PIMCOFUNDS > PIMCO Funds
PIMCO Low Duration Opportunities Fund
$83.42M
Avg Monthly Net Assets
$186.45M
Total Assets
$93.15M
Total Liabilities
$93.30M
Net Assets
PIMCO Low Duration Opportunities Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $83.42M.
On August 28th, 2024 it reported 534 holdings, the largest
being (31.1%), UMBS PASS THRU POOLS (27.6%) and PIMCO FUNDS (9.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000073751 | ATMAX | |
| Class C | C000073752 | ATMCX | |
| Class I-2 | C000073754 | PUTPX | |
| Institutional | C000073749 | PUTIX |
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 |
|---|---|---|---|---|---|---|
| 31750O070 PIMCO FXVAN CALL USD JPY 153.5000000 | Derivative-foreign exchange | US | $36K | – | 0.04 | |
| 31750O088 PIMCO FXVAN CALL USD JPY 157.2500000 | Derivative-foreign exchange | US | $-35K | – | -0.04 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $869.98 | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-968.87 | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $483.18 | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-506.5 | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $509.78 | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-513.65 | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $593.93 | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-594.38 | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $641.73 | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-615.55 | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-227.32 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-626.68 | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $711.71 | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-628.7 | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $882.12 | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-713.97 | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-865.51 | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-651.06 | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-4.39 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-123.7 | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $832.77 | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-703.04 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-61.92 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-56.75 | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-970.89 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-58.71 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-555.26 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-186.74 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-70.03 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-152.97 | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $863.71 | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-741.29 | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-93.11 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-423.24 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-342.93 | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-376.46 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-547.59 | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-88.67 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-215.25 | – | -0.00 | |
| ABBVIE INC SR UNSECURED 03/29 4.8 | Long | Debt | US | $199K | – | 0.21 |
| ABX.HE.AAA.06-2 SP JPM | Derivative-credit | US | $-398K | – | -0.43 | |
| ABX.HE.AAA.07-1 BP BRC | Derivative-credit | US | $2K | – | 0.00 | |
| ABX.HE.AAA.07-1 BP GST | Derivative-credit | US | $6K | – | 0.01 | |
| ABX.HE.AAA.07-1 BP MYC | Derivative-credit | US | $11K | – | 0.01 | |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $187K | – | 0.20 |
| AES CORPORATION SNR S* ICE | Derivative-credit | US | $20K | – | 0.02 | |
| AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR (SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)) | Long | Debt | US | $64K | – | 0.07 |
| AIR CANADA SR SECURED 144A 08/29 4.625 | Long | Debt | CA | $142K | – | 0.15 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $449K | – | 0.48 |
| AMER AIRLINE 16 3 A PTT PASS THRU CE 04/30 3.25 (AMERICAN AIRLINES 2016-3 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $59K | – | 0.06 |
| 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 | $156K | – | 0.17 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $132K | – | 0.14 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75 (AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD) | Long | Debt | US | $97K | – | 0.10 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $164K | – | 0.18 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2) | Long | ABS-mortgage backed security | US | $66K | – | 0.07 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $179K | – | 0.19 |
| AMERICAN TOWER CORP SR UNSECURED 09/31 2.3 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $163K | – | 0.17 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M2 (AMERIQUEST MTGE SEC INC 2004-R8) | Long | ABS-mortgage backed security | US | $111K | – | 0.12 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M1 (AMERIQUEST MTGE SECURITIES INC 2005-R9) | Long | ABS-mortgage backed security | US | $146K | – | 0.16 |
| AMGEN INC SR UNSECURED 02/30 2.45 | Long | Debt | US | $174K | – | 0.19 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $274K | – | 0.29 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $502K | – | 0.54 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $81K | – | 0.09 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | Long | Debt | US | $107K | – | 0.11 |
| AURIUM CLO ACLO 4A AR 144A (AURIUM CLO IV DAC #N/A FIELD NOT APPLICABLE-4A) | Long | ABS-collateralized bond/debt obligation | IE | $320K | – | 0.34 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $5K | – | 0.01 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $249K | – | 0.27 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 4A1 (BANC OF AMERICA FUNDING CORP 2004-A) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $685K | – | 0.73 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2006 3 35A1 (BEAR STEARNS ALT-A TRUST 2006-3) | Long | ABS-mortgage backed security | US | $234K | – | 0.25 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2) | Long | ABS-mortgage backed security | US | $244K | – | 0.26 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A4 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $568K | – | 0.61 |
| BIO RAD LABS SR UNSECURED 03/27 3.3 (BIO-RAD LABORATORIES INC) | Long | Debt | US | $190K | – | 0.20 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $518K | – | 0.56 |
| BNP PARIBAS 144A 09/28 VAR | Long | Debt | FR | $268K | – | 0.29 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $296K | – | 0.32 |
| BNP PARIBAS SR UNSECURED 144A 04/32 VAR | Long | Debt | FR | $168K | – | 0.18 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $466.12 | – | 0.00 | |
| BONOS DE TESORERIA BONDS 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $79K | – | 0.08 |
| BOSTON GAS COMPANY SR UNSECURED 144A 03/32 3.757 | Long | Debt | US | $87K | – | 0.09 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $447.39 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $250.61 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-448.75 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-6K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-10K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-11K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-69K | – | -0.07 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-8K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $902.69 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-141.6 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-267.4 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-115.46 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-496.16 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-880.9 | – | -0.00 | |
| BOUGHT COP SOLD USD 20240815 | Derivative-foreign exchange | CO | $-4K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-799.09 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-138.69 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $19.98 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $18.73 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $38.52 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $176.14 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $168.78 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $166.39 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $144 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $132.98 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $29.1 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $9.39 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4.54 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3.54 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $0.7 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-3.2 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-4.68 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-8.43 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-357.78 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $4K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-9K | – | -0.01 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-179.99 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-388.88 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-583.61 | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240705 | Derivative-foreign exchange | PE | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $871.38 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $83.41 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $58.61 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-13.07 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-17 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-35.78 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-63.31 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-68.92 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-208.97 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.01 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-17K | – | -0.02 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $81.34 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $9.2 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240709 | Derivative-foreign exchange | TR | $14K | – | 0.02 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $987.82 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $698.67 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $370.59 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $164.33 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $321.39 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $535.67 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $104.02 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $849.73 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $236.34 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240809 | Derivative-foreign exchange | TR | $287.91 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $945.26 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $191.84 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $447.78 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $293.43 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240903 | Derivative-foreign exchange | TR | $8K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $230.99 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $339.11 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $11K | – | 0.01 | |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $559K | – | 0.60 |
| BRAZIL LA SP CBK | Derivative-credit | US | $912.82 | – | 0.00 | |
| BRAZIL LA SP GST | Derivative-credit | US | $304.28 | – | 0.00 | |
| BRITISH TELECOMMUNICATIONS PU SNR SE ICE | Derivative-credit | GB | $1K | – | 0.00 | |
| BRIXMOR OPERATING PART SR UNSECURED 04/28 2.25 (BRIXMOR OPERATING PARTNERSHIP LP) | Long | Debt | US | $179K | – | 0.19 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $199K | – | 0.21 |
| BROADCOM INC SR UNSECURED 144A 05/37 4.926 | Long | Debt | US | $3K | – | 0.00 |
| BROADCOM INC SR UNSECURED 144A 11/35 3.137 | Long | Debt | US | $2K | – | 0.00 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $-113.92 | – | -0.00 | |
| CDX EM40 ICE | Derivative-credit | US | $-7K | – | -0.01 | |
| CDX EM41 ICE | Derivative-credit | US | $-3K | – | -0.00 | |
| CDX HY41 5Y ICE | Derivative-credit | US | $-77K | – | -0.08 | |
| CDX ITRAXX XOV41 5Y ICE | Derivative-credit | $40K | – | 0.04 | ||
| CENTENE CORP SR UNSECURED 10/30 3 (CENTENE CORPORATION) | Long | Debt | US | $171K | – | 0.18 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $134K | – | 0.14 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $356K | – | 0.38 |
| CLOUD SOFTWARE GRP INC SR SECURED 144A 03/29 6.5 (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $192K | – | 0.21 |
| CMBX.NA.AAA.10 SP MYC | Derivative-credit | US | $-2K | – | -0.00 | |
| CMBX.NA.AAA.10 SP SAL | Derivative-credit | US | $-522.78 | – | -0.00 | |
| CMBX.NA.AAA.10 SP SAL | Derivative-credit | US | $-522.78 | – | -0.00 | |
| CMBX.NA.AAA.10 SP UAG | Derivative-credit | US | $-1K | – | -0.00 | |
| CONSTELLATION BRANDS INC SR UNSECURED 05/32 4.75 | Long | Debt | US | $289K | – | 0.31 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9 | Long | Debt | US | $179K | – | 0.19 |
| COTY INC SR SECURED 144A 04/26 3.875 | Long | Debt | US | $107K | – | 0.11 |
| COTY INC SR SECURED 144A 04/26 5 | Long | Debt | US | $148K | – | 0.16 |
| COTY/HFC PRESTIGE/INT US SR SECURED 144A 01/29 4.75 (COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC) | Long | Debt | US | $190K | – | 0.20 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB) | Long | ABS-mortgage backed security | US | $188K | – | 0.20 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $93K | – | 0.10 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-9) | Long | ABS-mortgage backed security | US | $301K | – | 0.32 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $119K | – | 0.13 |
| CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $303K | – | 0.32 |
| CROWN CASTLE INC SR UNSECURED 11/29 3.1 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $179K | – | 0.19 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $24K | – | 0.03 |
| CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $36K | – | 0.04 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 3 A1B1 (CSAB MORTGAGE BACKED TR 2006-3) | Long | ABS-mortgage backed security | US | $122K | – | 0.13 |
| DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $203K | – | 0.22 |
| DEUTSCHE BANK AG REGS 11/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $189K | – | 0.20 |
| DEUTSCHE BANK NY SUBORDINATED 01/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $169K | – | 0.18 |
| DOMINION ENERGY INC SR UNSECURED 04/30 3.375 | Long | Debt | US | $181K | – | 0.19 |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $125K | – | 0.13 |
| EMF NL BV EMFNL 2008 APRX A2 REGS (EMF-NL BV 2008-APRX) | Long | ABS-mortgage backed security | NL | $15K | – | 0.02 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $295K | – | 0.32 |
| EQUINIX INC SR UNSECURED 04/32 3.9 | Long | Debt | US | $182K | – | 0.20 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-4K | – | -0.00 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-40K | – | -0.04 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $44K | – | 0.05 |
| FACTSET RESEARCH SYSTEMS SR UNSECURED 03/32 3.45 (FACTSET RESEARCH SYSTEMS INC) | Long | Debt | US | $174K | – | 0.19 |
| FANNIE MAE FNR 2002 21 FC (FANNIE MAE 2002-21) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $221K | – | 0.24 |
| FNMA POOL BM4855 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $377K | – | 0.40 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-3M | – | -3.69 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $82K | – | 0.09 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 2.19 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 7.02 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 1.37 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 2.12 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 27.55 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 1.80 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 2.26 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/25 4.535 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $125K | – | 0.13 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 07/24 1.744 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $107K | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $290K | – | 0.31 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 12/24 VAR (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $107K | – | 0.12 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 1A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $246K | – | 0.26 |
| FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75 (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $206K | – | 0.22 |
| FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A (FS RIALTO 2022-FL4) | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.54 |
| GEORGIA POWER CO SR UNSECURED 05/32 4.7 (GEORGIA POWER COMPANY) | Long | Debt | US | $290K | – | 0.31 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $249K | – | 0.27 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/29 FIXED 2.587 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $178K | – | 0.19 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $287K | – | 0.31 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $400K | – | 0.43 |
| GRIFOLS SA COMPANY GUAR REGS 10/28 3.875 | Long | Debt | ES | $176K | – | 0.19 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2007 1F 3A4 (GSR MORTGAGE LOAN TRUST 2007-1F) | Long | ABS-mortgage backed security | US | $5K | – | 0.01 |
| HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375 | Long | Debt | US | $239K | – | 0.26 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $536K | – | 0.57 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $43K | – | 0.05 |
| HARVEST CLO HARVT 22A AR 144A (HARVEST CLO XXII DAC 22A) | Long | ABS-collateralized bond/debt obligation | IE | $534K | – | 0.57 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $87K | – | 0.09 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $184K | – | 0.20 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $97K | – | 0.10 |
| HSBC HOLDINGS PLC SR UNSECURED 08/28 VAR | Long | Debt | GB | $199K | – | 0.21 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $295K | – | 0.32 |
| HSBC HOLDINGS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $250K | – | 0.27 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M4 (HSI ASSET SEC CORP TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $328K | – | 0.35 |
| HUMANA INC SR UNSECURED 04/30 4.875 | Long | Debt | US | $196K | – | 0.21 |
| INEOS QUATTRO FINANCE 2 SR SECURED REGS 01/26 2.5 (INEOS QUATTRO FINANCE 2 PLC) | Long | Debt | GB | $104K | – | 0.11 |
| ING GROEP NV SR UNSECURED 03/28 VAR | Long | Debt | NL | $193K | – | 0.21 |
| ING GROEP NV SR UNSECURED 04/32 VAR | Long | Debt | NL | $338K | – | 0.36 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $250K | – | 0.27 |
| INTESA SANPAOLO SPA JR SUBORDINA REGS 12/49 VAR | Long | Debt | IT | $220K | – | 0.24 |
| IRB HOLDING CORP 2024 TERM LOAN B (ARBYS RESTAURANT (IRB HOLDING CORP)) | Long | Loan | US | $195K | – | 0.21 |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $853.33 | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-20K | – | -0.02 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-667.02 | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $243.54 | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-429.03 | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-312.5 | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $650.28 | – | 0.00 | ||
| IRS PLN 4.64100 02/19/24-5Y CME | Derivative-interest rate | PL | $-20K | – | -0.02 | |
| IRS PLN 4.81000 02/16/24-5Y CME | Derivative-interest rate | PL | $-17K | – | -0.02 | |
| IRS PLN 4.97000 03/21/24-5Y CME | Derivative-interest rate | PL | $-2K | – | -0.00 | |
| IRS PLN 5.15750 03/22/24-3Y CME | Derivative-interest rate | PL | $-2K | – | -0.00 | |
| IRS PLN 5.16000 03/21/24-3Y CME | Derivative-interest rate | PL | $-2K | – | -0.00 | |
| IRS PLN 6.98500 10/11/22-5Y CME | Derivative-interest rate | PL | $-192K | – | -0.21 | |
| IRS PLN 7.01500 10/11/22-5Y CME | Derivative-interest rate | PL | $-129K | – | -0.14 | |
| IRS PLN 7.15600 10/13/22-5Y CME | Derivative-interest rate | PL | $-107K | – | -0.11 | |
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $38K | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $171K | – | 0.18 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $188K | – | 0.20 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $204K | – | 0.22 |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $215K | – | 0.23 |
| JUBILEE CDO BV JUBIL 2016 17A A1RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $534K | – | 0.57 |
| KENNEDY WILSON INC COMPANY GUAR 02/30 4.75 (KENNEDY-WILSON INC) | Long | Debt | US | $166K | – | 0.18 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $299K | – | 0.32 |
| KKR FINANCIAL CLO LTD KKR 12 AR2A 144A (KKR CLO LTD 12) | Long | ABS-collateralized bond/debt obligation | KY | $237K | – | 0.25 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.27 |
| LAZARD GROUP LLC SR UNSECURED 09/28 4.5 | Long | Debt | US | $773K | – | 0.83 |
| LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 | Long | Debt | NL | $198K | – | 0.21 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $1M | – | 1.37 |
| LIFEPOINT HEALTH INC 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $100K | – | 0.11 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $299K | – | 0.32 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $191K | – | 0.21 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR | Long | Debt | GB | $198K | – | 0.21 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $184K | – | 0.20 |
| MARRIOTT INTERNATIONAL SR UNSECURED 04/31 2.85 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $171K | – | 0.18 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 3A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $180K | – | 0.19 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $26K | – | 0.03 |
| MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013 (MITCHELLS & BUTLERS FINANCE PLC) | Long | Debt | GB | $151K | – | 0.16 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/30 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $182K | – | 0.20 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2SS (MORGAN STANLEY ABS CAPITAL I 2005-HE1) | Long | ABS-mortgage backed security | US | $209K | – | 0.22 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C (MORGAN STANLEY ABS CAPITAL-2006-HE6) | Long | ABS-mortgage backed security | US | $218K | – | 0.23 |
| MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A (MOUNTAIN VIEW CLO LLC 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $345K | – | 0.37 |
| MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B (MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)) | Long | Loan | US | $162K | – | 0.17 |
| MPH ACQUISITION HOLDINGS SR SECURED 144A 09/28 5.5 (MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)) | Long | Debt | US | $76K | – | 0.08 |
| NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3 (NATIONAL HEALTH INVS INC) | Long | Debt | US | $164K | – | 0.18 |
| NATIONWIDE BLDG SOCIETY 144A 03/29 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $287K | – | 0.31 |
| NATIONWIDE BUILDING SOC CCDS PREFERENCE (NATIONWIDE BUILDING SOCIETY) | Long | Equity-preferred | GB | $41K | 250 | 0.04 |
| NATWEST GROUP PLC SR UNSECURED 04/26 4.8 | Long | Debt | GB | $494K | – | 0.53 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.27 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $187K | – | 0.20 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $194K | – | 0.21 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $186K | – | 0.20 |
| OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH | Derivative-interest rate | CA | $-26K | – | -0.03 | |
| OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $497K | – | 0.53 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $183K | – | 0.20 |
| PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $172K | – | 0.18 |
| PARIBAS REPO | Long | Repurchase agreement | US | $29M | – | 31.08 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $450K | – | 0.48 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $167K | – | 0.18 |
| PFP III PFP 2021 8 A 144A (PFP III LTD 2021-8) | Long | ABS-mortgage backed security | KY | $79K | – | 0.09 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $9M | – | 9.95 |
| PROSUS NV SR UNSECURED 144A 01/30 2.085 | Long | Debt | NL | $188K | – | 0.20 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.75 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.32 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 (PERU GOVT) | Long | Debt | PE | $151K | – | 0.16 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $160K | – | 0.17 |
| REPUBLIC OF POLAND SR UNSECURED 03/29 4.625 (POLAND GOVT) | Long | Debt | PL | $198K | – | 0.21 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $367K | – | 0.39 |
| REPUBLIC OF TURKIYE SR UNSECURED 08/24 6.35 (TURKEY GOVT) | Long | Debt | TR | $601K | – | 0.64 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA5 2A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA5) | Long | ABS-mortgage backed security | US | $232K | – | 0.25 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX5 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX5) | Long | ABS-mortgage backed security | US | $963K | – | 1.03 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M2 (RESIDENTIAL ASSET SECURITIES 2006-KS1) | Long | ABS-mortgage backed security | US | $353K | – | 0.38 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1 (RESIDENTIAL ASSET SECUR TR 2007-A7) | Long | ABS-mortgage backed security | US | $72K | – | 0.08 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $11K | – | 0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-6K | – | -0.01 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $1M | – | 1.14 | |
| RFR USD SOFR/1.84200 09/19/23-30Y LCH | Derivative-interest rate | US | $181K | – | 0.19 | |
| RFR USD SOFR/1.85700 07/15/22-10Y LCH | Derivative-interest rate | US | $-351K | – | -0.38 | |
| RFR USD SOFR/1.87400 09/19/23-30Y CME | Derivative-interest rate | US | $107K | – | 0.11 | |
| RFR USD SOFR/1.99850 07/03/23-30Y LCH | Derivative-interest rate | US | $239K | – | 0.26 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.01 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-15K | – | -0.02 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.01 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.01 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-13K | – | -0.01 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-14K | – | -0.02 | |
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $36K | – | 0.04 | |
| RFR USD SOFR/3.58876 03/01/24-7Y* LCH | Derivative-interest rate | US | $73K | – | 0.08 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH | Derivative-interest rate | US | $23K | – | 0.02 | |
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH | Derivative-interest rate | US | $6K | – | 0.01 | |
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH | Derivative-interest rate | US | $14K | – | 0.02 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $5K | – | 0.01 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-12K | – | -0.01 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.01 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $12K | – | 0.01 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $5K | – | 0.01 | |
| RFR USD SOFR/3.70000 03/05/24-10Y LCH | Derivative-interest rate | US | $-8K | – | -0.01 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $11K | – | 0.01 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.73000 08/03/23-10Y LCH | Derivative-interest rate | US | $-7K | – | -0.01 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $6K | – | 0.01 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $85K | – | 0.09 | |
| RFR USD SOFR/3.75000 12/18/24-5Y CME | Derivative-interest rate | US | $22K | – | 0.02 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-812.25 | – | -0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.01 | |
| RFR USD SOFR/4.20000 10/18/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.23000 10/23/23-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.45000 10/31/23-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFRF USD SF+26.161/0.50 9/16/23-3Y* CME | Derivative-interest rate | US | $-166K | – | -0.18 | |
| RFRF USD SF+26.161/0.6* 03/20/20-5Y LCH | Derivative-interest rate | US | $-113K | – | -0.12 | |
| RFRF USD SF+26.161/0.6* 8/18/23-3Y* CME | Derivative-interest rate | US | $-297K | – | -0.32 | |
| RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH | Derivative-interest rate | US | $488K | – | 0.52 | |
| RFRF USD SOFR/2.00000 10/27/23-5Y LCH | Derivative-interest rate | US | $-151K | – | -0.16 | |
| RFRF USD SOFR/2.06000 10/27/23-30Y LCH | Derivative-interest rate | US | $105K | – | 0.11 | |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $175K | – | 0.19 |
| SANDS CHINA LTD SR UNSECURED 03/29 2.85 | Long | Debt | KY | $176K | – | 0.19 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $898K | – | 0.96 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $193K | – | 0.21 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3D (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $497K | – | 0.53 |
| SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A (SIERRA MADRE FUNDING LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $427K | – | 0.46 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $250K | – | 0.27 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-249.34 | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $113K | – | 0.12 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $49K | – | 0.05 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $8K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $8K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $12K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $11K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $8K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $7K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $6K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $451.32 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $274.82 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-1.96 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-944.12 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $4K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $8K | – | 0.01 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240806 | Derivative-foreign exchange | CN | $5.64 | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $84K | – | 0.09 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $429.31 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $35.57 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $140.87 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $817.14 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $357.44 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $696.24 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $579.24 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $99.96 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $86.75 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-517.6 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-5.14 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-322.04 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $584.81 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $389.7 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $181.58 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240705 | Derivative-foreign exchange | PE | $3K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240730 | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240801 | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240801 | Derivative-foreign exchange | PE | $353.93 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $244.43 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-10K | – | -0.01 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $229.78 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-13.34 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-9.23 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-95.31 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $881.8 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $794.89 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $566.71 | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $163K | – | 0.17 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $328K | – | 0.35 |
| SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $188K | – | 0.20 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/26 VAR | Long | Debt | GB | $295K | – | 0.32 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $196K | – | 0.21 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5 (STUDIO CITY FINANCE LIMITED) | Long | Debt | VG | $88K | – | 0.09 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/31 2.222 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $163K | – | 0.17 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $187K | – | 0.20 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $449K | – | 0.48 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $443K | – | 0.47 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $175K | – | 0.19 |
| TEGNA INC COMPANY GUAR 03/28 4.625 | Long | Debt | US | $181K | – | 0.19 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $492K | – | 0.53 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.78 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 2.49 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 2.20 |
| UBS AG STAMFORD CT SR UNSECURED 02/25 3.7 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $247K | – | 0.26 |
| UBS GROUP AG SR UNSECURED 04/26 4.55 | Long | Debt | CH | $492K | – | 0.53 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $262K | – | 0.28 |
| 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 | $111K | – | 0.12 |
| UNITED AIRLINES INC SR SECURED 144A 04/26 4.375 | Long | Debt | US | $97K | – | 0.10 |
| UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 | Long | Debt | US | $280K | – | 0.30 |
| UNITED MEXICAN STATES SR UNSECURED 02/28 5.4 (MEXICO GOVT) | Long | Debt | MX | $200K | – | 0.21 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-104K | – | -0.11 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-41K | – | -0.04 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-11K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-5K | – | -0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-7K | – | -0.01 | |
| US TREASURY N/B 04/26 4.875 (UNITED STATES GOVT) | Long | Debt | US | $601K | – | 0.64 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-7K | – | -0.01 | |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $531K | – | 0.57 |
| VENTURE CDO LTD VENTR 2019 38A A1R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.32 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/52 3.875 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $76K | – | 0.08 |
| VMC FINANCE LLC VMC 2021 FL4 A 144A (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A (WAMU ASSET-BACKED CERTIFICATES 2007-HE3) | Long | ABS-mortgage backed security | US | $259K | – | 0.28 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 2A1 (WAMU MTGE P/T CERT 2007-HY3) | Long | ABS-mortgage backed security | US | $244K | – | 0.26 |
| WELLFLEET CLO LTD WELF 2019 XA A1R 144A (WELLFLEET CLO X LTD 2019-XA) | Long | ABS-collateralized bond/debt obligation | KY | $813K | – | 0.87 |
| WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $382K | – | 0.41 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 3 (WELLS FARGO & COMPANY) | Long | Debt | US | $288K | – | 0.31 |
| WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5 (WYNN MACAU LIMITED) | Long | Debt | KY | $392K | – | 0.42 |
| ZCS BRL 11.49576 06/14/24-01/04/27 CME | Derivative-interest rate | BR | $-7K | – | -0.01 | |
| ZCS BRL 11.5661 06/18/24-01/04/27 CME | Derivative-interest rate | BR | $-22K | – | -0.02 | |
| ZCS BRL 11.691 06/27/24-01/04/27 CME | Derivative-interest rate | BR | $8K | – | 0.01 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
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
Citibank Europe PLC Portugal Branch
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.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
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
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.