Refugio Research · SEC-filing-based research, not investment advice · Audit: Synthetic financing (TRS + written credit protection) · Pimco Flexible Credit Income Fund Data through 2026-07-02 · rendered 2026-07-14 01:47

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Audit: Synthetic financing (TRS + written credit protection) — Pimco Flexible Credit Income Fund

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Latest observation · Monthly portfolio report (Form N-PORT) · filed 2026-05-29 · period 2026-03-31

gross synthetic-financing notional = TRS on YAHOO (VERIZON MEDIA) TL B2 1L TSFR1M (BNP PARIBAS) 1,397,000 = 1,397,000 (0.03% of N-PORT net assets 4,239,605,280) — classifications human-reviewed (PIMCO Flexible Credit: single named-loan TRS reviewed iteration 16 (assetCat=DIR override); docs/obs_phase2_findings.md); N-PORT accession 0001099263-26-007343 filed 2026-05-29

Method Matched text template against the filing

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Technical locator

gross synthetic-financing notional = TRS on YAHOO (VERIZON MEDIA) TL B2 1L TSFR1M (BNP PARIBAS) 1,397,000 = 1,397,000 (0.03% of N-PORT net assets 4,239,605,280) | classifications human-reviewed (PIMCO Flexible Credit: single named-loan TRS reviewed iteration 16 (assetCat=DIR override); docs/obs_phase2_findings.md) | N-PORT accession 0001099263-26-007343 filed 2026-05-29

Extraction tiers, explained

Every stored observation below, newest first, with its extraction tier, the exact filing it came from, and the verbatim snippet it was read from. Derived values state their formula and constituent figures in the source line. Tiers: T1 = structured XBRL tag; T2 = matched text template; T3/R3 = narrative/term extraction.

PeriodValueTierSource filingProvenance
2026-03-31 1,397,000 T1 NPORT-P 2026-05-29
gross synthetic-financing notional = TRS on YAHOO (VERIZON MEDIA) TL B2 1L TSFR1M (BNP PARIBAS) 1,397,000 = 1,…

gross synthetic-financing notional = TRS on YAHOO (VERIZON MEDIA) TL B2 1L TSFR1M (BNP PARIBAS) 1,397,000 = 1,397,000 (0.03% of N-PORT net assets 4,239,605,280) | classifications human-reviewed (PIMCO Flexible Credit: single named-loan TRS reviewed iteration 16 (assetCat=DIR override); docs/obs_phase2_findings.md) | N-PORT accession 0001099263-26-007343 filed 2026-05-29

extracted 2026-07-10T12:21:20 · confidence 1.0