AT+T INC SR UNSECURED 06/22 3

NPORT-P false 0000810893 XXXXXXXX S000025613 C000076734 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short-Term Floating NAV Portfolio II S000025613 FMANY58RP93IBI7PO179 2022-03-31 2021-12-31 N 15893263634.010000 930392200.690000 14962871433.320000 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 SR UNSECURED 06/22 3 00206RCM2 900000.000000 PA USD 906927.000000 0.0060612 Long DBT CORP US N 2 2022-06-30 Fixed 3 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING SECURED 144A 01/22 4 04685A2B6 1300000.000000 PA USD 1302737.710000 0.0087065 Long DBT CORP US N 2 2022-01-25 Fixed 4 N N N N N N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 ATMOS ENERGY CORP SR UNSECURED 03/23 0.625 049560AU9 13600000.000000 PA USD 13551427.870000 0.0905670 Long DBT CORP US N 2 2023-03-09 Fixed 0.625 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 1805085.360000 0.0120638 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 01/23 VAR 06051GGE3 2530000.000000 PA USD 2532868.720000 0.0169277 Long DBT CORP US N 2 2023-01-20 Floating 3.124 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/23 VAR 06051GGK9 590000.000000 PA USD 593872.050000 0.0039690 Long DBT CORP US N 2 2023-04-24 Floating 2.881 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC SR UNSECURED 05/22 1.7 06739GCR8 300000.000000 PA USD 301039.460000 0.0020119 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 02/23 VAR 06738EBF1 8500000.000000 PA USD 8510291.290000 0.0568761 Long DBT CORP GB N 2 2023-02-15 Floating 1.586 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 BAT CAPITAL CORP COMPANY GUAR 08/22 VAR 05526DAX3 2497000.000000 PA USD 2503544.290000 0.0167317 Long DBT CORP US N 2 2022-08-15 Floating 1.036 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC COMPANY GUAR 144A 07/22 2.2 07274NAV5 1300000.000000 PA USD 1304100.020000 0.0087156 Long DBT CORP US N 2 2022-07-15 Fixed 2.2 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 BMW FINANCE NV COMPANY GUAR 144A 08/22 VAR 05600LAD8 12200000.000000 PA USD 12255278.930000 0.0819046 Long DBT CORP NL N 2 2022-08-12 Floating 0.94438 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 04/22 2.95 05565EBF1 1300000.000000 PA USD 1309351.750000 0.0087507 Long DBT CORP US N 2 2022-04-14 Fixed 2.95 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 04/22 VAR 05565EAS4 14185000.000000 PA USD 14206457.930000 0.0949447 Long DBT CORP US N 2 2022-04-06 Floating 0.76663 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 BMW US CAPITAL LLC COMPANY GUAR 144A 04/22 VAR 05565EBG9 12300000.000000 PA USD 12317777.070000 0.0823223 Long DBT CORP US N 2 2022-04-14 Floating 0.65675 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG BANK NV SR UNSECURED REGS 03/22 VAR ACI11ZD26 103820000.000000 PA USD 103838168.500000 0.6939722 Long DBT CORP NL N 2 2022-03-11 Floating 0.27088 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 02/23 1.167 097023DD4 30902000.000000 PA USD 30905755.520000 0.2065496 Long DBT CORP US N 2 2023-02-04 Fixed 1.167 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 03/22 2.125 097023BT1 26308000.000000 PA USD 26334518.730000 0.1759991 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 37626000.000000 PA USD 37851517.830000 0.2529696 Long DBT CORP US N 2 2022-05-01 Fixed 2.7 N N N N N N BOSTON SCIENTIFIC CORPORATION Y6ZDD9FP4P8JSSJMW954 BOSTON SCIENTIFIC CORP SR UNSECURED 05/22 3.375 101137AQ0 2384000.000000 PA USD 2408240.960000 0.0160948 Long DBT CORP US N 2 2022-05-15 Fixed 3.375 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA SR UNSECURED 144A 02/22 VAR 05578AAR9 10500000.000000 PA USD 10502638.230000 0.0701913 Long DBT CORP FR N 2 2022-02-17 Floating 0.489802 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 2016772.740000 0.0134785 Long DBT CORP US N 2 2022-05-16 Fixed 2.6 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL MYERS SQUIBB CO SR UNSECURED 05/22 VAR 110122CJ5 61900000.000000 PA USD 61979451.130000 0.4142216 Long DBT CORP US N 2 2022-05-16 Floating 0.535 N N N N N N CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE (CADES) 969500P04DQJS4BPM574 CAISSE D AMORT DETTE SOC SR UNSECURED 144A 02/22 1.875 12802DAL0 9000000.000000 PA USD 9015241.500000 0.0602507 Long DBT NUSS FR N 2 2022-02-12 Fixed 1.875 N N N N N N CAISSE DES DEPOTS ET CONSIGNATIONS 969500Q2PFTTP0Y5QL44 CAISSE DES DEPOTS ET CON SR UNSECURED REGS 01/22 2.75 ACI17JLN1 4000000.000000 PA USD 4003895.960000 0.0267589 Long DBT NUSS FR N 2 2022-01-18 Fixed 2.75 N N N N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 CALIFORNIA ST INFRASTRUCTURE CASDEV 01/50 ADJUSTABLE VAR 13034AR36 11385000.000000 PA USD 11384984.060000 0.0760882 Long DBT MUN US N 2 2050-01-01 Variable 0.2 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK SR UNSECURED 03/23 VAR 13607GKW3 4099000.000000 PA USD 4121384.680000 0.0275441 Long DBT CORP CA N 2 2023-03-17 Floating 0.84952 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK SR UNSECURED 06/23 VAR 13607HVD1 22500000.000000 PA USD 22511634.750000 0.1504500 Long DBT CORP CA N 2 2023-06-22 Floating 0.389376 N N N N N N CDP FINANCIAL INC 549300OXMGVYFCBFV096 CDP FINANCIAL INC COMPANY GUAR REGS 03/22 2.75 C23264AG6 18000000.000000 PA USD 18080424.000000 0.1208353 Long DBT CORP CA N 2 2022-03-07 Fixed 2.75 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 03/22 2.849 ACI0SQCV6 10900000.000000 PA USD 10938695.000000 0.0731056 Long DBT CORP JP N 2 2022-03-03 Fixed 2.849 N N N N N N CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED 3538005TH2GJERPBFN83 CENTRAL NIPPON EXPRESSWY SR UNSECURED REGS 03/22 VAR ACI0SQFL5 10500000.000000 PA USD 10511795.490000 0.0702525 Long DBT CORP JP N 2 2022-03-03 Floating 0.98463 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464 161175BB9 57301000.000000 PA USD 58152670.490000 0.3886465 Long DBT CORP US N 2 2022-07-23 Fixed 4.464 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 04/22 VAR 172967LH2 33300000.000000 PA USD 33358521.750000 0.2229420 Long DBT CORP US N 2 2022-04-25 Floating 1.08388 