ATMOS ENERGY CORP SR UNSECURED 03/23 0.625

NPORT-P false 0000810893 XXXXXXXX S000037048 C000113894 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Short-Term Floating NAV Portfolio III S000037048 LWVQWTQCFH3YG7CVH718 2022-03-31 2022-03-31 N 20366884464.160000 8534479579.640000 11832404884.520000 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 EUR GBP USD ILS CAD AUD N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 ATMOS ENERGY CORP SR UNSECURED 03/23 0.625 049560AU9 20100000.000000 PA USD 19811198.980000 0.1674317 Long DBT CORP US N 2 2023-03-09 Fixed 0.625 N N N N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -34533.510000 -0.0002919 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6499350.000000 ILS 2002387.700000 USD 2022-04-06 -34533.510000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -470018.880000 -0.0039723 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 89991000.000000 ILS 27784004.080000 USD 2022-06-08 -470018.880000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -13715.790000 -0.0001159 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5200260.000000 ILS 1623128.420000 USD 2022-08-03 -13715.790000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 13622.640000 0.0001151 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6501950.000000 ILS 2072995.380000 USD 2022-12-07 13622.640000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -3368.360000 -0.0000285 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 366000.000000 ILS 111578.630000 USD 2022-06-15 -3368.360000 N N N N/A N/A SOLD KRW/BOUGHT USD 000000000 1.000000 NC -2940.480000 -0.0000249 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 240411323.000000 KRW 194837.000000 USD 2022-05-20 -2940.480000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC -186287.530000 -0.0015744 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 27426000.000000 EUR 30175651.220000 USD 2022-04-04 -186287.530000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 12160.140000 0.0001028 N/A DFE GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2709000.000000 GBP 3570836.930000 USD 2022-04-04 12160.140000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC -15712.460000 -0.0001328 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 26100000.000000 ILS 8198819.810000 USD 2022-08-01 -15712.460000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC -447257.420000 -0.0037799 N/A DFE AU N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 15171015.000000 AUD 10912799.340000 USD 2022-04-04 -447257.420000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 6666.320000 0.0000563 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 175012082.190000 CAD 140217659.020000 USD 2022-04-04 6666.320000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -10003.070000 -0.0000845 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 175012082.190000 CAD 140200989.630000 USD 2022-04-04 -10003.070000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 130485.220000 0.0011028 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 175012082.190000 CAD 140341477.920000 USD 2022-04-04 130485.220000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 25582.150000 0.0002162 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3400680.000000 ILS 1102684.820000 USD 2022-12-07 25582.150000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC 12377.460000 0.0001046 N/A DFE CA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1480165.660000 USD 1863000.000000 CAD 2022-04-04 12377.460000 N N N N/A N/A BOUGHT EUR/SOLD USD 000000000 1.000000 NC -189337.820000 -0.0016002 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 32438795.920000 USD 29131000.000000 EUR 2022-04-04 -189337.820000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC -727654.930000 -0.0061497 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 22071520.000000 AUD 15799500.300000 USD 2022-04-04 -727654.930000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 189955.410000 0.0016054 N/A DFE N/A N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 29131000.000000 EUR 32467044.250000 USD 2022-05-03 189955.410000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC -8372.970000 -0.0000708 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 2664000.000000 GBP 3491189.580000 USD 2022-04-04 -8372.970000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 95975.400000 0.0008111 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 120000000.000000 JPY 1084990.960000 USD 2022-06-22 95975.400000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -149.340000 -0.0000013 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 536000.000000 CAD 429201.390000 USD 2022-05-03 -149.340000 N N N N/A N/A SOLD GBP/BOUGHT USD 000000000 1.000000 NC 2763958.520000 0.0233592 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 426000000.000000 GBP 562368223.200000 USD 2022-04-06 2763958.520000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 347076.660000 0.0029333 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 748470753.000000 JPY 6502770.000000 USD 2022-04-04 347076.660000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 10110.890000 0.0000855 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 700319951.000000 JPY 5773167.000000 USD 2022-05-06 10110.890000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -241665.070000 -0.0020424 N/A DFE CA N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 11541040.900000 CAD 9004444.000000 USD 2022-04-04 -241665.070000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 06/22 3.228 060505ES9 1100000.000000 PA 883938.990000 0.0074705 Long DBT CORP US Y 2 2022-06-22 Fixed 3.228 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 12/23 VAR 06051GHC6 12000000.000000 PA USD 12034838.520000 0.1017108 Long DBT CORP US N 2 2023-12-20 Floating 3.004 N N N N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC 138490.750000 0.0011704 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 61851057.000000 USD 77375672.310000 CAD 2022-04-04 138490.750000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC -4186596.650000 -0.0353825 N/A DFE AU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 134375087.000000 AUD 96433474.940000 USD 2022-04-04 -4186596.650000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -1091179.640000 -0.0092220 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 50867927.750000 CAD 39661679.000000 USD 2022-04-04 -1091179.640000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -655803.560000 -0.0055424 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 51987927.140000 CAD 40994343.000000 USD 2022-04-04 -655803.560000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -138891.130000 -0.0011738 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 77388042.520000 CAD 61851057.000000 USD 2022-05-03 -138891.130000 N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC 000000000 30200000.000000 PA USD 29955594.720000 0.2531657 Long DBT CORP US N 2 2023-02-01 Fixed 1.05 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 BMW FINANCE NV COMPANY GUAR 144A 08/22 2.25 05600LAA4 15000000.000000 PA USD 15035290.050000 0.1270688 Long DBT CORP NL N 2 2022-08-12 Fixed 2.25 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 BMW FINANCE NV COMPANY GUAR 144A 08/22 VAR 05600LAD8 13600000.000000 PA USD 13622168.950000 0.1151260 Long DBT CORP NL N 2 2022-08-12 Floating 1.18486 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG BANK NV SR UNSECURED 144A 09/22 1.5 05591F2E9 10000000.000000 PA USD 10010169.300000 0.0845996 Long DBT CORP NL N 2 2022-09-06 Fixed 1.5 N N N N N N BNG BANK NV 529900GGYMNGRQTDOO93 BNG BANK NV SR UNSECURED REGS 09/22 1.5 ACI1F8BR8 15850000.000000 PA USD 15866118.340000 0.1340904 Long DBT CORP NL N 2 2022-09-06 Fixed 1.5 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 BOEING CO SR UNSECURED 02/23 1.167 097023DD4 38978000.000000 PA USD 38684751.360000 0.3269390 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 05/22 2.7 097023CG8 49733000.000000 PA USD 49789180.880000 0.4207867 Long DBT CORP US N 2 2022-05-01 Fixed 2.7 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 BP CAP MARKETS AMERICA COMPANY GUAR 09/22 VAR 10373QBD1 9700000.000000 PA USD 9706146.990000 0.0820302 Long DBT CORP US N 2 2022-09-19 Floating 1.57786 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 BRISTOL MYERS SQUIBB CO SR UNSECURED 05/22 VAR 110122CJ5 200000.000000 PA USD 200019.670000 0.0016904 Long DBT CORP US N 2 2022-05-16 Floating 0.83857 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A BURLINGTN NORTH SANTA FE SR UNSECURED 03/23 3 12189LAM3 400000.000000 PA USD 403137.810000 0.0034071 Long DBT CORP US N 2 2023-03-15 Fixed 3 N N N N N N CANADIAN NATURAL RESOURCES LIMITED 549300T15RIMIKZC5Q38 CANADIAN NATL RESOURCES SR UNSECURED 01/23 2.95 136385AW1 13787000.000000 PA USD 13859436.480000 0.1171312 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95 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 45396000.000000 PA USD 45565700.240000 0.3850925 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 03/23 3.375 172967GL9 1350000.000000 PA USD 1366349.660000 0.0115475 Long DBT CORP US N 2 2023-03-01 Fixed 3.375 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 04/22 2.75 172967LG4 40900000.000000 PA USD 40919048.360000 0.3458219 Long DBT CORP US N 2 2022-04-25 Fixed 2.75 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 04/22 VAR 172967LH2 7900000.000000 PA USD 7900681.300000 0.0667716 Long DBT CORP US N 2 2022-04-25 Floating 1.21771 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 09/23 VAR 172967KX8 3900000.000000 PA USD 3914165.850000 0.0330801 Long DBT CORP US N 2 2023-09-01 Floating 1.953 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 10/22 2.7 172967LQ2 7500000.000000 PA USD 7542791.400000 0.0637469 Long DBT CORP US N 2 2022-10-27 Fixed 2.7 N N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE LONDON SR UNSECURED 144A 04/23 VAR 22535WAF4 1845000.000000 PA USD 1854913.650000 0.0156766 Long DBT CORP FR N 2 2023-04-24 Floating 1.27886 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 08/23 VAR 22550UAD3 1700000.000000 PA USD 1694280.330000 0.0143190 Long DBT CORP CH N 2 2023-08-09 Floating 0.509135 N N N N N N CREDIT SUISSE AG/SYDNEY BRANCH ANGGYXNX0JLX3X63JN86 CREDIT SUISSE/SYDNEY SR UNSECURED 05/23 VAR ACI1MJ5X0 30000000.000000 PA 22601671.100000 0.1910150 Long DBT CORP CH N 2 2023-05-26 Floating 1.2298 N N N N N N CVS HEALTH CORPORATION 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 07/22 3.5 126650CK4 500000.000000 PA USD 501342.080000 0.0042370 Long DBT CORP US N 2 2022-07-20 Fixed 3.5 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 D.R. HORTON INC COMPANY GUAR 09/22 4.375 23331ABE8 1500000.000000 PA USD 1507526.880000 0.0127407 Long DBT CORP US N 2 2022-09-15 Fixed 4.375 N N N N N N DAIMLER CANADA FINANCE INC 549300G6QKWRPOX3M965 DAIMLER CANADA FINANCE COMPANY GUAR 05/22 3.05 23384NBF3 29717000.000000 PA 23829828.750000 0.2013946 Long DBT CORP CA N 2 2022-05-16 Fixed 3.05 N N N N N N DAIMLER FINANCE NORTH AMERICA LLC 549300423Z16BB673J12 DAIMLER FINANCE NA LLC COMPANY GUAR 144A 08/22 2.55 233851DU5 934000.000000 PA USD 937412.240000 0.0079224 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 3461000.000000 PA USD 3463713.110000 0.0292731 Long DBT CORP JP N 2 2022-04-19 Fixed 3.129 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 DANONE SA SR UNSECURED 144A 06/22 3 23636TAA8 4960000.000000 PA USD 4974637.750000 0.0420425 Long DBT CORP FR N 2 2022-06-15 Fixed 3 N N N N N N DBS BANK LTD ATUEL7OJR5057F2PV266 DBS BANK LTD COVERED 10/22 VAR ACI1G7F12 30000000.000000 PA 22474902.910000 0.1899437 Long DBT CORP SG N 2 2022-10-25 Floating 0.585 N N N N N N DBS BANK LTD/SYDNEY BRANCH ATUEL7OJR5057F2PV266 DBS BANK LTD/AUSTRALIA SR UNSECURED 09/22 VAR ACI1FCJL4 18100000.000000 PA 13561665.030000 0.1146146 Long DBT CORP SG N 2 2022-09-13 Floating 0.7847 N N N N N N DEVELOPMENT BANK OF JAPAN INC (DBJ) 5493001HGBABMWFZUI25 DEVELOPMENT BK OF JAPAN GOVT GUARANT REGS 09/22 2.125 BDZZW7II7 30000000.000000 PA USD 30105073.800000 0.2544290 Long DBT CORP JP N 2 2022-09-01 Fixed 2.125 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA SR UNSECURED 144A 12/22 VAR 23329PAD2 56000000.000000 PA USD 56193457.600000 0.4749116 Long DBT CORP NO N 2 2022-12-02 Floating 1.12429 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 DOMINION RESOURCES 2574P1DS8 10000000.000000 PA USD 9993709.400000 0.0844605 Long DBT CORP US N 2 2022-04-26 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP 26244JDS5 19300000.000000 PA USD 19288277.370000 0.1630123 Long DBT CORP US N 2 2022-04-26 None 0 N N N N N N DUKE ENERGY CORPORATION I1BZKREC126H0VB1BL91 DUKE ENERGY CORP 26244JE47 11800000.000000 PA USD 11789680.190000 0.0996389 