NPORT-P
false
0000810893
XXXXXXXX
S000043727
C000135601
C000135602
PIMCO Funds
811-05028
0000810893
00000000000000000000
650 Newport Center Drive
Newport Beach
92660
(888) 877-4626
PIMCO RAE Low Volatility PLUS International Fund
S000043727
549300NED1EWTBVR8145
2020-03-31
2019-09-30
N
809300060.690000
298450170.260000
510849890.430000
0.000000
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5666650.960000
0.000000
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0.000000
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0.000000
4791925.400000
JPY
AUD
BRL
CAD
ARS
GBP
EUR
USD
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
2510.220000
0.0004914
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
595991.240000
USD
2486743.640000
BRL
2019-10-02
2510.220000
N
N
N
N/A
N/A
BOUGHT TWD/SOLD USD
000000000
1.000000
NC
USD
23962.970000
0.0046908
N/A
DFE
TW
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1533023.810000
USD
48151818.000000
TWD
2019-11-21
23962.970000
N
N
N
N/A
N/A
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000000000
1.000000
NC
USD
-76545.080000
0.0149839
N/A
DFE
NO
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
5205672.280000
USD
46630000.000000
NOK
2019-11-15
-76545.080000
N
N
N
N/A
N/A
SOLD CHF/BOUGHT USD
000000000
1.000000
NC
161758.150000
0.0316645
N/A
DFE
CH
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
8240000.000000
CHF
8417857.540000
USD
2019-10-02
161758.150000
N
N
N
N/A
N/A
SOLD SGD/BOUGHT USD
000000000
1.000000
NC
-24114.770000
0.0047205
N/A
DFE
SG
N
2
MORGAN STANLEY AND CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
6976000.000000
SGD
5027657.160000
USD
2019-12-18
-24114.770000
N
N
N
N/A
N/A
BOUGHT CNH/SOLD USD
000000000
1.000000
NC
USD
528.320000
0.0001034
N/A
DFE
CN
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
155838.210000
USD
1118497.590000
CNY
2019-12-18
528.320000
N
N
N
N/A
N/A
SOLD CNH/BOUGHT USD
000000000
1.000000
NC
133633.470000
0.0261590
N/A
DFE
CN
N
2
Nomura Global Financial Products Inc.
0Z3VO5H2G7GRS05BHJ91
44808194.000000
CNY
6403000.000000
USD
2019-11-13
133633.470000
N
N
N
N/A
N/A
RALVEIIT TRS EQUITY 1ML+42 MEI
000000000
1.000000
NC
USD
90750.780000
0.0177647
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
USD-LIBOR-BBA-Bloomberg 1M
N/A
N/A
Y
2020-03-25
0.000000
USD
0.000000
USD
12355912.110000
USD
90750.780000
N
N
N
N/A
N/A
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000000000
1.000000
NC
USD
1029628.410000
0.2015520
N/A
DE
US
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
USD-LIBOR-BBA-Bloomberg 1M
N/A
N/A
Y
2020-03-18
0.000000
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0.000000
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141227713.330000
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1029628.410000
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N
N
N/A
N/A
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000000000
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NC
USD
6542369.390000
1.2806833
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
USD-LIBOR-BBA-Bloomberg 1M
N/A
N/A
Y
2020-02-20
0.000000
USD
0.000000
USD
121765211.570000
USD
6542369.390000
N
N
N
N/A
N/A
RALVEIIT TRS EQUITY 1ML+65 SOG
000000000
1.000000
NC
USD
137242.200000
0.0268655
N/A
DE
US
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
USD-LIBOR-BBA-Bloomberg 1M
N/A
N/A
Y
2020-02-06
0.000000
USD
0.000000
USD
18899548.160000
USD
137242.200000
N
N
N
N/A
N/A
RALVEIIT TRS EQUITY 1ML+70 *BULLET* JPM
000000000
1.000000
NC
USD
10801466.640000
2.1144111
N/A
DE
US
N
2
JP Morgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
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N/A
N/A
Y
2020-01-09
0.000000
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190284173.640000
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10801466.640000
N
N
N
N/A
N/A
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000000000
1.000000
NC
-35597.470000
0.0069683
N/A
DFE
GB
N
2
Societe Generale
O2RNE8IBXP4R0TD8PU41
5374000.000000
GBP
6572001.640000
USD
2019-10-02
-35597.470000
N
N
N
N/A
N/A
BOUGHT SGD/SOLD USD
000000000
1.000000
NC
USD
-173.440000
0.0000340
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DFE
SG
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
5030220.430000
USD
6946000.000000
SGD
2019-12-18
-173.440000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
179367.500000
0.0351116
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
9055000.000000
EUR
10048867.750000
USD
2019-10-02
179367.500000
N
N
N
N/A
N/A
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000000000
1.000000
NC
93871.820000
0.0183756
N/A
DFE
CN
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2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
32041654.660000
CNY
4577000.000000
USD
2019-11-13
93871.820000
N
N
N
N/A
N/A
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000000000
1.000000
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USD
-2195.340000
0.0004297
N/A
DFE
JP
N
2
State Street Bank and Trust Co.
571474TGEMMWANRLN572
652368.750000
USD
70300000.000000
JPY
2019-10-02
-2195.340000
N
N
N
N/A
N/A
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000000000
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USD
1559.300000
0.0003052
N/A
DIR
US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
N/A
N/A
IRS USD R 3.37000 03/31/20-30Y CME
000000000
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USD
0.000000
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DIR
US
IRS USD R 3.37000 03/31/20-30Y CME
N/A
N/A
2050-03-31
0.000000
USD
0.000000
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N/A
USD
N/A
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USD
2020-03-27
XXXX
-621560.700000
N
N
N
ARGENT SECURITIES INC 2005-W4
N/A
ARGENT SECURITIES INC. ARSI 2005 W4 A2D
040104PT2
1472335.360000
PA
USD
1229341.720000
0.2406464
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.39838
N
N
N
N
N
N
N/A
N/A
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000000000
82600000.000000
NC
USD
509385.940000
0.0997134
N/A
DIR
US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
N/A
N/A
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000000000
0.000000
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USD
0.000000
0.000000
DIR
US
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N/A
N/A
2024-07-21
0.000000
USD
0.000000
USD
N/A
USD
N/A
1.040000
USD
2021-07-19
XXXX
205830.940000
N
N
N
N/A
N/A
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000000000
-26400000.000000
NC
USD
-732626.400000
0.1434132
N/A
DIR
US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
N/A
N/A
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000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
IRS USD R 1.45300 07/21/21-10Y LCH
N/A
N/A
2031-07-21
0.000000
USD
0.000000
USD
N/A
USD
N/A
1.450000
USD
2021-07-19
XXXX
-437482.650000
N
N
N
N/A
N/A
317U245T4 IRO USD 3Y C 1.0230 AUG21 1.023 CALL
000000000
181100000.000000
NC
USD
1109654.030000
0.2172172
N/A
DIR
US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
N/A
N/A
IRS USD R 1.02300 08/04/21-3Y LCH
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
IRS USD R 1.02300 08/04/21-3Y LCH
N/A
N/A
2024-08-04
0.000000
USD
0.000000
USD
N/A
USD
N/A
1.020000
USD
2021-08-02
XXXX
397409.670000
N
N
N
N/A
N/A
317U246T3 IRO USD 10Y C 1.4944 AUG21 1.4944 CALL
000000000
-58000000.000000
NC
USD
-1717623.600000
0.3362286
N/A
DIR
US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
N/A
N/A
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000000000
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USD
0.000000
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DIR
US
IRS USD R 1.49440 08/04/21-10Y LCH
N/A
N/A
2031-08-04
0.000000
USD
0.000000
USD
N/A
USD
N/A
1.490000
USD
2021-08-02
XXXX
-1004813.680000
N
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N
N/A
N/A
317U280S2 IRO USD 5Y C 2.05000 MAR21 2.05 CALL
000000000
47100000.000000
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USD
1585541.430000
0.3103733
N/A
DIR
US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
N/A
N/A
IRS USD R 2.05000 03/15/21-5Y CME
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
IRS USD R 2.05000 03/15/21-5Y CME
N/A
N/A
2026-03-15
0.000000
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0.000000
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N/A
USD
N/A
2.050000
USD
2021-03-11
XXXX
1208741.430000
N
N
N
N/A
N/A
317U281S1 IRO USD 10Y C 2.3225 MAR21 2.3225 CALL
000000000
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USD
-1867043.200000
0.3654779
N/A
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US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
N/A
N/A
IRS USD R 2.32250 03/15/21-10Y CME
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
IRS USD R 2.32250 03/15/21-10Y CME
N/A
N/A
2031-03-15
0.000000
USD
0.000000
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N/A
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N/A
2.320000
USD
2021-03-11
XXXX
-1491285.620000
N
N
N
N/A
N/A
317U293S7 IRO USD 5Y C 1.80000 MAR21 1.8 CALL
000000000
48100000.000000
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USD
1210806.870000
0.2370181
N/A
DIR
US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
N/A
N/A
IRS USD R 1.80000 03/16/21-5Y CME
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
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N/A
N/A
2026-03-16
0.000000
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0.000000
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N/A
USD
N/A
1.800000
USD
2021-03-12
XXXX
928626.470000
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N
N
N/A
N/A
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000000000
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NC
USD
-1494063.560000
0.2924663
N/A
DIR
US
N
2
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
Call
Written
Morgan Stanley & Co. Incorporated
9R7GPTSO7KV3UQJZQ078
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2031-03-16
0.000000
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0.000000
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2.090000
USD
2021-03-12
XXXX
-1211789.060000
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N
N
N/A
N/A
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000000000
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NC
-135279.170000
0.0264812
N/A
DIR
N/A
N
2
London Clearing house
N/A
Eurostat Eurozone HICP Ex Tob
N/A
N/A
Y
2033-03-15
0.000000
EUR
-1551.500000
EUR
1150000.000000
EUR
-133727.670000
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N
N/A
N/A
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365508.350000
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2
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Eurostat Eurozone HICP Ex Tob
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N/A
Y
2048-03-15
3292.500000
EUR
0.000000
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1150000.000000
