PIMCOFUNDS > PIMCO Equity Series

PIMCO Dividend and Income Fund

Fund of Funds

Series ID: S000034646

LEI: YCQRZRQ961D14WOYVN37

SEC CIK: 1479360

$170.82M Avg Monthly Net Assets

$270.24M Total Assets

$98.78M Total Liabilities

$171.45M Net Assets

PIMCO Dividend and Income Fund is a Fund of Funds in PIMCO Equity Series from PIMCOFUNDS, based in California, United States of America. The fund has four share classes and monthly net assets of $170.82M. On August 28th, 2024 it reported 994 holdings, the largest being UMBS PASS THRU POOLS (6.3%), UMBS PASS THRU POOLS (5.7%) and UMBS PASS THRU POOLS (4.1%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker
Class A	C000106728	PQIZX
Class C	C000106729	PQICX
Class I-2	C000106725	PQIPX
Institutional Class	C000106724	PQIIX

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
3 MONTH SOFR FUT DEC24 XCME 20250318		Derivative-interest rate	US	$7K	–	0.00
3 MONTH SOFR FUT DEC25 XCME 20260317		Derivative-interest rate	US	$5K	–	0.00
3 MONTH SOFR FUT JUN24 XCME 20240917		Derivative-interest rate	US	$15K	–	0.01
3 MONTH SOFR FUT JUN25 XCME 20250916		Derivative-interest rate	US	$11K	–	0.01
3 MONTH SOFR FUT MAR25 XCME 20250617		Derivative-interest rate	US	$6K	–	0.00
3 MONTH SOFR FUT MAR26 XCME 20260616		Derivative-interest rate	US	$4K	–	0.00
3 MONTH SOFR FUT SEP24 XCME 20241217		Derivative-interest rate	US	$14K	–	0.01
3 MONTH SOFR FUT SEP25 XCME 20251216		Derivative-interest rate	US	$5K	–	0.00
31750OCW2 OTC ECAL FN 5.0 JUL24 97.265625 CALL		Derivative-interest rate	US	$-129.01	–	-0.00
317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708		Derivative-interest rate	US	$-4.92	–	-0.00
317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708		Derivative-interest rate	US	$-129.47	–	-0.00
317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072		Derivative-interest rate	US	$-113.66	–	-0.00
317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407		Derivative-interest rate	US	$-313.34	–	-0.00
317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628		Derivative-interest rate	US	$-0.01	–	–
317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062		Derivative-interest rate	US	$-865.51	–	-0.00
317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062		Derivative-interest rate	US	$-0.01	–	–
317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406		Derivative-interest rate	US	$-325.53	–	-0.00
317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240		Derivative-interest rate	US	$-157.91	–	-0.00
317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407		Derivative-interest rate	US	$-25.9	–	-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
317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705		Derivative-interest rate	US	$-33.86	–	-0.00
317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070		Derivative-interest rate	US	$-33.04	–	-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
317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071		Derivative-interest rate	US	$-235.21	–	-0.00
317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711		Derivative-interest rate	US	$-27.12	–	-0.00
317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708		Derivative-interest rate	US	$-25.62	–	-0.00
317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070		Derivative-interest rate	US	$-282.55	–	-0.00
317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071		Derivative-interest rate	US	$-142.33	–	-0.00
317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715		Derivative-interest rate	US	$-74.93	–	-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	$-44.93	–	-0.00
317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071		Derivative-interest rate	US	$-235.43	–	-0.00
317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071		Derivative-interest rate	US	$-70.03	–	-0.00
317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717		Derivative-interest rate	US	$-152.97	–	-0.00
317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071		Derivative-interest rate	US	$-645.79	–	-0.00
317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407		Derivative-interest rate	US	$-114.31	–	-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	$-88.67	–	-0.00
317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722		Derivative-interest rate	US	$-215.25	–	-0.00
317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407		Derivative-interest rate	US	$-178.69	–	-0.00
317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072		Derivative-interest rate	US	$-652.58	–	-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
3I GROUP PLC COMMON STOCK GBP.738636	Long	Equity-common	GB	$834K	22K	0.49
3M CO COMMON STOCK USD.01 (3M COMPANY)	Long	Equity-common	US	$365K	4K	0.21
ABBVIE INC COMMON STOCK USD.01	Long	Equity-common	US	$3M	17K	1.66
ABSA GROUP LTD COMMON STOCK ZAR2.0	Long	Equity-common	ZA	$159K	18K	0.09
ACS ACTIVIDADES CONS Y SERV COMMON STOCK EUR.5 (ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA)	Long	Equity-common	ES	$190K	4K	0.11
AGEAS COMMON STOCK (AGEAS SA/NV)	Long	Equity-common	BE	$157K	3K	0.09
AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A)	Long	ABS-collateralized bond/debt obligation	KY	$401K	–	0.23
AIB GROUP PLC COMMON STOCK EUR.625 (AIB GROUP PLC (AKA: ALLIED IRISH BANKS))	Long	Equity-common	IE	$187K	35K	0.11
AKBANK T.A.S. COMMON STOCK TRY1.0 (AKBANK TURK AS)	Long	Equity-common	TR	$129K	66K	0.08
AKER BP ASA COMMON STOCK NOK1.0	Long	Equity-common	NO	$178K	7K	0.10
ALTICE FRANCE SA 2023 USD TERM LOAN B14	Long	Loan	FR	$74K	–	0.04
ALTRIA GROUP INC COMMON STOCK USD.333	Long	Equity-common	US	$2M	38K	1.02
AMBEV SA COMMON STOCK	Long	Equity-common	BR	$209K	103K	0.12
AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST)	Long	Debt	US	$6K	–	0.00
AMERIPRISE FINANCIAL INC COMMON STOCK USD.01	Long	Equity-common	US	$138K	322	0.08
AMSURG EQUITY EQTYAS910 (AMSURG (AMBULATORY TOPCO LLC))	Long	Equity-common	US	$207K	4K	0.12
ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A)	Long	ABS-collateralized bond/debt obligation	KY	$800K	–	0.47
AP MOLLER MAERSK A/S B COMMON STOCK DKK1000.0 (AP MOLLER - MAERSK A/S)	Long	Equity-common	DK	$156K	90	0.09
APPLE HOSPITALITY REIT INC REIT	Long	Equity-common	US	$407K	28K	0.24
APPLE INC COMMON STOCK USD.00001	Long	Equity-common	US	$820K	4K	0.48
ARCHER DANIELS MIDLAND CO COMMON STOCK (ARCHER-DANIELS-MIDLAND COMPANY)	Long	Equity-common	US	$213K	4K	0.12
ASE TECHNOLOGY HOLDING CO LT COMMON STOCK TWD10.0 (ASE TECHNOLOGY HOLDING CO LTD)	Long	Equity-common	TW	$357K	69K	0.21
ASSICURAZIONI GENERALI COMMON STOCK (GENERALI)	Long	Equity-common	IT	$565K	23K	0.33
AT&T INC SNR S* ICE		Derivative-credit	US	$10K	–	0.01
AUST 10Y BOND FUT SEP24 XSFE 20240916		Derivative-interest rate	AU	$23.38	–	0.00
AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LL)	Long	ABS-other	US	$199K	–	0.12
AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A)	Long	ABS-mortgage backed security	GB	$767K	–	0.45
AXA SA COMMON STOCK EUR2.29	Long	Equity-common	FR	$878K	27K	0.51
BAE SYSTEMS PLC COMMON STOCK GBP.025	Long	Equity-common	GB	$1M	68K	0.66
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 2A AR 144A (BAIN CAPITAL CREDIT CLO 2019-2)	Long	ABS-collateralized bond/debt obligation	KY	$800K	–	0.47
BALLYROCK LTD BALLY 2021 16A A1 144A (BALLYROCK CLO 16 LTD 2021-16A)	Long	ABS-collateralized bond/debt obligation	KY	$400K	–	0.23
BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB3 (BANC OF AMERICA ALT LOAN TRUST 2006-6)	Long	ABS-mortgage backed security	US	$31K	–	0.02
BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3 (BANC OF AMERICA FUNDING CORP 2007-C)	Long	ABS-mortgage backed security	US	$4K	–	0.00
BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10 (BANK OF AMERICA MTGE SEC 2006-3)	Long	ABS-mortgage backed security	US	$6K	–	0.00
BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 4A2 (BANK OF AMERICA MTGE SECS-2006-B)	Long	ABS-mortgage backed security	US	$2K	–	0.00
BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK EUR.49 (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA))	Long	Equity-common	ES	$1M	130K	0.76
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA)	Long	Debt	PE	$26K	–	0.02
BANCO DO BRASIL S.A. COMMON STOCK (BANCO DO BRASIL SA)	Long	Equity-common	BR	$177K	37K	0.10
BANCO SANTANDER SA 11/28 6.607	Long	Debt	ES	$420K	–	0.25
BANCO SANTANDER SA COMMON STOCK EUR.5	Long	Equity-common	ES	$206K	44K	0.12
BANK PEKAO SA COMMON STOCK PLN1.0 (BANK POLSKA KASA OPIEKI SA (BANK PEKAO SA))	Long	Equity-common	PL	$166K	4K	0.10
BANK RAKYAT INDONESIA PERSER COMMON STOCK IDR50.0 (BANK RAKYAT INDONESIA PERSERO TBK PT (BRI))	Long	Equity-common	ID	$114K	406K	0.07
BARCLAYS PLC SR UNSECURED 11/33 VAR	Long	Debt	GB	$770K	–	0.45
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11)	Long	ABS-mortgage backed security	US	$776K	–	0.45
BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AC1 A1 (BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1)	Long	ABS-mortgage backed security	US	$3K	–	0.00
BENCHMARK MORTGAGE TRUST BMARK 2020 IG2 UBRC 144A (BENCHMARK 2020-IG2 MORTGAGE TRUST)	Long	ABS-mortgage backed security	US	$811K	–	0.47
BHP GROUP LTD COMMON STOCK (BHP GROUP LIMITED)	Long	Equity-common	AU	$854K	30K	0.50
BLACKROCK INC COMMON STOCK USD.01	Long	Equity-common	US	$752K	955	0.44
BLUESCOPE STEEL LTD COMMON STOCK (BLUESCOPE STEEL LIMITED)	Long	Equity-common	AU	$131K	10K	0.08
BONOS DE TESORERIA SR UNSECURED 08/32 6.15 (PERU GOVT)	Long	Debt	PE	$26K	–	0.02
BOSTON PROPERTIES INC REIT USD.01 (BXP INC)	Long	Equity-common	US	$216K	4K	0.13
BOUGHT AUD SOLD USD 20240702		Derivative-foreign exchange	AU	$560.04	–	0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-89.32	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-1K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-4K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-22K	–	-0.01
BOUGHT BRL SOLD USD 20240802		Derivative-foreign exchange	BR	$-235K	–	-0.14
BOUGHT CAD SOLD USD 20240702		Derivative-foreign exchange	CA	$704.09	–	0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-912.46	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-539.48	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-677.77	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNY SOLD USD 20240705		Derivative-foreign exchange	CN	$-311.3	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$2K	–	0.00
