PIMCOFUNDS > PIMCO Funds

PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged)

Fund of Funds

Series ID: S000009682

LEI: 549300F3V4IM7FBY9U59

SEC CIK: 810893

$996.35M Avg Monthly Net Assets

$2.31B Total Assets

$1.17B Total Liabilities

$1.14B Net Assets

PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) is a Fund of Funds in PIMCO Funds from PIMCOFUNDS, based in California, United States of America. The fund has four share classes and monthly net assets of $996.35M. On August 28th, 2024 it reported 1,157 holdings, the largest being UMBS PASS THRU POOLS (8.8%), UMBS PASS THRU POOLS (7.9%) and PIMCO FUNDS (6.7%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker
Class A	C000026536	PAIIX
Class C	C000026538	PCIIX
Class I-2	C000064136	PGNPX
Institutional	C000026534	PGBIX

Holdings

From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.

Name	Profile	Category	Country	Value $USD	# Shares	% of Fund
3 MONTH SOFR FUT MAR25 XCME 20250617		Derivative-interest rate	US	$1M	–	0.11
3 MONTH SOFR FUT SEP24 XCME 20241217		Derivative-interest rate	US	$-185K	–	-0.02
3 MONTH SOFR FUT SEP25 XCME 20251216		Derivative-interest rate	US	$-498K	–	-0.04
3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000		Derivative-foreign exchange	US	$32K	–	0.00
3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000		Derivative-foreign exchange	LU	$19K	–	0.00
3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000		Derivative-foreign exchange	LU	$24K	–	0.00
3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000		Derivative-foreign exchange	US	$25K	–	0.00
3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000		Derivative-foreign exchange	US	$18K	–	0.00
3175SQ653 OTC EPUT FRTR 0.75 97		Derivative-interest rate	DE	$673K	–	0.06
3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000		Derivative-foreign exchange	US	$30K	–	0.00
3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000		Derivative-foreign exchange	LU	$35K	–	0.00
3175UJ9U8 PIMCO FXVAN CALL USD CNH 7.35000000		Derivative-foreign exchange	LU	$55K	–	0.00
3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000		Derivative-foreign exchange	LU	$23K	–	0.00
3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000		Derivative-foreign exchange	US	$52K	–	0.00
317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP		Derivative-interest rate	US	$-206.83	–	-0.00
317U173X1 IRO EUR 25Y P0.451 MAY25 0.451 PUT		Derivative-interest rate	DE	$-558K	–	-0.05
317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710		Derivative-interest rate	US	$40K	–	0.00
317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710		Derivative-interest rate	US	$-372.8	–	-0.00
317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715		Derivative-interest rate	US	$48K	–	0.00
317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715		Derivative-interest rate	US	$-702.28	–	-0.00
317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628		Derivative-interest rate	US	$-0.43	–	–
317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062		Derivative-interest rate	US	$-37K	–	-0.00
317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703		Derivative-interest rate	US	$-179.84	–	-0.00
317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703		Derivative-interest rate	US	$-5K	–	-0.00
317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071		Derivative-interest rate	US	$-19K	–	-0.00
317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711		Derivative-interest rate	US	$-2K	–	-0.00
317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407		Derivative-interest rate	US	$-1K	–	-0.00
317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071		Derivative-interest rate	US	$-14K	–	-0.00
317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724		Derivative-interest rate	US	$-13K	–	-0.00
317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072		Derivative-interest rate	US	$-2K	–	-0.00
317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072		Derivative-interest rate	US	$-22K	–	-0.00
317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407		Derivative-interest rate	US	$-7K	–	-0.00
317U6E1A3 PIMCO SWAPTION 4.25 PUT USD 20250623		Derivative-interest rate	US	$-182K	–	-0.02
317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623		Derivative-interest rate	US	$190K	–	0.02
317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624		Derivative-interest rate	US	$-141K	–	-0.01
317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062		Derivative-interest rate	US	$147K	–	0.01
317U6E7A7 PIMCO SWAPTION 4.3 PUT USD 20250625		Derivative-interest rate	US	$-189K	–	-0.02
317U6E8A6 PIMCO SWAPTION 3.96 PUT USD 20250625		Derivative-interest rate	US	$200K	–	0.02
317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925		Derivative-interest rate	US	$-43K	–	-0.00
317U6EGA7 PIMCO SWAPTION 4.005 PUT USD 2025092		Derivative-interest rate	US	$46K	–	0.00
317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925		Derivative-interest rate	KY	$-53K	–	-0.00
317U6F2A9 PIMCO SWAPTION 4.005 PUT USD 2025092		Derivative-interest rate	KY	$55K	–	0.00
317U6F3A8 PIMCO SWAPTION 4.28 PUT USD 20250625		Derivative-interest rate	US	$-49K	–	-0.00
317U6F4A7 PIMCO SWAPTION 3.96 PUT USD 20250625		Derivative-interest rate	KY	$51K	–	0.00
317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726		Derivative-interest rate	US	$-21K	–	-0.00
317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072		Derivative-interest rate	US	$-12K	–	-0.00
522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.15
522 FUNDING CLO LTD MORGN 2019 4A AR 144A (522 FUNDING CLO I LTD 2019-4A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.09
ABN AMRO BANK NV 144A 10/26 VAR	Long	Debt	NL	$3M	–	0.23
ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5	Long	Debt	AE	$3M	–	0.29
ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A (ACCUNIA EUROPEAN CLO I DAC 1A)	Long	ABS-collateralized bond/debt obligation	IE	$307K	–	0.03
ACE SECURITIES CORP. ACE 2005 HE5 M4 (ACE SECURITIES CORP 2005-HE5)	Long	ABS-mortgage backed security	US	$1M	–	0.10
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.75 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST)	Long	Debt	IE	$493K	–	0.04
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST)	Long	Debt	IE	$500K	–	0.04
AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1)	Long	ABS-mortgage backed security	US	$64K	–	0.01
AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2)	Long	ABS-mortgage backed security	US	$623K	–	0.05
AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A (AMORTIZING RESIDENTIAL COLLAT 2001-BC6)	Long	ABS-mortgage backed security	US	$2K	–	0.00
AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A (AMRESCO RES SEC 1999-1)	Long	ABS-mortgage backed security	US	$6K	–	0.00
APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A)	Long	ABS-collateralized bond/debt obligation	KY	$943K	–	0.08
APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.11
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.20
ARGENT SECURITIES INC. ARSI 2005 W4 A2D (ARGENT SECURITIES INC 2005-W4)	Long	ABS-mortgage backed security	US	$643K	–	0.06
AUST + NZ BANKING GROUP COVERED 144A 06/26 4.675 (AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED)	Long	Debt	AU	$4M	–	0.31
AUST 10Y BOND FUT SEP24 XSFE 20240916		Derivative-interest rate	AU	$-844.92	–	-0.00
AUST 3YR BOND FUT SEP24 XSFE 20240916		Derivative-interest rate	AU	$-20K	–	-0.00
AUSTRALIAN GOVERNMENT BONDS REGS 05/30 2.5 (AUSTRALIA GOVT)	Long	Debt	AU	$1M	–	0.12
AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 (AUSTRALIA GOVT)	Long	Debt	AU	$92K	–	0.01
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED)	Long	Debt	KY	$2M	–	0.14
BACARDI MARTINI B V (BACARDI-MARTINI BV)	Long	Debt	US	$2M	–	0.14
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1 (BANK OF AMERICA MTG SEC 2005-3)	Long	ABS-mortgage backed security	US	$23K	–	0.00
BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 (BANCA MONTE DEI PASCHI DI SIENA SPA)	Long	Debt	IT	$1M	–	0.11
BANCA MONTE DEI PASCHI S REGS 04/25 2.625 (BANCA MONTE DEI PASCHI DI SIENA SPA)	Long	Debt	IT	$843K	–	0.07
BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/29 5.381 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA))	Long	Debt	ES	$1M	–	0.09
BANCO SANTANDER SA SR UNSECURED 03/26 1.849	Long	Debt	ES	$188K	–	0.02
BARCLAYS PLC SR UNSECURED 01/26 4.375	Long	Debt	GB	$295K	–	0.03
BARCLAYS PLC SR UNSECURED 05/34 VAR	Long	Debt	GB	$1M	–	0.12
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25	Long	Debt	US	$392K	–	0.03
BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A1 144A (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5)	Long	ABS-mortgage backed security	US	$1M	–	0.13
BCAP LLC TRUST BCAP 2011 RR5 7A1 144A (BCAP LLC TRUST 2011-RR5)	Long	ABS-mortgage backed security	US	$7K	–	0.00
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2 (BEAR STEARNS ADJ RATE MTGE TR 2003-5)	Long	ABS-mortgage backed security	US	$1K	–	0.00
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 6A (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7)	Long	ABS-mortgage backed security	US	$1K	–	0.00
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 22A (BEAR STEARNS ADJ RATE MTGE TR 2004-2)	Long	ABS-mortgage backed security	US	$3K	–	0.00
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A (BEAR STEARNS ADJ RATE MTGE TR 2004-2)	Long	ABS-mortgage backed security	US	$1K	–	0.00
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 6 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-6)	Long	ABS-mortgage backed security	US	$18K	–	0.00
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-9)	Long	ABS-mortgage backed security	US	$729.38	–	0.00
BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3)	Long	ABS-mortgage backed security	US	$46K	–	0.00
BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 (BEAR STEARNS ALT-A TRUST 2005-4)	Long	ABS-mortgage backed security	US	$3K	–	0.00
BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 (BEAR STEARNS ALT-A TRUST 2005-9)	Long	ABS-mortgage backed security	US	$93K	–	0.01
BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 (BEAR STEARNS ALT-A TRUST 2006-5)	Long	ABS-mortgage backed security	US	$39K	–	0.00
BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8)	Long	ABS-mortgage backed security	US	$13K	–	0.00
BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6)	Long	ABS-mortgage backed security	US	$19K	–	0.00
BNP PARIBAS REGS 02/34 4.095	Long	Debt	FR	$1M	–	0.09
BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE)	Long	Debt	US	$1M	–	0.09
BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/26 2.8 (SPAIN GOVT)	Long	Debt	ES	$6M	–	0.49
BOUGHT AUD SOLD USD 20240702		Derivative-foreign exchange	AU	$26K	–	0.00
BOUGHT AUD SOLD USD 20240702		Derivative-foreign exchange	AU	$16K	–	0.00
BOUGHT AUD SOLD USD 20240702		Derivative-foreign exchange	AU	$5K	–	0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-639.01	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-1K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-2K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-3K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-4K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-7K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-8K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-10K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-10K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-13K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-13K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-19K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-19K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-26K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-50K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-163K	–	-0.01
BOUGHT BRL SOLD USD 20240802		Derivative-foreign exchange	BR	$-320K	–	-0.03
BOUGHT BRL SOLD USD 20241002		Derivative-foreign exchange	BR	$-16K	–	-0.00
BOUGHT CAD SOLD USD 20240702		Derivative-foreign exchange	CA	$19K	–	0.00
BOUGHT CAD SOLD USD 20240702		Derivative-foreign exchange	CA	$-2K	–	-0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-14K	–	-0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-39K	–	-0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-61K	–	-0.01
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-70K	–	-0.01
BOUGHT CLP SOLD USD 20240711		Derivative-foreign exchange	CL	$-18K	–	-0.00
BOUGHT CLP SOLD USD 20240711		Derivative-foreign exchange	CL	$-21K	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-535.3	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-12K	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-13K	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-13K	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-15K	–	-0.00
BOUGHT CNH SOLD USD 20240702		Derivative-foreign exchange	CN	$-5K	–	-0.00
BOUGHT CNH SOLD USD 20240702		Derivative-foreign exchange	CN	$-20K	–	-0.00
BOUGHT CNH SOLD USD 20240710		Derivative-foreign exchange	CN	$-4K	–	-0.00
BOUGHT CNH SOLD USD 20240710		Derivative-foreign exchange	CN	$-8K	–	-0.00
BOUGHT CNH SOLD USD 20240920		Derivative-foreign exchange	CN	$-1K	–	-0.00
BOUGHT CNH SOLD USD 20240920		Derivative-foreign exchange	CN	$-40K	–	-0.00
BOUGHT CNH SOLD USD 20240920		Derivative-foreign exchange	CN	$-75K	–	-0.01
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-8K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-10K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-31K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-53K	–	-0.00
BOUGHT CNH SOLD USD 20241210		Derivative-foreign exchange	CN	$-3K	–	-0.00
BOUGHT CNH SOLD USD 20241210		Derivative-foreign exchange	CN	$-13K	–	-0.00
BOUGHT CNH SOLD USD 20250116		Derivative-foreign exchange	CN	$-8K	–	-0.00
BOUGHT CNH SOLD USD 20250218		Derivative-foreign exchange	CN	$-1K	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-80.85	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-841.27	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-918.39	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-4K	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-19K	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-41K	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-64K	–	-0.01
BOUGHT CNY SOLD USD 20240705		Derivative-foreign exchange	CN	$-6K	–	-0.00
BOUGHT CNY SOLD USD 20240710		Derivative-foreign exchange	CN	$-336.13	–	-0.00
BOUGHT CNY SOLD USD 20240710		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNY SOLD USD 20240710		Derivative-foreign exchange	CN	$-3K	–	-0.00
BOUGHT CNY SOLD USD 20240712		Derivative-foreign exchange	CN	$-5K	–	-0.00
BOUGHT CNY SOLD USD 20240718		Derivative-foreign exchange	CN	$-8.02	–	-0.00
BOUGHT CNY SOLD USD 20240718		Derivative-foreign exchange	CN	$-79.83	–	-0.00
BOUGHT CNY SOLD USD 20240718		Derivative-foreign exchange	CN	$-1K	–	-0.00
BOUGHT CNY SOLD USD 20240718		Derivative-foreign exchange	CN	$-1K	–	-0.00
BOUGHT CNY SOLD USD 20240718		Derivative-foreign exchange	CN	$-3K	–	-0.00
BOUGHT CNY SOLD USD 20240718		Derivative-foreign exchange	CN	$-4K	–	-0.00
BOUGHT CNY SOLD USD 20240724		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNY SOLD USD 20240724		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNY SOLD USD 20240724		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNY SOLD USD 20240726		Derivative-foreign exchange	CN	$-6K	–	-0.00
BOUGHT CNY SOLD USD 20240731		Derivative-foreign exchange	CN	$-3.3	–	-0.00
BOUGHT CNY SOLD USD 20240731		Derivative-foreign exchange	CN	$-42.27	–	-0.00
BOUGHT CNY SOLD USD 20240731		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNY SOLD USD 20240731		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNY SOLD USD 20240806		Derivative-foreign exchange	CN	$-27.68	–	-0.00
BOUGHT COP SOLD USD 20240918		Derivative-foreign exchange	CO	$2K	–	0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$2K	–	0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$1K	–	0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$-2K	–	-0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$-2K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-1K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-4K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-10K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-11K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-57K	–	-0.01
BOUGHT EUR SOLD USD 20240802		Derivative-foreign exchange		$498.93	–	0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-12K	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-13K	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-19K	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-47K	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-75K	–	-0.01
BOUGHT HUF SOLD USD 20240719		Derivative-foreign exchange	HU	$-30.55	–	-0.00
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$299.68	–	0.00
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$280.96	–	0.00
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$577.72	–	0.00
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$-32K	–	-0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-4K	–	-0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-11K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$7K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$3K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$3K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$2K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$2K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$1K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$1K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$510.92	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$499.21	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$238.75	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$39.59	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-1K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-2K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-3K	–	-0.00
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-128K	–	-0.01
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-151K	–	-0.01
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-1M	–	-0.09
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-7K	–	-0.00
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-26K	–	-0.00
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-76K	–	-0.01
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-105K	–	-0.01
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-159K	–	-0.01
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-160K	–	-0.01
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-254K	–	-0.02
BOUGHT KRW SOLD USD 20240708		Derivative-foreign exchange	KR	$-197.48	–	-0.00
BOUGHT KRW SOLD USD 20240722		Derivative-foreign exchange	KR	$-7K	–	-0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$62K	–	0.01
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$19K	–	0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$12K	–	0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$-61K	–	-0.01
BOUGHT MYR SOLD USD 20240717		Derivative-foreign exchange	MY	$-5.6	–	-0.00
BOUGHT NOK SOLD USD 20240702		Derivative-foreign exchange	NO	$-2K	–	-0.00
BOUGHT NOK SOLD USD 20240802		Derivative-foreign exchange	NO	$-48.6	–	-0.00
BOUGHT NOK SOLD USD 20240802		Derivative-foreign exchange	NO	$-267.72	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-14K	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-17K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-2K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-5K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-8K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$50K	–	0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-569.08	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-597.6	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-2K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-3K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-3K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-3K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-6K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-7K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-8K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-8K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-10K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-11K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-15K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-19K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-24K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-26K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-54K	–	-0.00
BOUGHT SEK SOLD USD 20240702		Derivative-foreign exchange	SE	$-575.48	–	-0.00
BOUGHT SEK SOLD USD 20240702		Derivative-foreign exchange	SE	$-6K	–	-0.00
BOUGHT SEK SOLD USD 20240702		Derivative-foreign exchange	SE	$-13K	–	-0.00
BOUGHT SEK SOLD USD 20240702		Derivative-foreign exchange	SE	$-138K	–	-0.01
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$15K	–	0.00
BOUGHT THB SOLD USD 20240719		Derivative-foreign exchange	TH	$-89.64	–	-0.00
BOUGHT TRY SOLD USD 20240716		Derivative-foreign exchange	TR	$129K	–	0.01
BOUGHT TRY SOLD USD 20240909		Derivative-foreign exchange	TR	$488K	–	0.04
BOUGHT TRY SOLD USD 20250312		Derivative-foreign exchange	TR	$43K	–	0.00
BOUGHT TRY SOLD USD 20250313		Derivative-foreign exchange	TR	$43K	–	0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-887.35	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-4K	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-4K	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-6K	–	-0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$78K	–	0.01
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$17K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$4K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$1K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$101.31	–	0.00
BPCE SA 144A 10/27 VAR	Long	Debt	FR	$2M	–	0.20
BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35 (BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST)	Long	Debt	US	$1M	–	0.12
BUONI POLIENNALI DEL TES SR UNSECURED REGS 04/26 0.0000 (ITALY GOVT)	Long	Debt	IT	$8M	–	0.71
BUONI POLIENNALI DEL TES SR UNSECURED REGS 09/26 3.85 (ITALY GOVT)	Long	Debt	IT	$2M	–	0.21
CAIRN CLO BV CRNCL 2016 7A A1R 144A (CAIRN CLO VII BV 16-7A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.11
CAIXABANK SA 144A 01/29 VAR (CAIXABANK SA (AKA: LA CAIXA))	Long	Debt	ES	$4M	–	0.31
CAN 10YR BOND FUT SEP24 XMOD 20240918		Derivative-interest rate	CA	$66K	–	0.01
CANADIAN GOVERNMENT BONDS 12/33 3.25 (CANADA GOVT)	Long	Debt	CA	$10M	–	0.91
CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 (CANADA GOVT)	Long	Debt	CA	$390K	–	0.03
CAPITAL FOUR CLO CFOUR 3A A 144A (CAPITAL FOUR CLO I DAC 3A)	Long	ABS-collateralized bond/debt obligation	IE	$3M	–	0.24
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.12
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI)	Long	Debt	IT	$1M	–	0.12
CCS AUD R US3ML/AUD3MBBSW+29 AZD		Derivative-foreign exchange	AU	$10K	–	0.00
CCS AUD R US3ML/AUD3MBBSW+42 CBK		Derivative-foreign exchange	AU	$22K	–	0.00
CCS AUD R US3ML/AUD3MBBSW+42.25 GLM		Derivative-foreign exchange	AU	$-7K	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM -58.6 CBK		Derivative-foreign exchange	US	$-13K	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM -59 BRC		Derivative-foreign exchange	US	$579K	–	0.05
CCS USD R USSOFR/JPYMUTKCALM -60 CBK		Derivative-foreign exchange	US	$1M	–	0.11
CCS USD R USSOFR/JPYMUTKCALM -61 GST		Derivative-foreign exchange	US	$1M	–	0.12
CCS USD R USSOFR/JPYMUTKCALM-59.12 BPS		Derivative-foreign exchange	US	$-34K	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS		Derivative-foreign exchange	US	$-8K	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS		Derivative-foreign exchange	US	$-30K	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS		Derivative-foreign exchange	US	$-35K	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM-60.5 JPM		Derivative-foreign exchange	US	$526K	–	0.05
CDX IG40 10Y ICE		Derivative-credit	US	$-85K	–	-0.01
CDX IG40 5Y ICE		Derivative-credit	US	$53K	–	0.00
CDX IG41 10Y ICE		Derivative-credit	US	$-160K	–	-0.01
CDX IG41 5Y ICE		Derivative-credit	US	$800K	–	0.07
CDX IG42 10Y ICE		Derivative-credit	US	$-368K	–	-0.03
CDX IG42 5Y ICE		Derivative-credit	US	$18M	–	1.60
CDX ITRAXX MAIN41 5Y ICE		Derivative-credit		$-992K	–	-0.09
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATING LLC)	Long	Loan	US	$1M	–	0.10
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 (CHASE MORTGAGE FINANCE CORP 2007-A2)	Long	ABS-mortgage backed security	US	$26K	–	0.00
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2)	Long	ABS-mortgage backed security	US	$930K	–	0.08
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3)	Long	ABS-mortgage backed security	US	$931K	–	0.08
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A1 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-1A)	Long	ABS-mortgage backed security	US	$378K	–	0.03
CIBC SYDNEY COVERED 09/26 VAR (CANADIAN IMPERIAL BANK OF COMMERCE/SYDNEY BRANCH)	Long	Debt	CA	$2M	–	0.19
CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.12
CITIGROUP INC SR UNSECURED 03/26 VAR	Long	Debt	US	$1M	–	0.11
CITIGROUP INC SR UNSECURED REGS 09/26 2.125	Long	Debt	US	$6M	–	0.51
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 1A4 (CITIGROUP MTGE LOAN TRUST INC 2005-5)	Long	ABS-mortgage backed security	US	$291K	–	0.03
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6 (CITIGROUP MTGE LOAN TRUST INC 2005-OPT4)	Long	ABS-mortgage backed security	US	$2M	–	0.20
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10)	Long	ABS-mortgage backed security	US	$52K	–	0.00
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1)	Long	ABS-mortgage backed security	US	$206K	–	0.02
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B (CITIGROUP MTGE LOAN TR INC 2007-AMC2)	Long	ABS-mortgage backed security	US	$1M	–	0.10
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 11 2A2 144A (CITIGROUP MORTGAGE LOAN TRUST 2014-11)	Long	ABS-mortgage backed security	US	$2M	–	0.18
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A3A 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3)	Long	ABS-mortgage backed security	US	$1M	–	0.10
COMMONWEALTH BANK AUST COVERED 144A 09/28 5.071 (COMMONWEALTH BANK OF AUSTRALIA)	Long	Debt	AU	$3M	–	0.23
CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC)	Long	Debt	US	$1M	–	0.13
COOPERAT RABOBANK UA/NY 10/26 5.5 (COOPERATIEVE RABOBANK UA/NEW YORK BRANCH)	Long	Debt	NL	$3M	–	0.23
CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1)	Long	ABS-collateralized bond/debt obligation	IE	$721K	–	0.06
CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.09
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB)	Long	ABS-mortgage backed security	US	$5K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41)	Long	ABS-mortgage backed security	US	$250K	–	0.02
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56)	Long	ABS-mortgage backed security	US	$5K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56)	Long	ABS-mortgage backed security	US	$13K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63)	Long	ABS-mortgage backed security	US	$55K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81)	Long	ABS-mortgage backed security	US	$90K	–	0.01
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB)	Long	ABS-mortgage backed security	US	$17K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A1 (COUNTRYWIDE ALT LOAN TRUST 2006-36T2)	Long	ABS-mortgage backed security	US	$932K	–	0.08
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13)	Long	ABS-mortgage backed security	US	$13K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6)	Long	ABS-mortgage backed security	US	$645K	–	0.06
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9)	Long	ABS-mortgage backed security	US	$59K	–	0.01
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1)	Long	ABS-mortgage backed security	US	$25K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB)	Long	ABS-mortgage backed security	US	$8K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11)	Long	ABS-mortgage backed security	US	$267K	–	0.02
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB3 1A1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB3)	Long	ABS-mortgage backed security	US	$259K	–	0.02
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-12)	Long	ABS-mortgage backed security	US	$483K	–	0.04
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-24)	Long	ABS-mortgage backed security	US	$379K	–	0.03
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-26)	Long	ABS-mortgage backed security	US	$375K	–	0.03
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12)	Long	ABS-mortgage backed security	US	$211K	–	0.02
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A (COUNTRYWIDE ASSET BACKED CERT 2007-BC2)	Long	ABS-mortgage backed security	US	$1M	–	0.11
COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A (COUNTRYWIDE HOME LOANS 2004-16)	Long	ABS-mortgage backed security	US	$6K	–	0.00
COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2)	Long	ABS-mortgage backed security	US	$27K	–	0.00
COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 (CHL MORTGAGE PASS-THROUGH TRUST 2006-12)	Long	ABS-mortgage backed security	US	$351K	–	0.03
COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2 (COUNTRYWIDE HOME LOANS 2006-OA4)	Long	ABS-mortgage backed security	US	$932K	–	0.08
COUNTRYWIDE HOME LOANS CWHL 2006 OA5 3A1 (COUNTRYWIDE HOME LOANS 2006-OA5)	Long	ABS-mortgage backed security	US	$126K	–	0.01
CREDIT AGRICOLE SA 144A 10/29 VAR	Long	Debt	FR	$2M	–	0.16
CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3)	Long	ABS-mortgage backed security	US	$672K	–	0.06
CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17)	Long	ABS-mortgage backed security	US	$1K	–	0.00
CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1 (CS FIRST BOSTON MTGE SEC CORP 2003-8)	Long	ABS-mortgage backed security	US	$332.14	–	0.00
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 3 1A6A (CREDIT SUISSE MORTGAGE CAP CERT 2007-3)	Long	ABS-mortgage backed security	US	$35K	–	0.00
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A (CSMC 2021-INV1 TRUST)	Long	ABS-mortgage backed security	US	$244K	–	0.02
CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Debt	US	$2M	–	0.21
CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Debt	US	$3M	–	0.24
CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A (CROWN POINT CLO 7 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.17
CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG)	Long	Debt	US	$156K	–	0.01
CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG)	Long	Debt	US	$48K	–	0.00
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.10
DANSKE BANK A/S 144A 09/26 VAR	Long	Debt	DK	$2M	–	0.16
DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3)	Long	ABS-mortgage backed security	US	$234K	–	0.02
DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT)	Long	Debt	DE	$2M	–	0.19
DEUTSCHE BANK NY 02/28 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH)	Long	Debt	DE	$2M	–	0.14
DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH)	Long	Debt	DE	$1M	–	0.11
DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH)	Long	Debt	DE	$380K	–	0.03
DEVELOPMENT BK OF JAPAN GOVT GUARANT 144A 08/24 1.75 (DEVELOPMENT BANK OF JAPAN INC (DBJ))	Long	Debt	JP	$2M	–	0.19
DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 09/25 0.01 (DEVELOPMENT BANK OF JAPAN INC (DBJ))	Long	Debt	JP	$7M	–	0.63
DLR KREDIT A/S COVERED 10/24 1	Long	Debt	DK	$1M	–	0.12
DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE)	Long	Debt	US	$159K	–	0.01
DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A (DRYDEN XXVII-R EURO CLO BV 2017-27A)	Long	ABS-collateralized bond/debt obligation	IE	$843K	–	0.07
DRYDEN SENIOR LOAN FUND DRSLF 2019 72A AR 144A (DRYDEN CLO LTD 2019-72A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.20
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A)	Long	ABS-collateralized bond/debt obligation	KY	$920K	–	0.08
ENTERGY CORP (ENTERGY CORPORATION)	Long	Debt	US	$3M	–	0.26
EURO-BOBL FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$-451K	–	-0.04
EURO-BTP FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$5K	–	0.00
EURO-BUND FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$393K	–	0.03
EURO-BUXL 30Y BND SEP24 XEUR 20240906		Derivative-interest rate	DE	$-39K	–	-0.00
EURO-OAT FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$465K	–	0.04
EURO-SCHATZ FUT SEP24 XEUR 20240906		Derivative-interest rate	DE	$-104K	–	-0.01
EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A)	Long	ABS-mortgage backed security	GB	$378K	–	0.03
EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X)	Long	ABS-mortgage backed security	GB	$380K	–	0.03
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH)	Long	ABS-mortgage backed security	US	$2M	–	0.17
FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED)	Long	Debt	CA	$1M	–	0.09
FANNIE MAE FNR 2002 90 A2 (FANNIE MAE 2002-90)	Long	ABS-mortgage backed security	US	$56K	–	0.00
FANNIE MAE FNR 2003 34 A1 (FANNIE MAE 2003-34)	Long	ABS-mortgage backed security	US	$7K	–	0.00
FANNIE MAE FNR 2006 48 TF (FANNIE MAE 2006-48)	Long	ABS-mortgage backed security	US	$12K	–	0.00
FANNIEMAE GRANTOR TRUST FNGT 2004 T3 1A1 (FANNIEMAE GRANTOR TRUST 2004-T3)	Long	ABS-mortgage backed security	US	$7K	–	0.00
FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1 (FANNIEMAE WHOLE LOAN 2004-W12)	Long	ABS-mortgage backed security	US	$33K	–	0.00
FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$961K	–	0.08
FED HM LN PC POOL QG5960 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$456K	–	0.04
FED HM LN PC POOL QG9137 FR 08/53 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3M	–	0.25
FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$495K	–	0.04
FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$478K	–	0.04
FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$174K	–	0.02
FED HM LN PC POOL RJ0140 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$13M	–	1.10
FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$939K	–	0.08
FED HM LN PC POOL SD8364 FR 09/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	0.34
FED HM LN PC POOL SD8374 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3M	–	0.29
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$10M	–	0.89
FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12M	–	1.02
FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$21M	–	1.86
FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62)	Long	ABS-mortgage backed security	US	$31K	–	0.00
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF2 M5 (FIRST FRANKLIN MTG LN ASST BKD 2005-FF2)	Long	ABS-mortgage backed security	US	$535K	–	0.05
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF10)	Long	ABS-mortgage backed security	US	$720K	–	0.06
FIXED INC CLEARING CORP.REPO	Long	Repurchase agreement	US	$840K	–	0.07
FNMA POOL 800171 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$6K	–	0.00
FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12K	–	0.00
FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.13
FNMA POOL BF0463 FN 03/60 FIXED 3 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$543K	–	0.05
FNMA POOL BH4169 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$197K	–	0.02
FNMA POOL BJ8703 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$223K	–	0.02
FNMA POOL BM2007 FN 09/48 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$243K	–	0.02
FNMA POOL CA4346 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.13
FNMA POOL CA6106 FN 06/50 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$538K	–	0.05
FNMA POOL CB6989 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$946K	–	0.08
FNMA POOL CB7197 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$6M	–	0.50
FNMA POOL CB7606 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12M	–	1.07
FNMA POOL CB7739 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12M	–	1.03
FNMA POOL DA1608 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$13M	–	1.10
FNMA POOL FM1796 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$143K	–	0.01
FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$394K	–	0.03
FNMA POOL FM3972 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$649K	–	0.06
FNMA POOL FM7441 FN 05/51 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$62K	–	0.01
FNMA POOL FS5611 FN 07/53 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	0.36
FNMA POOL MA3384 FN 06/48 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$28K	–	0.00
FNMA POOL MA5167 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3M	–	0.23
FNMA POOL MA5192 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$13M	–	1.11
FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12M	–	1.09
FNMA POOL MA5248 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$46M	–	4.01
FNMA POOL MA5273 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$45M	–	3.96
FNMA POOL MA5297 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3M	–	0.22
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-15M	–	-1.29
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-88M	–	-7.69
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-3M	–	-0.23
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-22M	–	-1.94
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-7M	–	-0.57
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$23M	–	2.00
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-26M	–	-2.32
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$76M	–	6.62
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$100M	–	8.80
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-4M	–	-0.33
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-14M	–	-1.21
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$91M	–	7.94
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-99M	–	-8.68
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC)	Long	Debt	US	$968K	–	0.08
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC)	Long	Debt	US	$375K	–	0.03
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE		Derivative-credit	US	$28K	–	0.00
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE		Derivative-credit	US	$25K	–	0.00
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE		Derivative-credit	US	$13K	–	0.00
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE		Derivative-credit	US	$2K	–	0.00
FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3)	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.14
FRANCE (GOVT OF) BONDS 144A REGS 05/45 3.25 (FRANCE GOVT)	Long	Debt	FR	$2M	–	0.19
FRANCE (GOVT OF) BONDS 144A REGS 05/48 2 (FRANCE GOVT)	Long	Debt	FR	$3M	–	0.27
FRANCE (GOVT OF) BONDS 144A REGS 05/50 1.5 (FRANCE GOVT)	Long	Debt	FR	$3M	–	0.27
FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75 (FRANCE GOVT)	Long	Debt	FR	$3M	–	0.28
FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 (FRANCE GOVT)	Long	Debt	FR	$2M	–	0.21
FREDDIE MAC FHR 2395 FT (FREDDIE MAC 2395)	Long	ABS-mortgage backed security	US	$114.36	–	0.00
FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397)	Long	ABS-mortgage backed security	US	$5K	–	0.00
FREDDIE MAC FHR 4579 FD (FREDDIE MAC REMICS 4579)	Long	ABS-mortgage backed security	US	$176K	–	0.02
FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579)	Long	ABS-mortgage backed security	US	$10K	–	0.00
GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25	Long	Debt	US	$555K	–	0.05
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.12
GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 (AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA))	Long	Debt	ES	$321K	–	0.03
GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC)	Long	Debt	US	$690K	–	0.06
GNMA II POOL 008651 G2 07/25 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$309.23	–	0.00
GNMA II POOL 008699 G2 09/25 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$54.54	–	0.00
GNMA II POOL 008770 G2 12/25 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$21.18	–	0.00
GNMA II POOL 008971 G2 09/26 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$22.03	–	0.00
GNMA II POOL 080010 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$608.28	–	0.00
GNMA II POOL 080011 G2 11/26 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$444.51	–	0.00
GNMA II POOL 080022 G2 12/26 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$81.33	–	0.00
GNMA II POOL 080199 G2 05/28 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$342.43	–	0.00
GNMA II POOL 080364 G2 01/30 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
GNMA II POOL 080397 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$710.66	–	0.00
GNMA II POOL 080409 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
GNMA II POOL 080414 G2 06/30 FLOATING VAR (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
GNMA II POOL MA7828 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3M	–	0.31
GNMA II POOL MA7937 G2 03/52 FIXED 3 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$87K	–	0.01
GNMA II POOL MA7988 G2 04/52 FIXED 3 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$514K	–	0.05
GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	0.38
GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$21M	–	1.85
GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.10
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/25 FIXED 1.958 (GOLDEN STATE TOBACCO SECURITIZATION)	Long	Debt	US	$870K	–	0.08
GOLDENTREE LOAN MANAGEMENT US GLM 2022 16A AR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 16A LTD)	Long	ABS-collateralized bond/debt obligation	JE	$1M	–	0.10
GOLUB CAP PARTNERS STATIC 2024 04/33 1 (GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$5M	–	0.46
GOVERNMENT NATIONAL MORTGAGE A GNR 2004 68 ZC (GOVERNMENT NATIONAL MTGE ASSOC 2004-68)	Long	ABS-mortgage backed security	US	$151K	–	0.01
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FK (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17)	Long	ABS-mortgage backed security	US	$773K	–	0.07
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24)	Long	ABS-mortgage backed security	US	$1M	–	0.13
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121)	Long	ABS-mortgage backed security	US	$11K	–	0.00
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-133)	Long	ABS-mortgage backed security	US	$7K	–	0.00
GPMT LTD. GPMT 2021 FL3 A 144A (GPMT LLC 2021-FL3)	Long	ABS-mortgage backed security	KY	$1M	–	0.09
GPMT LTD. GPMT 2021 FL4 A 144A (GPMT LTD 2021-FL4)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.18
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5)	Long	ABS-mortgage backed security	US	$3K	–	0.00
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1)	Long	ABS-mortgage backed security	US	$322K	–	0.03
GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1)	Long	ABS-mortgage backed security	US	$3M	–	0.28
GSAMP TRUST GSAMP 2004 OPT M1 (GSAMP TRUST 2004-OPT)	Long	ABS-mortgage backed security	US	$209K	–	0.02
GSAMP TRUST GSAMP 2006 FM2 A2D (GSAMP TRUST 2006-FM2)	Long	ABS-mortgage backed security	US	$1M	–	0.10
GSAMP TRUST GSAMP 2006 HE3 A2D (GSAMP TRUST 2006-HE3)	Long	ABS-mortgage backed security	US	$2M	–	0.15
GSAMP TRUST GSAMP 2006 SD3 A 144A (GSAMP TRUST 2006-SD3)	Long	ABS-mortgage backed security	US	$44K	–	0.00
GSC CAPITAL CORP MORTGAGE TRUS GSCC 2006 2 A1 (GSC CAPITAL CORP MORTGAGE TRUST 2006-2)	Long	ABS-mortgage backed security	US	$758K	–	0.07
GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF1 144A (GSMPS MORTGAGE LOAN TRUST 2006-RP1)	Long	ABS-mortgage backed security	US	$1M	–	0.10
GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 (GSR MORTGAGE LOAN TRUST 2003-1)	Long	ABS-mortgage backed security	US	$576.84	–	0.00
GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F)	Long	ABS-mortgage backed security	US	$135.56	–	0.00
GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 (GSR MTGE LOAN TRUST 2004-7)	Long	ABS-mortgage backed security	US	$4K	–	0.00
GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR1)	Long	ABS-mortgage backed security	US	$4K	–	0.00
HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.19
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9)	Long	ABS-mortgage backed security	US	$10K	–	0.00
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 SB1 A1A (HARBORVIEW MORTGAGE LOAN TR 2006-SB1)	Long	ABS-mortgage backed security	US	$35K	–	0.00
HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR	Long	Debt	GB	$867K	–	0.08
HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR	Long	Debt	GB	$2M	–	0.16
HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR	Long	Debt	GB	$2M	–	0.19
HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR	Long	Debt	GB	$2M	–	0.19
HUNGARY SR UNSECURED 144A 09/32 6.25 (HUNGARY GOVT)	Long	Debt	HU	$1M	–	0.10
HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC)	Long	Debt	US	$3M	–	0.25
IMPAC CMB TRUST IMM 2003 9F A1 (IMPAC CMB TRUST 2003-9F)	Long	ABS-mortgage backed security	US	$213.96	–	0.00
IMPAC CMB TRUST IMM 2004 8 1A (IMPAC CMB TR 2004-8)	Long	ABS-mortgage backed security	US	$87K	–	0.01
INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15)	Long	ABS-mortgage backed security	US	$26K	–	0.00
INTER AMERICAN DEVEL BK UNSECURED REGS 04/27 2.5 (INTER-AMERICAN DEVELOPMENT BANK)	Long	Debt		$1M	–	0.10
INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC)	Long	Debt	US	$3M	–	0.24
INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC)	Long	Debt	US	$2M	–	0.16
IRS AUD 1.75000 03/16/22-5Y LCH		Derivative-interest rate	AU	$-371K	–	-0.03
IRS AUD 1.75000 06/16/21-10Y LCH		Derivative-interest rate	AU	$-1M	–	-0.12
IRS AUD 4.00000 06/21/23-10Y LCH		Derivative-interest rate	AU	$-1M	–	-0.12
IRS AUD 4.25000 03/15/23-10Y LCH		Derivative-interest rate	AU	$-107K	–	-0.01
IRS AUD 4.25000 09/15/27-5Y LCH		Derivative-interest rate	AU	$-12K	–	-0.00
IRS AUD 4.50000 06/19/24-10Y LCH		Derivative-interest rate	AU	$-10K	–	-0.00
IRS AUD 4.50000 09/15/27-5Y LCH		Derivative-interest rate	AU	$207K	–	0.02
IRS AUD 4.75000 12/20/28-5Y LCH		Derivative-interest rate	AU	$321K	–	0.03
IRS CNY 2.25000 09/18/24-5Y LCH		Derivative-interest rate	CN	$-784K	–	-0.07
IRS EUR 0.05400 05/27/25-25Y LCH		Derivative-interest rate		$189K	–	0.02
IRS EUR 0.06350 11/17/22-30Y LCH		Derivative-interest rate		$159K	–	0.01
IRS EUR 0.45000 12/15/20-15Y LCH		Derivative-interest rate		$25K	–	0.00
IRS EUR 0.55000 08/10/22-2Y LCH		Derivative-interest rate		$-12K	–	-0.00
IRS EUR 0.65000 04/12/22-5Y LCH		Derivative-interest rate		$-174K	–	-0.02
IRS EUR 0.65000 05/11/22-5Y LCH		Derivative-interest rate		$-119K	–	-0.01
IRS EUR 0.70000 04/11/22-5Y LCH		Derivative-interest rate		$-97K	–	-0.01
IRS EUR 1.00000 05/13/22-5Y LCH		Derivative-interest rate		$-178K	–	-0.02
IRS EUR 1.00000 05/18/22-5Y LCH		Derivative-interest rate		$-82K	–	-0.01
IRS EUR 2.25000 09/21/22-15Y LCH		Derivative-interest rate		$-439K	–	-0.04
IRS EUR 2.50000 09/18/24-30Y LCH		Derivative-interest rate		$48K	–	0.00
IRS EUR 2.55000 06/28/27-5Y LCH		Derivative-interest rate		$-170K	–	-0.01
IRS EUR 2.75000 09/18/24-10Y LCH		Derivative-interest rate		$-480K	–	-0.04
IRS EUR 2.75000 09/18/24-5Y LCH		Derivative-interest rate		$-374K	–	-0.03
IRS EUR 2.76000 03/04/24-10Y LCH		Derivative-interest rate		$-21K	–	-0.00
IRS EUR 2.78000 05/02/24-5Y LCH		Derivative-interest rate		$-38K	–	-0.00
IRS EUR 2.80104 09/10/24-9Y* LCH		Derivative-interest rate		$-7K	–	-0.00
IRS EUR 2.82700 05/06/24-5Y LCH		Derivative-interest rate		$-4K	–	-0.00
IRS EUR 2.83310 09/10/24-9Y* LCH		Derivative-interest rate		$-24K	–	-0.00
IRS EUR 2.84121 09/10/24-9Y* LCH		Derivative-interest rate		$-53K	–	-0.00
IRS EUR 2.84930 09/10/24-9Y* LCH		Derivative-interest rate		$-44K	–	-0.00
IRS EUR 2.85660 09/10/24-9Y* LCH		Derivative-interest rate		$-137K	–	-0.01
IRS EUR 2.95000 06/12/24-5Y LCH		Derivative-interest rate		$15K	–	0.00
IRS EUR 3.00000 03/19/25-2Y LCH		Derivative-interest rate		$120K	–	0.01
IRS EUR 3.00000 09/18/24-2Y LCH		Derivative-interest rate		$-307K	–	-0.03
IRS EUR 3.53565 12/11/23-2Y* LCH		Derivative-interest rate		$-1M	–	-0.11
IRS KRW 3.25000 09/18/24-5Y LCH		Derivative-interest rate	KR	$-101K	–	-0.01
IRS MYR P 3.50000 09/18/24-5Y CBK		Derivative-interest rate	MY	$6K	–	0.00
IRS MYR P 3.50000 09/18/24-5Y JPM		Derivative-interest rate	MY	$6K	–	0.00
IRS MYR P 3.75000 09/18/24-10Y CBK		Derivative-interest rate	MY	$86.3	–	0.00
IRS MYR P 3.75000 09/18/24-10Y JPM		Derivative-interest rate	MY	$16K	–	0.00
IRS MYR P 3.75000 09/18/24-10Y SCX		Derivative-interest rate	MY	$3K	–	0.00
IRS MYR P 3.75000 09/20/23-10Y GST		Derivative-interest rate	MY	$39K	–	0.00
IRS NOK 1.63500 03/18/20-5Y LCH		Derivative-interest rate	NO	$40K	–	0.00
IRS NOK 1.99300 11/12/19-5Y CME		Derivative-interest rate	NO	$4K	–	0.00
IRS NZD 4.75000 03/20/24-1Y (WHT) LCH		Derivative-interest rate	NZ	$96K	–	0.01
IRS NZD 4.75000 06/19/24-5Y LCH		Derivative-interest rate	NZ	$66K	–	0.01
IRS PLN 2.58500 10/14/21-8Y CME		Derivative-interest rate	PL	$-221K	–	-0.02
ISRAEL FIXED BOND BONDS 03/27 2 (ISRAEL GOVT)	Long	Debt	IL	$674K	–	0.06
ISRAEL GOVT EM SP CBK		Derivative-credit	US	$-36K	–	-0.00
ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 (ITALY GOVT)	Long	Debt	IT	$778K	–	0.07
ITALY GOVT SW SP BRC		Derivative-credit	US	$7K	–	0.00
ITALY GOVT SW SP BRC		Derivative-credit	US	$3K	–	0.00
ITALY GOVT SW SP CBK		Derivative-credit	US	$7K	–	0.00
JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 (JAPAN GOVT)	Long	Debt	JP	$4M	–	0.33
JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5 (JAPAN GOVT)	Long	Debt	JP	$5M	–	0.45
JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 (JAPAN GOVT)	Long	Debt	JP	$133K	–	0.01
JAPAN (30 YEAR ISSUE) BONDS 06/52 1.3 (JAPAN GOVT)	Long	Debt	JP	$257K	–	0.02
JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 (JAPAN GOVT)	Long	Debt	JP	$1M	–	0.10
JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625 (JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM))	Long	Debt	JP	$4M	–	0.36
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	Long	Debt	JP	$8M	–	0.66
JAPAN TREASURY DISC BILL BILLS 04/25 0.00000 (JAPAN GOVT)	Long	Debt	JP	$6M	–	0.51
JAPAN TREASURY DISC BILL BILLS 05/25 0.00000 (JAPAN GOVT)	Long	Debt	JP	$497K	–	0.04
JAPAN TREASURY DISC BILL BILLS 06/25 0.00000 (JAPAN GOVT)	Long	Debt	JP	$310K	–	0.03
JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT)	Long	Debt	JP	$34M	–	2.96
JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT)	Long	Debt	JP	$35M	–	3.08
JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT)	Long	Debt	JP	$21M	–	1.82
JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT)	Long	Debt	JP	$3M	–	0.30
JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA)	Long	Debt	US	$3M	–	0.24
JP MORGAN CHASE BANK NA SR UNSECURED 12/26 VAR (JPMORGAN CHASE BANK NA)	Long	Debt	US	$1M	–	0.10
JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 (JP MORGAN MORTGAGE TRUST 2003-A2)	Long	ABS-mortgage backed security	US	$2K	–	0.00
JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1 (JP MORGAN MTGE TRUST 2005-A7)	Long	ABS-mortgage backed security	US	$4K	–	0.00
JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 1A11 (JP MORGAN MORTGAGE TRUST 2007-S2)	Long	ABS-mortgage backed security	US	$525K	–	0.05
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4)	Long	ABS-mortgage backed security	US	$3M	–	0.26
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV6)	Long	ABS-mortgage backed security	US	$3M	–	0.25
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8)	Long	ABS-mortgage backed security	US	$4M	–	0.33
JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1)	Long	ABS-mortgage backed security	US	$3M	–	0.25
JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$3M	–	0.25
JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$2M	–	0.22
JPN 10Y BOND(OSE) SEP24 XOSE 20240912		Derivative-interest rate	JP	$426K	–	0.04
JYSKE REALKREDIT A/S COVERED 10/24 1 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$7M	–	0.63
JYSKE REALKREDIT A/S COVERED 10/50 1 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$708K	–	0.06
JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$0.53	–	–
KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18)	Long	ABS-collateralized bond/debt obligation	KY	$533K	–	0.05
KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9	Long	Debt	NO	$1M	–	0.12
KOREA DEVELOPMENT BANK SR UNSECURED 10/26 5.375	Long	Debt	KR	$3M	–	0.22
KOREA HOUSING FINANCE CO SR UNSECURED 144A 08/27 4.875 (KOREA HOUSING FINANCE CORP (KHFC))	Long	Debt	KR	$2M	–	0.21
KOREA HOUSING FINANCE CO SR UNSECURED 144A 11/26 5.375 (KOREA HOUSING FINANCE CORP (KHFC))	Long	Debt	KR	$3M	–	0.24
KOREA TREASURY BOND BONDS 03/28 3.25 (SOUTH KOREA GOVT)	Long	Debt	KR	$2M	–	0.14
KOREA TREASURY BOND BONDS 06/28 2.625 (SOUTH KOREA GOVT)	Long	Debt	KR	$2M	–	0.13
KOREA TREASURY BOND BONDS 12/28 2.375 (SOUTH KOREA GOVT)	Long	Debt	KR	$1M	–	0.12
KOREA TREASURY BOND BONDS 12/32 4.25 (SOUTH KOREA GOVT)	Long	Debt	KR	$1M	–	0.11
KOREA TREASURY BOND SR UNSECURED 06/31 2 (SOUTH KOREA GOVT)	Long	Debt	KR	$8M	–	0.66
KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 (SAUDI ARABIA GOVT)	Long	Debt	KY	$506K	–	0.04
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST)	Long	ABS-collateralized bond/debt obligation	US	$2M	–	0.18
LEHMAN XS TRUST LXS 2006 GP4 1A1 (LEHMAN XS TRUST 2006 GP4)	Long	ABS-mortgage backed security	US	$1M	–	0.09
LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT)	Long	Debt	BR	$11M	–	0.92
LLOYDS BK CORP MKTS PLC SR UNSECURED REGS 07/24 1.75 (LLOYDS BANK CORPORATE MARKETS PLC)	Long	Debt	GB	$2M	–	0.13
LONG GILT FUTURE SEP24 IFLL 20240926		Derivative-interest rate	GB	$-309K	–	-0.03
LUMINENT MORTGAGE TRUST LUM 2006 4 A1A (LUMINENT MORTGAGE TRUST 2006-4)	Long	ABS-mortgage backed security	US	$864K	–	0.08
MACKAY SHIELDS EURO CLO MKSE 1A A 144A (MACKAY SHIELDS EURO CLO 1 DAC 1A)	Long	ABS-collateralized bond/debt obligation	IE	$5M	–	0.42
MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW)	Long	ABS-mortgage backed security	US	$2M	–	0.16
MARATHON CLO LTD MCLO 2020 15A A1SR 144A (MARATHON CLO 2020-15 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.14
MARLAY PARK CLO MRLPK 1A A1A 144A (MARLAY PARK CLO DAC 1A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.10
MASTR ALTERNATIVE LOANS TRUST MALT 2006 1 A1 (MASTR ALTERNATIVE LOAN TRUST 2006-1)	Long	ABS-mortgage backed security	US	$225K	–	0.02
MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 (MASTR ALT LN TR 2006-2)	Long	ABS-mortgage backed security	US	$5K	–	0.00
MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 (MASTR ASSET BACKED SECUR TR 2005-FRE1)	Long	ABS-mortgage backed security	US	$678K	–	0.06
MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4 (MASTR ASSET BACKED SEC TR 2006-HE2)	Long	ABS-mortgage backed security	US	$1M	–	0.09
MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A (MASTR SPECIALIZED LOAN TRUST 2007-1)	Long	ABS-mortgage backed security	US	$354K	–	0.03
MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2)	Long	ABS-mortgage backed security	US	$2K	–	0.00
MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A4 3A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A4)	Long	ABS-mortgage backed security	US	$5K	–	0.00
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1)	Long	ABS-mortgage backed security	US	$7K	–	0.00
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 HE3 A1B (MERRILL LYNCH MORTG INV TRUST 2005-HE3)	Long	ABS-mortgage backed security	US	$3M	–	0.28
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD)	Long	ABS-mortgage backed security	KY	$187K	–	0.02
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.16
MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A)	Long	ABS-collateralized bond/debt obligation	KY	$21K	–	0.00
MLCC MORTGAGE INVESTORS INC MLCC 2006 1 1A (MLCC MORTGAGE INVESTORS INC 2006-1)	Long	ABS-mortgage backed security	US	$2K	–	0.00
MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 (MLCC MORTGAGE INVESTORS INC 2006-1)	Long	ABS-mortgage backed security	US	$36K	–	0.00
MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882	Long	Debt	US	$4M	–	0.38
MORGAN STANLEY CAPITAL INC MSAC 2004 HE8 M1 (MORGAN STANLEY CAPITAL INC 2004-HE8)	Long	ABS-mortgage backed security	US	$1M	–	0.09
MORGAN STANLEY CAPITAL INC MSAC 2005 WMC2 M4 (MORGAN STANLEY ABS CAPITAL I 2005-WMC2)	Long	ABS-mortgage backed security	US	$3M	–	0.22
MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A4 (MORGAN STANLEY ABS CAPITAL I 2006-HE4)	Long	ABS-mortgage backed security	US	$654K	–	0.06
MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1 (MORGAN STANLEY ABS CAPITAL I 2006-WMC2)	Long	ABS-mortgage backed security	US	$119K	–	0.01
MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE2)	Long	ABS-mortgage backed security	US	$750K	–	0.07
MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2B (MORGAN STANLEY ABS CAPITAL I 2007-NC3)	Long	ABS-mortgage backed security	US	$946K	–	0.08
MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3 (MORGAN STANLEY HOME EQUITY LN 2007-2)	Long	ABS-mortgage backed security	US	$604K	–	0.05
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A3 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS)	Long	ABS-mortgage backed security	US	$336K	–	0.03
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A6S (MORGAN STANLEY MTGE LN TR 2007-6XS)	Long	ABS-mortgage backed security	US	$51K	–	0.00
MORGAN STANLEY SR UNSECURED 04/28 VAR	Long	Debt	US	$4M	–	0.38
MORGAN STANLEY SR UNSECURED 04/29 VAR	Long	Debt	US	$2M	–	0.20
MORGAN STANLEY SR UNSECURED 10/27 VAR	Long	Debt	US	$4M	–	0.37
MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655 (MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA)	Long	Debt	US	$408K	–	0.04
NATIONAL AUSTRALIA BANK COVERED 144A 11/28 5.134 (NATIONAL AUSTRALIA BANK LIMITED)	Long	Debt	AU	$3M	–	0.23
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY)	Long	Debt	GB	$3M	–	0.25
NATIONWIDE BLDG SOCIETY COVERED 144A 11/26 5.264 (NATIONWIDE BUILDING SOCIETY)	Long	Debt	GB	$3M	–	0.28
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI)	Long	ABS-mortgage backed security	US	$2M	–	0.15
NATWEST GROUP PLC SR UNSECURED 01/30 VAR	Long	Debt	GB	$2M	–	0.15
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3)	Long	ABS-mortgage backed security	US	$1M	–	0.10
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1)	Long	ABS-mortgage backed security	US	$916K	–	0.08
NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A (NEWARK BSL CLO 2 LTD 2017 1A)	Long	ABS-collateralized bond/debt obligation	KY	$592K	–	0.05
NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS (NEWGATE FUNDING PLC 2007-3X)	Long	ABS-mortgage backed security	GB	$328K	–	0.03
NEWGATE FUNDING PLC NGATE 2007 3X BA REGS (NEWGATE FUNDING PLC 2007-3X)	Long	ABS-mortgage backed security	GB	$162K	–	0.01
NEXI SPA SR UNSECURED REGS 04/29 2.125	Long	Debt	IT	$485K	–	0.04
NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC)	Long	Debt	US	$2M	–	0.20
NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329	Long	Debt	JP	$555K	–	0.05
NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2 (NOMURA HOME EQUITY LOAN INC 2006-WF1)	Long	ABS-mortgage backed security	US	$480K	–	0.04
NORDEA KREDIT REALKREDIT COVERED 10/24 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$4M	–	0.36
NORDEA KREDIT REALKREDIT COVERED 10/24 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$4M	–	0.31
NORDEA KREDIT REALKREDIT COVERED 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$1.58	–	0.00
NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$0.14	–	–
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$171K	–	0.01
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$0.98	–	0.00
NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D (NOVASTAR HOME EQUITY LOAN 2006-1)	Long	ABS-mortgage backed security	US	$3M	–	0.23
NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A (NOVASTAR HOME EQUITY LOAN 2007-1)	Long	ABS-mortgage backed security	US	$603K	–	0.05
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.57	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.51	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.12	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.12	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$988K	–	0.09
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$8.79	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.54	–	–
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290)	Long	ABS-mortgage backed security	US	$2M	–	0.19
OIS AUD RBACOR/4.33500 08/07/24-0Y* LCH		Derivative-interest rate	AU	$6K	–	0.00
OIS CAD CAONREPO/1.2500 06/16/21-10Y LCH		Derivative-interest rate	CA	$-657K	–	-0.06
OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH		Derivative-interest rate	CA	$-104K	–	-0.01
OIS CAD CAONREPO/1.7125 10/02/19-10Y LCH		Derivative-interest rate	CA	$-78K	–	-0.01
OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH		Derivative-interest rate	CA	$115K	–	0.01
OIS CAD CAONREPO/3.25000 03/15/23-5Y LCH		Derivative-interest rate	CA	$106K	–	0.01
OIS CAD CAONREPO/3.25000 06/21/23-5Y LCH		Derivative-interest rate	CA	$-433K	–	-0.04
OIS CAD CAONREPO/3.25000 12/20/23-5Y LCH		Derivative-interest rate	CA	$-20K	–	-0.00
OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH		Derivative-interest rate	CA	$-456.78	–	-0.00
OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH		Derivative-interest rate	CA	$6K	–	0.00
OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH		Derivative-interest rate	CA	$-57K	–	-0.00
OIS CAD CAONREPO/3.50000 06/19/24-5Y LCH		Derivative-interest rate	CA	$6K	–	0.00
OIS CAD CAONREPO/3.50000 06/19/25-1Y LCH		Derivative-interest rate	CA	$-40K	–	-0.00
OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH		Derivative-interest rate	CA	$-516K	–	-0.05
OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH		Derivative-interest rate	CA	$-25K	–	-0.00
OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH		Derivative-interest rate	CA	$32K	–	0.00
OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH		Derivative-interest rate	CA	$101K	–	0.01
OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH		Derivative-interest rate	CA	$98K	–	0.01
OIS INR MIBOR/6.25000 09/18/24-5Y LCH		Derivative-interest rate	IN	$-116K	–	-0.01
OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH		Derivative-interest rate	SG	$759K	–	0.07
OIS THB THORON/2.25000 09/18/24-5Y LCH		Derivative-interest rate	TH	$378K	–	0.03
OIS THB THORON/2.41750 04/17/24-5Y LCH		Derivative-interest rate	TH	$5K	–	0.00
OIS THB THORON/2.50000 09/18/24-5Y LCH		Derivative-interest rate	TH	$-103K	–	-0.01
OIS THB THORON/2.75000 09/18/24-10Y LCH		Derivative-interest rate	TH	$4K	–	0.00
ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A (OBX TRUST 2018-1)	Long	ABS-mortgage backed security	US	$241K	–	0.02
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2)	Long	ABS-mortgage backed security	US	$420K	–	0.04
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A (OBX 2023-NQM10 TRUST)	Long	ABS-mortgage backed security	US	$2M	–	0.17
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST)	Long	ABS-mortgage backed security	US	$2M	–	0.20
ORGANON + CO/ORG SR SECURED REGS 04/28 2.875 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV)	Long	Debt	US	$505K	–	0.04
OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.15
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$77K	–	0.01
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$76K	–	0.01
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$474K	–	0.04
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$90K	–	0.01
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$72K	–	0.01
PACIFICORP 1ST MORTGAGE 02/29 5.1	Long	Debt	US	$1M	–	0.10
PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC)	Long	Debt	GB	$2M	–	0.14
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55 (PETRONAS CAPITAL LIMITED)	Long	Debt	MY	$260K	–	0.02
PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8 (PETRONAS CAPITAL LIMITED)	Long	Debt	MY	$266K	–	0.02
PHILIP MORRIS INTL INC SR UNSECURED 02/29 4.875 (PHILIP MORRIS INTERNATIONAL INC)	Long	Debt	US	$989K	–	0.09
PHILIP MORRIS INTL INC SR UNSECURED 02/31 5.125 (PHILIP MORRIS INTERNATIONAL INC)	Long	Debt	US	$990K	–	0.09
PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS)	Long	Short-term investment vehicle	US	$77M	–	6.73
PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A (PMT LOAN TRUST 2021-INV1)	Long	ABS-mortgage backed security	US	$1M	–	0.12
PREFERRED TERM SECS XXVI SR SECURED 144A 09/37 VAR (PREFERRED TERM SECURITIES XXVI LTD / PREFERRED TERM SECURITIES XXVI INC)	Long	Debt	KY	$629K	–	0.06
PRINCIPAL LFE GLB FND II SECURED 144A 01/25 1.375 (PRINCIPAL LIFE GLOBAL FUNDING II)	Long	Debt	US	$489K	–	0.04
PROJECT HUDSON II FIXED TERM LOAN (WEST STREET GLOBAL GROWTH PARTNERS LP)	Long	ABS-mortgage backed security	US	$603K	–	0.05
QATAR ENERGY SR UNSECURED 144A 07/31 2.25 (QATARENERGY)	Long	Debt	QA	$251K	–	0.02
REALKREDIT DANMARK COVERED REGS 01/25 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$6M	–	0.56
REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$0.19	–	–
REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$181K	–	0.02
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6 (RENAISSANCE HOME EQUITY LOAN TR 2006-3)	Long	ABS-mortgage backed security	US	$647K	–	0.06
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-4)	Long	ABS-mortgage backed security	US	$170K	–	0.01
REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT)	Long	Debt	AR	$102K	–	0.01
REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT)	Long	Debt	AR	$54K	–	0.00
REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT)	Long	Debt	CL	$990K	–	0.09
REPUBLIC OF POLAND SR UNSECURED 03/29 4.625 (POLAND GOVT)	Long	Debt	PL	$2M	–	0.21
REPUBLIC OF POLAND SR UNSECURED 04/53 5.5 (POLAND GOVT)	Long	Debt	PL	$197K	–	0.02
REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT)	Long	Debt	PL	$2M	–	0.17
REPUBLIC OF POLAND SR UNSECURED 10/33 4.875 (POLAND GOVT)	Long	Debt	PL	$293K	–	0.03
REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875 (POLAND GOVT)	Long	Debt	PL	$1M	–	0.13
REPUBLIC OF POLAND SR UNSECURED REGS 02/43 4.25 (POLAND GOVT)	Long	Debt	PL	$437K	–	0.04
REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6 (SERBIA GOVT)	Long	Debt	RS	$1M	–	0.09
REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 (SERBIA GOVT)	Long	Debt	RS	$638K	–	0.06
REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 (SERBIA GOVT)	Long	Debt	RS	$456K	–	0.04
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A2 (RALI SERIES 2005-QO1 TRUST)	Long	ABS-mortgage backed security	US	$89K	–	0.01
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO6)	Long	ABS-mortgage backed security	US	$62K	–	0.01
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8)	Long	ABS-mortgage backed security	US	$222K	–	0.02
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS3 A3 (RESIDENTIAL ACCREDIT LOANS INC 2007-QS3)	Long	ABS-mortgage backed security	US	$904K	–	0.08
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 (RESIDENTIAL ASSET SEC CORP 2006-KS9)	Long	ABS-mortgage backed security	US	$4M	–	0.31
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1 (RESIDENTIAL ASSET SECUR TRUST 2005-A15)	Long	ABS-mortgage backed security	US	$527K	–	0.05
RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 (RESIDENTIAL ASSET SEC TRUST 2006-R1)	Long	ABS-mortgage backed security	US	$13K	–	0.00
RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1 (RESIDENTIAL FUNDING MTG SEC I 2003-S9)	Long	ABS-mortgage backed security	US	$596.33	–	0.00
RESLOC UK PLC RLOC 2007 1X A3B REGS (RESLOC UK PLC 2007-1X)	Long	ABS-mortgage backed security	GB	$966K	–	0.08
RFR GBP SONIO/3.00000 06/17/25-10Y LCH		Derivative-interest rate	GB	$910K	–	0.08
RFR GBP SONIO/3.00000 06/17/25-2Y LCH		Derivative-interest rate	GB	$-2M	–	-0.15
RFR GBP SONIO/3.75000 09/18/24-10Y LCH		Derivative-interest rate	GB	$-939K	–	-0.08
RFR GBP SONIO/3.75000 09/18/24-30Y LCH		Derivative-interest rate	GB	$-19K	–	-0.00
RFR GBP SONIO/4.00000 09/18/24-5Y LCH		Derivative-interest rate	GB	$280K	–	0.02
RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH		Derivative-interest rate	JP	$2M	–	0.13
RFR JPY MUTK/0.4500 12/15/21-30Y LCH		Derivative-interest rate	JP	$154K	–	0.01
RFR JPY MUTK/0.60000 09/18/24-5Y LCH		Derivative-interest rate	JP	$-469K	–	-0.04
RFR JPY MUTK/0.78875 01/23/23-10Y LCH		Derivative-interest rate	JP	$194K	–	0.02
RFR JPY MUTK/0.8000 06/15/22-30Y LCH		Derivative-interest rate	JP	$565K	–	0.05
RFR JPY MUTK/0.85000 09/20/23-10Y LCH		Derivative-interest rate	JP	$28K	–	0.00
RFR JPY MUTK/1.00000 09/18/24-10Y LCH		Derivative-interest rate	JP	$-402K	–	-0.04
RFR JPY MUTK/1.50000 09/18/24-30Y LCH		Derivative-interest rate	JP	$-240K	–	-0.02
RFR USD SOFR/1.48827 03/31/22-9Y* LCH		Derivative-interest rate	US	$-1M	–	-0.10
RFR USD SOFR/1.69500 06/30/22-9Y* LCH		Derivative-interest rate	US	$-5M	–	-0.46
RFR USD SOFR/1.75000 06/15/22-10Y LCH		Derivative-interest rate	US	$-2M	–	-0.15
RFR USD SOFR/2.31000 01/16/24-1Y LCH		Derivative-interest rate	US	$-904K	–	-0.08
RFR USD SOFR/2.68750 04/04/24-1Y LCH		Derivative-interest rate	US	$-23K	–	-0.00
RFR USD SOFR/2.69700 04/04/24-1Y LCH		Derivative-interest rate	US	$-68K	–	-0.01
RFR USD SOFR/2.72100 04/10/24-1Y LCH		Derivative-interest rate	US	$-25K	–	-0.00
RFR USD SOFR/2.78500 04/10/24-1Y LCH		Derivative-interest rate	US	$-36K	–	-0.00
RFR USD SOFR/2.83500 04/10/24-1Y LCH		Derivative-interest rate	US	$-35K	–	-0.00
RFR USD SOFR/2.84100 10/31/23-1Y LCH		Derivative-interest rate	US	$-26K	–	-0.00
RFR USD SOFR/2.84500 11/15/23-1Y LCH		Derivative-interest rate	US	$-36K	–	-0.00
RFR USD SOFR/2.91000 11/14/23-1Y LCH		Derivative-interest rate	US	$-15K	–	-0.00
RFR USD SOFR/2.92000 10/17/23-1Y LCH		Derivative-interest rate	US	$-56K	–	-0.00
RFR USD SOFR/2.96478 10/05/22-4Y* LCH		Derivative-interest rate	US	$1M	–	0.12
RFR USD SOFR/2.97300 10/27/23-1Y LCH		Derivative-interest rate	US	$-25K	–	-0.00
RFR USD SOFR/2.99250 10/13/23-1Y LCH		Derivative-interest rate	US	$-17K	–	-0.00
RFR USD SOFR/3.00000 06/21/23-10Y LCH		Derivative-interest rate	US	$-4M	–	-0.38
RFR USD SOFR/3.01750 10/24/23-1Y LCH		Derivative-interest rate	US	$-24K	–	-0.00
RFR USD SOFR/3.02000 11/08/23-1Y LCH		Derivative-interest rate	US	$-36K	–	-0.00
RFR USD SOFR/3.08750 11/07/23-1Y LCH		Derivative-interest rate	US	$-21K	–	-0.00
RFR USD SOFR/3.10000 03/31/23-10Y* LCH		Derivative-interest rate	US	$-4M	–	-0.39
RFR USD SOFR/3.14000 10/25/23-1Y LCH		Derivative-interest rate	US	$-23K	–	-0.00
RFR USD SOFR/3.15000 05/13/24-1Y LCH		Derivative-interest rate	US	$1M	–	0.13
RFR USD SOFR/3.19000 10/25/23-1Y LCH		Derivative-interest rate	US	$-23K	–	-0.00
RFR USD SOFR/3.20000 05/13/24-1Y LCH		Derivative-interest rate	US	$113K	–	0.01
RFR USD SOFR/3.22500 10/25/23-1Y LCH		Derivative-interest rate	US	$-22K	–	-0.00
RFR USD SOFR/3.25000 12/20/23-30Y LCH		Derivative-interest rate	US	$1M	–	0.12
RFR USD SOFR/3.42000 05/24/23-10Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.50000 06/20/24-30Y LCH		Derivative-interest rate	US	$84K	–	0.01
RFR USD SOFR/3.50000 06/21/23-10Y LCH		Derivative-interest rate	US	$-98K	–	-0.01
RFR USD SOFR/3.50000 12/18/24-1Y LCH		Derivative-interest rate	US	$1M	–	0.10
RFR USD SOFR/3.50000 12/20/23-10Y LCH		Derivative-interest rate	US	$-4M	–	-0.33
RFR USD SOFR/3.50000 12/20/23-7Y LCH		Derivative-interest rate	US	$8K	–	0.00
RFR USD SOFR/3.60080 03/01/24-7Y* LCH		Derivative-interest rate	US	$23K	–	0.00
RFR USD SOFR/3.60089 03/01/24-7Y* LCH		Derivative-interest rate	US	$20K	–	0.00
RFR USD SOFR/3.62330 03/01/24-7Y* LCH		Derivative-interest rate	US	$11K	–	0.00
RFR USD SOFR/3.63761 03/01/24-4Y* LCH		Derivative-interest rate	US	$23K	–	0.00
RFR USD SOFR/3.65000 07/10/23-10Y LCH		Derivative-interest rate	US	$-41K	–	-0.00
RFR USD SOFR/3.65000 11/22/23-1Y LCH		Derivative-interest rate	US	$-32K	–	-0.00
RFR USD SOFR/3.65000 12/05/23-1Y LCH		Derivative-interest rate	US	$-43K	–	-0.00
RFR USD SOFR/3.65500 01/24/24-10Y LCH		Derivative-interest rate	US	$-35K	–	-0.00
RFR USD SOFR/3.65543 03/01/24-4Y* LCH		Derivative-interest rate	US	$46K	–	0.00
RFR USD SOFR/3.66500 01/24/24-10Y LCH		Derivative-interest rate	US	$-37K	–	-0.00
RFR USD SOFR/3.68700 03/01/24-7Y* LCH		Derivative-interest rate	US	$33K	–	0.00
RFR USD SOFR/3.69116 03/01/24-4Y* LCH		Derivative-interest rate	US	$53K	–	0.00
RFR USD SOFR/3.69387 03/01/24-4Y* LCH		Derivative-interest rate	US	$101K	–	0.01
RFR USD SOFR/3.70000 02/20/24-25Y LCH		Derivative-interest rate	US	$290K	–	0.03
RFR USD SOFR/3.72500 02/07/24-10Y LCH		Derivative-interest rate	US	$-23K	–	-0.00
RFR USD SOFR/3.73500 01/23/24-10Y LCH		Derivative-interest rate	US	$-28K	–	-0.00
RFR USD SOFR/3.75000 06/20/24-10Y LCH		Derivative-interest rate	US	$2M	–	0.16
RFR USD SOFR/3.75000 06/20/24-5Y LCH		Derivative-interest rate	US	$-676K	–	-0.06
RFR USD SOFR/3.75000 06/21/23-2Y LCH		Derivative-interest rate	US	$656K	–	0.06
RFR USD SOFR/3.75000 11/21/23-1Y LCH		Derivative-interest rate	US	$-25K	–	-0.00
RFR USD SOFR/3.75000 12/11/23-1Y LCH		Derivative-interest rate	US	$-28K	–	-0.00
RFR USD SOFR/3.75000 12/18/24-10Y LCH		Derivative-interest rate	US	$73K	–	0.01
RFR USD SOFR/3.78300 02/07/24-10Y LCH		Derivative-interest rate	US	$-16K	–	-0.00
RFR USD SOFR/3.80740 03/01/24-4Y* LCH		Derivative-interest rate	US	$29K	–	0.00
RFR USD SOFR/3.86000 02/21/24-10Y LCH		Derivative-interest rate	US	$-13K	–	-0.00
RFR USD SOFR/3.95000 09/13/23-10Y LCH		Derivative-interest rate	US	$-11K	–	-0.00
RFR USD SOFR/3.98104 09/01/23-4Y* LCH		Derivative-interest rate	US	$-379K	–	-0.03
RFR USD SOFR/3.98758 09/01/23-4Y* LCH		Derivative-interest rate	US	$-162K	–	-0.01
RFR USD SOFR/4.00000 03/20/24-30Y LCH		Derivative-interest rate	US	$-638K	–	-0.06
RFR USD SOFR/4.00000 06/20/24-2Y LCH		Derivative-interest rate	US	$515K	–	0.05
RFR USD SOFR/4.15859 06/01/23-2Y* LCH		Derivative-interest rate	US	$434K	–	0.04
RFR USD SOFR/4.16500 09/27/23-10Y LCH		Derivative-interest rate	US	$14K	–	0.00
RFR USD SOFR/4.17000 10/03/23-10Y LCH		Derivative-interest rate	US	$17K	–	0.00
RFR USD SOFR/4.22800 08/30/24-1Y LCH		Derivative-interest rate	US	$269K	–	0.02
RFR USD SOFR/4.25000 03/20/24-10Y LCH		Derivative-interest rate	US	$733K	–	0.06
RFR USD SOFR/4.25000 12/20/23-2Y LCH		Derivative-interest rate	US	$939K	–	0.08
RFR USD SOFR/4.45000 10/31/23-10Y LCH		Derivative-interest rate	US	$28K	–	0.00
RFR USD SOFR/4.75000 06/24/24-1Y LCH		Derivative-interest rate	US	$228K	–	0.02
RFRF USD SF+26.161/1.249 08/31/21-3Y LCH		Derivative-interest rate	US	$159K	–	0.01
RFRF USD SF+26.161/1.298 08/25/21-3Y LCH		Derivative-interest rate	US	$135K	–	0.01
RFRF USD SF+26.161/2.50 9/18/23-1Y* CME		Derivative-interest rate	US	$-67K	–	-0.01
RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA)	Long	ABS-mortgage backed security	GB	$5M	–	0.48
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC)	Long	ABS-collateralized bond/debt obligation	IE	$2M	–	0.20
ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A (ROCKFORD TOWER EUROPE CLO 2021-2 DAC)	Long	ABS-collateralized bond/debt obligation	IE	$3M	–	0.27
ROMANIA SR UNSECURED 144A 02/36 5.625 (ROMANIA GOVT)	Long	Debt	RO	$1M	–	0.10
ROMANIA SR UNSECURED 144A 03/28 2.125 (ROMANIA GOVT)	Long	Debt	RO	$594K	–	0.05
ROMANIA SR UNSECURED 144A 09/29 6.625 (ROMANIA GOVT)	Long	Debt	RO	$3M	–	0.26
ROMANIA SR UNSECURED REGS 04/33 2 (ROMANIA GOVT)	Long	Debt	RO	$483K	–	0.04
ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT)	Long	Debt	RO	$644K	–	0.06
ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT)	Long	Debt	RO	$278K	–	0.02
ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT)	Long	Debt	RO	$697K	–	0.06
ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT)	Long	Debt	RO	$700K	–	0.06
ROYAL BANK OF CANADA COVERED 144A 12/26 4.851	Long	Debt	CA	$2M	–	0.21
ROYAL BANK OF CANADA/SYD COVERED 06/26 VAR (ROYAL BANK OF CANADA/SYDNEY BRANCH)	Long	Debt	CA	$2M	–	0.21
SANDS CHINA LTD SR UNSECURED 08/28 5.4	Long	Debt	KY	$784K	–	0.07
SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC)	Long	Debt	GB	$2M	–	0.21
SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A)	Long	ABS-collateralized bond/debt obligation	JE	$2M	–	0.14
SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO))	Long	Debt	SA	$169K	–	0.01
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 (SAUDI ARABIA GOVT)	Long	Debt	SA	$2M	–	0.21
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT)	Long	Debt	SA	$9M	–	0.77
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT)	Long	Debt	SA	$3M	–	0.23
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 07/33 4.875 (SAUDI ARABIA GOVT)	Long	Debt	SA	$3M	–	0.24
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 (SAUDI ARABIA GOVT)	Long	Debt	SA	$180K	–	0.02
SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3)	Long	ABS-mortgage backed security	US	$764K	–	0.07
SCULPTOR EUROPEAN CLO SCULE 6A AR 144A (SCULE 6A)	Long	ABS-collateralized bond/debt obligation	IE	$5M	–	0.44
SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1 (SEQUOIA MORTGAGE TRUST 2003-4)	Long	ABS-mortgage backed security	US	$10K	–	0.00
SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1 (SEQUOIA MORTGAGE TRUST 2007-3)	Long	ABS-mortgage backed security	US	$48K	–	0.00
SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS (SHAMROCK RESIDENTIAL 2022-1 DAC 22-1)	Long	ABS-mortgage backed security	IE	$2M	–	0.14
SILVER ROCK CLO LTD SLVRK 2020 1A AR 144A (SILVER ROCK CLO LTD 2020-1A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.25
SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVT)	Long	Debt	SG	$9M	–	0.83
SMALL BUSINESS ADMINISTRATION SBAP 2008 20I 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20I)	Long	ABS-other	US	$35K	–	0.00
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-B)	Long	ABS-other	US	$557K	–	0.05
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-B)	Long	ABS-other	US	$169K	–	0.01
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B)	Long	ABS-other	US	$1M	–	0.11
SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY)	Long	Debt	US	$2M	–	0.15
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$127.41	–	0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-8K	–	-0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-10K	–	-0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-26K	–	-0.00
SOLD AUD BOUGHT USD 20240802		Derivative-foreign exchange	AU	$-25K	–	-0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$377K	–	0.03
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$142K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$105K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$94K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$53K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$43K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$41K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$35K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$15K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$7K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$3K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$2K	–	0.00
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$165K	–	0.01
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$69K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$200K	–	0.02
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$120K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$20K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$20K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$14K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$13K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$11K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$10K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$1K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$642.15	–	0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$111K	–	0.01
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$-4K	–	-0.00
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-351.83	–	-0.00
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-20K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-588.35	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-6K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-8K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-30K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-142K	–	-0.01
SOLD CHF BOUGHT USD 20240802		Derivative-foreign exchange	CH	$13K	–	0.00
SOLD CNH BOUGHT USD 20240702		Derivative-foreign exchange	CN	$22K	–	0.00
SOLD CNH BOUGHT USD 20240710		Derivative-foreign exchange	CN	$8K	–	0.00
SOLD CNH BOUGHT USD 20240710		Derivative-foreign exchange	CN	$4K	–	0.00
SOLD CNH BOUGHT USD 20240710		Derivative-foreign exchange	CN	$863.23	–	0.00
SOLD CNH BOUGHT USD 20240712		Derivative-foreign exchange	CN	$11K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$159K	–	0.01
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$24K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$19K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$19K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$13K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$12K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$9K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$5K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$4K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$152K	–	0.01
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$102K	–	0.01
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$32K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$18K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$58.43	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$12.48	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$3.93	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$0.85	–	0.00
SOLD CNH BOUGHT USD 20241210		Derivative-foreign exchange	CN	$12K	–	0.00
SOLD CNH BOUGHT USD 20241210		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNH BOUGHT USD 20250116		Derivative-foreign exchange	CN	$7K	–	0.00
SOLD CNH BOUGHT USD 20250218		Derivative-foreign exchange	CN	$965.26	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$59K	–	0.01
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$41K	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$20K	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$4K	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$800.47	–	0.00
SOLD CNY BOUGHT USD 20240705		Derivative-foreign exchange	CN	$4K	–	0.00
SOLD COP BOUGHT USD 20240712		Derivative-foreign exchange	CO	$30K	–	0.00
SOLD COP BOUGHT USD 20240815		Derivative-foreign exchange	CO	$48K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$84K	–	0.01
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$29K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$22K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$19K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$19K	–	0.00
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$28K	–	0.00
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$22K	–	0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-1K	–	-0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-2K	–	-0.00
SOLD DKK BOUGHT USD 20241001		Derivative-foreign exchange	DK	$57K	–	0.01
SOLD DKK BOUGHT USD 20241001		Derivative-foreign exchange	DK	$56K	–	0.00
SOLD DKK BOUGHT USD 20241001		Derivative-foreign exchange	DK	$44K	–	0.00
SOLD DKK BOUGHT USD 20241001		Derivative-foreign exchange	DK	$36K	–	0.00
SOLD DKK BOUGHT USD 20241001		Derivative-foreign exchange	DK	$5K	–	0.00
SOLD DKK BOUGHT USD 20250102		Derivative-foreign exchange	DK	$117K	–	0.01
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$2M	–	0.16
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$44K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$31K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$21K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$11K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$-4K	–	-0.00
SOLD EUR BOUGHT USD 20240802		Derivative-foreign exchange		$59K	–	0.01
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$364K	–	0.03
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$75K	–	0.01
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$-169.15	–	-0.00
SOLD HKD BOUGHT USD 20240719		Derivative-foreign exchange	HK	$109.91	–	0.00
SOLD IDR BOUGHT USD 20240726		Derivative-foreign exchange	ID	$-30K	–	-0.00
SOLD IDR BOUGHT USD 20240729		Derivative-foreign exchange	ID	$-60.3	–	-0.00
SOLD ILS BOUGHT USD 20240719		Derivative-foreign exchange	IL	$27K	–	0.00
SOLD INR BOUGHT USD 20240924		Derivative-foreign exchange	IN	$-51.7	–	-0.00
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$990K	–	0.09
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$669K	–	0.06
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$42K	–	0.00
SOLD JPY BOUGHT USD 20240802		Derivative-foreign exchange	JP	$151K	–	0.01
SOLD JPY BOUGHT USD 20240819		Derivative-foreign exchange	JP	$1M	–	0.12
SOLD JPY BOUGHT USD 20240917		Derivative-foreign exchange	JP	$98K	–	0.01
SOLD JPY BOUGHT USD 20240924		Derivative-foreign exchange	JP	$441K	–	0.04
SOLD JPY BOUGHT USD 20240930		Derivative-foreign exchange	JP	$-36K	–	-0.00
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$759K	–	0.07
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$719K	–	0.06
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$619K	–	0.05
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$344K	–	0.03
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$343K	–	0.03
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$152K	–	0.01
SOLD JPY BOUGHT USD 20250421		Derivative-foreign exchange	JP	$200K	–	0.02
SOLD JPY BOUGHT USD 20250421		Derivative-foreign exchange	JP	$127K	–	0.01
SOLD JPY BOUGHT USD 20250520		Derivative-foreign exchange	JP	$27K	–	0.00
SOLD JPY BOUGHT USD 20250620		Derivative-foreign exchange	JP	$7K	–	0.00
SOLD JPY BOUGHT USD 20260105		Derivative-foreign exchange	JP	$249K	–	0.02
SOLD JPY BOUGHT USD 20260105		Derivative-foreign exchange	JP	$106K	–	0.01
SOLD JPY BOUGHT USD 20260105		Derivative-foreign exchange	JP	$76K	–	0.01
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$24.87	–	0.00
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$20.69	–	0.00
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$3.57	–	0.00
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$3.1	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$48K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$47K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$21K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$19K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$16K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$9K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$350.34	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$318.44	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$-3K	–	-0.00
SOLD KWD BOUGHT USD 20290502		Derivative-foreign exchange		$20K	–	0.00
SOLD KWD BOUGHT USD 20290503		Derivative-foreign exchange		$20K	–	0.00
SOLD KWD BOUGHT USD 20290507		Derivative-foreign exchange		$20K	–	0.00
SOLD KWD BOUGHT USD 20290508		Derivative-foreign exchange		$14K	–	0.00
SOLD MXN BOUGHT USD 20240715		Derivative-foreign exchange	MX	$-7K	–	-0.00
SOLD MXN BOUGHT USD 20240715		Derivative-foreign exchange	MX	$-11K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-2K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-4K	–	-0.00
SOLD MYR BOUGHT USD 20240717		Derivative-foreign exchange	MY	$1.75	–	0.00
SOLD NOK BOUGHT USD 20240702		Derivative-foreign exchange	NO	$268.93	–	0.00
SOLD NOK BOUGHT USD 20240702		Derivative-foreign exchange	NO	$48.69	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$8K	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$5K	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$2K	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$426.83	–	0.00
SOLD SEK BOUGHT USD 20240702		Derivative-foreign exchange	SE	$139K	–	0.01
SOLD SEK BOUGHT USD 20240802		Derivative-foreign exchange	SE	$483.17	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$46K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$44K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$7K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$3K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$3K	–	0.00
SOLD SGD BOUGHT USD 20240802		Derivative-foreign exchange	SG	$-15K	–	-0.00
SOLD THB BOUGHT USD 20240719		Derivative-foreign exchange	TH	$42.21	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$19K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$19K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$15K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$15K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$14K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$13K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$11K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$10K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$10K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$6K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$6K	–	0.00
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A)	Long	ABS-collateralized bond/debt obligation	KY	$716K	–	0.06
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.10
SOUND POINT CLO LTD SNDPT 2017 4A A1 144A (SOUND POINT CLO XVIII LTD 2017-4A)	Long	ABS-collateralized bond/debt obligation	KY	$705K	–	0.06
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4 (SOUNDVIEW HOME EQUITY LN TR 2006-3)	Long	ABS-mortgage backed security	US	$2M	–	0.14
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2)	Long	ABS-mortgage backed security	US	$384K	–	0.03
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5)	Long	ABS-mortgage backed security	US	$886K	–	0.08
SOUTH KOREA GOVT AS BP GST		Derivative-credit	US	$-63K	–	-0.01
SOUTH KOREA GOVT AS BP MYC		Derivative-credit	US	$-63K	–	-0.01
SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C (SPECIALTY UNDERWRT& RES FIN 2006-BC3)	Long	ABS-mortgage backed security	US	$189K	–	0.02
STANDARD CHARTERED PLC 01/28 1	Long	Debt	GB	$834K	–	0.07
STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR	Long	Debt	GB	$5M	–	0.44
STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR	Long	Debt	GB	$2M	–	0.15
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR	Long	Debt	GB	$2M	–	0.16
STATE OF ISRAEL SR UNSECURED 01/33 4.5 (ISRAEL GOVT)	Long	Debt	IL	$541K	–	0.05
STEELE CREEK CLO LTD STCR 2017 1A A 144A (STEELE CREEK CLO LTD 2017-1)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.11
STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A)	Long	ABS-mortgage backed security	GB	$9M	–	0.78
STRATTON MORTGAGE FUNDING PLC STRA 2024 2A A 144A (STRATTON MORTGAGE FUNDING 2024-2 PLC 24-2A)	Long	ABS-mortgage backed security	GB	$2M	–	0.16
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1)	Long	ABS-mortgage backed security	US	$2K	–	0.00
STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-4)	Long	ABS-mortgage backed security	US	$725.36	–	0.00
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17)	Long	ABS-mortgage backed security	US	$42K	–	0.00
STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-18)	Long	ABS-mortgage backed security	US	$39K	–	0.00
STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC1 A2 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2003-BC1)	Long	ABS-mortgage backed security	US	$448K	–	0.04
STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 M1 (STRUCTURED ASSET INVST LN TR 2004-8)	Long	ABS-mortgage backed security	US	$43K	–	0.00
STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1 (STRUCTURED ASSET INVST LN TR 2006-4)	Long	ABS-mortgage backed security	US	$532K	–	0.05
STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR3)	Long	ABS-mortgage backed security	US	$2K	–	0.00
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3)	Long	ABS-mortgage backed security	US	$55K	–	0.00
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5)	Long	ABS-mortgage backed security	US	$16K	–	0.00
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A1BG (STRUCTURED ASSET MTG INV INC 2006-AR7)	Long	ABS-mortgage backed security	US	$533K	–	0.05
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A3 (STRUCTURED ASSET MTG INV INC 2007-AR4)	Long	ABS-mortgage backed security	US	$97K	–	0.01
STRUCTURED ASSET SECURITIES CO SASC 2005 NC1 M4 (STRUCTURED ASSET SEC CORP 2005-NC1)	Long	ABS-mortgage backed security	US	$2M	–	0.21
STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A (STRUCTURED ASSET SEC CORP 2006-RF1)	Long	ABS-mortgage backed security	US	$867K	–	0.08
STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A (STRUCTURED ASSET SEC CORP 2006-RF4)	Long	ABS-mortgage backed security	US	$442K	–	0.04
SUMITOMO MITSUI FINL GRP SR UNSECURED 01/28 5.52 (SUMITOMO MITSUI FINANCIAL GROUP INC)	Long	Debt	JP	$3M	–	0.23
TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A6A (TBW MTGE BACKED PASS THRU CERT 2006-6)	Long	ABS-mortgage backed security	US	$36K	–	0.00
TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 (TERWIN MORTGAGE TRUST SERIES TMTS 2003-6HE)	Long	ABS-mortgage backed security	US	$20K	–	0.00
TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP)	Long	Debt	US	$485K	–	0.04
THORNBURG MORTGAGE SECURITIES TMST 2007 2 A1 (THORNBURG MORTGAGE SECURITIES TRUST 2007-2)	Long	ABS-mortgage backed security	US	$37K	–	0.00
THORNBURG MORTGAGE SECURITIES TMST 2007 2 A3A (THORNBURG MORTGAGE SECURITIES TRUST 2007-2)	Long	ABS-mortgage backed security	US	$83K	–	0.01
THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3)	Long	ABS-mortgage backed security	US	$11K	–	0.00
THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3)	Long	ABS-mortgage backed security	US	$21K	–	0.00
TOKYO METROPOLITAN GOVT SR UNSECURED 144A 07/25 0.75 (METROPOLIS OF TOKYO JAPAN)	Long	Debt	JP	$1M	–	0.10
TORONTO DOMINION BANK COVERED 09/28 VAR (TORONTO-DOMINION BANK)	Long	Debt	CA	$4M	–	0.37
TORONTO DOMINION BANK COVERED 144A 06/26 4.701 (TORONTO-DOMINION BANK)	Long	Debt	CA	$5M	–	0.42
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A)	Long	ABS-mortgage backed security	GB	$3M	–	0.23
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4)	Long	ABS-mortgage backed security	US	$4M	–	0.31
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1)	Long	ABS-mortgage backed security	US	$706K	–	0.06
TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A (TOWD POINT MORTGAGE TRUST 2020-2)	Long	ABS-mortgage backed security	US	$889K	–	0.08
TOWER BRIDGE FUNDING TWRBG 2024 2A A 144A (TOWER BRIDGE FUNDING 2024-2 PLC)	Long	ABS-mortgage backed security	GB	$3M	–	0.29
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.19
TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT)	Long	Debt	US	$293K	–	0.03
TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT)	Long	Debt	US	$332K	–	0.03
TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A (TRINITAS CLO VI LTD 2017-6A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.25
TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT)	Long	Debt	US	$10M	–	0.86
TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT)	Long	Debt	US	$165K	–	0.01
TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT)	Long	Debt	US	$5M	–	0.43
TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT)	Long	Debt	US	$4M	–	0.31
TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	0.15
TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT)	Long	Debt	US	$7M	–	0.63
TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT)	Long	Debt	US	$7M	–	0.63
TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT)	Long	Debt	US	$3M	–	0.27
TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$5M	–	0.39
TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT)	Long	Debt	US	$3M	–	0.29
TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT)	Long	Debt	US	$484K	–	0.04
TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	0.13
UBS GROUP AG SR UNSECURED 144A 05/32 VAR	Long	Debt	CH	$939K	–	0.08
UBS GROUP AG SR UNSECURED 144A 07/26 VAR	Long	Debt	CH	$1M	–	0.11
UBS GROUP AG SR UNSECURED 144A 08/33 VAR	Long	Debt	CH	$4M	–	0.31
UBS GROUP AG SR UNSECURED 144A 09/29 VAR	Long	Debt	CH	$3M	–	0.23
UBS GROUP AG SR UNSECURED 144A 09/30 VAR	Long	Debt	CH	$904K	–	0.08
UBS GROUP AG SR UNSECURED REGS 03/29 VAR	Long	Debt	CH	$1M	–	0.11
UNITED KINGDOM GILT BONDS REGS 07/51 1.25 (UNITED KINGDOM GOVT)	Long	Debt	GB	$2M	–	0.18
UNITED MEXICAN STATES SR UNSECURED 04/51 5 (MEXICO GOVT)	Long	Debt	MX	$402K	–	0.04
US 10YR NOTE (CBT)SEP24 XCBT 20240919		Derivative-interest rate	US	$-186K	–	-0.02
US 10YR ULTRA FUT SEP24 XCBT 20240919		Derivative-interest rate	US	$-166K	–	-0.01
US 2YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$-36K	–	-0.00
US 5YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$-644K	–	-0.06
US LONG BOND(CBT) SEP24 XCBT 20240919		Derivative-interest rate	US	$-268K	–	-0.02
US TREASURY N/B 02/33 3.5 (UNITED STATES GOVT)	Long	Debt	US	$750K	–	0.07
US TREASURY N/B 02/34 4 (UNITED STATES GOVT)	Long	Debt	US	$10M	–	0.86
US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT)	Long	Debt	US	$5M	–	0.42
US TREASURY N/B 05/54 4.625 (UNITED STATES GOVT)	Long	Debt	US	$507K	–	0.04
US TREASURY N/B 08/51 2 (UNITED STATES GOVT)	Long	Debt	US	$120K	–	0.01
US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT)	Long	Debt	US	$15M	–	1.27
US TREASURY N/B 11/40 1.375 (UNITED STATES GOVT)	Long	Debt	US	$316K	–	0.03
US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT)	Long	Debt	US	$12M	–	1.01
US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT)	Long	Debt	US	$7M	–	0.60
US ULTRA BOND CBT SEP24 XCBT 20240919		Derivative-interest rate	US	$5K	–	0.00
VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A)	Long	ABS-collateralized bond/debt obligation	KY	$1K	–	0.00
VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A)	Long	ABS-collateralized bond/debt obligation	KY	$510K	–	0.04
VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.14
VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A (VERUS SECURITIZATION TRUST 2023-7)	Long	ABS-mortgage backed security	US	$2M	–	0.14
VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD)	Long	ABS-collateralized bond/debt obligation	KY	$653K	–	0.06
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A (WASHINGTON MUTUAL 2002 AR2)	Long	ABS-mortgage backed security	US	$5K	–	0.00
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7 (WASHINGTON MUTUAL 2003-AR5)	Long	ABS-mortgage backed security	US	$2K	–	0.00
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3 (WASHINGTON MUTUAL 2005-AR13)	Long	ABS-mortgage backed security	US	$342K	–	0.03
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR16 1A3 (WASHINGTON MUTUAL 2005-AR16)	Long	ABS-mortgage backed security	US	$89K	–	0.01
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2)	Long	ABS-mortgage backed security	US	$6K	–	0.00
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2A1A (WASHINGTON MUTUAL 2005-AR8)	Long	ABS-mortgage backed security	US	$264K	–	0.02
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 (WASHINGTON MUTUAL 2006-AR10)	Long	ABS-mortgage backed security	US	$98K	–	0.01
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16)	Long	ABS-mortgage backed security	US	$236K	–	0.02
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 2 2CB (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-2)	Long	ABS-mortgage backed security	US	$824K	–	0.07
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR5 3A (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR5)	Long	ABS-mortgage backed security	US	$18K	–	0.00
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2 (WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1)	Long	ABS-mortgage backed security	US	$30.4	–	0.00
WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR (WELLS FARGO & COMPANY)	Long	Debt	US	$2M	–	0.15
WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 1A1 (WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA2)	Long	ABS-mortgage backed security	US	$65K	–	0.01
WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 1A1 (WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3)	Long	ABS-mortgage backed security	US	$35K	–	0.00
WELLS FARGO BANK NA SR UNSECURED 01/26 VAR	Long	Debt	US	$4M	–	0.33
WELLS FARGO BANK NA SR UNSECURED 12/26 5.254	Long	Debt	US	$3M	–	0.28

Address

PIMCO Funds

650 Newport Center Drive

Newport Beach

California

92660

United States of America

Websites

www.pimco.com

Directors

Gary F. Kennedy

George E. Borst

Jennifer Holden Dunbar

Kimberley G. Stafford

Kym M. Hubbard

Peter B. McCarthy

Peter G. Strelow

Ronald C. Parker

Transfer Agents

SS&C Global Investor & Distribution Solutions, Inc.

Pricing Services

Bloomberg Valuation Service

ICE Data Services

IHS Markit

JPMorgan Chase PricingDirect Inc.

Refinitiv US Holdings

Custodians

BNP Paribas Securities Services, FR

BNP Paribas Securities Services, GR

Citibank Europe PLC Portugal Branch

Citibank N.A. Mexico

Citibank, N.A.

Euroclear

Firstrand Bank Limited

HSBC Bank Australia Limited

Hongkong and Shanghai Banking Corp.

Skandinaviska Enskilda Banken

Skandinaviska Enskilda Banken AB

Standard Chartered Bank (Thai) PCL

State Street Bank London - Crest

State Street Bank and Trust Company

UBS Switzerland AG

Unicredit Bank Austria AG

Shareholder Servicing Agents

SS&C Global Investor & Distribution Solutions, Inc.

Admins

Pacific Investment Management Company LLC

State Street Bank and Trust Company

Brokers

Bofa Securities, Inc

Merrill Lynch, Pierce, Fenner, & Smith

RBC Capital Markets Corp.