0001479359-21-000058.txt : 20211124
0001479359-21-000058.hdr.sgml : 20211124
20211124131926
ACCESSION NUMBER: 0001479359-21-000058
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20210930
FILED AS OF DATE: 20211124
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PIMCO Equity Series VIT
CENTRAL INDEX KEY: 0001479359
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22376
FILM NUMBER: 211444442
BUSINESS ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
BUSINESS PHONE: 949-720-6000
MAIL ADDRESS:
STREET 1: 650 NEWPORT CENTER DRIVE
CITY: NEWPORT BEACH
STATE: CA
ZIP: 92660
FORMER COMPANY:
FORMER CONFORMED NAME: PIMCO Equity Variable Insurance Trust
DATE OF NAME CHANGE: 20091223
0001479359
S000028118
PIMCO StocksPLUS Global Portfolio
C000085710
Institutional Class
PMVIEQS
C000085712
Advisor Class
PMVIEAD
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001479359
XXXXXXXX
S000028118
C000085710
C000085712
PIMCO Equity Series VIT
811-22376
0001479359
549300HBZFDDIZWKX522
650 Newport Center Drive
Newport Beach
92660
(888) 877-4626
PIMCO StocksPLUS Global Portfolio
S000028118
549300NSJTG65C45IN82
2021-12-31
2021-09-30
N
256664825.770000
12357321.230000
244307504.540000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
827284.820000
EUR
USD
GBP
JPY
CAD
ILS
BRL
N
N/A
N/A
3175ER730 PIMCO CDSOPT PUT USD 0.9 20211117
OP0012ZK2
-200000.000000
NC
USD
-41.000000
-0.0000168
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.900000
USD
2021-11-17
XXXX
159.000000
N
N
N
N/A
N/A
3175ER789 PIMCO CDSOPT PUT USD 0.8 20211117
OP00137G0
-300000.000000
NC
USD
-84.260000
-0.0000345
N/A
DCR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.800000
USD
2021-11-17
XXXX
182.740000
N
N
N
N/A
N/A
3175ER961 PIMCO CDSOPT PUT USD 0.75 20211117
OP0013LZ2
-300000.000000
NC
USD
-101.210000
-0.0000414
N/A
DCR
US
N
2
BNP Paribas S.A.
N/A
Put
Written
BNP Paribas S.A.
N/A
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.750000
USD
2021-11-17
XXXX
195.790000
N
N
N
N/A
N/A
3175ES001 PIMCO CDSOPT PUT USD 0.7 20211117
OP0013R86
-400000.000000
NC
USD
-165.730000
-0.0000678
N/A
DCR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.700000
USD
2021-11-17
XXXX
298.270000
N
N
N
N/A
N/A
3175ES035 PIMCO CDSOPT PUT USD 0.8 20211215
OP0013T27
-300000.000000
NC
USD
-162.170000
-0.0000664
N/A
DCR
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Put
Written
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.800000
USD
2021-12-15
XXXX
142.330000
N
N
N
N/A
N/A
3175ES043 PIMCO CDSOPT PUT USD 0.75 20211215
OP0013WY3
-800000.000000
NC
USD
-502.980000
-0.0002059
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.750000
USD
2021-12-15
XXXX
336.020000
N
N
N
N/A
N/A
3175ES076 PIMCO CDSOPT PUT USD 0.8 20211215
OP00147W3
-400000.000000
NC
USD
-216.230000
-0.0000885
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.800000
USD
2021-12-15
XXXX
159.770000
N
N
N
N/A
N/A
3175ES217 PIMCO CDSOPT PUT USD 0.8 20211215
OP0014GV5
-1100000.000000
NC
USD
-594.640000
-0.0002434
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.800000
USD
2021-12-15
XXXX
546.610000
N
N
N
N/A
N/A
3175ES233 PIMCO CDSOPT PUT USD 0.75 20211215
OP0014SC4
-1300000.000000
NC
USD
-817.340000
-0.0003346
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.750000
USD
2021-12-15
XXXX
313.660000
N
N
N
N/A
N/A
3175JJ634 PIMCO CDSOPT PUT USD 0.75 20211215
OP0014K24
-2200000.000000
NC
USD
-1383.180000
-0.0005662
N/A
DCR
US
N
2
BNP Paribas S.A.
N/A
Put
Written
BNP Paribas S.A.
N/A
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.750000
USD
2021-12-15
XXXX
797.220000
N
N
N
N/A
N/A
3175SR503 PIMCO CDSOPT PUT USD 0.75 20211117
OP0013DS7
-800000.000000
NC
USD
-269.900000
-0.0001105
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.750000
USD
2021-11-17
XXXX
529.600000
N
N
N
N/A
N/A
3175XZ012 PIMCO CDSOPT PUT USD 0.75 20220119
OP0015GY6
-1400000.000000
NC
USD
-1392.480000
-0.0005700
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.750000
USD
2022-01-19
XXXX
77.520000
N
N
N
N/A
N/A
CDX IG36 5Y ICE
000000000
1.000000
NC
USD
102463.200000
0.0419403
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.36
Y
Single Leg Swap
2026-06-21
103344.720000
USD
0.000000
USD
4200000.000000
USD
-881.520000
N
N
N
N/A
N/A
CDX IG37 5Y ICE
000000000
1.000000
NC
USD
137122.030000
0.0561268
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.IG.37
Y
Single Leg Swap
2026-12-22
138075.430000
USD
0.000000
USD
5700000.000000
USD
-953.400000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
233.420000
0.0000955
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
33712.160000
USD
2503094.000000
RUB
2021-12-20
233.420000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-3270.410000
-0.0013386
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
69353.000000
USD
1004952.020000
ZAR
2021-12-15
-3270.410000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-16919.990000
-0.0069257
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3100000.000000
ILS
946998.630000
USD
2022-04-06
-16919.990000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-1058.810000
-0.0004334
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
399992.000000
ILS
123450.510000
USD
2022-06-08
-1058.810000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-1268.610000
-0.0005193
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
499950.000000
ILS
154355.580000
USD
2022-06-08
-1268.610000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
2412.160000
0.0009873
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4600230.000000
ILS
1435844.370000
USD
2022-08-03
2412.160000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
1237.890000
0.0005067
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2500125.000000
ILS
780277.140000
USD
2022-08-03
1237.890000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
17255.670000
0.0070631
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9893000.000000
MXN
494881.430000
USD
2021-10-27
17255.670000
N
N
N
N/A
N/A
CMBX.NA.AAA.6 SP MYC
000000000
1.000000
NC
USD
3594.890000
0.0014715
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CMBX.NA.AAA.6
N/A
N/A
Y
Single Leg Swap
2063-05-12
0.000000
USD
-13417.100000
USD
1404095.440000
USD
17011.990000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
373.500000
0.0001529
N/A
DFE
RU
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
20023.010000
USD
1495799.000000
RUB
2021-11-22
373.500000
N
N
N
N/A
N/A
FORD MOTOR COMPANY SNR S* ICE
000000000
1.000000
NC
USD
6309.100000
0.0025824
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
FORD MOTOR COMPANY
FORD MOTOR COMPANY SR UNSEC
Y
Single Leg Swap
2022-06-21
7224.200000
USD
0.000000
USD
200000.000000
USD
-915.100000
N
N
N
N/A
N/A
EURO-BUND FUTURE DEC21 XEUR 20211208
000000000
1.000000
NC
-2989.650000
-0.0012237
N/A
DIR
DE
N
1
Eurex
N/A
Long
N/A
GERMANY GOVT
2021-12-08
196710.980000
EUR
-2989.650000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-437.960000
-0.0001793
N/A
DFE
ID
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
148579.630000
USD
2138655194.000000
IDR
2021-12-15
-437.960000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
831.870000
0.0003405
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
24950.820000
USD
1881464.000000
RUB
2021-10-22