Long DBT CORP US N 2 2022-05-04 None 0 N N N N N N ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP N/A ENRGY TRANS LP/REG FIN SR UNSECURED 10/22 5 75886AAQ1 290000.000000 PA USD 292381.280000 0.0024710 Long DBT CORP US N 2 2022-10-01 Fixed 5 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 ERAC USA FINANCE LLC COMPANY GUAR 144A 10/22 3.3 26884TAH5 11900000.000000 PA USD 12000810.020000 0.1014233 Long DBT CORP US N 2 2022-10-15 Fixed 3.3 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD) 549300HTGDOVDU6OGK19 EUROPEAN BK RECON + DEV SR UNSECURED 05/22 VAR 29874QDM3 10000000.000000 PA USD 9998361.900000 0.0844998 Long DBT CORP N/A N 2 2022-05-11 Floating 0.38743 N N N N N N EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD) 549300HTGDOVDU6OGK19 EUROPEAN BK RECON + DEV SR UNSECURED 08/22 VAR 29874QDQ4 34643000.000000 PA USD 34664086.500000 0.2929589 Long DBT CORP N/A N 2 2022-08-19 Floating 0.3829 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 05/22 2.625 298785HW9 27000000.000000 PA USD 27067910.400000 0.2287609 Long DBT CORP N/A N 2 2022-05-20 Fixed 2.625 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 01/23 VAR 29878TCY8 32000000.000000 PA USD 32013463.040000 0.2705575 Long DBT CORP N/A N 2 2023-01-19 Floating 0.348 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 06/22 VAR 29878TDE1 19000000.000000 PA USD 19007399.360000 0.1606385 Long DBT CORP N/A N 2 2022-06-10 Floating 0.45715 N N N N N N EUROPEAN INVESTMENT BANK (EIB) 5493006YXS1U5GIHE750 EUROPEAN INVESTMENT BANK SR UNSECURED 144A 09/22 1.7 29878TDG6 2500000.000000 PA 2005159.380000 0.0169463 Long DBT CORP N/A N 2 2022-09-23 Fixed 1.7 N N N N N N EUROPEAN UNION (EU) 529900FZRK8FGMPEOM08 EUROPEAN UNION BILL BILLS 05/22 0.00000 ACI21LCJ9 27400000.000000 PA 30327687.820000 0.2563104 Long DBT MUN N/A N 2 2022-05-06 None 0 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 EXPORT IMPORT BANK KOREA SR UNSECURED 06/22 VAR 302154CX5 8025000.000000 PA USD 8038653.410000 0.0679376 Long DBT NUSS KR N 2 2022-06-25 Floating 1.49071 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 EXPORT IMPORT BANK KOREA SR UNSECURED 11/22 VAR 302154CN7 4100000.000000 PA USD 4116789.500000 0.0347925 Long DBT NUSS KR N 2 2022-11-01 Floating 1.22771 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT DISCOUNT NOT 04/22 0.00000 313385VD5 300000.000000 PA USD 299994.670000 0.0025354 Long DBT USGSE US N 2 2022-04-05 None 0 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) B1V7KEBTPIMZEU4LTD58 FANNIE MAE NOTES 05/22 VAR 3135G04J9 85000000.000000 PA USD 85019817.750000 0.7185337 Long DBT USGSE US N 2 2022-05-06 Floating 0.53 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 FIDELITY NATL FINANCIAL SR UNSECURED 09/22 5.5 31620RAF2 4700000.000000 PA USD 4768280.660000 0.0402985 Long DBT CORP US N 2 2022-09-01 Fixed 5.5 N N N N N N FIRST REPUBLIC BANK YWC0TIKBQM2JV8L4IV08 FIRST REPUBLIC BANK SR UNSECURED 06/22 2.5 336158AK6 2000000.000000 PA USD 2002672.980000 0.0169253 Long DBT CORP US N 2 2022-06-06 Fixed 2.5 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 FLORIDA POWER + LIGHT CO SR UNSECURED 01/24 VAR 341081GH4 3500000.000000 PA USD 3482168.900000 0.0294291 Long DBT CORP US N 2 2024-01-12 Floating 1.42367 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 06/22 3.15 37045XBY1 23948000.000000 PA USD 24009194.080000 0.2029105 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 1215000.000000 PA USD 1217539.850000 0.0102899 Long DBT CORP US N 2 2022-06-30 Floating 2.30629 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55 37045XCU8 29190000.000000 PA USD 29342720.910000 0.2479861 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 GILEAD SCIENCES INC SR UNSECURED 09/23 0.75 375558BW2 1800000.000000 PA USD 1758751.450000 0.0148639 Long DBT CORP US N 2 2023-09-29 Fixed 0.75 N N N N N N GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2021-1A N/A GMF CANADA LEASING TRUST GCOLT 2021 1A A1 144A 36252MCC2 261804.510000 PA 209366.120000 0.0017694 Long ABS-O CORP CA N 2 2023-02-21 Fixed 0.422 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 02/23 VAR 38141GWU4 56747000.000000 PA USD 56863258.710000 0.4805723 Long DBT CORP US N 2 2023-02-23 Floating 1.21386 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 04/23 VAR 38141GVY7 2000000.000000 PA 1601221.150000 0.0135325 Long DBT CORP US Y 2 2023-04-26 Floating 2.433 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 07/23 VAR 38141GWM2 3400000.000000 PA USD 3404286.650000 0.0287709 Long DBT CORP US N 2 2023-07-24 Floating 2.905 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 05/23 3.6 404280BA6 700000.000000 PA USD 708209.910000 0.0059853 Long DBT CORP GB N 2 2023-05-25 Fixed 3.6 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED 11/23 VAR 404280BM0 18500000.000000 PA USD 18551950.220000 0.1567893 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC SR UNSECURED 12/22 3.15 444859BA9 3994000.000000 PA USD 4020796.460000 0.0339812 Long DBT CORP US N 2 2022-12-01 Fixed 3.15 N N N N N N HUTCHISON WHAMPOA INTERNATIONAL (12) (II) LIMITED 2549005GEGKY2Q53V676 HUTCH WHAMPOA INT 12 II COMPANY GUAR REGS 11/22 3.25 G4690AAB3 4555000.000000 PA USD 4580361.650000 0.0387103 Long DBT CORP KY N 2 2022-11-08 Fixed 3.25 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8 44891ABR7 6340000.000000 PA USD 6055846.780000 0.0511802 Long DBT CORP US N 2 2024-01-08 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/23 0.8 44891ABU0 4000000.000000 PA USD 3926475.760000 0.0331841 Long DBT CORP US N 2 2023-04-03 Fixed 0.8 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25 44891ABM8 14950000.000000 PA USD 14550750.530000 0.1229737 Long DBT CORP US N 2 2023-09-18 Fixed 1.25 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 04/22 3.1 44891CAM5 5506000.000000 PA USD 5506170.690000 0.0465347 Long DBT CORP US N 2 2022-04-05 Fixed 3.1 N N N N N N IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC) 2138008L3B3MCG1DFS50 IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/22 3.75 453140AE5 1100000.000000 PA USD 1102665.700000 0.0093190 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 10/23 VAR 456837AL7 2790000.000000 PA USD 2807444.280000 0.0237267 Long DBT CORP NL N 2 2023-10-02 Floating 1.96157 N N N N N N INTER-AMERICAN DEVELOPMENT BANK VKU1UKDS9E7LYLMACP54 INTER AMERICAN DEVEL BK SR UNSECURED 09/22 VAR 45818WCP9 88145000.000000 PA USD 88209032.050000 0.7454869 Long DBT CORP N/A N 2 2022-09-16 Floating 0.4591 N N N N N N INTERNATIONAL FINANCE CORPORATION (IFC) QKL54NQY28TCDAI75F60 INTL FINANCE COR SR UNSECURED 06/23 VAR 45950KCW8 37000000.000000 PA USD 36976968.980000 0.3125059 Long DBT CORP N/A N 2 2023-06-30 Floating 0.3672 N N N N N N INTERNATIONAL LEASE FINANCE CORPORATION N/A INTL LEASE FINANCE CORP SR UNSECURED 08/22 5.875 459745GN9 2500000.000000 PA USD 2531063.230000 0.0213909 Long DBT CORP US N 2 2022-08-15 Fixed 5.875 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL FIXED BOND BONDS 07/22 0.75 BJGTFKII9 26100000.000000 PA 8237068.720000 0.0696145 Long DBT NUSS IL N 2 2022-07-31 Fixed 0.75 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 04/22 0.00000 ACI1WZJ67 6500000.000000 PA 2036711.480000 0.0172130 Long DBT MUN IL N 2 2022-04-06 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 06/22 0.00000 ACI1YD9F5 90000000.000000 PA 28203440.820000 0.2383576 Long DBT MUN IL N 2 2022-06-08 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 08/22 0.00000 ACI201R74 5200000.000000 PA 1628961.800000 0.0137670 Long DBT MUN IL N 2 2022-08-03 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ISRAEL MAKAM BILL BILLS 12/22 0.00000 ACI229M05 9900000.000000 PA 3093846.950000 0.0261472 Long DBT MUN IL N 2 2022-12-07 None 0 N N N N N N JACKSON NATIONAL LIFE GLOBAL FUNDING 635400PQXLYXWJI5QD78 JACKSON NATL LIFE GLOBAL SR SECURED 144A 01/23 VAR 46849LTN1 6900000.000000 PA USD 6903975.300000 0.0583480 Long DBT CORP US N 2 2023-01-06 Floating 0.9 N N N N N N JAPAN BANK FOR INTERNATIONAL COOPERATION 549300TJ3QFYVCTSCJ29 JPN BANK FOR INT L COOP SR SECURED 06/22 0.03 ACI0XGLQ3 290000000.000000 PA 2382211.260000 0.0201329 Long DBT NUSS JP N 2 2022-06-20 Fixed 0.03 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR SECURED 04/22 1.006 ACI01V2D5 1500000000.000000 PA 12329651.800000 0.1042024 Long DBT NUSS JP N 2 2022-04-28 Fixed 1.006 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR SECURED 05/22 0.892 ACI01ZN19 1000000000.000000 PA 8224362.820000 0.0695071 Long DBT NUSS JP N 2 2022-05-27 Fixed 0.892 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR SECURED 06/22 0.852 ACI024AS2 2430000000.000000 PA 19998119.540000 0.1690115 Long DBT NUSS JP N 2 2022-06-28 Fixed 0.852 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR SECURED 06/22 2.1 B00LF1II6 200000000.000000 PA 1650270.220000 0.0139470 Long DBT NUSS JP N 2 2022-06-20 Fixed 2.1 N N N N N N JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM) 5493007YYYNZ4NMEOD64 JAPAN FIN ORG MUNICIPAL SR UNSECURED REGS 04/22 2.625 ACI0TM823 3600000.000000 PA USD 3601667.270000 0.0304390 Long DBT NUSS JP N 2 2022-04-20 Fixed 2.625 N N N N N N JAPAN HIGHWAY PUBLIC CORPORATION (NIHON DORO KODAN - NDK) N/A JAPAN EXPRESSWAY HOLDING SR SECURED 06/22 2.7 654958II0 120000000.000000 PA 991442.400000 0.0083790 Long DBT NUSS JP N 2 2022-06-20 Fixed 2.7 N N N N N N JOHN DEERE CAPITAL CORPORATION E0KSF7PFQ210NWI8Z391 JOHN DEERE CAPITAL CORP SR UNSECURED 06/22 VAR 24422EUZ0 10200000.000000 PA USD 10204591.330000 0.0862427 Long DBT CORP US N 2 2022-06-13 Floating 1.29286 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO SR UNSECURED 04/23 VAR 46647PAD8 4787000.000000 PA USD 4788332.610000 0.0404680 Long DBT CORP US N 2 2023-04-25 Floating 1.15771 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED 144A 10/22 VAR 482466AF6 4600000.000000 PA USD 4608684.800000 0.0389497 Long DBT CORP KR N 2 2022-10-02 Floating 1.66157 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED REGS 07/23 VAR ACI13X1V8 3900000.000000 PA USD 3920437.130000 0.0331331 Long DBT CORP KR N 2 2023-07-26 Floating 1.06714 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED REGS 10/22 VAR Y4S96CSP9 2060000.000000 PA USD 2063889.280000 0.0174427 Long DBT CORP KR N 2 2022-10-02 Floating 1.66157 N N N N N N KOMMUNINVEST I SVERIGE EV2XZWMLLXF2QRX0CD47 KOMMUNINVEST I SVERIGE LOCAL GOVT G 144A 07/22 0.125 50046PBP9 7280000.000000 PA USD 7258875.410000 0.0613474 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 07/22 0.125 ACI1SG5N2 4700000.000000 PA USD 4686372.630000 0.0396063 Long DBT CORP SE N 2 2022-07-20 Fixed 0.125 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 KOOKMIN BANK SR UNSECURED REGS 06/22 VAR ACI0VGKR4 9120000.000000 PA USD 9129940.800000 0.0771605 Long DBT CORP KR N 2 2022-06-09 Floating 1.653 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 02/23 VAR 500630CZ9 5600000.000000 PA USD 5606228.100000 0.0473803 Long DBT CORP KR N 2 2023-02-18 Floating 0.83814 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 07/22 VAR 500630CQ9 4150000.000000 PA USD 4155507.130000 0.0351197 Long DBT CORP KR N 2 2022-07-06 Floating 1.694 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 10/22 VAR 500630CX4 400000.000000 PA USD 400880.900000 0.0033880 Long DBT CORP KR N 2 2022-10-01 Floating 1.44186 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED REGS 10/22 VAR ACI10GXY7 1400000.000000 PA USD 1405075.000000 0.0118748 Long DBT CORP KR N 2 2022-10-30 Floating 1.07757 N N N N N N KOREA EXPRESSWAY CORPORATION 988400EZO9DR1OFL5772 KOREA EXPRESSWAY CORP SR UNSECURED REGS 11/22 VAR ACI1SVZ48 3000000.000000 PA USD 3001572.150000 0.0253674 Long DBT CORP KR N 2 2022-11-25 Floating 1.09757 N N N N N N KOREA NATIONAL OIL CORP (KNOC) 988400ZTQ08W926ONT36 KOREA NATIONAL OIL CORP SR UNSECURED REGS 07/23 VAR BD5JRZII0 2700000.000000 PA USD 2717014.460000 0.0229625 Long DBT CORP KR N 2 2023-07-16 Floating 1.11629 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU (KFW) 549300GDPG70E3MBBU98 KFW GOVT GUARANT 08/22 1.75 500769JB1 26000000.000000 PA USD 26067251.340000 0.2203039 Long DBT CORP DE N 2 2022-08-22 Fixed 1.75 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 10/22 3.25 00287YCT4 7940000.000000 PA USD 7969825.970000 0.0673559 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 10795000.000000 PA USD 10834895.410000 0.0915697 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 27500000.000000 PA USD 27685146.500000 0.2339773 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 VAR 00287YBP3 1000000.000000 PA USD 1002495.000000 0.0084725 Long DBT CORP US N 2 2022-11-21 Floating 1.12957 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 LLOYDS BANK PLC SR UNSECURED 08/22 2.25 53944VAS8 400000.000000 PA USD 400748.760000 0.0033869 Long DBT CORP GB N 2 2022-08-14 Fixed 2.25 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO BANK NV SR UNSECURED REGS 07/22 VAR ACI0W4NV8 6940000.000000 PA USD 6954408.550000 0.0587743 Long DBT CORP NL N 2 2022-07-19 Floating 1.048 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT L SR UNSECURED 144A 10/22 2.5 29135LAC4 2800000.000000 PA USD 2815181.600000 0.0237921 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 14180000.000000 PA USD 14181668.280000 0.1198545 Long DBT CORP US N 2 2023-01-17 Floating 0.654524 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 MITSUBISHI HC CAPITAL SR UNSECURED 144A 09/22 2.652 60682LAA0 600000.000000 PA USD 601723.580000 0.0050854 Long DBT CORP JP N 2 2022-09-19 Fixed 2.652 N N N N N N MITSUBISHI HC CAPITAL INC 353800MZ3QX9RLMH7B09 MITSUBISHI HC CAPITAL SR UNSECURED REGS 09/22 2.652 J4706DGT1 3000000.000000 PA USD 3008617.890000 0.0254269 Long DBT CORP JP N 2 2022-09-19 Fixed 2.652 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FIN GRP SR UNSECURED 07/22 2.623 606822BL7 11600000.000000 PA USD 11646819.570000 0.0984316 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 11900000.000000 PA USD 11948979.920000 0.1009852 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 60724000.000000 PA USD 60823852.720000 0.5140447 Long DBT CORP JP N 2 2022-07-25 Floating 1.04771 N N N N N N MIZUHO BANK LTD/ SYDNEY BRANCH RB0PEZSDGCO3JS6CEU02 MIZUHO BANK LTD/SYDNEY CERT OF DEPO 10/23 VAR ACI1S6082 69500000.000000 PA 52039239.120000 0.4398027 Long DBT CORP JP N 2 2023-10-20 Floating 0.595 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 09/22 VAR 60687YAN9 28801000.000000 PA USD 28871503.120000 0.2440037 Long DBT CORP JP N 2 2022-09-11 Floating 1.625 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 05/22 2.75 61744YAH1 300000.000000 PA USD 300529.730000 0.0025399 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 12/22 2.1 90520EAK7 6500000.000000 PA USD 6510968.880000 0.0550266 Long DBT CORP US N 2 2022-12-09 Fixed 2.1 N N N N N N NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION 4NYF266XZC35SCTGX023 NATIONAL RURAL UTIL COOP COLLATERAL T 02/23 2.7 637432NJ0 2600000.000000 PA USD 2614075.390000 0.0220925 Long DBT CORP US N 2 2023-02-15 Fixed 2.7 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 01/23 2 63859UBE2 4000000.000000 PA USD 3994041.840000 0.0337551 Long DBT CORP GB N 2 2023-01-27 Fixed 2 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NATWEST GROUP PLC SR UNSECURED 05/23 VAR 780097BF7 4030000.000000 PA USD 4034180.840000 0.0340943 Long DBT CORP GB N 2 2023-05-15 Floating 1.97643 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 09/22 3.625 63906AAA8 5000000.000000 PA USD 5041399.850000 0.0426067 Long DBT CORP GB N 2 2022-09-29 Fixed 3.625 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 09/22 VAR 63906AAB6 48125000.000000 PA USD 48283416.430000 0.4080609 Long DBT CORP GB N 2 2022-09-29 Floating 1.94762 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED 144A 04/22 1.875 63983TAZ8 1250000.000000 PA USD 1250488.740000 0.0105683 Long DBT NUSS NL N 2 2022-04-14 Fixed 1.875 N N N N N N NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK) JLP5FSPH9WPSHY3NIM24 NEDER WATERSCHAPSBANK SR UNSECURED REGS 04/22 1.875 ACI0C9R94 151080000.000000 PA USD 151139070.770000 1.2773318 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 07/22 VAR 64952WDJ9 20000000.000000 PA USD 20016535.600000 0.1691671 Long DBT CORP US N 2 2022-07-12 Floating 0.67829 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL COMPANY GUAR 11/23 VAR 65339KBX7 9200000.000000 PA USD 9164331.420000 0.0774511 Long DBT CORP US N 2 2023-11-03 Floating 0.518722 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MTR ACCP CP 65475MD15 14900000.000000 PA USD 14899659.830000 0.1259225 Long DBT CORP US N 2 2022-04-01 None 0 N N N N N N AICHI PREFECTURE N/A AICHI PREFECTURE SR UNSECURED 04/22 0.982 ACI02SPY0 200000000.000000 PA 1644061.920000 0.0138946 Long DBT MUN JP N 2 2022-04-27 Fixed 0.982 N N N N N N NOVARTIS CAPITAL CORPORATION 5493002KF87V5RSRQS84 NOVARTIS CAPITAL CORP COMPANY GUAR 09/22 2.4 66989HAE8 600000.000000 PA USD 602667.440000 0.0050934 Long DBT CORP US N 2 2022-09-21 Fixed 2.4 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 NTT FINANCE CORP COMPANY GUAR 144A 03/23 0.373 62954WAA3 1500000.000000 PA USD 1478197.590000 0.0124928 Long DBT CORP JP N 2 2023-03-03 Fixed 0.373 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 10/22 2.5 68389XAP0 5210000.000000 PA USD 5226497.360000 0.0441710 Long DBT CORP US N 2 2022-10-15 Fixed 2.5 N N N N N N ORIX CORPORATION 35380016EMHNBOVYE123 ORIX CORP SR UNSECURED 07/22 2.9 686330AH4 10900000.000000 PA USD 10942914.940000 0.0924826 Long DBT CORP JP N 2 2022-07-18 Fixed 2.9 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/22 1.75 694308JE8 47715000.000000 PA USD 47665829.220000 0.4028414 Long DBT CORP US N 2 2022-06-16 Fixed 1.75 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/23 1.7 694308JY4 1300000.000000 PA USD 1267937.350000 0.0107158 Long DBT CORP US N 2 2023-11-15 Fixed 1.7 N N N N N N PENSKE TRUCK LEASING CANADA INC N/A PENSKE TRUCK LEASING CAN COMPANY GUAR 12/22 2.85 70960AAC2 10000000.000000 PA 8045330.160000 0.0679940 Long DBT CORP CA Y 2 2022-12-07 Fixed 2.85 N N N N N N PERNOD RICARD 52990097YFPX9J0H5D87 PERNOD RICARD SA SR UNSECURED 144A 07/22 4.25 714264AH1 1700000.000000 PA USD 1712265.690000 0.0144710 Long DBT CORP FR N 2 2022-07-15 Fixed 4.25 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTL INC SR UNSECURED 08/22 2.5 718172AT6 1500000.000000 PA USD 1507365.260000 0.0127393 Long DBT CORP US N 2 2022-08-22 Fixed 2.5 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 PHILLIPS 66 COMPANY GUAR 02/24 0.9 718546AY0 3800000.000000 PA USD 3679693.520000 0.0310984 Long DBT CORP US N 2 2024-02-15 Fixed 0.9 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC BANK NA SR UNSECURED 07/22 2.45 69353RFE3 4100000.000000 PA USD 4112668.180000 0.0347577 Long DBT CORP US N 2 2022-07-28 Fixed 2.45 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 PROVINCE OF ALBERTA SR UNSECURED 07/22 2.2 013051DZ7 59800000.000000 PA USD 59969662.170000 0.5068256 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 04/22 2.55 68323AFE9 25000000.000000 PA USD 25024525.750000 0.2114915 Long DBT NUSS CA N 2 2022-04-25 Fixed 2.55 N N N N N N PROVINCE OF ONTARIO CANADA C7PVKCRGLG18EBQGZV36 ONTARIO (PROVINCE OF) SR UNSECURED 05/22 2.25 6832342L1 44900000.000000 PA USD 44974515.140000 0.3800961 Long DBT NUSS CA N 2 2022-05-18 Fixed 2.25 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 08/22 2.85 02209SAN3 2800000.000000 PA USD 2813044.580000 0.0237741 Long DBT CORP US N 2 2022-08-09 Fixed 2.85 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 RECKITT BENCKISER TSY COMPANY GUAR 144A 06/22 VAR 75625QAF6 36704000.000000 PA USD 36745815.030000 0.3105524 Long DBT CORP GB N 2 2022-06-24 Floating 1.51371 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 RECKITT BENCKISER TSY COMPANY GUAR REGS 06/22 VAR G7420TAF3 2600000.000000 PA USD 2602962.050000 0.0219986 Long DBT CORP GB N 2 2022-06-24 Floating 1.5137 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 ROGERS COMMUNICATIONS 77511MEQ0 7000000.000000 PA USD 6988838.500000 0.0590652 Long DBT CORP CA N 2 2022-05-24 None 0 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 ROGERS COMMUNICATIONS IN COMPANY GUAR 06/22 4 775109AV3 11119000.000000 PA 8937199.700000 0.0755316 Long DBT CORP CA N 2 2022-06-06 Fixed 4 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSECURED 01/23 1.95 78015K7D0 700000.000000 PA USD 701140.640000 0.0059256 Long DBT CORP CA N 2 2023-01-17 Fixed 1.95 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSECURED 04/22 2.8 78013X6D5 14400000.000000 PA USD 14418573.410000 0.1218567 Long DBT CORP CA N 2 2022-04-29 Fixed 2.8 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA SR UNSECURED 10/23 VAR 78015K7K4 5900000.000000 PA USD 5884644.540000 0.0497333 Long DBT CORP CA N 2 2023-10-26 Floating 0.56311 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 RYDER SYSTEM INC SR UNSECURED 06/22 2.875 78355HKM0 800000.000000 PA USD 800887.700000 0.0067686 Long DBT CORP US N 2 2022-06-01 Fixed 2.875 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 KSA SUKUK LTD SR UNSECURED REGS 04/22 2.894 G5321UAD9 10990000.000000 PA USD 10996011.530000 0.0929313 Long DBT NUSS KY N 2 2022-04-20 Fixed 2.894 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 05/22 2.75 025816CD9 1600000.000000 PA USD 1601172.480000 0.0135321 Long DBT CORP US N 2 2022-05-20 Fixed 2.75 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 05/22 VAR 025816CE7 4862000.000000 PA USD 4863011.200000 0.0410991 Long DBT CORP US N 2 2022-05-20 Floating 1.1 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 08/22 2.5 025816BM0 4100000.000000 PA USD 4114624.040000 0.0347742 Long DBT CORP US N 2 2022-08-01 Fixed 2.5 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 08/22 VAR 025816BN8 6700000.000000 PA USD 6698526.130000 0.0566117 Long DBT CORP US N 2 2022-08-01 Floating 0.92657 N N N N N N SFIL SA (AKA: SOCIETE DE FINANCEMENT LOCAL) 549300HFEHJOXGE4ZE63 SFIL SA SR UNSECURED REGS 04/22 2.625 ACI1BDGG0 51000000.000000 PA USD 51062432.670000 0.4315474 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 29600000.000000 PA USD 29167746.460000 0.2465073 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 12/22 VAR 83051GAL2 5257000.000000 PA USD 5269098.880000 0.0445311 Long DBT CORP SE N 2 2022-12-12 Floating 1.44786 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSECURED REGS 12/22 VAR ACI1H9Q72 3000000.000000 PA USD 3006904.440000 0.0254125 Long DBT CORP SE N 2 2022-12-12 Floating 1.44786 N N N N N N SOCIETE GENERALE SA/SYDNEY BRANCH O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SYDNEY SR UNSECURED REGS 07/23 VAR ACI1NWB13 15000000.000000 PA 11253422.460000 0.0951068 Long DBT CORP FR N 2 2023-07-15 Floating 0.995 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 SOUTHERN CAL EDISON 1ST MORTGAGE 06/22 VAR 842400HE6 35315000.000000 PA USD 35308153.830000 0.2984022 Long DBT CORP US N 2 2022-06-13 Floating 0.573867 N N N N N N STARBUCKS CORPORATION OQSJ1DU9TAOC51A47K68 STARBUCKS CORP SR UNSECURED 05/22 1.3 855244AY5 300000.000000 PA USD 300068.450000 0.0025360 Long DBT CORP US N 2 2022-05-07 Fixed 1.3 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 07/22 2.784 86562MAQ3 20300000.000000 PA USD 20386106.310000 0.1722905 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 45500000.000000 PA USD 45564161.370000 0.3850795 Long DBT CORP JP N 2 2022-07-12 Floating 1.01829 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/22 VAR 86562MAT7 4300000.000000 PA USD 4308551.240000 0.0364131 Long DBT CORP JP N 2 2022-10-18 Floating 0.98129 N N N N N N SUNCORP-METWAY LIMITED JEBU6C6ITPD2YZ9N7F22 SUNCORP METWAY LTD SR UNSECURED 144A 05/22 2.8 8672EMAG9 19600000.000000 PA USD 19627695.780000 0.1658809 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 SR UNSECURED 12/22 VAR ACI1WQXN4 34000000.000000 PA USD 34215560.000000 0.2891683 Long DBT CORP SE N 2 2022-12-19 Floating 1.24297 N N N N N N SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK) 549300UATVPGSLE43Z27 SYNCHRONY BANK SR UNSECURED 06/22 3 87166FAA1 1900000.000000 PA USD 1903344.250000 0.0160859 Long DBT CORP US N 2 2022-06-15 Fixed 3 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL SR UNSECURED 07/22 2.85 87165BAQ6 2200000.000000 PA USD 2206307.420000 0.0186463 Long DBT CORP US N 2 2022-07-25 Fixed 2.85 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA SR UNSECURED 11/22 2 064159SH0 1000000.000000 PA USD 1002058.120000 0.0084688 Long DBT CORP CA N 2 2022-11-15 Fixed 2 N N N N N N TIME WARNER ENTERTAINMENT COMPANY LP N/A TIME WARNER ENT SR SECURED 03/23 8.375 88731EAF7 20647000.000000 PA USD 21748739.820000 0.1838066 Long DBT CORP US N 2 2023-03-15 Fixed 8.375 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK SR UNSECURED 01/23 VAR 89114QCF3 20000000.000000 PA USD 20004877.000000 0.1690686 Long DBT CORP CA N 2 2023-01-27 Floating 0.59415 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK SR UNSECURED 01/23 VAR 89114QCN6 7826000.000000 PA USD 7814008.140000 0.0660391 Long DBT CORP CA N 2 2023-01-06 Floating 0.54 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/22 VAR 89236THS7 35000000.000000 PA USD 34988313.850000 0.2956991 Long DBT CORP US N 2 2022-06-13 Floating 0.6 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 2498419.880000 0.0211151 Long DBT CORP US N 2 2022-09-08 Floating 1.09014 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 10/22 VAR 89236THN8 2000000.000000 PA USD 2000352.500000 0.0169057 Long DBT CORP US N 2 2022-10-14 Floating 0.44387 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 UBS AG LONDON SR UNSECURED 144A 06/23 0.375 902674YF1 800000.000000 PA USD 783809.380000 0.0066243 Long DBT CORP CH N 2 2023-06-01 Fixed 0.375 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 UBS AG LONDON SR UNSECURED 144A 06/23 VAR 902674YG9 46900000.000000 PA USD 46756891.220000 0.3951597 Long DBT CORP CH N 2 2023-06-01 Floating 0.485911 N N N N N N ANTHEM INC (AKA: WELLPOINT INC) 8MYN82XMYQH89CTMTH67 ANTHEM INC SR UNSECURED 03/23 0.45 036752AQ6 11500000.000000 PA USD 11315753.440000 0.0956336 Long DBT CORP US N 2 2023-03-15 Fixed 0.45 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 06/23 3.5 907818EU8 300000.000000 PA USD 303972.770000 0.0025690 Long DBT CORP US N 2 2023-06-08 Fixed 3.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 05/22 0.00000 912796U98 428300000.000000 PA USD 428179600.590000 3.6187031 Long DBT UST US N 2 2022-05-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 05/22 0.00000 912796V22 316007000.000000 PA USD 315872083.970000 2.6695510 Long DBT UST US N 2 2022-05-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 06/22 0.00000 912796V97 275700000.000000 PA USD 275476148.140000 2.3281501 Long DBT UST US N 2 2022-06-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 06/22 0.00000 912796W39 700000.000000 PA USD 699122.200000 0.0059085 Long DBT UST US N 2 2022-06-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 07/22 0.00000 912796W96 8100000.000000 PA USD 8086459.470000 0.0683416 Long DBT UST US N 2 2022-07-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 07/22 0.00000 912796X20 1400000.000000 PA USD 1397159.950000 0.0118079 Long DBT UST US N 2 2022-07-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 07/22 0.00000 912796X38 151700000.000000 PA USD 151343168.230000 1.2790567 Long DBT UST US N 2 2022-07-26 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/22 0.00000 912796P37 1001000.000000 PA USD 1000923.980000 0.0084592 Long DBT UST US N 2 2022-04-28 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/22 0.00000 912796T82 300000.000000 PA USD 299987.630000 0.0025353 Long DBT UST US N 2 2022-04-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 05/22 0.00000 912796Q28 70000000.000000 PA USD 69985132.000000 0.5914701 Long DBT UST US N 2 2022-05-12 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 05/22 0.00000 912796V30 498400000.000000 PA USD 498123801.670000 4.2098272 Long DBT UST US N 2 2022-05-31 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 06/22 0.00000 912796J42 1000000.000000 PA USD 999134.440000 0.0084441 Long DBT UST US N 2 2022-06-16 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 06/22 0.00000 912796R43 226400000.000000 PA USD 226159237.180000 1.9113548 Long DBT UST US N 2 2022-06-23 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 06/22 0.00000 912796R50 1400000.000000 PA USD 1398228.120000 0.0118169 Long DBT UST US N 2 2022-06-30 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 08/22 0.00000 912796L64 100000000.000000 PA USD 99697500.000000 0.8425802 Long DBT UST US N 2 2022-08-11 None 0 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 VENTAS RLTY LTD PARTNERSHIP 92276YDK2 6000000.000000 PA USD 5997672.480000 0.0506885 Long DBT CORP US N 2 2022-04-19 None 0 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 VODAFONE GROUP PLC SR UNSECURED REGS 12/22 VAR ACI0ZDJN8 9470000.000000 PA 7106711.450000 0.0600614 Long DBT CORP GB N 2 2022-12-13 Floating 1.2047 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/23 3.125 928668BD3 1300000.000000 PA USD 1309616.390000 0.0110680 Long DBT CORP US N 2 2023-05-12 Fixed 3.125 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/22 2.7 928668AZ5 2266000.000000 PA USD 2275784.200000 0.0192335 Long DBT CORP US N 2 2022-09-26 Fixed 2.7 N N N N N N VW CREDIT CANADA INC 5493008EKOD7VIY3LM85 VW CREDIT CANADA INC COMPANY GUAR 11/22 3.7 918423AS3 21500000.000000 PA 17390080.710000 0.1469700 Long DBT CORP CA Y 2 2022-11-14 Fixed 3.7 N N N N N N VW CREDIT CANADA INC 5493008EKOD7VIY3LM85 VW CREDIT CANADA INC COMPANY GUAR REGS 06/22 2.65 918423AU8 25528000.000000 PA 20491028.390000 0.1731772 Long DBT CORP CA Y 2 2022-06-27 Fixed 2.65 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 VW CR INC 91842KEP7 34200000.000000 PA USD 34146729.740000 0.2885866 Long DBT CORP US N 2 2022-05-23 None 0 N N N N N N WALGREEN CO E1OI0SEUGJMPPTKRDD35 WALGREEN CO COMPANY GUAR 09/22 3.1 931422AH2 1500000.000000 PA USD 1512200.700000 0.0127802 Long DBT CORP US N 2 2022-09-15 Fixed 3.1 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 04/22 2.094 949746SQ5 25200000.000000 PA 20172220.530000 0.1704828 Long DBT CORP US Y 2 2022-04-25 Fixed 2.094 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY SR UNSECURED 10/23 VAR 949746SJ1 2500000.000000 PA USD 2511759.800000 0.0212278 Long DBT CORP US N 2 2023-10-31 Floating 1.529 N N N N N N WEST NIPPON EXPRESSWAY COMPANY LIMITED N/A WEST NIPPON EXPRESSWAY SR SECURED 06/22 0.09 ACI0Y26V9 240000000.000000 PA 1971690.490000 0.0166635 Long DBT MUN JP N 2 2022-06-20 Fixed 0.09 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 INTL BK RECON + DEVELOP SR UNSECURED 01/23 2.25 459058GG2 3400000.000000 PA 2734849.420000 0.0231132 Long DBT CORP N/A N 2 2023-01-17 Fixed 2.25 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 179818000.000000 PA USD 179846641.410000 1.5199500 Long DBT CORP N/A N 2 2023-01-13 Floating 0.1791 N N N N N N N/A N/A CANADIAN IMPERIAL BANK OF COMM REPO 000000000 250000000.000000 PA 328412401.900000 2.7755338 Long RA GB N 2 Repurchase N 0.6600000 2022-04-06 164726585.000000 GBP 259013520.510000 GBP N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 11318000.000000 PA USD 11318000.000000 0.0956526 Long RA US N 2 Repurchase N 0.0100000 2022-04-01 11576400.000000 USD 11544437.560000 USD UST N N N N/A N/A REPO CREDIT AGRICOLE CIB ZCP 000000000 176000000.000000 PA 231202330.940000 1.9539758 Long RA GB N 2 Repurchase N 0.6800000 2022-04-06 79632785.340000 GBP 185379836.250000 GBP N N N N/A N/A STATE STREET REPO 000000000 2431000.000000 PA USD 2431000.000000 0.0205453 Long RA US N 2 Repurchase N 0.0100000 2022-04-01 2531000.000000 USD 2479622.220000 USD UST N N N N/A N/A TORONTO DOMINION BANK REPO DUMMY ASSET 000000000 350000000.000000 PA 279966404.030000 2.3660989 Long RA CA N 2 Repurchase N 0.3500000 2022-04-04 388585000.000000 CAD 357964793.440000 CAD N N N N/A N/A HSBC REPO 000000000 350000000.000000 PA USD 350000000.000000 2.9579786 Long RA US N 2 Repurchase N 0.2800000 2022-04-07 374719300.000000 USD 359405722.100000 USD UST N N N N/A N/A ROYAL BANK OF CANADA REPO REPO 000000000 350000000.000000 PA 279966404.030000 2.3660989 Long RA CA N 2 Repurchase N 0.3700000 2022-04-04 305634127.740000 CAD 365022060.140000 CAD N N N N/A N/A HSBC REPO 000000000 250000000.000000 PA USD 250000000.000000 2.1128418 Long RA US N 2 Repurchase N 0.2700000 2022-04-01 259011460.000000 USD 256880870.690000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 250000000.000000 PA USD 250000000.000000 2.1128418 Long RA US N 2 Repurchase N 0.2800000 2022-04-01 216690000.000000 USD 254974722.030000 USD UST N N N N/A N/A HSBC REPO 000000000 300000000.000000 PA USD 300000000.000000 2.5354102 Long RA US N 2 Repurchase N 0.2700000 2022-04-06 321816740.070000 USD 310869581.290000 USD UST N N N N/A N/A CAPULA GLOBAL RELATIVE 000000000 70000000.000000 PA USD 70000000.000000 0.5915957 Long RA US N 2 Repurchase N 0.2800000 2022-04-01 75558000.000000 USD 71082074.040000 USD UST N N N N/A N/A HSBC REPO 000000000 167200000.000000 PA USD 167200000.000000 1.4130686 Long RA US N 2 Repurchase N 0.2800000 2022-04-01 190362600.000000 USD 172130972.700000 USD UST N N N N/A N/A J P MORGAN TERM REPO 000000000 3700000.000000 PA USD 3700000.000000 0.0312701 Long RA US N 2 Repurchase N 0.2800000 2022-04-01 4205000.000000 USD 3795012.500000 USD UST N N N N/A N/A MILLENIUM REPO 000000000 500000000.000000 PA USD 500000000.000000 4.2256837 Long RA US N 2 Repurchase N 0.2800000 2022-04-01 394041000.000000 USD 505988662.800000 USD UST N N N N/A N/A MORGAN STANLEY REPO 9W08 000000000 175800000.000000 PA USD 175800000.000000 1.4857504 Long RA US N 2 Repurchase N 0.2100000 2022-04-01 177912000.000000 USD 178292786.830000 USD UST N N N N/A N/A MORGAN STANLEY REPO 9W08 000000000 500000000.000000 PA USD 500000000.000000 4.2256837 Long RA US N 2 Repurchase N 0.2800000 2022-04-01 500708000.000000 USD 505675964.690000 USD UST N N N N/A N/A MORGAN STANLEY REPO 9W08 000000000 2000000000.000000 PA USD 2000000000.000000 16.9027346 Long RA US N 2 Repurchase N 0.2300000 2022-04-01 2054392000.000000 USD 2038688665.280000 USD UST N N N N/A N/A MORGAN STANLEY REPO 9W08 000000000 588600000.000000 PA USD 588600000.000000 4.9744748 Long RA US N 2 Repurchase N 0.2200000 2022-04-01 620879000.000000 USD 600411295.530000 USD UST N N N N/A N/A NATEXIS BANQUE REPO 000000000 422100000.000000 PA USD 422100000.000000 3.5673221 Long RA US N 2 Repurchase N 0.2800000 2022-04-01 406431100.000000 USD 429534681.990000 USD UST N N N N/A N/A REPO CREDIT AGRICOLE REPO 000000000 57800000.000000 PA USD 57800000.000000 0.4884890 Long RA US N 2 Repurchase N 0.2800000 2022-04-01 54289000.000000 USD 58440199.700000 USD UST N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC 124.320000 0.0000011 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 285260.990000 USD 34700000.000000 JPY 2022-04-04 124.320000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -109038.500000 -0.0009215 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7856000.000000 CAD 6184798.730000 USD 2022-04-04 -109038.500000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 1257935.990000 0.0106313 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1500000000.000000 JPY 13599829.550000 USD 2022-04-28 1257935.990000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 835244.620000 0.0070590 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1000000000.000000 JPY 9069472.160000 USD 2022-05-27 835244.620000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -27746.650000 -0.0002345 N/A DFE GB N 2 BNP Paribas S.A. N/A 1376864.800000 USD 1027000.000000 GBP 2022-04-04 -27746.650000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -5928.240000 -0.0000501 N/A DFE JP N 2 BNP Paribas S.A. N/A 105443.000000 USD 12100000.000000 JPY 2022-04-04 -5928.240000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -4589.580000 -0.0000388 N/A DFE CA N 2 BNP Paribas S.A. N/A 375000.000000 CAD 295841.810000 USD 2022-04-04 -4589.580000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -7431.030000 -0.0000628 N/A DFE CA N 2 BNP Paribas S.A. N/A 175012082.190000 CAD 140203561.670000 USD 2022-04-04 -7431.030000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 17216.290000 0.0001455 N/A DFE N/A N 2 BNP Paribas S.A. N/A 1705000.000000 EUR 1904735.640000 USD 2022-04-04 17216.290000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 2914013.680000 0.0246274 N/A DFE JP N 2 BNP Paribas S.A. N/A 2160000000.000000 JPY 20720477.880000 USD 2022-06-28 2914013.680000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 265480.610000 0.0022437 N/A DFE JP N 2 BNP Paribas S.A. N/A 200000000.000000 JPY 1913710.780000 USD 2022-06-20 265480.610000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 257394.930000 0.0021753 N/A DFE JP N 2 BNP Paribas S.A. N/A 200000000.000000 JPY 1902949.570000 USD 2022-04-27 257394.930000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 216547.850000 0.0018301 N/A DFE JP N 2 BNP Paribas S.A. N/A 270000000.000000 JPY 2442355.880000 USD 2022-06-28 216547.850000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 192871.170000 0.0016300 N/A DFE JP N 2 BNP Paribas S.A. N/A 240000000.000000 JPY 2170747.370000 USD 2022-06-20 192871.170000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 259293.890000 0.0021914 N/A DFE JP N 2 BNP Paribas S.A. N/A 290000000.000000 JPY 2649321.230000 USD 2022-06-21 259293.890000 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSECURED 05/23 0.3 046353AY4 26700000.000000 PA USD 26141456.830000 0.2209311 Long DBT CORP GB N 2 2023-05-26 Fixed 0.3 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC 0020A3DJ6 36600000.000000 PA USD 36586403.100000 0.3092051 Long DBT CORP US N 2 2022-04-18 None 0 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC 0020A3DK3 35600000.000000 PA USD 35585739.350000 0.3007482 Long DBT CORP US N 2 2022-04-19 None 0 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC 0020A3GC8 35700000.000000 PA USD 35558125.340000 0.3005148 Long DBT CORP US N 2 2022-07-12 None 0 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT+T INC SR UNSECURED 06/22 3 00206RCM2 1600000.000000 PA USD 1601902.510000 0.0135383 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 07/22 VAR 04685A2F7 11521000.000000 PA USD 11541767.640000 0.0975437 Long DBT CORP US N 2 2022-07-01 Floating 2.19157 N N N N N N 2022-05-12 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer