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 2023-03-31 2022-06-30 N 6462539776.800000 962496392.090000 5500043384.710000 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 AUD ILS KRW CAD N ATMOS ENERGY CORPORATION QVLWEGTD2S8GJMO8D383 ATMOS ENERGY CORP SR UNSECURED 03/23 0.625 049560AU9 23300000.000000 PA USD 22894675.760000 0.4162635 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 711193.040000 0.0129307 N/A DFE IL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 26100000.000000 ILS 8198819.810000 USD 2022-08-01 711193.040000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -137.830000 -0.0000025 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 38494.400000 USD 5200000.000000 JPY 2022-07-05 -137.830000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 117377.170000 0.0021341 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 3400680.000000 ILS 1102684.820000 USD 2022-12-07 117377.170000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC -169.750000 -0.0000031 N/A DFE JP N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 5200000.000000 JPY 38186.820000 USD 2022-07-05 -169.750000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC -3723.050000 -0.0000677 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 3549441.000000 USD 4563516.290000 CAD 2022-07-05 -3723.050000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 4524548.640000 0.0822639 N/A DFE AU N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 225831000.000000 AUD 160548226.180000 USD 2022-08-16 4524548.640000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 29240.790000 0.0005316 N/A DFE AU N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 4157000.000000 AUD 2901257.600000 USD 2022-08-16 29240.790000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 3594.000000 0.0000653 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 4563835.740000 CAD 3549441.000000 USD 2022-08-02 3594.000000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 3668.900000 0.0000667 N/A DFE IL N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 365696.270000 ILS 108473.370000 USD 2022-07-15 3668.900000 N N N N/A N/A SOLD KRW/BOUGHT USD 000000000 1.000000 NC 3550132.990000 0.0645474 N/A DFE KR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 399855880000.000000 KRW 313809354.890000 USD 2022-08-11 3550132.990000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC 14385.200000 0.0002615 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 5526708.000000 USD 7131664.000000 CAD 2022-07-05 14385.200000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC -19139.260000 -0.0003480 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 5185934.000000 USD 6649923.170000 CAD 2022-07-05 -19139.260000 N N N N/A N/A BOUGHT GBP/SOLD USD 000000000 1.000000 NC -49439.530000 -0.0008989 N/A DFE GB N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1591807.130000 USD 1266000.000000 GBP 2022-07-05 -49439.530000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 04/23 3.848 05964HAG0 1600000.000000 PA USD 1599230.370000 0.0290767 Long DBT CORP ES N 2 2023-04-12 Fixed 3.848 N N N N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC 22594.660000 0.0004108 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 5112589.360000 USD 696176897.000000 JPY 2022-07-05 22594.660000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 54344.470000 0.0009881 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 20105199.220000 CAD 15675493.000000 USD 2022-07-05 54344.470000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 272804.940000 0.0049601 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 34808052.390000 CAD 27317638.000000 USD 2022-07-05 272804.940000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC -14542.520000 -0.0002644 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 7132106.140000 CAD 5526708.000000 USD 2022-08-02 -14542.520000 N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 18950.260000 0.0003445 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 6650389.900000 CAD 5185934.000000 USD 2022-08-02 18950.260000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC 349641.980000 0.0063571 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 696176897.000000 JPY 5484826.000000 USD 2022-07-05 349641.980000 N N N N/A N/A SOLD EUR/BOUGHT USD 000000000 1.000000 NC 45890.070000 0.0008344 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 1730000.000000 EUR 1859016.480000 USD 2022-07-05 45890.070000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 