PIMCOFUNDS > PIMCO Funds
PIMCO RAE PLUS EMG Fund
$215.14M
Avg Monthly Net Assets
$301.35M
Total Assets
$85.94M
Total Liabilities
$215.41M
Net Assets
PIMCO RAE PLUS EMG Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $215.14M.
On August 28th, 2024 it reported 695 holdings, the largest
being PIMCO FUNDS (8.2%), UMBS PASS THRU POOLS (4.7%) and UMBS PASS THRU POOLS (4.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000126843 | PEFFX | |
| Class C | C000126844 | PEFCX | |
| Class I-2 | C000069770 | PEFPX | |
| Institutional | C000069768 | PEFIX |
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 | $18K | – | 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 | $7K | – | 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 | $-0.03 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-976.59 | – | -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 | $-60.21 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-80.48 | – | -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 | $-67.72 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-66.08 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-147.57 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -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 | $-117.42 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-134.79 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-706.29 | – | -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 | $-140.06 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-305.95 | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-93.11 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-423.24 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-342.93 | – | -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 | $-177.35 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-430.5 | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-661.8 | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-158.64 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-536.07 | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-158.29 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-466.97 | – | -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 | $-438.43 | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-195.89 | – | -0.00 | |
| 3M CO COMMON STOCK USD.01 (3M COMPANY) | Long | Equity-common | US | $187K | 2K | 0.09 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-421K | – | -0.20 | |
| ABX.HE.AAA.06-2 SP BRC | Derivative-credit | US | $-59K | – | -0.03 | |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $299K | – | 0.14 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $548K | – | 0.25 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $250K | – | 0.12 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3 (ALLY AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $502K | – | 0.23 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $354K | 2K | 0.16 |
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2023 3 A 144A (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $224K | – | 0.10 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $425K | 2K | 0.20 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1) | Long | ABS-mortgage backed security | US | $498K | – | 0.23 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $292K | – | 0.14 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $501K | – | 0.23 |
| AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $498K | – | 0.23 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2018 22A A 144A (AMMC CLO 22 LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $255K | – | 0.12 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $691K | – | 0.32 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A1 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.79 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $573K | 2K | 0.27 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $5M | 26K | 2.53 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $498K | – | 0.23 |
| AREIT CRE TRUST AREIT 2022 CRE6 A 144A (AREIT TRUST 2022-CRE6) | Long | ABS-mortgage backed security | KY | $624K | – | 0.29 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $501K | – | 0.23 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC) | Long | ABS-other | US | $688K | – | 0.32 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $405K | – | 0.19 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $877K | – | 0.41 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 A 4A1 (BANC OF AMERICA FUNDING CORP 2005-A) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BHP3 A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BHP3) | Long | ABS-mortgage backed security | US | $999K | – | 0.46 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1 (BANK OF AMERICA MTG SEC 2005-3) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 01/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.60 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $201K | – | 0.09 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 (BANK OF AMERICA CREDIT CARD TRUST 2023-A1) | Long | ABS-mortgage backed security | US | $497K | – | 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 | – | 0.46 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $201K | – | 0.09 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $707K | – | 0.33 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A (BHG SECURITIZATION TRUST 2022-C) | Long | ABS-other | US | $1M | – | 0.51 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $513K | – | 0.24 |
| BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1 (BEAR STEARNS ALT-A TRUST 2006-4) | Long | ABS-mortgage backed security | US | $870K | – | 0.40 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A (BLUEMOUNTAIN CLO XXII LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $419K | – | 0.19 |
| BMW VEHICLE OWNER TRUST BMWOT 2023 A A3 (BMW VEHICLE OWNER TRUST 2023-A) | Long | ABS-other | US | $502K | – | 0.23 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $334K | 2K | 0.15 |