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362215.850000
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31145.990000
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Goldman Sachs Bank USA
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Eurostat Eurozone HICP Ex Tob
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N/A
Y
2020-03-30
0.000000
EUR
-3155.650000
EUR
35400000.000000
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34301.640000
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N
N
N/A
N/A
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000000000
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NC
-220185.270000
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DIR
GB
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2
London Clearing house
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UK RPI All Items NSA
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N/A
Y
2028-09-15
0.000000
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-845.450000
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N
N/A
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NC
-14513.170000
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DIR
GB
N
2
London Clearing house
N/A
UK RPI All Items NSA
N/A
N/A
Y
2028-11-15
0.000000
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0.000000
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1400000.000000
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-14513.170000
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N
N
N/A
N/A
INF SWAP GB NI 3.595 11/15/18-10Y LCH
000000000
1.000000
NC
-43818.670000
0.0085776
N/A
DIR
GB
N
2
London Clearing house
N/A
UK RPI All Items NSA
N/A
N/A
Y
2028-11-15
51636.910000
GBP
0.000000
GBP
4400000.000000
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-95455.580000
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N
N
N/A
N/A
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000000000
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NC
-9518.680000
0.0018633
N/A
DIR
GB
N
2
London Clearing house
N/A
UK RPI All Items NSA
N/A
N/A
Y
2028-11-15
0.000000
GBP
0.000000
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1100000.000000
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-9518.680000
N
N
N
N/A
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000000000
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USD
-374.130000
0.0000732
N/A
DIR
US
N
2
London Clearing house
N/A
US CPI Urban Consumers NSA
N/A
N/A
Y
2024-06-19
0.000000
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0.000000
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100000.000000
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-374.130000
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PA
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Long
DBT
NUSS
AR
N
2
2020-05-13
Fixed
0
N
N
N
N
N
N
N/A
N/A
IRS CAD 2.75000 12/18/18-30Y CME
000000000
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156384.180000
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Y
2048-12-18
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-25940.120000
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182324.300000
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N
N
N/A
N/A
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000000000
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NC
469152.220000
0.0918376
N/A
DIR
CA
N
2
London Clearing house
N/A
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N/A
N/A
Y
2048-12-18
0.000000
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-43480.700000
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N
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20221.850000
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DBT
NUSS
AR
N
2
2022-04-03
Floating
55.4688
N
N
N
N
N
N
N/A
N/A
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000000000
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NC
-413779.010000
0.0809982
N/A
DIR
JP
N
2
London Clearing house
N/A
JPY-LIBOR-BBA-Bloomberg 6M
N/A
N/A
Y
2028-06-19
0.000000
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-370177.760000
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1070000000.000000
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-43601.250000
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N
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REPUBLIC OF ARGENTINA BONDS 06/20 VAR
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37324000.000000
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319153.540000
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Long
DBT
NUSS
AR
N
2
2020-06-21
Floating
67.4197
N
N
N
N
N
N
N/A
N/A
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000000000
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USD
-128713.600000
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N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
Y
2030-01-07
0.000000
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-113445.390000
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23200000.000000
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-15268.210000
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N
N
N/A
N/A
IRS USD 1.75000 12/18/19-7Y CME
000000000
1.000000
NC
USD
625038.120000
0.1223526
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-12-18
617899.620000
USD
0.000000
USD
38100000.000000
USD
7138.500000
N
N
N
N/A
N/A
IRS USD 1.75000 12/21/16-10Y CME
000000000
1.000000
NC
USD
-416582.460000
0.0815469
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-12-21
266138.300000
USD
0.000000
USD
21000000.000000
USD
-682720.760000
N
N
N
N/A
N/A
IRS USD 2.00000 06/20/18-7Y CME
000000000
1.000000
NC
USD
-694343.220000
0.1359192
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2025-06-20
1249013.360000
USD
0.000000
USD
21900000.000000
USD
-1943356.580000
N
N
N
N/A
N/A
IRS USD 2.25000 03/12/20-30Y CME
000000000
1.000000
NC
USD
-966236.250000
0.1891429
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2050-03-14
0.000000
USD
-3303.400000
USD
7500000.000000
USD
-962932.850000
N
N
N
N/A
N/A
IRS USD 2.25000 06/20/18-10Y LCH
000000000
1.000000
NC
USD
-317571.790000
0.0621654
N/A
DIR
US
N
2
London Clearing house
N/A
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2028-06-20
233333.330000
USD
0.000000
USD
5000000.000000
USD
-550905.120000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 01/28 5.875
040114HQ6
1200000.000000
PA
USD
490512.000000
0.0960188
Long
DBT
NUSS
AR
N
2
2028-01-11
Fixed
5.875
N
N
N
N
N
N
N/A
N/A
IRS USD 2.50000 12/15/21-2Y CME
000000000
1.000000
NC
USD
2376796.000000
0.4652631
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2023-12-15
0.000000
USD
-894105.460000
USD
113600000.000000
USD
3270901.460000
N
N
N
N/A
N/A
IRS USD 2.50000 12/18/19-5Y CME
000000000
1.000000
NC
USD
-220289.850000
0.0431222
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2024-12-18
0.000000
USD
-255765.540000
USD
4500000.000000
USD
35475.690000
N
N
N
N/A
N/A
IRS USD 2.50000 12/20/17-10Y CME
000000000
1.000000
NC
USD
-80819.250000
0.0158205
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2027-12-20
36880.930000
USD
0.000000
USD
1000000.000000
USD
-117700.180000
N
N
N
N/A
N/A
IRS USD 2.56900 10/23/19-5Y CME
000000000
1.000000
NC
USD
-1536696.600000
0.3008118
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2024-10-23
0.000000
USD
0.000000
USD
29800000.000000
USD
-1536696.600000
N
N
N
N/A
N/A
IRS USD 2.75000 12/15/23-3Y CME
000000000
1.000000
NC
USD
-2426502.650000
0.4749933
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2026-12-15
0.000000
USD
-8690.790000
USD
71500000.000000
USD
-2417811.860000
N
N
N
N/A
N/A
IRS USD 2.92750 09/28/18-7Y* CME
000000000
1.000000
NC
USD
-1345656.580000
0.2634153
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2025-05-30
985.620000
USD
0.000000
USD
15800000.000000
USD
-1346642.200000
N
N
N
N/A
N/A
IRS USD 2.93300 09/28/18-7Y* CME
000000000
1.000000
NC
USD
-675339.590000
0.1321992
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
USD-LIBOR-BBA-Bloomberg 3M
N/A
N/A
Y
2025-05-30
0.000000
USD
0.000000
USD
7900000.000000
USD
-675339.590000
N
N
N
N/A
N/A
ZCS BRL 10.24 10/16/18-01/04/27 CME
000000000
1.000000
NC
-2110212.850000
0.4130788
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
-7042.470000
BRL
56700000.000000
BRL
-2103170.380000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
USD
-6368.140000
0.0012466
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
717755.350000
USD
710000.000000
CHF
2019-10-02
-6368.140000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
USD
-32158.330000
0.0062951
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7576870.520000
USD
7530000.000000
CHF
2019-10-02
-32158.330000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
-4327.330000
0.0008471
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
951494.170000
USD
869000.000000
EUR
2019-10-02
-4327.330000
N
N
N
ARGENTINA GOVT
549300KPBYGYF7HCHO27
REPUBLIC OF ARGENTINA SR UNSECURED 12/38 VAR
040114GK0
2500000.000000
PA
USD
1003150.000000
0.1963688
Long
DBT
NUSS
AR
N
2
2038-12-31
Variable
3.75
N
N
N
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
USD
-114177.910000
0.0223506
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4703042.650000
USD
496171000.000000
JPY
2019-10-02
-114177.910000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
USD
-24727.680000
0.0048405
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5275386.480000
USD
566471000.000000
JPY
2019-11-05
-24727.680000
N
N
N
N/A
N/A
BOUGHT TWD/SOLD USD
000000000
1.000000
NC
USD
186.990000
0.0000366
N/A
DFE
TW
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
218000.000000
USD
6732420.000000
TWD
2019-12-18
186.990000
N
N
N
N/A
N/A
SOLD CHF/BOUGHT USD
000000000
1.000000
NC
32059.470000
0.0062757
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7530000.000000
CHF
7598377.800000
USD
2019-11-04
32059.470000
N
N
N
N/A
N/A
SOLD CNY/BOUGHT USD
000000000
1.000000
NC
-103.890000
0.0000203
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1261318.780000
CNY
176581.100000
USD
2019-12-18
-103.890000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
24344.210000
0.0047654
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
566471000.000000
JPY
5263382.360000
USD
2019-10-02
24344.210000
N
N
N
N/A
549300TRUWO2CD2G5692
UNICREDIT SPA SUB SE BP BPS
000000000
1.000000
NC
11619.930000
0.0022746
N/A
DCR
IT
N
2
BNPParibas
R0MUWSFPU8MPRO8K5P83
UNICREDIT SPA
UNICREDIT SPA SUB
Y
Single Leg Swap
2023-12-21
51809.990000
EUR
0.000000
EUR
285000.000000
EUR
-40190.060000
N
N
N
N/A
549300TRUWO2CD2G5692
UNICREDIT SPA SUB SE BP CBK
000000000
1.000000
NC
2446.280000
0.0004789
N/A
DCR
IT
N
2
Citibank International Limited
31OGKFG0Y1795OV0AK56
UNICREDIT SPA
UNICREDIT SPA SUB
Y
Single Leg Swap
2023-12-21
11002.640000
EUR
0.000000
EUR
60000.000000
EUR
-8556.360000
N
N
N
N/A
549300TRUWO2CD2G5692
UNICREDIT SPA SUB SE BP HUS
000000000
1.000000
NC
12231.510000
0.0023943
N/A
DCR
IT
N
2
HSBC BANK USA, N.A.
1IE8VN30JCEQV1H4R804
UNICREDIT SPA
UNICREDIT SPA SUB
Y
Single Leg Swap
2023-12-21
57230.310000
EUR
0.000000
EUR
300000.000000
EUR
-44998.800000
N
N
N
N/A
254900HROIFWPRGM1V77
31750FC92 USD PUT BRL CALL OCT19 3.9635 PUT
000000000
-2051000.000000
NC
USD
-428.660000
0.0000839
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Put
Written
None
N/A
N/A
254900HROIFWPRGM1V77
USD - BRL
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2019-10-11
N/A
3.960000
USD
2019-10-11
XXXX
10519.580000
N
N
N
N/A
254900HROIFWPRGM1V77
31750FCA9 USD CALL BRL PUT OCT19 4.171 CALL
000000000
-2051000.000000
NC
USD
-16104.450000
0.0031525
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Call
Written
None
N/A
N/A
254900HROIFWPRGM1V77
USD - BRL
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2019-10-11
N/A
4.170000
USD
2019-10-11
XXXX
-4932.650000
N
N
N
N/A
254900HROIFWPRGM1V77
31750FCB7 USD CALL RUB PUT OCT19 66.3764 CALL
000000000
-2051000.000000
NC
USD
-3187.250000
0.0006239
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Call
Written
None
N/A
N/A
254900HROIFWPRGM1V77
USD - RUB
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2019-10-14
N/A
66.380000
USD
2019-10-14
XXXX
4760.380000
N
N
N
N/A
254900HROIFWPRGM1V77
31750FCC5 USD PUT RUB CALL OCT19 63.8627 PUT
000000000
-2051000.000000
NC
USD
-2428.380000
0.0004754
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
Put
Written
None
N/A
N/A
254900HROIFWPRGM1V77
USD - RUB
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2019-10-14
N/A
63.860000
USD
2019-10-14
XXXX
5334.660000
N
N
N
N/A
254900HROIFWPRGM1V77
US 10YR NOTE (CBT)DEC19 XCBT 20191219
000000000
-74.000000
NC
USD
-7054.420000
0.0013809
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2019-12-19
-9643125.000000
USD
-7054.420000
N
N
N
N/A
254900HROIFWPRGM1V77
US 2YR NOTE (CBT) DEC19 XCBT 20191231
000000000
-30.000000
NC
USD
17608.500000
0.0034469
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2019-12-31
-6465000.000000
USD
17608.500000
N
N
N
N/A
254900HROIFWPRGM1V77
US 5YR NOTE (CBT) DEC19 XCBT 20191231
000000000
-537.000000
NC
USD
276816.980000
0.0541875
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2019-12-31
-63982711.210000
USD
276816.980000
N
N
N
N/A
254900HROIFWPRGM1V77
US LONG BOND(CBT) DEC19 XCBT 20191219
000000000
-252.000000
NC
USD
881647.200000
0.1725844
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2019-12-19
-40902750.000000
USD
881647.200000
N
N
N
N/A
254900HROIFWPRGM1V77
US ULTRA BOND CBT DEC19 XCBT 20191219
000000000
-102.000000
NC
USD
688900.660000
0.1348538
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2019-12-19
-19574437.500000
USD
688900.660000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/21 VAR
00206RFZ0
2100000.000000
PA
USD
2110699.940000
0.4131742
Long
DBT
CORP
US
N
2
2021-06-01
Floating
2.88763
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 06/24 VAR
00206RGD8
1400000.000000
PA
USD
1426580.860000
0.2792564
Long
DBT
CORP
US
N
2
2024-06-12
Floating
3.31163
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT+T INC SR UNSECURED 07/21 VAR
00206RDV1
2400000.000000
PA
USD
2421829.300000
0.4740785
Long
DBT
CORP
US
N
2
2021-07-15
Floating
3.25338
N
N
N
N
N
N
AXA EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA EQUITABLE HOLDINGS I SR UNSECURED 04/28 4.35
054561AJ4
500000.000000
PA
USD
533022.720000
0.1043404
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC SUBORDINATED 144A 06/21 10.179
06739FFU0
300000.000000
PA
USD
335589.770000
0.0656924
Long
DBT
CORP
GB
N
2
2021-06-12
Fixed
10.179
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/49 VAR
ACI07CRC6
200000.000000
PA
233526.220000
0.0457133
Long
DBT
CORP
GB
N
2
2020-12-15
Floating
8
N
N
N
N
Y
Barclays PLC
Barclays PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA 12/99 VAR
06738EBG9
500000.000000
PA
USD
532107.500000
0.1041612
Long
DBT
CORP
GB
N
2
2024-06-15
Floating
8
N
N
N
N
Y
Barclays PLC
Barclays PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC JR SUBORDINA VAR
ACI1CH093
500000.000000
PA
652655.340000
0.1277587
Long
DBT
CORP
GB
N
2
2025-06-15
Floating
7.125
N
N
N
N
Y
Barclays PLC
Barclays PLC
GBP
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 02/23 VAR
06738EBE4
1000000.000000
PA
USD
1039347.710000
0.2034546
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
4.61
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 05/24 VAR
06738EBC8
1400000.000000
PA
USD
1393887.530000
0.2728566
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
3.54838
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC SR UNSECURED 08/21 3.2
06738EAQ8
2100000.000000
PA
USD
2120580.000000
0.4151082
Long
DBT
CORP
GB
N
2
2021-08-10
Fixed
3.2
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/22 2.764
05526DAV7
500000.000000
PA
USD
504918.490000
0.0988389
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.764
N
N
N
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/24 3.222
05526DAZ8
100000.000000
PA
USD
101276.800000
0.0198252
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BAT INTL FINANCE PLC COMPANY GUAR 144A 06/25 3.95
05530QAK6
400000.000000
PA
USD
416799.300000
0.0815894
Long
DBT
CORP
GB
N
2
2025-06-15
Fixed
3.95
N
N
N
N
N
N
BCAP LLC TRUST 2007-AA2
N/A
BCAP LLC TRUST BCAP 2007 AA2 12A1
05530NAA5
161429.300000
PA
USD
150914.260000
0.0295418
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
2.22838
N
N
N
N
N
N
BCAP LLC TRUST 2011-RR4
N/A
BCAP LLC TRUST BCAP 2011 RR4 7A1 144A
05533XAA0
1182105.070000
PA
USD
991702.580000
0.1941280
Long
ABS-MBS
CORP
US
N
2
2037-04-26
Fixed
5.25
N
N
N
N
N
N
BEAR STEARNS ADJ RATE MTGE 2003-9
N/A
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A3
07384MC26
119458.870000
PA
USD
123780.630000
0.0242303
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
4.61918
N
N
N
N
N
N
BEAR STEARNS ALT-A TRUST 2005-10
N/A
BEAR STEARNS ALT A TRUST BALTA 2005 10 22A1
07386HZE4
217208.030000
PA
USD
220053.720000
0.0430760
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
4.26819
N
N
N
N
N
N
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE2
N/A
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A2
07389YAB7
317664.750000
PA
USD
357130.080000
0.0699090
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.12838
Y
N
N
N
N
N
BEAR STEARNS MTGE FUND TR 2006-AR3
N/A
BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR3 1A1
07400HAA1
2915860.240000
PA
USD
2811006.200000
0.5502607
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
2.19838
N
N
N
N
N
N
BEAR STEARNS MTGE FUNDING TR 2007-AR
N/A
BEAR STEARNS MORTGAGE FUNDING BSMF 2007 AR5 1A1A
07400NAA8
567927.470000
PA
USD
552994.780000
0.1082500
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
2.18838
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL NOTES 05/35 6
919QJXII3
9070801.600000
PA
2934140.620000
0.5743645
Long
DBT
NUSS
BR
N
2
2035-05-15
Fixed
6
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL NOTES 05/55 6
ACI0BJ183
9070801.600000
PA
3299797.320000
0.6459427
Long
DBT
NUSS
BR
N
2
2055-05-15
Fixed
6
N
N
N
N
N
N
CANADA GOVT
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BONDS 12/48 2.75
135087D35
-3850000.000000
PA
-3736854.080000
0.7314975
Short
DBT
NUSS
CA
N
2
2048-12-01
Fixed
2.75
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC
549300TPZNMN50BJ3745
CHARTER COMMUNICATIONS OPERAT TERM LOAN B
16117LBS7
1354867.500000
PA
USD
1364489.770000
0.2671019
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.05
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
161175BB9
600000.000000
PA
USD
631864.340000
0.1236888
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.464
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2012 GC8 XA 144A
17318UAK0
13641487.400000
PA
USD
578689.630000
0.1132798
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Variable
1.93471
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 06/24 VAR
172967MA6
1400000.000000
PA
USD
1410198.060000
0.2760494
Long
DBT
CORP
US
N
2
2024-06-01
Floating
3.16063
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 10/26 3.2
172967KY6
600000.000000
PA
USD
619956.530000
0.1213579
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.2
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A
17312EAA4
529767.000000
PA
USD
490044.280000
0.0959273
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.27838
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2006-HE3
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2C
17310VAC4
1202383.160000
PA
USD
935757.100000
0.1831765
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
2.17838
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-AMC1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A
17311BAS2
418247.700000
PA
USD
290648.980000
0.0568952
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Floating
2.17838
N
N
N
N
N
N
CITIGROUP MTGE LOAN TR INC 2007-SHL1
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A
17312WAA4
1103772.730000
PA
USD
1088050.810000
0.2129884
Long
ABS-MBS
CORP
US
N
2
2046-11-25
Floating
2.41838
N
N
N
N
N
N
CITIGROUP MTGE LOAN TRUST INC 2005-11
N/A
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A
17307GW79
31544.690000
PA
USD
32735.670000
0.0064081
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
4.38
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/33 FIXED OID 7.375
167486VV8
200000.000000
PA
USD
238692.000000
0.0467245
Long
DBT
MUN
US
N
2
2033-01-01
Fixed
7.375
N
N
N
N
N
N
CITY OF CHICAGO
T5UYO5SYLC8K73MJQX30
CHICAGO IL CHI 01/42 FIXED 7.75
167486D22
94000.000000
PA
USD
108301.160000
0.0212002
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP COMPANY GUAR 10/25 3.95
20030NCS8
1479000.000000
PA
USD
1611561.960000
0.3154668
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 01/49 VAR
ACI0BJ746
400000.000000
PA
449844.300000
0.0880580
Long
DBT
CORP
NL
N
2
2020-06-29
Floating
5.5
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA SR UNSECURED REGS 03/20 6.875
959SWZII0
400000.000000
PA
449924.080000
0.0880736
Long
DBT
CORP
NL
N
2
2020-03-19
Fixed
6.875
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LN TR 2005-J12
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J12 2A4
12668ATB1
1347264.740000
PA
USD
928839.340000
0.1818224
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Floating
2.81838
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-45
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 45 2A1
12667G6K4
1163192.290000
PA
USD
1021171.160000
0.1998965
Long
ABS-MBS
CORP
US
N
2
2035-10-20
Floating
4.49605
N
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERTS 2006-21
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A
12667LAA0
679185.410000
PA
USD
659720.160000
0.1291417
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.15838
N
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERTS 2006-21
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4
12667LAE2
6000000.000000
PA
USD
5755861.200000
1.1267226
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
2.24838
N
N
N
N
N
N
COUNTRYWIDE ASSET BACKED CERTS 2006-22
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A
12666BAA3
2243523.030000
PA
USD
2049030.900000
0.4011023
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
2.15838
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2004-1
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M6
126671Z74
80078.620000
PA
USD
79798.510000
0.0156207
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
3.81838
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2005-12
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 12 M2
126670EL8
6000000.000000
PA
USD
6010005.600000
1.1764719
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.50838
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-24
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A
23243HAA9
308959.520000
PA
USD
276512.990000
0.0541280
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
2.15838
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2006-26
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 1A
12668HAA8
3066255.630000
PA
USD
2909613.810000
0.5695634
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
2.15838
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-12
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 2A3
126697AE1
669518.320000
PA
USD
669276.020000
0.1310123
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Floating
2.81838
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-2
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A
12668NAA5
799017.230000
PA
USD
758246.900000
0.1484285
Long
ABS-MBS
CORP
US
N
2
2037-08-25
Floating
2.15838
Y
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERT 2007-9
N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A
12670FAA8
1068406.930000
PA
USD
952252.080000
0.1864055
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
2.21838
Y
N
N
N
N
N
COUNTRYWIDE HOME LOANS 2005-HY10
N/A
COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1
126694VP0
842350.960000
PA
USD
733502.870000
0.1435848
Long
ABS-MBS
CORP
US
N
2
2036-02-20
Floating
3.7403
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/24 VAR
225401AH1
2700000.000000
PA
USD
2718817.870000
0.5322146
Long
DBT
CORP
CH
N
2
2024-06-12
Floating
3.37163
N
N
N
N
N
N
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LIMITED
549300PXR5FKNXF0OH19
CRED SUIS GP FUN LTD COMPANY GUAR 09/22 3.8
225433AH4
600000.000000
PA
USD
623599.130000
0.1220709
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
3.8
N
N
N
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN RESOURCES SA COMPANY GUAR 144A 02/23 7.625
12644VAB4
250000.000000
PA
USD
261562.500000
0.0512014
Long
DBT
CORP
LU
N
2
2023-02-13
Fixed
7.625
N
N
N
N
N
N
DAIMLER FINANCE NORTH AMERICA LLC
549300423Z16BB673J12
DAIMLER FINANCE NA LLC COMPANY GUAR 144A 02/22 VAR
233851DV3
700000.000000
PA
USD
703860.760000
0.1377823
Long
DBT
CORP
US
N
2
2022-02-15
Floating
3.05813
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 02/23 VAR
251526BS7
1900000.000000
PA
USD
1831389.080000
0.3584985
Long
DBT
CORP
DE
N
2
2023-02-27
Floating
3.36225
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 10/21 4.25
251526BX6
1500000.000000
PA
USD
1522097.480000
0.2979540
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
4.25
N
N
N
N
N
N
DSLA MORTGAGE LOAN TRUST 2004-AR3
N/A
DSLA MORTGAGE LOAN TRUST DSLA 2004 AR3 2A1
23332UBF0
22482.410000
PA
USD
23289.630000
0.0045590
Long
ABS-MBS
CORP
US
N
2
2044-07-19
Floating
4.48879
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 03/28 2.75
BD9MMZII4
500000.000000
PA
600317.940000
0.1175136
Long
DBT
CORP
CA
N
2
2028-03-29
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE 2007-73
N/A
FANNIE MAE FNR 2007 73 A1
31396V4Q8
458020.060000
PA
USD
450416.650000
0.0881701
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
2.27876
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL Q56548 FG 06/48 FIXED 4
3132Y0H29
4095288.740000
PA
USD
4254366.550000
0.8328017
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4
N
N
N
N
N
N
FIRST FRANKLIN MTG LN ASSET BC 2005-FFH4
N/A
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH4 M1
32027NXD8
182720.730000
PA
USD
183604.080000
0.0359409
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.49838
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AS9665 FN 05/47 FIXED 4
3138WKW35
2295719.740000
PA
USD
2414211.890000
0.4725873
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL AW3664 FN 04/29 FIXED 3.5
3138XTCA1
61862.250000
PA
USD
64307.880000
0.0125884
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
3.5
N
N
N
N
N
N
FNMA PASS THRU POOLS
N/A
FNMA POOL CA1894 FN 06/48 FIXED 4
3140Q9C84
2880820.680000
PA
USD
3007551.900000
0.5887350
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/21 VAR
345397ZL0
2300000.000000
PA
USD
2335616.080000
0.4572020
Long
DBT
CORP
US
N
2
2021-01-07
Floating
4.85263
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 09/20 VAR
34540RAC0
1000000.000000
PA
USD
1000141.480000
0.1957799
Long
DBT
CORP
US
N
2
2020-09-24
Floating
3.06463
N
N
N
N
N
N
FREDDIE MAC REMICS 4273
N/A
FREDDIE MAC FHR 4273 PF
3137B66E6
11941296.810000
PA
USD
11948454.420000
2.3389365
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Floating
2.4275
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY INC
5493008B6JBRUJ90QL97
GENERAL MOTORS FINL CO COMPANY GUAR 10/19 VAR
37045XBN5
5100000.000000
PA
USD
5100368.480000
0.9984085
Long
DBT
CORP
US
N
2
2019-10-04
Floating
3.583
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST 2019-3A
N/A
GLS AUTO RECEIVABLES TRUST GCAR 2019 3A A 144A
36258AAA8
1345793.300000
PA
USD
1347514.840000
0.2637790
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.58
N
N
N
N
N
N
PIMCO FUNDS
549300F9QJIJF2GM8419
PIMCO ST FLOATING NAV PORT IV MUTUAL FUND
000000000
4805545.280000
PA
USD
47829592.150000
9.3627488
Long
STIV
RF
US
N
1
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA II TBA 30 YR 5 JUMBOS
21H0506B3
1800000.000000
PA
USD
1895835.940000
0.3711141
Long
ABS-MBS
USGSE
US
N
2
2049-11-20
Fixed
5
N
N
N
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
3011187.130000
PA
USD
29789674.330000
5.8313949
Long
STIV
RF
US
N
1
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL AL2149 GN 02/45 FIXED 3.5
36183XL65
1262539.410000
PA
USD
1326126.750000
0.2595923
Long
ABS-MBS
USGSE
US
N
2
2045-02-15
Fixed
3.5
N
N
N
N
N
N
GNMA PASS THRU POOLS
N/A
GNMA POOL AN8471 GN 06/45 FIXED 3.5
36186SMU9
373029.450000
PA
USD
390496.680000
0.0764406
Long
ABS-MBS
USGSE
US
N
2
2045-06-15
Fixed
3.5
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 11/21 VAR
38145GAF7
1900000.000000
PA
USD
1914913.140000
0.3748485
Long
DBT
CORP
US
N
2
2021-11-15
Floating
3.32813
N
N
N
N
N
N
GSAMP TRUST 2004-WF
N/A
GSAMP TRUST GSAMP 2004 WF M2
36242DKL6
144430.430000
PA
USD
140033.810000
0.0274119
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
3.66838
N
N
N
N
N
N
HALCYON LOAN ADVISORS FUNDING 2014-3 LTD
N/A
HALCYON LOAN ADVISORS FUNDING HLA 2014 3A AR 144A
40538FAQ6
1972544.960000
PA
USD
1973013.010000
0.3862217
Long
ABS-CBDO
CORP
KY
N
2
2025-10-22
Floating
3.37763
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2005-4
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A
41161PMZ3
200710.970000
PA
USD
186150.490000
0.0364394
Long
ABS-MBS
CORP
US
N
2
2035-07-19
Floating
4.493
Y
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TR 2006-14
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 14 2A1A
41162NAC1
380143.890000
PA
USD
378219.030000
0.0740372
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
2.207
N
N
N
N
N
N
HAWKSMOOR MORTGAGES 19-1A
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A
ACI1DHFV7
2600000.000000
PA
3204095.140000
0.6272087
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
1.76015
N
N
N
N
N
N
HOMEBANC MORTGAGE TRUST 2005-4
N/A
HOMEBANC MORTGAGE TRUST HMBT 2005 4 A1
43739EBS5
134548.330000
PA
USD
136481.950000
0.0267166
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.28838
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR
BFM4XMII1
400000.000000
PA
520831.270000
0.1019539
Long
DBT
CORP
GB
N
2
2026-09-28
Floating
5.875
N
N
N
N
Y
HSBC Holdings plc
HSBC Holdings plc
GBP
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 01/22 VAR
404280BG3
1300000.000000
PA
USD
1324787.150000
0.2593300
Long
DBT
CORP
GB
N
2
2022-01-05
Floating
3.7885
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 03/21 3.4
404280AV1
800000.000000
PA
USD
812466.770000
0.1590422
Long
DBT
CORP
GB
N
2
2021-03-08
Fixed
3.4
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 05/21 VAR
404280BQ1
600000.000000
PA
USD
600687.050000
0.1175858
Long
DBT
CORP
GB
N
2
2021-05-18
Floating
2.72375
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 05/24 VAR
404280BR9
200000.000000
PA
USD
200903.030000
0.0393272
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
3.12375
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125
45262BAA1
200000.000000
PA
USD
200644.270000
0.0392766
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.125
N
N
N
N
N
N
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
2138008L3B3MCG1DFS50
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5
45262BAB9
200000.000000
PA
USD
200197.040000
0.0391890
Long
DBT
CORP
GB
N
2
2026-07-26
Fixed
3.5
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TR 2005-AR6
N/A
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR6 2A1
45660LGD5
1071837.700000
PA
USD
1052122.850000
0.2059554
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
2.49838
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
STATE OF ISRAEL SR UNSECURED 01/48 4.125
46513YJJ8
300000.000000
PA
USD
353157.000000
0.0691313
Long
DBT
NUSS
IL
N
2
2048-01-17
Fixed
4.125
N
N
N
N
N
N
JAPAN GOVT
N/A
JAPAN GOVT CPI LINKED SR UNSECURED 03/28 0.1
ACI12NZL6
1058683500.000000
PA
10212318.060000
1.9990839
Long
DBT
NUSS
JP
N
2
2028-03-10
Fixed
0.1
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO JR SUBORDINA 12/49 VAR
46625HHA1
1100000.000000
PA
USD
1106827.700000
0.2166640
Long
DBT
CORP
US
N
2
2020-01-30
Floating
5.73575
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 06/22 VAR
46647PAT3
1300000.000000
PA
USD
1304403.850000
0.2553399
Long
DBT
CORP
US
N
2
2022-06-18
Floating
2.75513
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 07/24 VAR
46647PAW6
1000000.000000
PA
USD
1004236.500000
0.1965815
Long
DBT
CORP
US
N
2
2024-07-23
Floating
3.14938
N
N
N
N
N
N
JP MORGAN MTGE ACQUIS CORP 2007-CH5
N/A
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH5 A5
46631KAE5
3200000.000000
PA
USD
3164797.120000
0.6195161
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
2.27838
N
N
N
N
N
N
KKR GROUP FINANCE CO V LLC
549300CDHTQI6RR8MR96
KKR GRP FIN CO V LLC COMPANY GUAR 144A 05/29 1.625
ACI1C18P4
800000.000000
PA
925310.280000
0.1811315
Long
DBT
CORP
US
N
2
2029-05-22
Fixed
1.625
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS SR UNSECURED 07/22 4.5
ACI027KZ8
500000.000000
PA
368382.700000
0.0721117
Long
DBT
CORP
NO
N
2
2022-07-18
Fixed
4.5
N
N
N
N
N
N
LLOYDS BANK CORPORATE MARKETS PLC/NEW YORK BRANCH
213800MBWEIJDM5CU638
LLOYDS BANK CORPORATE
53947BAE0
600000.000000
PA
USD
601491.320000
0.1177433
Long
DBT
CORP
GB
N
2
2020-10-26
Floating
2.81138
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR
539439AU3
200000.000000
PA
USD
213421.000000
0.0417776
Long
DBT
CORP
GB
N
2
2025-09-27
Floating
7.5
N
N
N
N
Y
Lloyds Banking Group plc
Lloyds Banking Group plc
GBP
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 03/23 VAR
53944YAK9
300000.000000
PA
USD
301074.470000
0.0589360
Long
DBT
CORP
GB
N
2
2023-03-17
Floating
2.858
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 06/21 VAR
53944YAG8
900000.000000
PA
USD
902304.830000
0.1766282
Long
DBT
CORP
GB
N
2
2021-06-21
Floating
2.95888
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 08/23 4.05
539439AS8
500000.000000
PA
USD
525776.000000
0.1029218
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55
539439AT6
500000.000000
PA
USD
550716.110000
0.1078039
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TR 2006-4
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 1A
54251MAA2
1933004.300000
PA
USD
1270352.840000
0.2486744
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
2.16838
N
N
N
N
N
N
LONG BEACH MORTGAGE LOAN TR 2006-7
N/A
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A3
54251TAD1
2094185.530000
PA
USD
1176841.800000
0.2303694
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.17838
N
N
N
N
N
N
MASTR ASSET BACKED SEC TR 2006-NC2
N/A
MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A5
55275BAE7
2128200.150000
PA
USD
1146752.980000
0.2244794
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.25838
N
N
N
N
N
N
MASTR ASSET BACKED TR 2005-WF1
N/A
MASTR ASSET BACKED SECURITIES MABS 2005 WF1 M3
57643LJY3
269383.870000
PA
USD
270490.980000
0.0529492
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Floating
2.70838
N
N
N
N
N
N
MCDONALDS CORPORATION
UE2136O97NLB5BYP9H04
MCDONALD S CORP SR UNSECURED 10/21 VAR
58013MFG4
800000.000000
PA
USD
800400.150000
0.1566801
Long
DBT
CORP
US
N
2
2021-10-28
Floating
2.68575
N
N
N
N
N
N
MELLON RESIDENTIAL FUND CORP 2000-TBC3
N/A
MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1
585525EN4
66634.580000
PA
USD
65372.340000
0.0127968
Long
ABS-MBS
CORP
US
N
2
2030-12-15
Floating
2.4675
N
N
N
N
N
N
MERRILL LYNCH ALTERNATIVE NT 2007-A2
N/A
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A
59024FAB0
13713870.400000
PA
USD
6172155.020000
1.2082130
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.21838
N
N
N
N
N
N
MERRILL LYNCH ALTERNATIVE NT 2007-A2
N/A
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3A
59024FAD6
15249359.630000
PA
USD
6379912.710000
1.2488821
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.12838
N
N
N
N
N
N
MERRILL LYNCH MORTGAGE BACKED SEC 2007-1
N/A
MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1
59024NAC1
228373.160000
PA
USD
231066.550000
0.0452318
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Floating
5.26056
Y
N
N
N
N
N
MLCC MORTGAGE INVESTORS INC 2005-1
N/A
MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2
59020UVJ1
362898.540000
PA
USD
361556.470000
0.0707755
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
4.12844
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY SR UNSECURED 01/20 5.5
61747YCM5
3500000.000000
PA
USD
3537891.000000
0.6925500
Long
DBT
CORP
US
N
2
2020-01-26
Fixed
5.5
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2004-HE2
N/A
MORGAN STANLEY CAPITAL INC MSAC 2004 HE2 M2
61744CCW4
397924.560000
PA
USD
371723.660000
0.0727657
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
3.81838
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-HE7
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D
61750MAF2
5272507.500000
PA
USD
3011745.920000
0.5895559
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
2.24838
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-HE7
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2FP
61750MAB1
79544.360000
PA
USD
43972.270000
0.0086077
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Floating
2.09838
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I 2006-HE8
N/A
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1
61750SAA0
280194.030000
PA
USD
270585.390000
0.0529677
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Floating
2.14838
N
N
N
N
N
N
MOUNTAIN HAWK III CLO LTD 2014-3A
N/A
MOUNTAIN HAWK CLO LTD MHAWK 2014 3A AR 144A
62405CAN4
3762646.140000
PA
USD
3765012.320000
0.7370095
Long
ABS-CBDO
CORP
KY
N
2
2025-04-18
Floating
3.49963
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 03/24 VAR
63861VAA5
800000.000000
PA
USD
821987.000000
0.1609058
Long
DBT
CORP
GB
N
2
2024-03-08
Floating
3.766
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 08/24 VAR
63861VAC1
700000.000000
PA
USD
735616.840000
0.1439986
Long
DBT
CORP
GB
N
2
2024-08-01
Floating
4.363
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC SR UNSECURED 144A 11/29 3.875
ACI1BLL27
400000.000000
PA
463551.080000
0.0907412
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.875
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2006-HE3
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A3
65536QAD0
499588.880000
PA
USD
492172.480000
0.0963439
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
2.16838
N
N
N
N
N
N
NOVASTAR HOME EQUITY LOAN 2006-5
N/A
NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C
66988YAD4
4044676.140000
PA
USD
1778906.000000
0.3482248
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.18838
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM COR SR UNSECURED 08/21 2.6
674599CU7
800000.000000
PA
USD
805473.560000
0.1576732
Long
DBT
CORP
US
N
2
2021-08-13
Fixed
2.6
N
N
N
N
N
N
OHA CREDIT PARTNERS IX LTD 2013-9A
N/A
OHA CREDIT PARTNERS LTD OAKC 2013 9A A1R 144A
67105VAS3
957531.660000
PA
USD
958175.520000
0.1875650
Long
ABS-CBDO
CORP
KY
N
2
2025-10-20
Floating
3.28763
N
N
N
N
N
N
PARK PLACE SECURITIES INC 2004-WHQ1
N/A
PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M2
70069FBS5
467490.600000
PA
USD
469252.950000
0.0918573
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
3.00838
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE COMPANY GUAR 144A 01/30 5.093
71647NBF5
115000.000000
PA
USD
120106.000000
0.0235110
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.093
N
N
N
N
N
N
POPULAR ABS MTGE PASS THRU TRUST 2007-A
N/A
POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A2
73316NAB1
1010424.360000
PA
USD
998081.320000
0.1953766
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
2.26838
Y
N
N
N
N
N
PRIME MORTGAGE TRUST 2004-CL1
N/A
PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2
74160MDL3
23811.280000
PA
USD
22588.430000
0.0044217
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
2.41838
N
N
N
N
N
N
RBSSP RESECURITIZATION TRUST 2011-4
N/A
RBSSP RESECURITIZATION TRUST RBSSP 2011 4 6A1 144A
74930PAL8
1204116.490000
PA
USD
1149483.200000
0.2250139
Long
ABS-MBS
CORP
US
N
2
2036-06-27
Floating
2.62525
N
N
N
N
N
N
RENAISSANCE HOME EQUITY LOAN TR 2006-3
N/A
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3
75971EAF3
5971211.510000
PA
USD
3192485.540000
0.6249361
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
5.586
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PROD 2004-RS8
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS8 MII1
76112BAM2
580677.380000
PA
USD
582995.730000
0.1141227
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
2.91838
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII
76112BR36
1873455.170000
PA
USD
1731226.580000
0.3388914
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.36525
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PROD 2006-NC3
N/A
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC3 M1
76112B4P2
2500000.000000
PA
USD
2430098.000000
0.4756971
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.35838
N
N
N
N
N
N
RESIDENTIAL ASSET SEC CORP 2006-EMX7
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A3
74924TAC8
361383.160000
PA
USD
344730.050000
0.0674817
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.16838
N
N
N
N
N
N
RESIDENTIAL ASSET SEC CORP 2006-EMX9
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX9 1A4
74924VAD1
8187610.510000
PA
USD
6281582.270000
1.2296337
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.25838
N
N
N
N
N
N
RESIDENTIAL ASSET SEC TR 2004-R2
N/A
RESIDENTIAL ASSET SECURITIZATI RAST 2004 R2 A3
45660NW68
433233.630000
PA
USD
452575.610000
0.0885927
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Fixed
5.5
Y
N
N
N
N
N
RESIDENTIAL ASSET SECURITIES 2005-AHL2
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M1
76110W5H5
280884.840000
PA
USD
281690.360000
0.0551415
Long
ABS-MBS
CORP
US
N
2
2035-10-25
Floating
2.43838
N
N
N
N
N
N
RESIDENTIAL ASSET SECURITIES 2006-EMX2
N/A
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX2 M1
75406AAD1
1000000.000000
PA
USD
967786.400000
0.1894463
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.41838
N
N
N
N
N
N
RHODE ISLAND STUDENT LOAN AUTHORITY 2014-1
N/A
RHODE ISLAND ST STUDENT LOAN A RISSTD 10/28 FLOATING VAR
762315NR6
753577.000000
PA
USD
753471.500000
0.1474937
Long
ABS-O
MUN
US
N
2
2028-10-02
Floating
3.14
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR
780099CJ4
500000.000000
PA
USD
511875.000000
0.1002007
Long
DBT
CORP
GB
N
2
2020-08-10
Floating
7.5
N
N
N
N
Y
Royal Bank of Scotland Group plc
Royal Bank of Scotland Group plc
GBP
XXXX
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC JR SUBORDINA 12/49 VAR
780099CK1
100000.000000
PA
USD
110550.000000
0.0216404
Long
DBT
CORP
GB
N
2
2025-08-10
Floating
8
N
N
N
N
Y
Royal Bank of Scotland Group plc
Royal Bank of Scotland Group plc
GBP
XXXX
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC SR UNSECURED 05/29 VAR
780097BG5
400000.000000
PA
USD
440434.440000
0.0862160
Long
DBT
CORP
GB
N
2
2029-05-18
Floating
4.892
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC SR UNSECURED 06/24 VAR
780097BH3
700000.000000
PA
USD
701843.930000
0.1373875
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
3.65625
N
N
N
N
N
N
ROYAL BANK OF SCOTLAND GROUP PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND GRP PLC SR UNSECURED 06/24 VAR
780097BJ9
400000.000000
PA
USD
420912.970000
0.0823946
Long
DBT
CORP
GB
N
2
2024-06-25
Floating
4.519
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/25 5.125
80007RAF2
1100000.000000
PA
USD
1210462.000000
0.2369506
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.125
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/28 5.4
80007RAE5
700000.000000
PA
USD
790213.250000
0.1546860
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.4
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HLDGS SR UNSECURED 11/24 VAR
80281LAJ4
700000.000000
PA
USD
750343.080000
0.1468813
Long
DBT
CORP
GB
N
2
2024-11-15
Floating
4.796
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC SR UNSECURED 06/24 2.875
80283LAX1
900000.000000
PA
USD
914359.350000
0.1789879
Long
DBT
CORP
GB
N
2
2024-06-18
Fixed
2.875
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL FINANCING USA LLC COMPANY GUAR 03/24 5.875
80386WAA3
200000.000000
PA
USD
216215.620000
0.0423247
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.875
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 04/25 4
80413TAG4
600000.000000
PA
USD
643854.600000
0.1260360
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 04/49 5
80413TAJ8
350000.000000
PA
USD
422096.500000
0.0826263
Long
DBT
NUSS
SA
N
2
2049-04-17
Fixed
5
N
N
N
N
N
N
SEC ASSET BACKED REC LLC 2006-FR3
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3
813765AC8
1341268.430000
PA
USD
863391.790000
0.1690109
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
2.26838
N
N
N
N
N
N
SEC ASSET BACKED REC LLC 2006-NC1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 NC1 A3
81375HAC3
377469.650000
PA
USD
354793.120000
0.0694515
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Floating
2.28838
N
N
N
N
N
N
SECURITIZED ASSET BACKED REC 2006-HE1
N/A
SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2B
81376YAC5
3967794.060000
PA
USD
2071939.210000
0.4055867
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
2.10838
N
N
N
N
N
N
SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4
N/A
SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2
81375WFJ0
3120606.340000
PA
USD
2497393.790000
0.4888704
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Floating
2.97838
Y
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC SR UNSECURED 11/22 2.9
00287YAL3
100000.000000
PA
USD
101987.360000
0.0199643
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.9
N
N
N
N
N
N
SENECA PARK CLO LTD 2014-1
N/A
SENECA PARK CLO LTD SPARK 2014 1A AR 144A
817176AL4
1215445.100000
PA
USD
1218787.570000
0.2385804
Long
ABS-CBDO
CORP
KY
N
2
2026-07-17
Floating
3.42325
N
N
N
N
N
N
SL GREEN REALTY CORP
549300VQZPJU97H3GT17
SL GREEN REALTY CORP COMPANY GUAR 12/22 4.5
75625AAD6
1300000.000000
PA
USD
1369358.160000
0.2680549
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.5
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LN TR 2006-3
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A3
83612HAC2
163896.910000
PA
USD
161803.980000
0.0316735
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Floating
2.17838
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1
N/A
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1
83612NAC9
286592.360000
PA
USD
106990.600000
0.0209436
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Floating
2.12838
N
N
N
N
N
N
SPECIALTY UNDERWRITING & RESID 2005-BC2
N/A
SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3
84751PFW4
756218.930000
PA
USD
758804.750000
0.1485377
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
2.99338
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC SR UNSECURED 144A 09/22 VAR
853254BR0
1000000.000000
PA
USD
1005630.000000
0.1968543
Long
DBT
CORP
GB
N
2
2022-09-10
Floating
3.33413
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RT MTGE LN 2005-7
N/A
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 7 4A
863579PM4
48841.750000
PA
USD
47249.710000
0.0092492
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
4.27817
N
N
N
N
N
N
STRUCTURED ASSET INVST LN TR 2006-4
N/A
STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2
86360WAB8
2560487.200000
PA
USD
2015716.410000
0.3945810
Long
ABS-MBS
CORP
US
N
2
2036-07-25
Floating
2.14838
N
N
N
N
N
N
STRUCTURED ASSET MTG INV INC 2006-AR3
N/A
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1
86360KAA6
75414.160000
PA
USD
75094.350000
0.0146999
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
2.22838
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CO-2007-BC3
N/A
STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 1A3
86363WAC3
2819323.060000
PA
USD
2737133.590000
0.5358000
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
2.24838
N
N
N
N
N
N
SUDBURY MILL CLO LTD 2013-1A
N/A
SUDBURY MILL CLO LTD SUDSM 2013 1A A1R 144A
864662AM3
2897737.560000
PA
USD
2899691.650000
0.5676211
Long
ABS-CBDO
CORP
KY
N
2
2026-01-17
Floating
3.45325
N
N
N
N
N
N
SYMPHONY CLO XII LTD 2013-12A
N/A
CALIFORNIA STREET CLO XII, LTD SYMP 2013 12A AR 144A
13080BAA9
3711639.610000
PA
USD
3713495.430000
0.7269250
Long
ABS-CBDO
CORP
KY
N
2
2025-10-15
Floating
3.33338
N
N
N
N
N
N
TELOS CLO LTD 2014-6A
N/A
TELOS CLO LTD TELOS 2014 6A A1R 144A
87970UAS5
2665748.170000
PA
USD
2666862.110000
0.5220442
Long
ABS-CBDO
CORP
KY
N
2
2027-01-17
Floating
3.57325
N
N
N
N
N
N
THORNBURG MORTGAGE SECURITIES TR 2007-3
N/A
THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1
88522XAE1
2146285.510000
PA
USD
2002761.470000
0.3920450
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
3.28338
Y
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A
ACI19VH23
1321294.740000
PA
1628626.800000
0.3188073
Long
ABS-MBS
CORP
GB
N
2
2051-10-20
Floating
1.79763
N
N
N
N
N
N
UBS AG/STAMFORD CT BRANCH
BFM8T61CT2L1QCEMIK50
UBS AG STAMFORD CT SUBORDINATED 08/22 7.625
90261AAB8
1900000.000000
PA
USD
2145280.500000
0.4199434
Long
DBT
CORP
CH
N
2
2022-08-17
Fixed
7.625
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
01F0226B6
2600000.000000
PA
USD
2586044.600000
0.5062240
Long
ABS-MBS
USGSE
US
N
2
2049-11-13
Fixed
2.5
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
01F0306B9
28300000.000000
PA
USD
28715655.970000
5.6211534
Long
ABS-MBS
USGSE
US
N
2
2049-11-13
Fixed
3
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
01F0326B5
20900000.000000
PA
USD
21448216.610000
4.1985360
Long
ABS-MBS
USGSE
US
N
2
2049-11-13
Fixed
3.5
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
01F0406A0
28200000.000000
PA
USD
29268515.770000
5.7293769
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
4
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
01F0406B8
52000000.000000
PA
USD
53996718.360000
10.5699775
Long
ABS-MBS
USGSE
US
N
2
2049-11-13
Fixed
4
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
01F0426B4
8200000.000000
PA
USD
8641390.670000
1.6915714
Long
ABS-MBS
USGSE
US
N
2
2049-11-13
Fixed
4.5
N
N
N
N
N
N
UMBS PASS THRU POOLS
N/A
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
01F0506B7
-1800000.000000
PA
USD
-1929796.880000
0.3777620
Short
ABS-MBS
USGSE
US
N
2
2049-11-13
Fixed
5
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83
904678AG4
950000.000000
PA
USD
1114591.110000
0.2181837
Long
DBT
CORP
IT
N
2
2023-12-04
Fixed
7.83
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 01/22 0.125
912828SA9
12695536.000000
PA
USD
12581349.180000
2.4628270
Long
DBT
UST
US
N
2
2022-01-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 01/23 0.125
912828UH1
1556086.000000
PA
USD
1544238.990000
0.3022882
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 01/27 0.375
912828V49
42483.600000
PA
USD
43028.620000
0.0084229
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/43 0.625
912810RA8
223180.000000
PA
USD
229385.560000
0.0449027
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/44 1.375
912810RF7
1320984.000000
PA
USD
1586078.870000
0.3104785
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/46 1
912810RR1
1407601.000000
PA
USD
1572275.900000
0.3077765
Long
DBT
UST
US
N
2
2046-02-15
Fixed
1
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/48 1
912810SB5
7594847.000000
PA
USD
8543111.950000
1.6723331
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/49 1
912810SG4
9318778.400000
PA
USD
10557059.350000
2.0665678
Long
DBT
UST
US
N
2
2049-02-15
Fixed
1
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 04/22 0.125
912828X39
5591182.000000
PA
USD
5537523.430000
1.0839825
Long
DBT
UST
US
N
2
2022-04-15
Fixed
0.125
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 02/26 1.625
912828P46
1000000.000000
PA
USD
1000605.470000
0.1958707
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 02/29 2.625
9128286B1
66370000.000000
PA
USD
71862377.010000
14.0672198
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 02/40 4.625
912810QE1
5600000.000000
PA
USD
8113109.370000
1.5881592
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.625
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 02/49 3
912810SF6
5700000.000000
PA
USD
6803039.030000
1.3317100
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 04/24 2
912828X70
100000.000000
PA
USD
101935.550000
0.0199541
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 05/24 2.5
912828WJ5
500000.000000
PA
USD
520781.250000
0.1019441
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 05/29 2.375
9128286T2
11800000.000000
PA
USD
12536117.160000
2.4539728
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 05/40 4.375
912810QH4
7700000.000000
PA
USD
10840156.250000
2.1219846
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 08/26 1.5
9128282A7
3100000.000000
PA
USD
3075419.330000
0.6020202
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.5
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 08/27 2.25
9128282R0
900000.000000
PA
USD
941097.650000
0.1842220
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 08/47 2.75
912810RY6
900000.000000
PA
USD
1019689.450000
0.1996065
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 08/48 3
912810SD1
300000.000000
PA
USD
357117.190000
0.0699065
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 09/22 1.875
9128282W9
7500000.000000
PA
USD
7568115.230000
1.4814754
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.875
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 09/23 1.375
912828T26
5800000.000000
PA
USD
5758088.450000
1.1271586
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 09/25 3
9128285C0
7700000.000000
PA
USD
8312240.240000
1.6271395
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 10/20 1.375
912828L99
2000000.000000
PA
USD
1990898.440000
0.3897228
Long
DBT
UST
US
N
2
2020-10-31
Fixed
1.375
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 10/25 3
9128285J5
7700000.000000
PA
USD
8320060.520000
1.6286703
Long
DBT
UST
US
N
2
2025-10-31
Fixed
3
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 12/25 2.625
9128285T3
3100000.000000
PA
USD
3286363.290000
0.6433129
Long
DBT
UST
US
N
2
2025-12-31
Fixed
2.625
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 05/25 VAR
92343VEP5
600000.000000
PA
USD
609760.610000
0.1193620
Long
DBT
CORP
US
N
2
2025-05-15
Floating
3.25813
N
N
N
N
N
N
WAMU ASSET-BACKED CERTIFICATES 2007-HE1
N/A
WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE1 1A
933631AA1
1052221.270000
PA
USD
911367.880000
0.1784023
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
2.16838
N
N
N
N
N
N
WAMU MTGE P/T CERT 2007-OA5
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A
93364BAA8
1950919.010000
PA
USD
1882023.480000
0.3684103
Long
ABS-MBS
CORP
US
N
2
2047-06-25
Floating
3.19605
N
N
N
N
N
N
ALLERGAN SALES LLC
254900TUPGX2F5Y3AU71
ALLERGAN SALES LLC COMPANY GUAR 144A 02/21 4.875
345838AE6
465000.000000
PA
USD
478064.860000
0.0935823
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
4.875
N
N
N
N
N
N
WASHINGTON MUTUAL 2005-AR2
N/A
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A
92922FD21
90860.390000
PA
USD
90501.950000
0.0177160
Long
ABS-MBS
CORP
US
N
2
2045-01-25
Floating
2.32838
N
N
N
N
N
N
WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1
N/A
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 2A
939336PM9
1030.600000
PA
USD
1015.310000
0.0001987
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
3.82584
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO + COMPANY SR UNSECURED 07/22 2.625
95000U2B8
600000.000000
PA
USD
606887.810000
0.1187996
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
2.625
N
N
N
N
N
N
WELLS FARGO MORTGAGE BACKED SEC 2006-6
N/A
WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 6 1A17
94984AAS9
34298.010000
PA
USD
34933.400000
0.0068383
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
5.75
Y
N
N
N
N
N
WELLS FARGO MTGE BK SEC TR 2006-AR4
N/A
WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4
94983PAF5
154689.090000
PA
USD
153772.880000
0.0301014
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
5.21988
Y
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
476000.000000
PA
USD
476000.000000
0.0931781
Long
RA
US
N
2
Repurchase
N
1.5000000
2019-10-01
485000.000000
USD
488618.590000
USD
UST
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
-12953.190000
0.0025356
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
6091846.010000
USD
4944000.000000
GBP
2019-10-02
-12953.190000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
USD
-174397.160000
0.0341386
N/A
DFE
ZA
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2606258.160000
USD
36854836.010000
ZAR
2019-10-07
-174397.160000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
13029.830000
0.0025506
N/A
DFE
GB
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
4944000.000000
GBP
6100080.240000
USD
2019-11-04
13029.830000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
-22195.170000
0.0043448
N/A
DFE
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7034935.600000
USD
6434000.000000
EUR
2019-10-02
-22195.170000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
USD
-0.610000
0.0000001
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
860.050000
USD
17000.000000
MXN
2019-10-16
-0.610000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-852.730000
0.0001669
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4847000.000000
CAD
3657737.770000
USD
2019-10-02
-852.730000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
21924.940000
0.0042919
N/A
DFE
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6434000.000000
EUR
7052101.510000
USD
2019-11-04
21924.940000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
-8079.120000
0.0015815
N/A
DFE
N/A
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
1478422.120000
USD
1349000.000000
EUR
2019-10-02
-8079.120000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
USD
-16754.950000
0.0032798
N/A
DFE
N/A
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
856016.700000
USD
770000.000000
EUR
2019-10-02
-16754.950000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
USD
17279.860000
0.0033826
N/A
DFE
ID
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
2494048.410000
USD
35956695971.000000
IDR
2019-12-18
17279.860000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
3279.870000
0.0006420
N/A
DFE
N/A
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
367000.000000
EUR
403291.640000
USD
2019-10-02
3279.870000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-20545.300000
0.0040218
N/A
DFE
TW
N
2
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P85
79254414.000000
TWD
2547963.800000
USD
2019-12-18
-20545.300000
N
N
N
AMERICAN HOME MORTGAGE ASSETS 2006-4
N/A
AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A11
02660LAA8
254699.420000
PA
USD
178646.810000
0.0349705
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Floating
2.20838
N
N
N
N
N
N
N/A
N/A
CDX IG32 5Y ICE
000000000
1.000000
NC
USD
673336.220000
0.1318071
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
CDX.NA.IG.32
N/A
N/A
Y
Single Leg Swap
2024-06-21
541971.770000
USD
0.000000
USD
31500000.000000
USD
131364.450000
N
N
N
N/A
N/A
CDX IG33 5Y ICE
000000000
1.000000
NC
USD
325252.640000
0.0636689
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.33
Y
Single Leg Swap
2024-12-21
330263.900000
USD
0.000000
USD
16300000.000000
USD
-5011.260000
N
N
N
N/A
N/A
BOUGHT COP/SOLD USD
000000000
1.000000
NC
USD
-75920.790000
0.0148617
N/A
DFE
CO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2544067.730000
USD
8610651651.600000
COP
2019-11-25
-75920.790000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
USD
-7005.990000
0.0013714
N/A
DFE
GB
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
535712.280000
USD
430000.000000
GBP
2019-10-02
-7005.990000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
USD
3.960000
0.0000008
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
854.490000
USD
17000.000000
MXN
2019-10-23
3.960000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
USD
-43064.580000
0.0084300
N/A
DFE
RU
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2505144.930000
USD
159959766.930000
RUB
2019-10-17
-43064.580000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
3606.660000
0.0007060
N/A
DFE
BR
N
2
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
1VUV7VQFKUOQSJ21A208
691356.000000
BRL
170000.000000
USD
2019-10-02
3606.660000
N
N
N
N/A
N/A
IMM EUR FUT OPT DEC19P 97.875 EXP 12/16/2019
000000000
-517.000000
NC
USD
-45237.500000
0.0088553
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
FIN FUT EURO$ CME (WHT) 12/16/19
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
N/A
FIN FUT EURO$ CME (WHT) 12/16/19
2019-12-17
N/A
USD
N/A
97.880000
USD
2019-12-16
XXXX
10183.170000
N
N
N
N/A
N/A
IMM EUR FUT OPT DEC19P 98 EXP 12/16/2019
000000000
-517.000000
NC
USD
-109862.500000
0.0215058
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Written
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
FIN FUT EURO$ CME (WHT) 12/16/19
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
N/A
FIN FUT EURO$ CME (WHT) 12/16/19
2019-12-17
N/A
USD
N/A
98.000000
USD
2019-12-16
XXXX
-4673.080000
N
N
N
N/A
N/A
IMM EUR FUT OPT DEC19P 98.125 EXP 12/16/2019
000000000
517.000000
NC
USD
210031.250000
0.0411141
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
FIN FUT EURO$ CME (WHT) 12/16/19
000000000
0.000000
NC
USD
0.000000
0.000000
DIR
US
N/A
N/A
FIN FUT EURO$ CME (WHT) 12/16/19
2019-12-17
N/A
USD
N/A
98.130000
USD
2019-12-16
XXXX
24370.670000
N
N
N
N/A
529900AQBND3S6YJLY83
EURO-BUND FUTURE DEC19 XEUR 20191206
000000000
21.000000
NC
-5726.820000
0.0011210
N/A
DIR
DE
N
1
Eurex
N/A
Long
N/A
GERMANY GOVT
2019-12-06
3988400.750000
EUR
-5726.820000
N
N
N
N/A
529900AQBND3S6YJLY83
RXX9C174.5 NOV19 174.5 CALL FSO
000000000
-21.000000
NC
6618.110000
0.0012955
N/A
DIR
DE
N
1
Eurex
N/A
Call
Written
Eurex
N/A
N/A
529900AQBND3S6YJLY83
FIN FUT EUR-BUND 10YR EUX 12/06/19
000000000
0.000000
NC
0.000000
0.000000
DIR
DE
N/A
N/A
FIN FUT EUR-BUND 10YR EUX 12/06/19
2019-12-07
N/A
EUR
N/A
174.500000
EUR
2019-10-25
XXXX
6618.110000
N
N
N
N/A
N/A
BOUGHT ARS/SOLD USD
000000000
1.000000
NC
USD
-3925.890000
0.0007685
N/A
DFE
AR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
96823.670000
USD
6385521.040000
ARS
2019-11-21
-3925.890000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
USD
3768.810000
0.0007378
N/A
DFE
CA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3786159.580000
USD
5021000.000000
CAD
2019-10-02
3768.810000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-15.700000
0.0000031
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
17000.000000
MXN
843.740000
USD
2019-10-16
-15.700000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
USD
2954.190000
0.0005783
N/A
DFE
CA
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
5816672.950000
USD
7710000.000000
CAD
2019-10-02
2954.190000
N
N
N
N/A
N/A
BOUGHT CNH/SOLD USD
000000000
1.000000
NC
USD
-132029.060000
0.0258450
N/A
DFE
CN
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
2566560.960000
USD
17400000.000000
CNY
2019-11-13
-132029.060000
N
N
N
N/A
N/A
BOUGHT CNH/SOLD USD
000000000
1.000000
NC
USD
-107989.300000
0.0211391
N/A
DFE
CN
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
2103247.690000
USD
14260440.000000
CNY
2019-11-13
-107989.300000
N
N
N
N/A
N/A
BOUGHT CNH/SOLD USD
000000000
1.000000
NC
USD
-349879.700000
0.0684897
N/A
DFE
CN
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
6672584.170000
USD
45189409.000000
CNY
2019-11-13
-349879.700000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
299.610000
0.0000586
N/A
DFE
AU
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
956000.000000
AUD
645551.910000
USD
2019-10-02
299.610000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-183174.330000
0.0358568
N/A
DFE
BR
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
2330000.000000
BRL
359207.580000
USD
2021-01-05
-183174.330000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-21237.270000
0.0041572
N/A
DFE
CA
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
7884000.000000
CAD
5929727.760000
USD
2019-10-02
-21237.270000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-3068.750000
0.0006007
N/A
DFE
CA
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
7710000.000000
CAD
5819636.560000
USD
2019-11-04
-3068.750000
N
N
N
N/A
N/A
SOLD HKD/BOUGHT USD
000000000
1.000000
NC
15.360000
0.0000030
N/A
DFE
HK
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
317000.000000
HKD
40491.930000
USD
2019-12-18
15.360000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-6827.660000
0.0013365
N/A
DFE
TW
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
16882000.000000
TWD
539051.020000
USD
2019-11-21
-6827.660000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-24585.840000
0.0048127
N/A
DFE
TW
N
2
HSBC Bank PLC and HSBC Bank USA National Association
MP6I5ZYZBEU3UXPYFY54
63181027.000000
TWD
2018369.710000
USD
2019-11-21
-24585.840000
N
N
N
N/A
N/A
BOUGHT ARS/SOLD USD
000000000
1.000000
NC
USD
14617.630000
0.0028614
N/A
DFE
AR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1317778.780000
USD
84680464.320000
ARS
2019-10-21
14617.630000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
USD
-1730.520000
0.0003388
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
432842.560000
USD
1795387.640000
BRL
2019-11-04
-1730.520000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
1560.390000
0.0003054
N/A
DFE
BR
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1795387.640000
BRL
433668.510000
USD
2019-10-02
1560.390000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-11987.560000
0.0023466
N/A
DFE
TW
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
32333000.000000
TWD
1033498.480000
USD
2019-11-21
-11987.560000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-12027.000000
0.0023543
N/A
DFE
TW
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
25725000.000000
TWD
819789.670000
USD
2019-11-21
-12027.000000
N
N
N
2019-11-13
PIMCO Funds
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer