NPORT-P false 0000822977 XXXXXXXX S000044037 C000136681 C000174582 C000202005 C000136680 C000174583 C000195498 C000204425 GOLDMAN SACHS TRUST 811-05349 0000822977 S2FHCT8U6D2VORP0J605 71 SOUTH WACKER DRIVE C/O GOLDMAN SACHS & CO CHICAGO 60606 312-655-4400 Goldman Sachs Short-Term Conservative Income Fund S000044037 5493005F2JE1UB8BK484 2022-03-31 2022-03-31 N 4036747391.38 27401720.19 4009345671.19 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 5523000.00000000 0.00000000 0.00000000 4683473.93000000 USD N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BJ0 13121000.00000000 PA USD 12683152.23000000 0.316339704035 Long DBT CORP US N 2 2023-11-22 Fixed 0.87500000 N N N N N N BASF SE 529900PM64WH8AF1E917 05526MK38 19385000.00000000 PA USD 19194203.14000000 0.478736549904 Long STIV CORP DE N 2 2022-10-03 None 0.00000000 N N N N N N LLOYDS BANK CORP MKTS/NY 213800MBWEIJDM5CU638 53947BF70 23765000.00000000 PA USD 23630797.14000000 0.589392860530 Long DBT CORP GB N 2 2024-01-31 Floating 0.81000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBU3 15460000.00000000 PA USD 15243869.20000000 0.380208404317 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264GAB5 14500000.00000000 PA USD 14522765.00000000 0.362222821153 Long DBT CORP US N 2 2024-03-24 Floating 1.16100000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DY7 6848000.00000000 PA USD 6813554.56000000 0.169941808933 Long DBT CORP US N 2 2023-03-10 Fixed 1.75000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86960LDB3 28615000.00000000 PA USD 28564637.60000000 0.712451355972 Long STIV CORP SE N 2 2023-03-01 Floating 0.68000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159YN0 24500000.00000000 PA USD 24451000.00000000 0.609850135290 Long DBT CORP CA N 2 2023-09-15 Floating 0.80800000 N N N N N N NORDEA BANK ABP NEW YORK 529900ODI3047E2LIV03 65558T3N3 44927000.00000000 PA USD 44639601.09000000 1.113388686108 Long STIV CORP FI N 2 2023-01-27 Fixed 0.30000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CP5 30000000.00000000 PA USD 29289600.00000000 0.730533169301 Long DBT CORP US N 2 2023-10-18 Fixed 0.79700000 N N N N N N State of Texas 549300X9CH74QB747L76 882724SZ1 35885000.00000000 PA USD 35885000.00000000 0.895033827037 Long DBT MUN US N 2 2051-12-01 Floating 0.54000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBX8 37000000.00000000 PA USD 36340937.50000000 0.906405695102 Long DBT UST US N 1 2023-04-30 Fixed 0.12500000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2J3 36178000.00000000 PA USD 36150866.50000000 0.901664996355 Long DBT CORP CA N 2 2023-02-01 Fixed 2.10000000 N N N N N N ASB BANK LTD 549300IBZWZL1KTPF918 0020NAAC4 12602000.00000000 PA USD 12622658.71000000 0.314830891252 Long STIV CORP NZ N 2 2022-09-15 Floating 1.07000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AS0 13375000.00000000 PA USD 13356007.50000000 0.333121875621 Long DBT CORP US N 2 2023-11-01 Floating 0.79700000 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 55607NKA7 49500000.00000000 PA USD 49431748.41000000 1.232913110116 Long STIV CORP AU N 2 2022-12-05 Floating 0.61000000 N N N N N N ROYAL BANK OF CANADA NY ES7IP3U3RHIGC71XBU11 78015M5M8 29018000.00000000 PA USD 28977084.62000000 0.722738496414 Long STIV CORP US N 2 2023-03-01 Floating 0.70000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 05253CGK6 16655000.00000000 PA USD 16603244.59000000 0.414113572429 Long STIV CORP AU N 2 2022-07-19 None 0.00000000 N N N N N N Royal Bank of Canada/New York NY ES7IP3U3RHIGC71XBU11 78015DKQ2 10000000.00000000 PA USD 9911737.50000000 0.247215838016 Long STIV CORP US N 2 2022-10-24 None 0.00000000 N N N N N N COMMONWEALTH BK AUSTR NY MSFSBD3QN1GSN7Q6C537 20271EYB9 15829000.00000000 PA USD 15794756.81000000 0.393948491982 Long STIV CORP AU N 2 2023-01-20 Floating 0.47000000 N N N N N N LMA-Americas LLC N/A 53944RFE3 21700000.00000000 PA USD 21660894.86000000 0.540260098191 Long STIV CORP US N 2 2022-06-14 None 0.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAA6 5210000.00000000 PA USD 5228912.30000000 0.130418096338 Long DBT CORP FR N 2 2023-01-11 Fixed 2.