9128285L0 400000000.000000 PA USD 406962768.000000 2.9260914 Long DBT UST US N 2 2021-11-15 Fixed 2.875 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 17417100.720000 0.1252302 Long DBT CORP US N 2 2022-01-21 Floating 0.40363 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 5020206.500000 0.0360956 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 12238656.920000 0.0879968 Long DBT CORP US N 2 2021-06-15 Fixed 3.15 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 ANTHEM INC SR UNSECURED 03/23 0.45 036752AQ6 9600000.000000 PA USD 9612676.900000 0.0691158 Long DBT CORP US N 2 2023-03-15 Fixed 0.45 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSECURED 03/22 VAR 92343VDX9 48300000.000000 PA USD 48700663.960000 0.3501613 Long DBT CORP US N 2 2022-03-16 Floating 1.1895 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/21 VAR 928668AW2 11500000.000000 PA USD 11543200.100000 0.0829964 Long DBT CORP US N 2 2021-09-24 Floating 1.0505 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 65699767.050000 0.4723860 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 10555051.920000 0.0758916 Long DBT CORP US N 2 2021-11-12 Floating 1.14088 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY COMPANY/THE COMPANY GUAR 09/22 VAR 254687FH4 10000000.000000 PA USD 10045093.300000 0.0722249 Long DBT CORP US N 2 2022-09-01 Floating 0.5805 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO BANK NA SR UNSECURED 05/22 VAR 94988J5W3 39800000.000000 PA USD 39836435.310000 0.2864268 Long DBT CORP US N 2 2022-05-27 Floating 0.80975 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO BANK NA SR UNSECURED 09/22 VAR 94988J5Z6 29600000.000000 PA USD 29699744.300000 0.2135433 Long DBT CORP US N 2 2022-09-09 Floating 0.84538 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 INTL BK RECON + DEVELOP SR UNSECURED 01/23 VAR 459058JQ7 56000000.000000 PA USD 56036847.440000 0.4029089 Long DBT CORP N/A N 2 2023-01-13 Floating 0.230012 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 32200805.000000 0.2315261 Long DBT CORP N/A N 2 2021-06-25 Floating 0.20063 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 10676722.300000 0.0767664 Long DBT CORP N/A N 2 2021-12-17 Floating 0.182 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 21400000.000000 PA USD 21402064.890000 0.1538824 Long DBT CORP N/A N 2 2021-07-02 Floating 0.24425 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 2980204.140000 0.0214279 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 9300000.000000 PA USD 9409354.700000 0.0676539 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 6128000.000000 PA USD 6128000.000000 0.0440608 Long RA US N 2 Repurchase N 0.0000001 2021-04-01 6252800.000000 USD 6250599.010000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 62600000.000000 PA USD 62600000.000000 0.4500985 Long RA US N 2 Repurchase N 0.0200000 2021-04-01 63380344.740000 USD 63803718.830000 USD UST N N N N/A N/A BARCLAYS CAPITAL REPO REPO 000000000 431300000.000000 PA USD 431300000.000000 3.1010778 Long RA US N 2 Repurchase N 0.0100000 2021-04-01 448616000.000000 USD 439250293.090000 USD UST N N N N/A N/A BARCLAYS CAPITAL REPO REPO 000000000 500000000.000000 PA USD 500000000.000000 3.5950357 Long RA US N 2 Repurchase N 0.0100000 2021-04-05 521541000.000000 USD 508713598.540000 USD UST N N N N/A N/A CAPULA GLOBAL RELATIVE 000000000 325000000.000000 PA USD 325000000.000000 2.3367732 Long RA US N 2 Repurchase N 0.0100000 2021-04-01 336951000.000000 USD 330624612.710000 USD UST N N N N/A N/A CITIGROUP REPO REPO 5807 000000000 87500000.000000 PA USD 87500000.000000 0.6291313 Long RA US N 2 Repurchase N 0.0000000 2021-04-01 96754000.000000 USD 88248340.380000 USD UST N N N N/A N/A HSBC REPO 000000000 600000000.000000 PA USD 600000000.000000 4.3140429 Long RA US N 2 Repurchase N 