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 2024-03-31 2023-12-31 N 16147342312.120000 919918883.770000 15227423428.350000 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 581658543.600000 CAD USD N Fund Securities Portfolio 0 N/A N/A 000000000 442800000.000000 PA USD 442800000.000000 2.90791 Long RA US N 2 Repurchase N 5.330000 2024-01-02 463791900.000000 USD 451656079.300000 USD UST N N N N/A N/A 000000000 1.000000 NC -531212.870000 -0.0034885 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 15573000.000000 CAD 11236782.010000 USD 2024-02-01 -531212.870000 N N N N/A N/A 000000000 500000000.000000 PA USD 500000000.000000 3.28355 Long RA US N 2 Repurchase N 5.540000 2024-01-05 521747000.000000 USD 510058646.310000 USD UST N N N N/A N/A 000000000 1.000000 NC -2629501.310000 -0.0172682 N/A DFE CA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 131500000.000000 CAD 96718976.060000 USD 2024-01-16 -2629501.310000 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882RA32 21250000.000000 PA USD 21233997.050000 0.139446 Long DBT CORP US N 2 2024-01-03 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -57263.100000 -0.0003761 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 3178269.000000 AUD 2108673.420000 USD 2024-01-09 -57263.100000 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBT6 20292000.000000 PA USD 19861059.810000 0.13043 Long DBT CORP JP N 2 2024-09-27 Fixed 2.448 N N N N N N N/A N/A 000000000 1.000000 NC -9892668.240000 -0.0649661 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 24415055000.000000 JPY 164646528.340000 USD 2024-02-26 -9892668.240000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961CAJ1 15150000.000000 PA USD 15098676.500000 0.0991545 Long DBT CORP US N 2 2024-01-18 None 0 N N N N N N CARMAX AUTO OWNER TRUST 2023-3 N/A 14319BAA0 7358051.120000 PA USD 7358054.800000 0.0483211 Long ABS-O CORP US N 2 2024-07-15 Fixed 5.631 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C0A83 11900000.000000 PA USD 11881402.570000 0.0780263 Long DBT CORP US N 2 2024-01-08 None 0 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468J1 12199000.000000 PA USD 11999317.500000 0.0788007 Long DBT CORP US N 2 2025-07-22 Floating 2.72 N N N N N N N/A N/A 000000000 1.000000 NC -139943.610000 -0.000919 N/A DFE CA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 7200000.000000 CAD 5301283.740000 USD 2024-02-07 -139943.610000 N N N VERDANT RECEIVABLES LLC 2023-1A N/A 92339GAA1 1520422.850000 PA USD 1520497.350000 0.0099853 Long ABS-O CORP US N 2 2024-08-12 Fixed 5.822 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236THV0 4020000.000000 PA USD 4019956.060000 0.0263995 Long DBT CORP US N 2 2024-01-11 Floating 5.68863 N N N N N N MARATHON OIL CORPORATION 1FRVQX2CRLGC1XLP5727 56584TA36 15100000.000000 PA USD 15088628.490000 0.0990885 Long DBT CORP US N 2 2024-01-03 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -44377205.250000 -0.29143 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 154498000000.000000 JPY 1062521061.570000 USD 2024-03-11 -44377205.250000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVM3 39197000.000000 PA USD 39087408.720000 0.256691 Long DBT CORP US N 2 2024-03-03 Fixed 4 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22550L2J9 14425000.000000 PA USD 14341796.890000 0.094184 Long DBT CORP CH N 2 2024-08-09 Fixed 4.75 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AY0 3800000.000000 PA USD 3776833.220000 0.0248028 Long DBT CORP US N 2 2024-02-15 Fixed 0.9 N N N N N N DELL EQUIPMENT FINANCE TRUST 2023-3 N/A 24702EAA8 10704014.640000 PA USD 10711923.840000 0.0703463 Long ABS-O CORP US N 2 2024-10-22 Fixed 5.759 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 U9273ADJ1 6300000.000000 PA USD 6309275.550000 0.0414336 Long DBT CORP US N 2 2024-06-07 Floating 6.29611 N N N N N N N/A N/A 000000000 1.000000 NC -3757.370000 -0.0000247 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 270244773.000000 KRW 206727.690000 USD 2024-06-20 -3757.370000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAN9 3200000.000000 PA USD 3210314.240000 0.0210825 Long DBT CORP ES N 2 2024-05-24 Floating 6.5822 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CH0 10920000.000000 PA USD 10521119.700000 0.0690932 Long DBT CORP US N 2 2024-11-29 Fixed 1.322 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAN9 14777000.000000 PA USD 14723281.170000 0.0966892 Long DBT CORP US N 2 2024-04-01 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC -4074715.330000 -0.0267591 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 120000000.000000 CAD 86605268.340000 USD 2024-02-01 -4074715.330000 N N N PUBLIC STORAGE OPERATING COMPANY 549300LMZF40TKJ6DM64 74460WAJ6 6200000.000000 PA USD 6216528.330000 0.0408246 Long DBT CORP US N 2 2025-07-25 Floating 5.95602 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22546QAP2 37452000.000000 PA USD 36939269.760000 0.242584 Long DBT CORP CH N 2 2024-09-09 Fixed 3.625 N N N N N N N/A N/A 000000000 1.000000 NC -2161839.710000 -0.014197 N/A DFE CA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 108000000.000000 CAD 79432347.030000 USD 2024-01-16 -2161839.710000 N N N N/A N/A 000000000 1.000000 NC -402571.470000 -0.0026437 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 20953000.000000 AUD 13876543.310000 USD 2024-01-09 -402571.470000 N N N SVENSK EXPORTKREDIT AB (SEK) 1FOLRR5RWTWWI397R131 ACI1XT6X5 7000000.000000 PA USD 7007765.240000 0.0460207 Long DBT CORP SE N 2 2024-02-23 Floating 6.3422 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAB7 63580000.000000 PA USD 63553009.020000 0.417359 Long DBT CORP FR N 2 2024-01-10 Fixed 3.8 N N N N N N ENTERPRISE FLEET FINANCING 2023-3 LLC N/A 29374LAA8 22673109.110000 PA USD 22701792.860000 0.149085 Long ABS-O CORP US N 2 2024-10-21 Fixed 5.906 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CA8 3890000.000000 PA USD 3870131.010000 0.0254155 Long DBT CORP US N 2 2024-05-01 Fixed 4.3 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAG8 45724000.000000 PA USD 44819193.370000 0.294332 Long DBT CORP US N 2 2024-10-08 Fixed 3.375 N N N N N N N/A N/A 000000000 1.000000 NC -181032.290000 -0.0011889 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9829058.000000 AUD 6517304.340000 USD 2024-01-09 -181032.290000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2S9 1977000.000000 PA USD 1975573.300000 0.0129738 Long DBT CORP US N 2 2024-01-08 Fixed 0.95 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AS7 51890000.000000 PA USD 51129663.090000 0.335774 Long DBT CORP US N 2 2024-07-01 Fixed 2.75 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21037CA89 6600000.000000 PA USD 6589431.750000 0.0432735 Long DBT CORP US N 2 2024-01-08 None 0 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MBM1 60000000.000000 PA USD 59137318.200000 0.388361 Long DBT CORP JP N 2 2024-07-16 Fixed 2.696 N N N N N N N/A N/A 000000000 1.000000 NC -546936.360000 -0.0035918 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 23600000.000000 CAD 17287733.370000 USD 2024-02-05 -546936.360000 N N N N/A N/A 000000000 1.000000 NC -2245720.250000 -0.0147479 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 5584945000.000000 JPY 37680129.320000 USD 2024-02-26 -2245720.250000 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WHH9 2000000.000000 PA USD 1994501.740000 0.0130981 Long DBT CORP CA N 2 2024-02-05 Fixed 3.3 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAG7 13263000.000000 PA USD 13204647.310000 0.0867162 Long DBT CORP FR N 2 2024-04-15 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYL2 5082000.000000 PA USD 5076299.570000 0.0333366 Long DBT CORP US N 2 2024-10-21 Floating 5.84209 N N N N N N VOLKSWAGEN AUTO LEASE TRUST 2023-A N/A 92867UAA0 9177844.050000 PA USD 9179185.850000 0.0602806 Long ABS-O CORP US N 2 2024-09-20 Fixed 5.633 N N N N N N N/A N/A 000000000 1.000000 NC -621754.530000 -0.0040831 N/A DFE CA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 19900000.000000 CAD 14411052.160000 USD 2024-01-08 -621754.530000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 7800Z8P53 23600000.000000 PA 17710909.020000 0.116309 Long DBT CORP CA N 2 2024-02-05 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -1215221.900000 -0.0079805 N/A DFE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 4509304761.000000 JPY 30780153.240000 USD 2024-01-09 -1215221.900000 N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22550UAB7 12600000.000000 PA USD 12595496.130000 0.0827159 Long DBT CORP CH N 2 2024-02-02 Floating 5.74562 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXE9 14000000.000000 PA USD 13957672.260000 0.0916614 Long DBT CORP US N 2 2024-02-20 Fixed 3.625 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641ZPNP8 80000000.000000 PA 60163767.410000 0.395101 Long DBT CORP CA N 2 2024-01-22 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842JA41 5400000.000000 PA USD 5395118.780000 0.0354303 Long DBT CORP US N 2 2024-01-04 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 219608.460000 0.0014422 N/A DFE AU N 2 Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 35911942.480000 USD 53019000.000000 AUD 2024-01-09 219608.460000 N N N N/A N/A 000000000 1.000000 NC -13384466.400000 -0.0878971 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 42832843840.000000 JPY 290532208.000000 USD 2024-01-09 -13384466.400000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961CAG7 22400000.000000 PA USD 22331439.200000 0.146653 Long DBT CORP US N 2 2024-01-16 None 0 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HB2 10277000.000000 PA USD 10165294.460000 0.0667565 Long DBT CORP US N 2 2024-04-01 Fixed 1.1 N N N N N N N/A N/A 000000000 1.000000 NC -440305.990000 -0.0028915 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 19000000.000000 CAD 13918301.470000 USD 2024-02-06 -440305.990000 N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AX3B2 131000000.000000 PA USD 130993803.700000 0.860249 Long DBT USGSE US N 2 2024-09-27 Fixed 5.72 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AVW57 58700000.000000 PA USD 58682636.540000 0.385375 Long DBT USGSE US N 2 2024-05-30 Fixed 5.42 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AW6A3 40000000.000000 PA USD 39987900.000000 0.262605 Long DBT USGSE US N 2 2024-06-18 Fixed 5.47 N N N N N N N/A N/A 000000000 1.000000 NC -95593.190000 -0.0006278 N/A DFE JP N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 260000000.000000 JPY 1757046.430000 USD 2024-02-05 -95593.190000 N N N FORD CREDIT AUTO LEASE TRUST 2023-B N/A 34529NAA8 19807582.000000 PA USD 19810156.990000 0.130095 Long ABS-O CORP US N 2 2024-10-15 Fixed 5.688 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BQ6 6725000.000000 PA USD 6714393.800000 0.0440941 Long DBT CORP US N 2 2024-02-01 Fixed 4.5 N N N N N N PACIFIC LIFE GLOBAL FUNDING II 6354003EUPCHXTWUU869 6944PL2Q1 20100000.000000 PA USD 20015673.470000 0.131445 Long DBT CORP US N 2 2024-12-06 Floating 6.14768 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797GY7 2362000.000000 PA USD 2332705.280000 0.0153191 Long DBT UST US N 2 2024-03-28 None 0 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAB4 4498000.000000 PA USD 4367417.480000 0.0286813 Long DBT CORP GB N 2 2024-08-12 Fixed 0.8 N N N N N N FIFTH THIRD AUTO TRUST 2023-1 N/A 31680EAA9 6686773.500000 PA USD 6687532.450000 0.0439177 Long ABS-O CORP US N 2 2024-08-15 Fixed 5.618 N N N N N N TOYOTA LEASE OWNER TRUST 2023-B N/A 89240HAA3 5161836.420000 PA USD 5162776.390000 0.0339045 Long ABS-O CORP US N 2 2024-09-20 Fixed 5.658 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31621YA58 29700000.000000 PA USD 29668670.660000 0.194837 Long DBT CORP US N 2 2024-01-05 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -5086627.040000 -0.0334044 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 180800000.000000 CAD 131548637.420000 USD 2024-02-07 -5086627.040000 N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 57163TAG4 3570000.000000 PA USD 3559993.290000 0.0233788 Long DBT CORP US N 2 2024-01-16 None 0 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961CAB8 4050000.000000 PA USD 4041058.290000 0.026538 Long DBT CORP US N 2 2024-01-11 None 0 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961CA51 2600000.000000 PA USD 2596974.250000 0.0170546 Long DBT CORP US N 2 2024-01-05 None 0 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882RA81 12300000.000000 PA USD 12281388.990000 0.0806531 Long DBT CORP US N 2 2024-01-08 None 0 N N N N N N N/A N/A 000000000 162500000.000000 PA USD 162500000.000000 1.06715 Long RA US N 2 Repurchase N 5.400000 2024-01-02 248920000.000000 USD 165911014.680000 USD UST N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 28370TAG4 18180000.000000 PA USD 18086728.240000 0.118777 Long DBT CORP US N 2 2024-05-01 Fixed 4.3 N N N N N N N/A N/A 000000000 1.000000 NC -9349905.580000 -0.0614018 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 27600000000.000000 JPY 187098855.990000 USD 2024-01-29 -9349905.580000 N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842JA82 581000.000000 PA USD 580120.890000 0.0038097 Long DBT CORP US N 2 2024-01-08 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2K5YR1 120000000000.000000 PA 851074893.600000 5.58909 Long DBT NUSS JP N 2 2024-01-09 None 0 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AMER9 24700000.000000 PA USD 24704187.140000 0.162235 Long DBT USGSE US N 2 2024-05-03 Floating 5.46 N N N N N N N/A N/A 000000000 1.000000 NC -21472.740000 -0.000141 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 89266000.000000 JPY 611906.310000 USD 2024-01-09 -21472.740000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYE8 30780000.000000 PA USD 30734138.420000 0.201834 Long DBT CORP US N 2 2024-09-10 Floating 5.85106 N N N N N N N/A N/A 000000000 1.000000 NC -438130.970000 -0.0028772 N/A DFE JP N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 10300000000.000000 JPY 73518353.570000 USD 2024-03-25 -438130.970000 N N N N/A N/A 000000000 920500000.000000 PA USD 920500000.000000 6.04501 Long RA US N 2 Repurchase N 5.350000 2024-01-02 1105370000.000000 USD 932881064.850000 USD UST N N N HPEFS EQUIPMENT TRUST 2023-2A N/A 44328UAA4 2153257.670000 PA USD 2154762.580000 0.0141505 Long ABS-O CORP US N 2 2024-10-18 Fixed 5.758 N N N N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411VAV0 12500000.000000 PA USD 12647419.880000 0.0830569 Long DBT CORP CA N 2 2025-04-04 Floating 6.63993 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AVSS2 16000000.000000 PA USD 15993681.600000 0.105032 Long DBT USGSE US N 2 2024-05-21 Fixed 5.37 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AH3 9290000.000000 PA USD 9221908.950000 0.0605612 Long DBT CORP US N 2 2024-05-15 Variable 3.9 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAK5 24650000.000000 PA USD 24647345.440000 0.161862 Long DBT CORP ES N 2 2024-06-30 Floating 5.85 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49455LAN0 101600000.000000 PA USD 101203375.950000 0.664613 Long DBT CORP US N 2 2024-01-22 None 0 N N N N N N ENT AUTO RECEIVABLES TRUST 2023-1A N/A 293601AA8 2127466.680000 PA USD 2127928.770000 0.0139743 Long ABS-O CORP US N 2 2024-10-15 Fixed 5.756 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 1360Z2P73 180800000.000000 PA 135661742.580000 0.890904 Long DBT CORP CA N 2 2024-02-07 None 0 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BF0 7502000.000000 PA USD 7413429.360000 0.0486847 Long DBT CORP US N 2 2024-07-01 Fixed 3.45 N N N N N N WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) ZTMSNXROF84AHWJNKQ93 45906M2B6 250000.000000 PA USD 250326.420000 0.0016439 Long DBT CORP N/A N 2 2024-06-17 Floating 5.7182 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V80 7300000.000000 PA USD 7281863.950000 0.0478207 Long DBT UST US N 2 2024-01-31 Fixed 2.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEJ0 1000000.000000 PA USD 998675.870000 0.0065584 Long DBT CORP US N 2 2025-01-24 Floating 5.9838 N N N N N N PUBLIC STORAGE OPERATING COMPANY 549300LMZF40TKJ6DM64 74460WAB3 2801000.000000 PA USD 2800963.530000 0.0183942 Long DBT CORP US N 2 2024-04-23 Floating 5.82609 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMJ8 5899000.000000 PA USD 5834765.910000 0.0383175 Long DBT CORP US N 2 2024-03-25 Fixed 0.9 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797GQ4 4300000.000000 PA USD 4259618.060000 0.0279733 Long DBT UST US N 2 2024-03-07 None 0 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AMGN6 13600000.000000 PA USD 13602395.370000 0.0893283 Long DBT USGSE US N 2 2024-05-06 Floating 5.46 N N N N N N BANK OF AMERICA NA B4TYDEB6GKMZO031MB27 06428CAD6 21700000.000000 PA USD 21757558.380000 0.142884 Long DBT CORP US N 2 2025-08-18 Floating 6.13211 N N N N N N N/A N/A 000000000 1.000000 NC -798227.770000 -0.005242 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 23400000.000000 CAD 16884127.980000 USD 2024-01-31 -798227.770000 N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAJ2 2940000.000000 PA USD 2929857.650000 0.0192407 Long DBT CORP GB N 2 2024-03-13 Fixed 4 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AVMU3 23000000.000000 PA USD 22988696.650000 0.150969 Long DBT USGSE US N 2 2024-05-10 Fixed 5.36 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273LAP0 23400000.000000 PA USD 23302445.870000 0.15303 Long DBT CORP US N 2 2024-01-23 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797JF5 6600000.000000 PA USD 6545818.950000 0.042987 Long DBT UST US N 2 2024-02-27 None 0 N N N N N N N/A N/A 000000000 2759000.000000 PA USD 2759000.000000 0.0181186 Long RA US N 2 Repurchase N 2.600000 2024-01-02 3002400.000000 USD 2814194.200000 USD UST N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AWR51 148900000.000000 PA USD 148901168.870000 0.977849 Long DBT USGSE US N 2 2024-08-26 Fixed 5.66 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 U09513JE0 600000.000000 PA USD 600606.940000 0.0039442 Long DBT CORP US N 2 2024-08-12 Floating 5.73311 N N N N N N N/A N/A 000000000 650000000.000000 PA USD 650000000.000000 4.26861 Long RA US N 2 Repurchase N 5.450000 2024-01-02 695157000.000000 USD 663745774.830000 USD UST N N N N/A N/A 000000000 1.000000 NC -285.500000 -0.0000019 N/A DFE JP N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 15409000.000000 JPY 109047.700000 USD 2024-01-09 -285.500000 N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WEU1 55400000.000000 PA USD 55495560.570000 0.364445 Long DBT CORP US N 2 2024-11-22 Floating 6.05181 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 24757000.000000 PA USD 24751831.480000 0.162548 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767GA93 15900000.000000 PA USD 15871962.580000 0.104233 Long DBT CORP US N 2 2024-01-09 None 0 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAD1 58080000.000000 PA USD 57322193.070000 0.376441 Long DBT CORP ES N 2 2024-06-27 Fixed 2.706 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAS2 1018000.000000 PA USD 1016416.420000 0.0066749 Long DBT CORP US N 2 2024-01-31 Fixed 4 N N N N N N N/A N/A 000000000 500000000.000000 PA USD 500000000.000000 3.28355 Long RA US N 2 Repurchase N 5.470000 2024-01-03 520316606.950000 USD 513385844.490000 USD UST N N N DELL EQUIPMENT FINANCE TRUST 2023-2 N/A 24703GAA2 4198535.130000 PA USD 4199258.960000 0.027577 Long ABS-O CORP US N 2 2024-06-24 Fixed 5.643 N N N N N N N/A N/A 000000000 1.000000 NC -10227346.300000 -0.067164 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 33162000000.000000 JPY 227361233.000000 USD 2024-03-11 -10227346.300000 N N N N/A N/A 000000000 1.000000 NC -18068804.760000 -0.11866 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 65699282919.000000 JPY 448094676.000000 USD 2024-01-09 -18068804.760000 N N N N/A N/A 000000000 1.000000 NC -1269310.410000 -0.0083357 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 30300000000.000000 JPY 216291998.480000 USD 2024-03-25 -1269310.410000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 7800Z8P61 19000000.000000 PA 14256775.220000 0.0936257 Long DBT CORP CA N 2 2024-02-06 None 0 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYQ1 925000.000000 PA USD 923750.250000 0.0060664 Long DBT CORP US N 2 2024-10-21 Floating 5.84609 N N N N N N DEUTSCHE BANK AG/NEW YORK BRANCH 7LTWFZYICNSX8D621K86 251526BY4 16000000.000000 PA USD 15838128.480000 0.104011 Long DBT CORP DE N 2 2024-05-30 Fixed 3.7 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31621YAG4 58000000.000000 PA USD 57840326.000000 0.379843 Long DBT CORP US N 2 2024-01-16 None 0 N N N N N N NTT FINANCE CORPORATION 3538007PR116187GD960 62954WAB1 1200000.000000 PA USD 1190406.380000 0.0078175 Long DBT CORP JP N 2 2024-03-01 Fixed 0.583 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581LAB5 2913000.000000 PA USD 2911763.370000 0.0191218 Long DBT CORP FR N 2 2024-01-10 Fixed 3.8 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GHW2 40000000.000000 PA USD 38959203.200000 0.255849 Long DBT CORP US N 2 2025-10-22 Floating 2.456 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C0A26 700000.000000 PA USD 699563.170000 0.0045941 Long DBT CORP US N 2 2024-01-02 None 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842JA58 400000.000000 PA USD 399578.060000 0.0026241 Long DBT CORP US N 2 2024-01-05 None 0 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AP8 4000000.000000 PA USD 3978398.920000 0.0261265 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418BAC2 2000000.000000 PA USD 1988066.720000 0.0130558 Long DBT CORP CA N 2 2024-03-11 Fixed 2.44 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767GAG7 6900000.000000 PA USD 6879933.080000 0.0451812 Long DBT CORP US N 2 2024-01-16 None 0 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG) 353800V2V8PUY9TK3E06 606822BJ2 2800000.000000 PA USD 2760095.600000 0.0181258 Long DBT CORP JP N 2 2024-07-18 Fixed 2.801 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767GA28 1400000.000000 PA USD 1399110.330000 0.0091881 Long DBT CORP US N 2 2024-01-02 None 0 N N N N N N N/A N/A 000000000 9748000.000000 PA USD 9748000.000000 0.0640161 Long RA US N 2 Repurchase N 2.600000 2024-01-02 10707300.000000 USD 9942985.520000 USD UST N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAE5 6000000.000000 PA USD 5870984.280000 0.0385553 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65 N N N N N N CROWN CASTLE INTERNATIONAL CORP (CCI) 54930012H97VSM0I2R19 22822VAG6 39724000.000000 PA USD 39088861.700000 0.2567 Long DBT CORP US N 2 2024-09-01 Fixed 3.2 N N N N N N N/A N/A 000000000 1.000000 NC -143149.810000 -0.0009401 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 7945673.000000 AUD 5271691.830000 USD 2024-01-09 -143149.810000 N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AX7B8 137000000.000000 PA USD 137015365.920000 0.899794 Long DBT USGSE US N 2 2024-03-26 Floating 5.45 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AVR46 51500000.000000 PA USD 51475980.400000 0.338048 Long DBT USGSE US N 2 2024-05-17 Fixed 5.3 N N N N N N FORD CREDIT AUTO OWNER TRUST 2023-B N/A 344930AA0 1973202.960000 PA USD 1973261.760000 0.0129586 Long ABS-O CORP US N 2 2024-07-15 Fixed 5.517 N N N N N N N/A N/A 000000000 500000000.000000 PA USD 500000000.000000 3.28355 Long RA US N 2 Repurchase N 5.640000 2024-01-02 537596000.000000 USD 504101247.870000 USD UST N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TJP1 418000.000000 PA USD 418066.270000 0.0027455 Long DBT CORP US N 2 2024-09-13 Floating 5.63733 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABR7 18470000.000000 PA USD 18457594.070000 0.121213 Long DBT CORP US N 2 2024-01-08 Fixed 0.8 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63859UBG7 3000000.000000 PA USD 2992275.990000 0.0196506 Long DBT CORP GB N 2 2024-01-22 Fixed 0.55 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C0AG5 52400000.000000 PA USD 52250935.100000 0.343137 Long DBT CORP US N 2 2024-01-16 None 0 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C0A34 5939000.000000 PA USD 5934364.850000 0.0389716 Long DBT CORP US N 2 2024-01-03 None 0 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAY5 5062000.000000 PA USD 5056741.800000 0.0332081 Long DBT CORP US N 2 2024-02-01 Fixed 4.9 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767GAH5 15500000.000000 PA USD 15452364.630000 0.101477 Long DBT CORP US N 2 2024-01-17 None 0 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TJY2 1000000.000000 PA USD 1000751.600000 0.006572 Long DBT CORP US N 2 2024-03-22 Floating 5.97878 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641596F8 600000.000000 PA USD 599982.360000 0.0039401 Long DBT CORP CA N 2 2024-07-31 Floating 5.73594 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641ZPP50 121000000.000000 PA 90814150.400000 0.596386 Long DBT CORP CA N 2 2024-02-05 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -23270166.130000 -0.152818 N/A DFE JP N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 72965297258.000000 JPY 494448680.000000 USD 2024-01-09 -23270166.130000 N N N VMWARE LLC 549300BUDHS3LRWBE814 928563AH8 4031000.000000 PA USD 3916514.680000 0.0257201 Long DBT CORP US N 2 2024-08-15 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC -371.350000 -0.0000024 N/A DFE KR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 37054218.000000 KRW 28489.000000 USD 2024-06-20 -371.350000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 19900000.000000 PA 14997125.390000 0.0984876 Long DBT CORP CA N 2 2024-01-08 None 0 N N N N N N CREDIT SUISSE AG/NEW YORK BRANCH 549300D0YARF5HYP1809 22550L2E0 800000.000000 PA USD 796501.140000 0.0052307 Long DBT CORP CH N 2 2024-02-02 Fixed 0.495 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAT9 4875000.000000 PA USD 4852474.480000 0.0318667 Long DBT CORP FR N 2 2024-03-28 Fixed 3.875 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 13805000.000000 PA USD 13874190.660000 0.0911132 Long DBT CORP US N 2 2024-06-15 Fixed 7.125 N N N N N N M&T EQUIPMENT 2023-LEAF1 LLC N/A 551925AH3 5612803.360000 PA USD 5611149.270000 0.036849 Long ABS-O CORP US N 2 2024-08-15 Fixed 5.742 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LAP1 21508000.000000 PA USD 21316684.830000 0.139989 Long DBT CORP CA N 2 2024-09-14 Fixed 4.25 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAX1 7789000.000000 PA USD 7692448.960000 0.0505171 Long DBT CORP GB N 2 2024-06-18 Fixed 2.875 N N N N N N N/A N/A 000000000 1.000000 NC 11393.890000 0.0000748 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1602301.510000 USD 1266000.000000 GBP 2024-01-09 11393.890000 N N N N/A N/A 000000000 190700000.000000 PA USD 190700000.000000 1.25235 Long RA US N 2 Repurchase N 5.150000 2024-01-02 220267000.000000 USD 194045762.130000 USD UST N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797GN1 9100000.000000 PA USD 9041764.000000 0.0593782 Long DBT UST US N 2 2024-02-15 None 0 N N N N N N L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) 549300UTE50ZMDBG8A20 50248BAG7 28750000.000000 PA USD 28670851.250000 0.188284 Long DBT CORP US N 2 2024-01-16 None 0 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 8911Z1NG0 108000000.000000 PA 81310743.000000 0.533976 Long DBT CORP CA N 2 2024-01-15 None 0 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWQ3 23318000.000000 PA USD 22926341.540000 0.15056 Long DBT CORP US N 2 2025-09-29 Floating 3.272 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2D5 25400000.000000 PA USD 24883842.030000 0.163415 Long DBT CORP FR N 2 2025-01-09 Fixed 3.375 N N N N N N N/A N/A 000000000 566200000.000000 PA USD 566200000.000000 3.71829 Long RA US N 2 Repurchase N 5.390000 2024-01-02 592024000.000000 USD 577377225.600000 USD UST N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 3685000.000000 PA USD 3671893.820000 0.0241137 Long DBT CORP US N 2 2024-04-15 Fixed 4.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 22038000.000000 PA USD 21999974.090000 0.144476 Long DBT CORP US N 2 2024-03-15 Fixed 5 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273LAK1 3750000.000000 PA USD 3736905.640000 0.0245406 Long DBT CORP US N 2 2024-01-19 None 0 N N N N N N HYATT HOTELS CORPORATION T27JQIMTYSH41TCD5186 448579AN2 10000000.000000 PA USD 9707213.100000 0.0637482 Long DBT CORP US N 2 2024-10-01 Fixed 1.8 N N N N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110DAF1 4580000.000000 PA USD 4502724.640000 0.0295698 Long DBT CORP US N 2 2024-09-29 Fixed 3.3 N N N N N N N/A N/A 000000000 1100000.000000 PA USD 1100000.000000 0.0072238 Long RA US N 2 Repurchase N 5.420000 2024-01-02 1162000.000000 USD 1110005.040000 USD UST N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HK2 1634000.000000 PA USD 1591851.120000 0.0104538 Long DBT CORP US N 2 2024-08-01 Fixed 0.975 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45856WA25 3800000.000000 PA USD 3797604.100000 0.0249392 Long DBT CORP US N 2 2024-01-02 None 0 N N N N N N N/A N/A 000000000 464800000.000000 PA USD 464800000.000000 3.05239 Long RA US N 2 Repurchase N 5.400000 2024-01-02 513045000.000000 USD 474175828.360000 USD UST N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273LAQ8 29350000.000000 PA USD 29222654.170000 0.191908 Long DBT CORP US N 2 2024-01-24 None 0 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAM3 8355000.000000 PA USD 8205972.120000 0.0538894 Long DBT CORP US N 2 2024-05-15 Fixed 0.625 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 N/A 379930AA8 11474979.670000 PA USD 11478323.480000 0.0753793 Long ABS-O CORP US N 2 2024-10-16 Fixed 5.685 N N N N N N N/A N/A 000000000 1.000000 NC -2253741.310000 -0.0148005 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 80000000.000000 CAD 58191340.400000 USD 2024-01-22 -2253741.310000 N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 22411WAU0 42150000.000000 PA USD 42647099.820000 0.280068 Long DBT CORP CA N 2 2025-04-04 Floating 6.63993 N N N N N N BMW VEHICLE LEASE TRUST 2023-2 N/A 055979AA6 12248449.560000 PA USD 12252445.000000 0.080463 Long ABS-O CORP US N 2 2024-10-25 Fixed 5.687 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 12553NAG0 38250000.000000 PA USD 38144697.750000 0.2505 Long DBT CORP US N 2 2024-01-16 None 0 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AMLQ3 10800000.000000 PA USD 10802109.240000 0.0709385 Long DBT USGSE US N 2 2024-05-20 Floating 5.46 N N N N N N JP MORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDE3 5648000.000000 PA USD 5603913.350000 0.0368015 Long DBT CORP US N 2 2025-06-14 Floating 3.845 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2M2R60 40600000000.000000 PA 288051817.010000 1.89166 Long DBT NUSS JP N 2 2024-03-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797GP6 3069000.000000 PA USD 3042995.640000 0.0199837 Long DBT UST US N 2 2024-02-29 None 0 N N N N N N THE BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 0641ZPPA9 120000000.000000 PA 90116146.560000 0.591802 Long DBT CORP CA N 2 2024-02-01 None 0 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KCD0 2410000.000000 PA USD 2394669.890000 0.015726 Long DBT CORP US N 2 2024-03-21 Fixed 2.94 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 7800Z8NG1 131500000.000000 PA 98993434.200000 0.6501 Long DBT CORP CA N 2 2024-01-15 None 0 N N N N N N N/A N/A 000000000 36600000.000000 PA USD 36600000.000000 0.240356 Long RA US N 2 Repurchase N 5.150000 2024-01-02 45610000.000000 USD 37336060.940000 USD UST N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 74977RDF8 4000000.000000 PA USD 3938893.560000 0.0258671 Long DBT CORP NL N 2 2024-07-22 Fixed 2.625 N N N N N N N/A N/A 000000000 1.000000 NC 56691960.230000 0.372302 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1275145964.340000 USD 187704100000.000000 JPY 2024-01-09 56691960.230000 N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XCR5 15500000.000000 PA USD 15494632.350000 0.101755 Long DBT CORP US N 2 2024-01-17 Fixed 5.1 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KCE8 16144000.000000 PA USD 16150302.940000 0.106061 Long DBT CORP US N 2 2024-03-21 Floating 6.37628 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAL4 1400000.000000 PA USD 1386247.880000 0.0091036 Long DBT CORP US N 2 2024-03-15 Fixed 0.75 N N N N N N N/A N/A 000000000 924600000.000000 PA USD 924600000.000000 6.07194 Long RA US N 2 Repurchase N 5.420000 2024-01-02 1025946000.000000 USD 942888458.900000 USD UST N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2KC7C9 8650000000.000000 PA 61350646.460000 0.402896 Long DBT NUSS JP N 2 2024-01-15 None 0 N N N N N N MICROCHIP TECHNOLOGY INCORPORATED 5493007PTFULNYZJ1R12 595017BB9 9810000.000000 PA USD 9751994.250000 0.0640423 Long DBT CORP US N 2 2024-02-15 Fixed 0.972 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AWXE5 60000000.000000 PA USD 59989230.000000 0.393955 Long DBT USGSE US N 2 2024-09-16 Fixed 5.64 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 8911Z1PA1 15573000.000000 PA 11696468.310000 0.0768119 Long DBT CORP CA N 2 2024-02-01 None 0 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DBG9 32509000.000000 PA USD 31861521.820000 0.209238 Long DBT CORP US N 2 2024-09-06 Fixed 2.789 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDB2 6400000.000000 PA USD 6296569.980000 0.0413502 Long DBT CORP US N 2 2024-08-15 Variable 3.071 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 7800Z8NY2 23400000.000000 PA 17573884.760000 0.115409 Long DBT CORP CA N 2 2024-01-31 None 0 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DE2 182700000.000000 PA USD 181934419.400000 1.19478 Long DBT CORP US N 2 2024-02-04 Fixed 1.433 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AVVR0 65000000.000000 PA USD 64978361.500000 0.426719 Long DBT USGSE US N 2 2024-05-30 Fixed 5.4 N N N N N N RECKITT BENCKISER TREASURY SERVICES PLC 213800LAXWIUOOBZ3908 75625QAD1 800000.000000 PA USD 788863.660000 0.0051805 Long DBT CORP GB N 2 2024-06-26 Fixed 2.75 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AWZ37 55373406.200000 PA USD 55365263.540000 0.363589 Long DBT USGSE US N 2 2024-09-20 Fixed 5.66 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45856WA58 5950000.000000 PA USD 5943431.200000 0.0390311 Long DBT CORP US N 2 2024-01-05 None 0 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C0A42 1176000.000000 PA USD 1174898.060000 0.0077157 Long DBT CORP US N 2 2024-01-04 None 0 N N N N N N MCCORMICK & COMPANY INCORPORATED 549300JQQA6MQ4OJP259 579780AM9 14000000.000000 PA USD 13785327.500000 0.0905296 Long DBT CORP US N 2 2024-08-15 Fixed 3.15 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2KLX89 27600000000.000000 PA 195768757.440000 1.28563 Long DBT NUSS JP N 2 2024-01-29 None 0 N N N N N N N/A N/A 000000000 250000000.000000 PA 188672125.580000 1.23903 Long RA CA N 2 Repurchase N 4.970000 2024-01-04 313378000.000000 CAD 252382136.770000 CAD N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273LAN5 3750000.000000 PA USD 3735002.510000 0.0245281 Long DBT CORP US N 2 2024-01-22 None 0 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636BAT6 900000.000000 PA USD 899812.110000 0.0059092 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37961CAH5 84100000.000000 PA USD 83828815.350000 0.550512 Long DBT CORP US N 2 2024-01-17 None 0 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 57163TAK5 1754000.000000 PA USD 1748241.620000 0.0114809 Long DBT CORP US N 2 2024-01-19 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2LHPF0 187660000000.000000 PA 1331361190.210000 8.74318 Long DBT NUSS JP N 2 2024-03-11 None 0 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 961214EB5 475000.000000 PA USD 475267.820000 0.0031211 Long DBT CORP AU N 2 2024-02-26 Floating 6.41129 N N N N N N BAT CAPITAL CORPORATION 2138005GYEXN7XRHFA84 05526DAZ8 58757000.000000 PA USD 57822549.240000 0.379726 Long DBT CORP US N 2 2024-08-15 Fixed 3.222 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2KTLZ5 260000000.000000 PA 1844246.380000 0.0121113 Long DBT NUSS JP N 2 2024-02-05 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -3765153.280000 -0.0247261 N/A DFE CA N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 121000000.000000 CAD 87675314.400000 USD 2024-02-05 -3765153.280000 N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AVTN2 39000000.000000 PA USD 39000000.000000 0.256117 Long DBT USGSE US N 2 2024-05-24 Fixed 5.33 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AVRX2 10000000.000000 PA USD 9994724.500000 0.0656363 Long DBT USGSE US N 2 2024-05-17 Fixed 5.35 N N N N N N ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 04517PAV4 20000000.000000 PA USD 20009704.200000 0.131406 Long DBT CORP N/A N 2 2024-05-28 Floating 5.58 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBN4 2450000.000000 PA USD 2451145.670000 0.0160969 Long DBT CORP US N 2 2024-04-01 Floating 5.91789 N N N N N N TOYOTA MOTOR CREDIT CORPORATION Z2VZBHUMB7PWWJ63I008 89236TKY0 90397000.000000 PA USD 90490776.040000 0.594262 Long DBT CORP US N 2 2024-08-22 Floating 5.92 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494AX1 40195000.000000 PA USD 39751262.880000 0.261051 Long DBT CORP US N 2 2024-08-15 Fixed 3.95 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 3775000.000000 PA USD 3749513.470000 0.0246234 Long DBT CORP GB N 2 2025-05-07 Floating 3.932 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74767GA85 21650000.000000 PA USD 21615332.940000 0.14195 Long DBT CORP US N 2 2024-01-08 None 0 N N N N N N N/A N/A 000000000 1000000000.000000 PA USD 1000000000.000000 6.5671 Long RA US N 2 Repurchase N 5.460000 2024-01-16 1046714000.000000 USD 1016486836.090000 USD UST N N N AMERICAN HONDA FINANCE CORPORATION B6Q2VFHD1797Q7NZ3E43 02665WEP2 33900000.000000 PA USD 33935576.020000 0.222858 Long DBT CORP US N 2 2025-01-10 Floating 6.02898 N N N N N N CNH INDUSTRIAL CAPITAL LLC 549300PNSJ5B81UMVO28 12592BAJ3 6520000.000000 PA USD 6515145.470000 0.0427856 Long DBT CORP US N 2 2024-01-15 Fixed 4.2 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 743672AB3 8600000.000000 PA USD 8637138.330000 0.0567209 Long DBT CORP US N 2 2024-12-11 Floating 6.39627 N N N N N N FEDERAL HOME LOAN BANK (FLHB) 2549001DPIFGXC1TOL40 3130AV4B5 115000000.000000 PA USD 114992985.000000 0.75517 Long DBT USGSE US N 2 2024-03-06 Fixed 5.42 N N N N N N N/A N/A 000000000 1.000000 NC -26848.520000 -0.0001763 N/A DFE JP N 2 NOMURA GLOBAL FINANCIAL PRODUCTS INC. 0Z3VO5H2G7GRS05BHJ91 91000000.000000 JPY 618833.970000 USD 2024-01-09 -26848.520000 N N N N/A N/A 000000000 299999070.000000 PA USD 299999070.000000 1.97012 Long RA US N 2 Repurchase N 5.360000 2025-11-01 455500000.000000 USD 356162744.710000 USD UST N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 06051GGT0 85971000.000000 PA USD 84317825.810000 0.553724 Long DBT CORP US N 2 2025-10-01 Floating 3.093 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 12553NAH8 29800000.000000 PA USD 29713287.660000 0.19513 Long DBT CORP US N 2 2024-01-17 None 0 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AK6 2000000.000000 PA USD 2000166.620000 0.0131353 Long DBT CORP US N 2 2024-01-12 Floating 6.42738 N N N N N N N/A N/A 000000000 1.000000 NC -34642271.790000 -0.227499 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 120000000000.000000 JPY 816807168.840000 USD 2024-01-09 -34642271.790000 N N N N/A N/A 000000000 1.000000 NC -2298037.970000 -0.0150914 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 8650000000.000000 JPY 59144781.500000 USD 2024-01-16 -2298037.970000 N N N N/A N/A 000000000 1.000000 NC 41062.970000 0.0002697 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1839956.860000 USD 2490000.000000 CAD 2024-01-09 41062.970000 N N N SIEMENS FINANCIERINGSMAATSCHAPPIJ NV TAFO772JB70PDRN5VS48 82620KBB8 6000000.000000 PA USD 6001762.920000 0.0394142 Long DBT CORP NL N 2 2024-03-11 Floating 5.77606 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842JA33 65100000.000000 PA USD 65050974.490000 0.427196 Long DBT CORP US N 2 2024-01-03 None 0 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE (CIBC) 2IGI19DL77OX0HC3ZE78 1360Z2PU2 7200000.000000 PA 5386972.570000 0.0353768 Long DBT CORP CA N 2 2024-02-27 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2L5YC3 30000000000.000000 PA 212815319.160000 1.39758 Long DBT NUSS JP N 2 2024-02-26 None 0 N N N N N N N/A N/A 000000000 500000000.000000 PA USD 500000000.000000 3.28355 Long RA US N 2 Repurchase N 5.640000 2024-01-02 508472000.000000 USD 504122179.670000 USD UST N N N BECTON DICKINSON AND COMPANY ICE2EP6D98PQUILVRZ91 075887BV0 4390000.000000 PA USD 4348647.650000 0.028558 Long DBT CORP US N 2 2024-06-06 Fixed 3.363 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 8424C0AH3 32250000.000000 PA USD 32152811.080000 0.211151 Long DBT CORP US N 2 2024-01-17 None 0 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GH4 7476000.000000 PA USD 7475989.530000 0.0490956 Long DBT CORP US N 2 2024-01-12 Floating 5.73775 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEA9 11639000.000000 PA USD 11381516.220000 0.0747435 Long DBT CORP US N 2 2025-05-30 Floating 0.79 N N N N N N BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM) VBHFXSYT7OG62HNT8T76 06675FAV9 4800000.000000 PA USD 4763634.140000 0.0312833 Long DBT CORP FR N 2 2024-02-27 Fixed 0.65 N N N N N N N/A N/A 000000000 1.000000 NC 531601.370000 0.0034911 N/A DFE CA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 250238287.670000 CAD 189553724.330000 USD 2024-01-04 531601.370000 N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 24023KAK4 73700000.000000 PA USD 73793717.660000 0.484611 Long DBT CORP SG N 2 2025-09-12 Floating 5.94043 N N N N N N AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 025816CU1 1040000.000000 PA USD 1040644.860000 0.006834 Long DBT CORP US N 2 2024-05-03 Floating 6.07491 N N N N N N COOPERATIEVE RABOBANK UA/NEW YORK BRANCH DG3RU1DBUFHT4ZF9WN62 21688AAR3 3200000.000000 PA USD 3200132.930000 0.0210156 Long DBT CORP NL N 2 2024-01-12 Floating 5.65775 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 20600GA55 3300000.000000 PA USD 3296352.110000 0.0216475 Long DBT CORP US N 2 2024-01-05 None 0 N N N N N N 2024-02-21 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX