PIMCOFUNDS > PIMCO Funds
PIMCO Total Return Fund IV
$250.48M
Avg Monthly Net Assets
$472.54M
Total Assets
$191.18M
Total Liabilities
$281.35M
Net Assets
PIMCO Total Return Fund IV is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $250.48M.
On August 28th, 2024 it reported 496 holdings, the largest
being UMBS PASS THRU POOLS (17.5%), UMBS PASS THRU POOLS (5.7%) and FHLMC PASS THRU POOLS (5.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000099804 | PTUZX | |
| Institutional | C000099802 | PTUIX |
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 |
|---|---|---|---|---|---|---|
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/27 6.1 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $305K | – | 0.11 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/29 5.1 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $495K | – | 0.18 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $467K | – | 0.17 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $399K | – | 0.14 |
| AIR LEASE CORP SR UNSECURED 06/26 5.3 (AIR LEASE CORPORATION) | Long | Debt | US | $598K | – | 0.21 |
| ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR (ALGONQUIN POWER & UTILITIES CORP) | Long | Debt | CA | $697K | – | 0.25 |
| ALLIANT ENERGY FINANCE COMPANY GUAR 144A 06/27 5.4 (ALLIANT ENERGY FINANCE LLC) | Long | Debt | US | $602K | – | 0.21 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $411K | – | 0.15 |
| 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 | $727K | – | 0.26 |
| AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5 (AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $895K | – | 0.32 |
| AMEREN CORP SR UNSECURED 01/29 5 (AMEREN CORPORATION) | Long | Debt | US | $495K | – | 0.18 |
| AMERICAN EXPRESS CO SR UNSECURED 10/26 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $505K | – | 0.18 |
| AMERICAN HONDA FINANCE SR UNSECURED 11/24 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $401K | – | 0.14 |
| AMERICAN TOWER CORP SR UNSECURED 05/30 3.9 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $641K | – | 0.23 |
| AMGEN INC SR UNSECURED 03/63 5.75 | Long | Debt | US | $490K | – | 0.17 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A (ASHFORD HOSPITALITY TRUST 2018-KEYS) | Long | ABS-mortgage backed security | US | $558K | – | 0.20 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $29K | – | 0.01 | |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 | Long | Debt | US | $500K | – | 0.18 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583 | Long | Debt | US | $703K | – | 0.25 |
| AVANGRID INC SR UNSECURED 12/24 3.15 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $495K | – | 0.18 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $99K | – | 0.04 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $998K | – | 0.35 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 03/29 5.75 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $497K | – | 0.18 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $508K | – | 0.18 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1 (BANC OF AMERICA FUNDING CORP 2005-D) | Long | ABS-mortgage backed security | US | $434K | – | 0.15 |
| BANCO SANTANDER SA 03/28 VAR | Long | Debt | ES | $399K | – | 0.14 |
| BANK OF AMERICA CORP SR UNSECURED 02/30 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $474K | – | 0.17 |
| BANK OF AMERICA CORP SR UNSECURED 04/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $97K | – | 0.03 |
| BANK OF AMERICA CORP SR UNSECURED 04/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $488K | – | 0.17 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $607K | – | 0.22 |
| BARCLAYS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $505K | – | 0.18 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | Long | Debt | GB | $408K | – | 0.14 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $660K | – | 0.23 |
| BAT CAPITAL CORP COMPANY GUAR 08/30 6.343 (BAT CAPITAL CORPORATION) | Long | Debt | US | $521K | – | 0.19 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $1M | – | 0.41 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375 | Long | Debt | US | $205K | – | 0.07 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/51 3.08 (BETH ISRAEL LAHEY HEALTH INC) | Long | Debt | US | $574K | – | 0.20 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $597K | – | 0.21 |
| BNP PARIBAS 144A 05/30 VAR | Long | Debt | FR | $498K | – | 0.18 |
| BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4 | Long | Debt | US | $439K | – | 0.16 |
| BOEING CO SR UNSECURED 02/26 2.196 (BOEING CO/THE) | Long | Debt | US | $470K | – | 0.17 |
| BOEING CO SR UNSECURED 05/60 5.93 (BOEING CO/THE) | Long | Debt | US | $358K | – | 0.13 |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-2K | – | -0.00 | |
| BOEING CO/THE SNR S* ICE | Derivative-credit | US | $-5K | – | -0.00 | |
| BOSTON GAS COMPANY SR UNSECURED 144A 08/29 3.001 | Long | Debt | US | $1M | – | 0.38 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $883.59 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-500.3 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-37K | – | -0.01 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-5K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $895.05 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $383.82 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $352.65 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $193.95 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $151.36 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $63.81 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $29.82 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-136.54 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-199.77 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-316.55 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-4K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $21 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $164.89 | – | 0.00 | |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $499K | – | 0.18 |
| BPCE SA 144A 10/29 VAR | Long | Debt | FR | $519K | – | 0.18 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | Long | Debt | US | $1M | – | 0.36 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $15K | – | 0.01 | |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $514K | – | 0.18 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 02/30 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $301K | – | 0.11 |
| CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5 (CARLYLE FINANCE SUBSIDIARY LLC) | Long | Debt | US | $1M | – | 0.39 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N1) | Long | ABS-other | US | $181K | – | 0.06 |
| CDX IG42 5Y ICE | Derivative-credit | US | $283K | – | 0.10 | |
| CHARLES SCHWAB CORP SR UNSECURED 11/29 VAR (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $208K | – | 0.07 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $423K | – | 0.15 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 | Long | Debt | US | $501K | – | 0.18 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $427K | – | 0.15 |
| CIGNA GROUP/THE SR UNSECURED 05/29 5 | Long | Debt | US | $498K | – | 0.18 |
| CITIBANK NA SR UNSECURED 09/25 5.864 | Long | Debt | US | $302K | – | 0.11 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $402K | – | 0.14 |
| CITIGROUP INC SR UNSECURED 02/30 VAR | Long | Debt | US | $99K | – | 0.04 |
| CITIGROUP INC SR UNSECURED 07/26 VAR | Long | Debt | US | $1M | – | 0.36 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $603K | – | 0.21 |
| CONSTELLATION BRANDS INC SR UNSECURED 01/29 4.8 | Long | Debt | US | $370K | – | 0.13 |
| CONSUMERS 23 SECURE FUND SR SECURED 09/31 5.21 (CONSUMERS 2023 SECURITIZATION FUNDING LLC) | Long | Debt | US | $503K | – | 0.18 |
| COOPERAT RABOBANK UA/NY 07/25 5.5 (COOPERATIEVE RABOBANK UA/NEW YORK BRANCH) | Long | Debt | NL | $401K | – | 0.14 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/29 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $301K | – | 0.11 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $500K | – | 0.18 |
| COREBRIDGE GLOB FUNDING SR SECURED 144A 07/26 5.75 (COREBRIDGE GLOBAL FUNDING) | Long | Debt | US | $100K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $1M | – | 0.50 |
| CREDIT AGRICOLE SA 144A 10/29 VAR | Long | Debt | FR | $308K | – | 0.11 |
| CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR | Long | Debt | FR | $501K | – | 0.18 |
| CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A (CSWF 2021-SOP2) | Long | ABS-mortgage backed security | US | $290K | – | 0.10 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR22 3A1 (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2003-AR22) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A (CROSS 2024-H2 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $488K | – | 0.17 |
| CROWN CASTLE INC SR UNSECURED 02/28 3.8 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $474K | – | 0.17 |
| CROWN CASTLE INC SR UNSECURED 06/29 5.6 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $101K | – | 0.04 |
| CVS HEALTH CORP SR UNSECURED 01/31 5.25 (CVS HEALTH CORPORATION) | Long | Debt | US | $396K | – | 0.14 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/27 5 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $497K | – | 0.18 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/27 VAR (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $601K | – | 0.21 |
| DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2 (DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $830K | – | 0.30 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $1M | – | 0.49 |
| DEUTSCHE BANK NY 11/29 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $520K | – | 0.18 |
| DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $480K | 21K | 0.17 |
| DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $53K | 2K | 0.02 |
| DTE ENERGY CO SR UNSECURED 03/29 5.1 (DTE ENERGY COMPANY) | Long | Debt | US | $496K | – | 0.18 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/31 2.55 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $1M | – | 0.36 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $926K | – | 0.33 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $816K | – | 0.29 |
| ENERGY TRANSFER LP SR UNSECURED 05/34 5.55 | Long | Debt | US | $495K | – | 0.18 |
| ENERGY TRANSFER LP SR UNSECURED 12/28 6.1 | Long | Debt | US | $206K | – | 0.07 |
| ENTERGY CORP SR UNSECURED 09/26 2.95 (ENTERGY CORPORATION) | Long | Debt | US | $3M | – | 0.91 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A1 144A (ENTERPRISE FLEET FINANCING 2024-2 LLC) | Long | ABS-other | US | $347K | – | 0.12 |
| EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651 (EPH FINANCING INTERNATIONAL AS) | Long | Debt | CZ | $445K | – | 0.16 |
| EPR PROPERTIES COMPANY GUAR 04/25 4.5 | Long | Debt | US | $1M | – | 0.49 |
| EQUINIX INC SR UNSECURED 05/31 2.5 | Long | Debt | US | $1M | – | 0.36 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-81K | – | -0.03 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-14K | – | -0.01 | |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $699K | – | 0.25 |
| EUROSAIL PLC ESAIL 2007 3A A3C 144A (EUROSAIL PLC 2007-3A) | Long | ABS-mortgage backed security | GB | $750K | – | 0.27 |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $843K | – | 0.30 |
| EXELON CORP SR UNSECURED 03/28 5.15 (EXELON CORPORATION) | Long | Debt | US | $499K | – | 0.18 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $700K | – | 0.25 |
| EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25 | Long | Debt | US | $721K | – | 0.26 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $454K | – | 0.16 |
| FANNIE MAE FNR 2010 109 N (FANNIE MAE REMICS 2010-109) | Long | ABS-mortgage backed security | US | $468K | – | 0.17 |
| FANNIE MAE FNR 2013 6 SN (FANNIE MAE REMICS 2013-6) | Long | ABS-mortgage backed security | US | $2M | – | 0.67 |
| FED HM LN PC POOL A22196 FG 05/34 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FED HM LN PC POOL A83575 FG 12/38 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $239K | – | 0.08 |
| FED HM LN PC POOL C91186 FG 06/28 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL G04731 FG 04/38 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $81K | – | 0.03 |
| FED HM LN PC POOL QE3449 FR 06/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $530K | – | 0.19 |
| FED HM LN PC POOL QE3704 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.66 |
| FED HM LN PC POOL QE4224 FR 06/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $478K | – | 0.17 |
| FED HM LN PC POOL QE6099 FR 07/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $643K | – | 0.23 |
| FED HM LN PC POOL QH0398 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $91K | – | 0.03 |
| FED HM LN PC POOL RA6992 FR 03/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $636K | – | 0.23 |
| FED HM LN PC POOL RA9057 FR 05/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $734K | – | 0.26 |
| FED HM LN PC POOL SD2524 FR 10/52 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $178K | – | 0.06 |
| FED HM LN PC POOL SD8220 FR 06/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 2.81 |
| FED HM LN PC POOL SD8225 FR 07/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $632K | – | 0.22 |
| FED HM LN PC POOL SD8235 FR 08/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.65 |
| FED HM LN PC POOL SD8242 FR 09/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 5.32 |
| FED HM LN PC POOL SD8367 FR 10/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $676K | – | 0.24 |
| FED HM LN PC POOL SD8368 FR 10/53 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $876K | – | 0.31 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $589K | – | 0.21 |
| FLORIDA POWER + LIGHT CO 1ST MORTGAGE 04/28 5.05 (FLORIDA POWER & LIGHT COMPANY) | Long | Debt | US | $602K | – | 0.21 |
| FNMA POOL 745516 FN 05/36 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 881635 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| FNMA POOL AH3690 FN 01/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AI0097 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $406K | – | 0.14 |
| FNMA POOL AL7183 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $737K | – | 0.26 |
| FNMA POOL AO8268 FN 07/42 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $78K | – | 0.03 |
| FNMA POOL AW4568 FN 06/29 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FNMA POOL BJ0647 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| FNMA POOL BJ3524 FN 11/47 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.71 |
| FNMA POOL BV2586 FN 07/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 1.42 |
| FNMA POOL BV5622 FN 06/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $473K | – | 0.17 |
| FNMA POOL BW4143 FN 07/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $801K | – | 0.28 |
| FNMA POOL CB6241 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $520K | – | 0.18 |
| FNMA POOL CB6672 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $277K | – | 0.10 |
| FNMA POOL CB6728 FN 07/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $277K | – | 0.10 |
| FNMA POOL FS2190 FN 06/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $329K | – | 0.12 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 3.45 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 3.22 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16M | – | 5.70 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $49M | – | 17.54 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 3.38 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A4 (FORD CREDIT AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $498K | – | 0.18 |
| FORD MOTOR COMPANY SNR S* ICE | Derivative-credit | US | $86K | – | 0.03 | |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $300K | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $313K | – | 0.11 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $363K | 16K | 0.13 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $40K | 2K | 0.01 |
| FORESEA HOLDING SA SR SECURED REGS 06/30 7.5 | Long | Debt | LU | $220K | – | 0.08 |
| FREDDIE MAC FHR 4790 F (FREDDIE MAC 4790) | Long | ABS-mortgage backed security | US | $252K | – | 0.09 |
| FREDDIE MAC NOTES 02/25 5.3 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $2M | – | 0.89 |
| FREDDIE MAC NOTES 04/25 5.375 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $899K | – | 0.32 |
| FREDDIE MAC NOTES 05/26 5.5 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $600K | – | 0.21 |
| FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875 (FRESENIUS MEDICAL CARE US FINANCE III INC) | Long | Debt | US | $1M | – | 0.39 |
| FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875 | Long | Debt | US | $694K | – | 0.25 |
| GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $504K | – | 0.18 |
| GLOBE LIFE INC SR UNSECURED 08/30 2.15 | Long | Debt | US | $563K | – | 0.20 |
| GNMA POOL AY4224 GN 05/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| GNMA POOL BB3477 GN 09/47 FIXED 5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| GNMA POOL BP1218 GN 09/49 FIXED 4 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $259K | – | 0.09 |
| GNMA POOL BP6229 GN 11/49 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $456K | – | 0.16 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $600K | – | 0.21 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $497K | – | 0.18 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR | Long | Debt | US | $928K | – | 0.33 |
| GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05 (GOLUB CAPITAL BDC INC) | Long | Debt | US | $511K | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2010 145 LO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-145) | Long | ABS-mortgage backed security | US | $2M | – | 0.57 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10) | Long | ABS-mortgage backed security | US | $146K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H23 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H23) | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14) | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H18) | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 FW (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-182) | Long | ABS-mortgage backed security | US | $449K | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H07 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H07) | Long | ABS-mortgage backed security | US | $581K | – | 0.21 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14) | Long | ABS-mortgage backed security | US | $125K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14) | Long | ABS-mortgage backed security | US | $2M | – | 0.69 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16) | Long | ABS-mortgage backed security | US | $902K | – | 0.32 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H25 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H25) | Long | ABS-mortgage backed security | US | $718K | – | 0.26 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H26 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H26) | Long | ABS-mortgage backed security | US | $410K | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H01 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H01) | Long | ABS-mortgage backed security | US | $503K | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 GF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H08) | Long | ABS-mortgage backed security | US | $596K | – | 0.21 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27) | Long | ABS-mortgage backed security | US | $1M | – | 0.36 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H28 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H28) | Long | ABS-mortgage backed security | US | $507K | – | 0.18 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $240K | – | 0.09 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $203K | – | 0.07 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $312K | – | 0.11 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 RIVR A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR) | Long | ABS-mortgage backed security | US | $376K | – | 0.13 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $802K | – | 0.28 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $148K | – | 0.05 |
| HCA INC COMPANY GUAR 04/31 5.45 | Long | Debt | US | $500K | – | 0.18 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 A1 (HOMEBANC MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $163K | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSECURED 09/28 VAR | Long | Debt | GB | $359K | – | 0.13 |
| HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $1M | – | 0.38 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $848K | – | 0.30 |
| HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A (HUNTINGTON AUTO TRUST 2024-1A) | Long | ABS-other | US | $500K | – | 0.18 |
| HYATT HOTELS CORP SR UNSECURED 06/29 5.25 (HYATT HOTELS CORPORATION) | Long | Debt | US | $595K | – | 0.21 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25 | Long | Debt | US | $399K | – | 0.14 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 6.5 | Long | Debt | US | $627K | – | 0.22 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1 | Long | Debt | US | $445K | – | 0.16 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 5.95 | Long | Debt | US | $504K | – | 0.18 |
| IMPAC CMB TRUST IMM 2004 6 1A2 (IMPAC CMB TR 2004-6) | Long | ABS-mortgage backed security | US | $532K | – | 0.19 |
| ING GROEP NV SR UNSECURED 03/28 VAR | Long | Debt | NL | $772K | – | 0.27 |
| INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 (INTEGRIS BAPTIST MEDICAL CENTER) | Long | Debt | US | $1M | – | 0.42 |
| IPALCO ENTERPRISES INC SR SECURED 144A 04/34 5.75 | Long | Debt | US | $298K | – | 0.11 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $2K | – | 0.00 | |
| IRS AUD 4.50000 09/18/24-10Y LCH | Derivative-interest rate | AU | $4K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $3K | – | 0.00 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $3K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-55K | – | -0.02 | ||
| IRS MXN 9.43000 04/12/24-5Y* CME | Derivative-interest rate | MX | $-2K | – | -0.00 | |
| JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75 (JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $1M | – | 0.37 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 VAR (JPMORGAN CHASE BANK NA) | Long | Debt | US | $507K | – | 0.18 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-AON) | Long | ABS-mortgage backed security | US | $454K | – | 0.16 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $424K | – | 0.15 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A (J.P. MORGAN MORTGAGE TRUST 2022-LTV2) | Long | ABS-mortgage backed security | US | $678K | – | 0.24 |
| JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2024-VIS1) | Long | ABS-mortgage backed security | US | $491K | – | 0.17 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $101K | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.40 |
| JPMORGAN CHASE + CO SR UNSECURED 04/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $96K | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $502K | – | 0.18 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $509K | – | 0.18 |
| KENVUE INC COMPANY GUAR 03/25 5.5 | Long | Debt | US | $300K | – | 0.11 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $498K | – | 0.18 |
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 | Long | Debt | US | $285K | – | 0.10 |
| LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS (LANDMARK MORTGAGE SECURITIES NO 3 PLC) | Long | ABS-mortgage backed security | GB | $233K | – | 0.08 |
| LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 | Long | Debt | NL | $1M | – | 0.42 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 4 | Long | Debt | GB | $1M | – | 0.49 |
| LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 02/33 FIXED 4.145 (LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH) | Long | Debt | US | $767K | – | 0.27 |
| LUDGATE FUNDING PLC LGATE 2006 1X A2A REGS (LUDGATE FUNDING PLC 2006-1X) | Long | ABS-mortgage backed security | GB | $2M | – | 0.64 |
| MANSARD MORTGAGES PLC MANSD 2007 1X A2 REGS (MANSARD MORTGAGES PLC 2007-1X) | Long | ABS-mortgage backed security | GB | $514K | – | 0.18 |
| MARRIOTT INTERNATIONAL SR UNSECURED 10/28 5.55 (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $507K | – | 0.18 |
| MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 12/27 5.05 (MASSMUTUAL GLOBAL FUNDING II) | Long | Debt | US | $600K | – | 0.21 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $288K | – | 0.10 |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 01/27 4.8 (MERCEDES-BENZ FINANCE NORTH AMERICA LLC) | Long | Debt | US | $497K | – | 0.18 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M2 (MERRILL LYNCH MORTGAGE INVS 2005-WMC1) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| MEX BONOS DESARR FIX RT BONDS 03/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $417K | – | 0.15 |
| MEX BONOS DESARR FIX RT BONDS 09/26 7 (MEXICO GOVT) | Long | Debt | MX | $918K | – | 0.33 |
| MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT) | Long | Debt | MX | $36K | – | 0.01 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $398K | – | 0.14 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $320K | – | 0.11 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $464K | – | 0.16 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $185K | – | 0.07 |
| MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7 (MIDAMERICAN ENERGY COMPANY) | Long | Debt | US | $603K | – | 0.21 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 G A2 (MLCC MORTGAGE INVESTORS INC 2003-G) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $82K | – | 0.03 |
| MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625 (MONDELEZ INTERNATIONAL INC) | Long | Debt | US | $583K | – | 0.21 |
| MONONGAHELA POWER CO 1ST MORTGAGE 144A 05/27 3.55 (MONONGAHELA POWER COMPANY) | Long | Debt | US | $1M | – | 0.47 |
| MORGAN STANLEY BAML TRUST MSBAM 2015 C21 A3 (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21) | Long | ABS-mortgage backed security | US | $5M | – | 1.63 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $504K | – | 0.18 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB12 ASB (MORGAN STANLEY CAPITAL I TRUST 2016-UBS12) | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5 (MORGAN STANLEY DIRECT LENDING FUND) | Long | Debt | US | $867K | – | 0.31 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | Long | Debt | US | $498K | – | 0.18 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $904K | – | 0.32 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $303K | – | 0.11 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $203K | – | 0.07 |
| MORGAN STANLEY SR UNSECURED 07/29 VAR | Long | Debt | US | $503K | – | 0.18 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 04/27 5.35 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $300K | – | 0.11 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 12/28 5.45 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $503K | – | 0.18 |
| NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $510K | – | 0.18 |
| NATWEST GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $501K | – | 0.18 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $378K | – | 0.13 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $443K | – | 0.16 |
| NEW YORK LIFE GLOBAL FDG SECURED 144A 01/26 VAR (NEW YORK LIFE GLOBAL FUNDING) | Long | Debt | US | $501K | – | 0.18 |
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A (NEW YORK MORTGAGE TRUST 2024-CP1) | Long | ABS-mortgage backed security | US | $445K | – | 0.16 |
| NEW YORK ST URBAN DEV CORP REV NYSDEV 03/25 FIXED 1.115 (NEW YORK STATE URBAN DEVELOPMENT CORPORATION) | Long | Debt | US | $1M | – | 0.38 |
| NEWMARK GROUP INC SR UNSECURED 144A 01/29 7.5 | Long | Debt | US | $514K | – | 0.18 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $183K | – | 0.07 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $1M | – | 0.37 |
| NOMURA HOLDINGS INC SR UNSECURED 01/33 6.181 | Long | Debt | JP | $312K | – | 0.11 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172 | Long | Debt | JP | $88K | – | 0.03 |
| NORTHWESTERN MUTUAL GLBL SECURED 144A 06/28 4.9 (NORTHWESTERN MUTUAL GLOBAL FUNDING) | Long | Debt | US | $497K | – | 0.18 |
| NUVEEN LLC SR UNSECURED 144A 01/30 5.55 | Long | Debt | US | $503K | – | 0.18 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $957K | – | 0.34 |
| NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15 (NEW YORK ST ELECTRIC & GAS CORP) | Long | Debt | US | $723K | – | 0.26 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-12K | – | -0.00 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-13K | – | -0.00 | |
| OIS JPY MUTKCALM/0.202* 02/08/22-10Y LCH | Derivative-interest rate | JP | $21K | – | 0.01 | |
| OIS JPY MUTKCALM/0.22530 02/09/22-10Y LC | Derivative-interest rate | JP | $14K | – | 0.01 | |
| OIS JPY MUTKCALM/0.25340 02/10/22-10Y LC | Derivative-interest rate | JP | $9K | – | 0.00 | |
| OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH | Derivative-interest rate | JP | $39K | – | 0.01 | |
| OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/26 5.25 (OMEGA HEALTHCARE INVESTORS INC) | Long | Debt | US | $1M | – | 0.49 |
| ONE PARK MORTGAGE TRUST ONP 2021 PARK A 144A (ONE 2021-PARK MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $681K | – | 0.24 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A (OBX 2024-HYB2 TRUST) | Long | ABS-mortgage backed security | US | $453K | – | 0.16 |
| ONTARIO (PROVINCE OF) SR UNSECURED 11/29 1.55 (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $781K | – | 0.28 |
| ORACLE CORP SR UNSECURED 11/29 6.15 (ORACLE CORPORATION) | Long | Debt | US | $314K | – | 0.11 |
| PACIFICORP 1ST MORTGAGE 02/31 5.3 | Long | Debt | US | $897K | – | 0.32 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A (PAGAYA AI DEBT TRUST 2024-3) | Long | ABS-other | US | $562K | – | 0.20 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | Long | Debt | US | $92K | – | 0.03 |
| PHILIP MORRIS INTL INC SR UNSECURED 01/31 3.75 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $532K | – | 0.19 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $957K | – | 0.34 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $3M | – | 0.89 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RPL1) | Long | ABS-mortgage backed security | US | $918K | – | 0.33 |
| PROTECTIVE LIFE GLOBAL SECURED 144A 12/28 5.467 (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $506K | – | 0.18 |
| PROVINCE OF QUEBEC UNSECURED 01/26 6.35 | Long | Debt | CA | $608K | – | 0.22 |
| PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A (PRPM 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $483K | – | 0.17 |
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A (PRPM 2024-RCF2 LLC) | Long | ABS-mortgage backed security | US | $552K | – | 0.20 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $582K | – | 0.21 |
| RESLOC UK PLC RLOC 2007 1X A3A REGS (RESLOC UK PLC 2007-1X) | Long | ABS-mortgage backed security | GB | $3M | – | 1.01 |
| RETAIL OPPORTUNITY IN COMPANY GUAR 10/28 6.75 (RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP) | Long | Debt | US | $414K | – | 0.15 |
| RFR JPY MUT+5.89/0.2500 09/17/29-1Y* LCH | Derivative-interest rate | JP | $233K | – | 0.08 | |
| RFR JPY MUT+5.89/0.3500 03/17/21-30Y LCH | Derivative-interest rate | JP | $38K | – | 0.01 | |
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH | Derivative-interest rate | JP | $-717.55 | – | -0.00 | |
| RFR JPY MUT+5.89/0.5200 03/16/21-30Y LCH | Derivative-interest rate | JP | $23K | – | 0.01 | |
| RFR JPY MUT+5.89/0.5375 03/15/21-30Y LCH | Derivative-interest rate | JP | $102K | – | 0.04 | |
| RFR JPY MUT+5.89/0.557* 03/17/21-30Y LCH | Derivative-interest rate | JP | $78K | – | 0.03 | |
| RFR JPY MUT+5.89/0.570* 03/19/21-30Y LCH | Derivative-interest rate | JP | $28K | – | 0.01 | |
| RFR JPY MUT+5.89/0.5720 04/07/21-30Y LCH | Derivative-interest rate | JP | $16K | – | 0.01 | |
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH | Derivative-interest rate | JP | $35K | – | 0.01 | |
| RFR JPY MUT+5.89/1.0000 03/21/18-30Y LCH | Derivative-interest rate | JP | $57K | – | 0.02 | |
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH | Derivative-interest rate | JP | $30K | – | 0.01 | |
| RFR USD SOFR/1.75000 06/15/22-5Y CME | Derivative-interest rate | US | $-819K | – | -0.29 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $344K | – | 0.12 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $23K | – | 0.01 | |
| RFR USD SOFR/3.55016 03/01/24-7Y* LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.57226 03/01/24-7Y* LCH | Derivative-interest rate | US | $76K | – | 0.03 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.58526 03/01/24-7Y* LCH | Derivative-interest rate | US | $136K | – | 0.05 | |
| RFR USD SOFR/3.68691 03/01/24-9Y* LCH | Derivative-interest rate | US | $135K | – | 0.05 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $159K | – | 0.06 | |
| RFR USD SOFR/3.7091* 03/01/24-9Y* LCH | Derivative-interest rate | US | $44K | – | 0.02 | |
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH | Derivative-interest rate | US | $38K | – | 0.01 | |
| RFR USD SOFR/3.71780 03/01/24-9Y* LCH | Derivative-interest rate | US | $77K | – | 0.03 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH | Derivative-interest rate | US | $11K | – | 0.00 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $10K | – | 0.00 | |
| RFR USD SOFR/3.74463 03/01/24-9Y* LCH | Derivative-interest rate | US | $20K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/3.7525* 03/01/24-9Y* LCH | Derivative-interest rate | US | $17K | – | 0.01 | |
| RFR USD SOFR/3.75375 03/01/24-9Y* LCH | Derivative-interest rate | US | $19K | – | 0.01 | |
| RFR USD SOFR/3.7626* 03/01/24-9Y* LCH | Derivative-interest rate | US | $61K | – | 0.02 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $20K | – | 0.01 | |
| RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 | Long | Debt | US | $500K | – | 0.18 |
| RGA GLOBAL FUNDING SECURED 144A 05/29 5.448 | Long | Debt | US | $100K | – | 0.04 |
| RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $1M | – | 0.40 |
| RIPON MORTGAGES PLC RIPON 1RA C 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $2M | – | 0.58 |
| ROCHE HOLDINGS INC COMPANY GUAR 144A 03/29 4.79 | Long | Debt | US | $499K | – | 0.18 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $5K | – | 0.00 | |
| ROMANIA SR UNSECURED 144A 02/27 3 (ROMANIA GOVT) | Long | Debt | RO | $838K | – | 0.30 |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $497K | – | 0.18 |
| ROYAL BANK OF CANADA SR UNSECURED 01/28 4.9 | Long | Debt | CA | $298K | – | 0.11 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $383K | – | 0.14 |
| SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $408K | – | 0.14 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $492K | – | 0.17 |
| SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328 | Long | Debt | US | $809K | – | 0.29 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | Long | Debt | US | $1M | – | 0.39 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2A 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A) | Long | ABS-other | US | $270K | – | 0.10 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $435K | – | 0.15 |
| SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25 (SGSP AUSTRALIA ASSETS PTY LTD (AKA: SPI AUSTRALIA ASSETS PTY LTD)) | Long | Debt | AU | $1M | – | 0.51 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2016-C) | Long | ABS-other | US | $39K | – | 0.01 |
| SOCIETE GENERALE SR UNSECURED 144A 06/27 VAR | Long | Debt | FR | $1M | – | 0.39 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-930.74 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-879.14 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $365.88 | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $120K | – | 0.04 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $17K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $10K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $9K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $100.53 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $117K | – | 0.04 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $4K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $37K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $11K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $4K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $37K | – | 0.01 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $7K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-193.21 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $973.31 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $905.19 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $901.76 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $863.48 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $761.05 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $624.88 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $546.75 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $428.94 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $418.37 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $27.64 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $16.21 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4.05 | – | 0.00 | |
| SOLVAY FINANCE (AMERICA) COMPANY GUAR 144A 06/29 5.65 (SOLVAY FINANCE (AMERICA) LLC) | Long | Debt | US | $604K | – | 0.21 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $298K | – | 0.11 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $100K | – | 0.04 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/30 2.25 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.42 |
| SOUTHERN CO SR UNSECURED 04/30 3.7 | Long | Debt | US | $922K | – | 0.33 |
| SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1 (SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A) | Long | Debt | US | $1M | – | 0.48 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR | Long | Debt | GB | $103K | – | 0.04 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR | Long | Debt | GB | $789K | – | 0.28 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS) | Long | ABS-mortgage backed security | US | $265K | – | 0.09 |
| STIFEL FINANCIAL CORP SR UNSECURED 05/30 4 | Long | Debt | US | $1M | – | 0.43 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 9A (STRUCTURED ARM LOAN TRUST 2004-12) | Long | ABS-mortgage backed security | US | $594K | – | 0.21 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/28 1.902 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $789K | – | 0.28 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 01/29 5.5 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $700K | – | 0.25 |
| T MOBILE US TRUST TMUST 2024 1A A 144A (T-MOBILE US TRUST 2024-1A) | Long | ABS-other | US | $499K | – | 0.18 |
| T MOBILE USA INC COMPANY GUAR 02/28 2.05 (T-MOBILE USA INC) | Long | Debt | US | $90K | – | 0.03 |
| T MOBILE USA INC COMPANY GUAR 07/28 4.8 (T-MOBILE USA INC) | Long | Debt | US | $296K | – | 0.11 |
| T-MOBILE USA INC SNR S* ICE | Derivative-credit | US | $68K | – | 0.02 | |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $598K | – | 0.21 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $401K | – | 0.14 |
| THAMES WATER UTIL FIN SR SECURED 02/32 6.5 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $335K | – | 0.12 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $857K | – | 0.30 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $633K | – | 0.22 |
| TOWD POINT MORTGAGE TRUST TPMT 2016 1 B2 144A (TOWD POINT MORTGAGE TRUST 2016-1) | Long | ABS-mortgage backed security | US | $475K | – | 0.17 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.38 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.57 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $824K | – | 0.29 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $588K | – | 0.21 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $499K | – | 0.18 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $207K | – | 0.07 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $189K | – | 0.07 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $298K | – | 0.11 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.47 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $576K | – | 0.20 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.90 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.06 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.62 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.73 |
| UBS AG STAMFORD CT SR UNSECURED 02/28 7.5 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $321K | – | 0.11 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $699K | – | 0.25 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $280K | – | 0.10 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $308K | – | 0.11 |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | Long | Debt | CH | $514K | – | 0.18 |
| UBS GROUP AG SR UNSECURED REGS 09/29 0.65 | Long | Debt | CH | $1M | – | 0.39 |
| UNITED AIR 2015 1 AA PTT PASS THRU CE 06/29 3.45 (UNITED AIRLINES 2015-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $173K | – | 0.06 |
| 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 | $841K | – | 0.30 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $1M | – | 0.39 |
| UNITED KINGDOM GILT BONDS REGS 10/53 3.75 (UNITED KINGDOM GOVT) | Long | Debt | GB | $649K | – | 0.23 |
| UNITED MEXICAN STATES SR UNSECURED 05/36 6 (MEXICO GOVT) | Long | Debt | MX | $195K | – | 0.07 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A3 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV3) | Long | ABS-mortgage backed security | US | $795K | – | 0.28 |
| UNITEDHEALTH GROUP INC SR UNSECURED 01/29 4.25 (UNITEDHEALTH GROUP INCORPORATED) | Long | Debt | US | $779K | – | 0.28 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $113K | – | 0.04 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $64K | – | 0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $18K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $53K | – | 0.02 | |
| US TREASURY N/B 02/43 3.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.56 |
| US TREASURY N/B 02/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $904K | – | 0.32 |
| US TREASURY N/B 02/45 2.5 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.47 |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.86 |
| US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT) | Long | Debt | US | $812K | – | 0.29 |
| US TREASURY N/B 08/42 2.75 (UNITED STATES GOVT) | Long | Debt | US | $308K | – | 0.11 |
| US TREASURY N/B 08/42 3.375 (UNITED STATES GOVT) | Long | Debt | US | $84K | – | 0.03 |
| US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT) | Long | Debt | US | $97K | – | 0.03 |
| US TREASURY N/B 08/44 3.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.34 |
| US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 2.22 |
| US TREASURY N/B 11/43 3.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.79 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $1K | – | 0.00 | |
| VERIZON COMMUNICATIONS SR UNSECURED 09/41 2.85 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $631K | – | 0.22 |
| VERIZON MASTER TRUST VZMT 2024 1 A1A (VERIZON MASTER TRUST 2024-1) | Long | ABS-other | US | $1M | – | 0.50 |
| VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A (VERUS SECURITIZATION TRUST 2023-2) | Long | ABS-mortgage backed security | US | $384K | – | 0.14 |
| VIRGINIA POWER FUEL SEC SR SECURED 05/29 5.088 (VIRGINIA POWER FUEL SECURITIZATION LLC) | Long | Debt | US | $498K | – | 0.18 |
| VMWARE LLC SR UNSECURED 08/28 1.8 | Long | Debt | US | $876K | – | 0.31 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $595K | – | 0.21 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1 (WASHINGTON MUTUAL 2005-AR13) | Long | ABS-mortgage backed security | US | $1M | – | 0.41 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 1A1A (WASHINGTON MUTUAL 2005-AR8) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755 | Long | Debt | US | $855K | – | 0.30 |
| WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $763K | – | 0.27 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $461K | – | 0.16 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $519K | – | 0.18 |
| WELLS FARGO BANK NA SR UNSECURED 12/26 VAR | Long | Debt | US | $506K | – | 0.18 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2004 2 A33 (WELLS FARGO HOME EQUITY ABS SER 2004-2) | Long | ABS-mortgage backed security | US | $674K | – | 0.24 |
| ZIMMER BIOMET HOLDINGS SR UNSECURED 12/28 5.35 (ZIMMER BIOMET HOLDINGS INC) | Long | Debt | US | $503K | – | 0.18 |
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.