PIMCOFUNDS > PIMCO Funds
PIMCO ESG Income Fund
$225.57M
Avg Monthly Net Assets
$354.47M
Total Assets
$101.00M
Total Liabilities
$253.47M
Net Assets
PIMCO ESG Income Fund is a Mutual Fund in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $225.57M.
On August 28th, 2024 it reported 661 holdings, the largest
being FHLMC PASS THRU POOLS (7.8%), FHLMC PASS THRU POOLS (7.1%) and UMBS PASS THRU POOLS (4.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000221063 | PEGAX | |
| Class C | C000221062 | PEGBX | |
| Class I-2 | C000221065 | PEGPX | |
| Class I-3 | C000221066 | PEGQX | |
| Institutional | C000221064 | PEGIX |
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 |
|---|---|---|---|---|---|---|
| 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 C 144A (1211 AVENUE OF THE AMERICAS TRUST 2015-1211) | Long | ABS-mortgage backed security | US | $664K | – | 0.26 |
| 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 D 144A (1211 AVENUE OF THE AMERICAS TRUST 2015-1211) | Long | ABS-mortgage backed security | US | $1M | – | 0.59 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P B 144A (280 PARK AVENUE 2017-280P MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $942K | – | 0.37 |
| 3 MONTH SOFR FUT DEC24 XCME 20250318 | Derivative-interest rate | US | $26K | – | 0.01 | |
| 3 MONTH SOFR FUT DEC25 XCME 20260317 | Derivative-interest rate | US | $23K | – | 0.01 | |
| 3 MONTH SOFR FUT JUN24 XCME 20240917 | Derivative-interest rate | US | $44K | – | 0.02 | |
| 3 MONTH SOFR FUT JUN25 XCME 20250916 | Derivative-interest rate | US | $21K | – | 0.01 | |
| 3 MONTH SOFR FUT MAR25 XCME 20250617 | Derivative-interest rate | US | $24K | – | 0.01 | |
| 3 MONTH SOFR FUT MAR26 XCME 20260616 | Derivative-interest rate | US | $17K | – | 0.01 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $43K | – | 0.02 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $20K | – | 0.01 | |
| 3175AC935 PIMCO FLOOR USD 0.03018 USD SOFR COM | Derivative-interest rate | US | $-0.64 | – | -0.00 | |
| 3175ET9M2 PIMCO FLOOR USD 0.02596 USD SOFR COM | Derivative-interest rate | US | $-605.12 | – | -0.00 | |
| 3175XG9F4 PIMCO CAP USD 0.02596 USD SOFR COMPO | Derivative-interest rate | US | $-72K | – | -0.03 | |
| 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD | Derivative-interest rate | US | $65K | – | 0.03 | |
| 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD | Derivative-interest rate | US | $10K | – | 0.00 | |
| 317U0U9A5 PIMCO SWAPTION 2.62 CALL USD 2024072 | Derivative-interest rate | US | $0.32 | – | 0.00 | |
| 317U0UAA3 PIMCO SWAPTION 2.62 PUT USD 20240722 | Derivative-interest rate | US | $72K | – | 0.03 | |
| 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD | Derivative-interest rate | US | $10K | – | 0.00 | |
| 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD | Derivative-interest rate | US | $66K | – | 0.03 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-9.84 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-258.94 | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-227.32 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-626.68 | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.03 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-976.59 | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-4.39 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-123.7 | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-473.73 | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-77.7 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-40.14 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-53.65 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-96.16 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-47.52 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-61.92 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-56.75 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-135.44 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-132.16 | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-470.43 | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-54.23 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-102.48 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-67.88 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-401.29 | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-179.72 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-941.72 | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-49.3 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-176.29 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-645.82 | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-93.37 | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-93.11 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-423.24 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-457.24 | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-376.46 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-365.06 | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-661.8 | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-158.64 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-714.76 | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-158.29 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-466.97 | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-497.86 | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-286.87 | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-542.26 | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-876.86 | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-391.78 | – | -0.00 | |
| ABN AMRO BANK NV SR UNSECURED 144A 12/29 VAR | Long | Debt | NL | $440K | – | 0.17 |
| ACCOR SA SR UNSECURED REGS 11/28 2.375 | Long | Debt | FR | $909K | – | 0.36 |
| ACE SECURITIES CORP. ACE 2007 WM1 A2C (ACE SECURITIES CORP 2007-WM1) | Long | ABS-mortgage backed security | US | $196K | – | 0.08 |
| ACEF HOLDING SCA COMPANY GUAR REGS 06/28 0.75 | Long | Debt | LU | $473K | – | 0.19 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A2 (ADJUSTABLE RATE MORTAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $226K | – | 0.09 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A33 (ADJUSTABLE RATE MORTAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| AES ANDES SA SR UNSECURED 144A 03/29 6.3 | Long | Debt | CL | $353K | – | 0.14 |
| AES CORP/THE JR SUBORDINA 01/55 VAR (AES CORPORATION) | Long | Debt | US | $506K | – | 0.20 |
| AES CORP/THE SR UNSECURED 01/31 2.45 (AES CORPORATION) | Long | Debt | US | $593K | – | 0.23 |
| AES CORP/THE SR UNSECURED 06/28 5.45 (AES CORPORATION) | Long | Debt | US | $299K | – | 0.12 |
| AIB GROUP PLC SR UNSECURED 144A 09/29 VAR (AIB GROUP PLC (AKA: ALLIED IRISH BANKS)) | Long | Debt | IE | $516K | – | 0.20 |
| AIB GROUP PLC SUBORDINATED REGS 05/31 VAR (AIB GROUP PLC (AKA: ALLIED IRISH BANKS)) | Long | Debt | IE | $416K | – | 0.16 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Debt | US | $313K | – | 0.12 |
| ALLY FINANCIAL INC COMPANY GUAR 11/31 8 | Long | Debt | US | $497K | – | 0.20 |
| ALLY FINANCIAL INC SR UNSECURED 11/28 2.2 | Long | Debt | US | $693K | – | 0.27 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 6 A1A (AMERICAN HOME MORTGAGE ASSETS 2006-6) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $121K | – | 0.05 |
| AMERICAN HOMES 4 RENT SR UNSECURED 02/34 5.5 (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $443K | – | 0.17 |
| AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $419K | – | 0.17 |
| AMERICAN TOWER CORP SR UNSECURED 06/50 3.1 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $194K | – | 0.08 |
| ARDAGH METAL PACKAGING SR UNSECURED REGS 09/29 3 (ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | US | $434K | – | 0.17 |
| ARGENT SECURITIES INC. ARSI 2004 W11 M5 (ARGENT SECURITIES INC 2004-W11) | Long | ABS-mortgage backed security | US | $269K | – | 0.11 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $132K | – | 0.05 |
| ASIAN DEVELOPMENT BANK SR UNSECURED 01/25 6.55 | Long | Debt | $2M | – | 0.86 | |
| ASIAN DEVELOPMENT BANK SR UNSECURED 02/28 6.72 | Long | Debt | $2M | – | 0.89 | |
| ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M7 (ASSET BACKED SEC CORP HOME EQ 2005-HE4) | Long | ABS-mortgage backed security | US | $362K | – | 0.14 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE1 M2 (ASSET BACKED SEC HOME EQTY LN 2006-HE1) | Long | ABS-mortgage backed security | US | $2M | – | 0.71 |
| BALL CORP COMPANY GUAR 09/31 3.125 (BALL CORPORATION) | Long | Debt | US | $491K | – | 0.19 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $814K | – | 0.32 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX XCP 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $274.05 | – | 0.00 |
| BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/26 2.75 (BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH) | Long | Debt | BR | $760K | – | 0.30 |
| BANCO BTG PACTUAL/CAYMAN SR UNSECURED REGS 01/26 2.75 (BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH) | Long | Debt | BR | $190K | – | 0.07 |
| BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR (BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH) | Long | Debt | MX | $176K | – | 0.07 |
| BANK OF AMERICA CORP SR UNSECURED 07/32 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.45 |
| BANK OF AMERICA CORP SR UNSECURED 11/28 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $515K | – | 0.20 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR (BANK OF IRELAND GROUP PLC) | Long | Debt | IE | $503K | – | 0.20 |
| BANQUE OUEST AFRICAINE D SR UNSECURED 144A 01/33 2.75 (WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT)) | Long | Debt | $86K | – | 0.03 | |
| BANQUE OUEST AFRICAINE D SR UNSECURED REGS 01/33 2.75 (WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT)) | Long | Debt | $665K | – | 0.26 | |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH D 144A (BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH) | Long | ABS-mortgage backed security | US | $760K | – | 0.30 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TB 144A (BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6) | Long | ABS-mortgage backed security | US | $613K | – | 0.24 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TC 144A (BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6) | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| BARCLAYS PLC SR UNSECURED 08/28 VAR | Long | Debt | GB | $998K | – | 0.39 |
| BARCLAYS PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $843K | – | 0.33 |
| BBCCRE TRUST BBCCR 2015 GTP D 144A (BBCCRE TRUST 2015-GTP) | Long | ABS-mortgage backed security | US | $2M | – | 0.91 |
| BCP MODULAR SERVICES SR SECURED REGS 11/28 4.75 (MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC)) | Long | Debt | GB | $100K | – | 0.04 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $245K | – | 0.10 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11) | Long | ABS-mortgage backed security | US | $232K | – | 0.09 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| BNP PARIBAS BNP PARIBAS | Long | Debt | FR | $1M | – | 0.40 |
| BNP PARIBAS JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $321K | – | 0.13 |
| BOISE CASCADE COMPANY COMPANY GUAR 144A 07/30 4.875 (BOISE CASCADE LLC) | Long | Debt | US | $464K | – | 0.18 |
| BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55 | Long | Debt | US | $117K | – | 0.05 |
| BOSTON PROPERTIES LP SR UNSECURED 06/29 3.4 | Long | Debt | US | $89K | – | 0.04 |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-24K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-465K | – | -0.18 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-112K | – | -0.04 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-898.7 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-9K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-27K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-180K | – | -0.07 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-13K | – | -0.01 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-55K | – | -0.02 | |
| BPCE SA SR UNSECURED 144A 10/27 VAR | Long | Debt | FR | $459K | – | 0.18 |
| BRIDGEGATE FUNDING PLC BRGTE 2023 1A D 144A (BRIDGEGATE FUNDING PLC 2023-1A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.49 |
| BRIDGEGATE FUNDING PLC BRGTE 2023 1A E 144A (BRIDGEGATE FUNDING PLC 2023-1A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.48 |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $11K | – | 0.00 | |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $4K | – | 0.00 | |
| BROOKFIELD FINANCE INC COMPANY GUAR 04/31 2.724 | Long | Debt | CA | $296K | – | 0.12 |
| BSST MORTGAGE TRUST BSST 2021 1818 D 144A (BSST 2021-1818 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $341K | – | 0.13 |
| BSST MORTGAGE TRUST BSST 2022 1700 D 144A (BEAST MORTGAGE TRUST 2022-1700) | Long | ABS-mortgage backed security | US | $824K | – | 0.32 |
| CAIXABANK SA JR SUBORDINA REGS 12/99 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $210K | – | 0.08 |
| CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569 (CDW LLC / CDW FINANCE CORP) | Long | Debt | US | $437K | – | 0.17 |
| CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875 (CELLNEX FINANCE COMPANY SA) | Long | Debt | ES | $158K | – | 0.06 |
| CENTENE CORP SR UNSECURED 10/30 3 (CENTENE CORPORATION) | Long | Debt | US | $428K | – | 0.17 |
| CENTERPOINT ENER HOUSTON GENL REF MOR 04/53 5.3 (CENTERPOINT ENERGY HOUSTON ELECTRIC LLC) | Long | Debt | US | $672K | – | 0.27 |
| CENTEX HOME EQUITY CXHE 2004 D MV1 (CENTEX HOME EQUITY 2004-D) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| CENTEX HOME EQUITY CXHE 2005 B M4 (CENTEX HOME EQUITY 2005-B) | Long | ABS-mortgage backed security | US | $196K | – | 0.08 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11A4 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $49K | – | 0.02 |
| CHOBANI LLC/FINANCE CORP SR UNSECURED 144A 07/29 7.625 (CHOBANI LLC / CHOBANI FINANCE CORP INC) | Long | Debt | US | $516K | – | 0.20 |
| CITIGROUP REVERSE REPO | Short | Repurchase agreement | US | $-18M | – | -6.94 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A10 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $197K | – | 0.08 |
| CITYCON TREASURY BV COMPANY GUAR REGS 03/28 1.625 | Long | Debt | NL | $275K | – | 0.11 |
| CLEAN RENEWABLE POWER SR SECURED 144A 03/27 4.25 (HERO FUTURE ENERGIES (CLEAN RENEWABLE POWER MAURITIUS PTE LTD)) | Long | Debt | MU | $162K | – | 0.06 |
| CMBX.NA.AAA.14 SP MYC | Derivative-credit | US | $-29K | – | -0.01 | |
| CNP ASSURANCES SACA SUBORDINATED REGS 01/29 1.25 | Long | Debt | FR | $474K | – | 0.19 |
| COMM MORTGAGE TRUST COMM 2016 787S B 144A (COMM MORTGAGE TRUST 2016-787S) | Long | ABS-mortgage backed security | US | $1M | – | 0.41 |
| COMM MORTGAGE TRUST COMM 2016 787S C 144A (COMM MORTGAGE TRUST 2016-787S) | Long | ABS-mortgage backed security | US | $923K | – | 0.36 |
| COMM MORTGAGE TRUST COMM 2021 2400 D 144A (COMM 2021-2400 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $878K | – | 0.35 |
| COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $408K | – | 0.16 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 3A3A (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $107K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A2 (COUNTRYWIDE ALT LOAN TRUST 2006-OA16) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-17) | Long | ABS-mortgage backed security | US | $186K | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2 (COUNTRYWIDE ASSET BACKED CERT 2006-BC2) | Long | ABS-mortgage backed security | US | $254K | – | 0.10 |
| COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A (COUNTRYWIDE HOME LOANS 2003-R4) | Long | ABS-mortgage backed security | US | $62K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1 (COUNTRYWIDE HOME LOANS 2007-HYB2) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/28 4 | Long | Debt | LU | $221K | – | 0.09 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/31 1.5 | Long | Debt | LU | $76K | – | 0.03 |
| CREDIT AGRICOLE ASSRNCES SUBORDINATED REGS 10/31 1.5 (CREDIT AGRICOLE ASSURANCES) | Long | Debt | FR | $438K | – | 0.17 |
| CROWN CASTLE INC SR UNSECURED 11/29 3.1 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $357K | – | 0.14 |
| CTP NV SR UNSECURED REGS 06/29 1.25 (CTP BV) | Long | Debt | NL | $186K | – | 0.07 |
| CTP NV SR UNSECURED REGS 09/31 1.5 (CTP BV) | Long | Debt | NL | $439K | – | 0.17 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA2 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA2) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| DEUTSCHE BANK AG REGS 02/28 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $203K | – | 0.08 |
| DEUTSCHE BANK NY 07/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $601K | – | 0.24 |
| DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 01/32 1 | Long | Debt | NL | $257K | – | 0.10 |
| DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 02/31 1.25 | Long | Debt | NL | $179K | – | 0.07 |
| DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 07/25 0.625 | Long | Debt | NL | $932K | – | 0.37 |
| DOLP TRUST DOLP 2021 NYC D 144A (DOLP TRUST 2021-NYC) | Long | ABS-mortgage backed security | US | $659K | – | 0.26 |
| DOLP TRUST DOLP 2021 NYC E 144A (DOLP TRUST 2021-NYC) | Long | ABS-mortgage backed security | US | $498K | – | 0.20 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE C 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $880K | – | 0.35 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE D 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $798K | – | 0.31 |
| DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/52 3.55 (DUKE ENERGY CAROLINAS LLC) | Long | Debt | US | $284K | – | 0.11 |
| ENEL FINANCE AMERICA LLC COMPANY GUAR 144A 10/27 7.1 | Long | Debt | US | $1M | – | 0.41 |
| EQT AB SR UNSECURED REGS 04/28 2.375 | Long | Debt | SE | $808K | – | 0.32 |
| EQT AB SR UNSECURED REGS 05/31 0.875 | Long | Debt | SE | $693K | – | 0.27 |
| EQUIFIRST MORTGAGE LOAN TRUST EMLT 2005 1 M7 (EQUIFIRST MORTGAGE LOAN TRUST 2005-1) | Long | ABS-mortgage backed security | US | $179K | – | 0.07 |
| EQUINIX INC SR UNSECURED 04/32 3.9 | Long | Debt | US | $364K | – | 0.14 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $6K | – | 0.00 | |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH C 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $295K | – | 0.12 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH D 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $522K | – | 0.21 |
| FAIR ISAAC CORP SR UNSECURED 144A 06/28 4 (FAIR ISAAC CORPORATION) | Long | Debt | US | $534K | – | 0.21 |
| FED HM LN PC POOL QF0107 FR 09/52 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.41 |
| FED HM LN PC POOL QF5251 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $241K | – | 0.09 |
| FED HM LN PC POOL QF5680 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $135K | – | 0.05 |
| FED HM LN PC POOL QF6943 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $607K | – | 0.24 |
| FED HM LN PC POOL QF8036 FR 02/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $142K | – | 0.06 |
| FED HM LN PC POOL QG1996 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| FED HM LN PC POOL RA8571 FR 06/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $392K | – | 0.15 |
| FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $415K | – | 0.16 |
| FED HM LN PC POOL RA8648 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $20M | – | 7.79 |
| FED HM LN PC POOL RA9049 FR 05/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $395K | – | 0.16 |
| FED HM LN PC POOL RA9795 FR 09/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $973K | – | 0.38 |
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.13 |
| FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $997K | – | 0.39 |
| FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $713K | – | 0.28 |
| FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.63 |
| FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.01 |
| FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.94 |
| FED HM LN PC POOL SD8012 FR 09/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $141K | – | 0.06 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $436K | – | 0.17 |
| FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18M | – | 7.08 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $391K | – | 0.15 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125 (BRAZIL GOVT) | Long | Debt | BR | $674K | – | 0.27 |
| FHF TRUST 2021 1 FHF 2021 1A B 144A (FHF TRUST 2021-1A) | Long | ABS-other | US | $788K | – | 0.31 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG04) | Long | ABS-mortgage backed security | US | $116K | – | 0.05 |
| FIRST AMERICAN FINANCIAL SR UNSECURED 08/31 2.4 (FIRST AMERICAN FINANCIAL CORPORATION) | Long | Debt | US | $479K | – | 0.19 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF4 M1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF4) | Long | ABS-mortgage backed security | US | $2M | – | 0.62 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A (FHF TRUST 2022-1A) | Long | ABS-other | US | $308K | – | 0.12 |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A (FHF ISSUER TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.45 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $3M | – | 0.99 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $1M | – | 0.40 |
| FNMA POOL BF0091 FN 05/56 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.06 |
| FNMA POOL BF0332 FN 01/59 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.44 |
| FNMA POOL BF0399 FN 08/59 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.49 |
| FNMA POOL BW5286 FN 04/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $448K | – | 0.18 |
| FNMA POOL BW7921 FN 08/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $479K | – | 0.19 |
| FNMA POOL BX2464 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.72 |
| FNMA POOL BX4267 FN 12/52 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $326K | – | 0.13 |
| FNMA POOL BX6022 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| FNMA POOL CB4615 FN 07/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $86K | – | 0.03 |
| FNMA POOL CB4806 FN 07/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $398K | – | 0.16 |
| FNMA POOL CB5401 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $922K | – | 0.36 |
| FNMA POOL CB6395 FN 02/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 1.48 |
| FNMA POOL CB6416 FN 05/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $340K | – | 0.13 |
| FNMA POOL CB6417 FN 05/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $622K | – | 0.25 |
| FNMA POOL CB6608 FN 07/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.73 |
| FNMA POOL CB6829 FN 07/53 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.62 |
| FNMA POOL CB6830 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.79 |
| FNMA POOL CB7220 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $284K | – | 0.11 |
| FNMA POOL CB7589 FN 11/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.00 |
| FNMA POOL CB8271 FN 04/54 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 1.78 |
| FNMA POOL CB8464 FN 05/54 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 1.53 |
| FNMA POOL CB8465 FN 05/54 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 1.58 |
| FNMA POOL DA3487 FN 10/53 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $199K | – | 0.08 |
| FNMA POOL MA4869 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $431K | – | 0.17 |
| FNMA POOL MA4941 FN 03/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $744K | – | 0.29 |
| FNMA POOL MA5009 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182K | – | 0.07 |
| FNMA POOL MA5010 FN 05/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.03 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-587K | – | -0.23 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-613K | – | -0.24 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-426K | – | -0.17 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 4.86 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 1.58 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 2.01 |
| FONDO MIVIVIENDA SA SR UNSECURED 144A 04/27 4.625 | Long | Debt | PE | $389K | – | 0.15 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $199K | – | 0.08 |
| FS KKR CAPITAL CORP SR UNSECURED 10/24 1.65 | Long | Debt | US | $197K | – | 0.08 |
| FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125 | Long | Debt | US | $347K | – | 0.14 |
| GAP INC/THE COMPANY GUAR 144A 10/29 3.625 | Long | Debt | US | $217K | – | 0.09 |
| GAP INC/THE COMPANY GUAR 144A 10/31 3.875 | Long | Debt | US | $209K | – | 0.08 |
| GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT C 144A (GCT COMMERCIAL MORTGAGE TRUST 2021-GCT) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| GLOBALWORTH REAL ESTATE SR UNSECURED REGS 03/30 6.25 (GLOBALWORTH REAL ESTATE INVESTMENTS LIMITED) | Long | Debt | GG | $377K | – | 0.15 |
| GN STORE NORD SR UNSECURED REGS 11/24 0.875 (GN STORE NORD A/S) | Long | Debt | DK | $526K | – | 0.21 |
| GNMA II POOL MA9017 G2 07/53 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.93 |
| GNMA II POOL MA9106 G2 08/53 FIXED 5.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.83 |
| GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 1.08 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | Long | Equity-preferred | US | $93K | 100K | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR | Long | Debt | US | $421K | – | 0.17 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 07/32 VAR | Long | Debt | US | $329K | – | 0.13 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 2CS A 144A (GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-2CS) | Long | ABS-other | US | $759K | – | 0.30 |
| GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 3CS A 144A (GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2022-3CS) | Long | ABS-other | US | $812K | – | 0.32 |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 (GOODMAN US FINANCE FIVE LLC) | Long | Debt | US | $927K | – | 0.37 |
| GRAINGER PLC SR SECURED REGS 07/30 3 (GRAINGER PLC (AKA: GRAINGER TRUST PLC)) | Long | Debt | GB | $107K | – | 0.04 |
| GRAPHIC PACKAGING INTERN COMPANY GUAR REGS 02/29 2.625 (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $400K | – | 0.16 |
| GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A (GS MORTGAGE SECURITIES TRUST 2016-GS3) | Long | ABS-mortgage backed security | US | $176K | – | 0.07 |
| GSAA HOME EQUITY TRUST GSAA 2006 10 AF5 (GSAA HOME EQUITY TRUST 2006-10) | Long | ABS-mortgage backed security | US | $54K | – | 0.02 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A1 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2007 9 A1A (GSAA HOME EQUITY TRUST 2007-9) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| HANWHA LIFE INSURANCE SUBORDINATED 144A 02/32 VAR (HANWHA LIFE INSURANCE CO LTD) | Long | Debt | KR | $281K | – | 0.11 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $49K | – | 0.02 |
| 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 | $505K | – | 0.20 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $572K | – | 0.23 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 (HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)) | Long | Debt | US | $262K | – | 0.10 |
| HELIOS ISSUER, LLC SNVA 2022 A A 144A (SUNNOVA HELIOS VIII ISSUER 2022-A) | Long | ABS-other | US | $1M | – | 0.48 |
| HELIOS ISSUER, LLC SNVA 2023 A A 144A (SUNNOVA HELIOS XI ISSUER LLC 2023-A) | Long | ABS-other | US | $1M | – | 0.40 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $217K | – | 0.09 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/31 4 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $179K | – | 0.07 |
| HOST HOTELS + RESORTS LP SR UNSECURED 07/34 5.7 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $295K | – | 0.12 |
| HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $177K | – | 0.07 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $536K | – | 0.21 |
| HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9 (HOST HOTELS & RESORTS LP) | Long | Debt | US | $209K | – | 0.08 |
| HOWARD HUGHES CORP COMPANY GUAR 144A 02/31 4.375 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $517K | – | 0.20 |
| HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $625K | – | 0.25 |
| HSBC HOLDINGS PLC SR UNSECURED 11/32 VAR | Long | Debt | GB | $582K | – | 0.23 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $341K | – | 0.13 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 (HUDSON PACIFIC PROPERTIES LP) | Long | Debt | US | $193K | – | 0.08 |
| HUNGARY SR UNSECURED REGS 07/29 4 (HUNGARY GOVT) | Long | Debt | HU | $1M | – | 0.46 |
| IBERDROLA INTL BV COMPANY GUAR 09/33 6.75 (IBERDROLA INTERNATIONAL BV) | Long | Debt | NL | $261K | – | 0.10 |
| ILLUMINA INC SR UNSECURED 03/31 2.55 | Long | Debt | US | $248K | – | 0.10 |
| INDEPENDENCE PLAZA TRUST IPT 2018 INDP B 144A (INDEPENDENCE PLAZA TRUST 2018-INDP) | Long | ABS-mortgage backed security | US | $1M | – | 0.56 |
| INDEPENDENCE PLAZA TRUST IPT 2018 INDP C 144A (INDEPENDENCE PLAZA TRUST 2018-INDP) | Long | ABS-mortgage backed security | US | $189K | – | 0.07 |
| INDEPENDENCE PLAZA TRUST IPT 2018 INDP D 144A (INDEPENDENCE PLAZA TRUST 2018-INDP) | Long | ABS-mortgage backed security | US | $328K | – | 0.13 |
| INDIA GREEN POWER HOLD SECURED 144A 02/27 4 (INDIA GREEN POWER HOLDINGS) | Long | Debt | MU | $218K | – | 0.09 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $230K | – | 0.09 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR35 2A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR35) | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| ING GROEP NV JR SUBORDINA 12/99 VAR | Long | Debt | NL | $170K | – | 0.07 |
| ING GROEP NV JR SUBORDINA 12/99 VAR | Long | Debt | NL | $156K | – | 0.06 |
| ING GROEP NV JR SUBORDINA REGS 12/99 VAR | Long | Debt | NL | $174K | – | 0.07 |
| ING GROEP NV SR UNSECURED 03/33 VAR | Long | Debt | NL | $462K | – | 0.18 |
| ING GROEP NV SR UNSECURED 04/32 VAR | Long | Debt | NL | $169K | – | 0.07 |
| INTERCONTINENTAL HOTELS COMPANY GUAR REGS 10/28 3.375 (INTERCONTINENTAL HOTELS GROUP PLC) | Long | Debt | GB | $354K | – | 0.14 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 06/33 6.625 | Long | Debt | IT | $722K | – | 0.28 |
| IRS AUD 4.50000 03/20/24-10Y LCH | Derivative-interest rate | AU | $7K | – | 0.00 | |
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-45K | – | -0.02 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-29K | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $256 | – | 0.00 | ||
| IRS EUR 2.54700 03/09/23-10Y LCH | Derivative-interest rate | $-13K | – | -0.01 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $4K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $16K | – | 0.01 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $36K | – | 0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $1K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-980.03 | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-685.37 | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $487.07 | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-858.04 | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-312.5 | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $325.09 | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $23K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $7K | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $8K | – | 0.00 | ||
| IRS NZD 4.75000 06/19/24-5Y LCH | Derivative-interest rate | NZ | $12K | – | 0.00 | |
| JDE PEET S NV COMPANY GUAR 144A 09/31 2.25 (JDE PEETS NV) | Long | Debt | NL | $647K | – | 0.26 |
| JOHN LEWIS PLC SR UNSECURED 01/25 6.125 | Long | Debt | GB | $253K | – | 0.10 |
| JONES LANG LASALLE INC SR UNSECURED 12/28 6.875 (JONES LANG LASALLE INCORPORATED) | Long | Debt | US | $527K | – | 0.21 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 B 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440) | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 C 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440) | Long | ABS-mortgage backed security | US | $805K | – | 0.32 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440) | Long | ABS-mortgage backed security | US | $134K | – | 0.05 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC C 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC) | Long | ABS-mortgage backed security | US | $362K | – | 0.14 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC D 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC) | Long | ABS-mortgage backed security | US | $893K | – | 0.35 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH E 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH) | Long | ABS-mortgage backed security | US | $872K | – | 0.34 |
| JPMORGAN CHASE + CO SR UNSECURED 11/32 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.46 |
| KILROY REALTY LP COMPANY GUAR 11/32 2.5 | Long | Debt | US | $150K | – | 0.06 |
| KILROY REALTY LP COMPANY GUAR 11/33 2.65 | Long | Debt | US | $662K | – | 0.26 |
| KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP D 144A (KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP) | Long | ABS-mortgage backed security | US | $1M | – | 0.51 |
| LEGAL + GENERAL GROUP JR SUBORDINA REGS 12/99 VAR (LEGAL & GENERAL GROUP PLC) | Long | Debt | GB | $225K | – | 0.09 |
| LEHMAN XS TRUST LXS 2006 15 A4 (LEHMAN XS TRUST 2006-15) | Long | ABS-mortgage backed security | US | $107K | – | 0.04 |
| LENOVO GROUP LTD SR UNSECURED REGS 11/30 3.421 (LENOVO GROUP LIMITED) | Long | Debt | HK | $354K | – | 0.14 |
| LIBERTY STREET TRUST LBTY 2016 225L C 144A (LIBERTY STREET TRUST 2016-225L) | Long | ABS-mortgage backed security | US | $1M | – | 0.53 |
| LINDBLAD EXPEDITIONS LLC SR SECURED 144A 02/27 6.75 | Long | Debt | US | $296K | – | 0.12 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $478K | – | 0.19 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR | Long | Debt | GB | $376K | – | 0.15 |
| LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A (LOANPAL SOLAR LOAN 2021-2GS LTD) | Long | ABS-other | US | $106K | – | 0.04 |
| LOGICOR FINANCING SARL COMPANY GUAR REGS 11/28 3.25 | Long | Debt | LU | $712K | – | 0.28 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 2A3 (LONG BEACH MORTGAGE LOAN TR 2006-9) | Long | ABS-mortgage backed security | US | $236K | – | 0.09 |
| MADISON AVENUE TRUST MAD 2017 330M B 144A (MADISON AVENUE MORTGAGE TRUST 2017-330M) | Long | ABS-mortgage backed security | US | $1M | – | 0.57 |
| MADISON AVENUE TRUST MAD 2017 330M D 144A (MADISON AVENUE MORTGAGE TRUST 2017-330M) | Long | ABS-mortgage backed security | US | $906K | – | 0.36 |
| MARKET BIDCO LIMITED EUR TERM LOAN B1 (MORRISONS (MARKET BIDCO LIMITED)) | Long | Loan | GB | $280K | – | 0.11 |
| MARKS + SPENCER PLC SR UNSECURED REGS 05/26 3.75 (MARKS AND SPENCER PLC) | Long | Debt | GB | $123K | – | 0.05 |
| MARKS + SPENCER PLC SR UNSECURED REGS 07/27 4.5 (MARKS AND SPENCER PLC) | Long | Debt | GB | $368K | – | 0.15 |
| MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M4 (MASTR ASSET BACKED SEC TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $198K | – | 0.08 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $206K | – | 0.08 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE1 M2 (MERRILL LYNCH MORTGAGE INVS 2006-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.46 |
| METALSA SA DE CV COMPANY GUAR 144A 05/31 3.75 (METALSA SAPI DE CV) | Long | Debt | MX | $359K | – | 0.14 |
| MFT TRUST MOFT 2020 ABC A 144A (MFT TRUST 2020-ABC E) | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| MFT TRUST MOFT 2020 B6 A 144A (MFT TRUST 2020-B6) | Long | ABS-mortgage backed security | US | $124K | – | 0.05 |
| MFT TRUST MOFT 2020 B6 B 144A (MFT TRUST 2020-B6) | Long | ABS-mortgage backed security | US | $630K | – | 0.25 |
| MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703 | Long | Debt | US | $166K | – | 0.07 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 10/32 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $414K | – | 0.16 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS B 144A (MORGAN STANLEY CAPITAL I TRUST 2019-NUGS) | Long | ABS-mortgage backed security | US | $801K | – | 0.32 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS D 144A (MORGAN STANLEY CAPITAL I TRUST 2019-NUGS) | Long | ABS-mortgage backed security | US | $318K | – | 0.13 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 1A1 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $51K | – | 0.02 |
| MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A (MOSAIC SOLAR LOAN TRUST 2022-1A) | Long | ABS-other | US | $482K | – | 0.19 |
| MSCI INC COMPANY GUAR 144A 09/30 3.625 | Long | Debt | US | $539K | – | 0.21 |
| MUNICH RE SUBORDINATED 144A 05/42 VAR (MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE)) | Long | Debt | DE | $400K | – | 0.16 |
| NATIONSTAR MTG HLD INC COMPANY GUAR 144A 11/31 5.75 (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $282K | – | 0.11 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 NEMA X 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-NEMA) | Long | ABS-mortgage backed security | US | $513K | – | 0.20 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $235K | – | 0.09 |
| NE PROPERTY BV COMPANY GUAR REGS 07/27 3.375 | Long | Debt | NL | $313K | – | 0.12 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2005 B M2 (NEW CENTURY HOME EQUITY LOAN TR 2005-B) | Long | ABS-mortgage backed security | US | $2M | – | 0.60 |
| NEXI SPA SR UNSECURED REGS 04/26 1.625 | Long | Debt | IT | $563K | – | 0.22 |
| NEXTERA ENERGY OPERATING SR UNSECURED 144A 01/29 7.25 (NEXTERA ENERGY OPERATING PARTNERS LP) | Long | Debt | US | $821K | – | 0.32 |
| NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172 | Long | Debt | JP | $618K | – | 0.24 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | Long | Debt | FI | $418K | – | 0.16 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL XIV-B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.91 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 01/33 5 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $1M | – | 0.50 |
| NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5 (NXP BV / NXP FUNDING LLC / NXP USA INC) | Long | Debt | NL | $252K | – | 0.10 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 D 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $1M | – | 0.53 |
| OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH | Derivative-interest rate | JP | $73K | – | 0.03 | |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $195K | – | 0.08 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP AJ 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $955K | – | 0.38 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5 (ONEMAIN FINANCE CORPORATION (AKA: SPRINGLEAF FINANCE CORPORATION)) | Long | Debt | US | $732K | – | 0.29 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $1M | – | 0.45 |
| PATTERN ENERGY OP LP/PAT COMPANY GUAR 144A 08/28 4.5 (PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC) | Long | Debt | US | $463K | – | 0.18 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 09/31 5.75 (PENNYMAC FINANCIAL SERVICES INC) | Long | Debt | US | $187K | – | 0.07 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.47 |
| REGENCY CENTERS LP COMPANY GUAR 06/30 3.7 | Long | Debt | US | $92K | – | 0.04 |
| RENEW POWER PVT LTD SR SECURED REGS 03/27 5.875 (RENEW PRIVATE LIMITED) | Long | Debt | IN | $194K | – | 0.08 |
| REPUBLIC OF CHILE SR UNSECURED 01/27 2.75 (CHILEAN GOVT) | Long | Debt | CL | $283K | – | 0.11 |
| REPUBLIC OF CHILE SR UNSECURED 01/34 3.5 (CHILEAN GOVT) | Long | Debt | CL | $261K | – | 0.10 |
| REPUBLIC OF SERBIA SR UNSECURED REGS 09/28 1 (SERBIA GOVT) | Long | Debt | RS | $273K | – | 0.11 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $430K | – | 0.17 |
| REPUBLICA ORIENT URUGUAY SR UNSECURED 04/55 4.975 (URUGUAY GOVT) | Long | Debt | UY | $91K | – | 0.04 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A) | Long | ABS-other | US | $682K | – | 0.27 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $462K | – | 0.18 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS2 1A4 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS2) | Long | ABS-mortgage backed security | US | $169K | – | 0.07 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A16 (RESIDENTIAL ACCREDIT LOANS 2006-QS6) | Long | ABS-mortgage backed security | US | $99K | – | 0.04 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS8 A10 (RALI TRUST 2007-QS8) | Long | ABS-mortgage backed security | US | $147K | – | 0.06 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2003 RS9 MII1 (RESIDENTIAL ASSET MTG PROD INC 2003-RS9) | Long | ABS-mortgage backed security | US | $216K | – | 0.09 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS1 MII2 (RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2005-RS1) | Long | ABS-mortgage backed security | US | $724K | – | 0.29 |
| RESIDENTIAL ASSET SECURITIES C RASC 2004 KS7 A2B3 (RESIDENTIAL ASSET SEC CORP 2004-KS7) | Long | ABS-mortgage backed security | US | $97K | – | 0.04 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A1 (RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A3) | Long | ABS-mortgage backed security | US | $108K | – | 0.04 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A2 (RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A3) | Long | ABS-other | US | $65K | – | 0.03 |
| REVERSE REPO MORGAN STANLEY | Short | Repurchase agreement | US | $-5M | – | -2.03 |
| REVERSE REPO STANDARD CHARTERE VAR 1 | Short | Repurchase agreement | US | $-19M | – | -7.40 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $2K | – | 0.00 | |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $17K | – | 0.01 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $75K | – | 0.03 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $3K | – | 0.00 | |
| RFR JPY MUTK/0.00000 06/16/21-7Y LCH | Derivative-interest rate | JP | $236K | – | 0.09 | |
| RFR JPY MUTK/0.00000 12/15/21-5Y LCH | Derivative-interest rate | JP | $43K | – | 0.02 | |
| RFR JPY MUTK/0.00000 12/15/21-7Y LCH | Derivative-interest rate | JP | $194K | – | 0.08 | |
| RFR JPY MUTK/0.4000 06/15/22-10Y LCH | Derivative-interest rate | JP | $56K | – | 0.02 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $2K | – | 0.00 | |
| RFR USD SOFR/1.60000 01/16/24-2Y LCH | Derivative-interest rate | US | $226K | – | 0.09 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $-37K | – | -0.01 | |
| RFR USD SOFR/2.00000 12/21/22-2Y CME | Derivative-interest rate | US | $-79K | – | -0.03 | |
| RFR USD SOFR/2.00000 12/21/22-7Y CME | Derivative-interest rate | US | $291K | – | 0.11 | |
| RFR USD SOFR/2.30000 01/17/24-2Y LCH | Derivative-interest rate | US | $128K | – | 0.05 | |
| RFR USD SOFR/2.35000 01/17/24-1Y CME | Derivative-interest rate | US | $133K | – | 0.05 | |
| RFR USD SOFR/2.43000 09/30/22-5Y LCH | Derivative-interest rate | US | $55K | – | 0.02 | |
| RFR USD SOFR/2.45000 10/04/22-5Y LCH | Derivative-interest rate | US | $52K | – | 0.02 | |
| RFR USD SOFR/2.45000 12/20/23-1Y LCH | Derivative-interest rate | US | $260K | – | 0.10 | |
| RFR USD SOFR/2.53700 07/24/23-30Y LCH | Derivative-interest rate | US | $-24K | – | -0.01 | |
| RFR USD SOFR/2.69000 04/04/24-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-13K | – | -0.00 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $420K | – | 0.17 | |
| RFR USD SOFR/2.76500 07/27/23-1Y LCH | Derivative-interest rate | US | $-39K | – | -0.02 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $253K | – | 0.10 | |
| RFR USD SOFR/3.00000 06/21/23-7Y LCH | Derivative-interest rate | US | $78K | – | 0.03 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.05200 07/24/23-1Y LCH | Derivative-interest rate | US | $-34K | – | -0.01 | |
| RFR USD SOFR/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-26K | – | -0.01 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $17K | – | 0.01 | |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | Derivative-interest rate | US | $13K | – | 0.01 | |
| RFR USD SOFR/3.35000 12/14/22-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.37000 07/12/23-30Y LCH | Derivative-interest rate | US | $-9K | – | -0.00 | |
| RFR USD SOFR/3.50000 05/22/23-10Y LCH | Derivative-interest rate | US | $677K | – | 0.27 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $127K | – | 0.05 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.61000 12/12/22-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.62000 01/31/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-9K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-9K | – | -0.00 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/3.70000 03/05/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.70000 06/06/23-10Y LCH | Derivative-interest rate | US | $230K | – | 0.09 | |
| RFR USD SOFR/3.71000 03/05/24-10Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.73500 01/23/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.73800 01/23/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $198K | – | 0.08 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $401K | – | 0.16 | |
| RFR USD SOFR/3.75000 06/20/24-7Y CME | Derivative-interest rate | US | $127K | – | 0.05 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $457K | – | 0.18 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/13/22-5Y LCH | Derivative-interest rate | US | $15K | – | 0.01 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $35.57 | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.87000 10/17/23-30Y LCH | Derivative-interest rate | US | $788.32 | – | 0.00 | |
| RFR USD SOFR/3.88000 10/16/23-30Y LCH | Derivative-interest rate | US | $963.92 | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-789.56 | – | -0.00 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-748.45 | – | -0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | Derivative-interest rate | US | $-356K | – | -0.14 | |
| RFR USD SOFR/4.00000 12/20/23-3Y LCH | Derivative-interest rate | US | $203K | – | 0.08 | |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | Derivative-interest rate | US | $447.1 | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME | Derivative-interest rate | US | $149K | – | 0.06 | |
| RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME | Derivative-interest rate | US | $19K | – | 0.01 | |
| RFRF USD SF+26.161/1.00 9/16/23-4Y* CME | Derivative-interest rate | US | $57K | – | 0.02 | |
| RFRF USD SF+26.161/1.00 9/16/23-7Y* CME | Derivative-interest rate | US | $354K | – | 0.14 | |
| RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME | Derivative-interest rate | US | $46K | – | 0.02 | |
| RFRF USD SF+26.161/1.4* 07/16/23-8Y CME | Derivative-interest rate | US | $44K | – | 0.02 | |
| RFRF USD SF+26.161/1.4* 8/10/23-8Y* CME | Derivative-interest rate | US | $139K | – | 0.05 | |
| RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME | Derivative-interest rate | US | $41K | – | 0.02 | |
| RFRF USD SF+26.161/1.4* 8/24/23-4Y* CME | Derivative-interest rate | US | $33K | – | 0.01 | |
| RFRF USD SF+26.161/1.50 7/12/23-6Y* CME | Derivative-interest rate | US | $14K | – | 0.01 | |
| RFRF USD SF+26.161/1.7* 8/12/23-28Y CME | Derivative-interest rate | US | $95K | – | 0.04 | |
| RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME | Derivative-interest rate | US | $-19K | – | -0.01 | |
| RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME | Derivative-interest rate | US | $-19K | – | -0.01 | |
| RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME | Derivative-interest rate | US | $35K | – | 0.01 | |
| ROMANIA NOTES 144A 09/28 5.5 (ROMANIA GOVT) | Long | Debt | RO | $550K | – | 0.22 |
| ROMANIA NOTES 144A 09/33 6.375 (ROMANIA GOVT) | Long | Debt | RO | $557K | – | 0.22 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $161K | – | 0.06 |
| SAN DIEGO G + E 1ST MORTGAGE 08/51 2.95 (SAN DIEGO GAS & ELECTRIC COMPANY) | Long | Debt | US | $227K | – | 0.09 |
| SANTANDER HOLDINGS USA SR UNSECURED 01/30 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $504K | – | 0.20 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $308K | – | 0.12 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $1M | – | 0.52 |
| SERVICE EXPERTS ISSUER SE 2021 1A A 144A (SERVICE EXPERTS ISSUER 2021-1A LLC) | Long | ABS-other | US | $448K | – | 0.18 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 C 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $411K | – | 0.16 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $413K | – | 0.16 |
| SHINHAN BANK SUBORDINATED 144A 04/32 4.375 (SHINHAN BANK CO LTD) | Long | Debt | KR | $462K | – | 0.18 |
| SHINHAN BANK SUBORDINATED REGS 04/29 4 (SHINHAN BANK CO LTD) | Long | Debt | KR | $187K | – | 0.07 |
| SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125 (SIRIUS REAL ESTATE LIMITED) | Long | Debt | GG | $302K | – | 0.12 |
| SIRIUS REAL ESTATE LTD SR UNSECURED REGS 11/28 1.75 (SIRIUS REAL ESTATE LIMITED) | Long | Debt | GG | $186K | – | 0.07 |
| SLM CORP SR UNSECURED 11/26 3.125 (SLM CORP (SALLIE MAE)) | Long | Debt | US | $839K | – | 0.33 |
| SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375 | Long | Debt | US | $145K | – | 0.06 |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $111K | – | 0.04 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $24K | – | 0.01 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $293K | – | 0.12 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $272.31 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $9K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $88K | – | 0.03 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $522.59 | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $27K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $13K | – | 0.01 | |
| SOLD KWD BOUGHT USD 20290502 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-31.37 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-9K | – | -0.00 | |
| SOUTH AFRICA EM SP MYC | Derivative-credit | US | $-3K | – | -0.00 | |
| SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 05/50 3.15 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $64K | – | 0.03 |
| SPECIALTY UNDERWRITING + RESID SURF 2005 BC1 M4 (SPECIALTY UNDERWRITING & RESID 2005-BC1) | Long | ABS-mortgage backed security | US | $146K | – | 0.06 |
| ST MARYS CEMENT INC COMPANY GUAR 144A 04/34 5.75 (ST MARYS CEMENT INC CANADA) | Long | Debt | CA | $393K | – | 0.16 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/29 6.301 | Long | Debt | GB | $613K | – | 0.24 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR | Long | Debt | GB | $164K | – | 0.06 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/28 VAR | Long | Debt | GB | $532K | – | 0.21 |
| STANDARD CHARTERED PLC SUBORDINATED 144A 01/33 VAR | Long | Debt | GB | $169K | – | 0.07 |
| STANDARD INDUSTRIES INC SR UNSECURED REGS 11/26 2.25 | Long | Debt | US | $609K | – | 0.24 |
| STAR ENERGY GEOTHERMAL SR SECURED REGS 04/33 6.75 (STAR ENERGY GEOTHERMAL (WAYANG WINDU) LIMITED) | Long | Debt | VG | $315K | – | 0.12 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 C 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $366K | – | 0.14 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS) | Long | ABS-mortgage backed security | US | $984K | – | 0.39 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH D 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH) | Long | ABS-mortgage backed security | US | $1M | – | 0.43 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A3 (STRUCTURED ASSET INVEST LN TR 2003-BC2) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M5 (STRUCTURED ASSET INVST LN TR 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.57 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A M1 144A (STRUCTURED ASSET SEC CORP 2006-EQ1A) | Long | ABS-mortgage backed security | US | $1M | – | 0.59 |
| STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A1 (STRUCTURED ASSET SEC CORP 2007-WF1) | Long | ABS-mortgage backed security | US | $82K | – | 0.03 |
| SUN COMMUNITIES OPER LP COMPANY GUAR 04/32 4.2 (SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP) | Long | Debt | US | $269K | – | 0.11 |
| SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A (SUNNOVA SOL V ISSUER LLC 2023-1A) | Long | ABS-other | US | $1M | – | 0.41 |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A (SUNRUN DEMETER ISSUER 2021-2A) | Long | ABS-other | US | $535K | – | 0.21 |
| SVB FINANCIAL GROUP SR UNSECURED 04/33 VAR | Long | Debt | US | $692K | – | 0.27 |
| TDC NET AS SR SECURED REGS 05/28 5.056 (TDC NET A/S) | Long | Debt | DK | $437K | – | 0.17 |
| TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5 (TERRAFORM POWER OPERATING LLC) | Long | Debt | US | $191K | – | 0.08 |
| TESCO PLC SNR SE ICE | Derivative-credit | GB | $11K | – | 0.00 | |
| TRANSURBAN FINANCE CO SR SECURED 144A 03/31 2.45 (TRANSURBAN FINANCE COMPANY PTY LTD) | Long | Debt | AU | $503K | – | 0.20 |
| TRAVIS PERKINS PLC SR UNSECURED REGS 02/26 3.75 | Long | Debt | GB | $481K | – | 0.19 |
| TRINITY SQUARE TRINI 2021 1A BR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $2M | – | 0.90 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.92 |
| TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.76 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 3.25 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $781K | – | 0.31 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $532K | – | 0.21 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.23 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.84 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $163K | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 01/34 VAR | Long | Debt | CH | $305K | – | 0.12 |
| UDR INC COMPANY GUAR 11/34 3.1 | Long | Debt | US | $81K | – | 0.03 |
| UNICREDIT SPA SUBORDINATED 144A 06/35 VAR | Long | Debt | IT | $375K | – | 0.15 |
| UNITED MEXICAN STATES SR UNSECURED 05/32 4.4899 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.46 |
| UNITED MEXICAN STATES SR UNSECURED 08/36 2.25 (MEXICO GOVT) | Long | Debt | MX | $497K | – | 0.20 |
| UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A (UPSTART PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $274K | – | 0.11 |
| US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024 | Derivative-interest rate | US | $-131.38 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024 | Derivative-interest rate | US | $-380.76 | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $315K | – | 0.12 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $187K | – | 0.07 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $236.96 | – | 0.00 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $37K | – | 0.01 | |
| US TREASURY N/B 03/26 4.5 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 2.00 |
| US TREASURY N/B 04/27 4.5 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 2.05 |
| US TREASURY N/B 08/32 2.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.77 |
| US TREASURY N/B 09/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.16 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-229.74 | – | -0.00 | |
| UZBEKISTAN INTL BOND SR UNSECURED 144A 05/27 5.375 (UZBEKISTAN GOVT) | Long | Debt | UZ | $428K | – | 0.17 |
| VASA TRUST VASA 2021 VASA C 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $296K | – | 0.12 |
| VASA TRUST VASA 2021 VASA D 144A (VASA TRUST 2021-VASA) | Long | ABS-mortgage backed security | US | $272K | – | 0.11 |
| VERISIGN INC SR UNSECURED 06/31 2.7 | Long | Debt | US | $335K | – | 0.13 |
| VERIZON COMMUNICATIONS SR UNSECURED 05/33 5.05 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $2M | – | 0.66 |
| VIA OUTLETS BV SR UNSECURED REGS 11/28 1.75 | Long | Debt | NL | $479K | – | 0.19 |
| VILMORIN ET COMP SR UNSECURED REGS 03/28 1.375 (VILMORIN & CIE) | Long | Debt | FR | $376K | – | 0.15 |
| VMED O2 UK FINAN SR SECURED 144A 07/31 4.75 (VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)) | Long | Debt | GB | $507K | – | 0.20 |
| VMED O2 UK FINAN SR SECURED REGS 07/31 4.5 (VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)) | Long | Debt | GB | $209K | – | 0.08 |
| VODAFONE GROUP PLC JR SUBORDINA 06/81 VAR | Long | Debt | GB | $81K | – | 0.03 |
| VONOVIA SE SR UNSECURED REGS 06/28 1.875 | Long | Debt | DE | $597K | – | 0.24 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/29 4.054 | Long | Debt | US | $462K | – | 0.18 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05 | Long | Debt | US | $163K | – | 0.06 |
| WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2 | Long | Debt | GB | $376K | – | 0.15 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 15 A1 (WELLS FARGO MTG BKD SEC 2007-15) | Long | ABS-mortgage backed security | US | $90K | – | 0.04 |
| WEYERHAEUSER CO SR UNSECURED 11/29 4 (WEYERHAEUSER COMPANY) | Long | Debt | US | $94K | – | 0.04 |
| WORKSPACE GROUP PLC SR UNSECURED REGS 03/28 2.25 | Long | Debt | GB | $650K | – | 0.26 |
| WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A (WORLDWIDE PLAZA TRUST 2017-WWP) | Long | ABS-mortgage backed security | US | $74K | – | 0.03 |
| WORLDWIDE PLAZA TRUST WPT 2017 WWP C 144A (WORLDWIDE PLAZA TRUST 2017-WWP) | Long | ABS-mortgage backed security | US | $350K | – | 0.14 |
| ZCS BRL 10.25622 04/03/24-01/04/27 CME | Derivative-interest rate | BR | $-97K | – | -0.04 | |
| ZCS BRL 9.815 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-92K | – | -0.04 | |
| ZCS BRL 9.83243 03/13/24-01/04/27 CME | Derivative-interest rate | BR | $-42K | – | -0.02 | |
| ZENITH FINCO PLC SR SECURED 144A 06/27 6.5 | Long | Debt | GB | $167K | – | 0.07 |
| ZF FINANCE GMBH COMPANY GUAR REGS 05/27 2 | Long | Debt | DE | $701K | – | 0.28 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/30 6.75 (ZF NORTH AMERICA CAPITAL INC) | Long | Debt | US | $255K | – | 0.10 |
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.