| 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 | $-1K | – | -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 | $-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 | $-6K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-18K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-30K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-69K | – | -0.03 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240802 | Derivative-foreign exchange | CA | $15.43 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-637.41 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-733.79 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-863.46 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-873.19 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-996.03 | – | -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 | $-5K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $590.92 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $268.42 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| BOUGHT HKD SOLD USD 20240719 | Derivative-foreign exchange | HK | $-181.64 | – | -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 | $-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 | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $531.65 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $493.7 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $365.61 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $315.3 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $212.84 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $206.65 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $161.27 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $156.28 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $57.05 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $31.77 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $29.17 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-145.49 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-212.85 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-407.17 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-1K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-232.49 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-2K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $275.35 | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-29K | – | -0.01 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-0.01 | – | – | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-919.18 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-499.68 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-135.79 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-305.8 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-677.8 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-684.2 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-741.52 | – | -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 | $-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 | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-12K | – | -0.01 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $177.98 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $9.92 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240722 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $292.58 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240729 | Derivative-foreign exchange | TR | $172.63 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240815 | Derivative-foreign exchange | TR | $184.51 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-3K | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-4K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $16K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $4K | – | 0.00 | |
| BX TRUST BX 2022 AHP B 144A (BX COMMERCIAL MORTGAGE TRUST 2022-AHP) | Long | ABS-mortgage backed security | US | $986K | – | 0.46 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $605K | – | 0.28 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A1 A1 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A1) | Long | ABS-mortgage backed security | US | $785K | – | 0.36 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B (CARMAX AUTO OWNER TRUST 2022-4) | Long | ABS-other | US | $59K | – | 0.03 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A (CARMAX AUTO OWNER TRUST 2024-1) | Long | ABS-other | US | $898K | – | 0.42 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $108K | – | 0.05 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.46 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2019 3A E 144A (CARVANA AUTO RECEIVABLES TRUST 2019-3A) | Long | ABS-other | US | $156K | – | 0.07 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2022-P2) | Long | ABS-other | US | $593K | – | 0.28 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N1) | Long | ABS-other | US | $218K | – | 0.10 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $277K | – | 0.13 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $201K | – | 0.09 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $399K | – | 0.19 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $250K | – | 0.12 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $611K | 2K | 0.28 |
| CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $733K | – | 0.34 |
| CDX HY42 5Y ICE | Derivative-credit | US | $70K | – | 0.03 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $9K | – | 0.00 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $73K | – | 0.03 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $580K | – | 0.27 | |
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A (CHASE AUTO OWNER TRUST 2024-1A) | Long | ABS-other | US | $600K | – | 0.28 |
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A (CHASE ISSUANCE TRUST 2024-A2) | Long | ABS-mortgage backed security | US | $1M | – | 0.51 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $287K | 2K | 0.13 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $87K | 2K | 0.04 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $2M | – | 0.70 |
| CITIGROUP INC SR UNSECURED 04/26 VAR | Long | Debt | US | $98K | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $68K | – | 0.03 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1 (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $476K | – | 0.22 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $850K | – | 0.39 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $10M | – | 4.55 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $266K | – | 0.12 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $200K | – | 0.09 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $100K | – | 0.05 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $117K | 2K | 0.05 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $985K | – | 0.46 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 1A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3) | Long | ABS-mortgage backed security | US | $190K | – | 0.09 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH2) | Long | ABS-mortgage backed security | US | $592K | – | 0.27 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 12 A1 (CHL MORTGAGE PASS-THROUGH TRUST 2006-12) | Long | ABS-mortgage backed security | US | $405K | – | 0.19 |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 1A1 (CHL MORTGAGE PASS-THROUGH TRUST 2007-19) | Long | ABS-mortgage backed security | US | $525K | – | 0.24 |
| CPS AUTO TRUST CPS 2023 C A 144A (CPS AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $341K | – | 0.16 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $510K | – | 0.24 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 (CREDIT SUISSE MORTGAGE CAP CERT 2007-6) | Long | ABS-mortgage backed security | US | $431K | – | 0.20 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $250K | – | 0.12 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $249K | – | 0.12 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $249K | – | 0.12 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $249K | – | 0.12 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/25 5.2 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $199K | – | 0.09 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-115K | – | -0.05 | |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $97K | 2K | 0.05 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $736K | – | 0.34 |
| DSLA MORTGAGE LOAN TRUST DSLA 2004 AR1 A2A (DSLA MORTGAGE LOAN TRUST 2004-AR1) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $529K | – | 0.25 |
| EQUINIX INC SR UNSECURED 03/28 1.55 | Long | Debt | US | $175K | – | 0.08 |
| ERAEMLT TRS EQUITY FEDL01+103 MEI | Derivative-equity | US | $100K | – | 0.05 | |
| ERAEMLT TRS EQUITY FEDL01+149*BULLET*JPM | Derivative-equity | US | $831K | – | 0.39 | |
| ERAEMLT TRS EQUITY FEDL01+95 BULLET* MEI | Derivative-equity | US | $7M | – | 3.40 | |
| ERAEMLT TRS EQUITY FEDL01+95 MEI | Derivative-equity | US | $196K | – | 0.09 | |
| ERAEMLT TRS EQUITY FEDL01+95 MEI | Derivative-equity | US | $79K | – | 0.04 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-5K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $506K | – | 0.24 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 5A A3 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5A) | Long | ABS-other | US | $702K | – | 0.33 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 2A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2A) | Long | ABS-other | US | $500K | – | 0.23 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3A) | Long | ABS-other | US | $500K | – | 0.23 |
| FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FANNIE MAE FNR 2007 96 AF (FANNIE MAE 2007-96) | Long | ABS-mortgage backed security | US | $122K | – | 0.06 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $164K | – | 0.08 |
| FED HM LN PC POOL G18659 FG 09/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $557K | – | 0.26 |
| FED HM LN PC POOL QF7428 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $479K | – | 0.22 |
| FED HM LN PC POOL RA8521 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $279K | – | 0.13 |
| FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $380K | – | 0.18 |
| FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.65 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $655K | – | 0.30 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $273K | – | 0.13 |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A (FHF TRUST 2023-1A) | Long | ABS-other | US | $399K | – | 0.19 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR4 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR4) | Long | ABS-mortgage backed security | US | $166K | – | 0.08 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $175K | – | 0.08 |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.04 |
| FNMA POOL CB4820 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 1.92 |
| FNMA POOL FS2619 FN 08/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.87 |
| FNMA POOL FS6048 FN 02/53 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $272K | – | 0.13 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 3.01 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 4.58 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 4.75 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 4.58 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2A (FORD CREDIT AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.88 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $200K | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $199K | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $188K | – | 0.09 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $362K | – | 0.17 |
| FREDDIE MAC FHR 3355 BF (FREDDIE MAC 3355) | Long | ABS-mortgage backed security | US | $112K | – | 0.05 |
| FREDDIE MAC FHR 3360 FC (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| FREDDIE MAC FHR 3368 AF (FREDDIE MAC 3368) | Long | ABS-mortgage backed security | US | $66K | – | 0.03 |
| FREDDIE MAC FHR 3376 FD (FREDDIE MAC REMICS 3376) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FREDDIE MAC FHR 3891 BF (FREDDIE MAC-3891) | Long | ABS-mortgage backed security | US | $94K | – | 0.04 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 1A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $996K | – | 0.46 |
| GCAT GCAT 2024 NQM1 A1 144A (GCAT 2024-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $548K | – | 0.25 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $550K | – | 0.26 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A) | Long | ABS-other | US | $306K | – | 0.14 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A) | Long | ABS-other | US | $335K | – | 0.16 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $999K | – | 0.46 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-2A) | Long | ABS-other | US | $500K | – | 0.23 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $434K | – | 0.20 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $302K | – | 0.14 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $502K | – | 0.23 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $298K | – | 0.14 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2022 14A B1 144A (GOLDENTTREE LOAN MANAGEMENT US CLO LTD 2022-14A) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.47 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $830K | 2K | 0.39 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $205K | – | 0.10 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $700K | – | 0.33 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $100K | – | 0.05 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $99K | – | 0.05 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19) | Long | ABS-mortgage backed security | US | $420K | – | 0.20 |
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A (GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $68K | – | 0.03 |
| GS MORTGAGE SECURITIES TRUST GSMS 2018 HULA A 144A (GS MORTGAGE SECURITIES CORP TRUST 2018-HULA) | Long | ABS-mortgage backed security | US | $586K | – | 0.27 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $1M | – | 0.56 |
| GSAA HOME EQUITY TRUST GSAA 2006 7 AF2 (GSAA HOME EQUITY TRUST 2006-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.76 |
| GSAA HOME EQUITY TRUST GSAA 2007 4 A2 (GSAA HOME EQUITY TRUST 2007-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.61 |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | Long | Debt | US | $514K | – | 0.24 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M2 144A (GSRPM MORTGAGE LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $3M | – | 1.50 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-16) | Long | ABS-mortgage backed security | US | $914K | – | 0.42 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $283K | – | 0.13 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $699K | – | 0.32 |
| HOCHTIEF AG SNR SE SP JPM | Derivative-credit | DE | $52K | – | 0.02 | |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $631K | 2K | 0.29 |
| HOMEBANC MORTGAGE TRUST HMBT 2005 1 A2 (HOMEBANC MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $294K | – | 0.14 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $392K | 2K | 0.18 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $202K | – | 0.09 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A2A 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A) | Long | ABS-other | US | $2M | – | 1.02 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3 (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $502K | – | 0.23 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $499K | – | 0.23 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $499K | – | 0.23 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $603K | – | 0.28 |
| IMPAC CMB TRUST IMM 2004 10 1A1 (IMPAC CMB TR 2004-10) | Long | ABS-mortgage backed security | US | $246K | – | 0.11 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR10 A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR10) | Long | ABS-mortgage backed security | US | $76K | – | 0.04 |
| INF SWAP US IT 2.487 12/07/21-30Y LCH | Derivative-interest rate | US | $69K | – | 0.03 | |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $57K | 2K | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $250K | – | 0.12 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $250K | – | 0.12 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.12 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $317K | 2K | 0.15 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $14K | – | 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 | $2K | – | 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 | $-14K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-2K | – | -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 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $487.07 | – | 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 | $-1K | – | -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 | $-3K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $650.28 | – | 0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-4K | – | -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 3.25000 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 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $17K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| 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 | ||
| IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A3 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $312K | – | 0.14 |
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $499K | – | 0.23 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $4M | – | 2.02 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $4M | – | 1.96 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $2M | – | 0.75 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $268K | 2K | 0.12 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $600K | – | 0.28 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFX 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $694K | – | 0.32 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $41K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $371K | 2K | 0.17 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $199K | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $93K | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $96K | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $187K | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $204K | – | 0.09 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $1M | – | 0.48 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $250K | – | 0.12 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A (LCCM 2021-FL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $837K | – | 0.39 |
| LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 (LEHMAN MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $499K | – | 0.23 |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 (LEHMAN XS TRUST 2006 GP4) | Long | ABS-mortgage backed security | US | $1M | – | 0.57 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $861K | – | 0.40 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/26 VAR | Long | Debt | GB | $295K | – | 0.14 |
| LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A (LOANCORE ISSUER LTD 2021-CRE6) | Long | ABS-collateralized bond/debt obligation | KY | $705K | – | 0.33 |
| M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $613K | – | 0.28 |
| MARATHON STATIC CLO LTD MSTAT 2022 18A A1R2 144A (MARATHON STATIC CLO 2022-18A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $920K | – | 0.43 |
| 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 | $399K | – | 0.19 |
| MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A) | Long | ABS-other | US | $157K | – | 0.07 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.12 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $1M | – | 0.47 |
| MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A (MASTR SPECIALIZED LOAN TRUST 2005-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.80 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $467K | 2K | 0.22 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $227K | 2K | 0.11 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $91K | – | 0.04 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $239K | – | 0.11 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $41K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $483K | – | 0.22 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $493K | – | 0.23 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A (MF1 2022-FL10 LLC) | Long | ABS-collateralized bond/debt obligation | US | $502K | – | 0.23 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.65 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $820K | 2K | 0.38 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $199K | – | 0.09 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $304K | – | 0.14 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $737K | – | 0.34 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2B (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $1M | – | 0.59 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2005 3AR 2A2 (MORGAN STANLEY MORTGAGE TRUST-2005-3AR) | Long | ABS-mortgage backed security | US | $162K | – | 0.08 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A3 (MORGAN STANLEY MTGE LN TR 2006-7) | Long | ABS-mortgage backed security | US | $822K | – | 0.38 |
| MORGAN STANLEY SR UNSECURED 01/27 VAR | Long | Debt | US | $796K | – | 0.37 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $215K | – | 0.10 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $227K | – | 0.11 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $227K | – | 0.11 |
| NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A (NYMT LOAN TRUST 2022-SP1) | Long | ABS-mortgage backed security | US | $500K | – | 0.23 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.12 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.12 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.12 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 03/25 6.051 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $301K | – | 0.14 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $138K | 2K | 0.06 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL XIV-B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.47 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $806K | – | 0.37 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $621K | – | 0.29 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-2K | – | -0.00 | |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-5) | Long | ABS-mortgage backed security | US | $807K | – | 0.37 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $36K | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $268K | – | 0.12 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 A 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $189K | – | 0.09 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $250K | – | 0.12 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $7M | – | 3.14 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $18M | – | 8.24 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $100K | – | 0.05 |
| PRIME MORTGAGE TRUST PRIME 2006 1 2A7 (PRIME MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $302K | 2K | 0.14 |
| PUBLIC PWR GENERATION AGY NE R PUBPWR 01/41 FIXED 7.242 (PUBLIC POWER GENERATION AGENCY) | Long | Debt | US | $77K | – | 0.04 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $889K | – | 0.41 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $231K | – | 0.11 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $229K | – | 0.11 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $415K | – | 0.19 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA13 2A1 (RESIDENTIAL ACCREDIT LOANS 2005-QA13) | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 3A1 (RESIDENTIAL ACCREDIT LOANS 2005-QS10) | Long | ABS-mortgage backed security | US | $963K | – | 0.45 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A2 (RESIDENTIAL ACCREDIT LOANS 2006-QA8) | Long | ABS-mortgage backed security | US | $792K | – | 0.37 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A1 (RESIDENTIAL ASSET SEC TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $859K | – | 0.40 |
| 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 | $1M | – | 0.51 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $104K | – | 0.05 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $345K | – | 0.16 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $987K | – | 0.46 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $365K | – | 0.17 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $285K | – | 0.13 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $83K | – | 0.04 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH | Derivative-interest rate | US | $37K | – | 0.02 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.66213 03/01/24-4Y* LCH | Derivative-interest rate | US | $31K | – | 0.01 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $160K | – | 0.07 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $66K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $539K | – | 0.25 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $3K | – | 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 | $-748.45 | – | -0.00 | |
| RFR USD SOFR/3.95000 09/13/23-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $96K | – | 0.04 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $155K | – | 0.07 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| 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 | $-2K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $765.88 | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $2K | – | 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 11/22/23-10Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $472K | 2K | 0.22 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $104K | – | 0.05 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $293K | – | 0.14 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $596K | – | 0.28 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $504K | – | 0.23 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A2 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $558K | – | 0.26 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $999K | – | 0.46 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $390K | – | 0.18 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 6 A2 (SEQUOIA MORTGAGE TRUST 2004-6) | Long | ABS-mortgage backed security | US | $251K | – | 0.12 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $1M | – | 0.48 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20L 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20L) | Long | ABS-other | US | $3K | – | 0.00 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $549K | – | 0.25 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-353.97 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-399.21 | – | -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 | $36K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $32K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $26K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $21K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $20K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $16K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $13K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $11K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $9K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $4K | – | 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 | $31K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $6K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $4K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $4K | – | 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 | $11K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-2K | – | -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 | $-2K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-11K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $15K | – | 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 | $9K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $9K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $21.37 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $4K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-268.95 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-587.67 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $8K | – | 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 EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $6K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $987.11 | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $225.82 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $190.81 | – | 0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $3K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-759.17 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-968.97 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $4K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $1K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240805 | Derivative-foreign exchange | JP | $167K | – | 0.08 | |
| SOLD JPY BOUGHT USD 20240813 | Derivative-foreign exchange | JP | $178K | – | 0.08 | |
| SOLD JPY BOUGHT USD 20240819 | Derivative-foreign exchange | JP | $64K | – | 0.03 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $6K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 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 | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $986.67 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $638.6 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-296.29 | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-336.75 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $14.39 | – | 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 | $-511.82 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-805.1 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| SOLD MYR BOUGHT USD 20240717 | Derivative-foreign exchange | MY | $0.67 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $504.09 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $1K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $15.85 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $8K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $682.59 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $554.13 | – | 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 | $-208.55 | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $-12.42 | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $-239.46 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240716 | Derivative-foreign exchange | TR | $-3K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240808 | Derivative-foreign exchange | TR | $-3K | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240814 | Derivative-foreign exchange | TR | $-311.44 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240820 | Derivative-foreign exchange | TR | $-683.87 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240822 | Derivative-foreign exchange | TR | $-115.34 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240909 | Derivative-foreign exchange | TR | $-11K | – | -0.01 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $7K | – | 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 | $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 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $830.11 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $591.46 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $486.77 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $121.69 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $-578.48 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $329.02 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-305.19 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $99K | – | 0.05 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $400K | – | 0.19 |
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A (SCCU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $503K | – | 0.23 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3) | Long | ABS-mortgage backed security | US | $627K | – | 0.29 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2007 11 1A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2007-11) | Long | ABS-mortgage backed security | US | $1M | – | 0.51 |
| THEOREM FUNDING TRUST THRM 2022 2A A 144A (THEOREM FUNDING TRUST 2022-2A) | Long | ABS-other | US | $204K | – | 0.09 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $633K | – | 0.29 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.53 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $373K | 2K | 0.17 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $385K | – | 0.18 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $634K | – | 0.29 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.62 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $638K | – | 0.30 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $472K | – | 0.22 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.18 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.38 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $195K | – | 0.09 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.29 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $467K | – | 0.22 |
| UBS AG STAMFORD CT SR UNSECURED 01/25 7.95 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $404K | – | 0.19 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $490K | – | 0.23 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $934K | 2K | 0.43 |
| UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A (UPSTART SECURITIZATION TRUST 2022-3) | Long | ABS-other | US | $264K | – | 0.12 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $62K | – | 0.03 |
| 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 | $92K | – | 0.04 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $34K | – | 0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $65K | – | 0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $26K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $639.7 | – | 0.00 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-95.32 | – | -0.00 | |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $76K | 2K | 0.04 |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $379K | – | 0.18 |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A (VERUS SECURITIZATION TRUST 2024-4) | Long | ABS-mortgage backed security | US | $495K | – | 0.23 |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $196K | – | 0.09 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $481K | 2K | 0.22 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $250K | – | 0.12 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.12 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.12 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $124K | 2K | 0.06 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $182K | 2K | 0.08 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $1M | – | 0.68 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $1M | – | 0.56 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $73K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 2A3 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $118K | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 5A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $335K | – | 0.16 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $673K | – | 0.31 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A5 (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $596K | – | 0.28 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $287K | – | 0.13 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $737K | – | 0.34 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $494K | – | 0.23 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $491K | – | 0.23 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $421K | – | 0.20 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $1M | – | 0.50 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A (RCKT MORTGAGE TRUST 2024-CES4) | Long | ABS-mortgage backed security | US | $500K | – | 0.23 |
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.