PIMCOFUNDS > PIMCO Funds

PIMCO StocksPLUS International Fund (Unhedged)

Fund of Funds

Series ID: S000014410

LEI: 549300788EIV7LQVH379

SEC CIK: 810893

$196.28M Avg Monthly Net Assets

$227.28M Total Assets

$54.62M Total Liabilities

$172.66M Net Assets

PIMCO StocksPLUS International Fund (Unhedged) 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 $196.28M. On August 28th, 2024 it reported 787 holdings, the largest being UMBS PASS THRU POOLS (3.9%), (3.7%) and (3.5%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker
Class A	C000039231	PPUAX
Class C	C000039232	PPUCX
Class I-2	C000064167	PPLPX
Class I-3	C000200458	PSKNX
Institutional	C000039229	PSKIX

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
317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113		Derivative-interest rate	US	$17K	–	0.01
317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017		Derivative-interest rate	US	$8K	–	0.00
317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717		Derivative-interest rate	US	$6K	–	0.00
317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708		Derivative-interest rate	US	$-4.92	–	-0.00
317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708		Derivative-interest rate	US	$-129.47	–	-0.00
317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072		Derivative-interest rate	US	$-113.66	–	-0.00
317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407		Derivative-interest rate	US	$-313.34	–	-0.00
317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628		Derivative-interest rate	US	$-0.01	–	–
317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062		Derivative-interest rate	US	$-865.51	–	-0.00
317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628		Derivative-interest rate	US	$-0.01	–	–
317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062		Derivative-interest rate	US	$-0.01	–	–
317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062		Derivative-interest rate	US	$-0.02	–	–
317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406		Derivative-interest rate	US	$-651.06	–	-0.00
317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703		Derivative-interest rate	US	$-4.39	–	-0.00
317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703		Derivative-interest rate	US	$-123.7	–	-0.00
317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704		Derivative-interest rate	US	$-20.07	–	-0.00
317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704		Derivative-interest rate	US	$-26.83	–	-0.00
317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705		Derivative-interest rate	US	$-192.32	–	-0.00
317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705		Derivative-interest rate	US	$-95.04	–	-0.00
317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705		Derivative-interest rate	US	$-61.92	–	-0.00
317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705		Derivative-interest rate	US	$-56.75	–	-0.00
317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705		Derivative-interest rate	US	$-101.58	–	-0.00
317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070		Derivative-interest rate	US	$-99.12	–	-0.00
317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071		Derivative-interest rate	US	$-98.38	–	-0.00
317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407		Derivative-interest rate	US	$-765.38	–	-0.00
317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071		Derivative-interest rate	US	$-235.21	–	-0.00
317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711		Derivative-interest rate	US	$-27.12	–	-0.00
317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708		Derivative-interest rate	US	$-51.24	–	-0.00
317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070		Derivative-interest rate	US	$-565.1	–	-0.00
317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071		Derivative-interest rate	US	$-284.66	–	-0.00
317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715		Derivative-interest rate	US	$-149.87	–	-0.00
317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071		Derivative-interest rate	US	$-67.88	–	-0.00
317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715		Derivative-interest rate	US	$-401.29	–	-0.00
317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407		Derivative-interest rate	US	$-58.71	–	-0.00
317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071		Derivative-interest rate	US	$-555.26	–	-0.00
317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407		Derivative-interest rate	US	$-89.86	–	-0.00
317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071		Derivative-interest rate	US	$-470.86	–	-0.00
317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724		Derivative-interest rate	US	$-645.82	–	-0.00
317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072		Derivative-interest rate	US	$-93.37	–	-0.00
317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071		Derivative-interest rate	US	$-70.03	–	-0.00
317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717		Derivative-interest rate	US	$-152.97	–	-0.00
317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071		Derivative-interest rate	US	$-1K	–	-0.00
317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407		Derivative-interest rate	US	$-228.62	–	-0.00
317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722		Derivative-interest rate	US	$-1K	–	-0.00
317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072		Derivative-interest rate	US	$-376.46	–	-0.00
317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072		Derivative-interest rate	US	$-529.3	–	-0.00
317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407		Derivative-interest rate	US	$-182.53	–	-0.00
317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072		Derivative-interest rate	US	$-354.7	–	-0.00
317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722		Derivative-interest rate	US	$-861	–	-0.00
317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407		Derivative-interest rate	US	$-357.38	–	-0.00
317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072		Derivative-interest rate	US	$-1K	–	-0.00
317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726		Derivative-interest rate	US	$-497.86	–	-0.00
317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072		Derivative-interest rate	US	$-286.87	–	-0.00
317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729		Derivative-interest rate	US	$-569.79	–	-0.00
317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072		Derivative-interest rate	US	$-271.13	–	-0.00
317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729		Derivative-interest rate	US	$-876.86	–	-0.00
317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072		Derivative-interest rate	US	$-391.78	–	-0.00
3M CO COMMON STOCK USD.01 (3M COMPANY)	Long	Equity-common	US	$157K	2K	0.09
AAPL US TRS EQUITY FEDL01+75 BOA		Derivative-equity	US	$-336K	–	-0.19
ACE SECURITIES CORP. ACE 2005 SD2 M4 (ACE SECURITIES CORP 2005-SD2)	Long	ABS-mortgage backed security	US	$629K	–	0.36
ACE SECURITIES CORP. ACE 2006 NC2 A1 (ACE SECURITIES CORP 2006-NC2)	Long	ABS-mortgage backed security	US	$226K	–	0.13
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST)	Long	Debt	IE	$199K	–	0.12
ALBACORE EURO CLO ALBAC 1A AR 144A (ALBACORE EURO CLO I DAC A)	Long	ABS-collateralized bond/debt obligation	IE	$750K	–	0.43
ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC)	Long	Debt	CA	$848K	–	0.49
ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3 (ALLY AUTO RECEIVABLES TRUST 2023-1)	Long	ABS-other	US	$502K	–	0.29
AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC)	Long	Equity-common	US	$296K	2K	0.17
AMERICAN CREDIT ACCEPTANCE REC ACAR 2023 3 A 144A (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3)	Long	ABS-other	US	$224K	–	0.13
AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY)	Long	Equity-common	US	$355K	2K	0.21
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1)	Long	ABS-mortgage backed security	US	$398K	–	0.23
AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A11 (AMERICAN HOME MORTGAGE ASSETS 2006-4)	Long	ABS-mortgage backed security	US	$1M	–	0.62
AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION)	Long	Debt	US	$501K	–	0.29
AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION)	Long	Debt	US	$399K	–	0.23
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2)	Long	ABS-other	US	$691K	–	0.40
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1)	Long	ABS-other	US	$1M	–	0.78
AMGEN INC COMMON STOCK USD.0001	Long	Equity-common	US	$479K	2K	0.28
APPLE INC COMMON STOCK USD.00001	Long	Equity-common	US	$4M	21K	2.53
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2)	Long	ABS-collateralized bond/debt obligation	US	$599K	–	0.35
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2)	Long	ABS-collateralized bond/debt obligation	US	$597K	–	0.35
AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7)	Long	ABS-mortgage backed security	US	$2M	–	0.87
AREIT CRE TRUST AREIT 2022 CRE7 AS 144A (AREIT TRUST 2022-CRE7)	Long	ABS-mortgage backed security	US	$1M	–	0.76
ARGENT SECURITIES INC. ARSI 2003 W10 M1 (ARGENT SECURITIES INC 2003-W10)	Long	ABS-mortgage backed security	US	$303K	–	0.18
ARGENT SECURITIES INC. ARSI 2006 M1 A1 (ARGENT SECURITIES INC 2006-M1)	Long	ABS-mortgage backed security	US	$405K	–	0.23
ARGENT SECURITIES INC. ARSI 2006 W4 A2C (ARGENT SECURITIES INC 2006-W4)	Long	ABS-mortgage backed security	US	$675K	–	0.39
AT&T INC SNR S* ICE		Derivative-credit	US	$5K	–	0.00
AT+T INC (AT&T INC)	Long	Debt	US	$299K	–	0.17
ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62	Long	Debt	US	$501K	–	0.29
AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A)	Long	ABS-other	US	$1M	–	0.58
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC)	Long	ABS-other	US	$405K	–	0.23
AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A)	Long	ABS-mortgage backed security	GB	$877K	–	0.51
BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A)	Long	ABS-other	US	$392K	–	0.23
BANK OF AMERICA CORP SR UNSECURED 07/27 VAR (BANK OF AMERICA CORPORATION)	Long	Debt	US	$278K	–	0.16
BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION)	Long	Debt	US	$708K	–	0.41
BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 (BANK OF AMERICA CREDIT CARD TRUST 2023-A1)	Long	ABS-mortgage backed security	US	$398K	–	0.23
BANK OF AMERICA CREDIT CARD TR BACCT 2023 A2 A2 (BANK OF AMERICA CREDIT CARD TRUST 2023-A2)	Long	ABS-mortgage backed security	US	$1000K	–	0.58
BANK OF AMERICA NA SR UNSECURED 08/25 VAR	Long	Debt	US	$301K	–	0.17
BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA)	Long	Debt	CA	$505K	–	0.29
BARCLAYS PLC SR UNSECURED 08/28 VAR	Long	Debt	GB	$200K	–	0.12
BARCLAYS PLC SR UNSECURED 11/33 VAR	Long	Debt	GB	$330K	–	0.19
BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5	Long	Debt	US	$205K	–	0.12
BCAP LLC TRUST BCAP 2010 RR11 5A3 144A (BCAP LLC TRUST 2010-RR11)	Long	ABS-mortgage backed security	US	$116K	–	0.07
BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1 (BEAR STEARNS ALT-A TRUST 2005-9)	Long	ABS-mortgage backed security	US	$790K	–	0.46
BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 (BEAR STEARNS ALT-A TRUST 2006-8)	Long	ABS-mortgage backed security	US	$190K	–	0.11
BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8)	Long	ABS-mortgage backed security	US	$4K	–	0.00
BEAR STEARNS ALT A TRUST BALTA 2007 2 1A1 (BEAR STEARNS ALT-A TRUST 2007-2)	Long	ABS-mortgage backed security	US	$157K	–	0.09
BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE7 2A2 (BEAR STEARNS ASSETBACK SEC 2006-HE7)	Long	ABS-mortgage backed security	US	$81K	–	0.05
BMW VEHICLE OWNER TRUST BMWOT 2023 A A3 (BMW VEHICLE OWNER TRUST 2023-A)	Long	ABS-other	US	$502K	–	0.29
BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE)	Long	Debt	US	$205K	–	0.12
BOEING CO/THE COMMON STOCK USD5.0	Long	Equity-common	US	$279K	2K	0.16
BOUGHT AUD SOLD USD 20240702		Derivative-foreign exchange	AU	$2K	–	0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-448.75	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-982.9	–	-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	$-3K	–	-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	$-5K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-5K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-6K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-24K	–	-0.01
BOUGHT BRL SOLD USD 20240802		Derivative-foreign exchange	BR	$-87K	–	-0.05
BOUGHT BRL SOLD USD 20240904		Derivative-foreign exchange	BR	$-3K	–	-0.00
BOUGHT CAD SOLD USD 20240702		Derivative-foreign exchange	CA	$2K	–	0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-849.91	–	-0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-2K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-614.79	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-1K	–	-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	$68.99	–	0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$31.34	–	0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$8K	–	0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-405.65	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-5K	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-967.38	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-1K	–	-0.00
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$39.96	–	0.00
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$37.46	–	0.00
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$77.03	–	0.00
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$-187.54	–	-0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-905.68	–	-0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-2K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$739.75	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$417.73	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$317.23	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$304.67	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$291.46	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$167.23	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$160.29	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$125.09	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$52.74	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$24.64	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$22.92	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-112.85	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-165.11	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-261.63	–	-0.00
BOUGHT JPY SOLD USD 20240701		Derivative-foreign exchange	JP	$-115K	–	-0.07
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-3K	–	-0.00
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-5K	–	-0.00
BOUGHT KRW SOLD USD 20240722		Derivative-foreign exchange	KR	$-1K	–	-0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$-20K	–	-0.01
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-913.75	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-2K	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-3K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-345.89	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-747.31	–	-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	$-237	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-527.45	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-532.43	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-576.74	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-751.05	–	-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	$-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	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-8K	–	-0.00
BOUGHT SEK SOLD USD 20240702		Derivative-foreign exchange	SE	$-176.95	–	-0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$147.11	–	0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$9.91	–	0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$-1K	–	-0.00
BOUGHT TRY SOLD USD 20240910		Derivative-foreign exchange	TR	$3K	–	0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-2K	–	-0.00
BOUGHT ZAR SOLD USD 20240702		Derivative-foreign exchange	ZA	$2K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$12K	–	0.01
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$3K	–	0.00
BOUGHT ZAR SOLD USD 20240802		Derivative-foreign exchange	ZA	$117.04	–	0.00
BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2)	Long	ABS-collateralized bond/debt obligation	BM	$381K	–	0.22
BRITISH TELECOMMUNICATIONS PL SNR SE ICE		Derivative-credit	GB	$2K	–	0.00
CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY)	Long	Debt	US	$845K	–	0.49
CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A1 A1 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A1)	Long	ABS-mortgage backed security	US	$687K	–	0.40
CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2B (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2)	Long	ABS-other	US	$11K	–	0.01
CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A)	Long	ABS-collateralized bond/debt obligation	IE	$748K	–	0.43
CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B (CARMAX AUTO OWNER TRUST 2022-4)	Long	ABS-other	US	$51K	–	0.03
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A (CARMAX AUTO OWNER TRUST 2024-1)	Long	ABS-other	US	$798K	–	0.46
CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION)	Long	Debt	US	$108K	–	0.06
CARVANA AUTO RECEIVABLES TRUST CRVNA 2019 3A E 144A (CARVANA AUTO RECEIVABLES TRUST 2019-3A)	Long	ABS-other	US	$156K	–	0.09
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3)	Long	ABS-other	US	$277K	–	0.16
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2)	Long	ABS-other	US	$272K	–	0.16
CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED)	Long	Equity-common	US	$511K	2K	0.30
CDX HY42 5Y ICE		Derivative-credit	US	$38K	–	0.02
CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A (CHASE AUTO OWNER TRUST 2024-1A)	Long	ABS-other	US	$600K	–	0.35
CHASE ISSUANCE TRUST CHAIT 2024 A2 A (CHASE ISSUANCE TRUST 2024-A2)	Long	ABS-mortgage backed security	US	$994K	–	0.58
CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3)	Long	ABS-mortgage backed security	US	$737K	–	0.43
CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION)	Long	Equity-common	US	$240K	2K	0.14
CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A2 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-3A)	Long	ABS-mortgage backed security	US	$59K	–	0.03
CISCO SYSTEMS INC COMMON STOCK USD.001	Long	Equity-common	US	$73K	2K	0.04
CITIBANK NA SR UNSECURED 12/26 5.488	Long	Debt	US	$402K	–	0.23
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR3 1A1A (CITIGROUP MTGE LOAN TR INC 2006-AR3)	Long	ABS-mortgage backed security	US	$16K	–	0.01
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B (CITIGROUP MTGE LOAN TR INC 2006-NC2)	Long	ABS-mortgage backed security	US	$642K	–	0.37
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A)	Long	ABS-mortgage backed security	US	$935K	–	0.54
CITIGROUP REPO REPO 5807	Long	Repurchase agreement	US	$6M	–	3.48
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1)	Long	ABS-other	US	$213K	–	0.12
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1)	Long	ABS-other	US	$200K	–	0.12
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1)	Long	ABS-other	US	$100K	–	0.06
COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY)	Long	Equity-common	US	$98K	2K	0.06
CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC)	Long	Debt	US	$848K	–	0.49
CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A)	Long	ABS-collateralized bond/debt obligation	IE	$534K	–	0.31
CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A)	Long	ABS-collateralized bond/debt obligation	IE	$503K	–	0.29
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 27CB A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-27CB)	Long	ABS-mortgage backed security	US	$466K	–	0.27
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76)	Long	ABS-mortgage backed security	US	$4K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1 (COUNTRYWIDE ALT LOAN TRUST 2006-OA22)	Long	ABS-mortgage backed security	US	$6K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1)	Long	ABS-mortgage backed security	US	$177K	–	0.10
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY3 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-HY3)	Long	ABS-mortgage backed security	US	$737K	–	0.43
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7)	Long	ABS-mortgage backed security	US	$38K	–	0.02
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH2 A2A (COUNTRYWIDE ALTERNATIVE LN TR 2007-OH2)	Long	ABS-mortgage backed security	US	$592K	–	0.34
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 6 M5 (COUNTRYWIDE ASSET-BACKED CERT 2005-6)	Long	ABS-mortgage backed security	US	$103K	–	0.06
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8)	Long	ABS-mortgage backed security	US	$744K	–	0.43
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4)	Long	ABS-mortgage backed security	US	$60K	–	0.03
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 13 MV1 (COUNTRYWIDE ASSET-BACKED CERT 2006-13)	Long	ABS-mortgage backed security	US	$4M	–	2.16
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-5)	Long	ABS-mortgage backed security	US	$288K	–	0.17
COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22)	Long	ABS-mortgage backed security	US	$1K	–	0.00
COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9)	Long	ABS-mortgage backed security	US	$246.06	–	0.00
CPS AUTO TRUST CPS 2023 C A 144A (CPS AUTO RECEIVABLES TRUST 2023-C)	Long	ABS-other	US	$298K	–	0.17
CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1)	Long	ABS-other	US	$510K	–	0.30
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST)	Long	ABS-mortgage backed security	US	$79K	–	0.05
CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Debt	US	$250K	–	0.14
CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Debt	US	$249K	–	0.14
DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR2 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-AR2)	Long	ABS-mortgage backed security	US	$217K	–	0.13
DJIA MINI E-CBOT SEP24 XCBT 20240920		Derivative-equity	US	$-96K	–	-0.06
DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A)	Long	ABS-other	US	$371K	–	0.21
DOW INC COMMON STOCK USD.01	Long	Equity-common	US	$81K	2K	0.05
DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1)	Long	ABS-other	US	$552K	–	0.32
DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A)	Long	ABS-other	US	$433K	–	0.25
ELLINGTON LOAN ACQUISITION TRU ELAT 2007 2 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-2)	Long	ABS-mortgage backed security	US	$299K	–	0.17
EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A)	Long	ABS-other	US	$500K	–	0.29
EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A)	Long	ABS-other	US	$500K	–	0.29
FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FANNIE MAE FNR 2005 79 NF (FANNIE MAE 2005-79)	Long	ABS-mortgage backed security	US	$4K	–	0.00
FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63)	Long	ABS-mortgage backed security	US	$491.95	–	0.00
FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65)	Long	ABS-mortgage backed security	US	$952.01	–	0.00
FANNIE MAE FNR 2007 96 AF (FANNIE MAE 2007-96)	Long	ABS-mortgage backed security	US	$7K	–	0.00
FANNIE MAE FNR 2012 31 NL (FANNIE MAE REMICS 2012-31)	Long	ABS-mortgage backed security	US	$445K	–	0.26
FED HM LN PC POOL A32472 FG 04/35 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$6K	–	0.00
FED HM LN PC POOL A79624 FG 07/38 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$334.81	–	0.00
FED HM LN PC POOL C91195 FG 07/28 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$227.12	–	0.00
FED HM LN PC POOL G03812 FG 02/38 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$198.1	–	0.00
FED HM LN PC POOL G04913 FG 03/38 FIXED 5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$88K	–	0.05
FED HM LN PC POOL G18659 FG 09/32 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$477K	–	0.28
FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$453K	–	0.26
FED HM LN PC POOL RA8521 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$279K	–	0.16
FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$380K	–	0.22
FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$369K	–	0.21
FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.76
FED HM LN PC POOL SD2612 FR 10/52 FIXED 4.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.72
FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$280K	–	0.16
FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1)	Long	ABS-other	US	$204K	–	0.12
FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 2A2 (FIRST HORIZON MTGE PT TR 2007-AR3)	Long	ABS-mortgage backed security	US	$50K	–	0.03
FIXED INC CLEARING CORP.REPO	Long	Repurchase agreement	US	$579K	–	0.34
FNMA POOL 190346 FN 12/33 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$49.3	–	0.00
FNMA POOL 257573 FN 02/39 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL 555876 FN 10/33 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$188.41	–	0.00
FNMA POOL 678870 FN 01/33 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$117.62	–	0.00
FNMA POOL 683047 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$75.45	–	0.00
FNMA POOL 689115 FN 02/33 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$46.91	–	0.00
FNMA POOL 725946 FN 11/34 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$15K	–	0.01
FNMA POOL 735136 FN 01/35 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL 735480 FN 04/35 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$712.51	–	0.00
FNMA POOL 745343 FN 03/36 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$107.8	–	0.00
FNMA POOL 745418 FN 04/36 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$251.8	–	0.00
FNMA POOL 762433 FN 01/34 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$67.47	–	0.00
FNMA POOL 815722 FN 04/35 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$9K	–	0.01
FNMA POOL 829230 FN 08/35 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$118.21	–	0.00
FNMA POOL 831102 FN 11/35 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$914.16	–	0.00
FNMA POOL 838545 FN 10/35 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$105.13	–	0.00
FNMA POOL 844984 FN 05/35 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FNMA POOL 845341 FN 01/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$124.46	–	0.00
FNMA POOL 851336 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$386.49	–	0.00
FNMA POOL 865283 FN 02/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1K	–	0.00
FNMA POOL 865952 FN 03/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL 869015 FN 05/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$225.04	–	0.00
FNMA POOL 887398 FN 07/36 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1K	–	0.00
FNMA POOL 887582 FN 07/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$610.72	–	0.00
FNMA POOL 888129 FN 02/37 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$33K	–	0.02
FNMA POOL 888131 FN 02/37 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FNMA POOL 888209 FN 05/36 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$140.81	–	0.00
FNMA POOL 888592 FN 08/37 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1K	–	0.00
FNMA POOL 889697 FN 07/38 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$469.36	–	0.00
FNMA POOL 905142 FN 02/37 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$111.58	–	0.00
FNMA POOL 909287 FN 01/37 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1K	–	0.00
FNMA POOL 929308 FN 04/38 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$200.01	–	0.00
FNMA POOL 929952 FN 08/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$19K	–	0.01
FNMA POOL 930688 FN 03/39 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$8K	–	0.00
FNMA POOL 932287 FN 12/39 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$11K	–	0.01
FNMA POOL 936546 FN 07/37 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL 937645 FN 06/37 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FNMA POOL 942498 FN 08/37 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$15K	–	0.01
FNMA POOL 954876 FN 11/37 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$122.78	–	0.00
FNMA POOL 955212 FN 12/37 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$10K	–	0.01
FNMA POOL 984277 FN 06/38 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL 985616 FN 04/34 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1K	–	0.00
FNMA POOL 985678 FN 10/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$20K	–	0.01
FNMA POOL 993084 FN 12/38 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$645.42	–	0.00
FNMA POOL 994431 FN 12/38 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL 995651 FN 11/37 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$808	–	0.00
FNMA POOL AA1741 FN 01/39 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FNMA POOL AA7176 FN 05/39 FIXED 4.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1K	–	0.00
FNMA POOL AD2612 FN 11/36 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FNMA POOL AD6062 FN 07/40 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$5K	–	0.00
FNMA POOL AD6175 FN 09/25 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$603.64	–	0.00
FNMA POOL AD8015 FN 07/25 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL AE0484 FN 12/38 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$348.32	–	0.00
FNMA POOL AE0616 FN 03/40 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$11K	–	0.01
FNMA POOL AE0801 FN 09/39 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$305.69	–	0.00
FNMA POOL AE7731 FN 11/40 FIXED 4.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$9K	–	0.01
FNMA POOL AH9708 FN 04/41 FIXED 4.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FNMA POOL AJ0392 FN 09/41 FIXED 4.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$8K	–	0.00
FNMA POOL AJ7522 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$76K	–	0.04
FNMA POOL AL0152 FN 06/40 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$15K	–	0.01
FNMA POOL AL0520 FN 07/41 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$102K	–	0.06
FNMA POOL AL1319 FN 10/41 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$72K	–	0.04
FNMA POOL AL3223 FN 09/41 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$33K	–	0.02
FNMA POOL AL3365 FN 05/41 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$15K	–	0.01
FNMA POOL AL3478 FN 05/41 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FNMA POOL AL3681 FN 10/40 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$30K	–	0.02
FNMA POOL BH2668 FN 09/47 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$49K	–	0.03
FNMA POOL BJ0163 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$27K	–	0.02
FNMA POOL BJ2758 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$32K	–	0.02
FNMA POOL BJ3937 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$19K	–	0.01
FNMA POOL BJ3960 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$28K	–	0.02
FNMA POOL BJ3977 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$10K	–	0.01
FNMA POOL BJ3996 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$24K	–	0.01
FNMA POOL BJ4012 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$13K	–	0.01
FNMA POOL BJ9279 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$26K	–	0.01
FNMA POOL CA2028 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$29K	–	0.02
FNMA POOL FS2661 FN 07/52 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.67
FNMA POOL FS6048 FN 02/53 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$181K	–	0.10
FNMA POOL MA3238 FN 01/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$151K	–	0.09
FNMA POOL MA3276 FN 02/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$48K	–	0.03
FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.71
FNMA POOL MA3332 FN 04/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$32K	–	0.02
FNMA POOL MA3356 FN 05/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$28K	–	0.02
FNMA POOL MA3383 FN 06/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$26K	–	0.01
FNMA POOL MA3414 FN 07/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$132K	–	0.08
FNMA POOL MA3442 FN 08/48 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$23K	–	0.01
FNMA POOL MA4840 FN 12/52 FIXED 4.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	2.22
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$89K	–	0.05
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$566K	–	0.33
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3M	–	1.51
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	2.40
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$7M	–	3.95
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$5M	–	2.95
FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2A (FORD CREDIT AUTO LEASE TRUST 2024-A)	Long	ABS-other	US	$2M	–	1.04
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC)	Long	Debt	US	$200K	–	0.12
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC)	Long	Debt	US	$199K	–	0.12
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC)	Long	Debt	US	$188K	–	0.11
FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3)	Long	ABS-collateralized bond/debt obligation	US	$1M	–	0.73
FREDDIE MAC FHR 3355 BF (FREDDIE MAC 3355)	Long	ABS-mortgage backed security	US	$7K	–	0.00
FREDDIE MAC FHR 3360 FC (FREDDIE MAC 3360)	Long	ABS-mortgage backed security	US	$4K	–	0.00
FREDDIE MAC FHR 3368 AF (FREDDIE MAC 3368)	Long	ABS-mortgage backed security	US	$4K	–	0.00
FREDDIE MAC FHR 3376 FD (FREDDIE MAC REMICS 3376)	Long	ABS-mortgage backed security	US	$1K	–	0.00
FREDDIE MAC FHR 3898 AF (FREDDIE MAC 3898)	Long	ABS-mortgage backed security	US	$33K	–	0.02
FREDDIE MAC FHR 4077 EP (FREDDIE MAC REMICS 4077)	Long	ABS-mortgage backed security	US	$388K	–	0.22
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A B1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A)	Long	ABS-collateralized bond/debt obligation	KY	$601K	–	0.35
GECU AUTO RECEIVABLES TRUST GECU 2023 1A A2 144A (GECU AUTO RECEIVABLES TRUST 2023-1A)	Long	ABS-other	US	$364K	–	0.21
GENERAL ELECTRIC COMPANY SNR S* ICE		Derivative-credit	US	$8K	–	0.00
GENERAL MOTORS COMPANY SNR S* ICE		Derivative-credit	US	$95K	–	0.05
GENERAL MOTORS COMPANY SNR S* ICE		Derivative-credit	US	$51K	–	0.03
GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY)	Long	Debt	US	$703K	–	0.41
GLS AUTO RECEIVABLES TRUST GCAR 2023 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A)	Long	ABS-other	US	$262K	–	0.15
GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A)	Long	ABS-other	US	$335K	–	0.19
GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A)	Long	ABS-other	US	$799K	–	0.46
GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A)	Long	ABS-other	US	$500K	–	0.29
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A)	Long	ABS-other	US	$372K	–	0.22
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A)	Long	ABS-other	US	$302K	–	0.18
GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3)	Long	ABS-other	US	$502K	–	0.29
GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1)	Long	ABS-other	US	$298K	–	0.17
GNMA POOL 670341 GN 08/37 FIXED 6 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$15K	–	0.01
GNMA POOL 701603 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$13K	–	0.01
GNMA POOL 717099 GN 05/39 FIXED 5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$11K	–	0.01
GNMA POOL 782387 GN 08/38 FIXED 5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$661.98	–	0.00
GNMA POOL 782562 GN 02/39 FIXED 5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$5K	–	0.00
GNMA POOL 792905 GN 01/42 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
GNMA POOL 798106 GN 03/42 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$605.14	–	0.00
GNMA POOL AA4844 GN 06/42 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$16K	–	0.01
GNMA POOL AB2761 GN 08/42 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
GNMA POOL AD2336 GN 04/43 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$5K	–	0.00
GNMA POOL AJ5470 GN 09/44 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$33K	–	0.02
GNMA POOL AL5242 GN 02/45 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$7K	–	0.00
GNMA POOL AL5245 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$13K	–	0.01
GNMA POOL AL7225 GN 05/45 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$862.48	–	0.00
GNMA POOL AM0248 GN 03/45 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$21K	–	0.01
GNMA POOL AM2750 GN 04/45 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$55K	–	0.03
GNMA POOL AM8586 GN 06/45 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$8K	–	0.00
GNMA POOL AN8471 GN 06/45 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$29K	–	0.02
GOLDMAN SACHS GROUP INC COMMON STOCK USD.01	Long	Equity-common	US	$694K	2K	0.40
GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR	Long	Debt	US	$1M	–	0.59
GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR	Long	Debt	US	$600K	–	0.35
GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR	Long	Debt	US	$100K	–	0.06
GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H31 FT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H31)	Long	ABS-mortgage backed security	US	$58K	–	0.03
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY)	Long	ABS-mortgage backed security	US	$1M	–	0.81
GSAMP TRUST GSAMP 2006 HE8 A2D (GSAMP TRUST 2006-HE8)	Long	ABS-mortgage backed security	US	$739K	–	0.43
GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1)	Long	ABS-mortgage backed security	US	$2K	–	0.00
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6)	Long	ABS-mortgage backed security	US	$3K	–	0.00
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7)	Long	ABS-mortgage backed security	US	$247.01	–	0.00
GSR MORTGAGE LOAN TRUST GSR 2006 9F 3A1 (GSR MORTGAGE LOAN TRUST 2006-9F)	Long	ABS-mortgage backed security	US	$66K	–	0.04
GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3 (GSR MORTGAGE LOAN TRUST 2007-2F)	Long	ABS-mortgage backed security	US	$595.5	–	0.00
HALSEYPOINT CLO II, LTD. HLSY 2020 2A A2 144A (HALSEYPOINT CLO 2 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$300K	–	0.17
HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A)	Long	ABS-other	US	$599K	–	0.35
HOCHTIEF AG SNR SE SP JPM		Derivative-credit	DE	$22K	–	0.01
HOME DEPOT INC COMMON STOCK USD.05	Long	Equity-common	US	$528K	2K	0.31
HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0	Long	Equity-common	US	$328K	2K	0.19
HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR	Long	Debt	GB	$202K	–	0.12
HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 (HSI ASSET SECUR CORP TRUST 2007-HE1)	Long	ABS-mortgage backed security	US	$328K	–	0.19
HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A2A 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A)	Long	ABS-other	US	$2M	–	1.15
HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3 (HYUNDAI AUTO RECEIVABLES TRUST 2023-B)	Long	ABS-other	US	$502K	–	0.29
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A)	Long	ABS-other	US	$499K	–	0.29
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A)	Long	ABS-other	US	$499K	–	0.29
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR	Long	Debt	US	$502K	–	0.29
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14)	Long	ABS-mortgage backed security	US	$495K	–	0.29
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR27 1A3 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR27)	Long	ABS-mortgage backed security	US	$57K	–	0.03
INF SWAP US IT 2.4525 07/20/22-30Y LCH		Derivative-interest rate	US	$28K	–	0.02
INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION)	Long	Equity-common	US	$48K	2K	0.03
INTEL CORPORATION	Long	Debt	US	$299K	–	0.17
INTEL CORPORATION	Long	Debt	US	$250K	–	0.14
INTEL CORPORATION 07/24 ZCP	Long	Debt	US	$250K	–	0.14
INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC)	Long	Debt	US	$249K	–	0.14
INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM))	Long	Equity-common	US	$265K	2K	0.15
INTOWN 2022 STAY TOWN 2022 STAY B 144A (INTOWN 2022-STAY MORTGAGE TRUST)	Long	ABS-mortgage backed security	US	$1M	–	0.76
IRS AUD 4.50000 09/20/23-10Y LCH		Derivative-interest rate	AU	$13K	–	0.01
IRS EUR 2.50000 09/18/24-30Y LCH		Derivative-interest rate		$1K	–	0.00
IRS EUR 2.65000 01/08/24-10Y LCH		Derivative-interest rate		$4K	–	0.00
IRS EUR 2.67000 04/03/24-10Y LCH		Derivative-interest rate		$2K	–	0.00
IRS EUR 2.75000 03/05/24-10Y LCH		Derivative-interest rate		$-1K	–	-0.00
IRS EUR 2.75000 09/18/24-10Y LCH		Derivative-interest rate		$-12K	–	-0.01
IRS EUR 2.76000 03/04/24-10Y LCH		Derivative-interest rate		$-980.03	–	-0.00
IRS EUR 2.77000 04/16/24-5Y LCH		Derivative-interest rate		$-792.5	–	-0.00
IRS EUR 2.77000 04/29/24-10Y LCH		Derivative-interest rate		$-685.37	–	-0.00
IRS EUR 2.78000 05/02/24-5Y LCH		Derivative-interest rate		$-1K	–	-0.00
IRS EUR 2.82700 05/06/24-5Y LCH		Derivative-interest rate		$-429.03	–	-0.00
IRS EUR 2.86000 04/24/24-5Y LCH		Derivative-interest rate		$-312.5	–	-0.00
IRS EUR 2.88000 12/19/23-5Y LCH		Derivative-interest rate		$-4K	–	-0.00
IRS EUR 2.89000 12/22/23-10Y LCH		Derivative-interest rate		$-4K	–	-0.00
IRS EUR 2.91000 12/29/23-10Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 2.92000 12/13/23-5Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 2.95000 06/12/24-5Y LCH		Derivative-interest rate		$325.09	–	0.00
IRS EUR 2.97000 12/15/23-10Y LCH		Derivative-interest rate		$-3K	–	-0.00
IRS EUR 2.99000 12/08/23-10Y LCH		Derivative-interest rate		$-6K	–	-0.00
IRS EUR 3.12800 12/04/23-10Y LCH		Derivative-interest rate		$-4K	–	-0.00
IRS EUR 3.14800 11/20/23-10Y LCH		Derivative-interest rate		$-4K	–	-0.00
IRS EUR 3.17900 11/29/23-5Y LCH		Derivative-interest rate		$-3K	–	-0.00
IRS EUR 3.25000 11/06/23-10Y LCH		Derivative-interest rate		$-5K	–	-0.00
IRS EUR 3.25500 11/22/23-5Y LCH		Derivative-interest rate		$-3K	–	-0.00
IRS EUR 3.27000 08/21/23-10Y LCH		Derivative-interest rate		$5K	–	0.00
IRS EUR 3.27000 11/08/23-5Y LCH		Derivative-interest rate		$-6K	–	-0.00
IRS EUR 3.28000 11/22/23-10Y LCH		Derivative-interest rate		$-6K	–	-0.00
IRS EUR 3.30000 10/03/23-10Y LCH		Derivative-interest rate		$17K	–	0.01
IRS EUR 3.37000 10/09/23-5Y LCH		Derivative-interest rate		$7K	–	0.00
IRS EUR 3.45000 10/20/23-5Y LCH		Derivative-interest rate		$8K	–	0.00
JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING)	Long	Debt	US	$499K	–	0.29
JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT)	Long	Debt	JP	$4M	–	2.09
JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY)	Long	Equity-common	US	$224K	2K	0.13
JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA)	Long	Debt	US	$600K	–	0.35
JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1)	Long	ABS-mortgage backed security	US	$94.84	–	0.00
JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 6A1 (JP MORGAN MORTGAGE TRUST 2006-A3)	Long	ABS-mortgage backed security	US	$3K	–	0.00
JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2 (JP MORGAN MORTGAGE TRUST 2007-A1)	Long	ABS-mortgage backed security	US	$103K	–	0.06
JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO)	Long	Equity-common	US	$310K	2K	0.18
JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$98K	–	0.06
JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$99K	–	0.06
JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$385K	–	0.22
KKR FINANCIAL CLO LTD KKR 18 BR 144A (KKR CLO LTD 18)	Long	ABS-collateralized bond/debt obligation	KY	$801K	–	0.46
KKR FINANCIAL CLO LTD KKR 21 B 144A (KKR CLO LTD 21)	Long	ABS-collateralized bond/debt obligation	KY	$401K	–	0.23
L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP))	Long	Debt	US	$249K	–	0.14
LCM LTD PARTNERSHIP LCM 13A BR3 144A (LCM LP 13A)	Long	ABS-collateralized bond/debt obligation	KY	$171K	–	0.10
LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT)	Long	Debt	BR	$762K	–	0.44
LUMINENT MORTGAGE TRUST LUM 2006 6 A1 (LUMINENT MORTGAGE TRUST 2006-6)	Long	ABS-mortgage backed security	US	$2M	–	1.15
MAN GLG EURO CLO GLGE 6A B1R 144A (MAN GLG EURO 6A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.61
MAN GLG EURO CLO GLGE 6A B2R 144A (MAN GLG EURO 6A)	Long	ABS-collateralized bond/debt obligation	IE	$489K	–	0.28
MARLETTE FUNDING TRUST MFT 2022 3A A 144A (MARLETTE FUNDING TRUST 2022-3A)	Long	ABS-other	US	$2K	–	0.00
MARLETTE FUNDING TRUST MFT 2022 3A B 144A (MARLETTE FUNDING TRUST 2022-3A)	Long	ABS-other	US	$299K	–	0.17
MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A)	Long	ABS-other	US	$131K	–	0.08
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A)	Long	ABS-mortgage backed security	CA	$1M	–	0.58
MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2 (MASTR ASSET BACKED SEC TR 2007-WMC1)	Long	ABS-mortgage backed security	US	$1K	–	0.00
MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION)	Long	Equity-common	US	$391K	2K	0.23
MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC)	Long	Equity-common	US	$190K	2K	0.11
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7)	Long	ABS-mortgage backed security	US	$10K	–	0.01
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C (MERRILL LYNCH MORTGAGE INVS 2006-HE5)	Long	ABS-mortgage backed security	US	$533K	–	0.31
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2C (MERRILL LYNCH MORTGAGE INV 2007-HE2)	Long	ABS-mortgage backed security	US	$541K	–	0.31
MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT)	Long	Debt	MX	$91K	–	0.05
MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT)	Long	Debt	MX	$239K	–	0.14
MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT)	Long	Debt	MX	$41K	–	0.02
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A (MF1 2022-FL8 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.74
MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION)	Long	Equity-common	US	$686K	2K	0.40
MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC)	Long	Debt	JP	$199K	–	0.12
MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882	Long	Debt	US	$405K	–	0.23
MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE2)	Long	ABS-mortgage backed security	US	$897K	–	0.52
MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE5)	Long	ABS-mortgage backed security	US	$576K	–	0.33
MORGAN STANLEY MORTGAGE LOAN T MSM 2005 11AR A1 (MORGAN STANLEY MORTGAGE TRUST-2005-11AR)	Long	ABS-mortgage backed security	US	$140K	–	0.08
MORGAN STANLEY SR UNSECURED 03/27 VAR	Long	Debt	US	$215K	–	0.12
MORGAN STANLEY SR UNSECURED 04/26 VAR	Long	Debt	US	$194K	–	0.11
MORGAN STANLEY SR UNSECURED 07/27 VAR	Long	Debt	US	$462K	–	0.27
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A (NAVIENT STUDENT LOAN TRUST 2020-IA)	Long	ABS-other	US	$461K	–	0.27
NDDUEAFE TRS EQUITY FEDL01+20.5 ULO		Derivative-equity	US	$-127K	–	-0.07
NDDUEAFE TRS EQUITY FEDL01+30.5 MYI		Derivative-equity	US	$-327K	–	-0.19
NDDUEAFE TRS EQUITY FEDL01+35 MYI		Derivative-equity	US	$-381K	–	-0.22
NDDUEAFE TRS EQUITY FEDL01+48.5 MBC		Derivative-equity	US	$-332K	–	-0.19
NDDUEAFE TRS EQUITY FEDL01+6 ULO		Derivative-equity	US	$-304K	–	-0.18
NDDUEAFE TRS EQUITY FEDL01+6.5 BULLET		Derivative-equity	US	$6M	–	3.72
NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A (NYMT LOAN TRUST 2022-SP1)	Long	ABS-mortgage backed security	US	$583K	–	0.34
NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC)	Long	Debt	US	$250K	–	0.14
NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC)	Long	Debt	US	$250K	–	0.14
NIKE INC CL B COMMON STOCK	Long	Equity-common	US	$116K	2K	0.07
NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 (NOMURA ASSET ACCEPTANCE CORP 2005-AP2)	Long	ABS-mortgage backed security	US	$827.32	–	0.00
NOMURA HOLDINGS INC NOMURA HOLDINGS INC	Long	Debt	JP	$199K	–	0.12
NOVASTAR HOME EQUITY LOAN NHEL 2006 4 A2D (NOVASTAR HOME EQUITY LOAN 2006-4)	Long	ABS-mortgage backed security	US	$432K	–	0.25
NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$693K	–	0.40
OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH		Derivative-interest rate	CA	$-2K	–	-0.00
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 (OPTION ONE MORTGAGE LOAN TR 2005-1)	Long	ABS-mortgage backed security	US	$569K	–	0.33
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 (OPTION ONE MORTGAGE LOAN TRUST 2006-1)	Long	ABS-mortgage backed security	US	$741K	–	0.43
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-3)	Long	ABS-mortgage backed security	US	$258K	–	0.15
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-4)	Long	ABS-mortgage backed security	US	$204K	–	0.12
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-5)	Long	ABS-mortgage backed security	US	$237K	–	0.14
PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2)	Long	ABS-other	US	$72K	–	0.04
PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3)	Long	ABS-other	US	$297K	–	0.17
PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 A 144A (PAGAYA AI DEBT TRUST 2023-5)	Long	ABS-other	US	$189K	–	0.11
PENSKE TRUCK LEASING CO LP / P 07/24 ZCP	Long	Debt	US	$250K	–	0.14
PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65 (PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC))	Long	Debt	IE	$276K	–	0.16
PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS)	Long	Short-term investment vehicle	US	$2M	–	1.32
PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION)	Long	Debt	US	$100K	–	0.06
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A (PRET 2021-NPL5 LLC)	Long	ABS-mortgage backed security	US	$511K	–	0.30
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2)	Long	ABS-mortgage backed security	US	$314K	–	0.18
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-NPL1)	Long	ABS-mortgage backed security	US	$1M	–	0.59
PRKCM TRUST PRKCM 2023 AFC3 A1 144A (PRKCM 2023-AFC3 TRUST)	Long	ABS-mortgage backed security	US	$601K	–	0.35
PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY)	Long	Equity-common	US	$253K	2K	0.15
PROVIDUS CLO PRVD 2A AR 144A (PROVIDUS CLO II DAC 2A)	Long	ABS-collateralized bond/debt obligation	IE	$408K	–	0.24
REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$791K	–	0.46
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-3)	Long	ABS-mortgage backed security	US	$67K	–	0.04
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A)	Long	ABS-other	US	$179K	–	0.10
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A)	Long	ABS-other	US	$231K	–	0.13
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A)	Long	ABS-other	US	$267K	–	0.15
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC)	Long	ABS-other	US	$415K	–	0.24
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO2)	Long	ABS-mortgage backed security	US	$4K	–	0.00
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA7)	Long	ABS-mortgage backed security	US	$59K	–	0.03
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA1)	Long	ABS-mortgage backed security	US	$168K	–	0.10
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A1 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4)	Long	ABS-mortgage backed security	US	$543K	–	0.31
RFR GBP SONIO/4.32000 10/20/23-10Y LCH		Derivative-interest rate	GB	$3K	–	0.00
RFR JPY MUTK/1.00000 03/21/24-10Y LCH		Derivative-interest rate	JP	$-2K	–	-0.00
RFR USD SOFR/1.75000 06/15/22-10Y CME		Derivative-interest rate	US	$2M	–	1.29
RFR USD SOFR/1.75000 06/15/22-30Y CME		Derivative-interest rate	US	$69K	–	0.04
RFR USD SOFR/2.75000 06/21/23-30Y CME		Derivative-interest rate	US	$271K	–	0.16
RFR USD SOFR/3.00000 06/21/23-10Y CME		Derivative-interest rate	US	$443K	–	0.26
RFR USD SOFR/3.50000 12/20/23-10Y CME		Derivative-interest rate	US	$51K	–	0.03
RFR USD SOFR/3.64960 03/01/24-4Y* LCH		Derivative-interest rate	US	$124K	–	0.07
RFR USD SOFR/3.65543 03/01/24-4Y* LCH		Derivative-interest rate	US	$16K	–	0.01
RFR USD SOFR/3.66213 03/01/24-4Y* LCH		Derivative-interest rate	US	$124K	–	0.07
RFR USD SOFR/3.75000 06/20/24-10Y CME		Derivative-interest rate	US	$128K	–	0.07
RFR USD SOFR/3.75000 06/20/24-5Y CME		Derivative-interest rate	US	$61K	–	0.04
RFR USD SOFR/3.75000 06/21/23-2Y CME		Derivative-interest rate	US	$190K	–	0.11
RFR USD SOFR/3.75000 12/20/23-5Y CME		Derivative-interest rate	US	$19K	–	0.01
RFR USD SOFR/3.80740 03/01/24-4Y* LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/3.86000 02/21/24-10Y LCH		Derivative-interest rate	US	$-1K	–	-0.00
RFR USD SOFR/3.90000 04/10/24-10Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.90000 04/15/24-10Y LCH		Derivative-interest rate	US	$-789.56	–	-0.00
RFR USD SOFR/3.95000 04/16/24-10Y LCH		Derivative-interest rate	US	$-374.22	–	-0.00
RFR USD SOFR/4.00000 03/20/24-2Y LCH		Derivative-interest rate	US	$89K	–	0.05
RFR USD SOFR/4.00000 06/20/24-2Y CME		Derivative-interest rate	US	$137K	–	0.08
RFR USD SOFR/4.08000 04/17/24-10Y LCH		Derivative-interest rate	US	$1K	–	0.00
RFR USD SOFR/4.08000 06/05/24-10Y LCH		Derivative-interest rate	US	$-909.25	–	-0.00
RFR USD SOFR/4.08500 04/22/24-10Y LCH		Derivative-interest rate	US	$2K	–	0.00
RFR USD SOFR/4.09000 04/30/24-10Y LCH		Derivative-interest rate	US	$6K	–	0.00
RFR USD SOFR/4.10500 04/24/24-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.13000 05/03/24-10Y LCH		Derivative-interest rate	US	$1K	–	0.00
RFR USD SOFR/4.15000 04/22/24-10Y LCH		Derivative-interest rate	US	$1K	–	0.00
RFR USD SOFR/4.20000 05/06/24-10Y LCH		Derivative-interest rate	US	$4K	–	0.00
RFR USD SOFR/4.25000 12/20/23-2Y CME		Derivative-interest rate	US	$-59K	–	-0.03
RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME		Derivative-interest rate	US	$2M	–	1.25
RFRF USD SF+26.161/1.50 9/18/23-1Y* CME		Derivative-interest rate	US	$94K	–	0.05
ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875	Long	Debt	CA	$397K	–	0.23
SALESFORCE INC COMMON STOCK USD.001	Long	Equity-common	US	$394K	2K	0.23
SANDS CHINA LTD SR UNSECURED 03/29 2.85	Long	Debt	KY	$352K	–	0.20
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2)	Long	ABS-other	US	$89K	–	0.05
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3)	Long	ABS-other	US	$235K	–	0.14
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4)	Long	ABS-other	US	$554K	–	0.32
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6)	Long	ABS-other	US	$504K	–	0.29
SBNA AUTO LEASE TRUST SBALT 2024 A A2 144A (SBNA AUTO LEASE TRUST 2024-A)	Long	ABS-other	US	$465K	–	0.27
SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST 2024-A)	Long	ABS-other	US	$899K	–	0.52
SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2)	Long	ABS-mortgage backed security	US	$118K	–	0.07
SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B (SG MORTGAGE SECURITIES TRUST 2006-FRE1)	Long	ABS-mortgage backed security	US	$785K	–	0.45
SHELTER GROWTH CRE SGCP 2022 FL4 A 144A (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD)	Long	ABS-mortgage backed security	BM	$921K	–	0.53
SHELTER GROWTH CRE SGCP 2022 FL4 B 144A (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD)	Long	ABS-mortgage backed security	BM	$697K	–	0.40
SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20L)	Long	ABS-other	US	$673.56	–	0.00
SMALL BUSINESS ADMINISTRATION SBAP 2008 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20L)	Long	ABS-other	US	$723.59	–	0.00
SMALL BUSINESS ADMINISTRATION SBAP 2009 20E 1 (SMALL BUSINESS ADMIN PART CERTS 2009-20E)	Long	ABS-other	US	$4K	–	0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-532.28	–	-0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-2K	–	-0.00
SOLD AUD BOUGHT USD 20240802		Derivative-foreign exchange	AU	$-2K	–	-0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$48K	–	0.03
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$33K	–	0.02
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$30K	–	0.02
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$20K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$13K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$12K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$6K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$5K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$3K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$3K	–	0.00
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$25K	–	0.01
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$9K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$7K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$5K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$5K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$5K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$3K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$3K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$451.32	–	0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$9K	–	0.01
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-2K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-981.6	–	-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	$-8K	–	-0.00
SOLD CHF BOUGHT USD 20240802		Derivative-foreign exchange	CH	$2K	–	0.00
SOLD CHF BOUGHT USD 20240802		Derivative-foreign exchange	CH	$125.18	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$13K	–	0.01
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$13K	–	0.01
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$7K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$2K	–	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 CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$514.25	–	0.00
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$404.41	–	0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-31.4	–	-0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-68.61	–	-0.00
SOLD DKK BOUGHT USD 20250401		Derivative-foreign exchange	DK	$7K	–	0.00
SOLD DKK BOUGHT USD 20250401		Derivative-foreign exchange	DK	$6K	–	0.00
SOLD DKK BOUGHT USD 20250401		Derivative-foreign exchange	DK	$5K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$45K	–	0.03
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$5K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$2K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$2K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$2K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$661.46	–	0.00
SOLD EUR BOUGHT USD 20240802		Derivative-foreign exchange		$-8K	–	-0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$6K	–	0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$2K	–	0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$1K	–	0.00
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$952.44	–	0.00
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$-16.79	–	-0.00
SOLD HKD BOUGHT USD 20240719		Derivative-foreign exchange	HK	$18.21	–	0.00
SOLD ILS BOUGHT USD 20240719		Derivative-foreign exchange	IL	$3K	–	0.00
SOLD INR BOUGHT USD 20240924		Derivative-foreign exchange	IN	$-162.53	–	-0.00
SOLD JPY BOUGHT USD 20240701		Derivative-foreign exchange	JP	$154K	–	0.09
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$5K	–	0.00
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$3K	–	0.00
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$2K	–	0.00
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$1K	–	0.00
SOLD JPY BOUGHT USD 20240802		Derivative-foreign exchange	JP	$3K	–	0.00
SOLD JPY BOUGHT USD 20240819		Derivative-foreign exchange	JP	$144K	–	0.08
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	$824.96	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$478.96	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$-247.73	–	-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	$-11.2	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-643.62	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-3K	–	-0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$1K	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$827.96	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$748.9	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$348.93	–	0.00
SOLD SEK BOUGHT USD 20240702		Derivative-foreign exchange	SE	$-86.42	–	-0.00
SOLD SEK BOUGHT USD 20240802		Derivative-foreign exchange	SE	$177.18	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$6K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$456.19	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$368.5	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$-14.36	–	-0.00
SOLD SGD BOUGHT USD 20240802		Derivative-foreign exchange	SG	$-9.96	–	-0.00
SOLD SGD BOUGHT USD 20240802		Derivative-foreign exchange	SG	$-172.37	–	-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	$912.04	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$889.58	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$762.79	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$543.49	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$447.28	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$111.83	–	0.00
SOLD ZAR BOUGHT USD 20240702		Derivative-foreign exchange	ZA	$-110.63	–	-0.00
SOLD ZAR BOUGHT USD 20240719		Derivative-foreign exchange	ZA	$1K	–	0.00
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1 (SOUNDVIEW HOME EQUITY LOAN TRUST 2007-1)	Long	ABS-mortgage backed security	US	$88K	–	0.05
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1)	Long	ABS-mortgage backed security	US	$1K	–	0.00
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1)	Long	ABS-mortgage backed security	US	$305K	–	0.18
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1)	Long	ABS-mortgage backed security	US	$399K	–	0.23
SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY)	Long	Debt	US	$99K	–	0.06
SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY)	Long	Debt	US	$400K	–	0.23
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A (STWD 2022-FL3 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	1.11
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-1)	Long	ABS-mortgage backed security	US	$98K	–	0.06
STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2007-AR2)	Long	ABS-mortgage backed security	US	$1K	–	0.00
STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6 (STRUCTURED ASSET SEC CORP 2007-WF1)	Long	ABS-mortgage backed security	US	$244K	–	0.14
TAURUS CMBS TAURS 2021 UK1A A 144A (TAURUS 2021-1 UK DAC 21-UK1A)	Long	ABS-mortgage backed security	IE	$375K	–	0.22
TCI SYMPHONY CLO TSYMP 2016 1A BR2 144A (TCI-SYMPHONY CLO LTD 2016-1A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.58
THEOREM FUNDING TRUST THRM 2022 2A A 144A (THEOREM FUNDING TRUST 2022-2A)	Long	ABS-other	US	$159K	–	0.09
TIAA CLO LTD TIA 2018 1A A2 144A (TIAA CLO IV LTD 2018-1A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.93
TOWD POINT MORTGAGE TRUST TPMT 2017 4 A1 144A (TOWD POINT MORTGAGE TRUST 2017-4)	Long	ABS-mortgage backed security	US	$562K	–	0.33
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A (TOWD POINT MORTGAGE TRUST 2018-3)	Long	ABS-mortgage backed security	US	$406K	–	0.24
TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION)	Long	Debt	US	$500K	–	0.29
TRALEE CDO LTD TRAL 2019 6A AJR 144A (TRALEE CLO VI LTD 2019 6A)	Long	ABS-collateralized bond/debt obligation	KY	$400K	–	0.23
TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC)	Long	Equity-common	US	$312K	2K	0.18
TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT)	Long	Debt	US	$371K	–	0.22
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1)	Long	ABS-other	US	$385K	–	0.22
TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A)	Long	ABS-mortgage backed security	GB	$634K	–	0.37
TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT)	Long	Debt	US	$519K	–	0.30
TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT)	Long	Debt	US	$511K	–	0.30
TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	1.18
TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT)	Long	Debt	US	$3M	–	1.57
TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT)	Long	Debt	US	$3M	–	1.47
TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT)	Long	Debt	US	$351K	–	0.20
UBS GROUP AG SR UNSECURED 03/25 3.75	Long	Debt	CH	$206K	–	0.12
UBS GROUP AG SR UNSECURED 144A 05/28 4.751	Long	Debt	CH	$392K	–	0.23
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST)	Long	Debt	US	$111K	–	0.06
UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED)	Long	Equity-common	US	$781K	2K	0.45
UPSTART SECURITIZATION TRUST UPST 2022 2 A 144A (UPSTART SECURITIZATION TRUST 2022-2)	Long	ABS-other	US	$2K	–	0.00
UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A)	Long	ABS-other	US	$94K	–	0.05
US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024		Derivative-interest rate	US	$-131.38	–	-0.00
US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024		Derivative-interest rate	US	$-380.76	–	-0.00
US 10YR NOTE (CBT)SEP24 XCBT 20240919		Derivative-interest rate	US	$7K	–	0.00
US 10YR ULTRA FUT SEP24 XCBT 20240919		Derivative-interest rate	US	$15K	–	0.01
US 2YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$47K	–	0.03
US 5YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$22K	–	0.01
US LONG BOND(CBT) SEP24 XCBT 20240919		Derivative-interest rate	US	$639.7	–	0.00
US TREASURY N/B 05/43 3.875 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	1.10
US TREASURY N/B 08/53 4.125 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	0.86
US ULTRA BOND CBT SEP24 XCBT 20240919		Derivative-interest rate	US	$99.67	–	0.00
VENTURE CDO LTD VENTR 2019 38A A2R 144A (VENTURE 38 CLO LTD)	Long	ABS-collateralized bond/debt obligation	KY	$700K	–	0.41
VENTURE CDO LTD VENTR 2019 38A BR 144A (VENTURE 38 CLO LTD)	Long	ABS-collateralized bond/debt obligation	KY	$801K	–	0.46
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1	Long	Equity-common	US	$63K	2K	0.04
VERIZON COMMUNICATIONS INC SNR S* ICE		Derivative-credit	US	$394.31	–	0.00
VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1)	Long	ABS-other	US	$303K	–	0.18
VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2)	Long	ABS-mortgage backed security	US	$432K	–	0.25
VICI PROPERTIES LP SR UNSECURED 02/28 4.75	Long	Debt	US	$391K	–	0.23
VISA INC CLASS A SHARES COMMON STOCK USD.0001	Long	Equity-common	US	$403K	2K	0.23
VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE		Derivative-credit	NL	$6K	–	0.00
WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B)	Long	ABS-mortgage backed security	US	$24K	–	0.01
WALMART INC COMMON STOCK USD.1	Long	Equity-common	US	$104K	2K	0.06
WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY)	Long	Equity-common	US	$152K	2K	0.09
WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE2 2A4 (WAMU ASSET-BACKED CERTIFICATES 2007-HE2)	Long	ABS-mortgage backed security	US	$2M	–	0.89
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17)	Long	ABS-mortgage backed security	US	$5K	–	0.00
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 3A1A (WASHINGTON MUTUAL 2006-AR11)	Long	ABS-mortgage backed security	US	$524K	–	0.30
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 (WASHINGTON MUTUAL 2006-AR18)	Long	ABS-mortgage backed security	US	$34K	–	0.02
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3)	Long	ABS-mortgage backed security	US	$11K	–	0.01
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 1A4 (WASHINGTON MUTUAL 2006-AR8)	Long	ABS-mortgage backed security	US	$259K	–	0.15
WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY)	Long	Debt	US	$479K	–	0.28
WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY)	Long	Debt	US	$99K	–	0.06
WELLS FARGO BANK NA SR UNSECURED 08/25 VAR	Long	Debt	US	$301K	–	0.17
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A)	Long	ABS-other	US	$421K	–	0.24
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A)	Long	ABS-other	US	$421K	–	0.24
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A)	Long	ABS-other	US	$970K	–	0.56

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.