PIMCOFUNDS > PIMCO Funds
PIMCO RealEstateRealReturn Strategy Fund
$561.90M
Avg Monthly Net Assets
$1.11B
Total Assets
$610.06M
Total Liabilities
$495.22M
Net Assets
PIMCO RealEstateRealReturn Strategy Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has five share classes
and monthly net assets of $561.90M.
On August 28th, 2024 it reported 502 holdings, the largest
being UNITED STATES GOVT (14.5%), UNITED STATES GOVT (13.1%) and UNITED STATES GOVT (12.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000026614 | PETAX | |
| Class C | C000026616 | PETCX | |
| Class I-2 | C000064149 | PETPX | |
| Class I-3 | C000200447 | PNRNX | |
| Institutional | C000026613 | PRRSX |
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 |
|---|---|---|---|---|---|---|
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL | Derivative-interest rate | DE | $-153K | – | -0.03 | |
| 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 | Derivative-interest rate | US | $-25K | – | -0.00 | |
| 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 | Derivative-interest rate | US | $-39K | – | -0.01 | |
| 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 | Derivative-interest rate | US | $-196K | – | -0.04 | |
| 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 | Derivative-interest rate | US | $-160K | – | -0.03 | |
| ACE SECURITIES CORP. ACE 2005 HE2 M6 (ACE SECURITIES CORP 2005-HE2) | Long | ABS-mortgage backed security | US | $978K | – | 0.20 |
| ADAGIO CLO ADAGI V A ARR 144A (ADAGIO V CLO DAC V-A) | Long | ABS-collateralized bond/debt obligation | IE | $311K | – | 0.06 |
| ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Equity-common | US | $520K | 4K | 0.10 |
| ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 (ALLIANCE BANCORP TRUST 2007-OA1) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| AMERICAN ASSETS TRUST INC REIT USD.01 | Long | Equity-common | US | $1M | 66K | 0.30 |
| AMERICAN HOMES 4 RENT A REIT USD.01 | Long | Equity-common | US | $8M | 215K | 1.61 |
| AMERICAN TOWER CORP REIT USD.01 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Equity-common | US | $959K | 5K | 0.19 |
| AMERICOLD REALTY TRUST INC REIT USD.01 | Long | Equity-common | US | $6M | 229K | 1.18 |
| AMH US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $119K | – | 0.02 | |
| AMT US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $-40K | – | -0.01 | |
| APIDOS CLO LTD APID 2016 24A A1AL 144A (APIDOS CLO XXIV 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.27 |
| ARE US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $-7K | – | -0.00 | |
| ARE US TRS EQUITY FEDL01+25 MYI | Derivative-equity | US | $-59K | – | -0.01 | |
| ARES EURO CLO ARESE 2013 6A ARR 144A (ARES EUROPEAN CLO VI BV 2013-6A) | Long | ABS-collateralized bond/debt obligation | IE | $492K | – | 0.10 |
| ARES EURO CLO ARESE 7A A1RR 144A (ARES EUROPEAN CLO 7A) | Long | ABS-collateralized bond/debt obligation | IE | $338K | – | 0.07 |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 (ARGENT SECURITIES INC 2005-W1) | Long | ABS-mortgage backed security | US | $248K | – | 0.05 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $377K | – | 0.08 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-15K | – | -0.00 | |
| AVALONBAY COMMUNITIES INC REIT USD.01 | Long | Equity-common | US | $17M | 81K | 3.39 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $61K | – | 0.01 |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A (BAIN CAPITAL EURO 2018-2 DAC 18-2A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.24 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $913K | 917K | 0.18 |
| BCAP LLC TRUST BCAP 2011 RR5 10A6 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $164K | – | 0.03 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $697K | – | 0.14 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 21A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2006-2) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A (BENEFIT STREET PARTNERS CLO XVI LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.22 |
| BLUEMOUNTAIN EUR CLO BLUME 5A A 144A (BLUEMOUNTAIN EUR CLO 5A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.69 |
| BOSTON PROPERTIES INC REIT USD.01 (BXP INC) | Long | Equity-common | US | $2M | 28K | 0.35 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-14K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-66K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $5K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $6K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-22K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-296.05 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $59.94 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $56.19 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $115.55 | – | 0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $824.17 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $455.7 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $365.61 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $353.43 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $324.72 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $182.43 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $178.59 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $139.37 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $58.75 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $27.46 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $25 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-125.73 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-183.95 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-291.48 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-159K | – | -0.03 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-31K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-63.47 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-350.53 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-6K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-343.33 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-741.81 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-108.63 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-271.83 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-602.63 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-608.31 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-658.05 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -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 | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-10K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $166.92 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $14K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $3K | – | 0.00 | |
| BRIXMOR PROPERTY GROUP INC REIT USD.01 | Long | Equity-common | US | $882K | 38K | 0.18 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 (ITALY GOVT) | Long | Debt | IT | $32M | – | 6.46 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 (ITALY GOVT) | Long | Debt | IT | $1M | – | 0.24 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 (ITALY GOVT) | Long | Debt | IT | $414K | – | 0.08 |
| CAMDEN PROPERTY TRUST REIT USD.01 | Long | Equity-common | US | $6M | 52K | 1.15 |
| CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 (CANADA GOVT) | Long | Debt | CA | $4M | – | 0.78 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A) | Long | ABS-collateralized bond/debt obligation | IE | $494K | – | 0.10 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A (CARLYLE EURO CLO 2017-2 DAC 17-2A) | Long | ABS-collateralized bond/debt obligation | IE | $742K | – | 0.15 |
| CCI US TRS EQUITY FEDL01+40 MYI | Derivative-equity | US | $-52K | – | -0.01 | |
| CDX HY35 5Y ICE | Derivative-credit | US | $-160K | – | -0.03 | |
| CDX HY36 5Y ICE | Derivative-credit | US | $-389K | – | -0.08 | |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A (CIFC EUROPEAN FUNDING CLO 3A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.93 |
| CIFC FUNDING LTD CIFC 2018 1A A 144A (CIFC FUNDING LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $965K | – | 0.19 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $608.38 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 (CITIGROUP MTGE LN TR INC 2007-AMC4) | Long | ABS-mortgage backed security | US | $3M | – | 0.63 |
| COPT DEFENSE PROPERTIES REIT USD.01 | Long | Equity-common | US | $1M | 47K | 0.24 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 (COUNTRYWIDE ASSET-BACKED CERTS 2005-13) | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 (COUNTRYWIDE ASSET-BACKED CERTI 2006-19) | Long | ABS-mortgage backed security | US | $739K | – | 0.15 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-21) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-ABC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $3M | – | 0.68 |
| COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 6 A4 (COUNTRYWIDE HOME LOANS 2006-6) | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1 (CSFB MORTGAGE SECURITIES CORP 2005-9) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A (CREDIT SUISSE MORTGAGE CAP CERT 2007-4R) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $404K | – | 0.08 |
| CROWN CASTLE INC REIT USD.01 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Equity-common | US | $3M | 27K | 0.53 |
| CUBESMART REIT USD.01 | Long | Equity-common | US | $1M | 28K | 0.26 |
| DIAMONDROCK HOSPITALITY CO REIT USD.01 (DIAMONDROCK HOSPITALITY COMPANY) | Long | Equity-common | US | $4M | 426K | 0.73 |
| DIGITAL REALTY TRUST INC REIT USD.01 | Long | Equity-common | US | $9M | 58K | 1.78 |
| DLR US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $472K | – | 0.10 | |
| DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A (DRYDEN 35 EURO CLO 2014 BV 14-35A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.37 |
| DWRTFT TRS EQUITY FEDL01+38 MYI | Derivative-equity | US | $2M | – | 0.36 | |
| DWRTFT TRS EQUITY FEDL01+66 MYI | Derivative-equity | US | $326K | – | 0.07 | |
| ELEVATION CLO LTD AWPT 2014 2A A1R 144A (ELEVATIONLTD CLO 2014-2) | Long | ABS-collateralized bond/debt obligation | KY | $20K | – | 0.00 |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.34 |
| ELS US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $254K | – | 0.05 | |
| EQIX US TRS EQUITY FEDL01+45 JPM | Derivative-equity | US | $-322K | – | -0.07 | |
| EQR US TRS EQUITY FEDL01+30 BOA | Derivative-equity | US | $692K | – | 0.14 | |
| EQUINIX INC REIT USD.001 | Long | Equity-common | US | $3M | 4K | 0.57 |
| EQUITY LIFESTYLE PROPERTIES REIT USD.01 (EQUITY LIFESTYLE PROPERTIES INC) | Long | Equity-common | US | $1M | 17K | 0.22 |
| EQUITY RESIDENTIAL REIT USD.01 | Long | Equity-common | US | $970K | 14K | 0.20 |
| ESSEX PROPERTY TRUST INC REIT USD.0001 | Long | Equity-common | US | $4M | 15K | 0.81 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $73K | – | 0.01 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-81K | – | -0.02 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-327K | – | -0.07 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $59K | – | 0.01 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $57K | – | 0.01 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-50K | – | -0.01 | |
| EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024 | Derivative-interest rate | DE | $-13K | – | -0.00 | |
| EXR US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $137K | – | 0.03 | |
| EXTRA SPACE STORAGE INC REIT USD.01 | Long | Equity-common | US | $2M | 16K | 0.49 |
| FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FEDERAL REALTY INVS TRUST REIT USD.01 (FEDERAL REALTY INVESTMENT TRUST) | Long | Equity-common | US | $4M | 41K | 0.83 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 (FIRST FRANKLIN MTG LOAN 2005-FF12) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3 (FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1 (FIRST FRANKLIN MTG LOAN 2006-FF18) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FIRST INDUSTRIAL REALTY TR REIT USD.01 (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $7M | 138K | 1.33 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $566K | – | 0.11 |
| FNMA POOL 803338 FN 09/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL BM2007 FN 09/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL BN5342 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 1.66 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26M | – | 5.20 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.48 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 2.45 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.88 |
| FR US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $8K | – | 0.00 | |
| FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 (FRANCE GOVT) | Long | Debt | FR | $108K | – | 0.02 |
| FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $359K | – | 0.07 |
| GAMING AND LEISURE PROPERTIE REIT (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $5M | 120K | 1.09 |
| GLPI US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $7K | – | 0.00 | |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 2.79 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $4K | – | 0.00 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $4M | – | 0.71 |
| GSAMP TRUST GSAMP 2005 HE2 M2 (GSAMP TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $367K | – | 0.07 |
| GSAMP TRUST GSAMP 2005 WMC1 M1 (GSAMP TRUST 2005-WMC1) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| HARVEST CLO HARVT 21A A1R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $850K | – | 0.17 |
| HEALTHCARE REALTY TRUST INC REIT USD.01 (HEALTHCARE REALTY TRUST INCORPORATED) | Long | Equity-common | US | $3M | 203K | 0.67 |
| HEALTHPEAK PROPERTIES INC REIT USD1.0 | Long | Equity-common | US | $8M | 388K | 1.54 |
| HIGHWOODS PROPERTIES INC REIT USD.01 | Long | Equity-common | US | $1M | 51K | 0.27 |
| HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 (HILTON WORLDWIDE HOLDINGS INC) | Long | Equity-common | US | $2M | 9K | 0.40 |
| HOME EQUITY ASSET TRUST HEAT 2005 4 M6 (HOME EQUITY PASS-THRU CERTS 2005-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| HOST HOTELS + RESORTS INC REIT USD.01 (HOST HOTELS & RESORTS INC) | Long | Equity-common | US | $3M | 189K | 0.69 |
| HOWARD HUGHES HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $3M | 44K | 0.57 |
| HSBC HOLDINGS PLC SUBORDINATED REGS 03/40 6 | Long | Debt | GB | $1M | – | 0.28 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4 (HSI ASSET SEC CORP TRUST 2006-OPT3) | Long | ABS-mortgage backed security | US | $163K | – | 0.03 |
| HST US TRS EQUITY FEDL01+40 BOA | Derivative-equity | US | $-4K | – | -0.00 | |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 (INDYMAC INDB MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A (INDYMAC INDX MORTGAGE LOAN TR 2005-AR14) | Long | ABS-mortgage backed security | US | $950K | – | 0.19 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $262K | – | 0.05 |
| INF SWAP EM NI 1.2425 08/15/19-20Y LCH | Derivative-interest rate | $-267K | – | -0.05 | ||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH | Derivative-interest rate | $-2M | – | -0.34 | ||
| INF SWAP EM NI 2.356 11/15/23-10Y LCH | Derivative-interest rate | $32K | – | 0.01 | ||
| INF SWAP EM NI 2.359 08/15/22-8Y LCH | Derivative-interest rate | $97K | – | 0.02 | ||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH | Derivative-interest rate | $20K | – | 0.00 | ||
| INF SWAP EM NI 2.39 11/15/23-10Y LCH | Derivative-interest rate | $21K | – | 0.00 | ||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH | Derivative-interest rate | $-27K | – | -0.01 | ||
| INF SWAP EM NI 2.47 07/15/22-10Y LCH | Derivative-interest rate | $38K | – | 0.01 | ||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH | Derivative-interest rate | $17K | – | 0.00 | ||
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH | Derivative-interest rate | $-29K | – | -0.01 | ||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH | Derivative-interest rate | $-20K | – | -0.00 | ||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH | Derivative-interest rate | $26K | – | 0.01 | ||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH | Derivative-interest rate | $165K | – | 0.03 | ||
| INF SWAP EM NI 2.62 11/15/23-30Y LCH | Derivative-interest rate | $-15K | – | -0.00 | ||
| INF SWAP EM NI 2.68 04/15/23-30Y LCH | Derivative-interest rate | $60K | – | 0.01 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH | Derivative-interest rate | $21K | – | 0.00 | ||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH | Derivative-interest rate | $44K | – | 0.01 | ||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH | Derivative-interest rate | $-17K | – | -0.00 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH | Derivative-interest rate | $35K | – | 0.01 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH | Derivative-interest rate | $95K | – | 0.02 | ||
| INF SWAP EM NI 2.975 08/15/22-5Y LCH | Derivative-interest rate | $-8K | – | -0.00 | ||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH | Derivative-interest rate | $13K | – | 0.00 | ||
| INF SWAP EM NI 3.52 09/15/22-2Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| INF SWAP FR NI 1.91 01/15/18-20Y LCH | Derivative-interest rate | FR | $-142K | – | -0.03 | |
| INF SWAP US IT 1.28 05/19/20-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.22 | |
| INF SWAP US IT 1.7975 08/25/20-7Y LCH | Derivative-interest rate | US | $1M | – | 0.29 | |
| INF SWAP US IT 1.89 08/27/20-7Y LCH | Derivative-interest rate | US | $678K | – | 0.14 | |
| INF SWAP US IT 1.954 06/03/19-10Y LCH | Derivative-interest rate | US | $-975K | – | -0.20 | |
| INF SWAP US IT 1.9975 07/25/19-10Y LCH | Derivative-interest rate | US | $-962K | – | -0.19 | |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH | Derivative-interest rate | US | $3M | – | 0.61 | |
| INF SWAP US IT 2.335 02/05/18-10Y LCH | Derivative-interest rate | US | $-976K | – | -0.20 | |
| INF SWAP US IT 2.3525 05/09/18-10Y LCH | Derivative-interest rate | US | $-313K | – | -0.06 | |
| INF SWAP US IT 2.36 05/09/18-10Y LCH | Derivative-interest rate | US | $-468K | – | -0.09 | |
| INF SWAP US IT 2.364 05/10/18-10Y LCH | Derivative-interest rate | US | $-481K | – | -0.10 | |
| INF SWAP US IT 2.37 06/06/18-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.38 | |
| INF SWAP US IT 2.379 07/09/18-10Y LCH | Derivative-interest rate | US | $-333K | – | -0.07 | |
| INF SWAP US IT 2.42 08/24/23-1Y LCH | Derivative-interest rate | US | $-72K | – | -0.01 | |
| INF SWAP US IT 2.69 06/01/21-5Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH | Derivative-interest rate | US | $381K | – | 0.08 | |
| INF SWAP US IT 2.7675 05/13/21-5Y LCH | Derivative-interest rate | US | $258K | – | 0.05 | |
| INF SWAP US IT 2.813 05/14/21-5Y LCH | Derivative-interest rate | US | $175K | – | 0.04 | |
| INVENTRUST PROPERTIES CORP REIT USD.001 (INLAND AMERICAN REAL ESTATE TRUST INC) | Long | Equity-common | US | $2M | 80K | 0.40 |
| INVH US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $275K | – | 0.06 | |
| INVITATION HOMES INC REIT USD.01 | Long | Equity-common | US | $6M | 172K | 1.25 |
| IRS EUR 0.19000 11/04/22-30Y LCH | Derivative-interest rate | $2M | – | 0.38 | ||
| IRS EUR 0.19500 11/04/22-30Y LCH | Derivative-interest rate | $2M | – | 0.40 | ||
| IRS EUR 0.19700 11/08/22-30Y LCH | Derivative-interest rate | $4M | – | 0.88 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-311K | – | -0.06 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-141K | – | -0.03 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-127K | – | -0.03 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-242K | – | -0.05 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-108K | – | -0.02 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $13K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-274K | – | -0.06 | ||
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $6M | – | 1.27 |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | Long | Debt | JP | $10M | – | 2.01 |
| JYSKE REALKREDIT A/S COVERED 10/43 0.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $5K | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED 10/47 2.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $211.98 | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED 10/53 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $40K | – | 0.01 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $1M | – | 0.20 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $432K | – | 0.09 |
| JYSKE REALKREDIT A/S COVERED 10/53 2 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $588K | – | 0.12 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.12 | – | – |
| KILROY REALTY CORP REIT USD.01 (KILROY REALTY CORPORATION) | Long | Equity-common | US | $1M | 45K | 0.28 |
| KIMCO REALTY CORP REIT USD.01 (KIMCO REALTY CORPORATION) | Long | Equity-common | US | $5M | 270K | 1.06 |
| KKR FINANCIAL CLO LTD KKR 11 AR 144A (KKR CLO 11 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $354K | – | 0.07 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $395K | – | 0.08 |
| LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 (LEHMAN ABS MANUFACTURED HOUSING 2001-B) | Long | ABS-other | US | $3M | – | 0.58 |
| LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $649K | – | 0.13 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2 (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 (MARRIOTT INTERNATIONAL INC) | Long | Equity-common | US | $2M | 8K | 0.40 |
| MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3 (MASTR ASSET BACKED SECURITIES TRUST 2006-AM2) | Long | ABS-mortgage backed security | US | $723K | – | 0.15 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $801K | – | 0.16 |
| MID AMERICA APARTMENT COMM REIT USD.01 (MID-AMERICA APARTMENT COMMUNITIES INC) | Long | Equity-common | US | $2M | 12K | 0.36 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $445K | – | 0.09 |
| NATIONAL STORAGE AFFILIATES REIT USD.01 (NATIONAL STORAGE AFFILIATES TRUST) | Long | Equity-common | US | $1M | 33K | 0.28 |
| NORDEA KREDIT REALKREDIT COVERED 10/43 0.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $240K | – | 0.05 |
| NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $42.87 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $117K | – | 0.02 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $18K | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $91.05 | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $214K | – | 0.04 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.2 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $207.91 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $64.18 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $2M | – | 0.33 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.16 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $8K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.16 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.2 | – | – |
| O US TRS EQUITY FEDL01+45 JPM | Derivative-equity | US | $-69K | – | -0.01 | |
| OCP EURO CLO OCPE 2017 2A A 144A (OCP EURO CLO DAC 2017-2A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.35 |
| OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A (OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.23 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $259K | – | 0.05 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4) | Long | ABS-collateralized bond/debt obligation | KY | $324K | – | 0.07 |
| PARK HOTELS + RESORTS INC REIT USD.01 (PARK HOTELS & RESORTS INC) | Long | Equity-common | US | $248K | 17K | 0.05 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $11M | – | 2.13 |
| PK US TRS EQUITY FEDL01+45 JPM | Derivative-equity | US | $-189K | – | -0.04 | |
| PLD US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $58K | – | 0.01 | |
| PLD US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $265K | – | 0.05 | |
| PLD US TRS EQUITY FEDL01+40 MYI | Derivative-equity | US | $95K | – | 0.02 | |
| PROLOGIS INC REIT USD.01 | Long | Equity-common | US | $4M | 35K | 0.79 |
| PSA US TRS EQUITY FEDL01+30 MYI | Derivative-equity | US | $809K | – | 0.16 | |
| PUBLIC STORAGE REIT USD.1 | Long | Equity-common | US | $917K | 3K | 0.19 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.87 |
| REALKREDIT DANMARK COVERED REGS 04/47 2.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $867.52 | – | 0.00 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $382K | – | 0.08 |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $381K | – | 0.08 |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.1 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $692K | – | 0.14 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $401K | – | 0.08 |
| REALKREDIT DANMARK COVERED REGS 10/53 2 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $2.15 | – | 0.00 |
| REALTY INCOME CORP REIT USD1.0 (REALTY INCOME CORPORATION) | Long | Equity-common | US | $4M | 80K | 0.85 |
| REGENCY CENTERS CORP REIT USD.01 (REGENCY CENTERS CORPORATION) | Long | Equity-common | US | $6M | 100K | 1.25 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX7) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS7) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $354K | – | 0.07 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9 (RESIDENTIAL ASSET SEC TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 (RETAIL OPPORTUNITY INVESTMENTS CORP) | Long | Equity-common | US | $2M | 194K | 0.49 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-714K | – | -0.14 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-7M | – | -1.40 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-974K | – | -0.20 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -0.33 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-4M | – | -0.88 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-67M | – | -13.55 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-836K | – | -0.17 |
| REVERSE REPO THE BANK OF NOVA REVERSE REPO | Short | Repurchase agreement | US | $-349M | – | -70.45 |
| REVERSE REPO WOOD GUNDY REVERSE REPO | Short | Repurchase agreement | US | $-25M | – | -5.06 |
| REXFORD INDUSTRIAL REALTY IN REIT USD.01 (REXFORD INDUSTRIAL REALTY INC) | Long | Equity-common | US | $3M | 71K | 0.64 |
| REXR US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $-40K | – | -0.01 | |
| RFR EUR ESTRON/3.47500 02/26/24-1Y LCH | Derivative-interest rate | $184K | – | 0.04 | ||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH | Derivative-interest rate | JP | $15K | – | 0.00 | |
| RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH | Derivative-interest rate | JP | $44K | – | 0.01 | |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | Derivative-interest rate | JP | $47K | – | 0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-12K | – | -0.00 | |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH | Derivative-interest rate | US | $2M | – | 0.35 | |
| RFR USD SOFR/3.08500 02/13/24-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.27 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $131K | – | 0.03 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $818K | – | 0.17 | |
| RFR USD SOFR/4.60600 10/31/23-2Y LCH | Derivative-interest rate | US | $-266K | – | -0.05 | |
| RFR USD SOFR/4.61100 10/31/23-2Y LCH | Derivative-interest rate | US | $-43K | – | -0.01 | |
| RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH | Derivative-interest rate | US | $1M | – | 0.23 | |
| RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH | Derivative-interest rate | US | $-455K | – | -0.09 | |
| RFRF USD SF+26.161/1.84 11/21/23-5Y LCH | Derivative-interest rate | US | $604K | – | 0.12 | |
| RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH | Derivative-interest rate | US | $-801K | – | -0.16 | |
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH | Derivative-interest rate | US | $1M | – | 0.27 | |
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH | Derivative-interest rate | US | $3M | – | 0.54 | |
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH | Derivative-interest rate | US | $-4M | – | -0.75 | |
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH | Derivative-interest rate | US | $-2M | – | -0.36 | |
| RLJ LODGING TRUST REIT | Long | Equity-common | US | $6M | 580K | 1.13 |
| RYMAN HOSPITALITY PROPERTIES REIT USD.01 (RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)) | Long | Equity-common | US | $5M | 55K | 1.11 |
| SBA COMMUNICATIONS CORP REIT USD.01 (SBA COMMUNICATIONS CORPORATION) | Long | Equity-common | US | $1M | 7K | 0.26 |
| SBAC US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $-22K | – | -0.00 | |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2 (SEC ASSET BACKED REC LLC 2005-OP2) | Long | ABS-mortgage backed security | US | $3M | – | 0.68 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| SHORT EURO-BTP FU SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| SIMON PROPERTY GROUP INC REIT USD.0001 | Long | Equity-common | US | $9M | 60K | 1.83 |
| SITE CENTERS CORP REIT USD.1 | Long | Equity-common | US | $2M | 153K | 0.45 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-464.5 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $43K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $14K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $8K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $28K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-5K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-989.03 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-9K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $12K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $6K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $7K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $42K | – | 0.01 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $33K | – | 0.01 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-3K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-6K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $868K | – | 0.18 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $22K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $2K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $291.48 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $165.5 | – | 0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $4K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $492K | – | 0.10 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $158K | – | 0.03 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $879.17 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $638.6 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-264.01 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $14.47 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-17.58 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-804.64 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $3K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $348.95 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $63.35 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $743.39 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $346.36 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $7K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-13.34 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-195.59 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3) | Long | ABS-mortgage backed security | US | $3M | – | 0.66 |
| SPG US TRS EQUITY FEDL01+40 MYI | Derivative-equity | US | $-16K | – | -0.00 | |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-2) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M1 (STRUCTURED ASSET SEC CORP 2005-WF1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A (STRUCTURED ASSET SEC CORP 2006-GEL4) | Long | ABS-mortgage backed security | US | $610K | – | 0.12 |
| SUI US TRS EQUITY FEDL01+20 MYI | Derivative-equity | US | $26K | – | 0.01 | |
| SUN COMMUNITIES INC REIT USD.01 | Long | Equity-common | US | $7M | 55K | 1.34 |
| SUNSTONE HOTEL INVESTORS INC REIT USD.01 | Long | Equity-common | US | $4M | 360K | 0.76 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.77 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.45 |
| TERRENO REALTY CORP REIT USD.01 (TERRENO REALTY CORPORATION) | Long | Equity-common | US | $2M | 38K | 0.46 |
| TORO EUROPEAN CLO TCLO 5A ANV 144A (TORO EUROPEAN CLO 5 DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $427K | – | 0.09 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 7.69 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $72M | – | 14.49 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $65M | – | 13.14 |
| TSY INFL IX N/B 01/28 1.75 (UNITED STATES GOVT) | Long | Debt | US | $759K | – | 0.15 |
| TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 3.06 |
| TSY INFL IX N/B 01/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.68 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.55 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.22 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $353K | – | 0.07 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $85K | – | 0.02 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $300K | – | 0.06 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.27 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $447K | – | 0.09 |
| TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.26 |
| TSY INFL IX N/B 04/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 7.65 |
| TSY INFL IX N/B 04/27 0.125 (UNITED STATES GOVT) | Long | Debt | US | $26M | – | 5.23 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $43M | – | 8.58 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.80 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 2.29 |
| TSY INFL IX N/B 07/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 4.94 |
| TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 4.79 |
| TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 3.79 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.28 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.47 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.89 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $32M | – | 6.56 |
| TSY INFL IX N/B 10/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 7.59 |
| TSY INFL IX N/B 10/27 1.625 (UNITED STATES GOVT) | Long | Debt | US | $61M | – | 12.35 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 5.51 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $121K | – | 0.02 |
| UBS GROUP AG SR UNSECURED REGS 09/29 0.65 | Long | Debt | CH | $185K | – | 0.04 |
| UDR INC REIT USD.01 | Long | Equity-common | US | $5M | 133K | 1.10 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-65K | – | -0.01 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $152K | – | 0.03 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-467K | – | -0.09 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-376K | – | -0.08 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-467K | – | -0.09 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $464K | – | 0.09 | |
| VENTAS INC REIT USD.25 | Long | Equity-common | US | $4M | 69K | 0.71 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $4K | – | 0.00 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $311K | – | 0.06 |
| VICI PROPERTIES INC REIT USD.01 | Long | Equity-common | US | $6M | 225K | 1.30 |
| VICI US TRS EQUITY FEDL01+40 MYI | Derivative-equity | US | $-25K | – | -0.01 | |
| VMWARE LLC SR UNSECURED 08/27 3.9 | Long | Debt | US | $155K | – | 0.03 |
| VOYA CLO LTD INGIM 2013 1A A1AR 144A (VOYA CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $353K | – | 0.07 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB (WMALT MTGE PASS-THRU CERT 2005-7) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 (WELLS FARGO HOME EQUITY TRUST 2005-2) | Long | ABS-mortgage backed security | US | $556K | – | 0.11 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR15) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WELLTOWER INC REIT USD1.0 | Long | Equity-common | US | $18M | 175K | 3.67 |
| WP CAREY INC REIT USD.001 | Long | Equity-common | US | $1M | 20K | 0.22 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.