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 COMMONWEALTH BANK AUST SR UNSECURED REGS 03/22 VAR 2027A1JL2 2652000.000000 PA USD 2655068.500000 0.0177444 Long DBT CORP AU N 2 2022-03-10 Floating 0.9005 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 1800701.800000 0.0120345 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 14500000.000000 PA USD 14501910.520000 0.0969193 Long DBT CORP NL N 2 2022-01-10 Floating 0.95113 N N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE LONDON SR UNSECURED 144A 01/22 3.375 22535WAA5 1200000.000000 PA USD 1200510.400000 0.0080233 Long DBT CORP FR N 2 2022-01-10 Fixed 3.375 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 02/22 VAR 22550UAA9 37000000.000000 PA USD 37007478.440000 0.2473287 Long DBT CORP CH N 2 2022-02-04 Floating 0.49985 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 08/23 VAR 22550UAD3 2600000.000000 PA USD 2600627.590000 0.0173805 Long DBT CORP CH N 2 2023-08-09 Floating 0.429838 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 CREDIT SUISSE GROUP AG SR UNSECURED 144A 01/23 3.574 225401AB4 5253000.000000 PA USD 5254498.840000 0.0351169 Long DBT CORP CH N 2 2023-01-09 Fixed 3.574 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 07/22 3.5 126650CK4 500000.000000 PA USD 505637.000000 0.0033793 Long DBT CORP US N 2 2022-07-20 Fixed 3.5 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 3.4 233851DR2 14400000.000000 PA USD 14459151.460000 0.0966335 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 26800000.000000 PA USD 26828243.980000 0.1792988 Long DBT CORP US N 2 2022-02-22 Floating 1.03963 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 VAR 233851DV3 28840000.000000 PA USD 28866083.180000 0.1929181 Long DBT CORP US N 2 2022-02-15 Floating 1.056 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/22 2.55 233851DU5 4000000.000000 PA USD 4045932.200000 0.0270398 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DAIWA SECURITIES GROUP INC 353800WRC7Y23PWFJG38 DAIWA SECURITIES GROUP SR UNSECURED 144A 04/22 3.129 234064AB9 3000000.000000 PA USD 3022596.300000 0.0202006 Long DBT CORP JP N 2 2022-04-19 Fixed 3.129 N N N N N N DAIWA SECURITIES GROUP INC 353800WRC7Y23PWFJG38 DAIWA SECURITIES GROUP SR UNSECURED REGS 04/22 3.129 J11718CT8 2526000.000000 PA USD 2545026.080000 0.0170089 Long DBT CORP JP N 2 2022-04-19 Fixed 3.129 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 01/22 5 23636AAS0 23600000.000000 PA USD 23621018.630000 0.1578642 Long DBT CORP DK N 2 2022-01-12 Fixed 5 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 03/22 2.7 23636AAM3 3200000.000000 PA USD 3212358.820000 0.0214689 Long DBT CORP DK N 2 2022-03-02 Fixed 2.7 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED REGS 03/22 2.7 23636BAM1 2200000.000000 PA USD 2208496.690000 0.0147598 Long DBT CORP DK N 2 2022-03-02 Fixed 2.7 N N N N N N DELL EQUIPMENT FINANCE TRUST 2021-2 N/A DELL EQUIPMENT FINANCE TRUST DEFT 2021 2 A1 144A 24702VAA0 13050354.870000 PA USD 13047571.230000 0.0871996 Long ABS-O CORP US N 2 2022-09-22 Fixed 0.18234 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 12022800.000000 0.0803509 Long DBT NUSS FR N 2 2022-01-29 Fixed 2.875 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA SR UNSECURED 144A 12/22 2.15 23329PAE0 30000000.000000 PA USD 30446502.300000 0.2034803 Long DBT CORP NO N 2 2022-12-02 Fixed 2.15 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA SR UNSECURED 144A 12/22 VAR 23329PAD2 20900000.000000 PA USD 20986312.820000 0.1402559 Long DBT CORP NO N 2 2022-12-02 Floating 0.79325 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA SR UNSECURED REGS 12/22 VAR 23329RAC0 2200000.000000 PA USD 2209085.560000 0.0147638 Long DBT CORP NO N 2 2022-12-02 Floating 0.79325 N N N N N N DNB BOLIGKREDITT AS 5967007LIEEXZX659K67 DNB BOLIGKREDITT AS COVERED REGS 03/22 2.5 R1640XCF7 10500000.000000 PA USD 10553367.200000 0.0705304 Long DBT CORP NO N 2 2022-03-28 Fixed 2.5 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP SR UNSECURED 06/23 VAR 26441CBK0 13400000.000000 PA USD 13388230.510000 0.0894763 Long DBT CORP US N 2 2023-06-10 Floating 0.2996 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC COMPANY GUAR 02/22 VAR 29250NBB0 22700000.000000 PA USD 22707991.080000 0.1517623 Long DBT CORP CA N 2 2022-02-18 Floating 0.66 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 ERAC USA FINANCE LLC COMPANY GUAR 144A 10/22 3.3 26884TAH5 25100000.000000 PA USD 25628249.080000 0.1712789 Long DBT CORP US N 2 2022-10-15 Fixed 3.3 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 30000000.000000 PA USD 30005249.100000 0.2005314 Long DBT CORP N/A N 2 2022-03-11 Floating 0.30088 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 8000137.600000 0.0534666 Long DBT CORP N/A N 2 2022-05-11 Floating 0.16438 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD) 549300HTGDOVDU6OGK19 EUROPEAN BK RECON + DEV SR UNSECURED 08/22 VAR 29874QDQ4 21800000.000000 PA USD 21826256.570000 0.1458694 Long DBT CORP N/A N 2 2022-08-19 Floating 0.3098 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 01/23 VAR 29878TCY8 26000000.000000 PA USD 26024573.900000 0.1739277 Long DBT CORP N/A N 2 2023-01-19 Floating 0.22363 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 01/23 VAR 29878TDJ0 3685000.000000 PA USD 3691798.970000 0.0246731 Long DBT CORP N/A N 2 2023-01-30 Floating 0.29972 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 06/22 VAR 29878TDE1 41073000.000000 PA USD 41114969.620000 0.2747799 Long DBT CORP N/A N 2 2022-06-10 Floating 0.33964 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/23 VAR ACI1J95N8 117000000.000000 PA USD 117214773.390000 0.7833709 Long DBT CORP N/A N 2 2023-01-30 Floating 0.29952 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED REGS 06/22 VAR ACI1CL5V0 75000000.000000 PA USD 75065186.250000 0.5016763 Long DBT CORP N/A N 2 2022-06-10 Floating 0.33964 N N N N N N EXPORT DEVELOPMENT CANADA (EDC) Z6MHCSLXHKYG4B6PHW02 EXPORT DEVELOPMNT CANADA GOVT GUARANT 05/22 2 30216BGT3 42000000.000000 PA USD 42277001.340000 0.2825460 Long DBT CORP CA N 2 2022-05-17 Fixed 2 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 EXPORT IMPORT BANK KOREA SR UNSECURED 06/22 VAR 302154CX5 3000000.000000 PA USD 3006406.620000 0.0200924 Long DBT NUSS KR N 2 2022-06-25 Floating 0.74475 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 EXPORT IMPORT BANK KOREA SR UNSECURED 06/23 VAR 302154CU1 6200000.000000 PA USD 6248945.340000 0.0417630 Long DBT NUSS KR N 2 2023-06-01 Floating 0.94588 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 EXPORT IMPORT BANK KOREA SR UNSECURED 11/22 VAR 302154CN7 5200000.000000 PA USD 5233284.370000 0.0349751 Long DBT NUSS KR N 2 2022-11-01 Floating 1.05663 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 EXPORT IMPORT BANK KOREA SR UNSECURED REGS 04/23 VAR ACI1LXYY6 4000000.000000 PA USD 4054439.120000 0.0270967 Long DBT NUSS KR N 2 2023-04-27 Floating 1.3345 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 EXPORT IMPORT BANK KOREA SR UNSECURED REGS 07/22 VAR BD57DTII5 10700000.000000 PA USD 10735845.000000 0.0717499 Long DBT NUSS KR N 2 2022-07-05 Floating 1.00913 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 42014575.680000 0.2807922 Long DBT USGSE US N 2 2022-11-16 Floating 0.11 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 02/23 VAR 3130ANWZ9 275000000.000000 PA USD 275015317.500000 1.8379849 Long DBT USGSE US N 2 2023-02-08 Floating 0.065 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 03/23 VAR 3130ANY61 285000000.000000 PA USD 284965677.450000 1.9044852 Long DBT USGSE US N 2 2023-03-15 Floating 0.065 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 01/22 VAR 3135G03V3 90000000.000000 PA USD 90016801.200000 0.6016011 Long DBT USGSE US N 2 2022-01-24 Floating 0.36 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 03/22 VAR 3135G02A0 24000000.000000 PA USD 24007674.960000 0.1604483 Long DBT USGSE US N 2 2022-03-11 Floating 0.22 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 03/22 VAR 3135G0Z55 21000000.000000 PA USD 21006824.580000 0.1403930 Long DBT USGSE US N 2 2022-03-09 Floating 0.22 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 05/22 VAR 3135G04J9 35000000.000000 PA USD 35026103.350000 0.2340868 Long DBT USGSE US N 2 2022-05-06 Floating 0.28 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 FISERV INC SR UNSECURED 10/22 3.5 337738AM0 3600000.000000 PA USD 3656557.150000 0.0244375 Long DBT CORP US N 2 2022-10-01 Fixed 3.5 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 13014603.030000 0.0869793 Long DBT CORP DE N 2 2022-04-08 Fixed 0.625 N N N N N N FMS WERTMANAGEMENT AOER (FMS-WM) HZFDOR6TCRSIQLKQTX32 FMS WERTMANAGEMENT GOVT GUARANT REGS 10/22 0.25 ACI1S9MP4 11000000.000000 PA USD 11030044.850000 0.0737161 Long DBT CORP DE N 2 2022-10-26 Fixed 0.25 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 GENERAL MILLS INC UNSECURED 10/22 6.41 37033LGD2 1100000.000000 PA USD 1149710.420000 0.0076838 Long DBT CORP US N 2 2022-10-15 Fixed 6.41 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 526159.980000 0.0035164 Long DBT CORP US N 2 2022-01-14 Floating 1.67675 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.45 37045XAW6 36511000.000000 PA USD 36623674.770000 0.2447637 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 06/22 3.15 37045XBY1 14035000.000000 PA USD 14194240.550000 0.0948631 Long DBT CORP US N 2 2022-06-30 Fixed 3.15 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 06/22 VAR 37045XBX3 2200000.000000 PA USD 2209555.660000 0.0147669 Long DBT CORP US N 2 2022-06-30 Floating 1.52788 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55 37045XCU8 27602000.000000 PA USD 28006001.090000 0.1871700 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 01/23 0.481 38141GXP4 5600000.000000 PA USD 5587099.170000 0.0373398 Long DBT CORP US N 2 2023-01-27 Fixed 0.481 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 42501798.600000 0.2840484 Long DBT CORP US N 2 2023-01-27 Floating 0.45972 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 02/23 VAR 38141GWU4 33700000.000000 PA USD 33849702.810000 0.2262246 Long DBT CORP US N 2 2023-02-23 Floating 0.914 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 1.217 38141GZE7 1200000.000000 PA USD 1203313.250000 0.0080420 Long DBT CORP US N 2 2023-12-06 Fixed 1.217 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 01/22 VAR 404280BG3 3300000.000000 PA USD 3300122.400000 0.0220554 Long DBT CORP GB N 2 2022-01-05 Floating 1.63313 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 03/23 VAR 404280BJ7 50215000.000000 PA USD 50454370.890000 0.3371971 Long DBT CORP GB N 2 2023-03-13 Floating 3.262 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 02/22 3.95 44891AAY3 6848000.000000 PA USD 6864312.760000 0.0458756 Long DBT CORP US N 2 2022-02-01 Fixed 3.95 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 02/22 3.95 44891CAY9 5785000.000000 PA USD 5798780.560000 0.0387545 Long DBT CORP US N 2 2022-02-01 Fixed 3.95 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 04/22 3.1 44891CAM5 11188000.000000 PA USD 11263394.590000 0.0752756 Long DBT CORP US N 2 2022-04-05 Fixed 3.1 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 03/22 3 44920UAJ7 16500000.000000 PA USD 16561155.930000 0.1106817 Long DBT CORP KR N 2 2022-03-06 Fixed 3 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 03/22 3 Y3815NAX9 5000000.000000 PA USD 5018532.100000 0.0335399 Long DBT CORP KR N 2 2022-03-06 Fixed 3 N N N N N N INDUSTRIAL BANK OF KOREA (IBK) 988400RBIWE3YA18PK12 INDUSTRIAL BANK OF KOREA SR UNSECURED 144A 10/22 VAR 45604GAG4 24000000.000000 PA USD 24080520.000000 0.1609352 Long DBT NUSS KR N 2 2022-10-23 Floating 0.57388 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 03/22 3.15 456837AG8 1300000.000000 PA USD 1308575.850000 0.0087455 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 66726000.000000 PA USD 66886354.590000 0.4470155 Long DBT CORP NL N 2 2022-03-29 Floating 1.36975 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 INTER AMERICAN DEVEL BK SR UNSECURED 03/22 VAR 45818WCM6 21030000.000000 PA USD 21031091.880000 0.1405552 Long DBT CORP N/A N 2 2022-03-15 Floating 0.23275 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 INTER AMERICAN DEVEL BK SR UNSECURED 07/22 VAR 45818WBP0 5350000.000000 PA USD 5352027.380000 0.0357687 Long DBT CORP N/A N 2 2022-07-15 Floating 0.19375 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 INTER AMERICAN DEVEL BK SR UNSECURED 09/22 VAR 45818WCP9 90500000.000000 PA USD 90619631.950000 0.6056300 Long DBT CORP N/A N 2 2022-09-16 Floating 0.30955 N N N N N N INTERNATIONAL FINANCE CORPORATION (IFC) QKL54NQY28TCDAI75F60 INTL FINANCE COR SR UNSECURED 06/23 VAR 45950KCW8 24000000.000000 PA USD 24000090.000000 0.1603976 Long DBT CORP N/A N 2 2023-06-30 Floating 0.14 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 01/23 VAR 46849LTN1 6000000.000000 PA USD 6018011.820000 0.0402196 Long DBT CORP US N 2 2023-01-06 Floating 0.650002 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 06/22 VAR 46849LSX0 3900000.000000 PA USD 3912729.090000 0.0261496 Long DBT CORP US N 2 2022-06-27 Floating 0.94975 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP GOVT GUARANT 11/22 2.375 471048BP2 6000000.000000 PA USD 6095513.760000 0.0407376 Long DBT NUSS JP N 2 2022-11-16 Fixed 2.375 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 5030340.000000 0.0336188 Long DBT NUSS JP N 2 2022-04-21 Fixed 2 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR UNSECURED REGS 04/22 2 ACI0CBWL6 3100000.000000 PA USD 3118810.800000 0.0208437 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 7300000.000000 PA USD 7312476.070000 0.0488708 Long DBT CORP US N 2 2022-06-13 Floating 0.69088 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED REGS 10/22 VAR Y4S96CSP9 3400000.000000 PA USD 3410783.240000 0.0227950 Long DBT CORP KR N 2 2022-10-02 Floating 0.91438 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 KINDER MORGAN INC COMPANY GUAR 01/23 VAR 49456BAN1 7200000.000000 PA USD 7261261.700000 0.0485285 Long DBT CORP US N 2 2023-01-15 Floating 1.40375 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED 144A 02/22 VAR 50048MCT5 130600000.000000 PA USD 130614316.370000 0.8729228 Long DBT CORP NO N 2 2022-02-24 Floating 0.24963 N N N N N N KOMMUNALBANKEN AS I7ETN0QQO2AHZZGHJ389 KOMMUNALBANKEN AS SR UNSECURED REGS 01/22 2.25 ACI0S0J46 10000000.000000 PA USD 10011068.500000 0.0669061 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 97500000.000000 PA USD 97510687.950000 0.6516843 Long DBT CORP NO N 2 2022-02-24 Floating 0.24963 N N N N N N KOMMUNEKREDIT 529900D8QLTZ6PRLJL76 KOMMUNEKREDIT SR UNSECURED REGS 04/22 2.5 ACI19LG83 7000000.000000 PA USD 7042912.660000 0.0470693 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 54156098.000000 0.3619365 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 02/22 0.5 ACI1M02L0 27000000.000000 PA USD 27013770.000000 0.1805387 Long DBT CORP SE N 2 2022-02-02 Fixed 0.5 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 KOOKMIN BANK SR UNSECURED REGS 06/22 VAR ACI0VGKR4 3800000.000000 PA USD 3810842.270000 0.0254687 Long DBT CORP KR N 2 2022-06-09 Floating 1.14825 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 02/22 VAR 500630CN6 22980000.000000 PA USD 23000218.030000 0.1537153 Long DBT CORP KR N 2 2022-02-27 Floating 0.88063 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 02/23 VAR 500630CZ9 9600000.000000 PA USD 9617716.990000 0.0642772 Long DBT CORP KR N 2 2023-02-18 Floating 0.51 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 07/22 VAR 500630CQ9 16300000.000000 PA USD 16347917.270000 0.1092566 Long DBT CORP KR N 2 2022-07-06 Floating 0.941 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED REGS 04/23 VAR ACI1LNGW2 3500000.000000 PA USD 3557641.500000 0.0237765 Long DBT CORP KR N 2 2023-04-16 Floating 1.57225 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU (KFW) 549300GDPG70E3MBBU98 KFW GOVT GUARANT 01/22 2.625 500769EX8 24300000.000000 PA USD 24332327.990000 0.1626180 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 02/22 2.5 500769HZ0 22000000.000000 PA USD 22057307.580000 0.1474136 Long DBT CORP DE N 2 2022-02-15 Fixed 2.5 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU (KFW) 549300GDPG70E3MBBU98 KFW GOVT GUARANT 03/22 2.125 500769HF4 219000000.000000 PA USD 219704599.650000 1.4683318 Long DBT CORP DE N 2 2022-03-07 Fixed 2.125 N N N N N N LANDESKREDITBANK BADEN-W FOERDERBANK (L-BANK) 0SK1ILSPWNVBNQWU0W18 L BANK BW FOERDERBANK LOCAL GOVT G REGS 03/22 VAR ACI19C825 36600000.000000 PA USD 36613605.320000 0.2446964 Long DBT CORP DE N 2 2022-03-15 Floating 0.39957 N N N N N N LANDESKREDITBANK BADEN-W FOERDERBANK (L-BANK) 0SK1ILSPWNVBNQWU0W18 L BANK BW FOERDERBANK LOCAL GOVT G REGS 04/22 0.625 ACI1LJHW0 27000000.000000 PA USD 27029484.000000 0.1806437 Long DBT CORP DE N 2 2022-04-08 Fixed 0.625 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 LANDWIRTSCH. RENTENBANK GOVT GUARANT 144A 01/22 VAR 51511CAK4 27000000.000000 PA USD 27000351.000000 0.1804490 Long DBT NUSS DE N 2 2022-01-12 Floating 0.16113 N N N N N N LANDWIRTSCHAFTLICHE RENTENBANK 529900Z3J0N6S0F7CT25 LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS 01/22 VAR ACI0SV4K8 25000000.000000 PA USD 25000325.000000 0.1670824 Long DBT NUSS DE N 2 2022-01-12 Floating 0.16113 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 01/22 3 53944YAC7 800000.000000 PA USD 800424.970000 0.0053494 Long DBT CORP GB N 2 2022-01-11 Fixed 3 N N N N N N ABB FINANCE (USA) INC 5493002Y01YAFV45F528 ABB FINANCE USA INC COMPANY GUAR 05/22 2.875 00037BAB8 820000.000000 PA USD 826678.030000 0.0055249 Long DBT CORP US N 2 2022-05-08 Fixed 2.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 03/22 3.45 00287YCS6 19700000.000000 PA USD 19718171.280000 0.1317807 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 03/23 2.8 00287YCU1 430000.000000 PA USD 438313.040000 0.0029293 Long DBT CORP US N 2 2023-03-15 Fixed 2.8 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 10/22 3.25 00287YCT4 1670000.000000 PA USD 1692727.920000 0.0113129 Long DBT CORP US N 2 2022-10-01 Fixed 3.25 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 2.3 00287YBM0 4595000.000000 PA USD 4660121.080000 0.0311446 Long DBT CORP US N 2 2022-11-21 Fixed 2.3 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 2.9 00287YAL3 40650000.000000 PA USD 41406637.560000 0.2767292 Long DBT CORP US N 2 2022-11-06 Fixed 2.9 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 3.2 00287YAP4 28723000.000000 PA USD 29213009.500000 0.1952367 Long DBT CORP US N 2 2022-11-06 Fixed 3.2 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/22 VAR 00287YBP3 3482000.000000 PA USD 3495531.540000 0.0233614 Long DBT CORP US N 2 2022-11-21 Floating 0.80963 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO BANK NV SR UNSECURED REGS 07/22 VAR ACI0W4NV8 6000000.000000 PA USD 6022088.400000 0.0402469 Long DBT CORP NL N 2 2022-07-19 Floating 0.92363 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT L SR UNSECURED 144A 10/22 2.5 29135LAC4 1700000.000000 PA USD 1726348.300000 0.0115375 Long DBT NUSS AE N 2 2022-10-11 Fixed 2.5 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 MET TOWER GLOBAL FUNDING SECURED 144A 01/23 VAR 58989VAA2 12100000.000000 PA USD 12142704.530000 0.0811522 Long DBT CORP US N 2 2023-01-17 Floating 0.599039 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 MET LIFE GLOB FUNDING I SR SECURED 144A 09/22 VAR 59217GEM7 12700000.000000 PA USD 12720487.770000 0.0850137 Long DBT CORP US N 2 2022-09-08 Floating 0.39967 N N N N N N MITSUBISHI CORPORATION KVIPTY4PULAPGC1VVD26 MITSUBISHI CORP SR UNSECURED REGS 07/22 2.625 ACI0W6YP4 1500000.000000 PA USD 1514773.640000 0.0101235 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 4014372.640000 0.0268289 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 27728218.540000 0.1853135 Long DBT CORP JP N 2 2022-02-22 Floating 1.07963 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 4020104.080000 0.0268672 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 03/22 VAR 606822BF0 11386000.000000 PA USD 11395823.390000 0.0761607 Long DBT CORP JP N 2 2022-03-07 Floating 0.88763 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/23 3.455 606822AT1 12700000.000000 PA USD 13079349.510000 0.0874120 Long DBT CORP JP N 2 2023-03-02 Fixed 3.455 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 03/23 VAR 606822AS3 2732000.000000 PA USD 2746177.930000 0.0183533 Long DBT CORP JP N 2 2023-03-02 Floating 0.91325 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 4147228.110000 0.0277168 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 35400000.000000 PA USD 35820478.720000 0.2393958 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 49394000.000000 PA USD 49597429.680000 0.3314700 Long DBT CORP JP N 2 2022-07-25 Floating 0.91388 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 3.761 606822BA1 6000000.000000 PA USD 6259580.880000 0.0418341 Long DBT CORP JP N 2 2023-07-26 Fixed 3.761 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 VAR 606822AZ7 7800000.000000 PA USD 7869644.950000 0.0525945 Long DBT CORP JP N 2 2023-07-26 Floating 0.98488 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 02/22 VAR 60687YAJ8 5025000.000000 PA USD 5031621.950000 0.0336274 Long DBT CORP JP N 2 2022-02-28 Floating 1.11563 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 03/23 VAR 60687YAQ2 10300000.000000 PA USD 10367596.020000 0.0692888 Long DBT CORP JP N 2 2023-03-05 Floating 0.97013 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 07/23 VAR 60687YAY5 6231000.000000 PA USD 6248470.850000 0.0417598 Long DBT CORP JP N 2 2023-07-16 Floating 0.96225 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 09/22 VAR 60687YAN9 73300000.000000 PA USD 73639541.730000 0.4921485 Long DBT CORP JP N 2 2022-09-11 Floating 1.08088 N N N N N N MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 549300CW356R8I7N8D33 MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 09/22 2.125 60920LAE4 1500000.000000 PA USD 1515986.880000 0.0101317 Long DBT CORP NL N 2 2022-09-19 Fixed 2.125 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/23 VAR 6174468K8 46000000.000000 PA USD 46007637.840000 0.3074787 Long DBT CORP US N 2 2023-01-20 Floating 0.74924 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 05/22 2.75 61744YAH1 2700000.000000 PA USD 2724452.200000 0.0182081 Long DBT CORP US N 2 2022-05-19 Fixed 2.75 N N N N N N MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA) OX3PU53ZLPQKJ4700D47 MUFG UNION BANK NA SR UNSECURED 03/22 VAR 90520EAJ0 16000000.000000 PA USD 16007322.880000 0.1069803 Long DBT CORP US N 2 2022-03-07 Floating 0.78763 N N N N N N MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA) OX3PU53ZLPQKJ4700D47 MUFG UNION BANK NA SR UNSECURED 12/22 VAR 624786FV6 16350000.000000 PA USD 16423630.100000 0.1097626 Long DBT CORP US N 2 2022-12-09 Floating 0.759656 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 09/22 VAR 63906AAB6 25000000.000000 PA USD 25244963.500000 0.1687174 Long DBT CORP GB N 2 2022-09-29 Floating 1.71161 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED REGS 03/22 2.25 N6S779TA8 6000000.000000 PA USD 6019320.000000 0.0402284 Long DBT NUSS NL N 2 2022-03-02 Fixed 2.25 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED REGS 04/22 1.875 ACI0C9R94 66000000.000000 PA USD 66296996.700000 0.4430767 Long DBT NUSS NL N 2 2022-04-14 Fixed 1.875 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 11400913.480000 0.0761947 Long DBT CORP US N 2 2022-01-21 Floating 0.4095 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 3004887.600000 0.0200823 Long DBT CORP US N 2 2022-07-12 Floating 0.56113 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 02/22 VAR 65339KBC3 47500000.000000 PA USD 47542460.250000 0.3177362 Long DBT CORP US N 2 2022-02-25 Floating 0.898 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 02/23 VAR 65339KBT6 54700000.000000 PA USD 54621193.160000 0.3650449 Long DBT CORP US N 2 2023-02-22 Floating 0.42963 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 03/23 0.65 65339KBU3 16200000.000000 PA USD 16170699.060000 0.1080722 Long DBT CORP US N 2 2023-03-01 Fixed 0.65 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 07/22 2.65 654740AZ2 100000.000000 PA USD 100890.780000 0.0006743 Long DBT CORP US N 2 2022-07-13 Fixed 2.65 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 VAR 654740BE8 600000.000000 PA USD 600651.460000 0.0040143 Long DBT CORP US N 2 2022-09-28 Floating 0.90975 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/22 4.625 00772BAP6 200000.000000 PA USD 203926.880000 0.0013629 Long DBT CORP IE N 2 2022-07-01 Fixed 4.625 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A AERCAP IRELAND CAP/GLOBA COMPANY GUAR 09/23 4.5 00774MAP0 19600000.000000 PA USD 20565446.020000 0.1374432 Long DBT CORP IE N 2 2023-09-15 Fixed 4.5 N N N N N N NRW BANK 52990002O5KK6XOGJ020 NRW.BANK LOCAL GOVT G 02/22 VAR ACI10CCY9 159200000.000000 PA USD 159235339.220000 1.0642031 Long DBT CORP DE N 2 2022-02-01 Floating 0.25163 N N N N N N OESTERREICHISCHE KONTROLLBANK AG 5299000OVRLMF858L016 OEKB OEST. KONTROLLBANK GOVT GUARANT 01/22 2.625 676167BY4 7000000.000000 PA USD 7012151.230000 0.0468637 Long DBT CORP AT N 2 2022-01-31 Fixed 2.625 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ORIX CORP SR UNSECURED 07/22 2.9 686330AH4 21700000.000000 PA USD 21953986.350000 0.1467231 Long DBT CORP JP N 2 2022-07-18 Fixed 2.9 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ORIX CORP SR UNSECURED REGS 01/22 3.2 ACI0RXMB5 12212000.000000 PA USD 12225746.680000 0.0817072 Long DBT CORP JP N 2 2022-01-19 Fixed 3.2 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/22 1.75 694308JE8 35100000.000000 PA USD 35100259.040000 0.2345824 Long DBT CORP US N 2 2022-06-16 Fixed 1.75 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC SR UNSECURED 09/22 2.2 70450YAB9 2100000.000000 PA USD 2130020.300000 0.0142354 Long DBT CORP US N 2 2022-09-26 Fixed 2.2 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC BANK NA SR UNSECURED 02/23 VAR 69353RFU7 40800000.000000 PA USD 40826233.580000 0.2728503 Long DBT CORP US N 2 2023-02-24 Floating 0.49463 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 PROVINCE OF ALBERTA SR UNSECURED 07/22 2.2 013051DZ7 25366000.000000 PA USD 25627682.000000 0.1712752 Long DBT NUSS CA N 2 2022-07-26 Fixed 2.2 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 ONTARIO (PROVINCE OF) SR UNSECURED 02/22 2.4 68323AED2 3900000.000000 PA USD 3908219.210000 0.0261194 Long DBT NUSS CA N 2 2022-02-08 Fixed 2.4 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 PROVINCE OF QUEBEC SR UNSECURED 01/22 2.375 748149AM3 14000000.000000 PA USD 14021278.600000 0.0937071 Long DBT NUSS CA N 2 2022-01-31 Fixed 2.375 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 RECKITT BENCKISER TSY COMPANY GUAR 144A 06/22 2.375 75625QAC3 13600000.000000 PA USD 13703097.660000 0.0915807 Long DBT CORP GB N 2 2022-06-24 Fixed 2.375 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 RECKITT BENCKISER TSY COMPANY GUAR 144A 06/22 VAR 75625QAF6 26600000.000000 PA USD 26653506.430000 0.1781310 Long DBT CORP GB N 2 2022-06-24 Floating 0.77975 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC SR UNSECURED 02/22 4.125 02005NAY6 6700000.000000 PA USD 6726631.830000 0.0449555 Long DBT CORP US N 2 2022-02-13 Fixed 4.125 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 ROGERS COMMUNICATIONS IN COMPANY GUAR 03/22 VAR 775109BQ3 946000.000000 PA USD 946987.280000 0.0063289 Long DBT CORP CA N 2 2022-03-22 Floating 0.81425 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA COVERED REGS 09/22 1.9 C7976PAB2 4000000.000000 PA USD 4040232.200000 0.0270017 Long DBT CORP CA N 2 2022-09-23 Fixed 1.9 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSECURED 04/22 VAR 78013X6E3 26500000.000000 PA USD 26517899.430000 0.1772247 Long DBT CORP CA N 2 2022-04-29 Floating 0.59863 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 KSA SUKUK LTD SR UNSECURED REGS 04/22 2.894 G5321UAD9 400000.000000 PA USD 403100.400000 0.0026940 Long DBT NUSS KY N 2 2022-04-20 Fixed 2.894 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 14102573.100000 0.0942504 Long DBT MUN FR N 2 2022-04-25 Fixed 2.625 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 SIEMENS FINANCIERINGSMAT COMPANY GUAR 144A 03/23 0.4 82620KAV5 11000000.000000 PA USD 10967762.520000 0.0732999 Long DBT CORP NL N 2 2023-03-11 Fixed 0.4 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSECURED 144A 09/23 VAR 83051GAP3 13800000.000000 PA USD 13819058.350000 0.0923557 Long DBT CORP SE N 2 2023-09-01 Floating 0.49088 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSECURED 144A 12/22 VAR 83051GAL2 15300000.000000 PA USD 15376146.260000 0.1027620 Long DBT CORP SE N 2 2022-12-12 Floating 0.84588 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 06/22 VAR 842400HE6 40170000.000000 PA USD 40181574.580000 0.2685419 Long DBT CORP US N 2 2022-06-13 Floating 0.399632 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 05/22 2.75 025816CD9 10400000.000000 PA USD 10473340.900000 0.0699955 Long DBT CORP US N 2 2022-05-20 Fixed 2.75 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 SOUTHERN CO SR UNSECURED 05/23 VAR 842587DK0 35000000.000000 PA USD 34925857.750000 0.2334168 Long DBT CORP US N 2 2023-05-10 Floating 0.41983 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC SR UNSECURED 144A 10/23 VAR 853254BW9 62400000.000000 PA USD 62827071.840000 0.4198865 Long DBT CORP GB N 2 2023-10-14 Floating 1.29906 N N N N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 AMERICAN HONDA FINANCE SR UNSECURED 06/22 VAR 02665WCX7 3600000.000000 PA USD 3608020.760000 0.0241132 Long DBT CORP US N 2 2022-06-27 Floating 0.75975 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 7504084.580000 0.0501514 Long DBT CORP US N 2 2022-01-15 Fixed 2.25 N N N N N N SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH 549300MS3WYYVQ4HXM15 SUMITOMO MITSUI BKG CORP 86565C6C8 19900000.000000 PA USD 19894087.310000 0.1329563 Long DBT CORP JP N 2 2022-09-06 Floating 0.22 N N N N N N SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH 549300MS3WYYVQ4HXM15 SUMITOMO MITSUI BKG CORP 86565CR43 40000000.000000 PA USD 40004444.800000 0.2673581 Long DBT CORP JP N 2 2022-02-14 Floating 0.196 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 01/22 VAR 86562MAL4 5854000.000000 PA USD 5855248.540000 0.0391319 Long DBT CORP JP N 2 2022-01-11 Floating 1.09113 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 13161649.150000 0.0879621 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 20068330.600000 0.1341209 Long DBT CORP JP N 2 2022-07-12 Floating 0.90113 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/22 2.778 86562MAU4 1000000.000000 PA USD 1017385.760000 0.0067994 Long DBT CORP JP N 2 2022-10-18 Fixed 2.778 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 10977512.190000 0.0733650 Long DBT CORP AU N 2 2022-05-04 Fixed 2.8 N N N N N N SUNTORY HOLDINGS LIMITED 54930074QUY8RD0UZM08 SUNTORY HOLDINGS LTD SR UNSECURED REGS 06/22 2.55 J7818LAD2 480000.000000 PA USD 483652.650000 0.0032324 Long DBT CORP JP N 2 2022-06-28 Fixed 2.55 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 7328452.630000 0.0489776 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 08/22 2 00254EMP4 5000000.000000 PA USD 5049107.250000 0.0337442 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 60378512.160000 0.4035222 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 01/22 1.625 W0R675K45 1600000.000000 PA USD 1601817.600000 0.0107053 Long DBT CORP SE N 2 2022-01-14 Fixed 1.625 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 SWEDBANK AB SR UNSECURED 144A 03/22 VAR 87020PAJ6 5000000.000000 PA USD 5006036.900000 0.0334564 Long DBT CORP SE N 2 2022-03-14 Floating 0.89825 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK COVERED REGS 01/23 2.5 C8888MNS3 1101000.000000 PA USD 1102001.840000 0.0073649 Long DBT CORP CA N 2 2023-01-18 Fixed 2.5 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK SR UNSECURED 01/23 VAR 89114QCF3 14400000.000000 PA USD 14443467.550000 0.0965287 Long DBT CORP CA N 2 2023-01-27 Floating 0.52972 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 5002135.050000 0.0334303 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 9401153.940000 0.0628299 Long DBT CORP US N 2 2022-01-11 Floating 0.81113 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/22 VAR 89236TFD2 4600000.000000 PA USD 4604284.070000 0.0307714 Long DBT CORP US N 2 2022-05-17 Floating 0.55788 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 23608533.760000 0.1577808 Long DBT CORP US N 2 2022-06-13 Floating 0.35 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/23 VAR 89236TJS5 13000000.000000 PA USD 13007264.140000 0.0869303 Long DBT CORP US N 2 2023-06-13 Floating 0.4 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 09/22 VAR 89236TED3 3500000.000000 PA USD 3506896.510000 0.0234373 Long DBT CORP US N 2 2022-09-08 Floating 0.67 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 10/22 VAR 89236THN8 1000000.000000 PA USD 1000901.720000 0.0066892 Long DBT CORP US N 2 2022-10-14 Floating 0.38906 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 UBS AG LONDON SR UNSECURED 144A 06/23 VAR 902674YG9 33100000.000000 PA USD 33095763.530000 0.2211859 Long DBT CORP CH N 2 2023-06-01 Floating 0.369731 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED 144A 05/23 VAR 90352JAB9 29745000.000000 PA USD 29868151.440000 0.1996151 Long DBT CORP CH N 2 2023-05-23 Floating 1.384 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED REGS 02/22 VAR G91703AL5 3700000.000000 PA USD 3704199.800000 0.0247559 Long DBT CORP CH N 2 2022-02-01 Floating 1.66163 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS GROUP AG SR UNSECURED REGS 05/23 VAR H4209UAB2 1461000.000000 PA USD 1467048.890000 0.0098046 Long DBT CORP CH N 2 2023-05-23 Floating 1.384 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 03/22 0.00000 912796S26 144000000.000000 PA USD 143993160.000000 0.9623364 Long DBT UST US N 2 2022-03-01 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 03/22 0.00000 912796S75 157200000.000000 PA USD 157187424.000000 1.0505164 Long DBT UST US N 2 2022-03-08 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 03/22 0.00000 912796S91 230500000.000000 PA USD 230468536.750000 1.5402694 Long DBT UST US N 2 2022-03-22 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 03/22 0.00000 912796T25 100000000.000000 PA USD 99986424.000000 0.6682302 Long DBT UST US N 2 2022-03-29 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 04/22 0.00000 912796T90 350000000.000000 PA USD 349933013.500000 2.3386755 Long DBT UST US N 2 2022-04-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/22 0.00000 912796C31 197300000.000000 PA USD 197297040.500000 1.3185774 Long DBT UST US N 2 2022-01-27 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/22 0.00000 912796K81 450000000.000000 PA USD 449998407.000000 3.0074335 Long DBT UST US N 2 2022-01-20 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/22 0.00000 912796Q69 44300000.000000 PA USD 44300000.000000 0.2960662 Long DBT UST US N 2 2022-01-11 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/22 0.00000 912796Q77 346400000.000000 PA USD 346398555.520000 2.3150540 Long DBT UST US N 2 2022-01-18 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 01/22 0.00000 912796Q85 206400000.000000 PA USD 206398266.240000 1.3794028 Long DBT UST US N 2 2022-01-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/22 0.00000 912796D30 100000000.000000 PA USD 99996750.000000 0.6682992 Long DBT UST US N 2 2022-02-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/22 0.00000 912796L72 50000000.000000 PA USD 49998548.500000 0.3341508 Long DBT UST US N 2 2022-02-10 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/22 0.00000 912796L80 397376000.000000 PA USD 397363582.020000 2.6556639 Long DBT UST US N 2 2022-02-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 02/22 0.00000 912796Q93 276100000.000000 PA USD 276095552.040000 1.8452043 Long DBT UST US N 2 2022-02-01 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 03/22 0.00000 912796F38 175400000.000000 PA USD 175380121.920000 1.1721020 Long DBT UST US N 2 2022-03-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 03/22 0.00000 912796L98 590400000.000000 PA USD 590358878.640000 3.9454919 Long DBT UST US N 2 2022-03-03 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 03/22 0.00000 912796N21 595876000.000000 PA USD 595815280.240000 3.9819582 Long DBT UST US N 2 2022-03-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 03/22 0.00000 912796N39 146800000.000000 PA USD 146783090.100000 0.9809821 Long DBT UST US N 2 2022-03-31 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/22 0.00000 912796N47 3500000.000000 PA USD 3499378.540000 0.0233871 Long DBT UST US N 2 2022-04-07 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/22 0.00000 912796P29 1014600000.000000 PA USD 1014400742.710000 6.7794524 Long DBT UST US N 2 2022-04-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/22 0.00000 912796P37 4000000.000000 PA USD 3999089.600000 0.0267268 Long DBT UST US N 2 2022-04-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 05/22 0.00000 912796Q28 267000000.000000 PA USD 266918677.140000 1.7838734 Long DBT UST US N 2 2022-05-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 06/22 0.00000 912796R50 565000000.000000 PA USD 564497150.000000 3.7726525 Long DBT UST US N 2 2022-06-30 None 0 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 ANTHEM INC SR UNSECURED 03/23 0.45 036752AQ6 7900000.000000 PA USD 7870357.860000 0.0525992 Long DBT CORP US N 2 2023-03-15 Fixed 0.45 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY FRN 07/23 VAR 91282CCQ2 778000000.000000 PA USD 778174692.120000 5.2007043 Long DBT UST US N 2 2023-07-31 Floating 0.11902 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY FRN 10/23 VAR 91282CDE8 122200000.000000 PA USD 122234250.220000 0.8169171 Long DBT UST US N 2 2023-10-31 Floating 0.12502 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 01/22 2.5 9128285V8 750000000.000000 PA USD 750600270.000000 5.0164186 Long DBT UST US N 2 2022-01-15 Fixed 2.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 US TREASURY N/B 03/22 1.75 912828J76 221000000.000000 PA USD 221878561.190000 1.4828608 Long DBT UST US N 2 2022-03-31 Fixed 1.75 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 WI TREASURY SEC. 05/22 0 912796P45 15900000.000000 PA USD 15896026.110000 0.1062365 Long DBT UST US N 2 2022-05-05 None 0 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSECURED 03/22 VAR 92343VDX9 48300000.000000 PA USD 48384463.180000 0.3233635 Long DBT CORP US N 2 2022-03-16 Floating 1.21088 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/22 2.9 928668BC5 10000000.000000 PA USD 10082522.500000 0.0673836 Long DBT CORP US N 2 2022-05-13 Fixed 2.9 N N N N N N WALGREEN CO E1OI0SEUGJMPPTKRDD35 WALGREEN CO COMPANY GUAR 09/22 3.1 931422AH2 3200000.000000 PA USD 3255114.820000 0.0217546 Long DBT CORP US N 2 2022-09-15 Fixed 3.1 N N N N N N WALT DISNEY COMPANY 549300GZKULIZ0WOW665 WALT DISNEY COMPANY/THE COMPANY GUAR 09/22 VAR 254687FH4 10000000.000000 PA USD 10017569.200000 0.0669495 Long DBT CORP US N 2 2022-09-01 Floating 0.56088 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 10/23 VAR 949746SJ1 30000000.000000 PA USD 30245645.400000 0.2021380 Long DBT CORP US N 2 2023-10-31 Floating 1.35863 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 126700000.000000 PA USD 126778645.220000 0.8472882 Long DBT CORP N/A N 2 2023-01-13 Floating 0.1791 N N N N N N ZIMMER BIOMET HOLDINGS INC 2P2YLDVPES3BXQ1FRB91 ZIMMER BIOMET HOLDINGS SR UNSECURED 04/22 3.15 98956PAL6 11804000.000000 PA USD 11827939.100000 0.0790486 Long DBT CORP US N 2 2022-04-01 Fixed 3.15 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 8894000.000000 PA USD 8894000.000000 0.0594405 Long RA US N 2 Repurchase N 0.0000001 2022-01-03 9121500.000000 USD 9071927.750000 USD UST N N N N/A N/A HSBC REPO 000000000 250000000.000000 PA USD 250000000.000000 1.6708023 Long RA US N 2 Repurchase N 0.0500000 2022-01-05 239526442.560000 USD 258196326.950000 USD UST N N N N/A N/A HSBC REPO 000000000 150000000.000000 PA USD 150000000.000000 1.0024814 Long RA US N 2 Repurchase N 0.0500000 2022-01-04 142594800.000000 USD 154397457.750000 USD UST N N N N/A N/A HSBC REPO 000000000 100000000.000000 PA USD 100000000.000000 0.6683209 Long RA US N 2 Repurchase N 0.0500000 2022-01-06 99868100.000000 USD 102892380.450000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 351703895.730000 PA USD 351703895.730000 2.3505107 Long RA US N 2 Repurchase N 0.0600000 2023-08-18 336143000.000000 USD 350091612.930000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 266437500.000000 PA USD 266437500.000000 1.7806576 Long RA US N 2 Repurchase N 0.0600000 2023-12-07 250000000.000000 USD 264433595.000000 USD UST N N N N/A N/A MILLENIUM REPO 000000000 250000000.000000 PA USD 250000000.000000 1.6708023 Long RA US N 2 Repurchase N 0.0400000 2022-01-03 182289500.000000 USD 254956075.620000 USD UST N N N N/A N/A MILLENIUM REPO 000000000 100000000.000000 PA USD 100000000.000000 0.6683209 Long RA US N 2 Repurchase N 0.0400000 2022-01-04 72755000.000000 USD 101757530.090000 USD UST N N N N/A N/A REPO CREDIT AGRICOLE REPO 000000000 46014375.000000 PA USD 46014375.000000 0.3075237 Long RA US N 2 Repurchase N 0.0950000 2022-01-06 50000000.000000 USD 46809200.000000 USD CDS N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 ASIAN DEVELOPMENT BANK SR UNSECURED 02/22 2 045167DX8 164000000.000000 PA USD 164421885.080000 1.0988659 Long DBT CORP N/A N 2 2022-02-16 Fixed 2 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSECURED 05/23 0.3 046353AY4 19200000.000000 PA USD 19120352.640000 0.1277853 Long DBT CORP GB N 2 2023-05-26 Fixed 0.3 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSECURED 06/22 VAR 046353AP3 3203000.000000 PA USD 3210000.640000 0.0214531 Long DBT CORP GB N 2 2022-06-10 Floating 0.8205 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 02/23 VAR 00206RFY3 8000000.000000 PA USD 8049188.480000 0.0537944 Long DBT CORP US N 2 2023-02-15 Floating 1.046 N N N N N N 2022-02-15 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX