PIMCOFUNDS > PIMCO Funds

PIMCO Inflation Response Multi-Asset Fund

Fund of Funds

Series ID: S000033597

LEI: THF8EKD5U3IIE5DF6F03

SEC CIK: 810893

$1.81B Avg Monthly Net Assets

$3.02B Total Assets

$1.27B Total Liabilities

$1.75B Net Assets

PIMCO Inflation Response Multi-Asset 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 $1.81B. On August 28th, 2024 it reported 869 holdings, the largest being UMBS PASS THRU POOLS (10.5%), COMMODITY WAREHOUSE RECEIPT (9.4%) and UNITED STATES GOVT (7.7%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker
Class A	C000103229	PZRMX
Class I-2	C000103233	PPRMX
Class I-3	C000237486	PFRMX
Institutional	C000103232	PIRMX

Holdings

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

Name	Profile	Category	Country	Value $USD	# Shares	% of Fund
3175RWRC3 INF CAP FWD EU JUN35 3 CALL		Derivative-interest rate	DE	$-46K	–	-0.00
317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829		Derivative-interest rate	US	$-155K	–	-0.01
317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829		Derivative-interest rate	US	$-245K	–	-0.01
317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901		Derivative-interest rate	US	$-471K	–	-0.03
317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901		Derivative-interest rate	US	$-384K	–	-0.02
317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR		Derivative-interest rate	US	$-234K	–	-0.01
317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR		Derivative-interest rate	US	$-425K	–	-0.02
317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120		Derivative-interest rate	US	$-292K	–	-0.02
317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512		Derivative-interest rate	US	$-180K	–	-0.01
522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A)	Long	ABS-collateralized bond/debt obligation	KY	$394K	–	0.02
ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 (ALEXANDRIA REAL ESTATE EQUITIES INC)	Long	Equity-common	US	$595K	5K	0.03
ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC)	Long	Debt	CA	$600K	–	0.03
ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC)	Long	Debt	CA	$250K	–	0.01
ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC)	Long	Debt	CA	$249K	–	0.01
ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A (ALLEGRO CLO IX LTD 2018-3A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.13
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 (ALLIANCE BANCORP TRUST 2007-OA1)	Long	ABS-mortgage backed security	US	$384K	–	0.02
ALTIUM LTD COMMON STOCK (ALTIUM LIMITED)	Long	Equity-common	AU	$175K	4K	0.01
AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1 (AMBAC ASSURANCE CORPORATION)	Long	Debt	US	$40K	–	0.00
AMEDISYS INC COMMON STOCK USD.001	Long	Equity-common	US	$220K	2K	0.01
AMERICAN ASSETS TRUST INC REIT USD.01	Long	Equity-common	US	$309K	14K	0.02
AMERICAN HOMES 4 RENT A REIT USD.01	Long	Equity-common	US	$3M	74K	0.16
AMERICAN TOWER CORP REIT USD.01 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC))	Long	Equity-common	US	$990K	5K	0.06
AMERICOLD REALTY TRUST INC REIT USD.01	Long	Equity-common	US	$1M	52K	0.08
AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R3 M1 (AMERIQUEST MTAGE SEC INC 2004-R3)	Long	ABS-mortgage backed security	US	$128K	–	0.01
ANSYS INC COMMON STOCK USD.01	Long	Equity-common	US	$257K	800	0.01
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1)	Long	ABS-collateralized bond/debt obligation	KY	$5M	–	0.29
ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A)	Long	ABS-collateralized bond/debt obligation	KY	$108K	–	0.01
ARES EURO CLO ARESE 2013 6A ARR 144A (ARES EUROPEAN CLO VI BV 2013-6A)	Long	ABS-collateralized bond/debt obligation	IE	$633K	–	0.04
ARGENT SECURITIES INC. ARSI 2006 W4 A2C (ARGENT SECURITIES INC 2006-W4)	Long	ABS-mortgage backed security	US	$347K	–	0.02
ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A (ATLAS SENIOR LOAN FUND LTD 2018-10A)	Long	ABS-collateralized bond/debt obligation	KY	$406K	–	0.02
AUST 10Y BOND FUT SEP24 XSFE 20240916		Derivative-interest rate	AU	$-88K	–	-0.01
AVALONBAY COMMUNITIES INC REIT USD.01	Long	Equity-common	US	$4M	18K	0.21
BABSON CLO LTD BABSN 2015 IA AR 144A (BABSON CLO LTD 2015-IA)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.09
BACARDI MARTINI B V (BACARDI-MARTINI BV)	Long	Debt	US	$250K	–	0.01
BACARDI MARTINI B V (BACARDI-MARTINI BV)	Long	Debt	US	$249K	–	0.01
BACARDI MARTINI B V (BACARDI-MARTINI BV)	Long	Debt	US	$248K	–	0.01
BAIN CAPITAL EURO CLO BCCE 2020 1A A 144A (BAIN CAPITAL EURO CLO 2020-1 DAC 20-1A)	Long	ABS-collateralized bond/debt obligation	IE	$642K	–	0.04
BANC OF AMERICA ALTERNATIVE LO BOAA 2005 11 4A1 (BANC OF AMERICA ALT LOAN TRUST 2005-11)	Long	ABS-mortgage backed security	US	$275K	–	0.02
BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB17 (BANC OF AMERICA ALT LOAN TRUST 2006-5)	Long	ABS-mortgage backed security	US	$201K	–	0.01
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1 (BANK OF AMERICA MTG SEC 2005-3)	Long	ABS-mortgage backed security	US	$34K	–	0.00
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1 (BANK OF AMERICA MTGE SEC 2005-G)	Long	ABS-mortgage backed security	US	$39K	–	0.00
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 (BANK OF AMERICA MTGE SECS-2005-J)	Long	ABS-mortgage backed security	US	$37K	–	0.00
BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION)	Long	Equity-preferred	US	$667K	670K	0.04
BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A (BABSON CLO LTD 2016-2A)	Long	ABS-collateralized bond/debt obligation	KY	$4M	–	0.25
BCAP LLC TRUST BCAP 2011 RR5 10A6 144A (BCAP LLC TRUST 2011-RR5)	Long	ABS-mortgage backed security	US	$164K	–	0.01
BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC)	Long	ABS-collateralized bond/debt obligation	US	$7M	–	0.42
BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2006-2)	Long	ABS-mortgage backed security	US	$78K	–	0.00
BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2)	Long	ABS-mortgage backed security	US	$2M	–	0.09
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.12
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A (BENEFIT STREET PARTNERS CLO XVI LTD)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.07
BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A (BENEFIT STREET PARTNERS CLO XVII LTD)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.06
BONOS DE TESORERIA SR UNSECURED 08/32 6.15 (PERU GOVT)	Long	Debt	PE	$251K	–	0.01
BOSTON PROPERTIES INC REIT USD.01 (BXP INC)	Long	Equity-common	US	$341K	6K	0.02
BOUGHT AUD SOLD USD 20240702		Derivative-foreign exchange	AU	$11K	–	0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-2K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-7K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-18K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-50K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-52K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-54K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-54K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-67K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-84K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-100K	–	-0.01
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-103K	–	-0.01
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-136K	–	-0.01
BOUGHT BRL SOLD USD 20240802		Derivative-foreign exchange	BR	$-437K	–	-0.03
BOUGHT BRL SOLD USD 20240904		Derivative-foreign exchange	BR	$-54K	–	-0.00
BOUGHT CAD SOLD USD 20240702		Derivative-foreign exchange	CA	$11K	–	0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-16K	–	-0.00
BOUGHT CLP SOLD USD 20240711		Derivative-foreign exchange	CL	$-39K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-11K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-14K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-27K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-29K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-30K	–	-0.00
BOUGHT CNY SOLD USD 20240705		Derivative-foreign exchange	CN	$-124.26	–	-0.00
BOUGHT CNY SOLD USD 20240705		Derivative-foreign exchange	CN	$-4K	–	-0.00
BOUGHT CNY SOLD USD 20240705		Derivative-foreign exchange	CN	$-221K	–	-0.01
BOUGHT CNY SOLD USD 20240806		Derivative-foreign exchange	CN	$-1K	–	-0.00
BOUGHT COP SOLD USD 20240815		Derivative-foreign exchange	CO	$-45K	–	-0.00
BOUGHT CZK SOLD USD 20240719		Derivative-foreign exchange	CZ	$-83K	–	-0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$26K	–	0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$12K	–	0.00
BOUGHT DKK SOLD USD 20240802		Derivative-foreign exchange	DK	$337.49	–	0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-2K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-5K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-78K	–	-0.00
BOUGHT EUR SOLD USD 20240802		Derivative-foreign exchange		$792.78	–	0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-331.27	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-345.57	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-86K	–	-0.00
BOUGHT GBP SOLD USD 20240802		Derivative-foreign exchange	GB	$-25K	–	-0.00
BOUGHT HUF SOLD USD 20240719		Derivative-foreign exchange	HU	$29K	–	0.00
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$379.59	–	0.00
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$355.88	–	0.00
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$731.78	–	0.00
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$-52K	–	-0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-5K	–	-0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-14K	–	-0.00
BOUGHT ILS SOLD USD 20240719		Derivative-foreign exchange	IL	$-31K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$10K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$8K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$4K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$4K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$3K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$2K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$2K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$2K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$1K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$687.26	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$321.15	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$177.09	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-1K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-2K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-3K	–	-0.00
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-465K	–	-0.03
BOUGHT KRW SOLD USD 20240708		Derivative-foreign exchange	KR	$-197.48	–	-0.00
BOUGHT MXN SOLD USD 20240715		Derivative-foreign exchange	MX	$22.69	–	0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$13K	–	0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$-527K	–	-0.03
BOUGHT MYR SOLD USD 20240717		Derivative-foreign exchange	MY	$-9K	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-2K	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-17K	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-21K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-3K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-6K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-10K	–	-0.00
BOUGHT PHP SOLD USD 20240920		Derivative-foreign exchange	PH	$8K	–	0.00
BOUGHT PHP SOLD USD 20240920		Derivative-foreign exchange	PH	$5K	–	0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$46K	–	0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$1K	–	0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-21.79	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-122.91	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-787.74	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-2K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-5K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-8K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-8K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-8K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-10K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-10K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-13K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-20K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-24K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-32K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-32K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-68K	–	-0.00
BOUGHT RON SOLD USD 20240719		Derivative-foreign exchange	RO	$-25K	–	-0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$76.07	–	0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$-9K	–	-0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$-40K	–	-0.00
BOUGHT SGD SOLD USD 20240802		Derivative-foreign exchange	SG	$1K	–	0.00
BOUGHT THB SOLD USD 20240719		Derivative-foreign exchange	TH	$9.39	–	0.00
BOUGHT THB SOLD USD 20240719		Derivative-foreign exchange	TH	$-10K	–	-0.00
BOUGHT TRY SOLD USD 20240716		Derivative-foreign exchange	TR	$24K	–	0.00
BOUGHT TRY SOLD USD 20240722		Derivative-foreign exchange	TR	$110K	–	0.01
BOUGHT TRY SOLD USD 20240808		Derivative-foreign exchange	TR	$66K	–	0.00
BOUGHT TRY SOLD USD 20240909		Derivative-foreign exchange	TR	$89K	–	0.01
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-37.52	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-150.08	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-182.36	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-255.94	–	-0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$123K	–	0.01
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$27K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$160.11	–	0.00
BRENT CRUDE FUTR DEC25 IFEU 20251031		Derivative-commodity	GB	$-43K	–	-0.00
BRENT CRUDE FUTR MAR25 IFEU 20250131		Derivative-commodity	GB	$554K	–	0.03
BRIXMOR PROPERTY GROUP INC REIT USD.01	Long	Equity-common	US	$104K	4K	0.01
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 (ITALY GOVT)	Long	Debt	IT	$44M	–	2.54
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 (ITALY GOVT)	Long	Debt	IT	$3M	–	0.18
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 (ITALY GOVT)	Long	Debt	IT	$1M	–	0.07
CA CARBON ALLOW 24DEC24 IFED 20241224		Derivative-commodity	US	$3K	–	0.00
CA CARBON ALLOW 25DEC25 IFED 20251224		Derivative-commodity	US	$-355K	–	-0.02
CAMDEN PROPERTY TRUST REIT USD.01	Long	Equity-common	US	$1M	11K	0.07
CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A)	Long	ABS-collateralized bond/debt obligation	JE	$1M	–	0.07
CAPRI HOLDINGS LTD COMMON STOCK (CAPRI HOLDINGS LIMITED (AKA: MICHAEL KORS HOLDINGS LTD))	Long	Equity-common	VG	$172K	5K	0.01
CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA)	Long	ABS-collateralized bond/debt obligation	KY	$354K	–	0.02
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A)	Long	ABS-collateralized bond/debt obligation	KY	$190K	–	0.01
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A (CARLYLE US CLO LTD 2017-4)	Long	ABS-collateralized bond/debt obligation	KY	$358K	–	0.02
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.07
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A (CARLYLE EURO CLO 2017-2 DAC 17-2A)	Long	ABS-collateralized bond/debt obligation	IE	$4M	–	0.25
CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A)	Long	ABS-collateralized bond/debt obligation	KY	$652K	–	0.04
CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A (CBAM 2018-6 LTD 2019-10A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.14
CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A)	Long	ABS-collateralized bond/debt obligation	KY	$612K	–	0.04
CEDAR FUNDING LTD CEDF 2016 5A A1R 144A (CEDAR FUNDING V CLO LTD 2016-5A)	Long	ABS-collateralized bond/debt obligation	KY	$796K	–	0.05
CEREVEL THERAPEUTICS HOLDING COMMON STOCK USD.0001 (CEREVEL THERAPEUTICS HOLDINGS INC)	Long	Equity-common	US	$315K	8K	0.02
CIFC FUNDING LTD CIFC 2014 5A A1R2 144A (CIFC FUNDING LTD 2014-5A)	Long	ABS-collateralized bond/debt obligation	KY	$567K	–	0.03
CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A)	Long	ABS-collateralized bond/debt obligation	KY	$190K	–	0.01
CIFC FUNDING LTD CIFC 2018 1A A 144A (CIFC FUNDING LTD 2018-1A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.14
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM2 1CB1 (CITIGROUP MORTGAGE LOAN TR 2004-NCM2)	Long	ABS-mortgage backed security	US	$702K	–	0.04
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3)	Long	ABS-mortgage backed security	US	$2M	–	0.13
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A (CITIGROUP MTGE LOAN TR INC 2007-AMC2)	Long	ABS-mortgage backed security	US	$151K	–	0.01
CMBX.NA.AAA.10 SP GST		Derivative-credit	US	$-8K	–	-0.00
CMBX.NA.AAA.10 SP MYC		Derivative-credit	US	$-35K	–	-0.00
CMBX.NA.AAA.10 SP UAG		Derivative-credit	US	$-14K	–	-0.00
CMBX.NA.AAA.8 SP GST		Derivative-credit	US	$-399.01	–	-0.00
CMBX.NA.AAA.9 SP GST		Derivative-credit	US	$-2K	–	-0.00
COCOA FUTURE DEC24 IFUS 20241213		Derivative-commodity	US	$-23K	–	-0.00
COCOA FUTURE MAR25 IFUS 20250314		Derivative-commodity	US	$-8K	–	-0.00
COCOA FUTURE SEP24 IFUS 20240913		Derivative-commodity	US	$13K	–	0.00
COF US TRS EQUITY FEDL01+10 BRC		Derivative-equity	US	$-2K	–	-0.00
COFFEE 'C' FUTURE DEC24 IFUS 20241218		Derivative-commodity	US	$142K	–	0.01
COMM SWAP PIMCODB CIB		Derivative-commodity	US	$311K	–	0.02
COMM SWAP PIMCODB MAC		Derivative-commodity	US	$640K	–	0.04
CONAGRA BRANDS INC	Long	Debt	US	$250K	–	0.01
CONSTELLATION BRANDS INC	Long	Debt	US	$448K	–	0.03
CONSTELLATION BRANDS INC	Long	Debt	US	$299K	–	0.02
CONSTELLATION BRANDS INC	Long	Debt	US	$249K	–	0.01
CONSTELLATION BRANDS INC	Long	Debt	US	$249K	–	0.01
CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC)	Long	Debt	US	$399K	–	0.02
CONTEGO CLO DAC CONTE 4A AR 144A (CONTEGO CLO IV DAC 4A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.07
COP US TRS EQUITY FEDL01+0 BOA		Derivative-equity	US	$-2K	–	-0.00
COPPER FUTURE DEC24 XCEC 20241227		Derivative-commodity	US	$-58K	–	-0.00
COPPER FUTURE SEP24 XCEC 20240926		Derivative-commodity	US	$-598K	–	-0.03
COPT DEFENSE PROPERTIES REIT USD.01	Long	Equity-common	US	$291K	12K	0.02
CORDATUS CLO PLC CORDA 3A A1RR 144A (CVC CORDATUS LOAN FUND III LTD CORDA-A)	Long	ABS-collateralized bond/debt obligation	IE	$432K	–	0.02
CORN FUTURE DEC24 XCBT 20241213		Derivative-commodity	US	$-39K	–	-0.00
CORN FUTURE OPTN DEC24P 400 EXP 11/22/2024		Derivative-commodity	US	$-100K	–	-0.01
CORN FUTURE OPTN SEP24C 450 EXP 08/23/2024		Derivative-commodity	US	$8K	–	0.00
COTTON NO.2 FUTR DEC24 IFUS 20241206		Derivative-commodity	US	$-131K	–	-0.01
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-43)	Long	ABS-mortgage backed security	US	$5K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB)	Long	ABS-mortgage backed security	US	$19K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A5 (COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB)	Long	ABS-mortgage backed security	US	$76K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4 (COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB)	Long	ABS-mortgage backed security	US	$42K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3 (COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1)	Long	ABS-mortgage backed security	US	$46K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17)	Long	ABS-mortgage backed security	US	$107K	–	0.01
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB)	Long	ABS-mortgage backed security	US	$443K	–	0.03
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A13 (COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB)	Long	ABS-mortgage backed security	US	$61K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A4 (COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB)	Long	ABS-mortgage backed security	US	$71K	–	0.00
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 (COUNTRYWIDE ASSET-BACKED CERTS 2005-13)	Long	ABS-mortgage backed security	US	$35K	–	0.00
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 (COUNTRYWIDE ASSET-BACKED CERT 2005-5)	Long	ABS-mortgage backed security	US	$1M	–	0.06
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 (COUNTRYWIDE ASSET-BACKED CERTI 2006-19)	Long	ABS-mortgage backed security	US	$2M	–	0.10
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-21)	Long	ABS-mortgage backed security	US	$745K	–	0.04
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1)	Long	ABS-mortgage backed security	US	$224K	–	0.01
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-6)	Long	ABS-mortgage backed security	US	$58K	–	0.00
COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2 (COUNTRYWIDE HOME LOANS 2005-3)	Long	ABS-mortgage backed security	US	$141K	–	0.01
COUNTRYWIDE HOME LOANS CWHL 2007 1 A1 (COUNTRYWIDE HOME LOANS 2007-1)	Long	ABS-mortgage backed security	US	$212K	–	0.01
COUNTRYWIDE HOME LOANS CWHL 2007 10 A5 (COUNTRYWIDE HOME LOANS 2007-10)	Long	ABS-mortgage backed security	US	$419K	–	0.02
COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1 (COUNTRYWIDE HOME LOANS 2007-4)	Long	ABS-mortgage backed security	US	$163K	–	0.01
CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A (CQS US CLO 2022-2A LTD)	Long	ABS-collateralized bond/debt obligation	JE	$1M	–	0.07
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.08
CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Debt	US	$599K	–	0.03
CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Debt	US	$299K	–	0.02
CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Debt	US	$249K	–	0.01
CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Debt	US	$597K	–	0.03
CROWN CASTLE INC REIT USD.01 (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Equity-common	US	$758K	8K	0.04
CRUDE OIL FUT OPT AUG24C 84 EXP 07/17/2024		Derivative-commodity	US	$-3K	–	-0.00
CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A (CSAB MTGE BACKED PASS-THRU CERTS 2006-1)	Long	ABS-mortgage backed security	US	$99K	–	0.01
CUBESMART REIT USD.01	Long	Equity-common	US	$322K	7K	0.02
CVX US TRS EQUITY FEDL01-15 MYI		Derivative-equity	US	$19K	–	0.00
DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A (DENALI CAPITAL CLO XII LTD 2016-1A)	Long	ABS-collateralized bond/debt obligation	KY	$318K	–	0.02
DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3)	Long	ABS-mortgage backed security	US	$129K	–	0.01
DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1 (DEUTSCHE ALT-A SEC INC MTGE LO 2007-AB1)	Long	ABS-mortgage backed security	US	$237K	–	0.01
DEUTSCHE BANK REPO REPO	Long	Repurchase agreement	US	$4M	–	0.25
DIAMOND OFFSHORE DRILLING IN COMMON STOCK USD.0001 (DIAMOND OFFSHORE DRILLING INC)	Long	Equity-common	US	$160K	10K	0.01
DIAMONDROCK HOSPITALITY CO REIT USD.01 (DIAMONDROCK HOSPITALITY COMPANY)	Long	Equity-common	US	$842K	100K	0.05
DIGITAL REALTY TRUST INC REIT USD.01	Long	Equity-common	US	$5M	30K	0.26
DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01	Long	Equity-common	US	$235K	2K	0.01
DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A (DRYDEN 35 EURO CLO 2014 BV 14-35A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.06
DRYDEN SENIOR LOAN FUND DRSLF 2018 57A A 144A (DRYDEN 57 CLO LTD 2018-57A)	Long	ABS-collateralized bond/debt obligation	KY	$834K	–	0.05
DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A (DRYDEN CLO LTD 2018-64A)	Long	ABS-collateralized bond/debt obligation	KY	$464K	–	0.03
DWRTFT TRS EQUITY FEDL01+33 MYI		Derivative-equity	US	$110K	–	0.01
DWRTFT TRS EQUITY FEDL01+38 MYI		Derivative-equity	US	$495K	–	0.03
DWRTFT TRS EQUITY FEDL01+38.5 CBK		Derivative-equity	US	$515K	–	0.03
DWRTFT TRS EQUITY FEDL01+41 MYI		Derivative-equity	US	$358K	–	0.02
DWRTFT TRS EQUITY FEDL01+44 MYI		Derivative-equity	US	$506K	–	0.03
ECX EMISSION DEC24 NDEX 20241216		Derivative-commodity	NL	$195K	–	0.01
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.13
ENTERGY CORP (ENTERGY CORPORATION)	Long	Debt	US	$299K	–	0.02
ENTERGY CORP (ENTERGY CORPORATION)	Long	Debt	US	$250K	–	0.01
ENTERGY CORP (ENTERGY CORPORATION)	Long	Debt	US	$249K	–	0.01
ENTERGY CORP (ENTERGY CORPORATION)	Long	Debt	US	$249K	–	0.01
EQUINIX INC REIT USD.001	Long	Equity-common	US	$6M	8K	0.36
EQUITY LIFESTYLE PROPERTIES REIT USD.01 (EQUITY LIFESTYLE PROPERTIES INC)	Long	Equity-common	US	$2M	31K	0.12
EQUITY RESIDENTIAL REIT USD.01	Long	Equity-common	US	$3M	42K	0.17
ESSEX PROPERTY TRUST INC REIT USD.0001	Long	Equity-common	US	$839K	3K	0.05
EURO STOXX 50 SEP24 XEUR 20240920		Derivative-equity	DE	$-271K	–	-0.02
EURO-BOBL FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$-103K	–	-0.01
EURO-BTP FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$-714K	–	-0.04
EURO-BUND FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$-328K	–	-0.02
EURO-BUXL 30Y BND SEP24 XEUR 20240906		Derivative-interest rate	DE	$-416K	–	-0.02
EURO-OAT FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$591K	–	0.03
EURO-SCHATZ FUT SEP24 XEUR 20240906		Derivative-interest rate	DE	$77K	–	0.00
EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024		Derivative-interest rate	DE	$-47K	–	-0.00
EXTRA SPACE STORAGE INC REIT USD.01	Long	Equity-common	US	$2M	10K	0.09
FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$728K	–	0.04
FEDERAL REALTY INVS TRUST REIT USD.01 (FEDERAL REALTY INVESTMENT TRUST)	Long	Equity-common	US	$889K	9K	0.05
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 (FIRST FRANKLIN MTG LOAN 2005-FF12)	Long	ABS-mortgage backed security	US	$2M	–	0.11
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7 (FIRST HORIZON ALT MTG SEC 2006-FA8)	Long	ABS-mortgage backed security	US	$20K	–	0.00
FIRST INDUSTRIAL REALTY TR REIT USD.01 (FIRST INDUSTRIAL REALTY TRUST INC)	Long	Equity-common	US	$2M	41K	0.11
FIXED INC CLEARING CORP.REPO	Long	Repurchase agreement	US	$831K	–	0.05
FNMA POOL FS3519 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.06
FNMA POOL MA4700 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$881K	–	0.05
FNMA POOL MA4733 FN 09/52 FIXED 4.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$926K	–	0.05
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$29M	–	1.68
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$183M	–	10.48
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$38M	–	2.17
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$29M	–	1.69
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$82M	–	4.69
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$27M	–	1.54
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 (FRANCE GOVT)	Long	Debt	FR	$21M	–	1.20
FRANCE (GOVT OF) BONDS 144A REGS 07/24 0.25 (FRANCE GOVT)	Long	Debt	FR	$54M	–	3.07
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 (FRANCE GOVT)	Long	Debt	FR	$14M	–	0.79
FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 (FRANCE GOVT)	Long	Debt	FR	$108K	–	0.01
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C)	Long	ABS-mortgage backed security	US	$153K	–	0.01
FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 (FREMONT HOME LOAN TRUST 2006-C)	Long	ABS-mortgage backed security	US	$2M	–	0.09
FREMONT HOME LOAN TRUST FHLT 2006 C 2A3 (FREMONT HOME LOAN TRUST 2006-C)	Long	ABS-mortgage backed security	US	$907K	–	0.05
FTSE 100 IDX FUT SEP24 IFLL 20240920		Derivative-equity	GB	$-67K	–	-0.00
GAMING AND LEISURE PROPERTIE REIT (GAMING AND LEISURE PROPERTIES INC)	Long	Equity-common	US	$2M	37K	0.10
GASOLINE RBOB FUT DEC24 XNYM 20241129		Derivative-commodity	US	$-20K	–	-0.00
GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC)	Long	Debt	US	$250K	–	0.01
GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC)	Long	Debt	US	$249K	–	0.01
GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$85M	–	4.88
GOLD 100 OZ FUTR AUG24 XCEC 20240828		Derivative-commodity	US	$1M	–	0.06
GOLD 100 OZ FUTR DEC24 XCEC 20241227		Derivative-commodity	US	$2K	–	0.00
GOLD CMX WR FAC 2001 JPM MSC (COMMODITY WAREHOUSE RECEIPT)	Long	Commodity	US	$164M	71K	9.40
GOLD CMX WR FAC 3002 SCOTIA MSC (COMMODITY WAREHOUSE RECEIPT)	Long	Commodity	US	$21M	9K	1.19
GOLD CMX WR FAC 4001(BRNIKS) MSC (COMMODITY WAREHOUSE RECEIPT)	Long	Commodity	US	$23M	10K	1.29
GOLD CMX WR FAC 4002(BRNIKS 2) MSC (COMMODITY WAREHOUSE RECEIPT)	Long	Commodity	US	$15M	6K	0.86
GOLD CMX WR FAC 4003 (BRINKS 3 MSC (COMMODITY WAREHOUSE RECEIPT)	Long	Commodity	US	$10M	4K	0.59
GOLD CMX WR FAC 5001 HSBC MSC (COMMODITY WAREHOUSE RECEIPT)	Long	Commodity	US	$72M	31K	4.14
GOLD CMX WR FAC 6001 DELAWARE DELAWARE MSC (COMMODITY WAREHOUSE RECEIPT)	Long	Commodity	US	$232K	100	0.01
GOLD CMX WR FAC 6010 DELAWARE MSC (COMMODITY WAREHOUSE RECEIPT)	Long	Commodity	US	$9M	4K	0.50
GOLDENTREE LOAN MANAGEMENT EUR GLME 3A AR 144A (GOLDENTREE LOAN MANAGEMENT EUR CLO 3 DAC 3A)	Long	ABS-collateralized bond/debt obligation	IE	$3M	–	0.17
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15)	Long	ABS-mortgage backed security	US	$866K	–	0.05
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07)	Long	ABS-mortgage backed security	US	$965K	–	0.06
GRIFONAS FINANCE PLC GRIF 1 A REGS (GRIFONAS FINANCE NO.1 PLC GRIF-1)	Long	ABS-mortgage backed security	GB	$181K	–	0.01
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY)	Long	ABS-mortgage backed security	US	$3M	–	0.15
GSR MORTGAGE LOAN TRUST GSR 2005 8F 3A1 (GSR MORTGAGE LOAN TRUST 2005-8F)	Long	ABS-mortgage backed security	US	$114K	–	0.01
GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6)	Long	ABS-mortgage backed security	US	$6K	–	0.00
HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A)	Long	ABS-collateralized bond/debt obligation	KY	$601K	–	0.03
HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A (HALSEYPOINT CLO 2 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$357K	–	0.02
HARVEST CLO HARVT 12A AR 144A (HARVEST CLO XII DAC 12A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.06
HASHICORP INC CL A COMMON STOCK USD.000015	Long	Equity-common	US	$259K	8K	0.01
HAYFIN EMERALD CLO HAYEM 10A AR 144A (HAYFIN EMERALD CLO X DAC 10A)	Long	ABS-collateralized bond/debt obligation	IE	$2M	–	0.12
HEALTHCARE REALTY TRUST INC REIT USD.01 (HEALTHCARE REALTY TRUST INCORPORATED)	Long	Equity-common	US	$705K	43K	0.04
HEALTHPEAK PROPERTIES INC REIT USD1.0	Long	Equity-common	US	$2M	86K	0.10
HENRY HB LD1 APR30 IFED 20300327		Derivative-commodity	US	$-4K	–	-0.00
HENRY HB LD1 APR31 IFED 20310327		Derivative-commodity	US	$-1K	–	-0.00
HENRY HB LD1 AUG30 IFED 20300729		Derivative-commodity	US	$-1K	–	-0.00
HENRY HB LD1 AUG31 IFED 20310729		Derivative-commodity	US	$-346.03	–	-0.00
HENRY HB LD1 DEC30 IFED 20301126		Derivative-commodity	US	$4K	–	0.00
HENRY HB LD1 DEC31 IFED 20311125		Derivative-commodity	US	$2K	–	0.00
HENRY HB LD1 FEB30 IFED 20300129		Derivative-commodity	US	$5K	–	0.00
HENRY HB LD1 FEB31 IFED 20310129		Derivative-commodity	US	$2K	–	0.00
HENRY HB LD1 JAN30 IFED 20291227		Derivative-commodity	US	$7K	–	0.00
HENRY HB LD1 JAN31 IFED 20301227		Derivative-commodity	US	$2K	–	0.00
HENRY HB LD1 JUL30 IFED 20300626		Derivative-commodity	US	$-2K	–	-0.00
HENRY HB LD1 JUL31 IFED 20310626		Derivative-commodity	US	$-421.03	–	-0.00
HENRY HB LD1 JUN30 IFED 20300529		Derivative-commodity	US	$-3K	–	-0.00
HENRY HB LD1 JUN31 IFED 20310528		Derivative-commodity	US	$-888.53	–	-0.00
HENRY HB LD1 MAR30 IFED 20300226		Derivative-commodity	US	$11.12	–	0.00
HENRY HB LD1 MAR31 IFED 20310226		Derivative-commodity	US	$-63.53	–	-0.00
HENRY HB LD1 MAY30 IFED 20300426		Derivative-commodity	US	$-4K	–	-0.00
HENRY HB LD1 MAY31 IFED 20310428		Derivative-commodity	US	$-1K	–	-0.00
HENRY HB LD1 NOV30 IFED 20301029		Derivative-commodity	US	$971.12	–	0.00
HENRY HB LD1 NOV31 IFED 20311029		Derivative-commodity	US	$453.97	–	0.00
HENRY HB LD1 OCT30 IFED 20300926		Derivative-commodity	US	$-1K	–	-0.00
HENRY HB LD1 OCT31 IFED 20310926		Derivative-commodity	US	$-271.03	–	-0.00
HENRY HB LD1 SEP30 IFED 20300828		Derivative-commodity	US	$-2K	–	-0.00
HENRY HB LD1 SEP31 IFED 20310827		Derivative-commodity	US	$-446.03	–	-0.00
HESS CORP COMMON STOCK USD1.0 (HESS CORPORATION)	Long	Equity-common	US	$413K	3K	0.02
HIGHWOODS PROPERTIES INC REIT USD.01	Long	Equity-common	US	$289K	11K	0.02
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 (HILTON WORLDWIDE HOLDINGS INC)	Long	Equity-common	US	$508K	2K	0.03
HOME EQUITY ASSET TRUST HEAT 2005 8 M2 (HOME EQUITY PASS-THRU CERTS 2005-8)	Long	ABS-mortgage backed security	US	$3M	–	0.15
HOST HOTELS + RESORTS INC REIT USD.01 (HOST HOTELS & RESORTS INC)	Long	Equity-common	US	$1M	67K	0.07
HOWARD HUGHES HOLDINGS INC COMMON STOCK	Long	Equity-common	US	$586K	9K	0.03
HSBC REPO	Long	Repurchase agreement	US	$47M	–	2.70
HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3 (HSI ASSET SEC CORP TRUST 2006-WMC1)	Long	ABS-mortgage backed security	US	$2M	–	0.12
ICG US CLO LTD ICG 2018 2A A 144A (ICG US CLO LTD 2018-2A)	Long	ABS-collateralized bond/debt obligation	KY	$786K	–	0.04
INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11 (INDYMAC IMSC MTGE LN TRUST 2007-HOA1)	Long	ABS-mortgage backed security	US	$213K	–	0.01
INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 (INDYMAC INDB MORTGAGE LOAN TR 2006-1)	Long	ABS-mortgage backed security	US	$230K	–	0.01
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A)	Long	ABS-mortgage backed security	US	$204K	–	0.01
INF SWAP EM NI 1.38 03/15/21-10Y LCH		Derivative-interest rate		$-5M	–	-0.28
INF SWAP EM NI 2.356 11/15/23-10Y LCH		Derivative-interest rate		$223K	–	0.01
INF SWAP EM NI 2.359 08/15/22-8Y LCH		Derivative-interest rate		$267K	–	0.02
INF SWAP EM NI 2.3625 11/15/23-10Y LCH		Derivative-interest rate		$130K	–	0.01
INF SWAP EM NI 2.39 11/15/23-10Y LCH		Derivative-interest rate		$154K	–	0.01
INF SWAP EM NI 2.421 05/15/22-30Y LCH		Derivative-interest rate		$-74K	–	-0.00
INF SWAP EM NI 2.47 07/15/22-10Y LCH		Derivative-interest rate		$107K	–	0.01
INF SWAP EM NI 2.4875 05/15/22-15Y LCH		Derivative-interest rate		$2K	–	0.00
INF SWAP EM NI 2.5475 11/15/23-30Y LCH		Derivative-interest rate		$-62K	–	-0.00
INF SWAP EM NI 2.55 04/15/22-30Y LCH		Derivative-interest rate		$-37K	–	-0.00
INF SWAP EM NI 2.57 06/15/22-10Y LCH		Derivative-interest rate		$116K	–	0.01
INF SWAP EM NI 2.58 03/15/22-30Y LCH		Derivative-interest rate		$-69K	–	-0.00
INF SWAP EM NI 2.59 03/15/22-30Y LCH		Derivative-interest rate		$-91K	–	-0.01
INF SWAP EM NI 2.59 12/15/22-30Y LCH		Derivative-interest rate		$74K	–	0.00
INF SWAP EM NI 2.6 05/15/22-10Y LCH		Derivative-interest rate		$241K	–	0.01
INF SWAP EM NI 2.62 11/15/23-30Y LCH		Derivative-interest rate		$-55K	–	-0.00
INF SWAP EM NI 2.68 04/15/23-30Y LCH		Derivative-interest rate		$509K	–	0.03
INF SWAP EM NI 2.682 10/15/23-30Y LCH		Derivative-interest rate		$145K	–	0.01
INF SWAP EM NI 2.7 04/15/23-30Y LCH		Derivative-interest rate		$273K	–	0.02
INF SWAP EM NI 2.72 06/15/22-10Y LCH		Derivative-interest rate		$-55K	–	-0.00
INF SWAP EM NI 2.736 10/15/23-30Y LCH		Derivative-interest rate		$296K	–	0.02
INF SWAP EM NI 2.763 09/15/23-30Y LCH		Derivative-interest rate		$628K	–	0.04
INF SWAP EM NI 2.965 05/15/22-5Y LCH		Derivative-interest rate		$265K	–	0.02
INF SWAP EM NI 3.0 05/15/22-5Y LCH		Derivative-interest rate		$215K	–	0.01
INF SWAP EM NI 3.13 05/15/22-5Y LCH		Derivative-interest rate		$59K	–	0.00
INF SWAP US IT 1.28 05/19/20-10Y LCH		Derivative-interest rate	US	$-945K	–	-0.05
INF SWAP US IT 1.954 06/03/19-10Y LCH		Derivative-interest rate	US	$-189K	–	-0.01
INF SWAP US IT 2.165 04/16/19-10Y LCH		Derivative-interest rate	US	$-886K	–	-0.05
INF SWAP US IT 2.31375 02/26/21-5Y LCH		Derivative-interest rate	US	$2M	–	0.09
INF SWAP US IT 2.335 02/05/18-10Y LCH		Derivative-interest rate	US	$-493K	–	-0.03
INF SWAP US IT 2.3525 05/09/18-10Y LCH		Derivative-interest rate	US	$-182K	–	-0.01
INF SWAP US IT 2.36 05/09/18-10Y LCH		Derivative-interest rate	US	$-272K	–	-0.02
INF SWAP US IT 2.364 05/10/18-10Y LCH		Derivative-interest rate	US	$-553K	–	-0.03
INF SWAP US IT 2.41875 03/05/21-5Y LCH		Derivative-interest rate	US	$2M	–	0.09
INF SWAP US IT 2.573 08/26/21-7Y LCH		Derivative-interest rate	US	$88K	–	0.01
INF SWAP US IT 2.69 06/01/21-5Y LCH		Derivative-interest rate	US	$53K	–	0.00
INF SWAP US IT 2.703 05/25/21-5Y LCH		Derivative-interest rate	US	$901K	–	0.05
INF SWAP US IT 2.7675 05/13/21-5Y LCH		Derivative-interest rate	US	$989K	–	0.06
INF SWAP US IT 2.813 05/14/21-5Y LCH		Derivative-interest rate	US	$460K	–	0.03
INF SWAP US IT P 1.8 07/20/16-10Y MYC		Derivative-interest rate	US	$-311K	–	-0.02
INF SWAP US IT P 1.805 09/20/16-10Y MYC		Derivative-interest rate	US	$-146K	–	-0.01
INTEL CORPORATION	Long	Debt	US	$799K	–	0.05
INTEL CORPORATION	Long	Debt	US	$299K	–	0.02
INTEL CORPORATION 07/24 ZCP	Long	Debt	US	$799K	–	0.05
INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC)	Long	Debt	US	$250K	–	0.01
INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC)	Long	Debt	US	$250K	–	0.01
INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC)	Long	Debt	US	$250K	–	0.01
INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC)	Long	Debt	US	$249K	–	0.01
INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC)	Long	Debt	US	$249K	–	0.01
INTERNATIONAL DISTRIBUTION S COMMON STOCK GBP.01 (INTERNATIONAL DISTRIBUTION SERVICES PLC)	Long	Equity-common	GB	$200K	49K	0.01
INVENTRUST PROPERTIES CORP REIT USD.001 (INLAND AMERICAN REAL ESTATE TRUST INC)	Long	Equity-common	US	$329K	13K	0.02
INVITATION HOMES INC REIT USD.01	Long	Equity-common	US	$4M	104K	0.21
IRS EUR 0.19000 11/04/22-30Y LCH		Derivative-interest rate		$2M	–	0.10
IRS EUR 0.19500 11/04/22-30Y LCH		Derivative-interest rate		$2M	–	0.11
IRS EUR 0.19700 11/08/22-30Y LCH		Derivative-interest rate		$4M	–	0.20
IRS EUR 0.55000 08/10/22-2Y LCH		Derivative-interest rate		$-22K	–	-0.00
IRS EUR 0.65000 04/12/22-5Y LCH		Derivative-interest rate		$-386K	–	-0.02
IRS EUR 0.65000 05/11/22-5Y LCH		Derivative-interest rate		$-312K	–	-0.02
IRS EUR 0.70000 04/11/22-5Y LCH		Derivative-interest rate		$-224K	–	-0.01
IRS EUR 1.00000 05/13/22-5Y LCH		Derivative-interest rate		$-427K	–	-0.02
IRS EUR 1.00000 05/18/22-5Y LCH		Derivative-interest rate		$-190K	–	-0.01
IRS EUR 2.50000 09/18/24-30Y LCH		Derivative-interest rate		$95K	–	0.01
IRS EUR 2.75000 09/18/24-10Y LCH		Derivative-interest rate		$-1M	–	-0.08
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	Long	Debt	JP	$22M	–	1.26
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	Long	Debt	JP	$53M	–	3.01
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2)	Long	ABS-mortgage backed security	US	$29K	–	0.00
JYSKE REALKREDIT A/S COVERED 10/47 2.5 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$85.92	–	0.00
JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$3M	–	0.17
JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$0.26	–	–
JYSKE REALKREDIT A/S COVERED 10/53 2 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$92K	–	0.01
JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$0.14	–	–
JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$8M	–	0.49
KC HRW WHEAT FUT SEP24 XCBT 20240913		Derivative-commodity	US	$-394K	–	-0.02
KEURIG DR PEPPER (KEURIG DR PEPPER INC)	Long	Debt	US	$648K	–	0.04
KEURIG DR PEPPER (KEURIG DR PEPPER INC)	Long	Debt	US	$249K	–	0.01
KEURIG DR PEPPER (KEURIG DR PEPPER INC)	Long	Debt	US	$249K	–	0.01
KILROY REALTY CORP REIT USD.01 (KILROY REALTY CORPORATION)	Long	Equity-common	US	$332K	11K	0.02
KIMCO REALTY CORP REIT USD.01 (KIMCO REALTY CORPORATION)	Long	Equity-common	US	$1M	60K	0.07
KKR FINANCIAL CLO LTD KKR 11 AR 144A (KKR CLO 11 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.06
L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP))	Long	Debt	US	$250K	–	0.01
L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP))	Long	Debt	US	$249K	–	0.01
L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP))	Long	Debt	US	$249K	–	0.01
L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP))	Long	Debt	US	$249K	–	0.01
L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP))	Long	Debt	US	$249K	–	0.01
LCM LTD PARTNERSHIP LCM 14A AR 144A (LCM XIV LP 14A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.08
LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A)	Long	ABS-collateralized bond/debt obligation	KY	$529K	–	0.03
LEAN HOGS FUTURE DEC24 XCME 20241213		Derivative-commodity	US	$-67K	–	-0.00
LEHMAN MORTGAGE TRUST LMT 2005 3 4A1 (LEHMAN MORTGAGE TRUST 2005-3)	Long	ABS-mortgage backed security	US	$100K	–	0.01
LEHMAN XS TRUST LXS 2006 7 1A1A (LEHMAN XS TRUST 2006-7)	Long	ABS-mortgage backed security	US	$479K	–	0.03
LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8)	Long	ABS-mortgage backed security	US	$484K	–	0.03
LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT)	Long	Debt	BR	$12M	–	0.69
LETRA TESOURO NACIONAL BILLS 10/24 0.00000 (BRAZIL GOVT)	Long	Debt	BR	$4M	–	0.20
LIVE CATTLE FUTR OCT24 XCME 20241031		Derivative-commodity	US	$57K	–	0.00
LME NICKEL FUTURE JAN25 XLME 20250113		Derivative-commodity	GB	$-25K	–	-0.00
LME NICKEL FUTURE JUL24 XLME 20240715		Derivative-commodity	GB	$538K	–	0.03
LME NICKEL FUTURE JUL24 XLME 20240715		Derivative-commodity	GB	$-66K	–	-0.00
LME NICKEL FUTURE NOV24 XLME 20241118		Derivative-commodity	GB	$60K	–	0.00
LME NICKEL FUTURE NOV24 XLME 20241118		Derivative-commodity	GB	$-122K	–	-0.01
LME NICKEL FUTURE SEP24 XLME 20240916		Derivative-commodity	GB	$28K	–	0.00
LME NICKEL FUTURE SEP24 XLME 20240916		Derivative-commodity	GB	$-425K	–	-0.02
LME PRI ALUM FUTR JAN25 XLME 20250113		Derivative-commodity	GB	$-15K	–	-0.00
LME PRI ALUM FUTR NOV24 XLME 20241118		Derivative-commodity	GB	$38K	–	0.00
LME PRI ALUM FUTR NOV24 XLME 20241118		Derivative-commodity	GB	$-45K	–	-0.00
LME PRI ALUM FUTR SEP24 XLME 20240916		Derivative-commodity	GB	$16K	–	0.00
LME PRI ALUM FUTR SEP24 XLME 20240916		Derivative-commodity	GB	$9K	–	0.00
LME ZINC FUTURE JAN25 XLME 20250113		Derivative-commodity	GB	$4K	–	0.00
LME ZINC FUTURE JAN25 XLME 20250113		Derivative-commodity	GB	$-8K	–	-0.00
LME ZINC FUTURE NOV24 XLME 20241118		Derivative-commodity	GB	$10K	–	0.00
LME ZINC FUTURE NOV24 XLME 20241118		Derivative-commodity	GB	$-17K	–	-0.00
LME ZINC FUTURE SEP24 XLME 20240916		Derivative-commodity	GB	$15K	–	0.00
LME ZINC FUTURE SEP24 XLME 20240916		Derivative-commodity	GB	$-11K	–	-0.00
LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5)	Long	ABS-collateralized bond/debt obligation	KY	$486K	–	0.03
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.13
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 (LONG BEACH MORTGAGE LOAN TR 2006-WL3)	Long	ABS-mortgage backed security	US	$987K	–	0.06
LONG GILT FUTURE SEP24 IFLL 20240926		Derivative-interest rate	GB	$-181K	–	-0.01
LOW SU GASOIL G DEC24 IFEU 20241212		Derivative-commodity	GB	$-5K	–	-0.00
MADISON PARK EURO FUNDING MDPKE 14A A1R 144A (MDPKE 14A)	Long	ABS-collateralized bond/debt obligation	IE	$6M	–	0.34
MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A)	Long	ABS-collateralized bond/debt obligation	KY	$980K	–	0.06
MADISON PARK FUNDING LTD MDPK 2018 30A A 144A (MADISON PARK FUNDING XXX LTD 2018-30A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.07
MARATHON OIL CORP COMMON STOCK USD1.0 (MARATHON OIL CORPORATION)	Long	Equity-common	US	$456K	16K	0.03
MARATHON OIL CORPORAT (MARATHON OIL CORPORATION)	Long	Debt	US	$250K	–	0.01
MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC)	Long	Debt	US	$248K	–	0.01
MARRIOTT INTERNATIONAL CL A COMMON STOCK USD.01 (MARRIOTT INTERNATIONAL INC)	Long	Equity-common	US	$440K	2K	0.03
MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 (MASTR ALT LN TR 2006-2)	Long	ABS-mortgage backed security	US	$43K	–	0.00
MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4 (MASTR ASSET BACKED SEC TR 2006-HE2)	Long	ABS-mortgage backed security	US	$74K	–	0.00
MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1 (MASTR ASSET BACKED SEC TR 2006-NC1)	Long	ABS-mortgage backed security	US	$2M	–	0.10
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC)	Long	ABS-collateralized bond/debt obligation	US	$3M	–	0.14
MID AMERICA APARTMENT COMM REIT USD.01 (MID-AMERICA APARTMENT COMMUNITIES INC)	Long	Equity-common	US	$318K	2K	0.02
MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3 (MORGAN STANLEY ABS CAPITAL I 2006-HE4)	Long	ABS-mortgage backed security	US	$584K	–	0.03
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 (MORGAN STANLEY ABS CAPITAL I 2006-HE8)	Long	ABS-mortgage backed security	US	$689K	–	0.04
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE8)	Long	ABS-mortgage backed security	US	$793K	–	0.05
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP (MORGAN STANLEY ABS CAPITAL I 2006-HE8)	Long	ABS-mortgage backed security	US	$643K	–	0.04
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B (MORGAN STANLEY ABS CAPITAL I 2006-NC5)	Long	ABS-mortgage backed security	US	$9K	–	0.00
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A (MORGAN STANLEY MORTGAGE TRUST-2006-12XS)	Long	ABS-mortgage backed security	US	$51K	–	0.00
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR)	Long	ABS-mortgage backed security	US	$37K	–	0.00
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A3 (MORGAN STANLEY MORTGAGE LN TR 2007-5AX)	Long	ABS-mortgage backed security	US	$31K	–	0.00
MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A (MOUNTAIN VIEW CLO LTD 2015-9A)	Long	ABS-collateralized bond/debt obligation	KY	$812K	–	0.05
NAT GAS EURO OPT SEP24P 2.8 EXP 08/27/2024		Derivative-commodity	US	$-1M	–	-0.06
NATIONAL STORAGE AFFILIATES REIT USD.01 (NATIONAL STORAGE AFFILIATES TRUST)	Long	Equity-common	US	$252K	6K	0.01
NATURAL GAS FUTR AUG24 XNYM 20240729		Derivative-commodity	US	$210K	–	0.01
NATURAL GAS FUTR JAN25 XNYM 20241227		Derivative-commodity	US	$-21K	–	-0.00
NATURAL GAS FUTR SEP24 XNYM 20240828		Derivative-commodity	US	$-1M	–	-0.06
NE US TRS EQUITY FEDL01+15 BOA		Derivative-equity	US	$118.01	–	0.00
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A)	Long	ABS-mortgage backed security	US	$2M	–	0.09
NEW YORK MORTGAGE TRUST NYMT 2006 1 2A3 (NEW YORK MORTGAGE TRUST 2006-1)	Long	ABS-mortgage backed security	US	$38K	–	0.00
NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC)	Long	Debt	US	$349K	–	0.02
NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC)	Long	Debt	US	$349K	–	0.02
NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC)	Long	Debt	US	$300K	–	0.02
NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC)	Long	Debt	US	$250K	–	0.01
NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC)	Long	Debt	US	$248K	–	0.01
NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$45.83	–	0.00
NORDEA KREDIT REALKREDIT COVERED 10/53 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$153K	–	0.01
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$342K	–	0.02
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$189K	–	0.01
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$41K	–	0.00
NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$350K	–	0.02
NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$34.62	–	0.00
NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C (NOVASTAR HOME EQUITY LOAN 2006-5)	Long	ABS-mortgage backed security	US	$44K	–	0.00
NY HARB ULSD FUT DEC24 XNYM 20241129		Derivative-commodity	US	$-46K	–	-0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$263.6	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.24	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$3M	–	0.14
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.14	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$956.54	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.18	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$88K	–	0.01
NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.16	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.24	–	–
NYKREDIT REALKREDIT AS COVERED REGS 10/53 3 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$4M	–	0.22
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A (OAKTREE CLO 2019-1A)	Long	ABS-collateralized bond/debt obligation	KY	$451K	–	0.03
OCP EURO CLO OCPE 2017 2A A 144A (OCP EURO CLO DAC 2017-2A)	Long	ABS-collateralized bond/debt obligation	IE	$7M	–	0.41
OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A (OCTAGON INVESTMENTS PARTNERS LTD 2018-18A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.07
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A (OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A)	Long	ABS-collateralized bond/debt obligation	KY	$6M	–	0.33
ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A (ONE MARKET PLAZA TRUST 2017-1MKT)	Long	ABS-mortgage backed security	US	$994K	–	0.06
OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD)	Long	ABS-collateralized bond/debt obligation	KY	$5M	–	0.26
OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A)	Long	ABS-collateralized bond/debt obligation	KY	$78K	–	0.00
PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A (PALMER SQUARE CLO LTD 2013-2A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.15
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 2A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 22-2A)	Long	ABS-collateralized bond/debt obligation	IE	$1M	–	0.06
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 2A A1 144A (PALMER SQUARE LOAN FUNDING 2021-2 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.06
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.09
PARK HOTELS + RESORTS INC REIT USD.01 (PARK HOTELS & RESORTS INC)	Long	Equity-common	US	$683K	46K	0.04
PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION)	Long	Debt	US	$446K	–	0.03
PENSKE TRUCK LEASING CO LP / P 07/24 ZCP	Long	Debt	US	$750K	–	0.04
PENSKE TRUCK LEASING CO LP / P 07/24 ZCP	Long	Debt	US	$699K	–	0.04
PENSKE TRUCK LEASING CO LP / P 07/24 ZCP	Long	Debt	US	$249K	–	0.01
PENSKE TRUCK LEASING CO LP / P 08/24 ZCP	Long	Debt	US	$248K	–	0.01
PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/44 7.25 (PETROBRAS GLOBAL FINANCE BV)	Long	Debt	NL	$427K	–	0.02
PIMCO EMERGING MARKETS CURRENC PIMCO EM MRK CUR + S/T INS (PIMCO FUNDS)	Long	Equity-common	US	$112M	16M	6.41
PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS)	Long	Short-term investment vehicle	US	$2M	–	0.12
PROLOGIS INC REIT USD.01	Long	Equity-common	US	$9M	77K	0.49
PROVIDUS CLO PRVD 4A AR 144A (PROVIDUS CLO IV DAC 4A)	Long	ABS-collateralized bond/debt obligation	IE	$4M	–	0.20
PUBLIC STORAGE REIT USD.1	Long	Equity-common	US	$4M	15K	0.24
RAAC SERIES RAAC 2007 RP2 A 144A (RAAC SERIES 2007-RP2)	Long	ABS-mortgage backed security	US	$10K	–	0.00
RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A)	Long	ABS-collateralized bond/debt obligation	KY	$6M	–	0.37
REALKREDIT DANMARK COVERED REGS 04/47 2.5 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$1K	–	0.00
REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$0.24	–	–
REALKREDIT DANMARK COVERED REGS 10/50 1.5 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$0.25	–	–
REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$0.2	–	–
REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$0.19	–	–
REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$4M	–	0.21
REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$0.27	–	–
REALKREDIT DANMARK COVERED REGS 10/53 2 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$43K	–	0.00
REALKREDIT DANMARK COVERED REGS 10/53 2 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$13K	–	0.00
REALKREDIT DANMARK COVERED REGS 10/53 3 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$5M	–	0.30
REALTY INCOME CORP REIT USD1.0 (REALTY INCOME CORPORATION)	Long	Equity-common	US	$3M	49K	0.15
REGENCY CENTERS CORP REIT USD.01 (REGENCY CENTERS CORPORATION)	Long	Equity-common	US	$1M	23K	0.08
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3)	Long	ABS-mortgage backed security	US	$2M	–	0.12
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX7)	Long	ABS-mortgage backed security	US	$428K	–	0.02
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 (RESIDENTIAL ASSET SEC CORP 2006-KS9)	Long	ABS-mortgage backed security	US	$3M	–	0.16
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2 (RESIDENTIAL ASSET SECUR TRUST 2005-A15)	Long	ABS-mortgage backed security	US	$61K	–	0.00
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A5)	Long	ABS-mortgage backed security	US	$205K	–	0.01
RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A1 (RESIDENTIAL ASSET SEC TRUST 2006-A12)	Long	ABS-mortgage backed security	US	$60K	–	0.00
RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2 (RESIDENTIAL ASSET SEC TRUST 2006-R1)	Long	ABS-mortgage backed security	US	$241K	–	0.01
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1 (RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6)	Long	ABS-mortgage backed security	US	$2M	–	0.14
RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 (RETAIL OPPORTUNITY INVESTMENTS CORP)	Long	Equity-common	US	$625K	50K	0.04
REVERSE REPO BANK OF MONTREAL REVERSE REPO	Short	Repurchase agreement	US	$-3M	–	-0.14
REVERSE REPO DEUTSCHE REVERSE REPO	Short	Repurchase agreement	US	$-1M	–	-0.08
REVERSE REPO DEUTSCHE REVERSE REPO	Short	Repurchase agreement	US	$-2M	–	-0.10
REVERSE REPO DEUTSCHE REVERSE REPO	Short	Repurchase agreement	US	$-4M	–	-0.20
REVERSE REPO DEUTSCHE REVERSE REPO	Short	Repurchase agreement	US	$-13M	–	-0.73
REVERSE REPO DEUTSCHE REVERSE REPO	Short	Repurchase agreement	US	$-15M	–	-0.84
REVERSE REPO DEUTSCHE REVERSE REPO	Short	Repurchase agreement	US	$-20M	–	-1.14
REVERSE REPO NOMURA	Short	Repurchase agreement	US	$-50M	–	-2.84
REVERSE REPO THE BANK OF NOVA REVERSE REPO	Short	Repurchase agreement	US	$-226M	–	-12.91
REXFORD INDUSTRIAL REALTY IN REIT USD.01 (REXFORD INDUSTRIAL REALTY INC)	Long	Equity-common	US	$1M	23K	0.06
RFR EUR ESTRON/3.47500 02/26/24-1Y LCH		Derivative-interest rate		$863K	–	0.05
RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH		Derivative-interest rate	JP	$942.05	–	0.00
RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH		Derivative-interest rate	JP	$28K	–	0.00
RFR JPY MUTK/0.50000 12/15/21-10Y LCH		Derivative-interest rate	JP	$430K	–	0.02
RFR JPY MUTK/0.55000 09/14/23-5Y LCH		Derivative-interest rate	JP	$-59K	–	-0.00
RFR USD SOFR/2.86500 02/13/24-30Y LCH		Derivative-interest rate	US	$10M	–	0.59
RFR USD SOFR/3.08500 02/13/24-10Y LCH		Derivative-interest rate	US	$-10M	–	-0.56
RFR USD SOFR/3.50000 06/20/24-30Y CME		Derivative-interest rate	US	$811K	–	0.05
RFR USD SOFR/3.75724 06/03/24-9Y* LCH		Derivative-interest rate	US	$467K	–	0.03
RFR USD SOFR/4.25000 12/20/23-2Y LCH		Derivative-interest rate	US	$3M	–	0.18
RFRF USD SOFR/2.23650 11/21/23-30Y LCH		Derivative-interest rate	US	$3M	–	0.20
RFRF USD SOFR/2.28500 11/15/23-30Y LCH		Derivative-interest rate	US	$4M	–	0.25
RFRF USD SOFR/2.30000 11/15/23-5Y LCH		Derivative-interest rate	US	$-10M	–	-0.55
RFRF USD SOFR/2.34000 11/21/23-5Y LCH		Derivative-interest rate	US	$-1M	–	-0.06
RLJ LODGING TRUST REIT	Long	Equity-common	US	$1M	134K	0.07
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC)	Long	ABS-collateralized bond/debt obligation	IE	$3M	–	0.17
RUSSIAN FEDERATION SR UNSECURED 144A 06/47 5.25 (RUSSIAN GOVT)	Long	Debt	RU	$116K	–	0.01
RUSSIAN FEDERATION SR UNSECURED REGS 05/26 4.75 (RUSSIAN GOVT)	Long	Debt	RU	$165K	–	0.01
RUSSIAN FEDERATION SR UNSECURED REGS 06/27 4.25 (RUSSIAN GOVT)	Long	Debt	RU	$152K	–	0.01
RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25 (RUSSIAN GOVT)	Long	Debt	RU	$232K	–	0.01
RYMAN HOSPITALITY PROPERTIES REIT USD.01 (RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO))	Long	Equity-common	US	$1M	11K	0.07
S+P500 EMINI FUT SEP24 XCME 20240920		Derivative-equity	US	$24K	–	0.00
SBA COMMUNICATIONS CORP REIT USD.01 (SBA COMMUNICATIONS CORPORATION)	Long	Equity-common	US	$1M	5K	0.06
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3)	Long	ABS-mortgage backed security	US	$380K	–	0.02
SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C (SECURITIZED ASSET BACKED REC 2006-HE1)	Long	ABS-mortgage backed security	US	$666K	–	0.04
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3)	Long	ABS-mortgage backed security	US	$3M	–	0.20
SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1 (SEQUOIA MORTGAGE TRUST 2007-3)	Long	ABS-mortgage backed security	US	$446K	–	0.03
SGX IRON ORE 62 SEP24 XSIM 20240930		Derivative-commodity	SG	$-437K	–	-0.03
SHORT EURO-BTP FU SEP24 XEUR 20240906		Derivative-interest rate	DE	$-6K	–	-0.00
SILVER FUTURE DEC24 XCEC 20241227		Derivative-commodity	US	$16K	–	0.00
SILVER FUTURE SEP24 XCEC 20240926		Derivative-commodity	US	$-39K	–	-0.00
SIMON PROPERTY GROUP INC REIT USD.0001	Long	Equity-common	US	$5M	35K	0.30
SITE CENTERS CORP REIT USD.1	Long	Equity-common	US	$442K	30K	0.03
SNPS US TRS EQUITY FEDL01+10 BOA		Derivative-equity	US	$-9K	–	-0.00
SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY)	Long	Debt	US	$700K	–	0.04
SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY)	Long	Debt	US	$500K	–	0.03
SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY)	Long	Debt	US	$250K	–	0.01
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$42.17	–	0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-3K	–	-0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-3K	–	-0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-11K	–	-0.00
SOLD AUD BOUGHT USD 20240802		Derivative-foreign exchange	AU	$-312.13	–	-0.00
SOLD AUD BOUGHT USD 20240802		Derivative-foreign exchange	AU	$-11K	–	-0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$886K	–	0.05
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$260K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$168K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$114K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$111K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$102K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$53K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$42K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$22K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$7K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$3K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$268.74	–	0.00
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$105K	–	0.01
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$48K	–	0.00
SOLD BRL BOUGHT USD 20241002		Derivative-foreign exchange	BR	$143K	–	0.01
SOLD BRL BOUGHT USD 20241002		Derivative-foreign exchange	BR	$113K	–	0.01
SOLD BRL BOUGHT USD 20241002		Derivative-foreign exchange	BR	$89K	–	0.01
SOLD BRL BOUGHT USD 20241002		Derivative-foreign exchange	BR	$58K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$106K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$88K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$71K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$59K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$57K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$54K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$7K	–	0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$63K	–	0.00
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-11K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-255.89	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-7K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-10K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-13K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-62K	–	-0.00
SOLD CHF BOUGHT USD 20240802		Derivative-foreign exchange	CH	$16K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$61K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$58K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$32K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$14K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$45K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$37K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$18K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$12K	–	0.00
SOLD CNY BOUGHT USD 20240705		Derivative-foreign exchange	CN	$177K	–	0.01
SOLD CNY BOUGHT USD 20240806		Derivative-foreign exchange	CN	$-2.9	–	-0.00
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$196K	–	0.01
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$154K	–	0.01
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$394.42	–	0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-8.69	–	-0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-12K	–	-0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-26K	–	-0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$3M	–	0.17
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$28K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$24K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$1K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$182.78	–	0.00
SOLD EUR BOUGHT USD 20240802		Derivative-foreign exchange		$80K	–	0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$25K	–	0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$2K	–	0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$2K	–	0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$1K	–	0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$793.15	–	0.00
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$340.23	–	0.00
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$326.15	–	0.00
SOLD IDR BOUGHT USD 20240729		Derivative-foreign exchange	ID	$-60.3	–	-0.00
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$2M	–	0.13
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$39K	–	0.00
SOLD JPY BOUGHT USD 20240802		Derivative-foreign exchange	JP	$464K	–	0.03
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$24.87	–	0.00
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$20.69	–	0.00
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$3.1	–	0.00
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$3.57	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$9K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$9K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$4K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$4K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$4K	–	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	$-562.04	–	-0.00
SOLD MXN BOUGHT USD 20240710		Derivative-foreign exchange	MX	$101.16	–	0.00
SOLD MXN BOUGHT USD 20240715		Derivative-foreign exchange	MX	$-9K	–	-0.00
SOLD MXN BOUGHT USD 20240715		Derivative-foreign exchange	MX	$-13K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-5K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-22K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-29K	–	-0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$10K	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$6K	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$3K	–	0.00
SOLD PLN BOUGHT USD 20240722		Derivative-foreign exchange	PL	$21K	–	0.00
SOLD PLN BOUGHT USD 20240722		Derivative-foreign exchange	PL	$119.31	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$4K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$4K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$366.74	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$-110.8	–	-0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$-966.52	–	-0.00
SOLD SGD BOUGHT USD 20240802		Derivative-foreign exchange	SG	$-76.36	–	-0.00
SOLD THB BOUGHT USD 20240719		Derivative-foreign exchange	TH	$42.21	–	0.00
SOLD TRY BOUGHT USD 20240826		Derivative-foreign exchange	TR	$-7K	–	-0.00
SOLD TRY BOUGHT USD 20240903		Derivative-foreign exchange	TR	$-90K	–	-0.01
SOLD TRY BOUGHT USD 20240904		Derivative-foreign exchange	TR	$-108K	–	-0.01
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$10K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$9K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$8K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$7K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$7K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$7K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$6K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$5K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$4K	–	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 ZAR BOUGHT USD 20240719		Derivative-foreign exchange	ZA	$-3K	–	-0.00
SOUND POINT CLO LTD SNDPT 2013 3RA A 144A (SOUNDS POINT CLO IV-R LTD 2013-3RA)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.08
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1)	Long	ABS-mortgage backed security	US	$33K	–	0.00
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 (SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2)	Long	ABS-mortgage backed security	US	$192K	–	0.01
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2)	Long	ABS-mortgage backed security	US	$1M	–	0.07
SOYBEAN FUTURE JAN25 XCBT 20250114		Derivative-commodity	US	$-37K	–	-0.00
SOYBEAN FUTURE NOV24 XCBT 20241114		Derivative-commodity	US	$-913K	–	-0.05
SOYBEAN MEAL FUTR DEC24 XCBT 20241213		Derivative-commodity	US	$-853K	–	-0.05
SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3)	Long	ABS-mortgage backed security	US	$4M	–	0.25
STARWOOD COMMERCIAL MORTGAGE T STWD 2019 FL1 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2019-FL1)	Long	ABS-collateralized bond/debt obligation	KY	$50K	–	0.00
STERICYCLE INC COMMON STOCK USD.01	Long	Equity-common	US	$285K	5K	0.02
STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1 (STRUCTURED ASSET INVST LN TR 2005-8)	Long	ABS-mortgage backed security	US	$1M	–	0.07
STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8)	Long	ABS-mortgage backed security	US	$170K	–	0.01
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3)	Long	ABS-mortgage backed security	US	$202K	–	0.01
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5)	Long	ABS-mortgage backed security	US	$116K	–	0.01
STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS)	Long	ABS-mortgage backed security	US	$6K	–	0.00
SUGAR 11 (WORLD) MAR25 IFUS 20250228		Derivative-commodity	US	$72K	–	0.00
SUGAR 11 (WORLD) OCT24 IFUS 20240930		Derivative-commodity	US	$47K	–	0.00
SUN COMMUNITIES INC REIT USD.01	Long	Equity-common	US	$2M	15K	0.10
SUNSTONE HOTEL INVESTORS INC REIT USD.01	Long	Equity-common	US	$826K	79K	0.05
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A)	Long	ABS-collateralized bond/debt obligation	KY	$516K	–	0.03
TARGA RES CORP (TARGA RESOURCES CORP)	Long	Debt	US	$348K	–	0.02
TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP)	Long	Debt	US	$499K	–	0.03
TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP)	Long	Debt	US	$249K	–	0.01
TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A)	Long	ABS-collateralized bond/debt obligation	KY	$874K	–	0.05
TERRENO REALTY CORP REIT USD.01 (TERRENO REALTY CORPORATION)	Long	Equity-common	US	$492K	8K	0.03
TORO EUROPEAN CLO TCLO 5A ANV 144A (TORO EUROPEAN CLO 5 DAC 5A)	Long	ABS-collateralized bond/debt obligation	IE	$379K	–	0.02
TORO EUROPEAN CLO TCLO 6A AR 144A (TORO EUROPEAN CLO 6 DAC 6A)	Long	ABS-collateralized bond/debt obligation	IE	$4M	–	0.23
TORO EUROPEAN CLO TCLO 7A ARE 144A (TORO EUROPEAN CLO 7 DAC 7A)	Long	ABS-collateralized bond/debt obligation	IE	$6M	–	0.34
TOWD POINT MORTGAGE TRUST TPMT 2017 6 A1 144A (TOWD POINT MORTGAGE TRUST 2017-6)	Long	ABS-mortgage backed security	US	$1M	–	0.08
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.10
TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT)	Long	Debt	US	$341K	–	0.02
TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT)	Long	Debt	US	$51M	–	2.94
TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT)	Long	Debt	US	$56M	–	3.22
TSY INFL IX N/B 01/26 2 (UNITED STATES GOVT)	Long	Debt	US	$6M	–	0.33
TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$14M	–	0.80
TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT)	Long	Debt	US	$47M	–	2.70
TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT)	Long	Debt	US	$76K	–	0.00
TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT)	Long	Debt	US	$11M	–	0.63
TSY INFL IX N/B 01/30 0.125 (UNITED STATES GOVT)	Long	Debt	US	$7M	–	0.38
TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT)	Long	Debt	US	$27M	–	1.52
TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT)	Long	Debt	US	$35M	–	2.02
TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT)	Long	Debt	US	$23M	–	1.30
TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT)	Long	Debt	US	$5M	–	0.29
TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT)	Long	Debt	US	$9M	–	0.51
TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT)	Long	Debt	US	$10M	–	0.58
TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT)	Long	Debt	US	$7M	–	0.41
TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT)	Long	Debt	US	$22M	–	1.25
TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT)	Long	Debt	US	$20M	–	1.16
TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT)	Long	Debt	US	$18M	–	1.06
TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT)	Long	Debt	US	$21M	–	1.23
TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT)	Long	Debt	US	$11M	–	0.62
TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT)	Long	Debt	US	$7M	–	0.43
TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT)	Long	Debt	US	$5M	–	0.26
TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT)	Long	Debt	US	$5M	–	0.30
TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT)	Long	Debt	US	$5M	–	0.28
TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT)	Long	Debt	US	$8M	–	0.48
TSY INFL IX N/B 04/26 0.125 (UNITED STATES GOVT)	Long	Debt	US	$12M	–	0.67
TSY INFL IX N/B 04/27 0.125 (UNITED STATES GOVT)	Long	Debt	US	$11M	–	0.62
TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT)	Long	Debt	US	$33M	–	1.88
TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT)	Long	Debt	US	$8M	–	0.43
TSY INFL IX N/B 04/32 3.375 (UNITED STATES GOVT)	Long	Debt	US	$58K	–	0.00
TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT)	Long	Debt	US	$12M	–	0.67
TSY INFL IX N/B 07/26 0.125 (UNITED STATES GOVT)	Long	Debt	US	$28M	–	1.61
TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$17M	–	0.95
TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT)	Long	Debt	US	$36M	–	2.04
TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT)	Long	Debt	US	$46M	–	2.64
TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT)	Long	Debt	US	$23M	–	1.34
TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT)	Long	Debt	US	$135M	–	7.70
TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT)	Long	Debt	US	$47M	–	2.70
TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT)	Long	Debt	US	$26M	–	1.49
TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT)	Long	Debt	US	$26M	–	1.51
TSY INFL IX N/B 10/26 0.125 (UNITED STATES GOVT)	Long	Debt	US	$55M	–	3.18
TSY INFL IX N/B 10/27 1.625 (UNITED STATES GOVT)	Long	Debt	US	$23M	–	1.34
TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT)	Long	Debt	US	$34M	–	1.96
UBS GROUP AG SR UNSECURED REGS 01/26 VAR	Long	Debt	CH	$215K	–	0.01
UBS GROUP AG SR UNSECURED REGS 03/29 VAR	Long	Debt	CH	$121K	–	0.01
UDR INC REIT USD.01	Long	Equity-common	US	$1M	26K	0.06
UNITED STATES STEEL CORP COMMON STOCK USD1.0 (UNITED STATES STEEL CORPORATION)	Long	Equity-common	US	$295K	8K	0.02
US 10YR NOTE (CBT)SEP24 XCBT 20240919		Derivative-interest rate	US	$-474K	–	-0.03
US 10YR ULTRA FUT SEP24 XCBT 20240919		Derivative-interest rate	US	$569K	–	0.03
US 2YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$-456K	–	-0.03
US 5YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$-1M	–	-0.08
US LONG BOND(CBT) SEP24 XCBT 20240919		Derivative-interest rate	US	$-510K	–	-0.03
US ULTRA BOND CBT SEP24 XCBT 20240919		Derivative-interest rate	US	$-244K	–	-0.01
VENTAS INC REIT USD.25	Long	Equity-common	US	$860K	17K	0.05
VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A)	Long	ABS-collateralized bond/debt obligation	KY	$2K	–	0.00
VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A)	Long	ABS-collateralized bond/debt obligation	KY	$127K	–	0.01
VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A)	Long	ABS-collateralized bond/debt obligation	KY	$5M	–	0.26
VICI PROPERTIES INC REIT USD.01	Long	Equity-common	US	$2M	80K	0.13
VMWARE LLC SR UNSECURED 08/27 3.9	Long	Debt	US	$192K	–	0.01
VOYA CLO LTD INGIM 2013 1A A1AR 144A (VOYA CLO LTD 2013-1A)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.07
VOYA CLO LTD VOYA 2014 4A A1RA 144A (VOYA CLO LTD 2014-4)	Long	ABS-collateralized bond/debt obligation	KY	$493K	–	0.03
VOYA CLO LTD VOYA 2017 2A A1R 144A (VOYA CLO 2017-2A)	Long	ABS-collateralized bond/debt obligation	KY	$807K	–	0.05
VOYA CLO LTD VOYA 2019 1A AR 144A (VOYA CLO LTD 2019-1A)	Long	ABS-collateralized bond/debt obligation	KY	$618K	–	0.04
VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD)	Long	ABS-collateralized bond/debt obligation	KY	$501K	–	0.03
VW CR INC (VW CREDIT INC)	Long	Debt	US	$250K	–	0.01
VW CR INC (VW CREDIT INC)	Long	Debt	US	$249K	–	0.01
VW CR INC (VW CREDIT INC)	Long	Debt	US	$248K	–	0.01
VW CR INC (VW CREDIT INC)	Long	Debt	US	$248K	–	0.01
VW CR INC 07/24 ZCP (VW CREDIT INC)	Long	Debt	US	$299K	–	0.02
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A (WASHINGTON MUTUAL 2003-AR9)	Long	ABS-mortgage backed security	US	$2K	–	0.00
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4 (WASHINGTON MUTUAL 2005-AR12)	Long	ABS-mortgage backed security	US	$416K	–	0.02
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 1A4 (WASHINGTON MUTUAL 2006-AR14)	Long	ABS-mortgage backed security	US	$184K	–	0.01
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2 (WAMU MTGE P/T CERT 2007-HY1)	Long	ABS-mortgage backed security	US	$29K	–	0.00
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 2CB1 (WASHING MUTUAL MTGE P/T 2006-5)	Long	ABS-mortgage backed security	US	$184K	–	0.01
WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1)	Long	ABS-collateralized bond/debt obligation	KY	$9K	–	0.00
WELLFLEET CLO LTD WELF 2019 XA A1R 144A (WELLFLEET CLO X LTD 2019-XA)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.13
WELLTOWER INC REIT USD1.0	Long	Equity-common	US	$4M	39K	0.23
WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD)	Long	ABS-collateralized bond/debt obligation	KY	$800K	–	0.05
WP CAREY INC REIT USD.001	Long	Equity-common	US	$220K	4K	0.01
WTI CRUDE FUTURE AUG24 XNYM 20240722		Derivative-commodity	US	$4K	–	0.00
WTI CRUDE FUTURE DEC24 XNYM 20241120		Derivative-commodity	US	$134K	–	0.01
WTI CRUDE FUTURE DEC25 IFEU 20251119		Derivative-commodity	GB	$-196K	–	-0.01
WTI CRUDE FUTURE DEC25 XNYM 20251120		Derivative-commodity	US	$235K	–	0.01

Address

PIMCO Funds

650 Newport Center Drive

Newport Beach

California

92660

United States of America

Websites

www.pimco.com

Directors

Gary F. Kennedy

George E. Borst

Jennifer Holden Dunbar

Kimberley G. Stafford

Kym M. Hubbard

Peter B. McCarthy

Peter G. Strelow

Ronald C. Parker

Transfer Agents

SS&C Global Investor & Distribution Solutions, Inc.

Pricing Services

Bloomberg Valuation Service

ICE Data Services

IHS Markit

JPMorgan Chase PricingDirect Inc.

Refinitiv US Holdings

Custodians

BNP Paribas Securities Services, FR

BNP Paribas Securities Services, GR

Citibank Europe PLC Portugal Branch

Citibank N.A. Mexico

Citibank, N.A.

Euroclear

Firstrand Bank Limited

HSBC Bank Australia Limited

Hongkong and Shanghai Banking Corp.

Skandinaviska Enskilda Banken

Skandinaviska Enskilda Banken AB

Standard Chartered Bank (Thai) PCL

State Street Bank London - Crest

State Street Bank and Trust Company

UBS Switzerland AG

Unicredit Bank Austria AG

Shareholder Servicing Agents

SS&C Global Investor & Distribution Solutions, Inc.

Admins

Pacific Investment Management Company LLC

State Street Bank and Trust Company

Brokers

Bofa Securities, Inc

Merrill Lynch, Pierce, Fenner, & Smith

RBC Capital Markets Corp.