PIMCOFUNDS > PIMCO Funds
PIMCO Credit Opportunities Bond Fund
$323.01M
Avg Monthly Net Assets
$523.33M
Total Assets
$155.24M
Total Liabilities
$368.08M
Net Assets
PIMCO Credit Opportunities Bond 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 $323.01M.
On August 28th, 2024 it reported 667 holdings, the largest
being UNITED STATES GOVT (7.6%), UMBS PASS THRU POOLS (7.1%) and UMBS PASS THRU POOLS (4.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000103224 | PZCRX | |
| Class C | C000103225 | PCCRX | |
| Class I-2 | C000103221 | PPCRX | |
| Institutional | C000103220 | PCARX |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6 (RESTAURANT BRANDS (1011778 BC ULC)) | Long | Loan | CA | $2M | – | 0.66 |
| 31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL | Derivative-interest rate | US | $-54.16 | – | -0.00 | |
| 31750OBM5 OTC ECAL FN 5.0 JUL24 97.71875 CALL | Derivative-interest rate | US | $-49.39 | – | -0.00 | |
| 31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL | Derivative-interest rate | US | $-258.02 | – | -0.00 | |
| 31750OJW5 OTC ECAL FN 5.0 AUG24 98.59375 CALL | Derivative-interest rate | US | $-258.84 | – | -0.00 | |
| 31750OK60 OTC EPUT FN 5.0 AUG24 95.59375 PUT | Derivative-interest rate | US | $-695.24 | – | -0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-14.76 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-388.41 | – | -0.00 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $3K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $3K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-340.98 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-940.02 | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $4K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $9K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.03 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.05 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-8.77 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-247.41 | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $4K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-789.55 | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-129.5 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-80.28 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-107.31 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-192.32 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-95.04 | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $4K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-123.83 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-113.49 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-237.02 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-231.28 | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-147.57 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $6K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-940.85 | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-108.47 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-153.72 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-569.32 | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-299.74 | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-135.75 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-802.57 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-176.13 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-269.58 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-98.59 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-352.58 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-280.11 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-280.12 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-611.9 | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 | Derivative-interest rate | US | $3K | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-186.22 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-846.48 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-685.86 | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-564.69 | – | -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 | $-354.7 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-861 | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-317.28 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-316.57 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-933.93 | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-995.72 | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-573.74 | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-813.39 | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-587.67 | – | -0.00 | |
| ABC SUPPLY CO INC SR SECURED 144A 01/28 4 (ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC)) | Long | Debt | US | $2M | – | 0.46 |
| ACE SECURITIES CORP. ACE 2006 SD2 M1 (ACE SECURITIES CORP 2006-SD2) | Long | ABS-mortgage backed security | US | $390K | – | 0.11 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $3M | – | 0.84 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $3M | – | 0.76 |
| AI AQUA MERGER SUB, INC 2023 INCREMENTAL TERM LOAN (AI AQUA MERGER SUB INC) | Long | Loan | US | $2M | – | 0.46 |
| AIRCASTLE LTD SR UNSECURED 144A 07/28 6.5 (AIRCASTLE LIMITED) | Long | Debt | BM | $2M | – | 0.61 |
| AKELIUS RESIDENTIAL PROP COMPANY GUAR REGS 01/29 1.125 (AKELIUS RESIDENTIAL PROPERTY FINANCING BV) | Long | Debt | NL | $833K | – | 0.23 |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $784K | – | 0.21 |
| ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR (ALGONQUIN POWER & UTILITIES CORP) | Long | Debt | CA | $398K | – | 0.11 |
| ALLEGRO CLO LTD ALLEG 2019 1A AR 144A (ALLEGRO CLO X LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.27 |
| ALLSTATE CORP SUBORDINATED 08/53 VAR | Long | Debt | US | $300K | – | 0.08 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $103K | – | 0.03 |
| ALLY FINANCIAL INC SR UNSECURED 06/27 4.75 | Long | Debt | US | $2M | – | 0.45 |
| ALTICE FRANCE SA SR SECURED 144A 07/29 5.125 | Long | Debt | FR | $699K | – | 0.19 |
| AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575 (AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $61K | – | 0.02 |
| 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 | $182K | – | 0.05 |
| AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7 (AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $97K | – | 0.03 |
| 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 | – | 0.04 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $328K | – | 0.09 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2005 4 5A (AMERICAN HOME MTGE INV TRUST 2005-4) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $1M | – | 0.32 |
| AMERICAN TOWER CORP SR UNSECURED 01/51 2.95 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.64 |
| AMERICAN TOWER CORP SR UNSECURED 03/27 3.65 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $96K | – | 0.03 |
