PIMCOFUNDS > PIMCO Funds
PIMCO RAE PLUS International Fund
$161.04M
Avg Monthly Net Assets
$211.69M
Total Assets
$75.34M
Total Liabilities
$136.35M
Net Assets
PIMCO RAE PLUS International Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $161.04M.
On August 28th, 2024 it reported 696 holdings, the largest
being PIMCO FUNDS (10.2%), (9.3%) and UMBS PASS THRU POOLS (6.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000100916 | PTSOX | |
| Class I-2 | C000100920 | PTIPX | |
| Institutional | C000100919 | PTSIX |
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 | $13K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $6K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $5K | – | 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 | |
| 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 | $-96.16 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-47.52 | – | -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 | $-49.19 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-382.69 | – | -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 | |
| 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 | $-140.06 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-305.95 | – | -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 | $-514.43 | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-188.23 | – | -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 | $-266.02 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-645.75 | – | -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 | $-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 | $126K | 1K | 0.09 |
| AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 2 M5 (AAMES MORTGAGE INVESTMENT TRUST 2005-2) | Long | ABS-mortgage backed security | US | $171K | – | 0.13 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-266K | – | -0.20 | |
| ABX.HE.AAA.06-2 SP BOA | Derivative-credit | US | $-64K | – | -0.05 | |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $596K | – | 0.44 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $199K | – | 0.15 |
| ALBACORE EURO CLO ALBAC 1A AR 144A (ALBACORE EURO CLO I DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $536K | – | 0.39 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $250K | – | 0.18 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $238K | 1K | 0.17 |
| AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 (AMBAC ASSURANCE CORPORATION) | Long | Debt | US | $41.73 | – | 0.00 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $286K | 1K | 0.21 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $158K | – | 0.12 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $300K | – | 0.22 |
| AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $399K | – | 0.29 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $386K | 1K | 0.28 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $3M | 16K | 2.54 |
| AREIT CRE TRUST AREIT 2022 CRE6 A 144A (AREIT TRUST 2022-CRE6) | Long | ABS-mortgage backed security | KY | $468K | – | 0.34 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.74 |
| ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 (ASSET BACKED SEC HOME EQTY LN 2004-HE3) | Long | ABS-mortgage backed security | US | $1M | – | 0.86 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $7K | – | 0.01 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $300K | – | 0.22 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LL) | Long | ABS-other | US | $150K | – | 0.11 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $304K | – | 0.22 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $658K | – | 0.48 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 3A4 (BANC OF AMERICA FUNDING CORP 2006-6) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 4A1 (BANC OF AMERICA FUNDING CORP 2006-H) | Long | ABS-mortgage backed security | US | $572K | – | 0.42 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 3A1 (BANC OF AMERICA FUNDING CORP 2007-D) | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A1 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $189.82 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A2 (BANK OF AMERICA MTGE SECURITIES 2004-A) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E 2A6 (BANK OF AMERICA MTGE SECURITIES 2004-E) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 L 2A1 (BANK OF AMERICA MTGE SECURITIES 2004-L) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 07/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $185K | – | 0.14 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $607K | – | 0.44 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $301K | – | 0.22 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $505K | – | 0.37 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A (BHG SECURITIZATION TRUST 2022-C) | Long | ABS-other | US | $137K | – | 0.10 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A (BHG SECURITIZATION TRUST 2022-C) | Long | ABS-other | US | $896K | – | 0.66 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $410K | – | 0.30 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $116K | – | 0.09 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 1 A1 (BEAR STEARNS ADJ RATE MTGE TR 2006-1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6) | Long | ABS-mortgage backed security | US | $695K | – | 0.51 |
| BOEING CO SR UNSECURED 144A 05/34 6.528 (BOEING CO/THE) | Long | Debt | US | $102K | – | 0.08 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $225K | 1K | 0.16 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-448.75 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-625.52 | – | -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 | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-18K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-48K | – | -0.03 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $494.66 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-311.07 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-556.08 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $401.48 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $182.37 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-979.17 | – | -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 ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-905.68 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $618.7 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $341.78 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $265.32 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $243.74 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $221.49 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $136.82 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $121.81 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $95.06 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $40.08 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $18.75 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $18.73 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-85.76 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-125.47 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-198.82 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-1K | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-1K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-18K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-58.14 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-140.29 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-290.71 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-628.09 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-942.62 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-81.48 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-203.02 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-452.27 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-456.54 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-494.35 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-754.9 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-874.85 | – | -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 | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7K | – | -0.01 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-180.23 | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $116.94 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $9.91 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-932.1 | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-1K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $10K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $2K | – | 0.00 | |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $504K | – | 0.37 |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2B (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $11K | – | 0.01 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B (CARMAX AUTO OWNER TRUST 2022-4) | Long | ABS-other | US | $51K | – | 0.04 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $108K | – | 0.08 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2019 3A E 144A (CARVANA AUTO RECEIVABLES TRUST 2019-3A) | Long | ABS-other | US | $156K | – | 0.11 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $222K | – | 0.16 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $134K | – | 0.10 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $399K | – | 0.29 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $301K | – | 0.22 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $411K | 1K | 0.30 |
| CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $570K | – | 0.42 |
| CDX IG42 5Y ICE | Derivative-credit | US | $2K | – | 0.00 | |
| CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1 (CHASE FUNDING MTGE LN ASSET BK 2002-3) | Long | ABS-mortgage backed security | US | $36K | – | 0.03 |
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A (CHASE ISSUANCE TRUST 2024-A2) | Long | ABS-mortgage backed security | US | $795K | – | 0.58 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A2 1A3 (CHASE MORGAGE FINANCE CORP 2005-A2) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $141K | – | 0.10 |
| CHASEFLEX TRUST CFLX 2007 3 2A1 (CHASEFLEX TRUST 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.90 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $193K | 1K | 0.14 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 2A A2 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-2A) | Long | ABS-mortgage backed security | US | $223K | – | 0.16 |
| CIFC FUNDING LTD CIFC 2018 3A A 144A (CIFC FUNDING 2018-III LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $463K | – | 0.34 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $59K | 1K | 0.04 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $1M | – | 0.89 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 FX1 A3 (CITIGROUP MTGE LOAN TR INC 2006-FX1) | Long | ABS-mortgage backed security | US | $183K | – | 0.13 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1 (CITIGROUP MORTGAGE LOAN TR 2006-WF2) | Long | ABS-mortgage backed security | US | $68K | – | 0.05 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL2 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AHL2) | Long | ABS-mortgage backed security | US | $686K | – | 0.50 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $680K | – | 0.50 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A4 1A9 (CITIMORTGAGE ALTERNATIVE LOAN TRUST 2007-A4) | Long | ABS-mortgage backed security | US | $209K | – | 0.15 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A7 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A6) | Long | ABS-mortgage backed security | US | $138K | – | 0.10 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $100K | – | 0.07 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $100K | – | 0.07 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $79K | 1K | 0.06 |
| CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A) | Long | ABS-collateralized bond/debt obligation | IE | $534K | – | 0.39 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 11CB 2A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-11CB) | Long | ABS-mortgage backed security | US | $260K | – | 0.19 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2 (COUNTRYWIDE ALTERNATIVE LOAN 2005-27) | Long | ABS-mortgage backed security | US | $48K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 31 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-31) | Long | ABS-mortgage backed security | US | $579K | – | 0.42 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1) | Long | ABS-mortgage backed security | US | $72K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-51) | Long | ABS-mortgage backed security | US | $86K | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6 (COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB) | Long | ABS-mortgage backed security | US | $318K | – | 0.23 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-76) | Long | ABS-mortgage backed security | US | $186K | – | 0.14 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1) | Long | ABS-mortgage backed security | US | $36K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A3 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB) | Long | ABS-mortgage backed security | US | $76K | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $550K | – | 0.40 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12) | Long | ABS-mortgage backed security | US | $38K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 24 A10 (COUNTRYWIDE ALTERNATIVE LN TR 2007-24) | Long | ABS-mortgage backed security | US | $53K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A9 (COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB) | Long | ABS-mortgage backed security | US | $138K | – | 0.10 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $350K | – | 0.26 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $347K | – | 0.25 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH1 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH1) | Long | ABS-mortgage backed security | US | $281K | – | 0.21 |
| COUNTRYWIDE HOME LOANS CWHL 2004 15 4A (COUNTRYWIDE HOME LOANS 2004-15) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A1 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $62K | – | 0.05 |
| COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19) | Long | ABS-mortgage backed security | US | $163K | – | 0.12 |
| COUNTRYWIDE HOME LOANS CWHL 2006 20 1A21 (COUNTRYWIDE HOME LOANS 2006-20) | Long | ABS-mortgage backed security | US | $174K | – | 0.13 |
| COUNTRYWIDE HOME LOANS CWHL 2007 5 A51 (COUNTRYWIDE HOME LOANS 2007-5) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CPS AUTO TRUST CPS 2023 C A 144A (CPS AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $256K | – | 0.19 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $510K | – | 0.37 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 2A6 (CREDIT SUISSE MRTG CAPITAL CERT 2006-7) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2010 16 B9 144A (CREDIT SUISSE MORTGAGE TRUST 2010-16) | Long | ABS-mortgage backed security | US | $759K | – | 0.56 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $250K | – | 0.18 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $249K | – | 0.18 |
| CSAB MORTGAGE BACKED TRUST CSAB 2006 4 A6A (CSAB MORTGAGE BACKED TR 2006-4) | Long | ABS-mortgage backed security | US | $486K | – | 0.36 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/25 5.2 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $150K | – | 0.11 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A4 (DEUTSCHE ALT-A SEC INC MTGE LO 2005-1) | Long | ABS-mortgage backed security | US | $43K | – | 0.03 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR6 A6 (DEUTSCHE ALT-A SECURITIES INC 2006-AR6) | Long | ABS-mortgage backed security | US | $673K | – | 0.49 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $13M | – | 9.31 |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.74 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-77K | – | -0.06 | |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $371K | – | 0.27 |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $65K | 1K | 0.05 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A (DRYDEN 60 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $474K | – | 0.35 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $384K | – | 0.28 |
| EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A (EMC MORTGAGE LOAN TRUST 2002-B) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M3 (ENCORE CREDIT RECEIVABLES TRUST 2005-2) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $249K | – | 0.18 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 1 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-1) | Long | ABS-other | US | $218K | – | 0.16 |
| EQUINIX INC SR UNSECURED 03/28 1.55 | Long | Debt | US | $87K | – | 0.06 |
| ERADXULT TRS EQUITY FEDL01+65 *BULLET* M | Derivative-equity | US | $4M | – | 2.62 | |
| ERADXULT TRS EQUITY FEDL01+74.5 CBK | Derivative-equity | US | $-1M | – | -0.94 | |
| ERADXULT TRS EQUITY FEDL01+78.5 MYI | Derivative-equity | US | $-603K | – | -0.44 | |
| ERADXULT TRS EQUITY FEDL01+80 MEI | Derivative-equity | US | $-17K | – | -0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-4K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| FANNIE MAE FNR 2003 66 SA (FANNIE MAE 2003-66) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 15 AI (FANNIE MAE 2007-15) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FANNIE MAE FNR 2007 22 SW (FANNIE MAE REMICS 2007-22) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FANNIE MAE FNR 2007 25 FB (FANNIE MAE REMICS 2007-25) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 32 JS (FANNIE MAE REMICS 2007-32) | Long | ABS-mortgage backed security | US | $80K | – | 0.06 |
| FANNIE MAE FNR 2007 32 SA (FANNIE MAE REMICS 2007-32) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| FANNIE MAE FNR 2007 4 SL (FANNIE MAE 2007-4) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FANNIE MAE FNR 2007 70 FA (FANNIE MAE REMICS 2007-70) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2009 87 HS (FANNIE MAE 2009-87) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FANNIE MAE FNR 2010 111 FC (FANNIE MAE 2010-111) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FANNIE MAE FNR 2010 2 LS (FANNIE MAE 2010-2) | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| FANNIE MAE FNR 2011 40 SX (FANNIE MAE REMICS 2011-40) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2011 60 OA (FANNIE MAE REMICS 2011-60) | Long | ABS-mortgage backed security | US | $228K | – | 0.17 |
| FANNIEMAE ACES FNA 2020 M33 X2 (FANNIE MAE-ACES 2020-M33) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| FED HM LN PC POOL G18659 FG 09/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $398K | – | 0.29 |
| FED HM LN PC POOL QE8001 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $362K | – | 0.27 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $341K | – | 0.25 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF10 A5 (FIRST FRANKLIN MTG LOAN ABS 2005-FF10) | Long | ABS-mortgage backed security | US | $635K | – | 0.47 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5 (FIRST FRANKLIN MTG LOAN 2006-FF12) | Long | ABS-mortgage backed security | US | $145K | – | 0.11 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5 (FIRST FRANKLIN MTG LOAN ABS 2006-FF15) | Long | ABS-mortgage backed security | US | $115K | – | 0.08 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA10 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2005-AA10) | Long | ABS-mortgage backed security | US | $45K | – | 0.03 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3) | Long | ABS-mortgage backed security | US | $360K | – | 0.26 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $506K | – | 0.37 |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $76K | – | 0.06 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 2.01 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 3.90 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 5.21 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 6.32 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 5.67 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $200K | – | 0.15 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $199K | – | 0.15 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $362K | – | 0.27 |
| FREDDIE MAC FHR 2764 ZG (FREDDIE MAC 2764) | Long | ABS-mortgage backed security | US | $101K | – | 0.07 |
| FREDDIE MAC FHR 3218 SA (FREDDIE MAC 3218) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| FREDDIE MAC FHR 3311 FN (FREDDIE MAC 3311) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 3828 SY (FREDDIE MAC REMICS 3828) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 3848 WX (FREDDIE MAC REMICS 3848) | Long | ABS-mortgage backed security | US | $209K | – | 0.15 |
| FREDDIE MAC FHR 3922 GS (FREDDIE MAC REMICS 3922) | Long | ABS-mortgage backed security | US | $395K | – | 0.29 |
| FREDDIE MAC FHR 3951 US (FREDDIE MAC REMICS 3951) | Long | ABS-mortgage backed security | US | $91K | – | 0.07 |
| FREMONT HOME LOAN TRUST FHLT 2005 A M3 (FREMONT HOME LOAN TRUST 2005-A) | Long | ABS-mortgage backed security | US | $147K | – | 0.11 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $607K | – | 0.44 |
| FREMONT HOME LOAN TRUST FHLT 2006 D 1A1 (FREMONT HOME LOAN TRUST 2006-D) | Long | ABS-mortgage backed security | US | $259K | – | 0.19 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $14K | – | 0.01 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $250K | – | 0.18 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A) | Long | ABS-other | US | $262K | – | 0.19 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A) | Long | ABS-other | US | $335K | – | 0.25 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $699K | – | 0.51 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $310K | – | 0.23 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $302K | – | 0.22 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $298K | – | 0.22 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $558K | 1K | 0.41 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $409K | – | 0.30 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $500K | – | 0.37 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $100K | – | 0.07 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5 | Long | Debt | US | $192K | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19) | Long | ABS-mortgage backed security | US | $99K | – | 0.07 |
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A (GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $61K | – | 0.04 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $1M | – | 0.74 |
| GSAA HOME EQUITY TRUST GSAA 2006 10 AF4 (GSAA HOME EQUITY TRUST 2006-10) | Long | ABS-mortgage backed security | US | $127K | – | 0.09 |
| GSAA HOME EQUITY TRUST GSAA 2006 4 2A1 (GSAA HOME EQUITY TRUST 2006-4) | Long | ABS-mortgage backed security | US | $89K | – | 0.07 |
| GSAA HOME EQUITY TRUST GSAA 2006 5 2A1 (GSAA HOME EQUITY TRUST 2006-5) | Long | ABS-mortgage backed security | US | $92K | – | 0.07 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 1AV1 (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $218K | – | 0.16 |
| GSAA HOME EQUITY TRUST GSAA 2007 5 2A3A (GSAA HOME EQUITY TRUST 2007-5) | Long | ABS-mortgage backed security | US | $243K | – | 0.18 |
| GSAMP TRUST GSAMP 2006 HE8 A2D (GSAMP TRUST 2006-HE8) | Long | ABS-mortgage backed security | US | $496K | – | 0.36 |
| GSAMP TRUST GSAMP 2007 NC1 A1 (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $583K | – | 0.43 |
| GSAMP TRUST GSAMP 2007 NC1 A2B (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422 | Long | Debt | US | $33K | – | 0.02 |
| GSR MORTGAGE LOAN TRUST GSR 2004 4 2A2 (GSR MORTGAGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 4A5 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $39K | – | 0.03 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| GSR MORTGAGE LOAN TRUST GSR 2007 1F 2A4 (GSR MORTGAGE LOAN TRUST 2007-1F) | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A (HARBORVIEW MORTGAGE LOAN TRUST 2005-12) | Long | ABS-mortgage backed security | US | $485K | – | 0.36 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $300K | – | 0.22 |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $425K | 1K | 0.31 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $264K | 1K | 0.19 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $202K | – | 0.15 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $499K | – | 0.37 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $499K | – | 0.37 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $402K | – | 0.29 |
| IMPAC CMB TRUST IMM 2004 10 1A1 (IMPAC CMB TR 2004-10) | Long | ABS-mortgage backed security | US | $144K | – | 0.11 |
| IMPAC SECURED ASSETS CORP. IMSA 2005 1 4A (IMPAC SECURED ASSETS CMN OWNER TRUST 2005-1) | Long | ABS-mortgage backed security | US | $56K | – | 0.04 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $239K | – | 0.18 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR5 4A1 (INDYMAC INDX MTGE LOAN TRUST 2005-AR5) | Long | ABS-mortgage backed security | US | $338K | – | 0.25 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR12) | Long | ABS-mortgage backed security | US | $153K | – | 0.11 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A (INDYMAC INDX MTGE LOAN TRUST 2006-AR14) | Long | ABS-mortgage backed security | US | $853K | – | 0.63 |
| INF SWAP US IT 2.487 12/07/21-30Y LCH | Derivative-interest rate | US | $53K | – | 0.04 | |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $38K | 1K | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $250K | – | 0.18 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $250K | – | 0.18 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $213K | 1K | 0.16 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $11K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $853.33 | – | 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 09/18/24-10Y LCH | Derivative-interest rate | $-9K | – | -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 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $243.54 | – | 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 | $-626.37 | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-2K | – | -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 12/29/23-5Y LCH | Derivative-interest rate | $-2K | – | -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 | $-3K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-10K | – | -0.01 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $12K | – | 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 | – | 0.01 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $4K | – | 0.00 | ||
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $299K | – | 0.22 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $180K | 1K | 0.13 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $500K | – | 0.37 |
| 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 | $607K | – | 0.45 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $167K | – | 0.12 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 2A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 2A2 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $129K | – | 0.09 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R2) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $250K | 1K | 0.18 |
| JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $195K | – | 0.14 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $93K | – | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $187K | – | 0.14 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $399K | – | 0.29 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A (LCCM 2021-FL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $685K | – | 0.50 |
| LEHMAN MORTGAGE TRUST LMT 2006 7 1A2 (LEHMAN MORTGAGE TRUST 2006-7) | Long | ABS-mortgage backed security | US | $124K | – | 0.09 |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 (LEHMAN XS TRUST 2006 GP4) | Long | ABS-mortgage backed security | US | $437K | – | 0.32 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $629K | – | 0.46 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/26 VAR | Long | Debt | GB | $197K | – | 0.14 |
| LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A (LOANCORE ISSUER LTD 2021-CRE6) | Long | ABS-collateralized bond/debt obligation | KY | $577K | – | 0.42 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $250K | – | 0.18 |
| 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 | $200K | – | 0.15 |
| MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A) | Long | ABS-other | US | $131K | – | 0.10 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $502K | – | 0.37 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| MASTR ASSET SECURITIZATION TRU MASTR 2006 2 1A26 (MASTR ASSET SECURITIZATION TRUST 2006-2) | Long | ABS-mortgage backed security | US | $94K | – | 0.07 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $314K | 1K | 0.23 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $153K | 1K | 0.11 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3A (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $105K | – | 0.08 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $794K | – | 0.58 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 F1 2A6 (MERRILL LYNCH ALTERNATIVE NOTE ASSET 2007-F1) | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 2A2 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A3 6A1 (MERRILL LYNCH MTGE INVESTORS 2006-A3) | Long | ABS-mortgage backed security | US | $91K | – | 0.07 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $50K | – | 0.04 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $228K | – | 0.17 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $329K | – | 0.24 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.73 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $552K | 1K | 0.40 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 1 2A2 (MLCC MORTGAGE INVESTORS INC 2005-1) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 2A1 (MLCC MORTGAGE INVESTORS INC 2006-1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $253K | – | 0.19 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC2 M4 (MORGAN STANLEY ABS CAPITAL I 2005-NC2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $796K | – | 0.58 |
| MORGAN STANLEY DEAN WITTER CAP MSDWC 2002 AM3 A3 (MORGAN STANLEY DEAN WITTER CAP I2002-AM3) | Long | ABS-mortgage backed security | US | $100K | – | 0.07 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 2A2 (MORGAN STANLEY MTGE LN TRUST 2006-11) | Long | ABS-mortgage backed security | US | $50K | – | 0.04 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MORGAN STANLEY REREMIC TRUST MSRR 2011 R2 1A 144A (MORGAN STANLEY REREMIC TRUST 2011-R2) | Long | ABS-mortgage backed security | US | $52K | – | 0.04 |
| MORGAN STANLEY SR UNSECURED 01/27 VAR | Long | Debt | US | $597K | – | 0.44 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $107K | – | 0.08 |
| NEW YORK MORTGAGE TRUST NYMT 2022 SP1 A1 144A (NYMT LOAN TRUST 2022-SP1) | Long | ABS-mortgage backed security | US | $417K | – | 0.31 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.18 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 03/25 6.051 (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $200K | – | 0.15 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $93K | 1K | 0.07 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 (NOMURA ASSET ACCEPTANCE CORP 2005-AP2) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A1 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $78K | – | 0.06 |
| NOVASTAR MORTGAGE BACKED NOTES NMFT 2006 MTA1 1A1 (NOVASTAR MORTGAGE-BACKED NOTES 2006-MTA1) | Long | ABS-mortgage backed security | US | $321K | – | 0.24 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $537K | – | 0.39 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $423K | – | 0.31 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $919K | – | 0.67 |
| OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A (OCTANE RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $358K | – | 0.26 |
| 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 | $446K | – | 0.33 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $30K | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $24K | – | 0.02 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $208K | – | 0.15 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 5 A 144A (PAGAYA AI DEBT TRUST 2023-5) | Long | ABS-other | US | $189K | – | 0.14 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $535K | – | 0.39 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $248K | – | 0.18 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $249K | – | 0.18 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $1M | – | 0.95 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $14M | – | 10.22 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $100K | – | 0.07 |
| PRIME MORTGAGE TRUST PRIME 2006 1 2A7 (PRIME MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $204K | 1K | 0.15 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $582K | – | 0.43 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $593K | – | 0.43 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $141K | – | 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 | – | 0.17 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $191K | – | 0.14 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $415K | – | 0.30 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QH7) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS1 1A1 (RESIDENTIAL ACCREDIT LOANS 2007-QS1) | Long | ABS-mortgage backed security | US | $36K | – | 0.03 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 3A2 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4) | Long | ABS-mortgage backed security | US | $90K | – | 0.07 |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS4 AIIB (RESIDENTIAL ASSET SEC CORP 2003-KS4) | Long | ABS-mortgage backed security | US | $85K | – | 0.06 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 2A1 (RESIDENTIAL FUNDING MTGE SEC 2007-SA2) | Long | ABS-mortgage backed security | US | $187K | – | 0.14 |
| 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 | – | 1.46 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $1M | – | 0.84 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $347K | – | 0.25 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $574K | – | 0.42 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $201K | – | 0.15 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $149K | – | 0.11 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $60K | – | 0.04 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $226K | – | 0.17 | |
| 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 | $4K | – | 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 | $33K | – | 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 | $27K | – | 0.02 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $3K | – | 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 | $111K | – | 0.08 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $45K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $142K | – | 0.10 | |
| 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 | $2K | – | 0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-812.25 | – | -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/3.95000 09/13/23-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $65K | – | 0.05 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $107K | – | 0.08 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $739.61 | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $704.33 | – | 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 | $765.88 | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $2K | – | 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 | $-3K | – | -0.00 | |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $298K | – | 0.22 |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $317K | 1K | 0.23 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $468K | – | 0.34 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6) | Long | ABS-other | US | $504K | – | 0.37 |
| SARANAC CLO LTD SRANC 2014 2A A1AR 144A (SARANAC CLO II LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | JE | $48K | – | 0.04 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $699K | – | 0.51 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4) | Long | ABS-mortgage backed security | US | $366K | – | 0.27 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $292K | – | 0.21 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 3 A (SEQUOIA MORTGAGE TRUST 2004-3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 4A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $84K | – | 0.06 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $853K | – | 0.63 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20C) | Long | ABS-other | US | $7K | – | 0.01 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20H) | Long | ABS-other | US | $57K | – | 0.04 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $249K | – | 0.18 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $35K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $27K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $25K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $12K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $12K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $11K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $4K | – | 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 | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $18K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $6K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $7K | – | 0.01 | |
| 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 | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $451.32 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $8K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-788.26 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-7K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $8K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $8K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $6K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $717.1 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $409.69 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $2K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-182.73 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-399.27 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $5K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $5K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $4K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $23K | – | 0.02 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $219.73 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-133.85 | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $16K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $410.37 | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $20.22 | – | 0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $2K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-141.19 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $3K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 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 | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $660.2 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $478.96 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-198.25 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $14.47 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-776.4 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-482.14 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-526.32 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $482.82 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $57.88 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $944.57 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $629.43 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $293.27 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-545.51 | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-88.02 | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $180.47 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $368.5 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $199.37 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-14.36 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-9.95 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-137.02 | – | -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 | $891.31 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $718.81 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $701.13 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $628.18 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $447.58 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $368.35 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $92.08 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $2K | – | 0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $478K | – | 0.35 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $99K | – | 0.07 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $300K | – | 0.22 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4 (SPECIALTY UNDERWRITING & RESID 2006-AB1) | Long | ABS-mortgage backed security | US | $416K | – | 0.31 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C (SPECIALTY UNDERWRT& RES FIN 2006-BC3) | Long | ABS-mortgage backed security | US | $73K | – | 0.05 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1 (STRUCTURED ADJUSTABLE RT MTG LN 2004-20) | Long | ABS-mortgage backed security | US | $45K | – | 0.03 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 5A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC8 M3 (STRUCTURED ASSET INVEST LN TR 2003-BC8) | Long | ABS-mortgage backed security | US | $373K | – | 0.27 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $42K | – | 0.03 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A (SUNTRUST ADJR MRTG LN TR 2007-S1) | Long | ABS-mortgage backed security | US | $78K | – | 0.06 |
| THEOREM FUNDING TRUST THRM 2022 2A A 144A (THEOREM FUNDING TRUST 2022-2A) | Long | ABS-other | US | $159K | – | 0.12 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 1 II2A (THORNBURG MORTGAGE SECURITIES TR 2004-1) | Long | ABS-mortgage backed security | US | $50K | – | 0.04 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 4 3A (THORNBURG MORTGAGE SECURITIES TR 2004-4) | Long | ABS-mortgage backed security | US | $98K | – | 0.07 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $271K | – | 0.20 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 4A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $468.34 | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 4 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-4) | Long | ABS-mortgage backed security | US | $350.16 | – | 0.00 |
| 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 | – | 0.46 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $886K | – | 0.65 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $251K | 1K | 0.18 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.17 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $385K | – | 0.28 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $634K | – | 0.46 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $519K | – | 0.38 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $383K | – | 0.28 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.19 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 2.08 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.51 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $234K | – | 0.17 |
| UBS AG STAMFORD CT SR UNSECURED 01/25 7.95 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $404K | – | 0.30 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $490K | – | 0.36 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $628K | 1K | 0.46 |
| UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A (UPSTART SECURITIZATION TRUST 2022-3) | Long | ABS-other | US | $235K | – | 0.17 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $31K | – | 0.02 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $30K | – | 0.02 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $28K | – | 0.02 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $37K | – | 0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $16K | – | 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 | $1M | – | 1.06 |
| US TREASURY N/B 08/53 4.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.82 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $4K | – | 0.00 | |
| USAA AUTO OWNER TRUST USAOT 2023 A A2 144A (USAA AUTO OWNER TRUST 2023-A) | Long | ABS-other | US | $213K | – | 0.16 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $51K | 1K | 0.04 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.37 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $155K | – | 0.11 |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $98K | – | 0.07 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $324K | 1K | 0.24 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $250K | – | 0.18 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.18 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $84K | 1K | 0.06 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $123K | 1K | 0.09 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR6 A1 (WASHINGTON MUTUAL 2003-AR6) | Long | ABS-mortgage backed security | US | $51K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 (WASHINGTON MUTUAL 2004-AR14) | Long | ABS-mortgage backed security | US | $51K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6 (WASHINGTON MUTUAL 2005-AR12) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 1A3 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $211K | – | 0.15 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR7 A4 (WASHINGTON MUTUAL 2005-AR7) | Long | ABS-mortgage backed security | US | $45K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $67K | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $139K | – | 0.10 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A3 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $47K | – | 0.03 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A1B (WASHING MUTUAL MTGE P/T 2006-7) | Long | ABS-mortgage backed security | US | $186K | – | 0.14 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR1) | Long | ABS-mortgage backed security | US | $559K | – | 0.41 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR2 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR2) | Long | ABS-mortgage backed security | US | $66K | – | 0.05 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $860K | – | 0.63 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $383K | – | 0.28 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | Long | Debt | US | $301K | – | 0.22 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR12 2A1 (WELLS FARGO MTGE BK SEC TR 2006-AR12) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $351K | – | 0.26 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A2 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $873K | – | 0.64 |
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.