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBG9 13806000.00000000 PA USD 13379946.84000000 0.333718964072 Long DBT CORP CA N 2 2023-10-04 Fixed 0.55000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HPM9 23300000.00000000 PA USD 22827942.00000000 0.569368267845 Long DBT CORP US N 2 2023-06-02 Floating 0.66600000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837AC7 3774000.00000000 PA USD 3694821.48000000 0.092155223894 Long DBT CORP US N 2 2023-05-26 Fixed 0.70300000 N N N N N N Collateralized Commercial Paper V Co LLC 549300ZLXI3T111CH173 19424JGB6 17625000.00000000 PA USD 17568670.50000000 0.438192960667 Long STIV CORP US N 2 2022-07-11 None 0.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAP0 16778000.00000000 PA USD 16831689.60000000 0.419811385208 Long DBT CORP US N 2 2022-10-15 Fixed 2.50000000 N N N N N N Royal Bank of Canada/New York NY ES7IP3U3RHIGC71XBU11 78015DL99 8445000.00000000 PA USD 8361980.75000000 0.208562230243 Long STIV CORP US N 2 2022-11-09 None 0.00000000 N N N N N N BASF SE 529900PM64WH8AF1E917 05526MJ63 12625000.00000000 PA USD 12530486.09000000 0.312531947046 Long STIV CORP DE N 2 2022-09-06 None 0.00000000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAB5 8000000.00000000 PA USD 7815200.00000000 0.194924574754 Long DBT CORP US N 2 2023-12-15 Fixed 1.23100000 N N N N N N Pure Grove Funding 5493001D6K5CFMBUWV36 74625UFT5 23000000.00000000 PA USD 22944002.59000000 0.572263019246 Long STIV CORP US N 2 2022-06-27 None 0.00000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960KKK7 20750000.00000000 PA USD 20573840.59000000 0.513147088759 Long STIV CORP SE N 2 2022-10-19 None 0.00000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LER6 14437000.00000000 PA USD 14335074.78000000 0.357541503168 Long DBT CORP US N 2 2024-08-23 Floating 0.59800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDD0 22500000.00000000 PA USD 21873339.90000000 0.545558844107 Long DBT UST US N 1 2023-10-31 Fixed 0.37500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WYH0 25000000.00000000 PA USD 24995750.00000000 0.623437140369 Long DBT CORP CA N 2 2023-03-10 Floating 0.93100000 N N N N N N Salisbury Receivables Co LLC 549300HB2PGDP0V6U989 79490BEP7 16600000.00000000 PA USD 16585361.12000000 0.413667527825 Long STIV CORP US N 2 2022-05-23 None 0.00000000 N N N N N N Collateralized Commercial Paper FLEX Co LLC 549300QFFTZ0K7V16U14 19423KEX8 13833000.00000000 PA USD 13814037.59000000 0.344545936491 Long STIV CORP US N 2 2022-05-31 None 0.00000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LTN1 32937000.00000000 PA USD 32971254.48000000 0.822359985493 Long DBT CORP US N 2 2023-01-06 Floating 0.69600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CM9 8955000.00000000 PA USD 8700857.10000000 0.217014391214 Long DBT CORP DE N 2 2023-11-08 Fixed 0.96200000 N N N N N N ONE GAS INC 549300HXDWI0LATTX840 68235PAJ7 8517000.00000000 PA USD 8402276.01000000 0.209567263565 Long DBT CORP US N 2 2023-03-11 Fixed 0.85000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAP4 9886000.00000000 PA USD 9956190.60000000 0.248324575043 Long DBT CORP US N 2 2022-11-06 Fixed 3.20000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CE7 20000000.00000000 PA USD 20003800.00000000 0.498929292720 Long DBT CORP US N 2 2022-05-20 Floating 1.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDE8 215300000.00000000 PA USD 215630528.56000000 5.378197497648 Long DBT UST US N 1 2023-10-31 Floating 0.64100000 N N N N N N TORONTO DOMINION N/A 89114WSA4 9280000.00000000 PA USD 9279953.79000000 0.231458062014 Long STIV CORP CA N 2 2022-09-09 Fixed 1.35000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCL7 29150000.00000000 PA USD 28974517.00000000 0.722674455540 Long DBT CORP US N 2 2024-12-06 Floating 0.93800000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAT3 10799000.00000000 PA USD 10698569.30000000 0.266840780950 Long DBT CORP US N 2 2024-03-08 Fixed 2.12500000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 0255E3DS4 11577000.00000000 PA USD 11569675.58000000 0.288567674848 Long STIV CORP US N 2 2022-04-26 None 0.00000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 63254FJ65 15529000.00000000 PA USD 15441552.32000000 0.385138962473 Long STIV CORP AU N 2 2022-09-06 None 0.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BM7 6032000.00000000 PA USD 6073620.80000000 0.151486584048 Long DBT CORP US N 2 2023-02-15 Fixed 3.45000000 N N N N N N First Abu Dhabi Bank PJSC 2138002Y3WMK6RZS8H90 31849MF71 15000000.00000000 PA USD 14979458.40000000 0.373613542669 Long STIV CORP AE N 2 2022-06-07 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEA5 12500000.00000000 PA USD 12318847.63000000 0.307253318628 Long DBT UST US N 1 2024-02-29 Fixed 1.