12/23 VAR 06051GHC6 12000000.000000 PA USD 11963655.120000 0.2175193 Long DBT CORP US N 2 2023-12-20 Floating 3.004 N N N N N N BARCLAYS BANK PLC/ NEW YORK BRANCH G5GSEF7VJP5I7OUK5573 BARCLAYS BANK PLC 000000000 30200000.000000 PA USD 29821138.280000 0.5421982 Long DBT CORP US N 2 2023-02-01 Fixed 1.05 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 BAT CAPITAL CORP COMPANY GUAR 08/22 VAR 05526DAX3 1000000.000000 PA USD 999345.010000 0.0181698 Long DBT CORP US N 2 2022-08-15 Floating 2.29129 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 15000280.950000 0.2727302 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 12900000.000000 PA USD 12897840.280000 0.2345043 Long DBT CORP NL N 2 2022-08-12 Floating 2.18986 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 9988750.000000 0.1816122 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 15832168.750000 0.2878553 Long DBT CORP NL N 2 2022-09-06 Fixed 1.5 N N N N N N BNZ INTERNATIONAL FUNDING LTD/LONDON BRANCH 549300HVMZ89HDMELW08 BNZ INTL FUNDING/LONDON COMPANY GUAR 144A 11/22 2.65 05579HAH5 17400000.000000 PA USD 17394030.760000 0.3162526 Long DBT CORP NZ N 2 2022-11-03 Fixed 2.65 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 BP CAP MARKETS AMERICA COMPANY GUAR 09/22 VAR 10373QBD1 2977000.000000 PA USD 2975795.570000 0.0541049 Long DBT CORP US N 2 2022-09-19 Floating 2.74586 N N N N N N CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK 549300C1OG9RDIM8ET06 CALIFORNIA ST INFRASTRUCTURE CASDEV 01/50 ADJUSTABLE VAR 13034AV56 2500000.000000 PA USD 2466801.750000 0.0448506 Long DBT MUN US N 2 2050-01-01 Variable 0.85 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 CANADIAN IMPERIAL BANK SR UNSECURED 06/23 VAR BMBKJLII0 26400000.000000 PA 18307340.810000 0.3328581 Long DBT CORP CA N 2 2023-06-09 Floating 2.8331 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 13739939.590000 0.2498151 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 CENTERPOINT ENERGY RES SR UNSECURED 03/23 0.7 15189WAM2 700000.000000 PA USD 685686.470000 0.0124669 Long DBT CORP US N 2 2023-03-02 Fixed 0.7 N N N N N N CENTERPOINT ENERGY RESOURCES CORP 2JADVB0458J06WCD4N56 CENTERPOINT ENERGY RES SR UNSECURED 03/23 VAR 15189WAN0 122000.000000 PA USD 121676.380000 0.0022123 Long DBT CORP US N 2 2023-03-02 Floating 2.11071 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 03/23 3.375 172967GL9 650000.000000 PA USD 650989.530000 0.0118361 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 09/23 VAR 172967KX8 3900000.000000 PA USD 3896582.630000 0.0708464 Long DBT CORP US N 2 2023-09-01 Floating 3.01043 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 10/22 2.7 172967LQ2 19500000.000000 PA USD 19518525.000000 0.3548795 Long DBT CORP US N 2 2022-10-27 Fixed 2.7 N N N N N N CK HUTCHISON INTERNATIONAL (17) LIMITED 254900TNOJOSKVTDPK87 CK HUTCH INTL 17 II LTD COMPANY GUAR REGS 03/23 2.75 G2178XAB8 3245000.000000 PA USD 3233504.650000 0.0587905 Long DBT CORP KY N 2 2023-03-29 Fixed 2.75 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC 21037DG16 14000000.000000 PA USD 13999202.000000 0.2545289 Long DBT CORP US N 2 2022-07-01 None 0 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC 21037DG81 28600000.000000 PA USD 28586659.820000 0.5197534 Long DBT CORP US N 2 2022-07-08 None 0 N N N N N N CREDIT AGRICOLE SA/LONDON BRANCH 969500TJ5KRTCJQWXH05 CREDIT AGRICOLE LONDON SR UNSECURED 144A 04/23 VAR 22535WAF4 1145000.000000 PA USD 1144968.270000 0.0208174 Long DBT CORP FR N 2 2023-04-24 Floating 2.204 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 CREDIT SUISSE NEW YORK SR UNSECURED 05/23 1 22550L2D2 14300000.000000 PA USD 14000080.670000 0.2545449 Long DBT CORP CH N 2 2023-05-05 Fixed 1 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 1688586.970000 0.0307013 Long DBT CORP CH N 2 2023-08-09 Floating 1.37457 N N N N N N CREDIT SUISSE AG/SYDNEY BRANCH ANGGYXNX0JLX3X63JN86 CREDIT SUISSE/SYDNEY SR UNSECURED 05/23 VAR ACI1MJ5X0 32250000.000000 PA 22292057.930000 0.4053069 Long DBT CORP CH N 2 2023-05-26 Floating 2.2352 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 CROWN CASTLE 22823QGC9 36400000.000000 PA USD 36374313.610000 0.6613459 Long DBT CORP US N 2 2022-07-12 None 0 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 1501177.880000 0.0272939 Long DBT CORP US N 2 2022-09-15 Fixed 4.375 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 934278.040000 0.0169867 Long DBT CORP US N 2 2022-08-15 Fixed 2.55 N N N N N N DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 06/23 VAR 233853AA8 3600000.000000 PA USD 3586439.020000 0.0652075 Long DBT CORP US N 2 2023-06-14 Floating 1.66582 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 12/23 VAR 23636AAY7 3400000.000000 PA USD 3355439.630000 0.0610075 Long DBT CORP DK N 2 2023-12-08 Floating 1.171 N N N N N N DBS BANK LTD ATUEL7OJR5057F2PV266 DBS BANK LTD COVERED 10/22 VAR ACI1G7F12 30000000.000000 PA 20706346.230000 0.3764761 Long DBT CORP SG N 2 2022-10-25 Floating 1.0474 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 12496095.320000 0.2271999 Long DBT CORP SG N 2 2022-09-13 Floating 2.2523 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 02/23 3.95 251526BR9 600000.000000 PA USD 598841.930000 0.0108879 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY SR UNSECURED 11/22 VAR 251526BM0 7315000.000000 PA USD 7313261.520000 0.1329673 Long DBT CORP DE N 2 2022-11-16 Floating 2.60129 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 29995074.900000 0.5453607 Long DBT CORP JP N 2 2022-09-01 Fixed 2.125 N N N N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SVS SR UNSECURED 11/22 3.85 254709AJ7 5175000.000000 PA USD 5188495.520000 0.0943355 Long DBT CORP US N 2 2022-11-21 Fixed 3.85 N N N N N N DLLST 2022-1A LLC N/A DLLST LLC DLLST 2022 1A A1 144A 23292GAA1 16102371.770000 PA USD 16054377.040000 0.2918955 Long ABS-O CORP US N 2 2023-05-22 Fixed 1.56 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB BANK ASA SR UNSECURED 144A 12/22 VAR 23329PAD2 59100000.000000 PA USD 59077517.770000 1.0741282 Long DBT CORP NO N 2 2022-12-02 Floating 2.23071 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 ANTHEM INC SR UNSECURED 03/23 0.45 036752AQ6 11500000.000000 PA USD 11265205.080000 0.2048203 Long DBT CORP US N 2 2023-03-15 Fixed 0.45 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 290403.660000 0.0052800 Long DBT CORP US N 2 2022-10-01 Fixed 5 N N N N N N ENGIE SA (AKA: GDF SUEZ) LAXUQCHT4FH58LRZDY46 ENGIE SA SR UNSECURED REGS 10/22 2.875 F42768GM1 2155000.000000 PA USD 2149733.650000 0.0390858 Long DBT CORP FR N 2 2022-10-10 Fixed 2.875 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 11894702.950000 0.2162656 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 08/22 VAR 29874QDQ4 34643000.000000 PA USD 34653359.990000 0.6300561 Long DBT CORP N/A N 2 2022-08-19 Floating 1.2202 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 31996384.960000 0.5817479 Long DBT CORP N/A N 2 2023-01-19 Floating 1.14429 N N N N N N EXPORT-IMPORT BANK OF INDIA 335800OFZ8YEIVN1QI11 EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/22 VAR ACI0WQLC3 3950000.000000 PA USD 3954601.750000 0.0719013 Long DBT CORP IN N 2 2022-08-21 Floating 2.50486 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 4108425.500000 0.0746981 Long DBT NUSS KR N 2 2022-11-01 Floating 2.211 N N N N N N EXPORT-IMPORT BANK OF KOREA (KEXIM) 549300APVP4R32PI3Y06 EXPORT IMPORT BANK KOREA SR UNSECURED REGS 07/22 VAR BD57DTII5 7580000.000000 PA USD 7580000.000000 0.1378171 Long DBT NUSS KR N 2 2022-07-05 Floating 1.769 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FED HOME LN DISCOUNT NT DISCOUNT NOT 08/22 0.00000 313385B96 5400000.000000 PA USD 5388567.170000 0.0979732 Long DBT USGSE US N 2 2022-08-15 None 0 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANK BONDS 08/22 VAR 3130ARWA5 365000000.000000 PA USD 365027448.000000 6.6368103 Long DBT USGSE US N 2 2022-08-26 Floating 1.51 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 4717941.870000 0.0857801 Long DBT CORP US N 2 2022-09-01 Fixed 5.5 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 3451809.760000 0.0627597 Long DBT CORP US N 2 2024-01-12 Floating 1.18188 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 05/23 3.7 37045XBK1 19400000.000000 PA USD 19401994.710000 0.3527608 Long DBT CORP US N 2 2023-05-09 Fixed 3.7 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO COMPANY GUAR 05/23 4.25 37045XAL0 4921000.000000 PA USD 4939468.070000 0.0898078 Long DBT CORP US N 2 2023-05-15 Fixed 4.25 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 06/23 4.15 37045XCL8 6472000.000000 PA USD 6478226.840000 0.1177850 Long DBT CORP US N 2 2023-06-19 Fixed 4.15 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55 37045XCU8 67190000.000000 PA USD 67190703.480000 1.2216395 Long DBT CORP US N 2 2022-07-08 Fixed 3.55 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 GENERAL MOTORS FINL CO SR UNSECURED 11/23 VAR 37045XDC7 31400000.000000 PA USD 30958888.090000 0.5628844 Long DBT CORP US N 2 