831.870000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
785.390000
0.0003215
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
24476.260000
USD
1843442.000000
RUB
2021-10-22
785.390000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
641.290000
0.0002625
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
37988.680000
USD
2832968.000000
RUB
2021-11-22
641.290000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
398.650000
0.0001632
N/A
DFE
RU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
33882.700000
USD
2527853.000000
RUB
2021-12-20
398.650000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-2627.610000
-0.0010755
N/A
DFE
ZA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
53485.000000
USD
773414.650000
ZAR
2021-12-15
-2627.610000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
4261.050000
0.0017441
N/A
DFE
BR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
2200000.000000
BRL
385755.120000
USD
2022-07-05
4261.050000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
1494.130000
0.0006116
N/A
DFE
TW
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
6269645.000000
TWD
227367.000000
USD
2021-11-15
1494.130000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
1190.540000
0.0004873
N/A
DFE
TW
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
5649937.000000
TWD
204737.550000
USD
2021-11-15
1190.540000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-131.760000
-0.0000539
N/A
DFE
ID
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
43674.000000
USD
628599882.000000
IDR
2021-12-15
-131.760000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
423.100000
0.0001732
N/A
DFE
RU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
12848.240000
USD
968462.000000
RUB
2021-10-22
423.100000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
70.970000
0.0000290
N/A
DFE
RU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3832.810000
USD
286288.000000
RUB
2021-11-22
70.970000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-3368.840000
-0.0013789
N/A
DFE
ZA
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
69993.000000
USD
1013188.010000
ZAR
2021-12-15
-3368.840000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
4917.720000
0.0020129
N/A
DFE
CA
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1158000.000000
CAD
919170.180000
USD
2021-10-04
4917.720000
N
N
N
N/A
N/A
ILFC SNR S* ICE
000000000
1.000000
NC
USD
36729.260000
0.0150340
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
INTERNATIONAL LEASE FINANCE CORPORATION
ILFC SR UNSECURED
Y
Single Leg Swap
2022-12-21
59451.660000
USD
0.000000
USD
600000.000000
USD
-22722.400000
N
N
N
N/A
N/A
3175329H4 PIMCO CDSOPT PUT EUR 3.5 20211117
OP0013LB5
-800000.000000
NC
-1744.360000
-0.0007140
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.500000
EUR
2021-11-17
XXXX
2206.110000
N
N
N
N/A
N/A
3175339G4 PIMCO CDSOPT PUT EUR 3.75 20211117
OP0013788
-400000.000000
NC
-705.850000
-0.0002889
N/A
DCR
US
N
2
BNP Paribas S.A.
N/A
Put
Written
BNP Paribas S.A.
N/A
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.750000
EUR
2021-11-17
XXXX
1276.300000
N
N
N
N/A
N/A
3175479Q2 PIMCO CDSOPT PUT EUR 3.75 20211020
OP0012ZJ5
-200000.000000
NC
-93.320000
-0.0000382
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.750000
EUR
2021-10-20
XXXX
896.410000
N
N
N
N/A
N/A
317557H90 PIMCO CDSOPT PUT EUR 3.5 20220119
OP00154T0
-100000.000000
NC
-583.690000
-0.0002389
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Put
Written
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.500000
EUR
2022-01-19
XXXX
-37.160000
N
N
N
N/A
N/A
3175654F3 PIMCO CDSOPT PUT EUR 3.5 20220119
OP0015148
-200000.000000
NC
-1167.370000
-0.0004778
N/A
DCR
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Put
Written
Citibank, National Association
E57ODZWZ7FF32TWEFA76
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.500000
EUR
2022-01-19
XXXX
-58.690000
N
N
N
N/A
N/A
3175769D0 PIMCO CDSOPT PUT EUR 3.5 20211215
000000000
-300000.000000
NC
-1148.460000
-0.0004701
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.500000
EUR
2021-12-15
XXXX
199.880000
N
N
N
N/A
N/A
3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215
000000000
-500000.000000
NC
-1914.100000
-0.0007835
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.500000
EUR
2021-12-15
XXXX
389.680000
N
N
N
N/A
N/A
3175889P8 PIMCO CDSOPT PUT EUR 3.75 20211020
OP0012WG4
-100000.000000
NC
-46.660000
-0.0000191
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.750000
EUR
2021-10-20
XXXX
425.220000
N
N
N
N/A
N/A
3175890J9 PIMCO CDSOPT PUT EUR 3.5 20220119
OP00153X2
-400000.000000
NC
-2334.760000
-0.0009557
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.500000
EUR
2022-01-19
XXXX
-80.870000
N
N
N
N/A
N/A
3175999D2 PIMCO CDSOPT PUT EUR 3.5 20211020
OP0012SN4
-100000.000000
NC
-59.610000
-0.0000244
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.500000
EUR
2021-10-20
XXXX
409.780000
N
N
N
N/A
N/A
3175839H7 PIMCO CDSOPT PUT EUR 3.75 20220119
OP0016FR0
-100000.000000
NC
-688.800000
-0.0002819
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX XOV36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX XOV36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-12-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
3.750000
EUR
2022-01-19
XXXX
-98.630000
N
N
N
N/A
N/A
CDX ITRAXX XOV36 5Y ICE
000000000
1.000000
NC
55620.260000
0.0227665
N/A
DCR
N/A
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
ITRAXX EUROPE CROSSOVER SERIES 36
Y
Single Leg Swap
2026-12-22
57982.550000
EUR
0.000000
EUR
400000.000000
EUR
-2362.290000
N
N
N
N/A
N/A
CDX ITRAXX MAIN34 5Y ICE
000000000
1.000000
NC
139107.730000
0.0569396
N/A
DCR
N/A
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
ITRAXX EUROPE SERIES 34
Y
Single Leg Swap
2025-12-21
138966.990000
EUR
0.000000
EUR
4500000.000000
EUR
140.740000
N
N
N
N/A
N/A
3175229Z5 PIMCO CDSOPT PUT EUR 0.8 20211117
OP0012WF6
-200000.000000
NC
-51.620000
-0.0000211
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
0.800000
EUR
2021-11-17
XXXX
177.240000
N
N
N
N/A
N/A
317556546 PIMCO CDSOPT PUT EUR 0.7 20211215
OP0013WX5
-3100000.000000
NC
-1925.330000
-0.0007881
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
0.700000
EUR
2021-12-15
XXXX
1707.870000
N
N
N
N/A
N/A
3175769E8 PIMCO CDSOPT PUT EUR 0.7 20211117
OP00123W1
-200000.000000
NC
-71.810000
-0.0000294
N/A
DCR
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
0.700000
EUR
2021-11-17
XXXX
159.960000
N
N
N
N/A
N/A
3175883K5 PIMCO CDSOPT PUT EUR 0.8 20211117
OP00115N1
-500000.000000
NC
-129.040000
-0.0000528
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
0.800000
EUR
2021-11-17
XXXX
435.190000
N
N
N
N/A
N/A
3175899J0 PIMCO CDSOPT PUT EUR 0.7 20211215
OP00147X1
-300000.000000
NC
-186.320000
-0.0000763
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Put
Written
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
000000000
0.000000
NC
0.000000
0.000000
DCR
N/A
SWOP CDX ITRAXX MAIN35 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
EUR
0.000000
EUR
N/A
EUR
N/A
0.700000
EUR
2021-12-15
XXXX
129.930000
N
N
N
N/A
N/A
CDX ITRAXX MAIN35 5Y ICE
000000000
1.000000
NC
260739.180000
0.1067258
N/A
DCR
N/A
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
ITRAXX EUROPE SERIES 35
Y
Single Leg Swap
2026-06-21
258341.670000
EUR
0.000000
EUR
8500000.000000
EUR
2397.510000
N
N
N
N/A
N/A
CDX ITRAXX MAIN36 5Y ICE
000000000
1.000000
NC
18435.220000
0.0075459
N/A
DCR
N/A
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
ITRAXX EUROPE SERIES 36
Y
Single Leg Swap
2026-12-22
18888.100000
EUR
0.000000
EUR
600000.000000
EUR
-452.880000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-86.400000
-0.0000354
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
43299.000000
USD
621730341.000000
IDR
2021-11-15
-86.400000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-82.450000
-0.0000337
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
86526.000000
USD
1243724724.000000
IDR
2021-11-15
-82.450000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
190.200000
0.0000779
N/A
DFE
RU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
48687.890000
USD
3566826.000000
RUB
2021-10-22
190.200000
N
N
N
AVANT LOANS FUNDING TRUST 2021-REV1
N/A
AVANT LOANS FUNDING TRUST AVNT 2021 REV1 A 144A
05353LAA3
700000.000000
PA
USD
700965.860000
0.2869195
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
1.21
N
N
N
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-34.570000
-0.0000142
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
42477.000000
USD
610649352.000000
IDR
2021-11-15
-34.570000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
-11974.970000
-0.0049016
N/A
DFE
MX
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
492846.570000
USD
9990000.000000
MXN
2021-11-17
-11974.970000
N
N
N
N/A
N/A
SOLD IDR/BOUGHT USD
000000000
1.000000
NC
1128.330000
0.0004618
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
7124584000.000000
IDR
496313.760000
USD
2021-11-15
1128.330000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
1857.280000
0.0007602
N/A
DFE
TW
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
6241134.000000
TWD
226703.000000
USD
2021-11-15
1857.280000
N
N
N
N/A
N/A
MSCI EAFE DEC21 XNLI 20211217
000000000
1087.000000
NC
USD
-5475593.930000
-2.2412713
N/A
DE
US
N
1
New York Futures Exchange
N/A
Long
MSCI EAFE INDEX
N/A
N/A
2021-12-17
123211450.000000
USD
-5475593.930000
N
N
N
N/A
N/A
S+P500 EMINI FUT DEC21 XCME 20211217
000000000
565.000000
NC
USD
-4795472.140000
-1.9628837
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 INDEX
N/A
N/A
2021-12-17
121411437.500000
USD
-4795472.140000
N
N
N
N/A
N/A
BOUGHT AUD/SOLD USD
000000000
1.000000
NC
-10570.230000
-0.0043266
N/A
DFE
AU
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
381509.380000
USD
513000.000000
AUD
2021-11-17
-10570.230000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-453.990000
-0.0001858
N/A
DFE
ID
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
90335.000000
USD
1297571940.000000
IDR
2021-12-15
-453.990000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
1149.160000
0.0004704
N/A
DFE
RU
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
64226.520000
USD
4770720.000000
RUB
2021-10-22
1149.160000
N
N
N
N/A
N/A
BOUGHT SGD/SOLD USD
000000000
1.000000
NC
-36678.130000
-0.0150131
N/A
DFE
SG
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
1455666.750000
USD
1927000.000000
SGD
2021-12-15
-36678.130000
N
N
N
N/A
N/A
BOUGHT TWD/SOLD USD
000000000
1.000000
NC
-9180.200000
-0.0037576
N/A
DFE
TW
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
1478013.410000
USD
40771000.000000
TWD
2021-11-15
-9180.200000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-5083.140000
-0.0020806
N/A
DFE
ZA
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
87158.000000
USD
1247796.030000
ZAR
2021-12-13
-5083.140000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
78649.010000
0.0321926
N/A
DFE
N/A
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
3443000.000000
EUR
4066847.740000
USD
2021-10-04
78649.010000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
109000.120000
0.0446160
N/A
DFE
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
4742000.000000
GBP
6498371.830000
USD
2021-10-04
109000.120000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
37869.890000
0.0155009
N/A
DFE
JP
N
2
STANDARD CHARTERED BANK
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Chicago Mercantile Exchange
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Chicago Mercantile Exchange
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Chicago Mercantile Exchange
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Chicago Mercantile Exchange
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London Clearing house
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14631.740000
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London Clearing house
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0.000000
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Intercontinental Exchange
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164.070000
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425.740000
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N
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755.610000
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DFE
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36100.320000
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755.610000
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N
N
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-4269.760000
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N
N/A
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20249.320000
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DFE
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UBS AG
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20249.320000
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N
N
N/A
N/A
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000000000
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4216.610000
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N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
UNITED KINGDOM GOVT
2021-12-29
-168627.130000
GBP
4216.610000
N
N
N
N/A
N/A
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000000000
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177403.420000
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N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
UNITED STATES GOVT
2021-12-21
-12118843.700000
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177403.420000
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N
N
N/A
N/A
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000000000
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-159095.020000
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N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2021-12-31
30207070.370000
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-159095.020000
N
N
N
N/A
N/A
US LONG BOND(CBT) DEC21 XCBT 20211221
000000000
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NC
USD
-47641.200000
-0.0195005
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2021-12-21
1914187.500000
USD
-47641.200000
N
N
N
N/A
N/A
US ULTRA BOND CBT DEC21 XCBT 20211221
000000000
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NC
USD
-31162.210000
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N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
UNITED STATES GOVT
2021-12-21
766437.500000
USD
-31162.210000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC SUBORDINATED 11/22 7.625
06740L8C2
600000.000000
PA
USD
643328.540000
0.2633274
Long
DBT
CORP
GB
N
2
2022-11-21
Fixed
7.625
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
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06738EBF1
600000.000000
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USD
602831.860000
0.2467513
Long
DBT
CORP
GB
N
2
2023-02-15
Floating
1.55475
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XVI LTD
N/A
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08181VAN5
500000.000000
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USD
500250.000000
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ABS-CBDO
CORP
KY
N
2
2032-01-17
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1.16388
N
N
N
N
N
N
BENEFIT STREET PARTNERS CLO XVII LTD
N/A
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08182BAL2
1300000.000000
PA
USD
1300570.380000
0.5323497
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
1.18854
N
N
N
N
N
N
BG ENERGY CAPITAL PLC
S2M8QDKEE05NZN8JD460
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05541VAE6
500000.000000
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USD
500751.720000
0.2049678
Long
DBT
CORP
GB
N
2
2021-10-15
Fixed
4
N
N
N
N
N
N
BLUEMOUNTAIN FUJI EUR CLO III DAC 3A
N/A
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ACI1XNPD1
450000.000000
PA
520281.920000
0.2129619
Long
ABS-CBDO
CORP
IE
N
2
2031-01-15
Floating
0.72
N
N
N
N
N
N
BRAZIL GOVT
254900ZFY40OYEADAP90
LETRA TESOURO NACIONAL BILLS 07/22 0.00000
ACI1497W2
28800000.000000
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4975035.990000
2.0363828
Long
DBT
NUSS
BR
N
2
2022-07-01
None
0
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC SR UNSECURED 144A 04/33 3.419
11135FBK6
400000.000000
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USD
414397.880000
0.1696214
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.419
N
N
N
N
N
N
BRSP 2021-FL1 LTD
N/A
BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A
05591XAA9
100000.000000
PA
USD
99973.880000
0.0409213
Long
ABS-CBDO
CORP
KY
N
2
2038-08-19
Floating
1.23738
N
N
N
N
N
N
BSPRT-2021-FL6
N/A
BSPRT ISSUER, LTD. BSPRT 2021 FL6 A 144A
05601HAA2
1900000.000000
PA
USD
1900569.540000
0.7779415
Long
ABS-O
CORP
KY
N
2
2036-03-15
Floating
1.18375
N
N
N
N
N
N
BUSINESS MORTGAGE FINANCE PLC 6
N/A
BUSINESS MORTGAGE FINANCE PLC BUMF 6 A2 REGS
B1XMXDII0
185190.150000
PA
214347.460000
0.0877367
Long
ABS-MBS
CORP
GB
N
2
2040-08-15
Floating
0
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2012 4A A1R3 144A
14309YBQ6
1300000.000000
PA
USD
1300598.390000
0.5323612
Long
ABS-CBDO
CORP
KY
N
2
2032-04-22
Floating
1.21825
N
N
N
N
N
N
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A
N/A
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A
14310BAU5
1200000.000000
PA
USD
1198523.950000
0.4905801
Long
ABS-CBDO
CORP
KY
N
2
2030-08-14
Floating
1.07475
N
N
N
N
N
N
CIT MTGE LOAN TRUST 2007-1
N/A
CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A
12559QAA0
200599.330000
PA
USD
202491.460000
0.0828838
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.436
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR UNSECURED 06/24 VAR
172967MA6
400000.000000
PA
USD
405442.310000
0.1659557
Long
DBT
CORP
US
N
2
2024-06-01
Floating
1.14288
N
N
N
N
N
N
CLECO POWER LLC
TM1ZH54SJKLNHFCBFK92
CLECO POWER LLC SR UNSECURED 144A 06/23 VAR
185508AH1
600000.000000
PA
USD
600197.620000
0.2456730
Long
DBT
CORP
US
N
2
2023-06-15
Floating
0.61575
N
N
N
N
N
N
COLLEGE AVE STUDENT LOANS LLC 2021-B
N/A
COLLEGE AVE STUDENT LOANS CASL 2021 B A2 144A
19425AAA2
1560592.640000
PA
USD
1566856.860000
0.6413462
Long
ABS-O
CORP
US
N
2
2052-06-25
Floating
0.886
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC SR UNSECURED 08/23 0.5
205887CG5
600000.000000
PA
USD
600156.580000
0.2456562
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.5
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3
N/A
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1
021464AA0
314031.220000
PA
USD
311257.600000
0.1274040
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
0.446
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/99 VAR
ACI0S3RH2
200000.000000
PA
USD
207848.000000
0.0850764
Long
DBT
CORP
CH
N
2
2022-07-29
Floating
7.125
N
N
N
N
Y
CREDIT SUISSE GROUP AG
CREDIT SUISSE GROUP AG-REG
CHF
XXXX
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG SR UNSECURED 144A 05/32 VAR
225401AU2
250000.000000
PA
USD
255821.190000
0.1047128
Long
DBT
CORP
CH
N
2
2032-05-14
Floating
3.091
N
N
N
N
N
N
CRESTLINE DENALI CLO XIV LTD 2016-1A
N/A
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A
22615MAW2
1200000.000000
PA
USD
1200003.140000
0.4911855
Long
ABS-CBDO
CORP
KY
N
2
2031-10-23
Floating
1.22552
N
N
N
N
N
N
CRESTLINE DENALI CLO XV 2017-1A
N/A
CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A
22616CAJ2
250000.000000
PA
USD
250034.180000
0.1023440
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
1.16425
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55
23371DAJ3
200000.000000
PA
USD
198422.000000
0.0812181
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S SR UNSECURED 144A 09/23 VAR
23636AAQ4
400000.000000
PA
USD
404769.910000
0.1656805
Long
DBT
CORP
DK
N
2
2023-09-12
Floating
1.17413
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG SR UNSECURED REGS 11/25 VAR
ACI1SQBK9
200000.000000
PA
236798.920000
0.0969266
Long
DBT
CORP
DE
N
2
2025-11-19
Floating
1
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 09/24 VAR
251526CC1
400000.000000
PA
USD
410103.000000
0.1678634
Long
DBT
CORP
DE
N
2
2024-09-18
Floating
2.222
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 10/21 4.25
251526BX6
500000.000000
PA
USD
500541.130000
0.2048816
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
4.25
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK BRANCH
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY SR UNSECURED 11/22 3.3
251526BL2
800000.000000
PA
USD
825520.400000
0.3379022
Long
DBT
CORP
DE
N
2
2022-11-16
Fixed
3.3
N
N
N
N
N
N
ENCINA EQUIPMENT FINANCE 2021-1 LLC
N/A
ENCINA EQUIPMENT FINANCE ENCA 2021 1A A1 144A
29253EAA0
261549.750000
PA
USD
261760.720000
0.1071440
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
0.5
N
N
N
N
N
N
ENCINA EQUIPMENT FINANCE 2021-1 LLC
N/A
ENCINA EQUIPMENT FINANCE ENCA 2021 1A A2 144A
29253EAB8
150000.000000
PA
USD
149989.830000
0.0613939
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
0.74
N
N
N
N
N
N
FANNIE MAE REMICS 2015-87
N/A
FANNIE MAE FNR 2015 87 BF
3136AQWE6
295003.910000
PA
USD
297677.120000
0.1218453
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Floating
0.386
N
N
N
N
N
N
FHLMC PASS THRU POOLS
N/A
FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR
31300MNY5
242726.660000
PA
USD
259974.790000
0.1064129
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Floating
2.316
N
N
N
N
N
N
PIMCO FUNDS
549300F9QJIJF2GM8419
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND
000000000
1202357.670000
PA
USD
12042814.390000
4.9293674
Long
STIV
RF
US
N
1
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
5724597.820000
PA
USD
56455983.670000
23.1085753
Long
STIV
RF
US
N
1
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 01/22 5.596
345397ZM8
250000.000000
PA
USD
253300.000000
0.1036808
Long
DBT
CORP
US
N
2
2022-01-07
Fixed
5.596
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 10/22 3.55
34540XAB9
400000.000000
PA
USD
408212.000000
0.1670894
Long
DBT
CORP
US
N
2
2022-10-07
Fixed
3.55
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2019-1 2019-1
N/A
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2019 1 C 144A
35105RAE0
900000.000000
PA
USD
918537.570000
0.3759760
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.07
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2019-1 2019-1
N/A
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2019 1 D 144A
35105RAF7
700000.000000
PA
USD
720645.660000
0.2949748
Long
ABS-O
CORP
US
N
2
2025-06-16
Fixed
3.27
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2020-1
N/A
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2020 1 D 144A
35105FAF3
200000.000000
PA
USD
204901.160000
0.0838702
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
2.6
N
N
N
N
N
N
FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2
N/A
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2021 2 B 144A
35105UAD5
400000.000000
PA
USD
399708.040000
0.1636086
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.31
N
N
N
N
N
N
FREDDIE MAC REMICS 3342
N/A
FREDDIE MAC FHR 3342 FT
31397JST2
16778.370000
PA
USD
16999.680000
0.0069583
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
0.53375
N
N
N
N
N
N
FREDDIE MAC REMICS 3350
N/A
FREDDIE MAC FHR 3350 FA
31397JNP5
145303.170000
PA
USD
147447.990000
0.0603534
Long
ABS-MBS
USGSE
US
N
2
2033-10-15
Floating
0.61375
N
N
N
N
N
N
FREDDIE MAC REMICS 4638
N/A
FREDDIE MAC FHR 4638 FA
3137BTH38
144493.410000
PA
USD
146249.640000
0.0598629
Long
ABS-MBS
USGSE
US
N
2
2040-07-15
Floating
0.53575
N
N
N
N
N
N
FREED ABS TRUST 2021-2
N/A
FREEDOM FINANCIAL FREED 2021 2 A 144A
35635CAA0
533966.110000
PA
USD
534348.860000
0.2187198
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
0.68
N
N
N
N
N
N
FREED ABS TRUST 2021-3FP
N/A
FREEDOM FINANCIAL FREED 2021 3FP B 144A
30322MAB5
800000.000000
PA
USD
800608.920000
0.3277054
Long
ABS-O
CORP
US
N
2
2028-11-20
Fixed
1.01
N
N
N
N
N
N
GALLATIN CLO IX LTD 2018-1A
N/A
GALLATIN FUNDING LTD GALL 2018 1A A 144A
36361WAC0
736850.200000
PA
USD
737218.630000
0.3017585
Long
ABS-CBDO
CORP
KY
N
2
2028-01-21
Floating
1.18425
N
N
N
N
N
N
GS MORTGAGE SECURITIES CORP II 2017-SLP
N/A
GS MORTGAGE SECURITIES TRUST GSMS 2017 SLP A 144A
36255MAA5
900000.000000
PA
USD
919727.100000
0.3764629
Long
ABS-MBS
CORP
US
N
2
2032-10-10
Variable
3.419
N
N
N
N
N
N
GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1
N/A
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A
36261WAA5
700144.400000
PA
USD
710048.920000
0.2906374
Long
ABS-MBS
CORP
US
N
2
2060-12-25
Variable
1.75
N
N
N
N
N
N
HALCYON LOAN ADVISORS FUNDING LTD 2015-1A
N/A
HALCYON LOAN ADVISORS FUNDING HLA 2015 1A AR 144A
40538HAN9
29712.080000
PA
USD
29733.570000
0.0121706
Long
ABS-CBDO
CORP
KY
N
2
2027-04-20
Floating
1.05425
N
N
N
N
N
N
HAWKSMOOR MORTGAGES 19-1A
N/A
HAWKSMOOR MORTGAGES PLC HWKSM 2019 1A A 144A
ACI1DHFV7
978731.090000
PA
1324731.790000
0.5422395
Long
ABS-MBS
CORP
GB
N
2
2053-05-25
Floating
1.10022
N
N
N
N
N
N
HERTZ VEHICLE FINANCING III LLC 2021-1A
N/A
HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A
42806MAA7
1000000.000000
PA
USD
1004659.800000
0.4112276
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC JR SUBORDINA REGS 12/49 VAR
ACI09CXQ6
200000.000000
PA
239354.010000
0.0979724
Long
DBT
CORP
GB
N
2
2022-09-16
Floating
5.25
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 07/27 VAR
ACI1WKQ05
300000.000000
PA
403617.770000
0.1652089
Long
DBT
CORP
GB
N
2
2027-07-24
Floating
1.75
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR
404280CK3
300000.000000
PA
USD
296855.780000
0.1215091
Long
DBT
CORP
GB
N
2
2031-08-18
Floating
2.357
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC SR UNSECURED 11/25 VAR
404280CE7
200000.000000
PA
USD
208678.130000
0.0854162
Long
DBT
CORP
GB
N
2
2025-11-07
Floating
2.633
N
N
N
N
N
N
HUNTINGTON INGALLS INDUSTRIES INC
5TZLZ6WJTBVJ0QWBG121
HUNTINGTON INGALLS INDUS COMPANY GUAR 144A 08/23 0.67
446413AU0
700000.000000
PA
USD
699983.990000
0.2865176
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
0.67
N
N
N
N
N
N
HYATT HOTELS CORPORATION
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP SR UNSECURED 10/24 1.8
448579AN2
400000.000000
PA
USD
400905.340000
0.1640987
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.8
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
HYUNDAI CAPITAL SERVICES 09/23 0.75
44920UAQ1
500000.000000
PA
USD
499693.170000
0.2045345
Long
DBT
CORP
KR
N
2
2023-09-15
Fixed
0.75
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 04/22 0.00000
ACI1WZJ67
3100000.000000
PA
961409.140000
0.3935242
Long
DBT
MUN
IL
N
2
2022-04-06
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 06/22 0.00000
ACI1YD9F5
900000.000000
PA
279104.820000
0.1142432
Long
DBT
MUN
IL
N
2
2022-06-08
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 08/22 0.00000
ACI201R74
7100000.000000
PA
2201716.840000
0.9012072
Long
DBT
MUN
IL
N
2
2022-08-03
None
0
N
N
N
N
N
N
JAMESTOWN CLO V LTD 2014-5A
N/A
JAMESTOWN CLO LTD JTWN 2014 5A AR 144A
470473AF6
10412.800000
PA
USD
10426.900000
0.0042679
Long
ABS-CBDO
CORP
KY
N
2
2027-01-17
Floating
1.35388
N
N
N
N
N
N
JAPAN GOVT
353800WZS8AXZXFUC241
JAPAN GOVT CPI LINKED BONDS 03/28 0.1
ACI12NZL6
56163780.000000
PA
518768.730000
0.2123425
Long
DBT
NUSS
JP
N
2
2028-03-10
Fixed
0.1
N
N
N
N
N
N
LCM 30 LTD
N/A
LCM LTD PARTNERSHIP LCM 30A AR 144A
50200YAQ1
600000.000000
PA
USD
600174.270000
0.2456635
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
1.21425
N
N
N
N
N
N
LENDINGPOINT 2021-B ASSET SECURITIZATION TRUST
N/A
LENDINGPOINT ASSET SECURITIZAT LDPT 2021 B A 144A
52607HAA8
1200000.000000
PA
USD
1202305.200000
0.4921278
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
1.11
N
N
N
N
N
N
LL ABS TRUST 2021-1A
N/A
LL ABS TRUST LLEND 2021 1A A 144A
53934QAA0
773012.670000
PA
USD
772664.270000
0.3162671
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.07
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55
539439AT6
400000.000000
PA
USD
461330.400000
0.1888319
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55
N
N
N
N
N
N
MASTR ADJUSTABLE RATE MTGES TRU 2004-13
N/A
MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1
576433UF1
105732.050000
PA
USD
107630.530000
0.0440554
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Floating
2.73106
N
N
N
N
N
N
522 FUNDING CLO I LTD 2018-3A
N/A
522 FUNDING CLO LTD MORGN 2018 3A AR 144A
33835NAA9
1300000.000000
PA
USD
1300055.070000
0.5321388
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.17425
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC SR SECURED 144A 09/24 0.983
595017AX2
300000.000000
PA
USD
299725.280000
0.1226836
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.983
N
N
N
N
N
N
MOUNTAIN VIEW CLO LLC 2017-2A
N/A
MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A
62432LAL5
2300000.000000
PA
USD
2300043.080000
0.9414541
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
1.14448
N
N
N
N
N
N
ACC AUTO TRUST 2021-A
N/A
ACC AUTO TRUST AUTOC 2021 A A 144A
00108XAA6
632829.690000
PA
USD
633662.050000
0.2593707
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.08
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-RIVA
N/A
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 RIVA A 144A
63874JAA7
169569.930000
PA
USD
169617.170000
0.0694277
Long
ABS-MBS
CORP
US
N
2
2033-02-15
Floating
0.83375
N
N
N
N
N
N
ACCUNIA EUROPEAN CLO I DAC 1A
N/A
ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A
ACI19ZJ97
393419.680000
PA
455945.510000
0.1866277
Long
ABS-CBDO
CORP
IE
N
2
2030-07-15
Floating
0.95
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75
654740BT5
200000.000000
PA
USD
202315.420000
0.0828118
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
2.75
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043
654744AA9
400000.000000
PA
USD
416189.480000
0.1703548
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.043
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522
654744AB7
400000.000000
PA
USD
425491.510000
0.1741623
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.522
N
N
N
N
N
N
NISSAN MOTOR CO LTD
353800DRBDH1LUTNAY26
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345
654744AC5
200000.000000
PA
USD
219859.600000
0.0899930
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.345
N
N
N
N
N
N
NOMURA HOME EQUITY LOAN INC 2006-FM1
N/A
NOMURA HOME EQUITY LOAN INC NHELI 2006 FM1 2A3
65536HBW7
136341.570000
PA
USD
135888.680000
0.0556220
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.506
N
N
N
N
N
N
OAKTREE CLO 2019-1A
N/A
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A
67401XAS0
1300000.000000
PA
USD
1300021.850000
0.5321252
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
1.24825
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC COMPANY
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 11/21 VAR
694308JR9
600000.000000
PA
USD
600258.800000
0.2456981
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.49975
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST 2021-3
N/A
PAGAYA AI DEBT SELECTION TRUST PAID 2021 3 A 144A
69546RAA4
1000000.000000
PA
USD
1000605.800000
0.4095682
Long
ABS-O
CORP
US
N
2
2029-05-15
Fixed
1.15
N
N
N
N
N
N
PALMER SQUARE EUROPEAN LOAN FUNDING 2020-1 DAC 20-1A
N/A
PALMER SQUARE EUROPEAN LOAN FU PSTET 2020 1A A 144A
ACI1QLXG7
872884.340000
PA
1011376.790000
0.4139770
Long
ABS-CBDO
CORP
IE
N
2
2030-01-15
Floating
1.15
N
N
N
N
N
N
PALMER SQUARE LOAN FUNDING 2021-3
N/A
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A
69702BAA9
400000.000000
PA
USD
399161.520000
0.1633849
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
0.971
N
N
N
N
N
N
AFFIRM ASSET SECURITIZATION TRUST 2021-B
N/A
AFFIRM INC AFFRM 2021 B A 144A
00834DAA1
1400000.000000
PA
USD
1402667.980000
0.5741404
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.03
N
N
N
N
N
N
QATAR GOVT
52990074F6OJOAXK4P65
STATE OF QATAR SR UNSECURED REGS 01/22 4.5
M81805AT6
700000.000000
PA
USD
709065.000000
0.2902346
Long
DBT
NUSS
QA
N
2
2022-01-20
Fixed
4.5
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC SR UNSECURED 10/24 0.95
74762EAG7
600000.000000
PA
USD
600361.160000
0.2457400
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 01/26 3.8
80007RAK1
200000.000000
PA
USD
206390.000000
0.0844796
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
3.8
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD SR UNSECURED 08/25 5.125
80007RAF2
300000.000000
PA
USD
323403.000000
0.1323754
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.125
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2018-4
N/A
SANTANDER DRIVE AUTO RECEIVABL SDART 2018 4 D
80285MAH2
1600000.000000
PA
USD
1636776.000000
0.6699655
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.98
N
N
N
N
N
N
SARANAC CLO LTD 2018-6A
N/A
SARANAC CLO LTD SRANC 2018 6A A1R 144A
80317LAJ2
1200000.000000
PA
USD
1200018.140000
0.4911917
Long
ABS-CBDO
CORP
JE
N
2
2031-08-13
Floating
1.25888
N
N
N
N
N
N
SAUDI ARABIA GOVT
635400FMICXSM3SI3H65
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/25 2.9
ACI1LTBF1
1200000.000000
PA
USD
1278319.200000
0.5232419
Long
DBT
NUSS
SA
N
2
2025-10-22
Fixed
2.9
N
N
N
N
N
N
SLC STUDENT LOAN TRUST 2010-1
N/A
SLC STUDENT LOAN TRUST SLCLT 2010 1 A
78444WAA7
567326.700000
PA
USD
570646.130000
0.2335770
Long
ABS-O
CORP
US
N
2
2042-11-25
Floating
1.00425
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2018-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2018 B A2B 144A
78449LAC2
136809.400000
PA
USD
137493.640000
0.0562789
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
0.80375
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2020-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A
78449XAA0
505320.040000
PA
USD
507613.080000
0.2077763
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-B
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A
78449YAA8
733032.620000
PA
USD
733692.790000
0.3003153
Long
ABS-O
CORP
US
N
2
2051-07-17
Fixed
1.31
N
N
N
N
N
N
SMB PRIVATE EDUCATION LOAN TRUST 2021-D
N/A
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A
78449MAA4
1300000.000000
PA
USD
1301508.650000
0.5327338
Long
ABS-O
CORP
US
N
2
2053-03-17
Fixed
1.34
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
83367TBV0
200000.000000
PA
USD
216889.000000
0.0887771
Long
DBT
CORP
FR
N
2
2023-10-04
Floating
7.375
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-C
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 C A1 144A
83402DAA9
43686.730000
PA
USD
43852.780000
0.0179498
Long
ABS-O
CORP
US
N
2
2036-10-27
Floating
1.186
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-D
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 D A1 144A
83404LAA9
16250.640000
PA
USD
16349.540000
0.0066922
Long
ABS-O
CORP
US
N
2
2039-01-25
Floating
1.036
N
N
N
N
N
N
SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A
N/A
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A
83406TAB8
900000.000000
PA
USD
924277.140000
0.3783253
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54
N
N
N
N
N
N
SOUND POINT CLO IX LTD 2015-2A
N/A
SOUND POINT CLO LTD SNDPT 2015 2A BRRR 144A
83609GBQ7
600000.000000
PA
USD
600012.910000
0.2455974
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.88546
N
N
N
N
N
N
SOUND POINT CLO XII LTD 2016-2A
N/A
SOUND POINT CLO LTD SNDPT 2016 2A AR2 144A
83610CAW1
445281.110000
PA
USD
445837.280000
0.1824902
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.18425
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 08/23 0.7
842400HH9
600000.000000
PA
USD
601089.560000
0.2460381
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.7
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 08/24 0.975
842400HK2
100000.000000
PA
USD
100306.000000
0.0410573
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.975
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC JR SUBORDINA 144A 12/49 VAR
853254BA7
200000.000000
PA
USD
205864.000000
0.0842643
Long
DBT
CORP
GB
N
2
2022-04-02
Floating
7.5
N
N
N
N
Y
STANDARD CHARTERED PLC
STANDARD CHARTERED PLC
GBP
XXXX
N
N
N
STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2
N/A
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A
78486BAA2
1000000.000000
PA
USD
1002086.200000
0.4101741
Long
ABS-O
CORP
KY
N
2
2038-04-18
Floating
1.28413
N
N
N
N
N
N
STATE GRID OVERSEAS INVESTMENT (2016) LIMITED
3003006V8BHG5158QO96
STATE GRID OVERSEAS INV COMPANY GUAR REGS 05/23 3.75
G8450LAN4
900000.000000
PA
USD
942366.550000
0.3857297
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 07/23 VAR
86562MBA7
1000000.000000
PA
USD
1013506.630000
0.4148488
Long
DBT
CORP
JP
N
2
2023-07-19
Floating
0.99388
N
N
N
N
N
N
THEOREM FUNDING TRUST 2021-1A
N/A
THEOREM FUNDING TRUST THRM 2021 1A A 144A
88339VAA6
774858.720000
PA
USD
775666.590000
0.3174960
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.21
N
N
N
N
N
N
TORO EUROPEAN CLO 4 DAC 1A
N/A
TORO EUROPEAN CLO TCLO 1A ARE 144A
89109MAD6
250000.000000
PA
289890.800000
0.1186582
Long
ABS-CBDO
CORP
IE
N
2
2030-07-15
Floating
0.92
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 19-A13A
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A
ACI1G4F01
1748040.000000
PA
2363952.230000
0.9676134
Long
ABS-MBS
CORP
GB
N
2
2045-07-20
Floating
0.95035
N
N
N
N
N
N
TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC
N/A
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A
ACI19VH23
422829.980000
PA
574478.370000
0.2351456
Long
ABS-MBS
CORP
GB
N
2
2051-10-20
Floating
1.09713
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2017-6
N/A
TOWD POINT MORTGAGE TRUST TPMT 2017 6 A1 144A
89175JAA8
648841.000000
PA
USD
661810.230000
0.2708923
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75
N
N
N
N
N
N
TOYOTA INDUSTRIES CORPORATION
35380000WKGEAHEMW830
TOYOTA INDUSTRIES CORP SR UNSECURED 144A 03/23 3.235
892330AB7
1500000.000000
PA
USD
1556911.610000
0.6372754
Long
DBT
CORP
JP
N
2
2023-03-16
Fixed
3.235
N
N
N
N
N
N
TRICOLOR AUTO SECURITIZATION TRUST 2021-1A
N/A
TRICOLOR AUTO SECURITIZATION T TAST 2021 1A A 144A
89615BAA3
903730.460000
PA
USD
903824.090000
0.3699535
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
0.74
N
N
N
N
N
N
TRINITY SQUARE 2021-1 PLC A
N/A
TRINITY SQUARE TRINI 2021 1A A 144A
ACI1WK7V8
1108886.800000
PA
1502630.730000
0.6150571
Long
ABS-MBS
CORP
GB
N
2
2059-07-15
Floating
0.90035
N
N
N
N
N
N
TTAN 2021-MHC
N/A
TTAN TTN 2021 MHC A 144A
87303TAA5
400000.000000
PA
USD
400572.720000
0.1639625
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
0.934
N
N
N
N
N
N
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 09/26 1.45
03027XBR0
600000.000000
PA
USD
597509.650000
0.2445728
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS GROUP AG SR UNSECURED 144A 01/27 VAR
902613AC2
400000.000000
PA
USD
396449.950000
0.1622750
Long
DBT
CORP
CH
N
2
2027-01-30
Floating
1.364
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 01/22 0.00000
912796Q51
9900000.000000
PA
USD
9899346.900000
4.0520028
Long
DBT
UST
US
N
2
2022-01-04
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796K99
9500000.000000
PA
USD
9498598.090000
3.8879682
Long
DBT
UST
US
N
2
2022-02-03
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796L80
13200000.000000
PA
USD
13197833.880000
5.4021402
Long
DBT
UST
US
N
2
2022-02-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796F38
14000000.000000
PA
USD
13997124.120000
5.7293058
Long
DBT
UST
US
N
2
2022-03-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 10/21 0.00000
912796M22
1758000.000000
PA
USD
1757996.550000
0.7195835
Long
DBT
UST
US
N
2
2021-10-05
None
0
N
N
N
N
N
N
AMMC CLO 20 LTD 2017-20A
N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2017 20A AR 144A
00177TAJ2
2300000.000000
PA
USD
2302873.530000
0.9426127
Long
ABS-CBDO
CORP
KY
N
2
2029-04-17
Floating
0.99138
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 11/21 0.00000
912796H51
5400000.000000
PA
USD
5399716.500000
2.2102131
Long
DBT
UST
US
N
2
2021-11-12
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 12/21 0.00000
9127965G0
25000000.000000
PA
USD
24998629.500000
10.2324444
Long
DBT
UST
US
N
2
2021-12-02
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/44 1.375
912810RF7
234240.000000
PA
USD
322101.940000
0.1318428
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 02/45 0.75
912810RL4
115915.000000
PA
USD
142790.790000
0.0584472
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.75
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TSY INFL IX N/B 02/48 1
912810SB5
110691.000000
PA
USD
147119.220000
0.0602189
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 04/24 2
912828X70
100000.000000
PA
USD
104074.220000
0.0425997
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 09/23 1.375
912828T26
4700000.000000
PA
USD
4802996.080000
1.9659634
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 09/23 2.875
9128285D8
560000.000000
PA
USD
588853.130000
0.2410295
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.875
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
US TREASURY N/B 11/23 2.875
9128285P1
480000.000000
PA
USD
506456.250000
0.2073028
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.875
N
N
N
N
N
N
UROPA SECURITIES PLC 2007-1
N/A
UROPA SECURITIES PLC UROPA 2007 1 A3A REGS
G92958AE0
298770.560000
PA
391505.610000
0.1602512
Long
ABS-MBS
CORP
GB
N
2
2040-10-10
Floating
0.27713
N
N
N
N
N
N
UTAH STATE BOARD OF REGENTS 2017-1
N/A
STATE BOARD OF REGENTS OF THE USBR 2017 1 A
91754RZF7
402114.940000
PA
USD
400971.970000
0.1641259
Long
ABS-O
MUN
US
N
2
2057-01-25
Floating
0.836
N
N
N
N
N
N
VENTURE 36 CLO LTD
N/A
VENTURE CDO LTD VENTR 2019 36A A1AR 144A
92332LAU3
250000.000000
PA
USD
249632.780000
0.1021797
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
1.26425
N
N
N
N
N
N
VENTURE XXI CLO LTD 2015-21A
N/A
VENTURE XXI CLO VENTR 2015 21A AR 144A
92330MAL3
434784.240000
PA
USD
434858.720000
0.1779965
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.00613
N
N
N
N
N
N
VENTURE XXVIII CLO LTD 2017-28A
N/A
VENTURE CDO LTD VENTR 2017 28A A1R 144A
92331AAU8
1200000.000000
PA
USD
1200028.610000
0.4911960
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.10963
N
N
N
N
N
N
VEROS AUTOMOBILE RECEIVABLES TRUST 2021-1
N/A
VEROS AUTO RECEIVABLES TRUST VEROS 2021 1 A 144A
92512BAA1
695198.050000
PA
USD
695455.550000
0.2846640
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.92
N
N
N
N
N
N
APIDOS CLO XXVI LLC 2017-26A
N/A
APIDOS CLO APID 2017 26A A1AR 144A
03766GAL6
400000.000000
PA
USD
400100.000000
0.1637690
Long
ABS-CBDO
CORP
KY
N
2
2029-07-18
Floating
1.08975
N
N
N
N
N
N
WELLFLEET CLO LTD 2015-1
N/A
WELLFLEET CLO LTD WELF 2015 1A AR4 144A
949496BJ1
1200000.000000
PA
USD
1200041.020000
0.4912010
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
0.97953
N
N
N
N
N
N
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL1
N/A
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL1 A 144A
03881CAA9
1200000.000000
PA
USD
1200720.000000
0.4914790
Long
ABS-CBDO
CORP
KY
N
2
2035-12-15
Floating
1.05375
N
N
N
N
N
N
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL2
N/A
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL2 A 144A
03881EAA5
100000.000000
PA
USD
100248.100000
0.0410336
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
1.18375
N
N
N
N
N
N
ARCH STREET CLO LTD 2016-2A
N/A
ARCH STREET CLO, LTD. ARCHS 2016 2A AR2 144A
03940AAU8
1625055.690000
PA
USD
1625460.430000
0.6653338
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.13425
N
N
N
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
46193.800000
0.0189081
N/A
DFE
BR
N
2
Banco Santander, S.A.
N/A
26600000.000000
BRL
4658803.910000
USD
2022-07-05
46193.800000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
-22492.770000
-0.0092067
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6411864.480000
USD
4742000.000000
GBP
2021-10-04
-22492.770000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
184.590000
0.0000756
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
8684.120000
USD
650396.000000
RUB
2021-11-22
184.590000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
436.990000
0.0001789
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
23155.570000
USD
1730184.000000
RUB
2021-11-22
436.990000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
292.250000
0.0001196
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
25396.450000
USD
1894245.000000
RUB
2021-12-20
292.250000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
293.600000
0.0001202
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
25513.590000
USD
1902982.000000
RUB
2021-12-20
293.600000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
22538.230000
0.0092254
N/A
DFE
GB
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4742000.000000
GBP
6412146.630000
USD
2021-11-02
22538.230000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
2037.380000
0.0008339
N/A
DFE
TW
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
16058787.000000
TWD
580578.000000
USD
2021-11-15
2037.380000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
965.490000
0.0003952
N/A
DFE
TW
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6419053.000000
TWD
232221.000000
USD
2021-11-15
965.490000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
11279.280000
0.0046168
N/A
DFE
ZA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2624201.270000
ZAR
183888.370000
USD
2021-12-13
11279.280000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
11392.970000
0.0046634
N/A
DFE
ZA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2650697.530000
ZAR
185694.770000
USD
2021-12-15
11392.970000
N
N
N
N/A
N/A
BOUGHT RUB/SOLD USD
000000000
1.000000
NC
650.560000
0.0002663
N/A
DFE
RU
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
36102.710000
USD
2695338.000000
RUB
2021-11-22
650.560000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
-3034.630000
-0.0012421
N/A
DFE
RU
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
36595000.000000
RUB
498445.890000
USD
2021-10-22
-3034.630000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
-14075.250000
-0.0057613
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
658117.800000
USD
556000.000000
EUR
2021-10-04
-14075.250000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-17911.090000
-0.0073314
N/A
DFE
JP
N
2
BNP Paribas S.A.
N/A
1403418.080000
USD
154200000.000000
JPY
2021-10-04
-17911.090000
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
1315.680000
0.0005385
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO DEBENTURES SR UNSEC
Y
Single Leg Swap
2022-12-21
0.000000
USD
-38.050000
USD
200000.000000
USD
1353.730000
N
N
N
N/A
N/A
BOEING CO/THE SNR S* ICE
000000000
1.000000
NC
USD
2774.570000
0.0011357
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
BOEING CO/THE
BOEING CO SR UNSEC
Y
Single Leg Swap
2023-06-21
1367.470000
USD
0.000000
USD
400000.000000
USD
1407.100000
N
N
N
N/A
N/A
CDX EM34 ICE
000000000
1.000000
NC
USD
-20171.550000
-0.0082566
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.EM.34
Y
Single Leg Swap
2025-12-21
0.000000
USD
-15000.000000
USD
500000.000000
USD
-5171.550000
N
N
N
N/A
N/A
CDX EM36 ICE
000000000
1.000000
NC
USD
-23680.650000
-0.0096930
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.EM.36
Y
Single Leg Swap
2026-12-22
0.000000
USD
-21140.000000
USD
600000.000000
USD
-2540.650000
N
N
N
N/A
N/A
3175DC536 PIMCO CDSOPT PUT USD 102.0 20220119
OP0014XX2
-300000.000000
NC
USD
-1399.550000
-0.0005729
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
102.000000
USD
2022-01-19
XXXX
70.450000
N
N
N
N/A
N/A
3175DC544 PIMCO CDSOPT PUT USD 104.0 20211215
OP00153Y0
-100000.000000
NC
USD
-382.960000
-0.0001568
N/A
DCR
US
N
2
BNP Paribas S.A.
N/A
Put
Written
BNP Paribas S.A.
N/A
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
104.000000
USD
2021-12-15
XXXX
28.040000
N
N
N
N/A
N/A
3175ER672 PIMCO CDSOPT PUT USD 100.0 20211117
OP0012Q55
-100000.000000
NC
USD
-94.560000
-0.0000387
N/A
DCR
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
100.000000
USD
2021-11-17
XXXX
305.440000
N
N
N
N/A
N/A
3175ER722 PIMCO CDSOPT PUT USD 101.0 20211020
OP0012WJ8
-100000.000000
NC
USD
-32.030000
-0.0000131
N/A
DCR
US
N
2
BNP Paribas S.A.
N/A
Put
Written
BNP Paribas S.A.
N/A
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
101.000000
USD
2021-10-20
XXXX
392.970000
N
N
N
N/A
N/A
3175ER755 PIMCO CDSOPT PUT USD 102.0 20211117
OP00135R8
-200000.000000
NC
USD
-256.030000
-0.0001048
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
102.000000
USD
2021-11-17
XXXX
731.970000
N
N
N
N/A
N/A
3175ER839 PIMCO CDSOPT PUT USD 102.0 20211117
OP00137H8
-100000.000000
NC
USD
-128.020000
-0.0000524
N/A
DCR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
102.000000
USD
2021-11-17
XXXX
346.980000
N
N
N
N/A
N/A
3175ER888 PIMCO CDSOPT PUT USD 103.0 20211117
OP0013HY0
-100000.000000
NC
USD
-154.380000
-0.0000632
N/A
DCR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Written
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
103.000000
USD
2021-11-17
XXXX
371.620000
N
N
N
N/A
N/A
3175ER946 PIMCO CDSOPT PUT USD 101.0 20211117
OP0013KG5
-100000.000000
NC
USD
-108.870000
-0.0000446
N/A
DCR
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
101.000000
USD
2021-11-17
XXXX
296.130000
N
N
N
N/A
N/A
3175ES282 PIMCO CDSOPT PUT USD 104.0 20211215
OP0015130
-200000.000000
NC
USD
-765.930000
-0.0003135
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
104.000000
USD
2021-12-15
XXXX
34.070000
N
N
N
N/A
N/A
3175ES290 PIMCO CDSOPT PUT USD 102.0 20220119
OP0015122
-200000.000000
NC
USD
-933.040000
-0.0003819
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
102.000000
USD
2022-01-19
XXXX
-73.040000
N
N
N
N/A
N/A
3175JM256 PIMCO CDSOPT PUT USD 103.0 20211020
OP0012Q48
-100000.000000
NC
USD
-39.450000
-0.0000161
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
103.000000
USD
2021-10-20
XXXX
330.550000
N
N
N
N/A
N/A
3175ZH416 PIMCO CDSOPT PUT USD 101.0 20211215
OP0014V55
-200000.000000
NC
USD
-456.880000
-0.0001870
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX HY36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
101.000000
USD
2021-12-15
XXXX
263.120000
N
N
N
N/A
N/A
CDX HY36 5Y ICE
000000000
1.000000
NC
USD
168434.510000
0.0689436
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.36
Y
Single Leg Swap
2026-06-21
169427.500000
USD
0.000000
USD
1800000.000000
USD
-992.990000
N
N
N
N/A
N/A
CDX HY37 5Y ICE
000000000
1.000000
NC
USD
28299.850000
0.0115837
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.37
Y
Single Leg Swap
2026-12-22
28641.500000
USD
0.000000
USD
300000.000000
USD
-341.650000
N
N
N
N/A
N/A
3175ER706 PIMCO CDSOPT PUT USD 0.75 20211020
OP0012WH2
-200000.000000
NC
USD
-16.780000
-0.0000069
N/A
DCR
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
000000000
0.000000
NC
USD
0.000000
0.000000
DCR
US
N/A
SWOP CDX IG36 (V1 ONLY) 5Y SP
Single Leg Swap
2026-06-20
0.000000
USD
0.000000
USD
N/A
USD
N/A
0.750000
USD
2021-10-20
XXXX
180.220000
N
N
N
2021-11-05
PIMCO Equity Series VIT
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer
XXXX
NPORT-EX
2
pimcoequityseriesvit.htm
PIMCO EQUITY SERIES VIT
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