PIMCOFUNDS > PIMCO Funds
PIMCO All Asset: Multi-Real Fund
$2.42B
Avg Monthly Net Assets
$5.99B
Total Assets
$3.44B
Total Liabilities
$2.55B
Net Assets
PIMCO All Asset: Multi-Real Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has one share class
and monthly net assets of $2.42B.
On August 28th, 2024 it reported 835 holdings, the largest
being UNITED STATES GOVT (5.9%), UNITED STATES GOVT (5.3%) and UNITED STATES GOVT (5.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO All Asset: Multi-Real Fund | C000221899 | None |
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 |
|---|---|---|---|---|---|---|
| 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 | Derivative-interest rate | US | $-113K | – | -0.00 | |
| 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 | Derivative-interest rate | US | $-178K | – | -0.01 | |
| 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 | Derivative-interest rate | US | $-342K | – | -0.01 | |
| 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 | Derivative-interest rate | US | $-279K | – | -0.01 | |
| 317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR | Derivative-interest rate | US | $-170K | – | -0.01 | |
| 317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR | Derivative-interest rate | US | $-309K | – | -0.01 | |
| 317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120 | Derivative-interest rate | US | $-384K | – | -0.02 | |
| 317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512 | Derivative-interest rate | US | $-238K | – | -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 | $788K | – | 0.03 |
| ACE SECURITIES CORP. ACE 2004 HE4 M1 (ACE SECURITIES CORP 2004-HE4) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2005 HE2 M6 (ACE SECURITIES CORP 2005-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| ACE SECURITIES CORP. ACE 2005 WF1 M4 (ACE SECURITIES CORP 2005-WF1) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| ADAGIO CLO ADAGI V A ARR 144A (ADAGIO V CLO DAC V-A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.04 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 3A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 (ALEXANDRIA REAL ESTATE EQUITIES INC) | Long | Equity-common | US | $6M | 53K | 0.24 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $947K | – | 0.04 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $699K | – | 0.03 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $300K | – | 0.01 |
| 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 | $250K | – | 0.01 |
| 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 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $249K | – | 0.01 |
| ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 (ALLIANCE BANCORP TRUST 2007-OA1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ALLY FINANCIAL INC COMPANY GUAR 11/31 8 | Long | Debt | US | $194K | – | 0.01 |
| AMERICAN ASSETS TRUST INC REIT USD.01 | Long | Equity-common | US | $3M | 137K | 0.12 |
| AMERICAN HOMES 4 RENT A REIT USD.01 | Long | Equity-common | US | $6M | 164K | 0.24 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $287K | – | 0.01 |
| AMERICAN TOWER CORP REIT USD.01 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Equity-common | US | $1M | 7K | 0.05 |
| AMERICOLD REALTY TRUST INC REIT USD.01 | Long | Equity-common | US | $12M | 467K | 0.47 |
| AMH US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $507K | – | 0.02 | |
| AMNAX TRS EQUITY FEDL01+55 JPM | Derivative-equity | US | $2M | – | 0.09 | |
| AMT US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $-88K | – | -0.00 | |
| AMZX TRS EQUITY FEDL01+40 BPS | Derivative-equity | US | $215K | – | 0.01 | |
| AMZX TRS EQUITY FEDL01+42 JPM | Derivative-equity | US | $1M | – | 0.05 | |
| AMZX TRS EQUITY FEDL01+56 FAR | Derivative-equity | US | $3M | – | 0.10 | |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| ANCHORAGE CAPITAL EUROPE CLO ANCHE 1A A1R 144A (ANCHORAGE CAPITAL EUROPE CLO 1 DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.13 |
| APEX CREDIT CLO LLC APEXC 2018 2A A1RR (APEX CREDIT CLO 2018-II LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $257K | – | 0.01 |
| AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A (AQUEDUCT EUROPEAN CLO 1-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.05 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL3 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL3) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.18 |
| ARBOUR CLO ARBR 11A AR 144A (ARBOUR CLO DAC 11A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.15 |
| ARE US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $-25K | – | -0.00 | |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 (ARGENT SECURITIES INC 2005-W1) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 A5 (ASSET BACKED SEC HOME EQTY LN 2006-HE6) | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-69K | – | -0.00 | |
| AVALONBAY COMMUNITIES INC REIT USD.01 | Long | Equity-common | US | $6M | 29K | 0.23 |
| AVB US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $2M | – | 0.07 | |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $41K | – | 0.00 |
| 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 |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A (BAIN CAPITAL EURO 2018-2 DAC 18-2A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A3 (BANC OF AMERICA FUNDING CORP 2007-C) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX) | Long | ABS-mortgage backed security | US | $664K | – | 0.03 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $222K | 223K | 0.01 |
| BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A (BABSON CLO LTD 2016-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 21A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2006-2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1 (BEAR STEARNS ALT-A TRUST 2005-5) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2) | Long | ABS-mortgage backed security | US | $920K | – | 0.04 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| BLUEMOUNTAIN EUR CLO BLUME 5A A 144A (BLUEMOUNTAIN EUR CLO 5A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| BNC MORTGAGE LOAN TRUST BNCMT 2006 2 A4 (BNC MORTGAGE LOAN TRUST 2006-2) | Long | ABS-mortgage backed security | US | $568K | – | 0.02 |
| BOSTON PROPERTIES INC REIT USD.01 (BXP INC) | Long | Equity-common | US | $3M | 56K | 0.13 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $10K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-9K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-18K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-31K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-73K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-75K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-79K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-79K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-99K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-107K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-122K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-128K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-146K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-195K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-79K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $9K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $5K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $529.68 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $434.56 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240802 | Derivative-foreign exchange | CA | $612.65 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-13K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-9K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-21K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-27K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $13K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $6K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-438.16 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-498.73 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-52K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-32K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-16K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $980.01 | – | 0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-4K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-10K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5K | – | 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 | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $978.21 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $942.57 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $763.4 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $321.83 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $150.39 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $129.17 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-688.7 | – | -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 JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-194K | – | -0.01 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-191.68 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-198K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-1K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-25.74 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-141.76 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-14K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-17K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-597.6 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7K | – | -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 | $-14K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-18K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-24K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-25K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-51K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $907.92 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $57.38 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-7K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $79K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $17K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $103.43 | – | 0.00 | |
| BRENT CRUDE FUTR DEC25 IFEU 20251031 | Derivative-commodity | GB | $12K | – | 0.00 | |
| BRENT CRUDE FUTR SEP24 IFEU 20240731 | Derivative-commodity | GB | $-2K | – | -0.00 | |
| BRIXMOR PROPERTY GROUP INC REIT USD.01 | Long | Equity-common | US | $2M | 74K | 0.07 |
| BSPDF 2021 FL1 ISSUER LTD BSPDF 2021 FL1 A 144A (BSPDF 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 (ITALY GOVT) | Long | Debt | IT | $34M | – | 1.34 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 (ITALY GOVT) | Long | Debt | IT | $2M | – | 0.09 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 (ITALY GOVT) | Long | Debt | IT | $932K | – | 0.04 |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| CA CARBON ALLOW 24DEC24 IFED 20241224 | Derivative-commodity | US | $-1M | – | -0.05 | |
| CA CARBON ALLOW 25DEC25 IFED 20251224 | Derivative-commodity | US | $-640K | – | -0.03 | |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.10 |
| CAMDEN PROPERTY TRUST REIT USD.01 | Long | Equity-common | US | $12M | 106K | 0.45 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $447K | – | 0.02 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $348K | – | 0.01 |
| CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 (CANADA GOVT) | Long | Debt | CA | $944K | – | 0.04 |
| CANADIAN NATURAL RESOU (CANADIAN NATURAL RESOURCES LIMITED) | Long | Debt | US | $996K | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $560K | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A (CARLYLE US CLO LTD 2017-4) | Long | ABS-collateralized bond/debt obligation | KY | $298K | – | 0.01 |
| 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 | $4M | – | 0.15 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.11 |
| CDBZ24P35 DEC24 35 PUT FSO | Derivative-commodity | US | $-131K | – | -0.01 | |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $724.81 | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2018 1A A 144A (CIFC FUNDING LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A (CITIGROUP MORTGAGE LOAN TR 2004-HYB2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 (CITIGROUP MTGE LN TR INC 2007-AMC4) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3 (CITIGROUP MTGE LOAN TR INC 2007-WFH2) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| COCOA FUTURE DEC24 IFUS 20241213 | Derivative-commodity | US | $549K | – | 0.02 | |
| COCOA FUTURE MAR25 IFUS 20250314 | Derivative-commodity | US | $-12K | – | -0.00 | |
| COCOA FUTURE SEP24 IFUS 20240913 | Derivative-commodity | US | $-566K | – | -0.02 | |
| COMM SWAP BCOMF1NTC BPS | Derivative-commodity | US | $-4K | – | -0.00 | |
| COMM SWAP JMABNIC5 JPM | Derivative-commodity | US | $512K | – | 0.02 | |
| COMM SWAP PIMCODB CIB | Derivative-commodity | US | $2M | – | 0.06 | |
| COMM SWAP PIMCODB GST | Derivative-commodity | US | $841K | – | 0.03 | |
| COMM SWAP PIMCODB MAC | Derivative-commodity | US | $896K | – | 0.04 | |
| COMM SWAP TBL/BCOMF1NTC GST | Derivative-commodity | US | $-15K | – | -0.00 | |
| CONAGRA BRANDS INC | Long | Debt | US | $349K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $250K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.01 |
| CONSTELLATION BRANDS INC 07/24 ZCP | Long | Debt | US | $250K | – | 0.01 |
| CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $449K | – | 0.02 |
| COPT DEFENSE PROPERTIES REIT USD.01 | Long | Equity-common | US | $2M | 95K | 0.09 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.04 |
| CORDATUS CLO PLC CORDA 3A A1RR 144A (CVC CORDATUS LOAN FUND III LTD CORDA-A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.05 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.04 |
| CORN FUTURE OPTN SEP24C 450 EXP 08/23/2024 | Derivative-commodity | US | $30K | – | 0.00 | |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-J2) | Long | ABS-mortgage backed security | US | $814K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 5 M1 (COUNTRYWIDE ASSET-BACKED CERT 2004-5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5 (COUNTRYWIDE ASSET-BACKED CERT 2004-6) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4 (COUNTRYWIDE ASSET-BACKED CERTS 2005-13) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 (COUNTRYWIDE ASSET-BACKED CERTI 2006-19) | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-21) | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-ABC1) | Long | ABS-mortgage backed security | US | $618K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-6) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2 (COUNTRYWIDE HOME LOANS 2004-HYB7) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB4) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2006 6 A4 (COUNTRYWIDE HOME LOANS 2006-6) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1 (CSFB MORTGAGE SECURITIES CORP 2005-9) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A (CREDIT SUISSE MORTGAGE CAP CERT 2007-4R) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $1M | – | 0.05 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $499K | – | 0.02 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $348K | – | 0.01 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $845K | – | 0.03 |
| CROWN CASTLE INC REIT USD.01 (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Equity-common | US | $7M | 74K | 0.28 |
| CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A (CROWN POINT CLO 7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| CUBESMART REIT USD.01 | Long | Equity-common | US | $2M | 51K | 0.09 |
| CUMULUS STATIC CLO CMLST 2023 1A A 144A (CUMULUS STATIC CLO 2023-1A) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.28 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA2 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA2) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| DIAMONDROCK HOSPITALITY CO REIT USD.01 (DIAMONDROCK HOSPITALITY COMPANY) | Long | Equity-common | US | $7M | 863K | 0.29 |
| DIGITAL REALTY TRUST INC REIT USD.01 | Long | Equity-common | US | $28M | 185K | 1.10 |
| DISCOVERY COM LLC (DISCOVERY COMMUNICATIONS LLC) | Long | Debt | US | $1M | – | 0.05 |
| DLR US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $550K | – | 0.02 | |
| DRYDEN EURO CLO DRYD 2017 52A AR 144A (DRYDEN 52 EURO CLO 2017 17-52A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A (DRYDEN XXVII-R EURO CLO BV 2017-27A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.06 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 47A A1R 144A (DRYDEN 47 SENIOR LOAN FUND 2017-47A) | Long | ABS-collateralized bond/debt obligation | KY | $821K | – | 0.03 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 57A A 144A (DRYDEN 57 CLO LTD 2018-57A) | Long | ABS-collateralized bond/debt obligation | KY | $463K | – | 0.02 |
| DWRTFT TRS EQUITY FEDL01+44 MYI | Derivative-equity | US | $2M | – | 0.09 | |
| DWRTFT TRS EQUITY FEDL01+57 MYI | Derivative-equity | US | $185K | – | 0.01 | |
| DWRTFT TRS EQUITY FEDL01+59 MYI | Derivative-equity | US | $1M | – | 0.05 | |
| DWRTFT TRS EQUITY FEDL01+66 MYI | Derivative-equity | US | $1M | – | 0.05 | |
| ECX EMISSION DEC24 NDEX 20241216 | Derivative-commodity | NL | $-561K | – | -0.02 | |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A (ELMWOOD CLO 24 LTD 2023-3A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| ELS US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $592K | – | 0.02 | |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $398K | – | 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 |
| EQIX US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $-168K | – | -0.01 | |
| EQR US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $1M | – | 0.05 | |
| EQUINIX INC REIT USD.001 | Long | Equity-common | US | $43M | 57K | 1.71 |
| EQUITY LIFESTYLE PROPERTIES REIT USD.01 (EQUITY LIFESTYLE PROPERTIES INC) | Long | Equity-common | US | $261K | 4K | 0.01 |
| EQUITY RESIDENTIAL REIT USD.01 | Long | Equity-common | US | $4M | 51K | 0.14 |
| ESSEX PROPERTY TRUST INC REIT USD.0001 | Long | Equity-common | US | $8M | 30K | 0.32 |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $319K | – | 0.01 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-233K | – | -0.01 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-500K | – | -0.02 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $256K | – | 0.01 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-513K | – | -0.02 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $354K | – | 0.01 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $63K | – | 0.00 | |
| EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024 | Derivative-interest rate | DE | $-67K | – | -0.00 | |
| EUROSAIL PLC ESAIL 2007 3A A3C 144A (EUROSAIL PLC 2007-3A) | Long | ABS-mortgage backed security | GB | $23K | – | 0.00 |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $67K | – | 0.00 |
| EXTRA SPACE STORAGE INC REIT USD.01 | Long | Equity-common | US | $15M | 94K | 0.57 |
| FANNIE MAE FNR 2006 98 FA (FANNIE MAE 2006-98) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FANNIE MAE FNR 2007 75 VF (FANNIE MAE 2007-75) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| FANNIE MAE FNR 2018 42 FD (FANNIE MAE REMICS 2018-42) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FANNIE MAE NOTES 04/26 2.125 (FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)) | Long | Debt | US | $673K | – | 0.03 |
| FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| FED HM LN PC POOL QH9251 FR 02/54 FIXED 6 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| FED HM LN PC POOL SD2064 FR 08/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| FED HM LN PC POOL SD8058 FR 04/50 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| FEDERAL REALTY INVS TRUST REIT USD.01 (FEDERAL REALTY INVESTMENT TRUST) | Long | Equity-common | US | $9M | 84K | 0.33 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 (FIRST FRANKLIN MTG LOAN 2005-FF12) | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3 (FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3) | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA2 2A1 (FIRST HORIZON ALT MTGE SEC 2005-AA2) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FIRST INDUSTRIAL REALTY TR REIT USD.01 (FIRST INDUSTRIAL REALTY TRUST INC) | Long | Equity-common | US | $7M | 148K | 0.28 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $4M | – | 0.15 |
| FNMA POOL 803338 FN 09/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $699.71 | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $727.5 | – | 0.00 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| FNMA POOL AS4380 FN 02/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BM2007 FN 09/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BN5342 FN 03/49 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL BU8845 FN 05/52 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $312K | – | 0.01 |
| FNMA POOL MA4700 FN 08/52 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| FNMA POOL MA4733 FN 09/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $586K | – | 0.02 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 1.59 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $98M | – | 3.83 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 1.04 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37M | – | 1.47 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $63M | – | 2.48 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $55M | – | 2.16 |
| FR US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $41K | – | 0.00 | |
| FRANCE (GOVT OF) BONDS 144A REGS 07/24 0.25 (FRANCE GOVT) | Long | Debt | FR | $12M | – | 0.47 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 (FRANCE GOVT) | Long | Debt | FR | $5M | – | 0.21 |
| FREDDIE MAC FHR 3096 FX (FREDDIE MAC 3096) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| FREDDIE MAC FHR 3179 FP (FREDDIE MAC-3179) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FREDDIE MAC FHR 3381 FA (FREDDIE MAC 3381) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FREDDIEMAC STRIP FHS 278 F1 (FREDDIE MAC STRIPS 278) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2004 4 M2 (FREMONT HOME LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 2A3 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2006 E 1A1 (FREMONT HOME LOAN TRUST 2006-E) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| GAMING AND LEISURE PROPERTIE REIT (GAMING AND LEISURE PROPERTIES INC) | Long | Equity-common | US | $6M | 129K | 0.23 |
| GASOLINE RBOB FUT SEP24 XNYM 20240830 | Derivative-commodity | US | $-7K | – | -0.00 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $450K | – | 0.02 |
| GLPI US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $28K | – | 0.00 | |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $59M | – | 2.31 |
| GOLD 100 OZ FUTR AUG24 XCEC 20240828 | Derivative-commodity | US | $-9K | – | -0.00 | |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 IO (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22) | Long | ABS-mortgage backed security | US | $21.91 | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38) | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15) | Long | ABS-mortgage backed security | US | $567K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 20 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-20) | Long | ABS-mortgage backed security | US | $350K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $412K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20) | Long | ABS-mortgage backed security | US | $19M | – | 0.75 |
| GSAMP TRUST GSAMP 2005 HE2 M2 (GSAMP TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| GSAMP TRUST GSAMP 2005 WMC1 M1 (GSAMP TRUST 2005-WMC1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GSAMP TRUST GSAMP 2006 FM3 A2C (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $562.35 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $479.87 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $476K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-10) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $609K | – | 0.02 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2007-1) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.12 |
| HARVEST CLO HARVT 20A AR 144A (HARVEST CLO XX DAC 20A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| HAYFIN EMERALD CLO HAYEM 10A AR 144A (HAYFIN EMERALD CLO X DAC 10A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.19 |
| HAYFIN EMERALD CLO HAYEM 12A A 144A (HAYFIN EMERALD CLO 12A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.19 |
| HEALTHCARE REALTY TRUST INC REIT USD.01 (HEALTHCARE REALTY TRUST INCORPORATED) | Long | Equity-common | US | $7M | 419K | 0.27 |
| HEALTHPEAK PROPERTIES INC REIT USD1.0 | Long | Equity-common | US | $16M | 793K | 0.61 |
| HENLEY FUNDING LTD. HNLY 6A A 144A (HENLEY CLO VI DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| HIGHWOODS PROPERTIES INC REIT USD.01 | Long | Equity-common | US | $3M | 99K | 0.10 |
| HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01 (HILTON WORLDWIDE HOLDINGS INC) | Long | Equity-common | US | $4M | 18K | 0.15 |
| HOST HOTELS + RESORTS INC REIT USD.01 (HOST HOTELS & RESORTS INC) | Long | Equity-common | US | $11M | 596K | 0.42 |
| HOWARD HUGHES HOLDINGS INC COMMON STOCK | Long | Equity-common | US | $6M | 86K | 0.22 |
| HSBC HOLDINGS PLC SUBORDINATED REGS 03/40 6 | Long | Debt | GB | $337K | – | 0.01 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4 (HSI ASSET SEC CORP TRUST 2006-OPT3) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| ICG US CLO LTD ICG 2018 2A A 144A (ICG US CLO LTD 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $571K | – | 0.02 |
| INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1 (INDYMAC HOME EQUITY LOAN ABS TR 2004-B) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 (INDYMAC INDB MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A (INDYMAC INDX MORTGAGE LOAN TR 2005-AR14) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A2 (INDYMAC INDX MTGE LOAN TRUST 2006-AR15) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH | Derivative-interest rate | $-597K | – | -0.02 | ||
| INF SWAP EM NI 2.356 11/15/23-10Y LCH | Derivative-interest rate | $172K | – | 0.01 | ||
| INF SWAP EM NI 2.359 08/15/22-8Y LCH | Derivative-interest rate | $199K | – | 0.01 | ||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH | Derivative-interest rate | $99K | – | 0.00 | ||
| INF SWAP EM NI 2.39 11/15/23-10Y LCH | Derivative-interest rate | $116K | – | 0.00 | ||
| INF SWAP EM NI 2.47 07/15/22-10Y LCH | Derivative-interest rate | $79K | – | 0.00 | ||
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH | Derivative-interest rate | $-35K | – | -0.00 | ||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH | Derivative-interest rate | $-61K | – | -0.00 | ||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH | Derivative-interest rate | $-22K | – | -0.00 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH | Derivative-interest rate | $-75K | – | -0.00 | ||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH | Derivative-interest rate | $179K | – | 0.01 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH | Derivative-interest rate | $103K | – | 0.00 | ||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH | Derivative-interest rate | $339K | – | 0.01 | ||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH | Derivative-interest rate | $-15K | – | -0.00 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH | Derivative-interest rate | $209K | – | 0.01 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH | Derivative-interest rate | $438K | – | 0.02 | ||
| INF SWAP US IT 2.006 11/30/20-10Y LCH | Derivative-interest rate | US | $-1M | – | -0.05 | |
| INF SWAP US IT 2.41875 03/05/21-5Y LCH | Derivative-interest rate | US | $473K | – | 0.02 | |
| INF SWAP US IT 2.56 09/12/23-1Y LCH | Derivative-interest rate | US | $-47K | – | -0.00 | |
| INF SWAP US IT 2.565 09/12/23-1Y LCH | Derivative-interest rate | US | $-35K | – | -0.00 | |
| INF SWAP US IT 2.573 08/26/21-7Y LCH | Derivative-interest rate | US | $360K | – | 0.01 | |
| INF SWAP US IT 2.645 09/10/21-7Y LCH | Derivative-interest rate | US | $204K | – | 0.01 | |
| INF SWAP US IT 2.69 06/01/21-5Y LCH | Derivative-interest rate | US | $361K | – | 0.01 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH | Derivative-interest rate | US | $197K | – | 0.01 | |
| INF SWAP US IT 2.813 05/14/21-5Y LCH | Derivative-interest rate | US | $276K | – | 0.01 | |
| INTEL CORPORATION | Long | Debt | US | $1M | – | 0.05 |
| INTEL CORPORATION | Long | Debt | US | $798K | – | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $448K | – | 0.02 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $1M | – | 0.05 |
| 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 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.01 |
| INVENTRUST PROPERTIES CORP REIT USD.001 (INLAND AMERICAN REAL ESTATE TRUST INC) | Long | Equity-common | US | $4M | 155K | 0.15 |
| INVH US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $660K | – | 0.03 | |
| INVITATION HOMES INC REIT USD.01 | Long | Equity-common | US | $9M | 247K | 0.35 |
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-553K | – | -0.02 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-490K | – | -0.02 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-298K | – | -0.01 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-555K | – | -0.02 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-241K | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $67K | – | 0.00 | ||
| IRS EUR 2.63492 06/10/24-9Y* LCH | Derivative-interest rate | $86K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-926K | – | -0.04 | ||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4 (JP MORGAN ALTERNATIVE LN TRUST 2006-S3) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A1 (JP MORGAN ALTERNATIVE LN TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $310K | – | 0.01 |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $9M | – | 0.37 |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | Long | Debt | JP | $22M | – | 0.86 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 7CB1 (JP MORGAN MORTGAGE TRUST-2005-A2) | Long | ABS-mortgage backed security | US | $133.15 | – | 0.00 |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.06 |
| JUBILEE CDO BV JUBIL 2014 12A ARRR 144A (JUBILEE CLO 2014-XII BV 14-12A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| JUBILEE CDO BV JUBIL 2016 17A A1RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $855K | – | 0.03 |
| JYSKE REALKREDIT A/S COVERED 10/43 0.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $8K | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED 10/47 2.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $53.83 | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED 10/53 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.19 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $253K | – | 0.01 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.28 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/53 2 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $461K | – | 0.02 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $329K | – | 0.01 |
| KC HRW WHEAT FUT DEC24 XCBT 20241213 | Derivative-commodity | US | $-232K | – | -0.01 | |
| KC HRW WHEAT FUT SEP24 XCBT 20240913 | Derivative-commodity | US | $-40K | – | -0.00 | |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $897K | – | 0.04 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $498K | – | 0.02 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $398K | – | 0.02 |
| KILROY REALTY CORP REIT USD.01 (KILROY REALTY CORPORATION) | Long | Equity-common | US | $3M | 97K | 0.12 |
| KIMCO REALTY CORP REIT USD.01 (KIMCO REALTY CORPORATION) | Long | Equity-common | US | $11M | 553K | 0.42 |
| KKR FINANCIAL CLO LTD KKR 11 AR 144A (KKR CLO 11 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $493K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $499K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $498K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $399K | – | 0.02 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $398K | – | 0.02 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $641K | – | 0.03 |
| LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 (LEHMAN ABS MANUFACTURED HOUSING 2001-B) | Long | ABS-other | US | $697K | – | 0.03 |
| LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $18M | – | 0.70 |
| LETRA TESOURO NACIONAL BILLS 10/24 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $5M | – | 0.21 |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $547K | – | 0.02 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2 (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $688K | – | 0.03 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $300K | – | 0.01 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $348K | – | 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 | $4M | 17K | 0.16 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $28K | – | 0.00 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3 (MASTR ASSET BACKED SECURITIES TRUST 2006-AM2) | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC2) | Long | ABS-mortgage backed security | US | $246.98 | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A (MELLON RESIDENTIAL FUND CORP 2002-TBC1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9 (MERRILL LYNCH MORTGAGE INVS 2005-A5) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 FM1 M1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 NC1 M1 (MERRILL LYNCH MORTGAGE INVS 2005-NC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $376K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.41 |
| MICROCHIP TECHNOLOGY INCORPORA 07/24 ZCP (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Debt | US | $249K | – | 0.01 |
| MID AMERICA APARTMENT COMM REIT USD.01 (MID-AMERICA APARTMENT COMMUNITIES INC) | Long | Equity-common | US | $4M | 25K | 0.14 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $15K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $191K | – | 0.01 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2 (MLCC MORTGAGE INVESTORS INC 2004-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A (MLCC MORTGAGE INVESTORS INC 2006-2) | Long | ABS-mortgage backed security | US | $30.41 | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC5 M1 (MORGAN STANLEY ABS CAPITAL I 2004-NC5) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5 (MORGAN STANLEY ABS CAPITAL I 2005-HE3) | Long | ABS-mortgage backed security | US | $385K | – | 0.02 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A (MOUNTAIN VIEW CLO LLC 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| NAT GAS EURO OPT SEP24P 2.8 EXP 08/27/2024 | Derivative-commodity | US | $-354K | – | -0.01 | |
| NATIONAL STORAGE AFFILIATES REIT USD.01 (NATIONAL STORAGE AFFILIATES TRUST) | Long | Equity-common | US | $3M | 62K | 0.10 |
| NATURAL GAS FUTR AUG24 XNYM 20240729 | Derivative-commodity | US | $843K | – | 0.03 | |
| NATURAL GAS FUTR SEP24 XNYM 20240828 | Derivative-commodity | US | $-1M | – | -0.04 | |
| NEUBERGER BERMAN CLO LTD NEUB 2023 53A A 144A (NEUBERGER BERMAN LOAN ADVISERS NBLA CLO 53 LTD) | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.26 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $549K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $499K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $496K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $449K | – | 0.02 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $299K | – | 0.01 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $248K | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED 10/43 0.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.25 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $11.65 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $208K | – | 0.01 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $109K | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $107K | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $88.44 | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| NY HARB ULSD FUT SEP24 XNYM 20240830 | Derivative-commodity | US | $-8K | – | -0.00 | |
| NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.2 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $51.91 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.21 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $4M | – | 0.17 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.18 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $967.28 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.16 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1K | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.13 | – | – |
| OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A (OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $957K | – | 0.04 |
| OPEN TRUST OPEN 2023 AIR A 144A (OPEN TRUST 2023-AIR) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5) | Long | ABS-mortgage backed security | US | $355K | – | 0.01 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-2) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3 (OPTION ONE MORTGAGE LOAN TRUST 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2006-6) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) | Long | ABS-collateralized bond/debt obligation | KY | $314K | – | 0.01 |
| PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A (PALMER SQUARE CLO LTD 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $375K | – | 0.01 |
| 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 | $1M | – | 0.06 |
| PARK HOTELS + RESORTS INC REIT USD.01 (PARK HOTELS & RESORTS INC) | Long | Equity-common | US | $7M | 446K | 0.26 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $248K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $250K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $250K | – | 0.01 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $696K | – | 0.03 |
| PENSKE TRUCK LEASING CO LP / P 08/24 ZCP | Long | Debt | US | $248K | – | 0.01 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $67M | – | 2.64 |
| PLD US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $700K | – | 0.03 | |
| PROLOGIS INC REIT USD.01 | Long | Equity-common | US | $21M | 184K | 0.81 |
| PSA US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $1M | – | 0.05 | |
| PUBLIC STORAGE REIT USD.1 | Long | Equity-common | US | $11M | 38K | 0.43 |
| REALKREDIT DANMARK COVERED REGS 04/47 2.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $212.22 | – | 0.00 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.23 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.26 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.13 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $6M | – | 0.22 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.19 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 2 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $190K | – | 0.01 |
| REALKREDIT DANMARK COVERED REGS 10/53 3 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $1M | – | 0.05 |
| REALTY INCOME CORP REIT USD1.0 (REALTY INCOME CORPORATION) | Long | Equity-common | US | $24M | 459K | 0.95 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| REGENCY CENTERS CORP REIT USD.01 (REGENCY CENTERS CORPORATION) | Long | Equity-common | US | $13M | 204K | 0.50 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2003 1 A (RENAISSANCE HOME EQUITY LN TR 2003-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $105M | – | 4.11 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $102M | – | 3.99 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $18M | – | 0.71 |
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T | Short | Repurchase agreement | US | $-1B | – | -42.06 |
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T | Short | Repurchase agreement | US | $-1B | – | -42.11 |
| REPUBLIC OF PERU SR UNSECURED 144A 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $42K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5 (RESIDENTIAL ACCREDIT LOANS 2006-QS13) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6 (RESIDENTIAL ACCREDIT LOANS 2006-QS13) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX7) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS7) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 (RESIDENTIAL ASSET SEC TRUST 2006-A10) | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9 (RESIDENTIAL ASSET SEC TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| RETAIL OPPORTUNITY INVESTMEN REIT USD.0001 (RETAIL OPPORTUNITY INVESTMENTS CORP) | Long | Equity-common | US | $5M | 387K | 0.19 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-21M | – | -0.84 |
| REVERSE REPO WOOD GUNDY REVERSE REPO | Short | Repurchase agreement | US | $-316M | – | -12.39 |
| REXFORD INDUSTRIAL REALTY IN REIT USD.01 (REXFORD INDUSTRIAL REALTY INC) | Long | Equity-common | US | $2M | 47K | 0.08 |
| REXR US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $-173K | – | -0.01 | |
| RFR EUR ESTRON/3.47500 02/26/24-1Y LCH | Derivative-interest rate | $781K | – | 0.03 | ||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | Derivative-interest rate | JP | $318K | – | 0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-24K | – | -0.00 | |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH | Derivative-interest rate | US | $6M | – | 0.23 | |
| RFR USD SOFR/3.08500 02/13/24-10Y LCH | Derivative-interest rate | US | $-4M | – | -0.15 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $617K | – | 0.02 | |
| RFR USD SOFR/3.90000 03/22/24-2Y LCH | Derivative-interest rate | US | $-29K | – | -0.00 | |
| RLJ LODGING TRUST REIT | Long | Equity-common | US | $11M | 1M | 0.45 |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.05 |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $572K | – | 0.02 |
| RYMAN HOSPITALITY PROPERTIES REIT USD.01 (RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)) | Long | Equity-common | US | $11M | 112K | 0.44 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.11 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| SBA COMMUNICATIONS CORP REIT USD.01 (SBA COMMUNICATIONS CORPORATION) | Long | Equity-common | US | $3M | 17K | 0.13 |
| SBAC US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $-38K | – | -0.00 | |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2 (SEC ASSET BACKED REC LLC 2005-OP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $447K | – | 0.02 |
| SGX IRON ORE 62 SEP24 XSIM 20240930 | Derivative-commodity | SG | $-1M | – | -0.05 | |
| SHORT EURO-BTP FU SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| SILVER FUTURE SEP24 XCEC 20240926 | Derivative-commodity | US | $295K | – | 0.01 | |
| SIMON PROPERTY GROUP INC REIT USD.0001 | Long | Equity-common | US | $393K | 3K | 0.02 |
| SITE CENTERS CORP REIT USD.1 | Long | Equity-common | US | $4M | 288K | 0.16 |
| SMALL BUSINESS ADMINISTRATION SBAP 2004 20I 1 (SMALL BUSINESS ADMIN PART CERT 2004-20I) | Long | ABS-other | US | $395.81 | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2005 20E 1 (SMALL BUSINESS ADMIN PART CERT 2005-20E) | Long | ABS-other | US | $753.65 | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2006 20F 1 (SMALL BUSINESS ADMIN PART CERT 2006-20F) | Long | ABS-other | US | $1K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20E 1 (SMALL BUSINESS ADMIN PART CERT 2007-20E) | Long | ABS-other | US | $2K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20K) | Long | ABS-other | US | $1K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20B 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20B) | Long | ABS-other | US | $1K | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20G 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20G) | Long | ABS-other | US | $796.1 | – | 0.00 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20K) | Long | ABS-other | US | $2K | – | 0.00 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $750K | – | 0.03 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $549K | – | 0.02 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $249K | – | 0.01 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-10K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-10K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $1M | – | 0.05 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $257K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $189K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $176K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $173K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $159K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $78K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $62K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $28K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $130K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $222K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $175K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $137K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $91K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $155K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $128K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $105K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $86K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $83K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $79K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $10K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $62K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-101K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240709 | Derivative-foreign exchange | CA | $17K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-454.5 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-9K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-204.22 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-6K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-8K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-10K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-49K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $12K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $59K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $56K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $30K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $9K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $53K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $38K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $12K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $94K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $74K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $189.19 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-4.17 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-6K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-13K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $2M | – | 0.07 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $63K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $15K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $749.51 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $610.65 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $54K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $16K | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $125.56 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-57.86 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $12K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-3K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $950K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $194K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $91.99 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $23K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $23K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $15K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $13K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $8K | – | 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 MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $72.24 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-6K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-10K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-22K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $142.4 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $25.78 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $7K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $92.15 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $37K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $366.74 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-83.1 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-57.61 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-1K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $42.21 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $17K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $16K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $13K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $12K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $12K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $12K | – | 0.00 | |
| 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 | $7K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $5K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $423K | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $465K | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2B (SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| SPG US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $-46K | – | -0.00 | |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.23 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2 (STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-17) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1 (STRUCTURED ADJ RATE MTGE LOAN 2006-2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1 (STRUCTURED ASSET MTG INV INC 2004-AR8) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A (STRUCTURED ASSET SEC CORP 2006-GEL4) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| SUI US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $243K | – | 0.01 | |
| SUN COMMUNITIES INC REIT USD.01 | Long | Equity-common | US | $1M | 9K | 0.04 |
| SUNSTONE HOTEL INVESTORS INC REIT USD.01 | Long | Equity-common | US | $8M | 805K | 0.33 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $996K | – | 0.04 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $250K | – | 0.01 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.25 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| TERRENO REALTY CORP REIT USD.01 (TERRENO REALTY CORPORATION) | Long | Equity-common | US | $5M | 80K | 0.19 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B (THORNBURG MORTGAGE SECURITIES TR 2007-1) | Long | ABS-mortgage backed security | US | $133K | – | 0.01 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.05 |
| TORONTO DOMINION BANK REPO DUMMY ASSET | Long | Repurchase agreement | CA | $80M | – | 3.16 |
| TORONTO DOMINION BANK REPO DUMMY ASSET | Long | Repurchase agreement | CA | $80M | – | 3.16 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.22 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 0.91 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.13 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.19 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $129M | – | 5.07 |
| TSY INFL IX N/B 01/26 2 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.17 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $99M | – | 3.87 |
| TSY INFL IX N/B 01/27 2.375 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 1.49 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $83M | – | 3.27 |
| TSY INFL IX N/B 01/28 1.75 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.69 |
| TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.83 |
| TSY INFL IX N/B 01/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $112M | – | 4.39 |
| TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $87M | – | 3.40 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $100M | – | 3.91 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $136M | – | 5.35 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $20M | – | 0.78 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 0.67 |
| TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.81 |
| TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT) | Long | Debt | US | $31M | – | 1.23 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $28M | – | 1.08 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $52M | – | 2.03 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $40M | – | 1.59 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 1.31 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 1.50 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 0.94 |
| TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT) | Long | Debt | US | $17M | – | 0.69 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 0.72 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.43 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.41 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $16M | – | 0.65 |
| TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 0.97 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $80M | – | 3.13 |
| TSY INFL IX N/B 04/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $22M | – | 0.87 |
| TSY INFL IX N/B 04/27 0.125 (UNITED STATES GOVT) | Long | Debt | US | $68M | – | 2.69 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $106M | – | 4.16 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 0.84 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $962K | – | 0.04 |
| TSY INFL IX N/B 04/32 3.375 (UNITED STATES GOVT) | Long | Debt | US | $141K | – | 0.01 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $151M | – | 5.94 |
| TSY INFL IX N/B 07/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $69M | – | 2.70 |
| TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $50M | – | 1.96 |
| TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $80M | – | 3.13 |
| TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT) | Long | Debt | US | $64M | – | 2.51 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $94M | – | 3.70 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $86M | – | 3.36 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $129M | – | 5.07 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $123M | – | 4.83 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $47M | – | 1.86 |
| TSY INFL IX N/B 10/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $64M | – | 2.49 |
| TSY INFL IX N/B 10/27 1.625 (UNITED STATES GOVT) | Long | Debt | US | $110M | – | 4.32 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $132M | – | 5.19 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $430K | – | 0.02 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $242K | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 04/32 VAR | Long | Debt | CH | $100K | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 06/27 VAR | Long | Debt | CH | $101K | – | 0.00 |
| UBS GROUP AG SR UNSECURED REGS 11/29 VAR | Long | Debt | CH | $111K | – | 0.00 |
| UDR INC REIT USD.01 | Long | Equity-common | US | $10M | 249K | 0.40 |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $4K | – | 0.00 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-845K | – | -0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-1M | – | -0.04 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $75K | – | 0.00 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.05 | |
| VARS GOLDLNPM 0.042025 10/22/25 JPM | Derivative-interest rate | US | $1M | – | 0.04 | |
| VENTAS INC REIT USD.25 | Long | Equity-common | US | $7M | 142K | 0.29 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $3K | – | 0.00 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $148K | – | 0.01 |
| VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $821K | – | 0.03 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| VENTURE CDO LTD VENTR 2017 28A A1R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $573K | – | 0.02 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.08 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $38K | – | 0.00 |
| VERIZON COMMUNICATIONS SR UNSECURED 12/29 4.016 (VERIZON COMMUNICATIONS INC) | Long | Debt | US | $269K | – | 0.01 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $591K | – | 0.02 |
| VICI PROPERTIES INC REIT USD.01 | Long | Equity-common | US | $6M | 203K | 0.23 |
| VICI US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $-98K | – | -0.00 | |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.33 |
| VMWARE LLC SR UNSECURED 08/27 3.9 | Long | Debt | US | $37K | – | 0.00 |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $566K | – | 0.02 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $250K | – | 0.01 |
| 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 | $249K | – | 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 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $399K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR11 A (WASHINGTON MUTUAL 2004-AR11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A (WASHINGTON MUTUAL 2004-AR13) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1 (WASHINGTON MUTUAL 2004-AR14) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A1 (WASHINGTON MUTUAL 2004-AR3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3 (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1B (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 (WASHINGTON MUTUAL 2006-AR8) | Long | ABS-mortgage backed security | US | $791.97 | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB (WMALT MTGE PASS-THRU CERT 2005-7) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $17K | – | 0.00 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9 (WELLS FARGO HOME EQUITY TRUST 2005-2) | Long | ABS-mortgage backed security | US | $135K | – | 0.01 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4 (WELLS FARGO MTGE BK SEC TR 2006-AR4) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WELLTOWER INC REIT USD1.0 | Long | Equity-common | US | $37M | 354K | 1.45 |
| WHEAT FUTURE(CBT) DEC24 XCBT 20241213 | Derivative-commodity | US | $631K | – | 0.02 | |
| WIND RIVER CLO LTD WINDR 2014 1A ARR 144A (WIND RIVER CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $505K | – | 0.02 |
| WP CAREY INC REIT USD.001 | Long | Equity-common | US | $1M | 25K | 0.05 |
| WPC US TRS EQUITY FEDL01+25 JPM | Derivative-equity | US | $-22K | – | -0.00 | |
| WTI CRUDE FUTURE DEC25 IFEU 20251119 | Derivative-commodity | GB | $-181K | – | -0.01 | |
| WTI CRUDE FUTURE DEC25 XNYM 20251120 | Derivative-commodity | US | $-54K | – | -0.00 | |
| WTI CRUDE FUTURE SEP24 XNYM 20240820 | Derivative-commodity | US | $-2K | – | -0.00 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.