0.0300000 2021-04-05 612964700.000000 USD 617668821.140000 USD UST N N N N/A N/A HSBC REPO 000000000 125000000.000000 PA USD 125000000.000000 0.8987589 Long RA US N 2 Repurchase N 0.0400000 2021-04-06 131169700.000000 USD 127870946.910000 USD UST N N N N/A N/A HSBC REPO 000000000 1300000000.000000 PA USD 1300000000.000000 9.3470929 Long RA US N 2 Repurchase N 0.0500000 2021-04-14 1288035100.000000 USD 1332574415.110000 USD UST N N N N/A N/A HSBC REPO 000000000 850000000.000000 PA USD 850000000.000000 6.1115607 Long RA US N 2 Repurchase N 0.0400000 2021-04-07 862073600.000000 USD 872960997.550000 USD UST N N N N/A N/A HSBC REPO 000000000 26200000.000000 PA USD 26200000.000000 0.1883799 Long RA US N 2 Repurchase N 0.0000000 2021-04-01 25331600.000000 USD 26781735.050000 USD UST N N N N/A N/A HSBC REPO 000000000 500000000.000000 PA USD 500000000.000000 3.5950357 Long RA US N 2 Repurchase N 0.0100000 2021-04-07 477255690.000000 USD 515154164.980000 USD UST N N N N/A N/A HSBC REPO 000000000 500000000.000000 PA USD 500000000.000000 3.5950357 Long RA US N 2 Repurchase N 0.0100000 2021-04-08 494050500.000000 USD 511007493.940000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 338400000.000000 PA USD 338400000.000000 2.4331202 Long RA US N 2 Repurchase N 0.0200000 2021-04-01 347486000.000000 USD 342999323.490000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 77800000.000000 PA USD 77800000.000000 0.5593876 Long RA US N 2 Repurchase N 0.0000000 2021-04-01 78568000.000000 USD 79385248.620000 USD UST N N N N/A N/A MILLENIUM REPO 000000000 300000000.000000 PA USD 300000000.000000 2.1570214 Long RA US N 2 Repurchase N 0.0100000 2021-04-05 313190000.000000 USD 303622969.560000 USD UST N N N N/A N/A MILLENIUM REPO 000000000 500000000.000000 PA USD 500000000.000000 3.5950357 Long RA US N 2 Repurchase N 0.0100000 2021-04-01 491881000.000000 USD 505948947.410000 USD UST N N N N/A N/A MORGAN STANLEY REPO 9W08 000000000 1100000000.000000 PA USD 1100000000.000000 7.9090786 Long RA US N 2 Repurchase N 0.0100000 2021-04-01 1100517747.360000 USD 1120453135.260000 USD UST N N N N/A N/A PARIBAS REPO 000000000 72600000.000000 PA USD 72600000.000000 0.5219992 Long RA US N 2 Repurchase N 0.0000000 2021-04-01 69647505.150000 USD 74730021.390000 USD AMBS N N N N/A N/A PARIBAS REPO 000000000 350000000.000000 PA USD 350000000.000000 2.5165250 Long RA US N 2 Repurchase N 0.0000000 2021-04-01 167479289.870000 USD 178290851.790000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 336000000.000000 PA USD 336000000.000000 2.4158640 Long RA US N 2 Repurchase N 0.0200000 2021-04-01 416593000.000000 USD 339541943.350000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 7200000.000000 PA USD 7200000.000000 0.0517685 Long RA US N 2 Repurchase N 0.0200000 2021-04-01 6008000.000000 USD 7197630.920000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 300000000.000000 PA USD 300000000.000000 2.1570214 Long RA US N 2 Repurchase N 0.0100000 2021-04-05 353249000.000000 USD 299764893.590000 USD UST N N N N/A N/A REPO TORONTO DOMINION GRAND CAYMAN 000000000 20000000.000000 PA USD 20000000.000000 0.1438014 Long RA KY N 2 Repurchase N 0.0000000 2021-04-01 19085000.000000 USD 20392247.880000 USD UST N N N N/A N/A GOLDMAN SACHS NG TRI PARTY REPO 000000000 35000000.000000 PA USD 35000000.000000 0.2516525 Long RA US N 2 Repurchase Y 0.0000000 2021-04-01 36496096.740000 USD 36499932.840000 USD AMBS N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 06/21 VAR 045167DP5 24481000.000000 PA USD 24491935.660000 0.1760988 Long DBT CORP N/A N 2 2021-06-16 Floating 0.3795 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 12/21 VAR 045167CU5 57780000.000000 PA USD 57793067.520000 0.4155363 Long DBT CORP N/A N 2 2021-12-15 Floating 0.19388 N N N N N N 2021-05-05 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer