PIMCOFUNDS > PIMCO Managed Accounts Trust
PIMCO Fixed Income SHares: Series C
$1.22B
Avg Monthly Net Assets
$2.52B
Total Assets
$1.16B
Total Liabilities
$1.36B
Net Assets
PIMCO Fixed Income SHares: Series C is a Fund of Funds in PIMCO Managed Accounts Trust
from PIMCOFUNDS,
based in New York,
United States of America.
The fund has one share class
and monthly net assets of $1.22B.
On August 28th, 2024 it reported 495 holdings, the largest
being UMBS PASS THRU POOLS (11.8%), UNITED STATES GOVT (8.8%) and UMBS PASS THRU POOLS (7.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Series C | C000013020 | FXICX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-501.84 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $121K | – | 0.01 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-131K | – | -0.01 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $54K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-61K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $42K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-44K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $34K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-34K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $53K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-53K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $57K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-54K | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $47K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-42K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $25K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-1.01 | – | -0.00 | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-33K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-30K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-33K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| AASET 2021 2 TRUST AASET 2021 2A A 144A (APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-2A) | Long | ABS-other | US | $5M | – | 0.33 |
| ACE SECURITIES CORP. ACE 2004 OP1 M1 (ACE SECURITIES CORP 2004-OP1) | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A (ACREC 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| AIR CANADA 2015 2AA PTT PASS THRU CE 144A 06/29 3.75 (AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $2M | – | 0.13 |
| AIRCASTLE LTD SR UNSECURED 144A 02/29 5.95 (AIRCASTLE LIMITED) | Long | Debt | BM | $2M | – | 0.12 |
| AKER BP ASA SR UNSECURED 144A 07/26 2 | Long | Debt | NO | $1M | – | 0.09 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.18 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.12 |
| AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2 (AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.12 |
| AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65 (AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.16 |
| AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 (AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.15 |
| AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 (AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.33 |
| AMERICAN AIRLINES, INC. 2021 TERM LOAN (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $3M | – | 0.21 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $3M | – | 0.20 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $2M | – | 0.12 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $3M | – | 0.24 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2 (AMERIQUEST MTGE SECURITIES INC 2004-R12) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M3 (AMERIQUEST MTGE SECURITIES INC 2004-R12) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 6 A2 144A (ANGEL OAK MORTGAGE TRUST 2021-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5 (ANTARES HOLDINGS LP) | Long | Debt | US | $2M | – | 0.14 |
| APIDOS CLO LTD APID 2015 20A A1RA 144A (APIDOS CLO XX 2015-20A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.35 |
| APL FINANCE LLC ASHPL 2023 1A A 144A (APL FINANCE 2023-1 DESIGNATED ACTIVITY COMPANY) | Long | ABS-other | US | $10M | – | 0.76 |
| AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A (AQUEDUCT EUROPEAN CLO 1-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.24 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.56 |
| ARES FINANCE CO II LLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | US | $4M | – | 0.32 |
| ARES MANAGEMENT CORP COMPANY GUAR 11/28 6.375 (ARES MANAGEMENT CORPORATION) | Long | Debt | US | $6M | – | 0.45 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25 | Long | Debt | US | $2M | – | 0.11 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $25K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $9K | – | 0.00 | |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 12A A1 144A (ATLAS SENIOR LOAN FUND LTD 2018-12A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.38 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| AURIUM CLO ACLO 3A AR 144A (AURIUM CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.53 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $1M | – | 0.09 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC) | Long | ABS-other | US | $8M | – | 0.57 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $6M | – | 0.41 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $5M | – | 0.37 |
| BANCO SANTANDER SA 03/30 VAR | Long | Debt | ES | $10M | – | 0.73 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $5M | – | 0.39 |
| BANK OF AMERICA CORP SR UNSECURED 12/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $24M | – | 1.78 |
| BANK5 BANK5 2024 5YR7 A2 (BANK5 2024-5YR7) | Long | ABS-mortgage backed security | US | $6M | – | 0.42 |
| BANK5 BANK5 2024 5YR7 A3 (BANK5 2024-5YR7) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| BARCLAYS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $6M | – | 0.42 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $7M | – | 0.48 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875 | Long | Debt | US | $2M | – | 0.15 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 6A (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 1 21A2 (BEAR STEARNS ALT-A TRUST 2006-1) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 (BEAR STEARNS ASSETBK SEC 2005-AQ2) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| BENCHMARK MORTGAGE TRUST BMARK 2023 V3 A3 (BENCHMARK 2023-V3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $4M | – | 0.27 |
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A (BGCLO 19A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.46 |
| BLACK HILLS CORP SR UNSECURED 01/35 6 (BLACK HILLS CORPORATION) | Long | Debt | US | $3M | – | 0.22 |
| BLUEMOUNTAIN EUR CLO BLUME 2021 1A A 144A (BLUEMOUNTAIN EUR 2021-1 CLO DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.47 |
| BLUEMOUNTAIN EUR CLO BLUME 5A A 144A (BLUEMOUNTAIN EUR CLO 5A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.59 |
| BNP PARIBAS 144A 09/28 VAR | Long | Debt | FR | $3M | – | 0.20 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $2M | – | 0.11 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $716K | – | 0.05 |
| BNP PARIBAS REGS 09/28 VAR | Long | Debt | FR | $4M | – | 0.33 |
| BNP PARIBAS SR UNSECURED 144A 08/28 4.4 | Long | Debt | FR | $14M | – | 1.04 |
| BNPP IP EURO CLO BNPAM 2018 1A AR 144A (BNPAM-2018-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.14 |
| BOEING CO SR UNSECURED 144A 05/27 6.259 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.16 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.15 |
| BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.17 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.14 |
| BOEING CO SR UNSECURED 144A 05/54 6.858 (BOEING CO/THE) | Long | Debt | US | $3M | – | 0.24 |
| BOEING CO SR UNSECURED 144A 05/64 7.008 (BOEING CO/THE) | Long | Debt | US | $2M | – | 0.13 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $172.39 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $5K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $128.46 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-36K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-8K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-14K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-24K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $87.61 | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $13.59 | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-18.65 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-41.17 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-53.94 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-165.65 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-170.02 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $8.77 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240702 | Derivative-foreign exchange | TR | $279K | – | 0.02 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $169K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $70K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $114K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $23K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240912 | Derivative-foreign exchange | TR | $59K | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $137.91 | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $136.07 | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $122.11 | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $51.27 | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $1.49 | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-3.55 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-10.13 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-10.99 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-18.52 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-33.32 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-162.07 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-188.09 | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $288.05 | – | 0.00 | |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $2M | – | 0.16 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $37K | – | 0.00 | |
| BROOKFIELD FINANCE INC COMPANY GUAR 01/34 6.35 | Long | Debt | CA | $3M | – | 0.19 |
| BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5 | Long | Debt | CA | $5M | – | 0.36 |
| BSST MORTGAGE TRUST BSST 2022 1700 A 144A (BEAST MORTGAGE TRUST 2022-1700) | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| BX TRUST BX 2021 CIP A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-CIP) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| BX TRUST BX 2022 AHP A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-AHP) | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| CAIRN CLO BV CRNCL 2016 7A A1R 144A (CAIRN CLO VII BV 16-7A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.37 |
| CAIXABANK SA 144A 09/34 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $5M | – | 0.39 |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $3M | – | 0.22 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $372K | – | 0.03 | |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $9M | – | 0.66 |
| CAPITAL AUTOMOTIVE REIT CAUTO 2023 1A A1 144A (CAPITAL AUTOMOTIVE REIT 2023-1A) | Long | ABS-other | US | $7M | – | 0.49 |
| CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR | Long | Equity-preferred | US | $5M | 5M | 0.34 |
| CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 (CARLYLE FINANCE SUBSIDIARY LLC) | Long | Debt | US | $4M | – | 0.27 |
| CASCADE FUNDING MORTGAGE TRUST CFMT 2018 RM2 A 144A (CASCADE FUNDING MORTGAGE TRUST 2018-RM2) | Long | ABS-mortgage backed security | US | $733K | – | 0.05 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $4M | – | 0.29 |
| CEDAR FUNDING LTD CEDF 2018 7A A1 144A (CEDAR FUNDING VII CLO LTD 2018-7A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| CEDAR FUNDING LTD CEDF 2018 9A A1 144A (CEDAR FUNDING IX CLO LTD 2018-9A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.61 |
| CENTEX HOME EQUITY CXHE 2005 D M5 (CENTEX HOME EQUITY 2005-D) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $5M | 5M | 0.34 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR (CHARLES SCHWAB CORP/THE) | Long | Equity-preferred | US | $4M | 5M | 0.31 |
| CHARTER COMM OPT LLC/CAP SR SECURED 07/49 5.125 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $2M | – | 0.11 |
| CI FINANCIAL CORP SR UNSECURED 12/30 3.2 | Long | Debt | CA | $3M | – | 0.19 |
| CITIGROUP INC SR UNSECURED 03/33 VAR | Long | Debt | US | $2M | – | 0.13 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55 (CLEVELAND ELECTRIC ILLUMINATING COMPANY) | Long | Debt | US | $2M | – | 0.17 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $5M | 6M | 0.40 |
| COBANK ACB JR SUBORDINA 12/99 VAR (COBANK ACB (AKA: COBANK AB)) | Long | Equity-preferred | US | $2M | 2M | 0.13 |
| COMM MORTGAGE TRUST COMM 2021 2400 A 144A (COMM 2021-2400 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| CONSECO FINANCIAL CORP GT 1999 3 A9 (GREEN TREE FINANCIAL CORP 1999-3) | Long | ABS-other | US | $633K | – | 0.05 |
| CONTL AIRLINES 2012 2 A PASS THRU CE 04/26 4 (CONTINENTAL AIRLINES 2012-2 CLASS A PASS THRU CERTIFICATES) | Long | Debt | US | $1M | – | 0.08 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 08/28 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $6M | – | 0.45 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.33 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 16CB 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2004-16CB) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| CREDIT AGRICOLE SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $126K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL3 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL3) | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A (CSMC 2021-RPL7 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL9 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2021-RPL9) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2022 ATH3 A1 144A (CSMC 2022-ATH3 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.73 |
| CROWN CASTLE INC SR UNSECURED 02/29 4.3 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $3M | – | 0.21 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $1M | – | 0.09 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.35 |
| DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A (DC COMMERCIAL MORTGAGE TRUST 2023-DC) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| DELL INT LLC / EMC CORP SR UNSECURED 10/29 5.3 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $1M | – | 0.07 |
| DEUTSCHE BANK AG SUBORDINATED REGS 05/31 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $217K | – | 0.02 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $9M | – | 0.66 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $1M | – | 0.10 |
| DEUTSCHE BANK NY 11/27 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $9M | – | 0.64 |
| DEUTSCHE BANK NY SUBORDINATED 01/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $1M | – | 0.07 |
| DISCOVER FINANCIAL SVS SR UNSECURED 11/34 VAR (DISCOVER FINANCIAL SERVICES) | Long | Debt | US | $3M | – | 0.25 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1 (DSLA MORTGAGE LOAN TRUST 2004-AR3) | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A (DSLA MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| ECAF LTD ECAF 2015 1A A1 144A (ECAF I LTD 2015-1A) | Long | ABS-other | KY | $61K | – | 0.00 |
| ECAF LTD ECAF 2015 1A A2 144A (ECAF I LTD 2015-1A) | Long | ABS-other | KY | $182K | – | 0.01 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A (ECMC GROUP STUDENT LOAN TRUST 2018-1A) | Long | ABS-other | US | $4M | – | 0.30 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6 (ELECTRICITE DE FRANCE SA (EDF)) | Long | Debt | FR | $5M | – | 0.38 |
| ELEVANCE HEALTH INC SR UNSECURED 03/31 2.55 | Long | Debt | US | $2M | – | 0.16 |
| ENERGY TRANSFER LP SNR S* ICE | Derivative-credit | US | $36K | – | 0.00 | |
| ENERGY TRANSFER LP COMPANY GUAR 04/29 5.25 | Long | Debt | US | $11M | – | 0.83 |
| ENERGY TRANSFER LP SR UNSECURED 05/30 3.75 | Long | Debt | US | $414K | – | 0.03 |
| ENERGY TRANSFER LP SR UNSECURED 09/34 5.6 | Long | Debt | US | $4M | – | 0.30 |
| ENI SPA SR UNSECURED 144A 05/34 5.5 | Long | Debt | IT | $2M | – | 0.12 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 12/26 4.125 (EQM MIDSTREAM PARTNERS LP (AKA: EQT MIDSTREAM PARTNERS LP)) | Long | Debt | US | $772K | – | 0.06 |
| EUROSAIL PLC ESAIL 2007 3A A3C 144A (EUROSAIL PLC 2007-3A) | Long | ABS-mortgage backed security | GB | $459K | – | 0.03 |
| EUROSAIL PLC ESAIL 2007 3X A3C REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $300K | – | 0.02 |
| EXTRA SPACE STORAGE LP COMPANY GUAR 07/30 5.5 | Long | Debt | US | $8M | – | 0.56 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 06/29 4.23 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $214K | – | 0.02 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR (FARM CREDIT BANK OF TEXAS) | Long | Equity-preferred | US | $3M | 3M | 0.20 |
| FED HM LN PC POOL A72134 FG 01/38 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL A82270 FG 10/38 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G03820 FG 01/38 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.37 |
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FED HM LN PC POOL RJ0048 FR 10/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FED HM LN PC POOL RJ0050 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $969K | – | 0.07 |
| FED HM LN PC POOL RJ0638 FR 01/54 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.56 |
| FED HM LN PC POOL RJ0639 FR 01/54 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $982K | – | 0.07 |
| FED HM LN PC POOL SD8244 FR 09/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22M | – | 1.63 |
| FED HM LN PC POOL SD8341 FR 07/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $68M | – | 5.01 |
| FED HM LN PC POOL ZS4790 FR 09/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $211K | – | 0.02 |
| FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25 | Long | Debt | GB | $2M | – | 0.17 |
| FIRST AMERICAN FINANCIAL SR UNSECURED 05/30 4 (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Debt | US | $3M | – | 0.25 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $559K | – | 0.04 |
| FLEETBOSTON FINL CORP SUBORDINATED 01/28 6.875 (FLEETBOSTON FINANCIAL CORPORATION) | Long | Debt | US | $2M | – | 0.16 |
| FNMA POOL AA9346 FN 08/39 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AE1487 FN 09/40 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AJ7440 FN 11/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FNMA POOL CB5401 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| FNMA POOL CB6417 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.58 |
| FNMA POOL CB6830 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| FNMA POOL CB7588 FN 11/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 1.45 |
| FNMA POOL CB7589 FN 11/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNMA POOL MA0904 FN 11/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161M | – | 11.79 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59M | – | 4.35 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100M | – | 7.37 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $77M | – | 5.68 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $69M | – | 5.08 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $50M | – | 3.68 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $4M | – | 0.30 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $5M | – | 0.36 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $376K | – | 0.03 |
| FRAPORT AG SR UNSECURED REGS 03/28 1.875 (FRAPORT AG FRANKFURT AIRPORT SERVICES WORLDWIDE) | Long | Debt | DE | $3M | – | 0.19 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.62 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $994K | – | 0.07 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.23 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $3M | – | 0.22 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $2M | – | 0.18 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65M | – | 4.78 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/29 FIXED 2.587 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $2M | – | 0.16 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/41 FIXED 3.714 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $919K | – | 0.07 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $3M | – | 0.24 |
| GOLDENTREE LOAN MANAGEMENT EUR GLME 3A AR 144A (GOLDENTREE LOAN MANAGEMENT EUR CLO 3 DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.23 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $20M | – | 1.50 |
| GOLUB CAPITAL BDC SR UNSECURED 02/27 2.05 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $4M | – | 0.26 |
| GOLUB CAPITAL BDC SR UNSECURED 07/29 6 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $981K | – | 0.07 |
| GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7 (GOODMAN US FINANCE THREE LLC) | Long | Debt | US | $3M | – | 0.22 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1 (GREENPOINT MTGE FUNDING TR 2005-AR2) | Long | ABS-mortgage backed security | US | $493K | – | 0.04 |
| GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1 (GREENPOINT MRGT PASS THRU CER 2003-1) | Long | ABS-mortgage backed security | US | $578.54 | – | 0.00 |
| GREYWOLF CLO LTD GWOLF 2015 1A A1R 144A (GREYWOLF CLO LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.27 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 RIVR A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR) | Long | ABS-mortgage backed security | US | $978K | – | 0.07 |
| GSAMP TRUST GSAMP 2005 HE4 M3 (GSAMP TRUST 2005-HE4) | Long | ABS-mortgage backed security | US | $958K | – | 0.07 |
| GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 (GSR MORTGAGE LOAN TRUST 2003-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A4 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.56 |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 3 A 144A (HOME PARTNERS OF AMERICA 2021-3 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1 (HOMEBANC MORTGAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR | Long | Debt | GB | $1M | – | 0.09 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $14M | – | 1.06 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $4M | – | 0.28 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $69K | – | 0.01 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $170K | – | 0.01 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $308K | – | 0.02 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $84K | – | 0.01 |
| ILLINOIS ST ILS 07/35 FIXED 7.35 | Long | Debt | US | $1M | – | 0.07 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/29 3.875 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $4M | – | 0.27 |
| INVITATION HOMES OP COMPANY GUAR 08/30 5.45 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $5M | – | 0.37 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP) | Long | ABS-mortgage backed security | US | $933K | – | 0.07 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 (JP MORGAN MORTGAGE TRUST 2003-A2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.21 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.15 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.10 |
| JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $20M | – | 1.46 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.19 | – | – |
| KILROY REALTY LP COMPANY GUAR 02/30 3.05 | Long | Debt | US | $3M | – | 0.19 |
| KILROY REALTY LP COMPANY GUAR 12/28 4.75 | Long | Debt | US | $379K | – | 0.03 |
| KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4 (KKR FINANCIAL HOLDINGS LLC) | Long | Debt | US | $9M | – | 0.63 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.32 |
| LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5 | Long | Debt | US | $5M | – | 0.33 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS1) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3 | Long | Debt | US | $1M | – | 0.09 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $7M | – | 0.52 |
| LPL HOLDINGS INC COMPANY GUAR 11/28 6.75 | Long | Debt | US | $6M | – | 0.44 |
| LUX 2023 LION LUX 2023 LION A 144A (LUX 2023-LION) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| MACH I MAACH 2019 1 A 144A (MACH 1 CAYMAN LTD 2019-1) | Long | ABS-other | KY | $1M | – | 0.09 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.08 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.50 |
| MAPLE GROVE FUNDING TR I SR UNSECURED 144A 08/51 4.161 (MAPLE GROVE FUNDING TRUST I) | Long | Debt | US | $5M | – | 0.40 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 06/28 4.875 | Long | Debt | US | $5M | – | 0.40 |
| MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR (MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY) | Long | Debt | US | $4M | – | 0.29 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| METAL CAYMAN METAL 2017 1 A 144A (METAL CAYMAN 2017-1 LLC) | Long | ABS-other | KY | $1M | – | 0.08 |
| METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875 | Long | Debt | US | $644K | – | 0.05 |
| MEXICO LA SP GST | Derivative-credit | US | $-51.31 | – | -0.00 | |
| MEXICO LA SP JPM | Derivative-credit | US | $6K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $19K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $6K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $2K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $2K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-243.72 | – | -0.00 | |
| MFRA TRUST MFRA 2020 NQM2 A1 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $939K | – | 0.07 |
| MFRA TRUST MFRA 2020 NQM2 A3 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $955K | – | 0.07 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $495K | – | 0.04 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD) | Long | Debt | US | $1M | – | 0.09 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 CNP A 144A (MORGAN STANLEY CAPITAL I TRUST 2020-CNP) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE7) | Long | ABS-mortgage backed security | US | $6M | – | 0.43 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2004 6AR 3A (MORGAN STANLEY MORTGAGE TRUST-2004-6AR) | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| MORGAN STANLEY SR UNSECURED 03/29 VAR | Long | Debt | US | $5M | – | 0.35 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $6M | – | 0.42 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $2M | – | 0.11 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $2M | – | 0.12 |
| MORGAN STANLEY SR UNSECURED 10/28 VAR | Long | Debt | US | $2M | – | 0.17 |
| MORGAN STANLEY SR UNSECURED 10/29 VAR | Long | Debt | US | $3M | – | 0.25 |
| MORGAN STANLEY SR UNSECURED REGS 04/32 VAR | Long | Debt | US | $4M | – | 0.33 |
| MSCI INC COMPANY GUAR 144A 08/33 3.25 | Long | Debt | US | $248K | – | 0.02 |
| MSCI INC COMPANY GUAR 144A 09/30 3.625 | Long | Debt | US | $180K | – | 0.01 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A (NAVIENT STUDENT LOAN TRUST 2017-2) | Long | ABS-other | US | $9M | – | 0.68 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA) | Long | ABS-other | US | $2M | – | 0.15 |
| NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A (NEW YORK MORTGAGE TRUST 2021-SP1) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| NISOURCE INC SR UNSECURED 02/31 1.7 | Long | Debt | US | $7M | – | 0.48 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $3M | – | 0.20 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.14 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $3M | – | 0.20 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $651K | – | 0.05 |
| NMI HOLDINGS SR UNSECURED 08/29 6 (NMI HOLDINGS INC) | Long | Debt | US | $6M | – | 0.44 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | Long | Debt | FI | $5M | – | 0.37 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | Long | Debt | FI | $5M | – | 0.36 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.12 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.16 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.15 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.22 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.1 | – | – |
| OCP EURO CLO OCPE 2020 4A AR 144A (OCP EURO CLO 2020-4 DAC 20-4A) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.56 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-351K | – | -0.03 | |
| OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH | Derivative-interest rate | CA | $-2M | – | -0.12 | |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A (OBX 2023-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $10M | – | 0.75 |
| ORACLE CORP SR UNSECURED 03/31 2.875 (ORACLE CORPORATION) | Long | Debt | US | $2M | – | 0.13 |
| OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.23 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $539K | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.13 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.12 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.24 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.11 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $3M | – | 0.19 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $2M | – | 0.13 |
| PACIFICORP 1ST MORTGAGE 02/50 4.15 | Long | Debt | US | $1M | – | 0.10 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $872K | – | 0.06 |
| PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A (PALMER SQUARE CLO 2023-4A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.79 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.35 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.29 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $11M | – | 0.79 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-RN1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| PROGRESS RESIDENTIAL TRUST PROG 2021 SFR10 A 144A (PROGRESS RESIDENTIAL TRUST 2021-SFR10) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| PROLOGIS TARGETED US COMPANY GUAR 144A 04/29 5.25 (PROLOGIS TARGETED US LOGISTICS FUND LP) | Long | Debt | US | $6M | – | 0.43 |
| PRP ADVISORS, LLC PRPM 2022 1 A1 144A (PRPM-2022-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.11 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.22 | – | – |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO3) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX4 M3 (RESIDENTIAL ASSET SECURITIES 2005-EMX4) | Long | ABS-mortgage backed security | US | $249K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M3 (RESIDENTIAL ASSET SECS CORP 2005-KS12) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| RESIDENTIAL ASSET SECURITIES C RASC 2005 KS8 M5 (RESIDENTIAL ASSET SECURITIES 2005-KS8) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| RETAIL OPPORTUNITY IN COMPANY GUAR 10/28 6.75 (RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP) | Long | Debt | US | $2M | – | 0.18 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-9M | – | -0.64 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-1M | – | -0.09 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-6M | – | -0.46 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-20M | – | -1.44 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-75M | – | -5.48 |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $2M | – | 0.13 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-30K | – | -0.00 | |
| RFR USD SOFR/4.23000 10/23/23-10Y LCH | Derivative-interest rate | US | $67K | – | 0.00 | |
| ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75 (ROLLS-ROYCE PLC) | Long | Debt | GB | $1M | – | 0.10 |
| RUTGERS NJ ST UNIV RUTHGR 05/19 FIXED 3.915 (RUTGERS THE STATE UNIVERSITY) | Long | Debt | US | $4M | – | 0.26 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $2M | – | 0.18 |
| SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875 (SAMMONS FINANCIAL GROUP INC) | Long | Debt | US | $4M | – | 0.29 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.17 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.17 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $2M | – | 0.17 |
| SECURITIZED ASSET BACKED RECEI SABR 2004 NC1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-NC1) | Long | ABS-mortgage backed security | US | $6M | – | 0.41 |
| SEGOVIA EUROPEAN CLO 4 2017 SEGOV 2017 4A AN 144A (SEGOVIA EUROPEAN CLO 4-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $798K | – | 0.06 |
| SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B | Long | Loan | US | $528K | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-B) | Long | ABS-other | US | $2M | – | 0.14 |
| SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 05/28 5.45 (SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY) | Long | Debt | IE | $4M | – | 0.26 |
| SMRT SMRT 2022 MINI A 144A (SMRT 2022-MINI) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-180.94 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-171.53 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $35K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-5K | – | -0.00 | |
| SOLD COP BOUGHT USD 20240815 | Derivative-foreign exchange | CO | $30K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.09 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $37K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $371K | – | 0.03 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $24K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $6K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $20.87 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $11.9 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $8.41 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-1.09 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-7.49 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-9.84 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-21.16 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-63.4 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $15K | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240702 | Derivative-foreign exchange | TR | $-81K | – | -0.01 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.28 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $253K | – | 0.02 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.49 |
| STONEPEAK SALTT 2021 1A AA 144A (STONEPEAK 2021-1 ABS) | Long | ABS-other | US | $782K | – | 0.06 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 (STRUCTURED ASSET INVESTMENT LN TR 2004-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR6 1A1 (STRUCTURED ASSET MTG INV INC 2005-AR6) | Long | ABS-mortgage backed security | US | $211K | – | 0.02 |
| SYNCHRONY FINANCIAL SR UNSECURED 12/27 3.95 | Long | Debt | US | $1M | – | 0.08 |
| TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9 (TENNESSEE GAS PIPELINE COMPANY LLC) | Long | Debt | US | $3M | – | 0.24 |
| TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744 (TESCO PROPERTY FINANCE 3 PLC) | Long | Debt | GB | $729K | – | 0.05 |
| TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006 | Long | Debt | GB | $8M | – | 0.60 |
| TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111 (TESCO PROPERTY FINANCE 6 PLC) | Long | Debt | GB | $216K | – | 0.02 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/49 FIXED 4.875 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $7M | – | 0.53 |
| TOLEDO EDISON COMPANY 1ST MORTGAGE 144A 05/28 2.65 | Long | Debt | US | $4M | – | 0.30 |
| TORO EUROPEAN CLO TCLO 6A AR 144A (TORO EUROPEAN CLO 6 DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.20 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $8M | – | 0.61 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $60M | – | 4.40 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $120M | – | 8.81 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $10M | – | 0.77 |
| UBS GROUP AG SR UNSECURED 144A 09/34 VAR | Long | Debt | CH | $11M | – | 0.79 |
| UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4 (UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $863K | – | 0.06 |
| UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45 (UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.10 |
| UNITED AIR 2016 2 AA PTT PASS THRU CE 04/30 2.875 (UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.09 |
| UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7 (UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $4M | – | 0.26 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $7M | – | 0.49 |
| UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 | Long | Debt | US | $932K | – | 0.07 |
| UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.706 (REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE) | Long | Debt | US | $3M | – | 0.20 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 12/99 FIXED 3.227 (UNIVERSITY OF VIRGINIA) | Long | Debt | US | $3M | – | 0.19 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $2M | – | 0.12 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.10 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-649K | – | -0.05 | |
| US AIRWAYS 2013 1A PTT PASS THRU CE 05/27 3.95 (US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $374K | – | 0.03 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $57M | – | 4.18 |
| VB S1 ISSUER LLC VBTEL 2022 1A C2II 144A (VB-S1 ISSUER LLC - VBTEL 2022-1A) | Long | ABS-other | US | $2M | – | 0.13 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $70K | – | 0.01 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $69K | – | 0.01 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $20K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $17K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $7K | – | 0.00 | |
| VERIZON MASTER TRUST VZMT 2023 6 A 144A (VERIZON MASTER TRUST 2023-6) | Long | ABS-other | US | $8M | – | 0.60 |
| VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A (VERUS SECURITIZATION TRUST 2023-6) | Long | ABS-mortgage backed security | US | $9M | – | 0.65 |
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 | Long | Debt | US | $3M | – | 0.22 |
| VMED O2 UK FINAN SR SECURED 144A 07/31 4.75 (VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)) | Long | Debt | GB | $5M | – | 0.37 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/30 3.75 (VOLKSWAGEN GROUP OF AMERICA FINANCE LLC) | Long | Debt | US | $1M | – | 0.09 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $292K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279 | Long | Debt | US | $1M | – | 0.10 |
| WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A (WARWICK FINANCE RESIDENTIAL MORTGAGES 3A) | Long | ABS-mortgage backed security | GB | $626K | – | 0.05 |
| WAVE USA WAAV 2019 1 A 144A (WAVE TRUST 2019-1) | Long | ABS-other | US | $1M | – | 0.11 |
| WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2 | Long | Debt | GB | $3M | – | 0.23 |
| WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $13M | – | 0.98 |
| WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.51 |
| WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $9M | – | 0.65 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 05/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.17 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL A 144A (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR6 A2 (WELLS FARGO MTGE BACKED SEC 2007-AR6) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) | Long | Debt | US | $1M | – | 0.10 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2023 CES2 A1A 144A (RCKT MORTGAGE TRUST 2023-CES2) | Long | ABS-mortgage backed security | US | $876K | – | 0.06 |
| ZEPHYRUS CAPITAL AVIATION PART TERM LOAN (ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1) | Long | ABS-other | US | $1M | – | 0.09 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/32 6.875 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $724K | – | 0.05 |
Address
PIMCO Managed Accounts Trust
1633 Broadway
New York
New York
10019
United States of America
Websites
Directors
Alan Rappaport
David N. Fisher
Deborah A. DeCotis
E. Grace Vandecruze
Joseph B. Kittredge, Jr
Kathleen A. McCartney
Libby D. Cantrill
Sarah E. Cogan
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Canada Self Custody
Citibank A.S.
Citibank Europe PLC Portugal Branch
Citibank N.A.
Citibank N.A.
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Royal Bank of Canada
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Barclays Capital, Inc.
Citigroup Global Markets, Inc.