BOUGHT EUR SOLD USD 20240802		Derivative-foreign exchange		$51.03	–	0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-223.89	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-12K	–	-0.01
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$19.98	–	0.00
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$18.73	–	0.00
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$38.52	–	0.00
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$-95.67	–	-0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-1K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$415.44	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$189.88	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$178.15	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$163.68	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$121.87	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$90.02	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$76.01	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$70.25	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$29.62	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$13.84	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$10.42	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-63.38	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-92.72	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-146.93	–	-0.00
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-57K	–	-0.03
BOUGHT JPY SOLD USD 20240802		Derivative-foreign exchange	JP	$-4K	–	-0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$6.53	–	0.00
BOUGHT NOK SOLD USD 20240702		Derivative-foreign exchange	NO	$-440.83	–	-0.00
BOUGHT NOK SOLD USD 20240802		Derivative-foreign exchange	NO	$-52.85	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-1K	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-1K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-240.11	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-518.79	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-54.32	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-101.09	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-226.14	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-228.27	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-247.17	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-437.43	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-563.91	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-699.12	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-754.9	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-796.89	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-1K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-1K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-2K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-2K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-4K	–	-0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$69.07	–	0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$-464.36	–	-0.00
BOUGHT TRY SOLD USD 20240705		Derivative-foreign exchange	TR	$3K	–	0.00
BOUGHT TRY SOLD USD 20240716		Derivative-foreign exchange	TR	$1K	–	0.00
BOUGHT TRY SOLD USD 20240717		Derivative-foreign exchange	TR	$3K	–	0.00
BOUGHT TRY SOLD USD 20240723		Derivative-foreign exchange	TR	$524.76	–	0.00
BOUGHT TRY SOLD USD 20240723		Derivative-foreign exchange	TR	$423.38	–	0.00
BOUGHT TRY SOLD USD 20240724		Derivative-foreign exchange	TR	$229.78	–	0.00
BOUGHT TRY SOLD USD 20240725		Derivative-foreign exchange	TR	$367.17	–	0.00
BOUGHT TRY SOLD USD 20240726		Derivative-foreign exchange	TR	$377.85	–	0.00
BOUGHT TRY SOLD USD 20240731		Derivative-foreign exchange	TR	$146.78	–	0.00
BOUGHT TRY SOLD USD 20240806		Derivative-foreign exchange	TR	$709.85	–	0.00
BOUGHT TRY SOLD USD 20240807		Derivative-foreign exchange	TR	$256.95	–	0.00
BOUGHT TRY SOLD USD 20240809		Derivative-foreign exchange	TR	$402.39	–	0.00
BOUGHT TRY SOLD USD 20240814		Derivative-foreign exchange	TR	$564.95	–	0.00
BOUGHT TRY SOLD USD 20240820		Derivative-foreign exchange	TR	$36.23	–	0.00
BOUGHT TRY SOLD USD 20240822		Derivative-foreign exchange	TR	$272.8	–	0.00
BOUGHT TRY SOLD USD 20240823		Derivative-foreign exchange	TR	$67.39	–	0.00
BOUGHT TRY SOLD USD 20240903		Derivative-foreign exchange	TR	$7K	–	0.00
BOUGHT TRY SOLD USD 20240909		Derivative-foreign exchange	TR	$5K	–	0.00
BOUGHT TRY SOLD USD 20240909		Derivative-foreign exchange	TR	$3K	–	0.00
BOUGHT TRY SOLD USD 20240909		Derivative-foreign exchange	TR	$1K	–	0.00
BOUGHT TRY SOLD USD 20240910		Derivative-foreign exchange	TR	$179.06	–	0.00
BOUGHT TRY SOLD USD 20240917		Derivative-foreign exchange	TR	$405.39	–	0.00
BOUGHT TRY SOLD USD 20250312		Derivative-foreign exchange	TR	$1K	–	0.00
BOUGHT TRY SOLD USD 20250313		Derivative-foreign exchange	TR	$1K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$2K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$401.14	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$-80.94	–	-0.00
BPCE SA 144A 10/29 VAR	Long	Debt	FR	$259K	–	0.15
BRAMBLES LTD COMMON STOCK (BRAMBLES LIMITED)	Long	Equity-common	AU	$297K	31K	0.17
BRAZIL LA SP CBK		Derivative-credit	US	$912.82	–	0.00
BRAZIL LA SP GST		Derivative-credit	US	$608.54	–	0.00
BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A (BRIDGEGATE FUNDING PLC 2023-1A)	Long	ABS-mortgage backed security	GB	$2M	–	1.00
BRIDGESTONE CORP COMMON STOCK (BRIDGESTONE CORPORATION)	Long	Equity-common	JP	$249K	6K	0.14
BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1 (BRISTOL-MYERS SQUIBB COMPANY)	Long	Equity-common	US	$113K	3K	0.07
BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25	Long	Equity-common	GB	$814K	27K	0.48
BROOKFIELD ASSET MGMT A COMMON STOCK (BROOKFIELD ASSET MANAGEMENT LTD)	Long	Equity-common	CA	$130K	3K	0.08
BUNGE GLOBAL SA COMMON STOCK USD.01	Long	Equity-common	CH	$341K	3K	0.20
CAIXABANK SA COMMON STOCK EUR1.0 (CAIXABANK SA (AKA: LA CAIXA))	Long	Equity-common	ES	$382K	72K	0.22
CAMDEN PROPERTY TRUST REIT USD.01	Long	Equity-common	US	$302K	3K	0.18
CARETRUST REIT INC REIT USD.01	Long	Equity-common	US	$163K	6K	0.09
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3)	Long	ABS-other	US	$402K	–	0.23
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P4)	Long	ABS-other	US	$404K	–	0.24
CARVANA CO SR SECURED 144A 06/30 13	Long	Debt	US	$143K	–	0.08
CARVANA CO SR SECURED 144A 06/31 14	Long	Debt	US	$176K	–	0.10
CDX EM36 ICE		Derivative-credit	US	$-2K	–	-0.00
CDX EM40 ICE		Derivative-credit	US	$-5K	–	-0.00
CDX EM41 ICE		Derivative-credit	US	$-13K	–	-0.01
CDX HY41 5Y ICE		Derivative-credit	US	$142K	–	0.08
CDX HY42 5Y ICE		Derivative-credit	US	$249K	–	0.15
CDX IG42 5Y ICE		Derivative-credit	US	$44K	–	0.03
CEZ AS COMMON STOCK CZK100.0 (CEZ A S)	Long	Equity-common	CZ	$129K	3K	0.08
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 1A2 (CHASE MORTGAGE FINANCE CORP 2006-A1)	Long	ABS-mortgage backed security	US	$13K	–	0.01
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1)	Long	ABS-mortgage backed security	US	$1M	–	0.81
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3)	Long	ABS-mortgage backed security	US	$789K	–	0.46
CHINA CONSTRUCTION BANK H COMMON STOCK CNY1.0 (CHINA CONSTRUCTION BANK CORPORATION)	Long	Equity-common	CN	$1M	2M	0.87
CHINA SHENHUA ENERGY CO H COMMON STOCK CNY1.0 (CHINA SHENHUA ENERGY COMPANY LIMITED)	Long	Equity-common	CN	$343K	75K	0.20
CIFC FUNDING LTD CIFC 2021 3A A 144A (CIFC FUNDING 2021-III LTD)	Long	ABS-collateralized bond/debt obligation	KY	$401K	–	0.23
CIM TRUST CIM 2023 R4 A1 144A (CIM TRUST 2023-R4)	Long	ABS-mortgage backed security	US	$1M	–	0.80
CISCO SYSTEMS INC COMMON STOCK USD.001	Long	Equity-common	US	$1M	24K	0.66
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M1 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1)	Long	ABS-mortgage backed security	US	$842K	–	0.49
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK (CLEAR CHANNEL OUTDOOR HOLDINGS INC)	Long	Equity-common	US	$42K	30K	0.02
CLP HOLDINGS LTD COMMON STOCK (CLP HOLDINGS LIMITED)	Long	Equity-common	HK	$295K	37K	0.17
CMBX.NA.AAA.10 SP GST		Derivative-credit	US	$-10K	–	-0.01
CMBX.NA.AAA.13 SP MYC		Derivative-credit	US	$-60K	–	-0.04
CME GROUP INC COMMON STOCK USD.01	Long	Equity-common	US	$117K	595	0.07
COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY)	Long	Equity-common	US	$2M	27K	1.00
COLES GROUP LTD COMMON STOCK (COLES GROUP LIMITED)	Long	Equity-common	AU	$126K	11K	0.07
COLOMBIA LA SP GST		Derivative-credit	US	$-1K	–	-0.00
COMPAGNIE DE SAINT GOBAIN COMMON STOCK EUR4.0 (COMPAGNIE DE SAINT-GOBAIN)	Long	Equity-common	FR	$790K	10K	0.46
CONOCOPHILLIPS COMMON STOCK USD.01	Long	Equity-common	US	$461K	4K	0.27
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 16CB A2 (COUNTRYWIDE ALTERNATIVE LN TR 2006-16CB)	Long	ABS-mortgage backed security	US	$40K	–	0.02
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7 (COUNTRYWIDE ALT LOAN TRUST 2006-36T2)	Long	ABS-mortgage backed security	US	$8K	–	0.00
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1)	Long	ABS-mortgage backed security	US	$19K	–	0.01
COUNTRYWIDE HOME LOANS CWHL 2007 J3 A1 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3)	Long	ABS-mortgage backed security	US	$4K	–	0.00
CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17)	Long	ABS-mortgage backed security	US	$371K	–	0.22
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 10A3 (CS FIRST BOSTON MTGE SEC CORP 2005-10)	Long	ABS-mortgage backed security	US	$74K	–	0.04
CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1 (CS FIRST BOSTON MTGE SEC CORP 2005-12)	Long	ABS-mortgage backed security	US	$17K	–	0.01
CREDIT SUISSE MORTGAGE TRUST CSMC 2012 11R 2A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-11R)	Long	ABS-mortgage backed security	US	$54K	–	0.03
CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A (CSMC 2022-RPL4)	Long	ABS-mortgage backed security	US	$1M	–	0.76
CROWN CASTLE INC REIT USD.01 (CROWN CASTLE INTERNATIONAL CORP (CCI))	Long	Equity-common	US	$407K	4K	0.24
CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG)	Long	Debt	US	$44K	–	0.03
CSPC PHARMACEUTICAL GROUP LT COMMON STOCK (CSPC PHARMACEUTICAL GROUP LIMITED)	Long	Equity-common	HK	$147K	184K	0.09
CUMMINS INC COMMON STOCK USD2.5	Long	Equity-common	US	$765K	3K	0.45
CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353 (CVS PASS-THROUGH TRUST SERIES 2009)	Long	Debt	US	$360K	–	0.21
DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A (DBGS 2021-W52 MORTGAGE TRUST)	Long	ABS-mortgage backed security	US	$675K	–	0.39
DESARROLLADORA HOMEX SAB DE COMMON STOCK (DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX))	Long	Equity-common	MX	$18.36	42K	0.00
DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH)	Long	Debt	DE	$176K	–	0.10
DEVON ENERGY CORP COMMON STOCK USD.1 (DEVON ENERGY CORPORATION)	Long	Equity-common	US	$671K	14K	0.39
DICK S SPORTING GOODS INC COMMON STOCK USD.01 (DICKS SPORTING GOODS INC)	Long	Equity-common	US	$282K	1K	0.16
DIGITAL REALTY TRUST INC REIT USD.01	Long	Equity-common	US	$613K	4K	0.36
DISH DBS CORP SR SECURED 144A 12/26 5.25 (DISH DBS CORPORATION)	Long	Debt	US	$387K	–	0.23
DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS CORPORATION)	Long	Debt	US	$139K	–	0.08
EBAY INC COMMON STOCK USD.001	Long	Equity-common	US	$615K	11K	0.36
ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A (ECMC GROUP STUDENT LOAN TRUST 2020-2A)	Long	ABS-other	US	$668K	–	0.39
EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A (EMC MORTGAGE LOAN TRUST 2002-B)	Long	ABS-mortgage backed security	US	$19K	–	0.01
ENDESA SA COMMON STOCK EUR1.2	Long	Equity-common	ES	$131K	7K	0.08
ENEL SPA COMMON STOCK EUR1.0	Long	Equity-common	IT	$1M	181K	0.73
ENERGY TRANSFER LP SR UNSECURED 05/28 4.95	Long	Debt	US	$4K	–	0.00
ENGIE COMMON STOCK EUR1.0 (ENGIE SA (AKA: GDF SUEZ))	Long	Equity-common	FR	$232K	16K	0.14
ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A (ENT AUTO RECEIVABLES TRUST 2023-1A)	Long	ABS-other	US	$396K	–	0.23
ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL (AMSURG LLC)	Long	Loan	US	$124K	–	0.07
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN (AMSURG LLC)	Long	Loan	US	$464K	–	0.27
EOG RESOURCES INC COMMON STOCK USD.01	Long	Equity-common	US	$127K	1K	0.07
EPR PROPERTIES COMPANY GUAR 04/28 4.95	Long	Debt	US	$2K	–	0.00
EPR PROPERTIES COMPANY GUAR 12/26 4.75	Long	Debt	US	$2K	–	0.00
EPR PROPERTIES REIT USD.01	Long	Equity-common	US	$391K	9K	0.23
EQTYWM927 WESTMORELAND MINING (WESTMET GROUP HOLDINGS LLC)	Long	Equity-common	US	$236.66	52.59	0.00
EQUINOR ASA COMMON STOCK NOK2.5	Long	Equity-common	NO	$569K	20K	0.33
EQUITY RESIDENTIAL REIT USD.01	Long	Equity-common	US	$336K	5K	0.20
ERSTE GROUP BANK AG COMMON STOCK	Long	Equity-common	AT	$354K	7K	0.21
ESSENT GROUP LTD SR UNSECURED 07/29 6.25	Long	Debt	BM	$200K	–	0.12
EUROSAIL PLC ESAIL 2007 3A A3C 144A (EUROSAIL PLC 2007-3A)	Long	ABS-mortgage backed security	GB	$94K	–	0.05
EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X)	Long	ABS-mortgage backed security	GB	$155K	–	0.09
EUROSAIL PLC ESAIL 2007 3X A3C REGS (EUROSAIL PLC 2007-3X)	Long	ABS-mortgage backed security	GB	$56K	–	0.03
EUROSAIL PLC ESAIL 2007 6NCX A3A REGS (EUROSAIL PLC 2007-6NCX)	Long	ABS-mortgage backed security	GB	$288K	–	0.17
EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5 (EXELA INTERMEDIATE LLC / EXELA FINANCE INC)	Long	Debt	US	$2K	–	0.00
FBR SECURITIZATION TRUST FBRSI 2005 5 M2 (FBR SECURITIZATION TRUST 2005-5)	Long	ABS-mortgage backed security	US	$630K	–	0.37
FED HM LN PC POOL QE1302 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$52K	–	0.03
FED HM LN PC POOL QE1435 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$13K	–	0.01
FED HM LN PC POOL QE1988 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$55K	–	0.03
FED HM LN PC POOL QE2230 FR 05/52 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$27K	–	0.02
FED HM LN PC POOL RB5175 FR 08/42 FIXED 4 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$24K	–	0.01
FED HM LN PC POOL RB5182 FR 09/42 FIXED 4 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$34K	–	0.02
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3)	Long	ABS-mortgage backed security	US	$76K	–	0.04
FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A (FIRST INVESTORS AUTO OWNER TRUST 2023-1A)	Long	ABS-other	US	$285K	–	0.17
FIRSTRAND LTD COMMON STOCK ZAR.01 (FIRSTRAND LIMITED)	Long	Equity-common	ZA	$476K	112K	0.28
FIXED INC CLEARING CORP.REPO	Long	Repurchase agreement	US	$546K	–	0.32
FNMA POOL AX8309 FN 11/29 FIXED 3 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$5K	–	0.00
FNMA POOL BV8509 FN 05/52 FIXED 3 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$91K	–	0.05
FNMA POOL FM3241 FN 03/50 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$34K	–	0.02
FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$25K	–	0.01
FNMA POOL MA4697 FN 08/42 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$27K	–	0.02
FNMA POOL MA4729 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL MA4779 FN 10/42 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1K	–	0.00
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2M	–	1.44
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.67
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$7M	–	4.11
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	2.37
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$7M	–	4.00
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.62
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$5M	–	2.88
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$10M	–	5.67
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$11M	–	6.29
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.60
FORD MOTOR COMPANY SNR S* ICE		Derivative-credit	US	$23K	–	0.01
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE		Derivative-credit	US	$51K	–	0.03
FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA)	Long	Equity-common	LU	$46K	2K	0.03
FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA)	Long	Equity-common	LU	$5K	220	0.00
FORESEA HOLDING SA SR SECURED 144A 06/30 7.5	Long	Debt	LU	$26K	–	0.01
FORTESCUE LTD COMMON STOCK	Long	Equity-common	AU	$533K	37K	0.31
FORTUM OYJ COMMON STOCK EUR3.4	Long	Equity-common	FI	$126K	9K	0.07
GAMING AND LEISURE PROPERTIE REIT (GAMING AND LEISURE PROPERTIES INC)	Long	Equity-common	US	$578K	13K	0.34
GARMIN LTD COMMON STOCK CHF.1	Long	Equity-common	CH	$305K	2K	0.18
GEA GROUP AG COMMON STOCK (GEA GROUP AKTIENGESELLSCHAFT)	Long	Equity-common	DE	$141K	3K	0.08
GILEAD SCIENCES INC COMMON STOCK USD.001	Long	Equity-common	US	$816K	12K	0.48
GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC)	Long	Debt	US	$19K	–	0.01
GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / GLP FINANCING II INC)	Long	Debt	US	$3K	–	0.00
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-2A)	Long	ABS-other	US	$334K	–	0.19
GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2024-3)	Long	ABS-other	US	$400K	–	0.23
GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$174K	–	0.10
GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$90K	–	0.05
GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$571K	–	0.33
GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$292K	–	0.17
GNMA II TBA 30 YR 5.5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$99K	–	0.06
GRIFONAS FINANCE PLC GRIF 1 A REGS (GRIFONAS FINANCE NO.1 PLC GRIF-1)	Long	ABS-mortgage backed security	GB	$148K	–	0.09
GRUPO MEXICO SAB DE CV SER B COMMON STOCK	Long	Equity-common	MX	$373K	69K	0.22
HARTFORD FINANCIAL SVCS GRP COMMON STOCK USD.01 (HARTFORD FINANCIAL SERVICES GROUP INC/THE)	Long	Equity-common	US	$359K	4K	0.21
HEALTHCARE REALTY TRUST INC REIT USD.01 (HEALTHCARE REALTY TRUST INCORPORATED)	Long	Equity-common	US	$254K	15K	0.15
HEALTHPEAK PROPERTIES INC REIT USD1.0	Long	Equity-common	US	$276K	14K	0.16
HEIDELBERG MATERIALS AG COMMON STOCK	Long	Equity-common	DE	$297K	3K	0.17
HF SINCLAIR CORP COMMON STOCK (HF SINCLAIR CORPORATION)	Long	Equity-common	US	$191K	4K	0.11
HIGHWOODS PROPERTIES INC REIT USD.01	Long	Equity-common	US	$480K	18K	0.28
HOLCIM LTD COMMON STOCK CHF2.0	Long	Equity-common	CH	$1M	12K	0.60
HOME DEPOT INC COMMON STOCK USD.05	Long	Equity-common	US	$2M	5K	1.06
HOME EQUITY ASSET TRUST HEAT 2005 7 M2 (HOME EQUITY PASS-THRU CERTS 2005-7)	Long	ABS-mortgage backed security	US	$103K	–	0.06
HON HAI PRECISION INDUSTRY COMMON STOCK TWD10.0 (HON HAI PRECISION INDUSTRY CO LTD)	Long	Equity-common	TW	$1M	179K	0.69
HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR	Long	Debt	GB	$792K	–	0.46
HSI ASSET LOAN OBLIGATION HALO 2007 1 1A1 (HSI ASSET LOAN OBLIGATION 2007-1)	Long	ABS-mortgage backed security	US	$2K	–	0.00
IHEARTMEDIA INC CLASS A COMMON STOCK	Long	Equity-common	US	$8K	7K	0.00
IHEARTMEDIA INC CLASS B COMMON STOCK	Long	Equity-common	US	$5K	5K	0.00
ILLINOIS ST ILS 02/35 FIXED 6.63	Long	Debt	US	$13K	–	0.01
ILLINOIS ST ILS 07/35 FIXED 7.35	Long	Debt	US	$5K	–	0.00
IMPERIAL BRANDS PLC COMMON STOCK GBP.1	Long	Equity-common	GB	$469K	18K	0.27
INF SWAP GB NI 4.0 09/15/21-10Y LCH		Derivative-interest rate	GB	$-16K	–	-0.01
INF SWAP GB NI 4.14 10/15/21-10Y LCH		Derivative-interest rate	GB	$-14K	–	-0.01
INF SWAP GB NI 4.25 11/15/21-10Y LCH		Derivative-interest rate	GB	$-12K	–	-0.01
INTELSAT EMERGENCE SA CALL EXP 17FEB27		Derivative-equity	LU	$21.97	–	0.00
INTELSAT EMERGENCE SA CALL EXP17FEB27		Derivative-equity	LU	$307.87	–	0.00
INTELSAT EMERGENCE SA COMMON STOCK (INTELSAT SA)	Long	Equity-common	LU	$107K	3K	0.06
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 (INTELSAT JACKSON HOLDINGS SA)	Long	Debt	LU	$194K	–	0.11
INTESA SANPAOLO COMMON STOCK (INTESA SANPAOLO SPA)	Long	Equity-common	IT	$587K	158K	0.34
INTESA SANPAOLO SPA 144A 11/33 7.2	Long	Debt	IT	$214K	–	0.12
IRS AUD 2.75000 06/17/16-10Y CME		Derivative-interest rate	AU	$-113K	–	-0.07
IRS AUD 3.00000 03/21/17-10Y CME		Derivative-interest rate	AU	$2K	–	0.00
IRS AUD 4.50000 03/20/24-10Y LCH		Derivative-interest rate	AU	$830.59	–	0.00
IRS AUD 4.50000 09/18/24-10Y LCH		Derivative-interest rate	AU	$505.96	–	0.00
IRS AUD 4.50000 09/20/23-10Y LCH		Derivative-interest rate	AU	$4K	–	0.00
IRS EUR -0.15000 03/18/20-10Y LCH		Derivative-interest rate		$144K	–	0.08
IRS EUR 0.83000 12/09/42-10Y LCH		Derivative-interest rate		$95K	–	0.06
IRS EUR 2.00000 09/21/22-10Y LCH		Derivative-interest rate		$-40K	–	-0.02
IRS EUR 2.50000 09/18/24-30Y LCH		Derivative-interest rate		$1K	–	0.00
IRS EUR 2.75000 09/18/24-10Y LCH		Derivative-interest rate		$-10K	–	-0.01
IRS EUR 2.75000 09/18/24-5Y LCH		Derivative-interest rate		$-8K	–	-0.00
IRS EUR 2.76000 01/03/24-5Y LCH		Derivative-interest rate		$1K	–	0.00
IRS EUR 2.77000 04/16/24-5Y LCH		Derivative-interest rate		$-792.5	–	-0.00
IRS EUR 2.78000 05/02/24-5Y LCH		Derivative-interest rate		$-667.02	–	-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		$-312.5	–	-0.00
IRS EUR 2.88000 12/19/23-5Y LCH		Derivative-interest rate		$-1K	–	-0.00
IRS EUR 2.89000 12/22/23-10Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 2.92000 12/13/23-5Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 2.97000 12/15/23-10Y LCH		Derivative-interest rate		$-3K	–	-0.00
IRS EUR 3.27000 11/08/23-5Y LCH		Derivative-interest rate		$-3K	–	-0.00
IRS EUR 3.30000 10/03/23-10Y LCH		Derivative-interest rate		$6K	–	0.00
IRS EUR 3.37000 10/09/23-5Y LCH		Derivative-interest rate		$4K	–	0.00
IRS EUR 3.45000 10/20/23-5Y LCH		Derivative-interest rate		$4K	–	0.00
IRS MXN 5.99000 02/12/16-10Y* CME		Derivative-interest rate	MX	$-16K	–	-0.01
IRS MXN 6.08000 03/22/16-10Y* CME		Derivative-interest rate	MX	$-61K	–	-0.04
IRS MXN 6.49000 09/20/16-10Y* CME		Derivative-interest rate	MX	$-124K	–	-0.07
IRS MXN 7.16500 09/25/17-15Y* CME		Derivative-interest rate	MX	$-3K	–	-0.00
IRS MXN 7.36000 09/15/17-20Y* CME		Derivative-interest rate	MX	$-886.35	–	-0.00
IRS MXN 7.38000 09/08/17-20Y* CME		Derivative-interest rate	MX	$-881.18	–	-0.00
IRS MXN 7.49500 01/26/22-10Y* CME		Derivative-interest rate	MX	$4K	–	0.00
IRS MXN 7.49750 01/27/22-10Y* CME		Derivative-interest rate	MX	$17K	–	0.01
IRS MXN 7.80000 01/09/18-10Y* CME		Derivative-interest rate	MX	$4K	–	0.00
IRS MXN 7.91000 01/11/18-10Y* CME		Derivative-interest rate	MX	$2K	–	0.00
IRS MXN 7.98400 12/22/17-10Y* CME		Derivative-interest rate	MX	$8K	–	0.00
IRS MXN 8.00500 01/02/18-10Y* CME		Derivative-interest rate	MX	$34K	–	0.02
IRS MXN 8.03000 02/12/18-10Y* CME		Derivative-interest rate	MX	$6K	–	0.00
IRS MXN 8.05000 02/12/18-10Y* CME		Derivative-interest rate	MX	$5K	–	0.00
IRS MXN 8.10250 01/29/18-20Y* CME		Derivative-interest rate	MX	$5K	–	0.00
IRS MXN 8.30000 06/23/23-5Y* CME		Derivative-interest rate	MX	$-3K	–	-0.00
IRS MXN 8.41000 04/06/22-5Y* CME		Derivative-interest rate	MX	$2K	–	0.00
IRS MXN 8.44400 08/01/23-5Y* CME		Derivative-interest rate	MX	$-7K	–	-0.00
IRS MXN 8.47130 08/02/23-5Y* CME		Derivative-interest rate	MX	$-3K	–	-0.00
IRS MXN 8.51170 07/31/23-5Y* CME		Derivative-interest rate	MX	$-5K	–	-0.00
IRS MXN 8.55000 08/03/23-5Y* CME		Derivative-interest rate	MX	$-2K	–	-0.00
IRS MXN 8.55600 08/03/23-5Y* CME		Derivative-interest rate	MX	$-10K	–	-0.01
IRS MXN 8.60000 08/07/23-5Y* CME		Derivative-interest rate	MX	$-3K	–	-0.00
IRS MXN 8.62000 08/04/23-5Y* CME		Derivative-interest rate	MX	$-2K	–	-0.00
IRS MXN 8.63600 08/04/23-5Y* CME		Derivative-interest rate	MX	$-3K	–	-0.00
IRS MXN 8.64000 08/04/23-5Y* CME		Derivative-interest rate	MX	$-596.73	–	-0.00
IRS MXN 8.65000 08/04/23-5Y* CME		Derivative-interest rate	MX	$-2K	–	-0.00
IRS MXN 8.66000 08/04/23-5Y* CME		Derivative-interest rate	MX	$-2K	–	-0.00
IRS MXN 8.67300 03/12/24-5Y* CME		Derivative-interest rate	MX	$604.82	–	0.00
IRS MXN 8.68000 03/13/24-5Y* CME		Derivative-interest rate	MX	$600.18	–	0.00
IRS MXN 8.68100 03/14/24-5Y* CME		Derivative-interest rate	MX	$799.35	–	0.00
IRS MXN 8.68250 03/12/24-5Y* CME		Derivative-interest rate	MX	$199.47	–	0.00
IRS MXN 8.70100 04/13/22-10Y* CME		Derivative-interest rate	MX	$4K	–	0.00
IRS MXN 8.72000 03/13/24-5Y* CME		Derivative-interest rate	MX	$189.55	–	0.00
IRS MXN 8.72500 03/13/24-5Y* CME		Derivative-interest rate	MX	$565.54	–	0.00
IRS MXN 8.73000 03/13/24-5Y* CME		Derivative-interest rate	MX	$374.96	–	0.00
IRS MXN 8.73000 04/12/22-5Y* CME		Derivative-interest rate	MX	$3K	–	0.00
IRS MXN 8.73200 04/12/22-10Y* CME		Derivative-interest rate	MX	$2K	–	0.00
IRS MXN 8.76000 03/25/24-5Y* CME		Derivative-interest rate	MX	$863.44	–	0.00
IRS MXN 8.77000 03/25/24-5Y* CME		Derivative-interest rate	MX	$511.78	–	0.00
IRS MXN 8.78000 03/25/24-5Y* CME		Derivative-interest rate	MX	$337.05	–	0.00
IRS MXN 8.81000 03/19/24-7Y* CME		Derivative-interest rate	MX	$557.97	–	0.00
IRS MXN 9.07260 03/14/24-3Y* CME		Derivative-interest rate	MX	$887.15	–	0.00
IRS MXN 9.26000 03/19/24-3Y* CME		Derivative-interest rate	MX	$399.15	–	0.00
IRS MXN 9.34000 04/03/24-3Y* CME		Derivative-interest rate	MX	$794.57	–	0.00
IRS NZD 4.75000 06/19/24-5Y LCH		Derivative-interest rate	NZ	$2K	–	0.00
IRS ZAR 8.36000 08/07/23-5Y CME		Derivative-interest rate	ZA	$578.1	–	0.00
IRS ZAR 8.38000 08/04/23-5Y CME		Derivative-interest rate	ZA	$273.71	–	0.00
IRS ZAR 8.40000 08/07/23-5Y CME		Derivative-interest rate	ZA	$649.8	–	0.00
IRS ZAR 8.41000 07/31/23-5Y CME		Derivative-interest rate	ZA	$299.47	–	0.00
IRS ZAR 8.41000 08/04/23-5Y CME		Derivative-interest rate	ZA	$818.61	–	0.00
IRS ZAR 8.41000 08/07/23-5Y CME		Derivative-interest rate	ZA	$148.42	–	0.00
IRS ZAR 8.41500 07/31/23-5Y CME		Derivative-interest rate	ZA	$303.51	–	0.00
IRS ZAR 8.41500 08/04/23-5Y CME		Derivative-interest rate	ZA	$301.69	–	0.00
IRS ZAR 8.42000 07/31/23-5Y CME		Derivative-interest rate	ZA	$999.42	–	0.00
IRS ZAR 8.42100 08/04/23-5Y CME		Derivative-interest rate	ZA	$383.06	–	0.00
IRS ZAR 8.42600 08/01/23-5Y CME		Derivative-interest rate	ZA	$389.03	–	0.00
IRS ZAR 8.42760 07/31/23-5Y CME		Derivative-interest rate	ZA	$705.59	–	0.00
IRS ZAR 8.46000 08/01/23-5Y CME		Derivative-interest rate	ZA	$761.15	–	0.00
IRS ZAR 8.46000 08/02/23-5Y CME		Derivative-interest rate	ZA	$761.4	–	0.00
IRS ZAR 8.46400 08/02/23-5Y CME		Derivative-interest rate	ZA	$768.64	–	0.00
IRS ZAR 8.54300 08/04/23-5Y CME		Derivative-interest rate	ZA	$504.74	–	0.00
IRS ZAR 8.55000 08/03/23-5Y CME		Derivative-interest rate	ZA	$922.98	–	0.00
ISRAEL GOVT EM SP CBK		Derivative-credit	US	$-430.05	–	-0.00
ISUZU MOTORS LTD COMMON STOCK (ISUZU MOTORS LIMITED)	Long	Equity-common	JP	$126K	10K	0.07
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A (JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3)	Long	ABS-mortgage backed security	US	$27K	–	0.02
JAPAN TOBACCO INC COMMON STOCK	Long	Equity-common	JP	$122K	5K	0.07
JERONIMO MARTINS COMMON STOCK EUR1.0 (JERONIMO MARTINS SGPS SA)	Long	Equity-common	PT	$107K	5K	0.06
JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY)	Long	Equity-common	US	$3M	19K	1.63
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 D 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5)	Long	ABS-mortgage backed security	US	$957K	–	0.56
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC)	Long	ABS-mortgage backed security	US	$421K	–	0.25
JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10 (JP MORGAN MORTGAGE TRUST 2006-S2)	Long	ABS-mortgage backed security	US	$27K	–	0.02
JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$196K	–	0.11
KAWASAKI KISEN KAISHA LTD COMMON STOCK	Long	Equity-common	JP	$122K	8K	0.07
KIA CORP COMMON STOCK KRW5000.0 (KIA CORPORATION)	Long	Equity-common	KR	$546K	6K	0.32
KILROY REALTY CORP REIT USD.01 (KILROY REALTY CORPORATION)	Long	Equity-common	US	$223K	7K	0.13
KIMBERLY CLARK CORP COMMON STOCK USD1.25 (KIMBERLY-CLARK CORPORATION)	Long	Equity-common	US	$1M	8K	0.61
KINBANE DAC KINBN 2022 RPL1A A 144A (KINBANE 2022-RPL 1 DAC 22-RPL1A)	Long	ABS-mortgage backed security	IE	$526K	–	0.31
KROGER CO COMMON STOCK USD1.0	Long	Equity-common	US	$160K	3K	0.09
KT+G CORP COMMON STOCK KRW5000.0 (KT&G CORPORATION)	Long	Equity-common	KR	$146K	2K	0.08
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST)	Long	ABS-collateralized bond/debt obligation	US	$881K	–	0.51
LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL (LEALAND FINANCE COMPANY BV)	Long	Loan	US	$480.12	–	0.00
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL (LEALAND FINANCE COMPANY BV)	Long	Loan	US	$1K	–	0.00
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 A 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL1)	Long	ABS-mortgage backed security	US	$42K	–	0.02
LENDMARK FUNDING TRUST LFT 2024 1A A 144A (LENDMARK FUNDING TRUST 2024-1A)	Long	ABS-other	US	$201K	–	0.12
LENNAR CORP A COMMON STOCK USD.1 (LENNAR CORPORATION)	Long	Equity-common	US	$442K	3K	0.26
LOCKHEED MARTIN CORP COMMON STOCK USD1.0 (LOCKHEED MARTIN CORPORATION)	Long	Equity-common	US	$2M	4K	0.97
MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A)	Long	ABS-collateralized bond/debt obligation	KY	$401K	–	0.23
MARATHON PETROLEUM CORP COMMON STOCK USD.01 (MARATHON PETROLEUM CORPORATION)	Long	Equity-common	US	$1M	8K	0.80
MARSTONS ISSUER PLC SECURED REGS 07/35 VAR	Long	Debt	GB	$192K	–	0.11
MARUBENI CORP COMMON STOCK (MARUBENI CORPORATION)	Long	Equity-common	JP	$588K	32K	0.34
MASCO CORP COMMON STOCK USD1.0 (MASCO CORPORATION)	Long	Equity-common	US	$173K	3K	0.10
MAZDA MOTOR CORP COMMON STOCK (MAZDA MOTOR CORPORATION)	Long	Equity-common	JP	$104K	11K	0.06
MEDIATEK INC COMMON STOCK TWD10.0	Long	Equity-common	TW	$1M	34K	0.85
MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC)	Long	Equity-common	US	$620K	5K	0.36
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 (MERRILL LYNCH MTGE INVESTORS 2006-A1)	Long	ABS-mortgage backed security	US	$4K	–	0.00
META PLATFORMS INC CLASS A COMMON STOCK USD.000006	Long	Equity-common	US	$134K	266	0.08
MEX BONOS DESARR FIX RT BONDS 03/29 8.5 (MEXICO GOVT)	Long	Debt	MX	$82K	–	0.05
MEX BONOS DESARR FIX RT BONDS 05/31 7.75 (MEXICO GOVT)	Long	Debt	MX	$15K	–	0.01
MEX BONOS DESARR FIX RT BONDS 06/27 7.5 (MEXICO GOVT)	Long	Debt	MX	$117K	–	0.07
MEX BONOS DESARR FIX RT BONDS 09/26 7 (MEXICO GOVT)	Long	Debt	MX	$153K	–	0.09
MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT)	Long	Debt	MX	$57K	–	0.03
MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT)	Long	Debt	MX	$8K	–	0.00
MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT)	Long	Debt	MX	$25K	–	0.01
MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT)	Long	Debt	MX	$284K	–	0.17
MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT)	Long	Debt	MX	$222K	–	0.13
MEXICO LA SP GST		Derivative-credit	US	$401.51	–	0.00
MEXICO LA SP MYC		Derivative-credit	US	$904.5	–	0.00
MEXICO LA SP MYC		Derivative-credit	US	$428.44	–	0.00
MEXICO LA SP MYC		Derivative-credit	US	$401.51	–	0.00
MEXICO LA SP MYC		Derivative-credit	US	$-38.48	–	-0.00
MFRA TRUST MFRA 2023 NQM2 A1 144A (MFA 2023-NQM2 TRUST)	Long	ABS-mortgage backed security	US	$1M	–	0.79
MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION)	Long	Equity-common	US	$916K	2K	0.53
MID AMERICA APARTMENT COMM REIT USD.01 (MID-AMERICA APARTMENT COMMUNITIES INC)	Long	Equity-common	US	$243K	2K	0.14
MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR (MITCHELLS & BUTLERS FINANCE PLC)	Long	Debt	GB	$78K	–	0.05
MITSUI + CO LTD COMMON STOCK (MITSUI & CO LTD)	Long	Equity-common	JP	$556K	24K	0.32
MITSUI OSK LINES LTD COMMON STOCK	Long	Equity-common	JP	$229K	8K	0.13
MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC)	Long	Debt	JP	$199K	–	0.12
MONDI PLC COMMON STOCK EUR.2	Long	Equity-common	GB	$184K	10K	0.11
MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN E 144A (MORGAN STANLEY CAPITAL I TRUST 2018-SUN)	Long	ABS-mortgage backed security	US	$975K	–	0.57
MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 (MORGAN STANLEY HOME EQUITY LN 2007-1)	Long	ABS-mortgage backed security	US	$619K	–	0.36
MUENCHENER RUECKVERSICHERUNG COMMON STOCK (MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE))	Long	Equity-common	DE	$724K	1K	0.42
NATIONAL STORAGE AFFILIATES REIT USD.01 (NATIONAL STORAGE AFFILIATES TRUST)	Long	Equity-common	US	$320K	8K	0.19
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY)	Long	Debt	GB	$204K	–	0.12
NATIONWIDE BUILDING SOC CCDS PREFERENCE (NATIONWIDE BUILDING SOCIETY)	Long	Equity-preferred	GB	$145K	880	0.08
NAVIENT STUDENT LOAN TRUST NAVSL 2017 2A A 144A (NAVIENT STUDENT LOAN TRUST 2017-2)	Long	ABS-other	US	$323K	–	0.19
NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A)	Long	ABS-other	US	$609K	–	0.36
NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A (NAVIENT STUDENT LOAN TRUST 2020-IA)	Long	ABS-other	US	$169K	–	0.10
NEDBANK GROUP LTD COMMON STOCK ZAR1.0 (NEDBANK GROUP LIMITED)	Long	Equity-common	ZA	$146K	10K	0.09
NEIMAN MARCUS USD COMMON STOCK EQUITY (NMG PARENT)	Long	Equity-common	US	$152K	1K	0.09
NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A (NELNET STUDENT LOAN TRUST 2018-3A)	Long	ABS-other	US	$319K	–	0.19
NESTLE SA REG COMMON STOCK CHF.1	Long	Equity-common	CH	$401K	4K	0.23
NETAPP INC COMMON STOCK USD.001	Long	Equity-common	US	$592K	5K	0.35
NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A (NEWARK BSL CLO 2 LTD 2017 1A)	Long	ABS-collateralized bond/debt obligation	KY	$300K	–	0.17
NIPPON YUSEN KK COMMON STOCK (NIPPON YUSEN KABUSHIKI KAISHA)	Long	Equity-common	JP	$295K	10K	0.17
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD)	Long	Debt	JP	$807K	–	0.47
NOMURA HOLDINGS INC SR UNSECURED 07/27 5.594	Long	Debt	JP	$200K	–	0.12
NOVARTIS AG REG COMMON STOCK CHF.49	Long	Equity-common	CH	$2M	16K	0.99
NOVATEK MICROELECTRONICS COR COMMON STOCK TWD10.0 (NOVATEK MICROELECTRONICS LTD)	Long	Equity-common	TW	$224K	12K	0.13
NUCOR CORP COMMON STOCK USD.4 (NUCOR CORPORATION)	Long	Equity-common	US	$578K	4K	0.34
NVIDIA CORP COMMON STOCK USD.001 (NVIDIA CORPORATION)	Long	Equity-common	US	$172K	1K	0.10
OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH		Derivative-interest rate	CA	$-5K	–	-0.00
OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH		Derivative-interest rate	JP	$44K	–	0.03
OMEGA HEALTHCARE INVESTORS REIT USD.1 (OMEGA HEALTHCARE INVESTORS INC)	Long	Equity-common	US	$356K	10K	0.21
ONO PHARMACEUTICAL CO LTD COMMON STOCK	Long	Equity-common	JP	$113K	8K	0.07
ONSLOW BAY FINANCIAL LLC OBX 2018 EXP1 2A1 144A (OBX TRUST 2018-EPX1)	Long	ABS-mortgage backed security	US	$4K	–	0.00
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-4)	Long	ABS-mortgage backed security	US	$1M	–	0.71
ORLEN SA COMMON STOCK PLN1.25	Long	Equity-common	PL	$214K	13K	0.13
OWENS CORNING COMMON STOCK USD.001 (OWENS CORNING INC)	Long	Equity-common	US	$337K	2K	0.20
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$19K	–	0.01
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$189K	–	0.11
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$103K	–	0.06
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$35K	–	0.02
PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$481K	–	0.28
PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 A 144A (PAGAYA AI DEBT TRUST 2023-3)	Long	ABS-other	US	$170K	–	0.10
PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6)	Long	ABS-other	US	$193K	–	0.11
PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A (PALMER SQUARE CLO 2022-1 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$802K	–	0.47
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A)	Long	ABS-collateralized bond/debt obligation	IE	$247K	–	0.14
PARK HOTELS + RESORTS INC REIT USD.01 (PARK HOTELS & RESORTS INC)	Long	Equity-common	US	$543K	36K	0.32
PEGATRON CORP COMMON STOCK TWD10.0 (PEGATRON CORPORATION)	Long	Equity-common	TW	$138K	43K	0.08
PETROBRAS PETROLEO BRAS COMMON STOCK (PETROBRAS (PETROLEO BRASILEIRO SA))	Long	Equity-common	BR	$593K	82K	0.35
PETROBRAS PETROLEO BRAS PR PREFERENCE (PETROBRAS (PETROLEO BRASILEIRO SA))	Long	Equity-preferred	BR	$719K	106K	0.42
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75 (PETROLEOS DE VENEZUELA SA (PDVSA))	Long	Debt	VE	$3K	–	0.00
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6 (PETROLEOS DE VENEZUELA SA (PDVSA))	Long	Debt	VE	$37K	–	0.02
PFIZER INC COMMON STOCK USD.05	Long	Equity-common	US	$1M	37K	0.61
PHILIP MORRIS INTERNATIONAL COMMON STOCK (PHILIP MORRIS INTERNATIONAL INC)	Long	Equity-common	US	$2M	15K	0.90
PICC PROPERTY + CASUALTY H COMMON STOCK CNY1.0 (PICC PROPERTY AND CASUALTY COMPANY LIMITED)	Long	Equity-common	CN	$186K	150K	0.11
PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS)	Long	Short-term investment vehicle	US	$5M	–	3.00
POSTE ITALIANE SPA COMMON STOCK EUR1.0	Long	Equity-common	IT	$127K	10K	0.07
POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK PLN.1 (POWSECHNY ZAKLAD UBEZPIECZEN SA)	Long	Equity-common	PL	$168K	13K	0.10
PRESS GANEY HOLDINGS INC 2024 TERM LOAN B (PRESS GANEY (AZALEA TOPCO INC))	Long	Loan	US	$3K	–	0.00
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-RN1)	Long	ABS-mortgage backed security	US	$672K	–	0.39
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25 (PRIME HEALTHCARE SERVICES INC)	Long	Debt	US	$408K	–	0.24
PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY)	Long	Equity-common	US	$368K	2K	0.21
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A (PRPM 2024-NQM2 TRUST)	Long	ABS-mortgage backed security	US	$401K	–	0.23
PUBLIC STORAGE REIT USD.1	Long	Equity-common	US	$242K	842	0.14
PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR (PUERTO RICO GOVT)	Long	Debt	PR	$24K	–	0.01
PUERTO RICO ELEC PWR AUTH PWRR PRCPWR 07/40 FIXED 6.125 (PUERTO RICO ELECTRIC POWER AUTHORITY)	Long	Debt	PR	$47K	–	0.03
QUALCOMM INC COMMON STOCK USD.0001 (QUALCOMM INCORPORATED)	Long	Equity-common	US	$1M	6K	0.66
QUANTA COMPUTER INC COMMON STOCK TWD10.0	Long	Equity-common	TW	$574K	60K	0.33
REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A)	Long	ABS-other	US	$141K	–	0.08
REALTEK SEMICONDUCTOR CORP COMMON STOCK TWD10.0 (REALTEK SEMICONDUCTOR CORPORATION)	Long	Equity-common	TW	$168K	10K	0.10
REALTY INCOME CORP REIT USD1.0 (REALTY INCOME CORPORATION)	Long	Equity-common	US	$289K	5K	0.17
REGENCY CENTERS CORP REIT USD.01 (REGENCY CENTERS CORPORATION)	Long	Equity-common	US	$256K	4K	0.15
REGIONS FINANCIAL CORP COMMON STOCK USD.01 (REGIONS FINANCIAL CORPORATION)	Long	Equity-common	US	$158K	8K	0.09
REPSOL SA COMMON STOCK EUR1.0	Long	Equity-common	ES	$431K	27K	0.25
REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT)	Long	Debt	AR	$65K	–	0.04
REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT)	Long	Debt	AR	$92K	–	0.05
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR (ARGENTINA GOVT)	Long	Debt	AR	$124K	–	0.07
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT)	Long	Debt	AR	$18K	–	0.01
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT)	Long	Debt	AR	$103K	–	0.06
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR (ARGENTINA GOVT)	Long	Debt	AR	$70K	–	0.04
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT)	Long	Debt	AR	$77K	–	0.05
REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 (PERU GOVT)	Long	Debt	PE	$534.59	–	0.00
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT)	Long	Debt	PE	$53K	–	0.03
REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9 (PERU GOVT)	Long	Debt	PE	$1K	–	0.00
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT)	Long	Debt	ZA	$525K	–	0.31
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT)	Long	Debt	ZA	$23K	–	0.01
REPUBLIC OF TURKIYE SR UNSECURED 03/25 4.25 (TURKEY GOVT)	Long	Debt	TR	$197K	–	0.11
REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25 (TURKEY GOVT)	Long	Debt	TR	$183K	–	0.11
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25 (VENEZUELAN GOVT)	Long	Debt	VE	$8K	–	0.00
REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7 (VENEZUELAN GOVT)	Long	Debt	VE	$299.48	–	0.00
REPUBLIC OF VENEZUELA SR UNSECURED REGS 04/25 7.65 (VENEZUELAN GOVT)	Long	Debt	VE	$482.35	–	0.00
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC)	Long	ABS-other	US	$664K	–	0.39
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO3)	Long	ABS-mortgage backed security	US	$32K	–	0.02
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 1A4 (RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4)	Long	ABS-mortgage backed security	US	$13K	–	0.01
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS5 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QS5)	Long	ABS-mortgage backed security	US	$149K	–	0.09
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6 (RESIDENTIAL ASSET MTGE PROD 2005-EFC1)	Long	ABS-mortgage backed security	US	$951K	–	0.55
RESIDENTIAL ASSET SECURITIES C RASC 2003 KS11 MII1 (RESIDENTIAL ASSET SEC CORP 2003-KS11)	Long	ABS-mortgage backed security	US	$152K	–	0.09
RFR GBP SONIO/3.75000 09/18/24-10Y LCH		Derivative-interest rate	GB	$13K	–	0.01
RFR GBP SONIO/4.00000 09/18/24-5Y LCH		Derivative-interest rate	GB	$32K	–	0.02
RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH		Derivative-interest rate	JP	$39K	–	0.02
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH		Derivative-interest rate	JP	$134K	–	0.08
RFR JPY MUTK/0.17625 04/27/22-5Y LCH		Derivative-interest rate	JP	$-2K	–	-0.00
RFR JPY MUTK/0.4000 06/15/22-10Y LCH		Derivative-interest rate	JP	$21K	–	0.01
RFR JPY MUTK/0.70000 09/18/24-5Y LCH		Derivative-interest rate	JP	$167.85	–	0.00
RFR JPY MUTK/0.711* 04/27/22-20Y LCH		Derivative-interest rate	JP	$7K	–	0.00
RFR JPY MUTK/1.00000 09/18/24-10Y LCH		Derivative-interest rate	JP	$625.32	–	0.00
RFR USD SOFR/1.00000 06/15/22-5Y LCH		Derivative-interest rate	US	$19K	–	0.01
RFR USD SOFR/1.00000 06/15/22-7Y CME		Derivative-interest rate	US	$43K	–	0.03
RFR USD SOFR/1.00000 06/15/22-7Y LCH		Derivative-interest rate	US	$-30K	–	-0.02
RFR USD SOFR/1.25000 06/15/22-10Y LCH		Derivative-interest rate	US	$-39K	–	-0.02
RFR USD SOFR/1.60000 01/16/24-2Y LCH		Derivative-interest rate	US	$77K	–	0.05
RFR USD SOFR/1.75000 06/15/22-10Y CME		Derivative-interest rate	US	$60K	–	0.04
RFR USD SOFR/1.75000 06/15/22-10Y LCH		Derivative-interest rate	US	$-42K	–	-0.02
RFR USD SOFR/1.75000 06/15/22-7Y CME		Derivative-interest rate	US	$30K	–	0.02
RFR USD SOFR/1.81700 04/05/22-10Y LCH		Derivative-interest rate	US	$-61K	–	-0.04
RFR USD SOFR/1.87200 04/06/22-10Y LCH		Derivative-interest rate	US	$-29K	–	-0.02
RFR USD SOFR/1.92750 03/25/22-5Y LCH		Derivative-interest rate	US	$-14K	–	-0.01
RFR USD SOFR/2.00000 12/21/22-10Y CME		Derivative-interest rate	US	$333K	–	0.19
RFR USD SOFR/2.00000 12/21/22-5Y CME		Derivative-interest rate	US	$18K	–	0.01
RFR USD SOFR/2.00000 12/21/22-7Y CME		Derivative-interest rate	US	$161K	–	0.09
RFR USD SOFR/2.30000 01/17/24-2Y LCH		Derivative-interest rate	US	$51K	–	0.03
RFR USD SOFR/2.35000 01/17/24-1Y CME		Derivative-interest rate	US	$48K	–	0.03
RFR USD SOFR/2.45000 12/20/23-1Y LCH		Derivative-interest rate	US	$95K	–	0.06
RFR USD SOFR/2.68750 04/04/24-1Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/2.69000 04/04/24-1Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/2.69700 04/04/24-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/2.72100 04/10/24-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/2.78100 04/09/24-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/2.78500 04/10/24-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/2.79000 04/10/24-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/2.83500 04/10/24-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/2.84100 10/31/23-1Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/2.84500 11/15/23-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/2.85000 08/30/22-5Y LCH		Derivative-interest rate	US	$-13K	–	-0.01
RFR USD SOFR/2.90000 04/04/22-6Y* LCH		Derivative-interest rate	US	$-55K	–	-0.03
RFR USD SOFR/2.91000 11/14/23-1Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/2.92000 10/17/23-1Y LCH		Derivative-interest rate	US	$-8K	–	-0.00
RFR USD SOFR/2.97300 10/27/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/2.99250 10/13/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.00000 06/21/23-10Y CME		Derivative-interest rate	US	$49K	–	0.03
RFR USD SOFR/3.00000 06/21/23-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/3.00000 06/21/23-7Y LCH		Derivative-interest rate	US	$134K	–	0.08
RFR USD SOFR/3.01750 10/24/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.02000 11/08/23-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.08750 11/07/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.14000 10/25/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.19000 10/25/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.22500 10/25/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.25000 06/21/23-5Y CME		Derivative-interest rate	US	$7K	–	0.00
RFR USD SOFR/3.25000 06/21/23-5Y LCH		Derivative-interest rate	US	$64K	–	0.04
RFR USD SOFR/3.30000 03/06/23-10Y LCH		Derivative-interest rate	US	$-6K	–	-0.00
RFR USD SOFR/3.30000 06/14/23-10Y LCH		Derivative-interest rate	US	$-10K	–	-0.01
RFR USD SOFR/3.34000 02/23/23-7Y LCH		Derivative-interest rate	US	$-8K	–	-0.00
RFR USD SOFR/3.37000 03/01/23-10Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.37000 07/12/23-30Y LCH		Derivative-interest rate	US	$-9K	–	-0.01
RFR USD SOFR/3.40500 03/01/23-10Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.42500 03/01/23-10Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.43000 02/27/23-10Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.45000 03/07/23-10Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/3.47000 02/22/23-7Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/3.50000 05/22/23-10Y LCH		Derivative-interest rate	US	$234K	–	0.14
RFR USD SOFR/3.50000 06/21/23-10Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/3.50000 06/21/23-3Y LCH		Derivative-interest rate	US	$4K	–	0.00
RFR USD SOFR/3.50000 06/22/23-7Y LCH		Derivative-interest rate	US	$-6K	–	-0.00
RFR USD SOFR/3.50000 12/20/23-10Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.50000 12/20/23-7Y CME		Derivative-interest rate	US	$2K	–	0.00
RFR USD SOFR/3.50000 12/20/23-7Y LCH		Derivative-interest rate	US	$81K	–	0.05
RFR USD SOFR/3.59400 01/09/24-10Y 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/3.65000 03/05/24-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.65000 07/10/23-10Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/3.65000 11/22/23-1Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/3.65000 12/05/23-1Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/3.66500 01/24/24-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
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/3.68500 01/24/24-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.70000 06/06/23-10Y LCH		Derivative-interest rate	US	$80K	–	0.05
RFR USD SOFR/3.71000 03/05/24-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.72500 02/07/24-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.75000 06/20/24-10Y CME		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.75000 06/20/24-10Y LCH		Derivative-interest rate	US	$-9K	–	-0.00
RFR USD SOFR/3.75000 06/20/24-5Y CME		Derivative-interest rate	US	$25K	–	0.01
RFR USD SOFR/3.75000 06/20/24-5Y LCH		Derivative-interest rate	US	$28K	–	0.02
RFR USD SOFR/3.75000 06/20/24-7Y LCH		Derivative-interest rate	US	$24K	–	0.01
RFR USD SOFR/3.75000 07/12/23-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.75000 11/21/23-1Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.75000 12/11/23-1Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.75000 12/18/24-10Y LCH		Derivative-interest rate	US	$-100.84	–	-0.00
RFR USD SOFR/3.75000 12/20/23-5Y LCH		Derivative-interest rate	US	$40K	–	0.02
RFR USD SOFR/3.76000 08/23/23-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.80000 03/10/23-5Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.80000 08/30/23-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.80000 09/05/23-5Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.86000 02/21/24-10Y LCH		Derivative-interest rate	US	$-3K	–	-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 08/30/23-10Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.94000 02/22/24-5Y LCH		Derivative-interest rate	US	$-2K	–	-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	$-1K	–	-0.00
RFR USD SOFR/3.95000 12/19/23-10Y LCH		Derivative-interest rate	US	$874.85	–	0.00
RFR USD SOFR/3.97000 02/27/24-5Y LCH		Derivative-interest rate	US	$-1K	–	-0.00
RFR USD SOFR/4.03000 10/04/23-10Y LCH		Derivative-interest rate	US	$-530.53	–	-0.00
RFR USD SOFR/4.03000 12/15/23-10Y LCH		Derivative-interest rate	US	$223.55	–	0.00
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	$703.05	–	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	$2K	–	0.00
RFR USD SOFR/4.10500 04/24/24-10Y LCH		Derivative-interest rate	US	$942.19	–	0.00
RFR USD SOFR/4.13000 05/03/24-10Y LCH		Derivative-interest rate	US	$1K	–	0.00
RFR USD SOFR/4.15000 04/22/24-10Y LCH		Derivative-interest rate	US	$1K	–	0.00
RFR USD SOFR/4.15000 10/12/23-10Y LCH		Derivative-interest rate	US	$513.66	–	0.00
RFR USD SOFR/4.15500 10/02/23-10Y LCH		Derivative-interest rate	US	$514.92	–	0.00
RFR USD SOFR/4.16500 09/27/23-10Y LCH		Derivative-interest rate	US	$1K	–	0.00
RFR USD SOFR/4.17000 10/03/23-10Y LCH		Derivative-interest rate	US	$645.54	–	0.00
RFR USD SOFR/4.17500 10/10/23-10Y LCH		Derivative-interest rate	US	$717.3	–	0.00
RFR USD SOFR/4.20000 05/06/24-10Y LCH		Derivative-interest rate	US	$2K	–	0.00
RFR USD SOFR/4.22000 10/20/23-10Y LCH		Derivative-interest rate	US	$1K	–	0.00
RFR USD SOFR/4.25000 03/20/24-5Y CME		Derivative-interest rate	US	$-588.1	–	-0.00
RFR USD SOFR/4.25000 03/20/24-7Y CME		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/4.25000 11/22/23-10Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/4.45000 10/31/23-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.45000 11/01/23-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.50000 05/22/23-2Y LCH		Derivative-interest rate	US	$-91K	–	-0.05
RFR USD SOFR/4.90000 06/06/23-2Y LCH		Derivative-interest rate	US	$-17K	–	-0.01
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME		Derivative-interest rate	US	$-232K	–	-0.14
RFRF USD SF+26.161/0.500 06/16/21-5Y LCH		Derivative-interest rate	US	$83K	–	0.05
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME		Derivative-interest rate	US	$-141K	–	-0.08
RFRF USD SF+26.161/0.75 06/16/21-10Y LCH		Derivative-interest rate	US	$554K	–	0.32
RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME		Derivative-interest rate	US	$8K	–	0.00
RFRF USD SF+26.161/0.9* 9/08/23-3Y* CME		Derivative-interest rate	US	$8K	–	0.00
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME		Derivative-interest rate	US	$24K	–	0.01
RFRF USD SF+26.161/1.2* 09/28/23-5Y CME		Derivative-interest rate	US	$-12K	–	-0.01
RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME		Derivative-interest rate	US	$12K	–	0.01
RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME		Derivative-interest rate	US	$8K	–	0.00
RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME		Derivative-interest rate	US	$186K	–	0.11
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME		Derivative-interest rate	US	$387K	–	0.23
RFRF USD SF+26.161/1.2* 9/24/23-4Y* CME		Derivative-interest rate	US	$-43K	–	-0.02
RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH		Derivative-interest rate	US	$-9K	–	-0.00
RFRF USD SF+26.161/1.3* 07/19/23-8Y CME		Derivative-interest rate	US	$18K	–	0.01
RFRF USD SF+26.161/1.3* 07/20/23-8Y CME		Derivative-interest rate	US	$18K	–	0.01
RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME		Derivative-interest rate	US	$43K	–	0.02
RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME		Derivative-interest rate	US	$12K	–	0.01
RFRF USD SF+26.161/1.4* 01/18/22-5Y LCH		Derivative-interest rate	US	$-8K	–	-0.00
RFRF USD SF+26.161/1.4* 07/16/23-8Y CME		Derivative-interest rate	US	$18K	–	0.01
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME		Derivative-interest rate	US	$18K	–	0.01
RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME		Derivative-interest rate	US	$-8K	–	-0.00
RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME		Derivative-interest rate	US	$-43K	–	-0.03
RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME		Derivative-interest rate	US	$98K	–	0.06
RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME		Derivative-interest rate	US	$-16K	–	-0.01
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME		Derivative-interest rate	US	$-18K	–	-0.01
RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME		Derivative-interest rate	US	$-191K	–	-0.11
RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME		Derivative-interest rate	US	$-17K	–	-0.01
RFRF USD SF+26.161/1.5* 8/09/23-28Y* CME		Derivative-interest rate	US	$-370K	–	-0.22
RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME		Derivative-interest rate	US	$-16K	–	-0.01
RFRF USD SF+26.161/1.50 7/05/23-8Y* CME		Derivative-interest rate	US	$-18K	–	-0.01
RFRF USD SF+26.161/1.50 7/12/23-6Y* CME		Derivative-interest rate	US	$7K	–	0.00
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME		Derivative-interest rate	US	$-50K	–	-0.03
RFRF USD SF+26.161/1.50 9/18/23-6Y* CME		Derivative-interest rate	US	$28K	–	0.02
RFRF USD SF+26.161/1.6* 7/16/23-27Y* CME		Derivative-interest rate	US	$40K	–	0.02
RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME		Derivative-interest rate	US	$120K	–	0.07
RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH		Derivative-interest rate	US	$-16K	–	-0.01
RFRF USD SF+26.161/1.7* 12/16/19-7Y LCH		Derivative-interest rate	US	$7K	–	0.00
RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME		Derivative-interest rate	US	$39K	–	0.02
RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME		Derivative-interest rate	US	$190K	–	0.11
RFRF USD SF+26.161/1.7* 8/12/23-28Y CME		Derivative-interest rate	US	$38K	–	0.02
RFRF USD SF+26.161/1.70 7/12/23-6Y* CME		Derivative-interest rate	US	$-23K	–	-0.01
RFRF USD SF+26.161/1.70 8/17/23-4Y* CME		Derivative-interest rate	US	$-364K	–	-0.21
RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME		Derivative-interest rate	US	$36K	–	0.02
RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME		Derivative-interest rate	US	$36K	–	0.02
RFRF USD SF+26.161/2.00 7/15/23-27Y* CME		Derivative-interest rate	US	$34K	–	0.02
RFRF USD SF+26.161/2.00 8/12/23-7Y* CME		Derivative-interest rate	US	$23K	–	0.01
RFRF USD SF+26.161/2.00 8/18/23-9Y* CME		Derivative-interest rate	US	$-29K	–	-0.02
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME		Derivative-interest rate	US	$11K	–	0.01
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME		Derivative-interest rate	US	$11K	–	0.01
RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME		Derivative-interest rate	US	$269K	–	0.16
RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME		Derivative-interest rate	US	$176K	–	0.10
RFRF USD SF+26.161/2.25 06/20/18-10Y LCH		Derivative-interest rate	US	$395K	–	0.23
RFRF USD SF+26.161/2.50 9/18/23-1Y* CME		Derivative-interest rate	US	$48K	–	0.03
RFRF USD SF+26.161/3.00 9/19/23-3Y* CME		Derivative-interest rate	US	$82K	–	0.05
RIO TINTO LTD COMMON STOCK (RIO TINTO LIMITED)	Long	Equity-common	AU	$145K	2K	0.08
RIO TINTO PLC COMMON STOCK GBP.1	Long	Equity-common	GB	$1M	19K	0.73
RLJ LODGING TRUST REIT	Long	Equity-common	US	$228K	24K	0.13
ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK	Long	Equity-common	CH	$1M	4K	0.71
ROMANIA NOTES 144A 09/28 5.5 (ROMANIA GOVT)	Long	Debt	RO	$220K	–	0.13
ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT)	Long	Debt	RO	$103K	–	0.06
RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487 (RZD CAPITAL PUBLIC LIMITED COMPANY)	Long	Debt	IE	$265K	–	0.15
SAMSUNG ELECTRONICS PREF PREFERENCE (SAMSUNG ELECTRONICS CO LTD)	Long	Equity-preferred	KR	$125K	3K	0.07
SAMSUNG FIRE + MARINE INS COMMON STOCK KRW500.0 (SAMSUNG FIRE & MARINE INS)	Long	Equity-common	KR	$185K	659	0.11
SANLAM LTD COMMON STOCK ZAR.01 (SANLAM LIMITED)	Long	Equity-common	ZA	$169K	38K	0.10
SEKISUI CHEMICAL CO LTD COMMON STOCK	Long	Equity-common	JP	$118K	9K	0.07
SIMON PROPERTY GROUP INC REIT USD.0001	Long	Equity-common	US	$583K	4K	0.34
SINGAPORE EXCHANGE LTD COMMON STOCK (SINGAPORE EXCHANGE LIMITED)	Long	Equity-common	SG	$126K	18K	0.07
SKF AB B SHARES COMMON STOCK SEK2.5 (SKF AKTIEBOLAGET)	Long	Equity-common	SE	$147K	7K	0.09
SKYWORKS SOLUTIONS INC COMMON STOCK USD.25	Long	Equity-common	US	$171K	2K	0.10
SLM STUDENT LOAN TRUST SLMA 2005 B A4 (SLM STUDENT LOAN TRUST 2005-B)	Long	ABS-other	US	$648K	–	0.38
SLM STUDENT LOAN TRUST SLMA 2012 5 A3 (SLM STUDENT LOAN TRUST 2012-5)	Long	ABS-other	US	$668K	–	0.39
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B)	Long	ABS-other	US	$579K	–	0.34
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D)	Long	ABS-other	US	$796K	–	0.46
SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR	Long	Debt	FR	$413K	–	0.24
SOFTBANK VISION FUND II FIXED TERM LOAN (SVF II FINCO (CAYMAN) LP)	Long	Loan	GB	$270K	–	0.16
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-121.67	–	-0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-573.19	–	-0.00
SOLD AUD BOUGHT USD 20240802		Derivative-foreign exchange	AU	$-557.22	–	-0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$23K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$16K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$6K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$5K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$2K	–	0.00
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$23K	–	0.01
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$3K	–	0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$4K	–	0.00
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-736.4	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-394.12	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-539.6	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-754.03	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-4K	–	-0.00
SOLD CHF BOUGHT USD 20240802		Derivative-foreign exchange	CH	$894.66	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$5K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$4K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$3K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$783.88	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$4K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$3K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$805.7	–	0.00
SOLD CNY BOUGHT USD 20240705		Derivative-foreign exchange	CN	$396.33	–	0.00
SOLD CNY BOUGHT USD 20240806		Derivative-foreign exchange	CN	$1.99	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$19K	–	0.01
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$680.52	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$523.97	–	0.00
SOLD EUR BOUGHT USD 20240802		Derivative-foreign exchange		$-2K	–	-0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$41K	–	0.02
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$12K	–	0.01
SOLD ILS BOUGHT USD 20240719		Derivative-foreign exchange	IL	$2K	–	0.00
SOLD INR BOUGHT USD 20240924		Derivative-foreign exchange	IN	$-100.43	–	-0.00
SOLD INR BOUGHT USD 20240924		Derivative-foreign exchange	IN	$-452.48	–	-0.00
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$4K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$2K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$2K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$824.37	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$731.31	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$556.66	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$350.45	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$159.66	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$-105.24	–	-0.00
SOLD KWD BOUGHT USD 20290502		Derivative-foreign exchange		$2K	–	0.00
SOLD MXN BOUGHT USD 20240715		Derivative-foreign exchange	MX	$-517.6	–	-0.00
SOLD MXN BOUGHT USD 20240715		Derivative-foreign exchange	MX	$-640.51	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$12K	–	0.01
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-317.46	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-1K	–	-0.00
SOLD NOK BOUGHT USD 20240702		Derivative-foreign exchange	NO	$53.08	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$519.9	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$242.24	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$201.14	–	0.00
SOLD PEN BOUGHT USD 20240918		Derivative-foreign exchange	PE	$1K	–	0.00
SOLD PEN BOUGHT USD 20240918		Derivative-foreign exchange	PE	$1K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$3K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$229.78	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$182.89	–	0.00
SOLD SGD BOUGHT USD 20240802		Derivative-foreign exchange	SG	$-80.93	–	-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	$893.98	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$831.41	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$828.27	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$793.1	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$699.05	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$573.95	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$502.18	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$441.48	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$393.97	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$384.29	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$90.48	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$64.48	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$53.07	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$13.27	–	0.00
SOMPO HOLDINGS INC COMMON STOCK (SOMPO HOLDINGS INC (AKA: SOMPO JAPAN NIPPONKOA HOLDINGS INC))	Long	Equity-common	JP	$424K	20K	0.25
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2)	Long	ABS-mortgage backed security	US	$778K	–	0.45
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT4)	Long	ABS-mortgage backed security	US	$1M	–	0.71
SOUTH AFRICA EM SP MYC		Derivative-credit	US	$-317.42	–	-0.00
SOUTH AFRICA EM SP MYC		Derivative-credit	US	$-317.42	–	-0.00
STANDARD BANK GROUP LTD COMMON STOCK ZAR.1 (STANDARD BANK GROUP LTD/SOUTH AFRICA BRANCH)	Long	Equity-common	ZA	$344K	30K	0.20
STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT)	Long	Debt	IL	$191K	–	0.11
STATE STREET CORP COMMON STOCK USD1.0 (STATE STREET CORPORATION)	Long	Equity-common	US	$498K	7K	0.29
STEEL DYNAMICS INC COMMON STOCK USD.005	Long	Equity-common	US	$434K	3K	0.25
STELLANTIS NV COMMON STOCK EUR.01	Long	Equity-common	NL	$754K	38K	0.44
STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1 (STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9)	Long	ABS-mortgage backed security	US	$536K	–	0.31
STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3 (STRUCTURED ASSET INVEST LN TR 2006-BNC3)	Long	ABS-mortgage backed security	US	$259K	–	0.15
SUBARU CORP COMMON STOCK (SUBARU CORP (AKA: FUJI HEAVY INDUSTRIES LTD))	Long	Equity-common	JP	$281K	13K	0.16
SWISS RE AG COMMON STOCK CHF.1 (SWISS RE AG (AKA: SWISS RE LTD))	Long	Equity-common	CH	$833K	7K	0.49
SYNCHRONY FINANCIAL COMMON STOCK USD.001	Long	Equity-common	US	$426K	9K	0.25
SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN (SYNIVERSE HOLDINGS LLC)	Long	Loan	US	$8K	–	0.00
T ROWE PRICE GROUP INC COMMON STOCK USD.2	Long	Equity-common	US	$568K	5K	0.33
TARGET CORP COMMON STOCK USD.0833 (TARGET CORPORATION)	Long	Equity-common	US	$2M	10K	0.89
TELKOM INDONESIA PERSERO TBK COMMON STOCK IDR50.0 (TELEKOMUNIKASI TBK PT)	Long	Equity-common	ID	$203K	1M	0.12
TENARIS SA COMMON STOCK USD1.0	Long	Equity-common	LU	$156K	10K	0.09
TESCO PLC COMMON STOCK GBP.0633333	Long	Equity-common	GB	$602K	156K	0.35
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875	Long	Debt	US	$7K	–	0.00
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75	Long	Debt	US	$60K	–	0.04
TOTALENERGIES SE COMMON STOCK EUR2.5	Long	Equity-common	FR	$365K	5K	0.21
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	$380K	–	0.22
TOYOTA TSUSHO CORP COMMON STOCK (TOYOTA TSUSHO CORPORATION)	Long	Equity-common	JP	$276K	14K	0.16
TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT)	Long	Debt	US	$71K	–	0.04
TRINITAS CLO LTD TRNTS 2018 9A ARR 144A (TRINITAS CLO IX LTD)	Long	ABS-collateralized bond/debt obligation	KY	$317K	–	0.18
TRUPS FINANCIALS NOTE SECURITI TFINS 2017 2A A1 144A (TRUPS FINANCIALS NOTE SECURITIZATION 2017-2A)	Long	ABS-collateralized bond/debt obligation	KY	$201K	–	0.12
TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT)	Long	Debt	US	$595K	–	0.35
TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT)	Long	Debt	US	$152K	–	0.09
TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$39K	–	0.02
TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT)	Long	Debt	US	$408K	–	0.24
TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT)	Long	Debt	US	$97K	–	0.06
TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT)	Long	Debt	US	$95K	–	0.06
TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT)	Long	Debt	US	$209K	–	0.12
TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT)	Long	Debt	US	$553K	–	0.32
TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT)	Long	Debt	US	$61K	–	0.04
TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$12K	–	0.01
TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT)	Long	Debt	US	$249K	–	0.15
TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT)	Long	Debt	US	$808K	–	0.47
TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT)	Long	Debt	US	$306K	–	0.18
TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	1.28
TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT)	Long	Debt	US	$581K	–	0.34
TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	0.63
TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	0.97
TUPRAS TURKIYE PETROL RAFINE COMMON STOCK TRY1.0 (TUPRAS TURKIYE PETROL RAFINERILERI AS)	Long	Equity-common	TR	$104K	21K	0.06
TURKEY EM SP GST		Derivative-credit	US	$213.49	–	0.00
U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN (US RENAL CARE INC)	Long	Loan	US	$12K	–	0.01
UBS GROUP AG SR UNSECURED 144A 01/34 VAR	Long	Debt	CH	$647K	–	0.38
UBS GROUP AG SR UNSECURED 144A 05/32 VAR	Long	Debt	CH	$574K	–	0.33
UNITED MICROELECTRONICS CORP COMMON STOCK TWD10.0 (UNITED MICROELECTRONICS CORPORATION)	Long	Equity-common	TW	$152K	88K	0.09
UNITI GROUP INC REIT USD.0001 (UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC))	Long	Equity-common	US	$81.76	28	0.00
US 10YR NOTE (CBT)SEP24 XCBT 20240919		Derivative-interest rate	US	$32K	–	0.02
US 10YR ULTRA FUT SEP24 XCBT 20240919		Derivative-interest rate	US	$-5K	–	-0.00
US 2YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$143.22	–	0.00
US 5YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$9K	–	0.01
US LONG BOND(CBT) SEP24 XCBT 20240919		Derivative-interest rate	US	$-11K	–	-0.01
US RENAL CARE INC SR SECURED 144A 06/28 10.625	Long	Debt	US	$2K	–	0.00
US TREASURY N/B 01/28 0.75 (UNITED STATES GOVT)	Long	Debt	US	$97K	–	0.06
US TREASURY N/B 02/49 3 (UNITED STATES GOVT)	Long	Debt	US	$858K	–	0.50
US TREASURY N/B 03/26 4.5 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	1.04
US TREASURY N/B 03/29 2.375 (UNITED STATES GOVT)	Long	Debt	US	$3M	–	1.49
US TREASURY N/B 04/27 4.5 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	1.05
US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT)	Long	Debt	US	$290K	–	0.17
US TREASURY N/B 10/27 0.5 (UNITED STATES GOVT)	Long	Debt	US	$88K	–	0.05
US TREASURY N/B 10/29 4 (UNITED STATES GOVT)	Long	Debt	US	$787K	–	0.46
US TREASURY N/B 11/27 0.625 (UNITED STATES GOVT)	Long	Debt	US	$484K	–	0.28
US TREASURY N/B 11/46 2.875 (UNITED STATES GOVT)	Long	Debt	US	$451K	–	0.26
US TREASURY N/B 12/27 0.625 (UNITED STATES GOVT)	Long	Debt	US	$193K	–	0.11
US ULTRA BOND CBT SEP24 XCBT 20240919		Derivative-interest rate	US	$-381.28	–	-0.00
VALE SA COMMON STOCK	Long	Equity-common	BR	$720K	65K	0.42
VALERO ENERGY CORP COMMON STOCK USD.01 (VALERO ENERGY CORPORATION)	Long	Equity-common	US	$1M	7K	0.67
VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC)	Long	Debt	US	$210K	–	0.12
VERIZON COMMUNICATIONS INC COMMON STOCK USD.1	Long	Equity-common	US	$2M	48K	1.15
VERIZON COMMUNICATIONS INC SNR S* ICE		Derivative-credit	US	$6K	–	0.00
VERIZON COMMUNICATIONS INC SNR S* ICE		Derivative-credit	US	$4K	–	0.00
VICI PROPERTIES / NOTE COMPANY GUAR 144A 06/25 4.625 (VICI PROPERTIES LP / VICI NOTE CO INC)	Long	Debt	US	$234K	–	0.14
VICI PROPERTIES INC REIT USD.01	Long	Equity-common	US	$964K	34K	0.56
VIPSHOP HOLDINGS LTD ADR ADR USD.0001 (VIPSHOP HOLDINGS LIMITED)	Long	Equity-common	KY	$108K	8K	0.06
VOYA CLO LTD VOYA 2019 3A AR 144A (VOYA CLO LTD 2019 3A)	Long	ABS-collateralized bond/debt obligation	KY	$801K	–	0.47
WALMART DE MEXICO SAB DE CV COMMON STOCK (WAL-MART DE MEXICO SAB DE CV)	Long	Equity-common	MX	$394K	116K	0.23
WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 (WELLS FARGO ALTERNATIVE LOAN 2007-PA4)	Long	ABS-mortgage backed security	US	$318K	–	0.19
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C30 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30)	Long	ABS-mortgage backed security	US	$181K	–	0.11
WESTMORELAND COAL CO PIK TERM LOAN (WESTMORELAND MINING HOLDINGS LLC)	Long	Loan	US	$1K	–	0.00
WESTMORELAND MINING HOLDINGS L COMMON (WESTMORELAND MINING HOLDINGS LLC)	Long	Equity-common	US	$104.26	52.13	0.00
WINDSTREAM UNITS EQUITY (WINDSTREAM HOLDINGS II LLC)	Long	Equity-common	US	$669.6	40	0.00
WP CAREY INC REIT USD.001	Long	Equity-common	US	$243K	4K	0.14
WSTN TRUST WSTN 2023 MAUI A 144A (WSTN TRUST 2023-MAUI)	Long	ABS-mortgage backed security	US	$502K	–	0.29
ZCS BRL 10.03683 08/07/23-01/04/27 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 10.04072 08/02/23-01/04/27 CME		Derivative-interest rate	BR	$-6K	–	-0.00
ZCS BRL 10.05205 08/02/23-01/02/26 CME		Derivative-interest rate	BR	$-5K	–	-0.00
ZCS BRL 10.072 03/27/24-01/04/27 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 10.08501 08/01/23-01/02/26 CME		Derivative-interest rate	BR	$-5K	–	-0.00
ZCS BRL 10.09012 07/31/23-01/04/27 CME		Derivative-interest rate	BR	$-11K	–	-0.01
ZCS BRL 10.098 03/28/24-01/04/27 CME		Derivative-interest rate	BR	$-7K	–	-0.00
ZCS BRL 10.10457 07/28/23-01/02/26 CME		Derivative-interest rate	BR	$-5K	–	-0.00
ZCS BRL 10.13796 07/28/23-01/04/27 CME		Derivative-interest rate	BR	$-3K	–	-0.00
ZCS BRL 10.16509 04/01/24-01/04/27 CME		Derivative-interest rate	BR	$-3K	–	-0.00
ZCS BRL 10.17 04/01/24-01/04/27 CME		Derivative-interest rate	BR	$-6K	–	-0.00
ZCS BRL 10.18249 04/04/24-01/04/27 CME		Derivative-interest rate	BR	$-7K	–	-0.00
ZCS BRL 10.183133 04/04/24-01/04/27 CME		Derivative-interest rate	BR	$-3K	–	-0.00
ZCS BRL 10.203257 04/02/24-01/04/27 CME		Derivative-interest rate	BR	$-8K	–	-0.00
ZCS BRL 10.21 04/03/24-01/04/27 CME		Derivative-interest rate	BR	$-1K	–	-0.00
ZCS BRL 10.25622 04/03/24-01/04/27 CME		Derivative-interest rate	BR	$-7K	–	-0.00
ZCS BRL 10.3275 04/05/24-01/04/27 CME		Derivative-interest rate	BR	$-5K	–	-0.00
ZCS BRL 11.14 03/29/22-01/02/25 CME		Derivative-interest rate	BR	$-490.94	–	-0.00
ZCS BRL 11.16 03/29/22-01/02/25 CME		Derivative-interest rate	BR	$-482.23	–	-0.00
ZCS BRL 11.22 03/25/22-01/04/27 CME		Derivative-interest rate	BR	$-607.57	–	-0.00
ZCS BRL 11.26 03/25/22-01/04/27 CME		Derivative-interest rate	BR	$-582.73	–	-0.00
ZCS BRL 11.35 03/28/22-01/02/25 CME		Derivative-interest rate	BR	$-399.98	–	-0.00
ZCS BRL 11.715 03/24/22-01/04/27 CME		Derivative-interest rate	BR	$-303.69	–	-0.00
ZCS BRL 11.87 03/22/22-01/04/27 CME		Derivative-interest rate	BR	$-629.5	–	-0.00
ZCS BRL 12 03/23/22-01/02/25 CME		Derivative-interest rate	BR	$-241.73	–	-0.00
ZCS BRL 12.08 03/21/22-01/02/25 CME		Derivative-interest rate	BR	$-259.02	–	-0.00
ZCS BRL 12.14 03/21/22-01/02/25 CME		Derivative-interest rate	BR	$-121.66	–	-0.00
ZCS BRL 12.145 03/22/22-01/02/25 CME		Derivative-interest rate	BR	$-118.01	–	-0.00
ZCS BRL 12.16 03/21/22-01/02/25 CME		Derivative-interest rate	BR	$-157	–	-0.00
ZCS BRL 9.87397 08/03/23-01/02/26 CME		Derivative-interest rate	BR	$-3K	–	-0.00
ZCS BRL 9.89906 08/03/23-01/02/26 CME		Derivative-interest rate	BR	$-1K	–	-0.00
ZCS BRL 9.93932 08/07/23-01/02/26 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 9.99764 08/04/23-01/04/27 CME		Derivative-interest rate	BR	$-6K	–	-0.00
ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1 (ZURICH INSURANCE GROUP LTD)	Long	Equity-common	CH	$502K	942	0.29

Address

PIMCO Equity Series

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

State Street Bank and Trust Company

Pricing Services

Bloomberg Valuation Service

ICE Data Services

IHS Markit

JPMorgan Chase PricingDirect Inc.

Refinitiv US Holdings

Custodians

Canada Self Custody

Euroclear

Royal Bank of Canada

State Street Bank London - Crest

State Street Bank and Trust Company

The Hongkong and Shanghai Banking Corporation Limited

Shareholder Servicing Agents

State Street Bank and Trust Company

Admins

Pacific Investment Management Company LLC

State Street Bank and Trust Company

Brokers

Barclays Capital, Inc.

Citigroup Global Markets, Inc.

Goldman Sachs & Co.

Instinet, LLC

J.P. Morgan Securities LLC

Morgan Stanley & Co., Inc.

RBC Capital Markets Corp.

UBS Securities LLC