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CZ0 20425000.00000000 PA USD 20238928.25000000 0.504793797038 Long DBT CORP GB N 2 2024-11-22 Floating 0.78200000 N N N N N N AIG GLOBAL FUNDING 54930057MDZ7KOVOTV71 00138MAA4 22042000.00000000 PA USD 21982045.76000000 0.548270155850 Long DBT CORP US N 2 2023-12-15 Floating 0.63800000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEF2 26120000.00000000 PA USD 26124179.20000000 0.651582111957 Long DBT CORP US N 2 2023-01-13 Floating 0.68300000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGD0 9405000.00000000 PA USD 9389199.60000000 0.234182841042 Long DBT CORP US N 2 2024-03-22 Floating 0.77200000 N N N N N N ALPINE SEC LLC N/A 02089XPY7 2500000.00000000 PA USD 2497985.00000000 0.062304056693 Long STIV CORP US N 2 2022-05-13 Fixed 0.20000000 N N N N N N MUFG UNION BANK NA OX3PU53ZLPQKJ4700D47 624786FV6 17250000.00000000 PA USD 17321932.50000000 0.432038889150 Long DBT CORP US N 2 2022-12-09 Floating 0.96300000 N N N N N N SUMITOMO MITSUI BANK NY 549300MS3WYYVQ4HXM15 86565CKU2 24550000.00000000 PA USD 24526192.39000000 0.611725563256 Long STIV CORP JP N 2 2022-07-08 Fixed 0.70000000 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CZ0 14300000.00000000 PA USD 14195753.00000000 0.354066577546 Long DBT CORP US N 2 2024-11-29 Floating 0.66100000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAD8 8555000.00000000 PA USD 8555941.05000000 0.213399934844 Long DBT CORP US N 2 2023-04-25 Floating 1.15800000 N N N N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 36264FAA9 8326000.00000000 PA USD 8328997.36000000 0.207739567577 Long DBT CORP US N 2 2024-03-24 Fixed 3.02400000 N N N N N N RECKITT BENCKISER TSY 213800LAXWIUOOBZ3908 75625QAC3 3745000.00000000 PA USD 3751291.60000000 0.093563686138 Long DBT CORP GB N 2 2022-06-24 Fixed 2.37500000 N N N N N N Beam Suntory Inc EWRDABCN7XBHM37LIA98 073730AE3 5897000.00000000 PA USD 5906965.93000000 0.147329923993 Long DBT CORP US N 2 2022-05-15 Fixed 3.25000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607GKW3 30000000.00000000 PA USD 30064200.00000000 0.749853030035 Long DBT CORP CA N 2 2023-03-17 Floating 1.07200000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BG6 17407000.00000000 PA USD 17268962.49000000 0.430717725689 Long DBT CORP US N 2 2022-11-23 Fixed 0.75000000 N N N N N N Nieuw Amsterdam Receivables Corp BV 724500BM7HQ28ZIB2058 65409SDE5 4216000.00000000 PA USD 4215357.31000000 0.105138285787 Long STIV CORP US N 2 2022-04-14 None 0.00000000 N N N N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073EAS4 26391000.00000000 PA USD 26010969.60000000 0.648758469166 Long DBT CORP US N 2 2023-03-15 Fixed 0.73700000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 9612C1L13 20000000.00000000 PA USD 19811636.20000000 0.494136395930 Long STIV CORP AU N 2 2022-11-01 None 0.00000000 N N N N N N COCA-COLA EUROPACIFIC 549300LTH67W4GWMRF57 19123MAD5 23358000.00000000 PA USD 22846926.96000000 0.569841785510 Long DBT CORP GB N 2 2023-05-05 Fixed 0.50000000 N N N N N N STANDARD CHARTERED BK/NY RILFO74KP1CM8P6PCT96 85325VW89 19733000.00000000 PA USD 19680831.28000000 0.490873895494 Long DBT CORP GB N 2 2023-07-28 Floating 0.69000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEM7 9397000.00000000 PA USD 9376984.39000000 0.233878172625 Long DBT CORP US N 2 2024-04-12 Floating 0.55700000 N N N N N N VW Credit Inc 549300UUPJ2NXDB68M19 91842KFD3 4779000.00000000 PA USD 4767182.35000000 0.118901754574 Long STIV CORP US N 2 2022-06-13 None 0.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418BAD0 10550000.00000000 PA USD 10594204.50000000 0.264237742735 Long DBT CORP CA N 2 2024-03-11 Floating 1.21300000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAL3 10000000.00000000 PA USD 10067100.00000000 0.251090846876 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Skandinaviska Enskilda Banken AB/New York NY F3JS33DEI6XQ4ZBPTN86 83050PYC7 19500000.00000000 PA USD 19332542.78000000 0.482186979259 Long STIV CORP SE N 2 2022-12-01 Fixed 0.42000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 30747000.00000000 PA USD 31228805.49000000 0.778900300724 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N BARCLAYS BANK PLC NY G5GSEF7VJP5I7OUK5573 06742TH41 24500000.00000000 PA USD 24422114.75000000 0.609129687307 Long STIV CORP GB N 2 2023-02-16 Floating 0.56000000 N N N N N N BAYERISCHE LANDESBANK NY 549300DJ6F1V4GISFC11 0727MCQW0 38340000.00000000 PA USD 38058002.40000000 0.949232256861 Long STIV CORP DE N 2 2023-06-27 Fixed 0.90000000 N N N N N N CREDIT AGRICOLE CIB SA 1VUV7VQFKUOQSJ21A208 22533B2H7 26500000.00000000 PA USD 26150730.00000000 0.652244334728 Long DBT CORP FR N 2 2023-01-15 Fixed 0.40000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBN4 5051000.00000000 PA USD 5043019.42000000 0.125781607114 Long DBT CORP US N 2 2024-04-01 Floating 0.80000000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AK6 8622000.00000000 PA USD 8370410.04000000 0.208772471282 Long DBT CORP US N 2 2023-09-01 Fixed 0.55000000 N N N N N N SKANDINAV ENSKILDA BANK F3JS33DEI6XQ4ZBPTN86 83050WAU8 13335000.00000000 PA USD 13327319.57000000 0.332406349139 Long STIV CORP SE N 2 2022-07-20 Floating 0.41000000 N N N N N N Liberty Street Funding LLC 549300F33VRHM10B9391 53127UFH8 5460000.00000000 PA USD 5449116.42000000 0.135910367099 Long STIV CORP US N 2 2022-06-17 None 0.00000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YC8 8815000.00000000 PA USD 8755763.20000000 0.218383844099 Long DBT CORP CH N 2 2024-02-09 Floating 0.53600000 N N N N N N 7-ELEVEN INC 549300K23JPL0SS3LB18 817826AA8 23409000.00000000 PA USD 23047565.04000000 0.574846045468 Long DBT CORP US N 2 2023-02-10 Fixed 0.62500000 N N N N N N BANK OF MONTREAL CHICAGO NQQ6HPCNCCU6TUTQYE16 06367CSU2 23100000.00000000 PA USD 23087358.06000000 0.575838552058 Long STIV CORP CA N 2 2023-03-01 Floating 0.67000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06373LAD1 6092000.00000000 PA USD 6079547.95000000 0.151634417398 Long STIV CORP CA N 2 2023-01-09 Floating 0.57000000 N N N N N N SUMITOMO MITSUI TR BK LT 5493006GGLR4BTEL8O61 86563VAX7 38050000.00000000 PA USD 37864316.00000000 0.944401383798 Long DBT CORP JP N 2 2024-09-16 Floating 0.70300000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BL7 12066000.00000000 PA USD 12113781.36000000 0.302138611969 Long DBT CORP JP N 2 2022-07-18 Fixed 2.62300000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCA2 25000000.00000000 PA USD 24919000.00000000 0.621522862921 Long DBT CORP US N 2 2024-03-16 Floating 0.84500000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AU9 10203000.00000000 PA USD 10076074.68000000 0.251314690883 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N COLLAT CP FLEX CO LLC 549300QFFTZ0K7V16U14 19421MBQ4 27940000.00000000 PA USD 27893406.98000000 0.695709705961 Long STIV CORP US N 2 2022-12-01 Floating 0.57000000 N N N N N N Victory Receivables Corp 549300D0F37QF0LP7F94 92646LFN5 12673000.00000000 PA USD 12643197.29000000 0.315343158881 Long STIV CORP US N 2 2022-06-22 None 0.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468T9 5040000.00000000 PA USD 4983249.60000000 0.124290844658 Long DBT CORP US N 2 2023-11-10 Fixed 0.56000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607HVC3 14388000.00000000 PA USD 14046141.12000000 0.350334999073 Long DBT CORP CA N 2 2023-06-22 Fixed 0.45000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 2332K1LP3 12689000.00000000 PA USD 12553588.32000000 0.313108156530 Long STIV CORP NO N 2 2022-11-23 None 0.00000000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 678858BW0 14754000.00000000 PA USD 14465411.76000000 0.360792332373 Long DBT CORP US N 2 2023-05-26 Fixed 0.55300000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CAH7 4171000.00000000 PA USD 4191980.13000000 0.104555218576 Long DBT CORP US N 2 2022-08-22 Fixed 2.61500000 N N N N N N LMA-Americas LLC N/A 53944RFH6 9140000.00000000 PA USD 9122454.22000000 0.227529750940 Long STIV CORP US N 2 2022-06-17 None 0.00000000 N N N N N N BARCLAYS BANK PLC NY G5GSEF7VJP5I7OUK5573 06742TL95 12300000.00000000 PA USD 12301179.20000000 0.306812637493 Long STIV CORP GB N 2 2022-07-05 Floating 0.74000000 N N N N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460WAB3 28101000.00000000 PA USD 28063344.66000000 0.699948244963 Long DBT US N 2 2024-04-23 Floating 0.60600000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAA7 13000000.00000000 PA USD 12613510.00000000 0.314602706637 Long DBT CORP CA N 2 2023-09-15 Fixed 0.40000000 N N N N N N GLENCORE FINANCE CANADA 5493005TTO0UJ33KCK70 98417EAT7 7166000.00000000 PA USD 7236871.74000000 0.180500069924 Long DBT CORP CA N 2 2022-10-25 Fixed 4.25000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 2332K4MN1 23525000.00000000 PA USD 23520342.05000000 0.586637919973 Long STIV CORP NO N 2 2023-03-23 Floating 0.85000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAG2 17038000.00000000 PA USD 16733530.94000000 0.417363138834 Long DBT CORP US N 2 2023-04-06 Fixed 0.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAW8 10800000.00000000 PA USD 10724508.00000000 0.267487736890 Long DBT CORP FR N 2 2025-01-14 Floating 0.69000000 N N N N N N WASTE MANAGEMENT INC N/A 94107PAG4 10000000.00000000 PA USD 9930393.30000000 0.247681145862 Long STIV CORP US N 2 2022-09-06 None 0.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AU1 9163000.00000000 PA USD 8958939.99000000 0.223451423866 Long DBT CORP US N 2 2023-05-15 Fixed 0.55000000 N N N N N N GTA Funding LLC N/A 40060VBH6 52130000.00000000 PA USD 52101594.88000000 1.299503688454 Long STIV CORP US N 2 2022-05-02 None 0.00000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBB9 13848000.00000000 PA USD 13619369.52000000 0.339690578885 Long DBT CORP US N 2 2023-04-12 Fixed 0.50200000 N N N N N N BANK OF NOVA SCOTIA HOUS L3I9ZG2KFGXZ61BMYR72 06417MPQ2 7326000.00000000 PA USD 7314586.39000000 0.182438407407 Long DBT CORP CA N 2 2022-06-20 Fixed 0.23000000 N N N N N N ING US Funding LLC N/A 4497W1GS9 11872000.00000000 PA USD 11831023.79000000 0.295086150216 Long STIV CORP US N 2 2022-07-26 None 0.00000000 N N N N N N WESTPAC BANKING CORP NY EN5TNI6CI43VEPAMHL14 96130ALU0 12205000.00000000 PA USD 12197400.92000000 0.304224228099 Long STIV CORP AU N 2 2022-08-02 Floating 0.42000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDH9 15500000.00000000 PA USD 15463110.00000000 0.385676648215 Long DBT CORP US N 2 2023-09-15 Floating 1.35600000 N N N N N N Long Island Power Authority 1R46U5SYJ63KQXF39168 542691EY2 3070000.00000000 PA USD 3026573.32000000 0.075487961583 Long DBT MUN US N 2 2023-03-01 Fixed 0.35900000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GH4 1115000.00000000 PA USD 1108544.15000000 0.027649004124 Long DBT CORP US N 2 2024-01-12 Floating 0.48800000 N N N N N N MIZUHO BANK LTD/NY RB0PEZSDGCO3JS6CEU02 60710RTX3 12639000.00000000 PA USD 12612584.24000000 0.314579616585 Long STIV CORP JP N 2 2023-02-10 Floating 0.56000000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 370976170.35000000 NS USD 370976170.35000000 9.252785885131 Long EC RF US N 1 N N N NATIONAL BANK OF KUWAIT SAKP N/A 63376DA21 12054000.00000000 PA USD 12042922.98000000 0.300371281691 Long STIV CORP KW N 2 2022-06-01 Fixed 0.45000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BD3 18772000.00000000 PA USD 18856849.44000000 0.470322366452 Long DBT CORP US N 2 2023-05-12 Fixed 3.12500000 N N N N N N WESTPAC BKING CORP N N/A 96130AMG0 8197000.00000000 PA USD 8190806.18000000 0.204292841070 Long STIV CORP AU N 2 2022-09-07 Fixed 1.15000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBM5 20800000.00000000 PA USD 20821424.00000000 0.519322246261 Long DBT CORP US N 2 2025-03-28 Floating 1.25000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077VE61 5000000.00000000 PA USD 4994940.00000000 0.124582423408 Long STIV CORP CA N 2 2022-05-06 None 0.00000000 N N N N N N CREDIT SUISSE NY N/A 22552G5B2 12800000.00000000 PA USD 12693738.24000000 0.316603737393 Long STIV CORP CH N 2 2022-11-10 Fixed 0.40000000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YL8 19298000.00000000 PA USD 19141686.20000000 0.477426686791 Long DBT CORP CH N 2 2024-08-09 Floating 0.62600000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAZ0 14281000.00000000 PA USD 14304135.22000000 0.356769817149 Long DBT CORP IT N 2 2022-07-14 Fixed 3.12500000 N N N N N N SUMITOMO MITSUI BANK NY 549300MS3WYYVQ4HXM15 86565FGB2 12204000.00000000 PA USD 12181041.35000000 0.303816192191 Long STIV CORP JP N 2 2023-03-01 Floating 0.56000000 N N N N N N NORDEA BANK ABP NEW YORK 529900ODI3047E2LIV03 65558UQY1 13000000.00000000 PA USD 13010374.13000000 0.324501182910 Long STIV CORP FI N 2 2022-12-23 Floating 0.80000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AS8 10520000.00000000 PA USD 10704941.60000000 0.266999717109 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22552G3C2 58000000.00000000 PA USD 57413636.82000000 1.431995181472 Long STIV CORP CH N 2 2023-03-17 Fixed 0.59000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EAR6 5000000.00000000 PA USD 5000550.00000000 0.124722346489 Long DBT CORP US N 2 2022-04-06 Fixed 2.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEJ0 13455000.00000000 PA USD 13392837.90000000 0.334040489355 Long DBT CORP US N 2 2025-01-24 Floating 0.77100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDU2 144500000.00000000 PA USD 144597895.86000000 3.606521056516 Long DBT UST US N 1 2024-01-31 Floating 0.59100000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307CAG6 7325000.00000000 PA USD 7337306.00000000 0.183005073688 Long DBT CORP CA N 2 2022-10-07 Fixed 2.15000000 N N N N N N SALISBURY RECEIVABLES CO 549300HB2PGDP0V6U989 79539QAK2 27000000.00000000 PA USD 26951374.35000000 0.672213786495 Long STIV CORP US N 2 2023-02-01 Floating 0.61000000 N N N N N N Erste Abwicklungsanstalt 7TG4VWERK338227TR435 29604DDL1 10430000.00000000 PA USD 10428000.88000000 0.260092337633 Long STIV CORP DE N 2 2022-04-20 None 0.00000000 N N N N N N Citigroup Global Markets Inc MBNUM2BPBDO7JBLYG310 17327BJ22 5411000.00000000 PA USD 5381924.91000000 0.134234494887 Long STIV CORP US N 2 2022-09-02 None 0.00000000 N N N N N N COOPERATIEVE CENTRALE N/A 21684XVH6 24704000.00000000 PA USD 24703463.92000000 0.616147021133 Long STIV CORP NL N 2 2022-10-17 Fixed 1.50000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 064159TE6 4734000.00000000 PA USD 4733621.28000000 0.118064683572 Long DBT CORP CA N 2 2023-02-01 Fixed 1.95000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAR8 7375000.00000000 PA USD 7469768.75000000 0.186308923265 Long DBT CORP FR N 2 2023-07-20 Fixed 3.75000000 N N N N N N Enbridge US Inc 5493003FRODSVHJWFS32 29251VNK8 15000000.00000000 PA USD 14718250.05000000 0.367098555651 Long STIV CORP US N 2 2023-01-19 None 0.00000000 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 40139LAE3 2504000.00000000 PA USD 2535625.52000000 0.063242876218 Long DBT CORP US N 2 2023-04-25 Fixed 3.40000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859UBE2 10000000.00000000 PA USD 9980100.00000000 0.248920916739 Long DBT CORP GB N 2 2023-01-27 Fixed 2.00000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAZ0 9829000.00000000 PA USD 9748991.94000000 0.243156682898 Long DBT CORP US N 2 2024-05-13 Floating 0.83700000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DK0 24795000.00000000 PA USD 24722350.65000000 0.616618088773 Long DBT CORP US N 2 2023-05-10 Floating 0.54900000 N N N N N N Lime Funding LLC N/A 53262RF31 4370000.00000000 PA USD 4363435.30000000 0.108831606397 Long STIV CORP US N 2 2022-06-03 None 0.00000000 N N N N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 86959RYM6 2500000.00000000 PA USD 2500299.90000000 0.062361794293 Long STIV CORP SE N 2 2023-03-28 Floating 0.78000000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 63254FL13 12460000.00000000 PA USD 12347932.64000000 0.307978748969 Long STIV CORP AU N 2 2022-11-01 None 0.00000000 N N N N N N Antalis SA 549300G2LM2ZKZ0X4Y50 03664BDE3 20000000.00000000 PA USD 19996966.60000000 0.498758855932 Long STIV CORP FR N 2 2022-04-14 None 0.00000000 N N N N N N MIZUHO BANK LTD N/A 60710RYX7 10405000.00000000 PA USD 10406219.57000000 0.259549074173 Long STIV CORP JP N 2 2022-05-16 Fixed 0.75000000 N N N N N N Fairway Finance Co LLC 549300GKD6SUOVFV4H89 30601WF79 4127000.00000000 PA USD 4120249.14000000 0.102766123899 Long STIV CORP US N 2 2022-06-07 None 0.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LG4 50822000.00000000 PA USD 50851476.76000000 1.268323585202 Long DBT CORP US N 2 2022-04-25 Fixed 2.75000000 N N N N N N CANADIAN IMP BK COMM NY 549300H8L46OOZOFHU82 13606KAH9 9989000.00000000 PA USD 9983712.32000000 0.249011014234 Long STIV CORP CA N 2 2023-01-06 Floating 0.57000000 N N N N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 86959RYH7 8910000.00000000 PA USD 8903435.02000000 0.222067034129 Long STIV CORP SE N 2 2023-03-22 Fixed 2.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06739GCR8 8001000.00000000 PA USD 8004600.45000000 0.199648548827 Long DBT CORP GB N 2 2022-05-12 Fixed 1.70000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21684LDA7 7244000.00000000 PA USD 7247834.25000000 0.180773493841 Long STIV CORP NL N 2 2022-11-25 Floating 0.76000000 N N N N N N BAYERISCHE LANDESBANK NY 549300DJ6F1V4GISFC11 0727MCQB6 12000000.00000000 PA USD 12010430.04000000 0.299560851694 Long DBT CORP DE N 2 2023-01-27 Floating 0.42800000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 20393000.00000000 PA USD 20467842.31000000 0.510503308733 Long DBT CORP GB N 2 2023-11-22 Fixed 3.03300000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZS4 16428000.00000000 PA USD 16499790.36000000 0.411533245401 Long DBT CORP CA N 2 2024-03-08 Floating 1.16000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LM1 21943000.00000000 PA USD 21975036.78000000 0.548095339793 Long DBT CORP US N 2 2023-07-24 Fixed 2.87600000 N N N N N N MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 55607NKP4 20000000.00000000 PA USD 19999266.40000000 0.498816216913 Long STIV CORP AU N 2 2022-05-10 Floating 0.46000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJX8 13000000.00000000 PA USD 12975430.00000000 0.323629616005 Long DBT CORP US N 2 2024-05-28 Floating 0.90900000 N N N N N N Thunder Bay Funding LLC 549300D7DHGDB5EMW139 88602UDS6 37000000.00000000 PA USD 36986077.64000000 0.922496603517 Long STIV CORP US N 2 2022-04-26 None 0.00000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAD4 4185000.00000000 PA USD 4186213.65000000 0.104411392614 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N TORONTO DOMINION BANK NY PT3QB789TSUIDF371261 89114WGP4 11800000.00000000 PA USD 11793451.83000000 0.294149040696 Long STIV CORP CA N 2 2022-06-23 Floating 0.43000000 N N N N N N OVERSEA CHINESE BANKING 5493007O3QFXCPOGWK22 69033MJ81 30000000.00000000 PA USD 29983369.50000000 0.747836977875 Long STIV CORP GB N 2 2022-06-16 Fixed 0.63000000 N N N N N N Albion Capital Corp SA / Albion Capital LLC N/A 01329XEL9 20000000.00000000 PA USD 19982777.80000000 0.498404962774 Long STIV CORP US N 2 2022-05-20 None 0.00000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EK5 8000000.00000000 PA USD 8004880.00000000 0.199655521286 Long DBT CORP AU N 2 2023-01-13 Floating 0.63400000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAX2 6000000.00000000 PA USD 6018720.00000000 0.150117263354 Long DBT CORP US N 2 2023-01-15 Fixed 2.75000000 N N N N N N MUFG Bank Ltd/New York NY C3GTMMZIHMY46P4OIX74 55380TXL9 13500000.00000000 PA USD 13418897.00000000 0.334690448279 Long STIV CORP JP N 2 2022-10-13 Fixed 0.26000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAQ8 3185000.00000000 PA USD 3191147.05000000 0.079592714415 Long DBT CORP CA N 2 2022-07-15 Fixed 2.90000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFB3 673000.00000000 PA USD 672461.60000000 0.016772352776 Long DBT CORP US N 2 2023-08-07 Floating 0.57100000 N N N N N N SHEFFIELD RECEIVABLES 549300MYF6MOTU9T3G29 82124QAZ4 13026000.00000000 PA USD 13016177.22000000 0.324645921989 Long STIV CORP US N 2 2022-07-26 Floating 0.48000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKF5 20000000.00000000 PA USD 19926000.00000000 0.496988826460 Long DBT CORP US N 2 2025-02-04 Floating 0.93600000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GF22 9496000.00000000 PA USD 9481741.76000000 0.236491002213 Long STIV CORP US N 2 2022-06-02 None 0.00000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 2332K4ML5 5647000.00000000 PA USD 5651760.36000000 0.140964656667 Long STIV CORP NO N 2 2022-09-07 Floating 0.83000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BW9 46000000.00000000 PA USD 46165140.00000000 1.151438259158 Long DBT CORP GB N 2 2023-10-14 Floating 1.36500000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CR8 24900000.00000000 PA USD 25091979.00000000 0.625837257692 Long DBT CORP US N 2 2025-03-04 Floating 1.16600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDA6 27500000.00000000 PA USD 26738378.98000000 0.666901314399 Long DBT UST US N 1 2023-09-30 Fixed 0.25000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAT1 2500000.00000000 PA USD 2491450.00000000 0.062141062515 Long DBT CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N Old Line Funding LLC 5493004QSN8OZAIU2J90 67983UG80 16422000.00000000 PA USD 16374491.15000000 0.408408066873 Long STIV CORP US N 2 2022-07-08 None 0.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641598J8 10000000.00000000 PA USD 9712200.00000000 0.242239028422 Long DBT CORP CA N 2 2023-09-15 Fixed 0.40000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AV7 18454000.00000000 PA USD 18429825.26000000 0.459671646484 Long DBT CORP US N 2 2023-03-09 Floating 1.02300000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBY0 5523000.00000000 PA USD 5531394.96000000 0.137962535875 Long DBT CORP US N 2 2025-04-01 Floating 1.12000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 88355MF10 7032000.00000000 PA USD 7018496.59000000 0.175053416831 Long STIV CORP US N 2 2022-06-01 None 0.00000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAN0 19234000.00000000 PA USD 19220728.54000000 0.479398139155 Long DBT CORP US N 2 2023-03-02 Floating 1.00400000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906AAA8 30450000.00000000 PA USD 30698776.50000000 0.765680463038 Long DBT CORP GB N 2 2022-09-29 Fixed 3.62500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBM0 18490000.00000000 PA USD 18558597.90000000 0.462883458349 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAM2 25590000.00000000 PA USD 25227389.70000000 0.629214634230 Long DBT CORP US N 2 2023-03-02 Fixed 0.70000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CL1 36621000.00000000 PA USD 36339018.30000000 0.906357826942 Long DBT CORP DE N 2 2023-11-08 Floating 0.67200000 N N N N N N NVR Inc 529900RWXR4JI3JYTV70 62944TAE5 37588000.00000000 PA USD 37742486.68000000 0.941362750316 Long DBT CORP US N 2 2022-09-15 Fixed 3.95000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAV0 13000000.00000000 PA USD 13056680.00000000 0.325656131219 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2N4 15000000.00000000 PA USD 14941500.00000000 0.372666794668 Long DBT CORP CA N 2 2023-05-16 Floating 0.49400000 N N N N N N STANDARD CHARTERED BK/NY RILFO74KP1CM8P6PCT96 85325VW89 500000.00000000 PA USD 498678.14000000 0.012437893384 Long DBT CORP GB N 2 2023-07-28 Floating 0.69000000 N N N N N N CDP Financial Inc 549300OXMGVYFCBFV096 12509TH18 13773000.00000000 PA USD 13724012.88000000 0.342300564868 Long STIV CORP CA N 2 2022-08-01 None 0.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAL6 4172000.00000000 PA USD 4230700.04000000 0.105520959951 Long DBT CORP FR N 2 2023-09-14 Fixed 4.25000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05970UDJ4 12000000.00000000 PA USD 11997930.00000000 0.299249079125 Long STIV CORP ES N 2 2022-04-18 None 0.00000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GF71 10119000.00000000 PA USD 10101702.18000000 0.251953884959 Long STIV CORP US N 2 2022-06-07 None 0.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAE6 9042000.00000000 PA USD 9043989.24000000 0.225572698931 Long DBT CORP US N 2 2023-04-25 Fixed 2.77600000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2T7 46000000.00000000 PA USD 45373940.00000000 1.131704365778 Long DBT CORP US N 2 2024-01-08 Floating 0.96100000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAM9 4145000.00000000 PA USD 4151258.95000000 0.103539562074 Long DBT CORP FR N 2 2022-07-20 Fixed 2.70000000 N N N N N N NATIONAL BANK OF KUWAIT SAKP N/A 63376DZL2 26850000.00000000 PA USD 26833852.41000000 0.669282586503 Long STIV CORP KW N 2 2022-05-17 Fixed 0.37000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BE0 2900000.00000000 PA USD 2903074.00000000 0.072407675418 Long DBT CORP GB N 2 2023-05-15 Fixed 3.49800000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674YT1 6993000.00000000 PA USD 6928734.33000000 0.172814591163 Long DBT CORP CH N 2 2025-01-13 Floating 0.58300000 N N N N N N Ionic Capital II Trust 254900ABXGHL7TZDR053 000000000 21892000.00000000 PA USD 21876092.62000000 0.545627501694 Long STIV CORP US N 2 2022-07-26 Fixed 0.30000000 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 6325C0EA5 10000000.00000000 PA USD 9964000.00000000 0.248519354956 Long DBT CORP AU N 2 2025-01-12 Floating 0.48800000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAF0 35000000.00000000 PA USD 34689550.00000000 0.865217241039 Long DBT CORP CA N 2 2024-05-21 Floating 0.64200000 N N N N N N 2022-04-28 GOLDMAN SACHS TRUST Peter Fortner Peter Fortner Vice President