| AMERICAN TOWER CORP SR UNSECURED 04/31 2.7 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $1M | – | 0.32 |
| AMERICAN TOWER CORP SR UNSECURED 11/28 5.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $612K | – | 0.17 |
| ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75 (ANTARES HOLDINGS LP) | Long | Debt | US | $229K | – | 0.06 |
| APPLIED SYSTEMS INC 2024 1ST LIEN TERM LOAN | Long | Loan | US | $706K | – | 0.19 |
| AREIT CRE TRUST AREIT 2023 CRE8 A 144A (AREIT TRUST 2023-CRE8) | Long | ABS-mortgage backed security | BM | $495K | – | 0.13 |
| ARES CAPITAL CORP SR UNSECURED 01/27 7 (ARES CAPITAL CORPORATION) | Long | Debt | US | $305K | – | 0.08 |
| ARES CAPITAL CORP SR UNSECURED 07/29 5.95 (ARES CAPITAL CORPORATION) | Long | Debt | US | $688K | – | 0.19 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/27 4.375 | Long | Debt | US | $2M | – | 0.60 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 10/33 5.95 | Long | Debt | US | $201K | – | 0.05 |
| ASPLUNDH TREE EXPERT LLC 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $700K | – | 0.19 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1 (ASSET BACKED FUNDING CERT 2004-FF1) | Long | ABS-mortgage backed security | US | $403K | – | 0.11 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B (ASSET BACKED FUNDING CERT 2007-WMC1) | Long | ABS-mortgage backed security | US | $218K | – | 0.06 |
| ASSURED GUARANTY US HLDG COMPANY GUAR 09/28 6.125 (ASSURED GUARANTY US HOLDINGS INC) | Long | Debt | US | $206K | – | 0.06 |
| ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10 (ASTON MARTIN CAPITAL HOLDINGS LIMITED) | Long | Debt | JE | $296K | – | 0.08 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $6K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $1K | – | 0.00 | |
| ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583 | Long | Debt | US | $402K | – | 0.11 |
| AUSTRALIAN GOVERNMENT BONDS REGS 11/31 1 (AUSTRALIA GOVT) | Long | Debt | AU | $479K | – | 0.13 |
| AVANGRID INC SR UNSECURED 12/24 3.15 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $456K | – | 0.12 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $92K | – | 0.03 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $2M | – | 0.51 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $2M | – | 0.64 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 2A1 (BANC OF AMERICA FUNDING CORP 2007-8) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 8A1 (BANC OF AMERICA FUNDING CORP 2007-E) | Long | ABS-mortgage backed security | US | $231K | – | 0.06 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 3A1 (BANK OF AMERICA MTG SEC 2005-I) | Long | ABS-mortgage backed security | US | $254K | – | 0.07 |
| BANK OF AMERICA CORP SR UNSECURED 01/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.58 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $758K | – | 0.21 |
| BANK OF AMERICA CORP SR UNSECURED 09/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.61 |
| BARCLAYS PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $1M | – | 0.35 |
| BAUSCH + LOMB CORPORATION 2023 INCREMENTAL TERM LOAN | Long | Loan | CA | $2M | – | 0.46 |
| BCAP LLC TRUST BCAP 2007 AA3 2A1A (BCAP LLC TRUST 2007-AA3) | Long | ABS-mortgage backed security | US | $96K | – | 0.03 |
| BCAP LLC TRUST BCAP 2009 RR13 15A2 144A (BCAP LLC TRUST 2009-RR13) | Long | ABS-mortgage backed security | US | $111K | – | 0.03 |
| BCPE EMPIRE HOLDINGS INC 2024 TERM LOAN (IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC)) | Long | Loan | US | $2M | – | 0.57 |
| BDO USA PC TERM LOAN (BDO USA PC (AKA: BDO USA PA)) | Long | Loan | US | $1M | – | 0.35 |
| BEAR STEARNS ALT A TRUST BALTA 2007 2 2A1 (BEAR STEARNS ALT-A TRUST 2007-2) | Long | ABS-mortgage backed security | US | $194K | – | 0.05 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 FR1 M3 (BEAR STEARNS ABS INC 2004-FR1) | Long | ABS-mortgage backed security | US | $93K | – | 0.03 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC9 A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-AC9) | Long | ABS-mortgage backed security | US | $114K | – | 0.03 |
| BECTON DICKINSON + CO COMPANY GUAR 06/32 3.828 (BECTON DICKINSON AND COMPANY) | Long | Debt | US | $215K | – | 0.06 |
| BGC GROUP INC SR UNSECURED 12/25 4.375 | Long | Debt | US | $97K | – | 0.03 |
| BGC GROUP INC SR UNSECURED 144A 06/29 6.6 | Long | Debt | US | $100K | – | 0.03 |
| BLACK HILLS CORP SR UNSECURED 08/24 1.037 (BLACK HILLS CORPORATION) | Long | Debt | US | $99K | – | 0.03 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 03/31 1.6 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $1M | – | 0.34 |
| BLOCK INC SR UNSECURED 06/31 3.5 | Long | Debt | US | $2M | – | 0.42 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 06/31 3.125 | Long | Debt | US | $2M | – | 0.48 |
| BNP PARIBAS BNP PARIBAS | Long | Debt | FR | $708K | – | 0.19 |
| BOEING CO SR UNSECURED 05/40 5.705 (BOEING CO/THE) | Long | Debt | US | $738K | – | 0.20 |
| BOEING CO SR UNSECURED 05/50 5.805 (BOEING CO/THE) | Long | Debt | US | $451K | – | 0.12 |
| BOEING CO SR UNSECURED 05/60 5.93 (BOEING CO/THE) | Long | Debt | US | $447K | – | 0.12 |
| BOEING CO SR UNSECURED 08/59 3.95 (BOEING CO/THE) | Long | Debt | US | $1M | – | 0.41 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $6M | – | 1.65 |
| BOMBARDIER INC SR UNSECURED 144A 07/31 7.25 | Long | Debt | CA | $1M | – | 0.38 |
| BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5 (WORLDPAY (BOOST NEWCO BORROWER LLC)) | Long | Debt | US | $313K | – | 0.09 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 08/33 5.95 | Long | Debt | US | $103K | – | 0.03 |
| BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875 | Long | Debt | US | $754K | – | 0.20 |
| BOSTON SCIENTIFIC CORP SR UNSECURED 03/49 4.7 (BOSTON SCIENTIFIC CORPORATION) | Long | Debt | US | $802K | – | 0.22 |
| BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65 (BOSTON SCIENTIFIC CORPORATION) | Long | Debt | US | $3M | – | 0.87 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $618.58 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-17K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-17K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-17K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-22K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-24K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-55K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-19K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $615.26 | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-17K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BOUGHT HKD SOLD USD 20240719 | Derivative-foreign exchange | HK | $-34.69 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-7K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $354.48 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $152.01 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $139.66 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $76.81 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $59.94 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $25.27 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $11.81 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-54.08 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-79.12 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-125.37 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $8.44 | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $5K | – | 0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-77.19 | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $12K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $497.34 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $333.07 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $431.32 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $520.45 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240809 | Derivative-foreign exchange | TR | $584.1 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $177.14 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $740.05 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $254K | – | 0.07 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 11/27 3.95 (BRANDYWINE OPERATING PARTNERSHIP LP) | Long | Debt | US | $703K | – | 0.19 |
| BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3 (BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $146K | – | 0.04 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $398K | – | 0.11 |
| BROADCOM INC 2023 TERM LOAN A3 | Long | Loan | US | $398K | – | 0.11 |
| BX TRUST BX 2022 LP2 A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-LP2) | Long | ABS-mortgage backed security | US | $391K | – | 0.11 |
| CAB SR SECURED REGS 02/28 3.375 (BIOGROUP (CAB SELAS)) | Long | Debt | FR | $1M | – | 0.34 |
| CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1 | Long | Loan | US | $501K | – | 0.14 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $206K | – | 0.06 |
| CARNIVAL CORP SR SECURED 144A 08/28 4 (CARNIVAL CORPORATION) | Long | Debt | PA | $4M | – | 0.97 |
| CEDAR FAIR, L.P. 2024 TERM LOAN B (CEDAR FAIR LP) | Long | Loan | US | $1M | – | 0.35 |
| CENTENE CORP SR UNSECURED 07/28 2.45 (CENTENE CORPORATION) | Long | Debt | US | $2M | – | 0.51 |
| CERBA HEALTHCARE SACA SR SECURED REGS 05/28 3.5 (CERBA HEALTHCARE (CHROME BIDCO)) | Long | Debt | FR | $710K | – | 0.19 |
| CGI INC SR UNSECURED 09/26 1.45 | Long | Debt | CA | $92K | – | 0.02 |
| CHARLES SCHWAB CORP SR UNSECURED 11/29 VAR (CHARLES SCHWAB CORP/THE) | Long | Debt | US | $624K | – | 0.17 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $703K | – | 0.19 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $178K | – | 0.05 |
| CHARTER COMM OPT LLC/CAP SR SECURED 11/26 6.15 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $101K | – | 0.03 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 2A3 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.53 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 10/29 4.5 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.47 |
| CHENIERE ENERGY PARTNERS COMPANY GUAR 144A 08/34 5.75 (CHENIERE ENERGY PARTNERS LP) | Long | Debt | US | $2M | – | 0.41 |
| CHOICE HOTELS INTL INC SR UNSECURED 01/31 3.7 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $485K | – | 0.13 |
| CHOICE HOTELS INTL INC SR UNSECURED 12/29 3.7 (CHOICE HOTELS INTERNATIONAL INC) | Long | Debt | US | $2M | – | 0.61 |
| CHROMALLOY CORPORATION 2024 TERM LOAN B | Long | Loan | US | $402K | – | 0.11 |
| CIM TRUST CIM 2023 R4 A1 144A (CIM TRUST 2023-R4) | Long | ABS-mortgage backed security | US | $684K | – | 0.19 |
| CINEWORLD WARRANTS WTS CALL EXP 23NOV25 | Derivative-equity | GB | $0 | – | – | |
| CITIBANK NA SR UNSECURED 04/34 5.57 | Long | Debt | US | $254K | – | 0.07 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 2 1A1 (CITIGROUP MTGE LOAN TRUST INC 2007-2) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $470K | – | 0.13 |
| CITYCON TREASURY BV COMPANY GUAR REGS 09/26 1.25 | Long | Debt | NL | $688K | – | 0.19 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 03/28 4.75 (CLEARWAY ENERGY OPERATING LLC) | Long | Debt | US | $837K | – | 0.23 |
| CLOUD SOFTWARE GROUP INC 2024 TERM LOAN B | Long | Loan | US | $2M | – | 0.46 |
| CMS ENERGY CORP SR UNSECURED 02/27 2.95 (CMS ENERGY CORPORATION) | Long | Debt | US | $94K | – | 0.03 |
| CNT HOLDINGS I CORP 2020 TERM LOAN (1-800 CONTACT (CNT HOLDINGS I CORP)) | Long | Loan | US | $799K | – | 0.22 |
| CONCENTRA HEALTH SERVICES INC TERM LOAN B | Long | Loan | US | $402K | – | 0.11 |
| CONOCOPHILLIPS SNR S* ICE | Derivative-credit | US | $-1K | – | -0.00 | |
| CONSTELLATION BRANDS INC SR UNSECURED 08/31 2.25 | Long | Debt | US | $1M | – | 0.40 |
| CONSTELLATION EN GEN LLC SR UNSECURED 01/34 6.125 (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $2M | – | 0.51 |
| CONSTELLATION OIL B SHS EQUITY EQTYMR935 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Equity-common | US | $98K | 905K | 0.03 |
| CONSTELLATION OIL D SHS WARRNT WARRYU9O1 | Derivative-equity | US | $0 | – | – | |
| CONSTELLATION OIL SA SR SECURED 12/26 3 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $671K | – | 0.18 |
| CONSTELLATION OIL SA SR SECURED 144A 06/25 13.5 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $263K | – | 0.07 |
| CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75 (CONTINENTAL RESOURCES INC) | Long | Debt | US | $738K | – | 0.20 |
| COTIVITI CORPORATION 2024 TERM LOAN (COTIVITI INC) | Long | Loan | US | $896K | – | 0.24 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 19CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-19CB) | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-25T1) | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A10 (COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 4A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A12 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J2) | Long | ABS-mortgage backed security | US | $175K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $117K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $200K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $65K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A21 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1) | Long | ABS-mortgage backed security | US | $263K | – | 0.07 |
| COUNTRYWIDE HOME LOANS CWHL 2004 18 A1 (COUNTRYWIDE HOME LOANS 2004-18) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 9 A13 (COUNTRYWIDE HOME LOANS 2007-9) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY5 2A1 (COUNTRYWIDE HOME LOANS 2007-HY5) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 08/27 3.5 | Long | Debt | US | $756K | – | 0.21 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A3 (CREDIT SUISSE MRTG CAPITAL CERT 2006-6) | Long | ABS-mortgage backed security | US | $195K | – | 0.05 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A8 (CREDIT SUISSE MRTG CAPITAL CERT 2006-6) | Long | ABS-mortgage backed security | US | $77K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2012 11R 2A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-11R) | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 A1 144A (CSMC 2021-RPL2 TRUST) | Long | ABS-mortgage backed security | US | $580K | – | 0.16 |
| CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3 | Long | Debt | US | $2M | – | 0.45 |
| CROWN CASTLE INC SR UNSECURED 06/29 5.6 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $3M | – | 0.74 |
| CROWN SUBSEA COMMUNICATIONS 2024 TERM LOAN B (SUBCOM (CROWN SUBSEA COMMUNICATIONS HOLDING INC)) | Long | Loan | US | $602K | – | 0.16 |
| DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55 | Long | Debt | US | $598K | – | 0.16 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A (DBGS 2021-W52 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $970K | – | 0.26 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 2A1 (DEUTSCHE ALT-A SECURITIES LN TR 2007-1) | Long | ABS-mortgage backed security | US | $128K | – | 0.03 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA1 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA1) | Long | ABS-mortgage backed security | US | $934K | – | 0.25 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $2M | – | 0.65 |
| DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875 (DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC) | Long | Debt | US | $1M | – | 0.31 |
| DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875 | Long | Debt | US | $490K | – | 0.13 |
| DTE ENERGY CO SR UNSECURED 10/24 2.529 (DTE ENERGY COMPANY) | Long | Debt | US | $146K | – | 0.04 |
| EDISON INTERNATIONAL SR UNSECURED 11/29 6.95 | Long | Debt | US | $106K | – | 0.03 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $602K | – | 0.16 |
| ENCORE CAPITAL GROUP INC SR SECURED 144A 05/30 8.5 | Long | Debt | US | $1M | – | 0.36 |
| ENERGY TRANSFER LP COMPANY GUAR 05/44 5 | Long | Debt | US | $950K | – | 0.26 |
| ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5 | Long | Debt | US | $512K | – | 0.14 |
| EP INFRASTRUCTURE AS SR UNSECURED REGS 03/31 1.816 | Long | Debt | CZ | $952K | – | 0.26 |
| EP INFRASTRUCTURE AS SR UNSECURED REGS 07/26 1.698 | Long | Debt | CZ | $793K | – | 0.22 |
| EP INFRASTRUCTURE AS SR UNSECURED REGS 10/28 2.045 | Long | Debt | CZ | $752K | – | 0.20 |
| EPR PROPERTIES COMPANY GUAR 04/28 4.95 | Long | Debt | US | $192K | – | 0.05 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | Long | Debt | US | $144K | – | 0.04 |
| EPR PROPERTIES SR UNSECURED 11/31 3.6 | Long | Debt | US | $1M | – | 0.27 |
| EQT CORP SR UNSECURED 01/29 5 (EQT CORPORATION) | Long | Debt | US | $884K | – | 0.24 |
| ESERCIZI AEROPORTUALI SR UNSECURED REGS 10/25 3.5 (SOCIETA PER AZIONI ESERCIZI AEROPORTUALI SEA) | Long | Debt | IT | $850K | – | 0.23 |
| ESSENT GROUP LTD SR UNSECURED 07/29 6.25 | Long | Debt | BM | $100K | – | 0.03 |
| EVERSOURCE ENERGY SR UNSECURED 07/34 5.95 | Long | Debt | US | $2M | – | 0.49 |
| EXELON CORP SR UNSECURED 03/34 5.45 (EXELON CORPORATION) | Long | Debt | US | $2M | – | 0.49 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 12/33 6 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $51K | – | 0.01 |
| FED HM LN PC POOL QE1435 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $157K | – | 0.04 |
| FED HM LN PC POOL QE7028 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $649K | – | 0.18 |
| FED HM LN PC POOL RA7673 FR 07/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.12 |
| FED HM LN PC POOL RA8521 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $652K | – | 0.18 |
| FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $891K | – | 0.24 |
| FED HM LN PC POOL SD3587 FR 08/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $370K | – | 0.10 |
| FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 1.63 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $934K | – | 0.25 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 3A1 (FIRST HORIZON ALT MTG SEC 2005-AA6) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA2 1A5 (FIRST HORIZON ALT MTG SEC 2006-FA2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FIRSTENERGY CORP SR UNSECURED 09/30 2.25 | Long | Debt | US | $1M | – | 0.39 |
| FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/26 5.15 (FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY) | Long | Debt | US | $99K | – | 0.03 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $498K | – | 0.14 |
| FLEET MIDCO I LIMITED 2024 TERM LOAN B (ARGUS MEDIA (FLEET MIDCO I LIMITED)) | Long | Loan | GB | $906K | – | 0.25 |
| FNMA POOL CB4130 FN 07/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $917K | – | 0.25 |
| FNMA POOL CB4313 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $918K | – | 0.25 |
| FNMA POOL CB4820 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $920K | – | 0.25 |
| FNMA POOL FS2619 FN 08/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $469K | – | 0.13 |
| FNMA POOL FS3425 FN 09/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $918K | – | 0.25 |
| FNMA POOL FS3519 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $889K | – | 0.24 |
| FNMA POOL FS6048 FN 02/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $272K | – | 0.07 |
| FNMA POOL MA4840 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $912K | – | 0.25 |
| FNMA POOL MA4867 FN 01/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $917K | – | 0.25 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $676K | – | 0.18 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 2.25 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 3.98 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 7.08 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.48 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $250K | – | 0.07 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.27 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $775K | – | 0.21 |
| FRANKLIN SQUARE HOLDINGS LP 2024 TERM LOAN B | Long | Loan | US | $501K | – | 0.14 |
| FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A (FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1) | Long | ABS-mortgage backed security | US | $220K | – | 0.06 |
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 02/29 9.25 (FREEDOM MORTGAGE HOLDINGS LLC) | Long | Debt | US | $300K | – | 0.08 |
| GARDA WORLD SECURITY SR UNSECURED 144A 06/29 6 (GARDA WORLD SECURITY CORPORATION) | Long | Debt | CA | $822K | – | 0.22 |
| GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95 (GAZPROM PJSC VIA GAZ FINANCE PLC) | Long | Debt | GB | $810K | – | 0.22 |
| GENERAL MOTORS CO SR UNSECURED 10/27 6.8 (GENERAL MOTORS COMPANY) | Short | Debt | US | $-2M | – | -0.45 |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $2M | – | 0.46 |
| GFL ENVIRONMENTAL INC 2024 TERM LOAN B | Long | Loan | CA | $802K | – | 0.22 |
| GGAM FINANCE LTD COMPANY GUAR 144A 02/27 8 | Long | Debt | KY | $724K | – | 0.20 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 05/28 5.4 | Long | Debt | US | $2M | – | 0.43 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125 (GLOBAL ATLANTIC (FIN) COMPANY) | Long | Debt | US | $745K | – | 0.20 |
| GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2 | Long | Debt | US | $93K | – | 0.03 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/32 5.4 | Long | Debt | US | $392K | – | 0.11 |
| GLOBAL PAYMENTS INC SR UNSECURED 08/52 5.95 | Long | Debt | US | $2M | – | 0.45 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $2M | – | 0.50 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $359K | – | 0.10 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 12/33 6.75 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $421K | – | 0.11 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $806K | – | 0.22 |
| GRAINGER PLC SR SECURED REGS 07/30 3 (GRAINGER PLC (AKA: GRAINGER TRUST PLC)) | Long | Debt | GB | $644K | – | 0.17 |
| GSAMP TRUST GSAMP 2007 FM1 A2B (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $192K | – | 0.05 |
| GSAMP TRUST GSAMP 2007 NC1 A2D (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $167K | – | 0.05 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $1M | – | 0.33 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $1M | – | 0.28 |
| HCA INC COMPANY GUAR 09/30 3.5 | Long | Debt | US | $2M | – | 0.66 |
| HIGHWOODS REALTY LP SR UNSECURED 04/29 4.2 | Long | Debt | US | $1M | – | 0.32 |
| HILTON DOMESTIC OPERATING CO. 2023 TERM LOAN B4 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Loan | US | $1M | – | 0.33 |
| HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $3M | – | 0.79 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $179K | – | 0.05 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $920K | – | 0.25 |
| HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/28 8.875 (HOWARD MIDSTREAM ENERGY PARTNERS LLC) | Long | Debt | US | $953K | – | 0.26 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $774K | – | 0.21 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $202K | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR | Long | Debt | GB | $693K | – | 0.19 |
| HSI ASSET SECURITIZATION CORPO HASC 2005 I1 2A4 (HSI ASSET SECURI CORP TRUS 2005-I1) | Long | ABS-mortgage backed security | US | $586K | – | 0.16 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $85K | – | 0.02 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $77K | – | 0.02 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $754K | – | 0.20 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5 | Long | Debt | US | $300K | – | 0.08 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $301K | – | 0.08 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $200K | – | 0.05 |
| INDYMAC IMJA MORTGAGE LOAN TRU IMJA 2007 A3 A1 (INDYMAC IMJA MORTGAGE LN TR 2007-A3) | Long | ABS-mortgage backed security | US | $110K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR23) | Long | ABS-mortgage backed security | US | $214K | – | 0.06 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 3A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR5) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3 (INDYMAC INDX MTGE LOAN TRUST 2007-FLX1) | Long | ABS-mortgage backed security | US | $131K | – | 0.04 |
| INTELSAT EMERGENCE SA COMMON STOCK (INTELSAT SA) | Long | Equity-common | LU | $35K | 937 | 0.01 |
| INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 (INTELSAT JACKSON HOLDINGS SA) | Long | Debt | LU | $65K | – | 0.02 |
| INTESA SANPAOLO SPA 144A 11/33 7.2 | Long | Debt | IT | $1M | – | 0.38 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 06/33 6.625 | Long | Debt | IT | $2M | – | 0.48 |
| INTESA SANPAOLO SPA SUBORDINATED 144A 06/42 VAR | Long | Debt | IT | $449K | – | 0.12 |
| INVITATION HOMES OP COMPANY GUAR 08/33 5.5 (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $2M | – | 0.62 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $6K | – | 0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $7K | – | 0.00 | |
| IRS EUR 0.00000 03/17/23-30Y LCH | Derivative-interest rate | $726K | – | 0.20 | ||
| 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 | $-11K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| JDE PEET S NV COMPANY GUAR 144A 09/31 2.25 (JDE PEETS NV) | Long | Debt | NL | $121K | – | 0.03 |
| JOHN LEWIS PLC SR UNSECURED REGS 12/34 4.25 | Long | Debt | GB | $681K | – | 0.19 |
| JOHNSON CONTROLS INTERNATIONA SNR S* ICE | Derivative-credit | US | $-20K | – | -0.01 | |
| JPM CHASE REVERSE REPO EUR ZCP | Short | Repurchase agreement | LU | $-390K | – | -0.11 |
| JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $6M | – | 1.56 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $401.8 | – | 0.00 | |
| JT INTL FIN SERVICES BV COMPANY GUAR REGS 09/28 3.875 (JT INTERNATIONAL FINANCIAL SERVICES BV) | Long | Debt | NL | $765K | – | 0.21 |
| KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25 (KENNEDY WILSON EUROPE REAL ESTATE LIMITED) | Long | Debt | JE | $510K | – | 0.14 |
| KILROY REALTY LP COMPANY GUAR 02/30 3.05 | Long | Debt | US | $928K | – | 0.25 |
| KILROY REALTY LP COMPANY GUAR 12/28 4.75 | Long | Debt | US | $189K | – | 0.05 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 | Long | Debt | US | $1M | – | 0.38 |
| LAZARD GROUP LLC SR UNSECURED 03/31 6 | Long | Debt | US | $101K | – | 0.03 |
| LEHMAN XS TRUST LXS 2007 3 4AA1 (LEHMAN XS TRUST 2007-3) | Long | ABS-mortgage backed security | US | $566K | – | 0.15 |
| LEIDOS INC COMPANY GUAR 02/31 2.3 | Long | Debt | US | $3M | – | 0.85 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $3M | – | 0.82 |
| LIFEPOINT HEALTH INC 2024 TERM LOAN B | Long | Loan | US | $2M | – | 0.46 |
| LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75 (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $2M | – | 0.53 |
| LIVE NATION ENTERTAINMEN SR SECURED 144A 05/27 6.5 (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $805K | – | 0.22 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR | Long | Debt | GB | $4M | – | 0.97 |
| LUX 2023 LION LUX 2023 LION A 144A (LUX 2023-LION) | Long | ABS-mortgage backed security | US | $504K | – | 0.14 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $588K | – | 0.16 |
| MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75 | Long | Debt | US | $72K | – | 0.02 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 15 7A1 (MASTR ADJUSTABLE RATE MTGES TRU 2004-15) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A3 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $180K | – | 0.05 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4 (MASTR ASSET BACKED SEC TR 2006-NC2) | Long | ABS-mortgage backed security | US | $407K | – | 0.11 |
| MATTEL INC COMPANY GUAR 144A 04/26 3.375 | Long | Debt | US | $2M | – | 0.65 |
| MAUSER PACKAG SOLUTI HLDG COM 2024 TERM LOAN B (MAUSER PACKAGING SOLUTIONS HOLDING COMPANY) | Long | Loan | US | $997K | – | 0.27 |
| MELCO RESORTS FINANCE SR UNSECURED 144A 07/27 5.625 (MELCO RESORTS FINANCE LIMITED) | Long | Debt | KY | $956K | – | 0.26 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3A (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $435K | – | 0.12 |
| METLIFE INC SNR S* ICE | Derivative-credit | US | $849.28 | – | 0.00 | |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $127K | – | 0.03 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $624K | – | 0.17 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $771K | – | 0.21 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $66K | – | 0.02 |
| MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $1M | – | 0.40 |
| MGM CHINA HOLDINGS LTD SR UNSECURED REGS 02/27 4.75 (MGM CHINA HOLDINGS LIMITED) | Long | Debt | KY | $1M | – | 0.28 |
| MH SUB I LLC 2023 TERM LOAN (INTERNET BRANDS INC (MH SUB I LLC)) | Long | Loan | US | $995K | – | 0.27 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 (MILEAGE PLUS HOLDINGS LLC / MILEAGE PLUS INTELLECTUAL PROPERTY ASSETS LTD) | Long | Debt | US | $60K | – | 0.02 |
| MODENA BUYER LLC TERM LOAN (EUC (MODENA BUYER LLC)) | Long | Loan | US | $880K | – | 0.24 |
| MOODY S CORPORATION SR UNSECURED 11/61 3.1 (MOODY'S CORPORATION) | Long | Debt | US | $737K | – | 0.20 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE7) | Long | ABS-mortgage backed security | US | $290K | – | 0.08 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $272K | – | 0.07 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC4) | Long | ABS-mortgage backed security | US | $118K | – | 0.03 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $850K | – | 0.23 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $1M | – | 0.33 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE3) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 2A1 (MORGAN STANLEY MTGE LN TRUST 2007-15AR) | Long | ABS-mortgage backed security | US | $171K | – | 0.05 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $329K | – | 0.09 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $203K | – | 0.06 |
| MORGAN STANLEY SR UNSECURED 07/33 VAR | Long | Debt | US | $4M | – | 1.17 |
| MOTION FINCO SARL 2024 TERM LOAN B3 (MERLIN ENTERTAINMENTS (MOTION FINCO SARL)) | Long | Loan | LU | $1M | – | 0.35 |
| MSCI INC COMPANY GUAR 144A 11/31 3.625 | Long | Debt | US | $3M | – | 0.91 |
| MUTUAL OF OMAHA GLOBAL SECURED 144A 07/26 5.8 (MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING) | Long | Debt | US | $50K | – | 0.01 |
| NCL CORPORATION LTD SR UNSECURED 144A 02/29 7.75 | Long | Debt | BM | $104K | – | 0.03 |
| NCL FINANCE LTD COMPANY GUAR 144A 03/28 6.125 | Long | Debt | BM | $2M | – | 0.46 |
| NE PROPERTY BV COMPANY GUAR REGS 01/30 2 | Long | Debt | NL | $839K | – | 0.23 |
| NETAPP INC SR UNSECURED 09/24 3.3 | Long | Debt | US | $437K | – | 0.12 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2 (NEW CENTURY HOME EQUITY LOAN TRUST 2003-2) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75 (NEWFOLD DIGITAL HOLDINGS GROUP INC) | Long | Debt | US | $519K | – | 0.14 |
| NEWMARK GROUP INC SR UNSECURED 144A 01/29 7.5 | Long | Debt | US | $1M | – | 0.36 |
| NEXI SPA SR UNSECURED REGS 04/29 2.125 | Long | Debt | IT | $2M | – | 0.47 |
| NEXTERA ENERGY OPERATING SR UNSECURED 144A 01/29 7.25 (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $410K | – | 0.11 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 10/24 3.508 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $199K | – | 0.05 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $1M | – | 0.38 |
| NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851 | Long | Debt | JP | $865K | – | 0.23 |
| NORTHERN STAR RESOU COMPANY GUAR 144A 04/33 6.125 (NORTHERN STAR RESOURCES LTD) | Long | Debt | AU | $50K | – | 0.01 |
| OIS JPY MUTKCALM/0.00000 09/15/21-6Y LCH | Derivative-interest rate | JP | $32K | – | 0.01 | |
| OLYMPUS WATER US HLDG CORP 2024 TERM LOAN (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Loan | US | $2M | – | 0.41 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 06/31 7.25 (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Debt | US | $398K | – | 0.11 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25 (SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)) | Long | Debt | US | $182K | – | 0.05 |
| ONEMAIN FINANCE CORP COMPANY GUAR 03/30 7.875 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $929K | – | 0.25 |
| ONEOK INC COMPANY GUAR 11/26 5.55 | Long | Debt | US | $2M | – | 0.41 |
| ONTARIO GAMING GTA LP TERM LOAN B (ONE TORONTO GAMING (ONTARIO GAMING GTA LP)) | Long | Loan | CA | $200K | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $330K | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $379K | – | 0.10 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $187K | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $860K | – | 0.23 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 12/29 7.875 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $826K | – | 0.22 |
| PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2 (PEOPLE'S FINANCE REALTY MTGE SEC 2006-1) | Long | ABS-mortgage backed security | US | $879K | – | 0.24 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 07/28 9.25 (PIEDMONT OPERATING PARTNERSHIP LP) | Long | Debt | US | $2M | – | 0.46 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $47K | – | 0.01 |
| PIMCO SENIOR LOAN ACTIVE EXCHA PIMCO SENIOR LOAN ACTIVE ETF (PIMCO FUNDS) | Long | Equity-common | US | $8M | 165K | 2.29 |
| PLAINS ALL AMER PIPELINE SR UNSECURED 12/26 4.5 (PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP) | Long | Debt | US | $2M | – | 0.66 |
| PRA HEALTH SCIENCES INC SR SECURED 144A 07/26 2.875 | Long | Debt | US | $952K | – | 0.26 |
| PRINCIPAL LFE GLB FND II SR SECURED 144A 08/26 1.25 (PRINCIPAL LIFE GLOBAL FUNDING II) | Long | Debt | US | $643K | – | 0.17 |
| PROOFPOINT INC 2024 TERM LOAN | Long | Loan | US | $100K | – | 0.03 |
| PROSUS NV SR UNSECURED 144A 02/51 3.832 | Long | Debt | NL | $1M | – | 0.35 |
| QORVO INC COMPANY GUAR 144A 04/31 3.375 | Long | Debt | US | $2M | – | 0.42 |
| RBC CAPITAL MARKETS REPO REPO | Long | Repurchase agreement | US | $2M | – | 0.46 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF6 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $537K | – | 0.15 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $16K | – | 0.00 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $709K | – | 0.19 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $241K | – | 0.07 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1 (RESIDENTIAL ACCREDIT LOANS 2004-QA6) | Long | ABS-mortgage backed security | US | $74K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA7 A22 (RESIDENTIAL ACCREDIT LOANS 2005-QA7) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS12 A8 (RESIDENTIAL ACCREDIT LOANS 2006-QS12) | Long | ABS-mortgage backed security | US | $263K | – | 0.07 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC7 A2 (RESIDENTIAL ASSET MGTE PROD INC 2005-EFC7) | Long | ABS-mortgage backed security | US | $795K | – | 0.22 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS7 A2B3 (RESIDENTIAL ASSET SEC CORP 2004-KS7) | Long | ABS-mortgage backed security | US | $146K | – | 0.04 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S10 1A4 (RESIDENTIAL FUNDING MTG SEC I 2006-S10) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-80K | – | -0.02 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-675K | – | -0.18 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-1M | – | -0.35 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.51 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.56 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.64 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-22M | – | -5.86 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-3M | – | -0.73 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-3M | – | -0.78 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-4M | – | -1.17 |
| REVERSE REPO MORGAN STANLEY | Short | Repurchase agreement | LU | $-293K | – | -0.08 |
| REVERSE REPO PARIBAS | Short | Repurchase agreement | US | $-3M | – | -0.81 |
| REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125 (REXFORD INDUSTRIAL REALTY LP) | Long | Debt | US | $574K | – | 0.16 |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $15K | – | 0.00 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $13K | – | 0.00 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $44K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $815K | – | 0.22 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/5.16000 05/31/24-1Y LCH | Derivative-interest rate | US | $-1K | – | -0.00 | |
| RFRF USD SOFR/2.06000 10/27/23-30Y LCH | Derivative-interest rate | US | $1M | – | 0.37 | |
| RGA GLOBAL FUNDING SECURED 144A 01/31 5.5 | Long | Debt | US | $100K | – | 0.03 |
| RGA GLOBAL FUNDING SECURED 144A 11/28 6 | Long | Debt | US | $309K | – | 0.08 |
| ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875 (ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC) | Long | Debt | US | $2M | – | 0.46 |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $6K | – | 0.00 | |
| ROLLS-ROYCE PLC SNR SE ICE | Derivative-credit | GB | $3K | – | 0.00 | |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | LR | $2M | – | 0.48 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/26 4.25 (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | LR | $2M | – | 0.45 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75 | Long | Debt | GB | $2M | – | 0.44 |
| SAGAX EURO MTN COMPANY GUAR REGS 05/29 1 (SAGAX EURO MTN NL BV) | Long | Debt | NL | $835K | – | 0.23 |
| SANDS CHINA LTD SR UNSECURED 01/26 4.05 | Long | Debt | KY | $194K | – | 0.05 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $4M | – | 1.14 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.28 |
| SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649 | Long | Debt | AU | $4M | – | 1.00 |
| SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125 (SBA COMMUNICATIONS CORPORATION) | Long | Debt | US | $892K | – | 0.24 |
| SEALED AIR CORP SR SECURED 144A 10/26 1.573 (SEALED AIR CORPORATION) | Long | Debt | US | $1M | – | 0.32 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2) | Long | ABS-mortgage backed security | US | $714K | – | 0.19 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $380K | – | 0.10 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B (SG MORTGAGE SECURITIES TRUST 2006-FRE1) | Long | ABS-mortgage backed security | US | $496K | – | 0.13 |
| SILGAN HOLDINGS INC SR SECURED 144A 04/26 1.4 | Long | Debt | US | $835K | – | 0.23 |
| SILVER ROCK CLO LTD SLVRK 2020 1A AR 144A (SILVER ROCK CLO LTD 2020-1A) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.19 |
| SLM CORP SR UNSECURED 11/26 3.125 (SLM CORP (SALLIE MAE)) | Long | Debt | US | $2M | – | 0.61 |
| SMITH + NEPHEW PLC SR UNSECURED 03/34 5.4 (SMITH & NEPHEW PLC) | Long | Debt | GB | $2M | – | 0.59 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-651.6 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-615.46 | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $332K | – | 0.09 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $18K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $17K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $4K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $367.54 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $250.04 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $100.95 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $17K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $25K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $24K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $19K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $16K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $13K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $13K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $6K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $380K | – | 0.10 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $19K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-1K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $2K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-8K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $641.02 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $76.84 | – | 0.00 | |
| STATION CASINOS LLC COMPANY GUAR 144A 03/32 6.625 | Long | Debt | US | $2M | – | 0.49 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M1 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M3 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $852K | – | 0.23 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M4 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $864K | – | 0.23 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M5 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11) | Long | ABS-mortgage backed security | US | $440K | – | 0.12 |
| STRYKER CORP SR UNSECURED 12/31 1 (STRYKER CORPORATION) | Long | Debt | US | $1M | – | 0.39 |
| STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5 (STUDIO CITY FINANCE LIMITED) | Long | Debt | VG | $286K | – | 0.08 |
| SUNSHINE INVESTMENTS B V 2024 USD TERM LOAN (PEGASUS BIDCO BV) | Long | Loan | NL | $301K | – | 0.08 |
| SYSCO CORPORATION COMPANY GUAR 01/29 5.75 | Long | Debt | US | $611K | – | 0.17 |
| SYSCO CORPORATION COMPANY GUAR 01/34 6 | Long | Debt | US | $1M | – | 0.34 |
| T-MOBILE USA INC SNR S* ICE | Derivative-credit | US | $17K | – | 0.00 | |
| TALLGRASS NRG PRTNR/FIN COMPANY GUAR 144A 12/30 6 (TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP) | Long | Debt | US | $373K | – | 0.10 |
| TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375 (TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP) | Long | Debt | US | $402K | – | 0.11 |
| TEVA PHARMACEUTICALS NE COMPANY GUAR 10/26 3.15 (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $2M | – | 0.46 |
| THAMES WATER UTIL FIN SR SECURED REGS 01/32 1.25 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $775K | – | 0.21 |
| THE BERKELEY GROUP PLC COMPANY GUAR REGS 08/31 2.5 (BERKELEY GROUP PLC/THE) | Long | Debt | GB | $887K | – | 0.24 |
| TIME WARNER CABLE ENTRMN SR SECURED 07/33 8.375 (TIME WARNER CABLE ENTERPRISES LLC) | Long | Debt | US | $221K | – | 0.06 |
| TOLL BROTHERS FINANCE CORP SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| TRANS UNION LLC 2019 TERM LOAN B5 | Long | Loan | US | $951K | – | 0.26 |
| TRANS UNION LLC 2024 TERM LOAN B8 | Long | Loan | US | $899K | – | 0.24 |
| TRAVEL + LEISURE CO SR SECURED 144A 07/26 6.625 (TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)) | Long | Debt | US | $151K | – | 0.04 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2K | – | 0.00 |
| TRITON WATER HOLDINGS INC. 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $401K | – | 0.11 |
| TRITON WATER HOLDINGS, INC. TERM LOAN (TRITON WATER HOLDINGS INC) | Long | Loan | US | $899K | – | 0.24 |
| TRS SOFRINDX/IBOXHY INDX 09/20/24 BPS | Derivative-credit | US | $-87K | – | -0.02 | |
| TRUIST INSURANCE HOLDINGS LLC 1ST LIEN TERM LOAN (TRUIST INSURANCE HOLDINGS INC) | Long | Loan | US | $2M | – | 0.46 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $259K | – | 0.07 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $354K | – | 0.10 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $28M | – | 7.58 |
| UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878 | Long | Debt | FR | $833K | – | 0.23 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $923K | – | 0.25 |
| UBS GROUP AG SR UNSECURED 144A 08/33 4.988 | Long | Debt | CH | $1M | – | 0.36 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $630K | – | 0.17 |
| UBS GROUP AG SR UNSECURED 144A 11/33 VAR | Long | Debt | CH | $1M | – | 0.36 |
| UKG INC SR SECURED 144A 02/31 6.875 (ULTIMATE KRONOS GROUP INC) | Long | Debt | US | $709K | – | 0.19 |
| UKG, INC, 2024 TERM LOAN B (ULTIMATE KRONOS GROUP INC) | Long | Loan | US | $1M | – | 0.27 |
| 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 | $55K | – | 0.02 |
| UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8 (UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $611K | – | 0.17 |
| UNITED AIRLINES INC 2024 TERM LOAN B | Long | Loan | US | $901K | – | 0.24 |
| UNITED RENTALS NORTH AM SECURED 11/27 3.875 (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $2M | – | 0.67 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-109K | – | -0.03 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-144K | – | -0.04 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $65K | – | 0.02 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-151K | – | -0.04 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-37K | – | -0.01 | |
| VAR ENERGI ASA SR UNSECURED 144A 11/32 8 | Long | Debt | NO | $1M | – | 0.40 |
| VASA TRUST VASA 2021 VASA A 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $463K | – | 0.13 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $4M | – | 1.14 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $1M | – | 0.32 |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $960K | – | 0.26 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 | Long | Debt | US | $1M | – | 0.30 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $481K | – | 0.13 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $2M | – | 0.56 |
| VIRGIN AUSTRALIA HOLDING COMPANY GUAR 144A 11/24 8.125 (VIRGIN AUSTRALIA HOLDINGS PTY LIMITED) | Long | Debt | AU | $6K | – | 0.00 |
| VIRGIN MEDIA SECURED FIN SR SECURED 144A 08/30 4.5 (VIRGIN MEDIA SECURED FINANCE PLC) | Long | Debt | GB | $1M | – | 0.32 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $2M | – | 0.44 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 05/25 5.125 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $497K | – | 0.14 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 07/24 3.55 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $1M | – | 0.30 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95 (VISTRA OPERATIONS COMPANY LLC) | Long | Debt | US | $1M | – | 0.38 |
| VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B (VISTRA ZERO OPERATING COMPANY LLC) | Long | Loan | US | $201K | – | 0.05 |
| VORNADO REALTY LP SR UNSECURED 06/26 2.15 | Long | Debt | US | $2M | – | 0.43 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 2A (WASHINGTON MUTUAL 2007-OA6) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| WAND NEWCO 3 INC 2024 TERM LOAN B (CALIBER COLLISION (WAND NEWCO 3 INC)) | Long | Loan | US | $101K | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $191K | – | 0.05 |
| WELLS FARGO + COMPANY SR UNSECURED 07/33 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 1.20 |
| WEYERHAEUSER CO SR UNSECURED 03/32 7.375 (WEYERHAEUSER COMPANY) | Long | Debt | US | $159K | – | 0.04 |
| WEYERHAEUSER CO SR UNSECURED 03/52 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $2M | – | 0.62 |
| WEYERHAEUSER CO SR UNSECURED 04/30 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $2M | – | 0.51 |
| WEYERHAEUSER CO SR UNSECURED 05/26 4.75 (WEYERHAEUSER COMPANY) | Long | Debt | US | $593K | – | 0.16 |
| WHATABRANDS LLC 2024 TERM LOAN B (WHATABURGER (WHATABRANDS LLC)) | Long | Loan | US | $100K | – | 0.03 |
| WINTERSHALL DEA FIN 2BV COMPANY GUAR REGS 12/99 VAR (WINTERSHALL DEA FINANCE 2 BV) | Long | Debt | NL | $401K | – | 0.11 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/28 3.7 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $567K | – | 0.15 |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5 (WOODSIDE FINANCE LIMITED) | Long | Debt | AU | $2M | – | 0.50 |
| WRENCH GROUP LLC 2024 TERM LOAN | Long | Loan | US | $100K | – | 0.03 |
| WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5 (WYNN MACAU LIMITED) | Long | Debt | KY | $477K | – | 0.13 |
| WYNN MACAU LTD SR UNSECURED REGS 12/29 5.125 (WYNN MACAU LIMITED) | Long | Debt | KY | $907K | – | 0.25 |
| WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 02/31 7.125 (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $2M | – | 0.54 |
| ZCS BRL 9.815 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-56K | – | -0.02 | |
| ZCS BRL 9.83243 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-50K | – | -0.01 | |
| ZCS BRL 9.8352 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-87K | – | -0.02 | |
| ZCS BRL 9.84208 03/12/24-01/04/27 CME | Derivative-interest rate | BR | $-12K | – | -0.00 | |
| ZF EUROPE FINANCE BV COMPANY GUAR REGS 10/29 3 | Long | Debt | NL | $793K | – | 0.22 |
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.