2023-11-17 Floating 2.2264 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 GILEAD SCIENCES INC SR UNSECURED 09/23 0.75 375558BW2 1800000.000000 PA USD 1742926.660000 0.0316893 Long DBT CORP US N 2 2023-09-29 Fixed 0.75 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 05/23 VAR ACI12QWV0 4680000.000000 PA 3235654.670000 0.0588296 Long DBT CORP US N 2 2023-05-16 Floating 2.2 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC SR UNSECURED 07/23 VAR 38141GWM2 10369000.000000 PA USD 10366155.060000 0.1884741 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 11/23 VAR 404280BM0 28691000.000000 PA USD 28565536.550000 0.5193693 Long DBT CORP GB N 2 2023-11-22 Floating 3.033 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC SR UNSECURED REGS 02/24 VAR ACI0YTRJ4 3600000.000000 PA 2483835.600000 0.0451603 Long DBT CORP GB N 2 2024-02-16 Floating 2.1 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 HUMANA INC SR UNSECURED 12/22 3.15 444859BA9 8994000.000000 PA USD 8997755.080000 0.1635943 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 3855000.000000 PA USD 3860163.000000 0.0701842 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 13240000.000000 PA USD 12584996.150000 0.2288163 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 02/23 2.375 44891ABE6 2665000.000000 PA USD 2631660.880000 0.0478480 Long DBT CORP US N 2 2023-02-10 Fixed 2.375 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 3903753.280000 0.0709768 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 14493753.810000 0.2635207 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 09/22 3.25 44891CAR4 9128000.000000 PA USD 9126606.250000 0.1659370 Long DBT CORP US N 2 2022-09-20 Fixed 3.25 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 ING GROEP NV SR UNSECURED 10/23 VAR 456837AL7 2790000.000000 PA USD 2799160.160000 0.0508934 Long DBT CORP NL N 2 2023-10-02 Floating 3.29286 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 88175031.880000 1.6031698 Long DBT CORP N/A N 2 2022-09-16 Floating 1.46585 N N N N N N INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM) VGRQXHF3J8VDLUA7XE92 IBM CORP SR UNSECURED 05/24 3 459200JY8 1000000.000000 PA USD 992922.730000 0.0180530 Long DBT CORP US N 2 2024-05-15 Fixed 3 N N N N N N INTERNATIONAL FINANCE CORPORATION (IFC) QKL54NQY28TCDAI75F60 INTL FINANCE COR SR UNSECURED 06/23 VAR 45950KCW8 37000000.000000 PA USD 36981379.750000 0.6723834 Long DBT CORP N/A N 2 2023-06-30 Floating 0.6881 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 INTERNAL FLV+FGR INC 4595A3GF8 6500000.000000 PA USD 6494813.520000 0.1180866 Long DBT CORP US N 2 2022-07-15 None 0 N N N N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 09/22 0.697 459506AM3 1885000.000000 PA USD 1876247.190000 0.0341133 Long DBT CORP US N 2 2022-09-15 Fixed 0.697 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 2504838.980000 0.0455422 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 7523004.910000 0.1367808 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 08/22 0.00000 ACI201R74 5200000.000000 PA 1488712.980000 0.0270673 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 2826769.630000 0.0513954 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 6894974.730000 0.1253622 Long DBT CORP US N 2 2023-01-06 Floating 2.12 N N N N N N KANSAS CITY SOUTHERN/OLD 5493008C12PZMWP3WY03 KANSAS CITY SOUTHERN COMPANY GUAR 05/23 3 485170AV6 10081000.000000 PA USD 10052732.570000 0.1827755 Long DBT CORP US N 2 2023-05-15 Fixed 3 N N N N N N KEB HANA BANK (AKA: KOREA EXCHANGE BANK) 6RPK2YDJN6L35AS0M510 HANA BANK SR UNSECURED 144A 10/22 VAR 482466AF6 9800000.000000 PA USD 9809873.700000 0.1783599 Long DBT CORP KR N 2 2022-10-02 Floating 2.99286 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 3915225.640000 0.0711854 Long DBT CORP KR N 2 2023-07-26 Floating 2.01371 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 2062075.490000 0.0374920 Long DBT CORP KR N 2 2022-10-02 Floating 2.99286 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 7273615.730000 0.1322465 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 4695893.610000 0.0853792 Long DBT CORP SE N 2 2022-07-20 Fixed 0.125 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 02/23 VAR 500630CZ9 5600000.000000 PA USD 5599309.910000 0.1018048 Long DBT CORP KR N 2 2023-02-18 Floating 1.805 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED 07/22 VAR 500630CQ9 4150000.000000 PA USD 4149982.200000 0.0754536 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 400172.880000 0.0072758 Long DBT CORP KR N 2 2022-10-01 Floating 2.75214 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED REGS 04/23 VAR ACI1LNGW2 2975000.000000 PA USD 3003423.150000 0.0546073 Long DBT CORP KR N 2 2023-04-16 Floating 2.49429 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 KOREA DEVELOPMENT BANK SR UNSECURED REGS 10/22 VAR ACI10GXY7 5300000.000000 PA USD 5309407.500000 0.0965339 Long DBT CORP KR N 2 2022-10-30 Floating 2.03886 N N N N N N KOREA EXPRESSWAY CORPORATION 988400EZO9DR1OFL5772 KOREA EXPRESSWAY CORP SR UNSECURED REGS 11/22 VAR ACI1SVZ48 3000000.000000 PA USD 2987369.910000 0.0543154 Long DBT CORP KR N 2 2022-11-25 Floating 2.12386 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 2714319.480000 0.0493509 Long DBT CORP KR N 2 2023-07-16 Floating 1.91929 N N N N N N KREDITANSTALT FUER WIEDERAUFBAU (KFW) 549300GDPG70E3MBBU98 KFW GOVT GUARANT 08/22 1.75 500769JB1 26000000.000000 PA USD 25993835.660000 0.4726115 Long DBT CORP DE N 2 2022-08-22 Fixed 1.75 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 LEIDOS INC COMPANY GUAR 05/23 2.95 52532XAB1 2300000.000000 PA USD 2278489.460000 0.0414268 Long DBT CORP US N 2 2023-05-15 Fixed 2.95 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 05/23 2.85 00287YAX7 5400000.000000 PA USD 5382935.620000 0.0978708 Long DBT CORP US N 2 2023-05-14 Fixed 2.85 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 10/22 3.25 00287YCT4 7940000.000000 PA USD 7940000.000000 0.1443625 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 11885000.000000 PA USD 11863858.370000 0.2157048 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 28100000.000000 PA USD 28102056.080000 0.5109424 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 1100000.000000 PA USD 1100277.740000 0.0200049 Long DBT CORP US N 2 2022-11-21 Floating 2.15486 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 6939867.580000 0.1261784 Long DBT CORP NL N 2 2022-07-19 Floating 1.84429 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 14167225.380000 0.2575839 Long DBT CORP US N 2 2023-01-17 Floating 1.35578 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 2801232.000000 0.0509311 Long DBT NUSS AE N 2 2022-10-11 Fixed 2.5 N N N N N N ABU DHABI GOVT 213800FER4348CINTA77 ABU DHABI GOVT INT L SR UNSECURED REGS 10/22 2.5 M0153CAC8 1600000.000000 PA USD 1600704.000000 0.0291035 Long DBT NUSS AE N 2 2022-10-11 Fixed 2.5 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 600018.340000 0.0109093 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 3000091.680000 0.0545467 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 11601284.930000 0.2109308 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 11902566.470000 0.2164086 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 60706241.270000 1.1037411 Long DBT CORP JP N 2 2022-07-25 Floating 1.974 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 47864837.340000 0.8702629 Long DBT CORP JP N 2 2023-10-20 Floating 0.9208 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 07/23 VAR 60687YAV1 72795000.000000 PA USD 72797837.550000 1.3235866 Long DBT CORP JP N 2 2023-07-16 Floating 2.721 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 MIZUHO FINANCIAL GROUP SR UNSECURED 09/22 VAR 60687YAN9 28701000.000000 PA USD 28688377.870000 0.5216028 Long DBT CORP JP N 2 2022-09-11 Floating 2.60129 N N N N N N MMAF EQUIPMENT FINANCE LLC 2022-A N/A MMAF EQUIPMENT FINANCE LLC MMAF 2022 A A1 144A 55317RAA0 20716843.050000 PA USD 20684876.960000 0.3760857 Long ABS-O CORP US N 2 2023-05-03 Fixed 1.48228 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 MOLSON COORS BREWING 60871WG60 10000000.000000 PA USD 9996931.700000 0.1817610 Long DBT CORP US N 2 2022-07-06 None 0 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 6000000.000000 PA USD 5976118.380000 0.1086558 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 1900000.000000 PA USD 1896453.330000 0.0344807 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 3300000.000000 PA USD 3274542.880000 0.0595367 Long DBT CORP GB N 2 2023-01-27 Fixed 2 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 09/22 3.625 63906AAA8 4500000.000000 PA USD 4505476.860000 0.0819171 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 48193338.940000 0.8762356 Long DBT CORP GB N 2 2022-09-29 Floating 3.1692 N N N N N N ADCB FINANCE (CAYMAN) LIMITED 213800R9XDKRM525M609 ADCB FINANCE CAYMAN LTD COMPANY GUAR 10/22 VAR ACI0ZDLV7 550000.000000 PA 380249.490000 0.0069136 Long DBT CORP KY N 2 2022-10-25 Floating 1.9074 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 NEW YORK LIFE GLOBAL FDG SR SECURED 144A 07/22 VAR 64952WDJ9 19300000.000000 PA USD 19297161.740000 0.3508547 Long DBT CORP US N 2 2022-07-12 Floating 1.45071 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 9069697.820000 0.1649023 Long DBT CORP US N 2 2023-11-03 Floating 1.50169 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/22 VAR 654740BE8 500000.000000 PA USD 498347.480000 0.0090608 Long DBT CORP US N 2 2022-09-28 Floating 2.92443 N N N N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 07/22 2.65 U65478BE5 2800000.000000 PA USD 2799582.910000 0.0509011 Long DBT CORP US N 2 2022-07-13 Fixed 2.65 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043 654744AA9 4100000.000000 PA USD 4033337.980000 0.0733328 Long DBT CORP JP N 2 2023-09-15 Fixed 3.043 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 NORDEA BANK ABP SR UNSECURED 144A 06/23 1 65557CBE2 4300000.000000 PA USD 4198009.590000 0.0763268 Long DBT CORP FI N 2 2023-06-09 Fixed 1 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 NTT FINANCE CORP COMPANY GUAR 144A 03/23 0.373 62954WAA3 800000.000000 PA USD 786306.900000 0.0142964 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 5199696.440000 0.0945392 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 18067000.000000 PA USD 18067265.580000 0.3284931 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 11/22 VAR 694308JX6 500000.000000 PA USD 497994.280000 0.0090544 Long DBT CORP US N 2 2022-11-14 Floating 2.34153 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 1253482.530000 0.0227904 Long DBT CORP US N 2 2023-11-15 Fixed 1.7 N N N N N N PANASONIC HOLDINGS CORPORATION 254900GE1G59KGWPHX32 PANASONIC HOLDINGS CORP SR UNSECURED 144A 07/22 2.536 69832AAA4 4010000.000000 PA USD 4009677.920000 0.0729027 Long DBT CORP JP N 2 2022-07-19 Fixed 2.536 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 7759699.500000 0.1410843 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 1700901.020000 0.0309252 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 800000.000000 PA USD 799541.120000 0.0145370 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 3620799.600000 0.0658322 Long DBT CORP US N 2 2024-02-15 Fixed 0.9 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 PROVINCE OF ALBERTA SR UNSECURED 07/22 2.2 013051DZ7 59800000.000000 PA USD 59801607.420000 1.0872934 Long DBT NUSS CA N 2 2022-07-26 Fixed 2.2 N N N N N N RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) 2R15C3RTKJN1RCBOV146 RELX CAPITAL INC COMPANY GUAR 03/23 3.5 74949LAB8 13747000.000000 PA USD 13732108.840000 0.2496727 Long DBT CORP US N 2 2023-03-16 Fixed 3.5 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 5860635.730000 0.1065562 Long DBT CORP CA N 2 2023-10-26 Floating 1.31926 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 ALTRIA GROUP INC COMPANY GUAR 08/22 2.85 02209SAN3 2800000.000000 PA USD 2800015.400000 0.0509090 Long DBT CORP US N 2 2022-08-09 Fixed 2.85 N N N N N N SANTANDER HOLDINGS USA INC 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA SR UNSECURED 01/23 3.4 80282KAS5 3000000.000000 PA USD 2996209.170000 0.0544761 Long DBT CORP US N 2 2023-01-18 Fixed 3.4 N N N N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 SIEMENS FINANCIERINGSMAT COMPANY GUAR 144A 03/23 0.4 82620KAV5 29600000.000000 PA USD 29063655.400000 0.5284259 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 41557000.000000 PA USD 41568157.640000 0.7557787 Long DBT CORP SE N 2 2022-12-12 Floating 2.36629 N N N N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 SKANDINAVISKA ENSKILDA SR UNSECURED REGS 12/22 VAR ACI1H9Q72 3000000.000000 PA USD 3000805.470000 0.0545597 Long DBT CORP SE N 2 2022-12-12 Floating 2.36629 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 10356410.940000 0.1882969 Long DBT CORP FR N 2 2023-07-15 Floating 1.2929 N N N N N N SOUTH KOREA GOVT 549300O0QCVSQGPGDT58 KOREA MONETARY STAB BOND SR UNSECURED 08/22 0.00000 ACI25LZ27 400000000000.000000 PA 307314214.400000 5.5874871 Long DBT NUSS KR N 2 2022-08-09 None 0 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 02/23 VAR 025816BT5 2577000.000000 PA USD 2579042.500000 0.0468913 Long DBT CORP US N 2 2023-02-27 Floating 2.20286 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO SR UNSECURED 08/22 2.5 025816BM0 4100000.000000 PA USD 4100000.000000 0.0745449 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 6700000.000000 0.1218172 Long DBT CORP US N 2 2022-08-01 Floating 1.896 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 20301038.350000 0.3691069 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 44800000.000000 PA USD 44794863.230000 0.8144456 Long DBT CORP JP N 2 2022-07-12 Floating 1.79071 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 SUMITOMO MITSUI FINL GRP SR UNSECURED 10/22 VAR 86562MAT7 7200000.000000 PA USD 7201202.330000 0.1309299 Long DBT CORP JP N 2 2022-10-18 Floating 1.78429 N N N N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 SWEDISH EXPORT CREDIT SR UNSECURED 12/22 VAR ACI1WQXN4 34000000.000000 PA USD 34143845.500000 0.6207923 Long DBT CORP SE N 2 2022-12-19 Floating 2.31972 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA SR UNSECURED 03/24 2.44 06418BAC2 2000000.000000 PA USD 1958972.200000 0.0356174 Long DBT CORP CA N 2 2024-03-11 Fixed 2.44 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 BANK OF NOVA SCOTIA SR UNSECURED 11/22 2 064159SH0 300000.000000 PA USD 299225.380000 0.0054404 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 21251790.270000 0.3863931 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 19944417.600000 0.3626229 Long DBT CORP CA N 2 2023-01-27 Floating 1.37456 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 TORONTO DOMINION BANK SR UNSECURED 01/23 VAR 89114QCN6 7126000.000000 PA USD 7103260.650000 0.1291492 Long DBT CORP CA N 2 2023-01-06 Floating 1.76 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP SR UNSECURED 10/22 VAR 89236THN8 1300000.000000 PA USD 1299203.350000 0.0236217 Long DBT CORP US N 2 2022-10-14 Floating 1.13965 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 TRUIST BANK SR UNSECURED 02/23 3 86787EAV9 400000.000000 PA USD 400063.080000 0.0072738 Long DBT CORP US N 2 2023-02-02 Fixed 3 N N N N N N UBS AG/LONDON BRANCH BFM8T61CT2L1QCEMIK50 UBS AG LONDON SR UNSECURED 144A 06/23 0.375 902674YF1 1500000.000000 PA USD 1452270.650000 0.0264047 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 46734526.480000 0.8497120 Long DBT CORP CH N 2 2023-06-01 Floating 1.43216 N N N N N N UNION PACIFIC CORPORATION 549300LMMRSZZCZ8CL11 UNION PACIFIC CORP SR UNSECURED 06/23 3.5 907818EU8 300000.000000 PA USD 300098.870000 0.0054563 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 08/22 0.00000 912796XN4 17300000.000000 PA USD 17262496.200000 0.3138611 Long DBT UST US N 2 2022-08-23 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 09/22 0.00000 912796XV6 362500000.000000 PA USD 361346525.000000 6.5698850 Long DBT UST US N 2 2022-09-13 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 10/22 0.00000 912796YC7 58600000.000000 PA USD 58321650.000000 1.0603853 Long DBT UST US N 2 2022-10-04 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 10/22 0.00000 912796YF0 391900000.000000 PA USD 389376947.800000 7.0795250 Long DBT UST US N 2 2022-10-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 CASH MGMT BILL 11/22 0.00000 912796YG8 327400000.000000 PA USD 325058035.770000 5.9100995 Long DBT UST US N 2 2022-11-01 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 07/22 0.00000 912796X20 95972000.000000 PA USD 95923174.250000 1.7440440 Long DBT UST US N 2 2022-07-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 09/22 0.00000 912796U64 17900000.000000 PA USD 17826833.750000 0.3241217 Long DBT UST US N 2 2022-09-29 None 0 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS SR UNSECURED REGS 02/23 VAR ACI0WPDC4 27340000.000000 PA 18907792.950000 0.3437753 Long DBT CORP US N 2 2023-02-17 Floating 2.2353 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 VODAFONE GROUP PLC SR UNSECURED REGS 12/22 VAR ACI0ZDJN8 9470000.000000 PA 6545631.450000 0.1190105 Long DBT CORP GB N 2 2022-12-13 Floating 2.6723 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 1291118.890000 0.0234747 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 2262655.320000 0.0411389 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 16741504.480000 0.3043886 Long DBT CORP CA Y 2 2022-11-14 Fixed 3.7 N N N N N N WALGREEN CO E1OI0SEUGJMPPTKRDD35 WALGREEN CO COMPANY GUAR 09/22 3.1 931422AH2 1500000.000000 PA USD 1502901.060000 0.0273253 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 10/23 VAR 949746SJ1 2500000.000000 PA USD 2501583.980000 0.0454830 Long DBT CORP US N 2 2023-10-31 Floating 2.46886 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 WESTPAC BANKING CORP SR UNSECURED 05/23 VAR 961214EA7 1900000.000000 PA USD 1900875.710000 0.0345611 Long DBT CORP AU N 2 2023-05-15 Floating 2.13129 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 2634366.070000 0.0478972 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 149818000.000000 PA USD 149835128.690000 2.7242536 Long DBT CORP N/A N 2 2023-01-13 Floating 0.905 N N N N N N N/A N/A FIXED INC CLEARING CORP.REPO 000000000 10912000.000000 PA USD 10912000.000000 0.1983984 Long RA US N 2 Repurchase N 0.4000000 2022-07-01 11142500.000000 USD 11130310.110000 USD UST N N N N/A N/A STATE STREET REPO 000000000 4023000.000000 PA USD 4023000.000000 0.0731449 Long RA US N 2 Repurchase N 0.4000000 2022-07-01 4308700.000000 USD 4103532.630000 USD UST N N N N/A N/A DEUTSCHE BANK REPO REPO 000000000 2000000.000000 PA USD 2000000.000000 0.0363633 Long RA US N 2 Repurchase N 1.5400000 2022-07-01 2028249.600000 USD 2049178.150000 USD UST N N N N/A N/A CAPULA GLOBAL RELATIVE 000000000 250000000.000000 PA USD 250000000.000000 4.5454187 Long RA US N 2 Repurchase N 1.5300000 2022-07-01 278294000.000000 USD 255639129.060000 USD UST N N N N/A N/A MORGAN STANLEY REPO 9W08 000000000 500000000.000000 PA USD 500000000.000000 9.0908374 Long RA US N 2 Repurchase N 1.4000000 2022-07-01 558272000.000000 USD 512473822.210000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 31100000.000000 PA USD 31100000.000000 0.5654501 Long RA US N 2 Repurchase N 1.5400000 2022-07-01 34481000.000000 USD 31985168.330000 USD UST N N N N/A N/A REPO BANK AMERICA REPO 000000000 579300000.000000 PA USD 579300000.000000 10.5326442 Long RA US N 2 Repurchase N 1.4900000 2022-07-01 585045000.000000 USD 592038113.090000 USD UST N N N N/A N/A BARCLAYS CAPITAL REPO REPO 000000000 250000000.000000 PA USD 250000000.000000 4.5454187 Long RA US N 2 Repurchase N 1.4500000 2022-07-01 275565939.840000 USD 259186151.530000 USD AMBS N N N N/A N/A SOLD CAD/BOUGHT USD 000000000 1.000000 NC 77167.470000 0.0014030 N/A DFE CA N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 5030000.000000 CAD 3985329.550000 USD 2022-07-05 77167.470000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC 173259.440000 0.0031501 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 20903621.800000 USD 27127000.000000 CAD 2022-07-05 173259.440000 N N N N/A N/A BOUGHT JPY/SOLD USD 000000000 1.000000 NC -243.620000 -0.0000044 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 38600.190000 USD 5200000.000000 JPY 2022-07-05 -243.620000 N N N N/A N/A SOLD JPY/BOUGHT USD 000000000 1.000000 NC -169.320000 -0.0000031 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 5200000.000000 JPY 38187.250000 USD 2022-07-05 -169.320000 N N N N/A N/A BOUGHT CAD/SOLD USD 000000000 1.000000 NC -205017.270000 -0.0037276 N/A DFE CA N 2 BNP Paribas S.A. N/A 9016640.750000 USD 11341000.000000 CAD 2022-07-05 -205017.270000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC -2923.210000 -0.0000531 N/A DFE AU N 2 BNP Paribas S.A. N/A 2094000.000000 AUD 1443793.940000 USD 2022-08-16 -2923.210000 N N N ARI FLEET LEASE TRUST 2022-A N/A ARI FLEET LEASE TRUST ARIFL 2022 A A1 144A 00217QAA9 11742062.810000 PA USD 11688739.750000 0.2125209 Long ABS-O CORP US N 2 2023-04-17 Fixed 1.49489 N N N N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 131086.420000 0.0023834 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5200260.000000 ILS 1623128.420000 USD 2022-08-03 131086.420000 N N N N/A N/A SOLD ILS/BOUGHT USD 000000000 1.000000 NC 189130.660000 0.0034387 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6501950.000000 ILS 2072995.380000 USD 2022-12-07 189130.660000 N N N N/A N/A SOLD KRW/BOUGHT USD 000000000 1.000000 NC 1039.340000 0.0000189 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 239944695.000000 KRW 187214.000000 USD 2022-08-10 1039.340000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 148839.600000 0.0027062 N/A DFE AU N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 4846000.000000 AUD 3496877.480000 USD 2022-08-16 148839.600000 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 ASTRAZENECA PLC SR UNSECURED 05/23 0.3 046353AY4 26700000.000000 PA USD 26107155.600000 0.4746718 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 0020A3GC8 35700000.000000 PA USD 35677520.780000 0.6486771 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 REGS 09/23 VAR BDZ2RNII1 700000.000000 PA 485418.690000 0.0088257 Long DBT CORP US N 2 2023-09-19 Floating 3.1058 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING SECURED 144A 07/22 VAR 04685A2F7 12021000.000000 PA USD 12021000.000000 0.2185619 Long DBT CORP US N 2 2022-07-01 Floating 2.19157 N N N N N N 2022-08-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX