PIMCOFUNDS > PIMCO Funds
PIMCO All Authority: Multi-RAE PLUS Fund
$307.74M
Avg Monthly Net Assets
$289.86M
Total Assets
$53.68M
Total Liabilities
$236.18M
Net Assets
PIMCO All Authority: Multi-RAE PLUS 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 $307.74M.
On August 28th, 2024 it reported 661 holdings, the largest
being UMBS PASS THRU POOLS (5.0%), PIMCO FUNDS (4.5%) and FNMA PASS THRU POOLS (3.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PIMCO All Authority: Multi-RAE Plus Fund | C000237352 | 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 |
|---|---|---|---|---|---|---|
| 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113 | Derivative-interest rate | US | $22K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $10K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $8K | – | 0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-227.32 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-626.68 | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.03 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-976.59 | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-4.39 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-123.7 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-20.07 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-26.83 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-192.32 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-95.04 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-61.92 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-56.75 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-135.44 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-132.16 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-98.38 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-765.38 | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-235.21 | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-27.12 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-25.62 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-282.55 | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-426.99 | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-224.8 | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-67.88 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-401.29 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-117.42 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-314.51 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-49.3 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-176.29 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-645.82 | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-93.37 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-140.06 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-305.95 | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-93.11 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-423.24 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-457.24 | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-514.43 | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-188.23 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-365.06 | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-177.35 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-430.5 | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-661.8 | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-158.64 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-536.07 | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-158.29 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-466.97 | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-995.72 | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-573.74 | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-569.79 | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-271.13 | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-438.43 | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-195.89 | – | -0.00 | |
| 3M CO COMMON STOCK USD.01 (3M COMPANY) | Long | Equity-common | US | $232K | 2K | 0.10 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-430K | – | -0.18 | |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $399.9 | – | 0.00 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $598K | – | 0.25 |
| ALBACORE EURO CLO ALBAC 1A AR 144A (ALBACORE EURO CLO I DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $964K | – | 0.41 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $250K | – | 0.11 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $438K | 2K | 0.19 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $525K | 2K | 0.22 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $1M | – | 0.51 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $709K | 2K | 0.30 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $6M | 27K | 2.39 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.42 |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A (ASHFORD HOSPITALITY TRUST 2018-ASHF) | Long | ABS-mortgage backed security | US | $675K | – | 0.29 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $801K | – | 0.34 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $5M | – | 2.05 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $4.53 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2 (BANK OF AMERICA MTGE SEC 2005-F) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $302K | – | 0.13 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $703K | – | 0.30 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $808K | – | 0.34 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A (BHG SECURITIZATION TRUST 2022-C) | Long | ABS-other | US | $274K | – | 0.12 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A (BHG SECURITIZATION TRUST 2022-C) | Long | ABS-other | US | $2M | – | 0.72 |
| BARCLAYS PLC SR UNSECURED 05/34 VAR | Long | Debt | GB | $1M | – | 0.43 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $205K | – | 0.09 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-9) | Long | ABS-mortgage backed security | US | $233.4 | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1 (BEAR STEARNS ALT-A TRUST 2005-8) | Long | ABS-mortgage backed security | US | $68K | – | 0.03 |
| BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 1A3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5) | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| BLACK DIAMOND CLO BLACK 2017 2A A1 144A (BLACK DIAMOND CLO 2017-2 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 1.12 |
| BMW CANADA AUTO TRUST BMWC 2024 1A A1 144A (BMW CANADA AUTO TRUST 2024-1A) | Long | ABS-other | CA | $1M | – | 0.47 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $413K | 2K | 0.17 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $-2.4 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-448.75 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-26K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-71K | – | -0.03 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-514.32 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-5K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-902.65 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-5K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-11K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $642.51 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $226.16 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-112.84 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-910.52 | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-2K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $996.9 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $607.56 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $427.5 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $426.5 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $354.66 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $243.22 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $195.05 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $152.22 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $64.17 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $33.34 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $29.99 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-137.32 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-200.91 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-318.35 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-9K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-42K | – | -0.02 | |
| BOUGHT JPY SOLD USD 20240805 | Derivative-foreign exchange | JP | $-253K | – | -0.11 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $3K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-28K | – | -0.01 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-70.33 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-388.41 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-737.17 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-135.79 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-372.91 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-906.31 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-12K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-2K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $236.72 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $16K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $4K | – | 0.00 | |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $2K | – | 0.00 | |
| BX TRUST BX 2022 AHP A 144A (BX COMMERCIAL MORTGAGE TRUST 2022-AHP) | Long | ABS-mortgage backed security | US | $3M | – | 1.26 |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $865K | – | 0.37 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $908K | – | 0.38 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $861K | – | 0.36 |
| CARRIER GLOBAL CORP SR UNSECURED 05/25 4.375 (CARRIER GLOBAL CORPORATION) | Long | Debt | US | $108K | – | 0.05 |
| CARVANA AUTO RECEIVABLES 07/28 5.81 (CARVANA AUTO RECEIVABLES TRUST 2024-N2) | Long | ABS-other | US | $501K | – | 0.21 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P5) | Long | ABS-other | US | $301K | – | 0.13 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $755K | 2K | 0.32 |
| CBAM CLO MANAGEMENT CBAM 2018 5A A 144A (CBAM 2018-5 LTD 5A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.93 |
| CDX HY42 5Y ICE | Derivative-credit | US | $64K | – | 0.03 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $820K | – | 0.35 | |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1 (CHASE MORGAGE FINANCE CORP 2005-A1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1 (CHASE MORTGAGE FINANCE CORP 2006-A1) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S4 A5 (CHASE MORTGAGE FINANCE CORP 2006-S4) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $593K | – | 0.25 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A (CHASE HOME LENDING MORTGAGE TRUST 2024-6) | Long | ABS-mortgage backed security | US | $601K | – | 0.25 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $355K | 2K | 0.15 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $108K | 2K | 0.05 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $2M | – | 0.81 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $400K | – | 0.17 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $671K | – | 0.28 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $1M | – | 0.54 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $479K | – | 0.20 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $100K | – | 0.04 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $144K | 2K | 0.06 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $3M | – | 1.19 |
| CONAGRA BRANDS INC | Long | Debt | US | $250K | – | 0.11 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.11 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.11 |
| CONTEGO CLO DAC CONTE 8A AR 144A (CONTEGO CLO BV 8A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 1.01 |
| CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A) | Long | ABS-collateralized bond/debt obligation | IE | $640K | – | 0.27 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A4 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB) | Long | ABS-mortgage backed security | US | $219.02 | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $84K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A1 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4) | Long | ABS-mortgage backed security | US | $118K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-20) | Long | ABS-mortgage backed security | US | $86K | – | 0.04 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $263.3 | – | 0.00 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $249K | – | 0.11 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $249K | – | 0.11 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $48K | – | 0.02 |
| CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943 (CVS PASS-THROUGH TRUST) | Long | Debt | US | $56K | – | 0.02 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/25 5.2 (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $499K | – | 0.21 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR1 1A3 (DEUTSCHE ALT-A SECURITIES INC 2006-AR1) | Long | ABS-mortgage backed security | US | $231K | – | 0.10 |
| DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A (DIAMETER CAPITAL CLO 2024-6A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.43 |
| DISCOVERY COM LLC (DISCOVERY COMMUNICATIONS LLC) | Long | Debt | US | $249K | – | 0.11 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-141K | – | -0.06 | |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $120K | 2K | 0.05 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 53A B 144A (DRYDEN 53 CLO LTD 2017-53A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.68 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A (ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4) | Long | ABS-mortgage backed security | US | $5M | – | 2.06 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $299K | – | 0.13 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $249K | – | 0.11 |
| EQUINIX INC SR UNSECURED 03/28 1.55 | Long | Debt | US | $87K | – | 0.04 |
| ERADXULT TRS EQUITY FEDL01+60 MYI | Derivative-equity | US | $-44K | – | -0.02 | |
| ERADXULT TRS EQUITY FEDL01+72.5 JPM | Derivative-equity | US | $-454K | – | -0.19 | |
| ERAEMLT TRS EQUITY FEDL01+103 MEI | Derivative-equity | US | $32K | – | 0.01 | |
| ERAEMLT TRS EQUITY FEDL01+95 MEI | Derivative-equity | US | $5K | – | 0.00 | |
| ERAUSST TRS EQUITY FEDL01+10 ULO | Derivative-equity | US | $-4K | – | -0.00 | |
| ERAUSST TRS EQUITY FEDL01+23 MYI | Derivative-equity | US | $-60K | – | -0.03 | |
| EURO GALAXY CLO BV EGLXY 2016 5A ARRR 144A (EURO-GALAXY V CLO BV 16-5A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 1.13 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-5K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $709K | – | 0.30 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $153K | – | 0.06 |
| FANNIE MAE FNR 2005 75 AF (FANNIE MAE-2005-75) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FANNIE MAE FNR 2005 79 NF (FANNIE MAE 2005-79) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2007 65 KF (FANNIE MAE 2007-65) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIE MAE FNR 2007 96 AF (FANNIE MAE 2007-96) | Long | ABS-mortgage backed security | US | $49K | – | 0.02 |
| FANNIE MAE FNR 2011 35 PE (FANNIE MAE REMICS 2011-35) | Long | ABS-mortgage backed security | US | $425K | – | 0.18 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL QF3956 FR 12/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $524K | – | 0.22 |
| FED HM LN PC POOL QF9880 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FED HM LN PC POOL QG5286 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $160K | – | 0.07 |
| FED HM LN PC POOL QG5960 FR 07/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $182K | – | 0.08 |
| FED HM LN PC POOL QH0361 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $626K | – | 0.26 |
| FED HM LN PC POOL QH6120 FR 12/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $161K | – | 0.07 |
| FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $475K | – | 0.20 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $280K | – | 0.12 |
| FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $906K | – | 0.38 |
| FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $939K | – | 0.40 |
| FED HM LN PC POOL SD8361 FR 09/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.64 |
| FED HM LN PC POOL ZS8920 FR 09/26 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $657.23 | – | 0.00 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $477K | – | 0.20 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 (FIRST FRANKLIN MTG LOAN 2006-FF5) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A (FHF ISSUER TRUST 2024-2A) | Long | ABS-other | US | $501K | – | 0.21 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $2M | – | 0.65 |
| FNMA POOL 256479 FN 10/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 256571 FN 12/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 831587 FN 07/26 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL BX3269 FN 02/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.53 |
| FNMA POOL BX9985 FN 04/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.46 |
| FNMA POOL BY0191 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.78 |
| FNMA POOL BY0945 FN 05/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $872K | – | 0.37 |
| FNMA POOL BY6760 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.81 |
| FNMA POOL CB4820 FN 10/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 2.96 |
| FNMA POOL CB5774 FN 02/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $969K | – | 0.41 |
| FNMA POOL DA1039 FN 10/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| FNMA POOL MA5192 FN 11/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 2.07 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 1.64 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 2.33 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 2.13 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.67 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12M | – | 4.97 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $400K | – | 0.17 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $208K | – | 0.09 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $362K | – | 0.15 |
| FREDDIE MAC FHR 3289 FG (FREDDIE MAC-3289) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| FREDDIE MAC FHR 3355 BF (FREDDIE MAC 3355) | Long | ABS-mortgage backed security | US | $72K | – | 0.03 |
| FREDDIE MAC FHR 3360 FC (FREDDIE MAC 3360) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| FREDDIE MAC FHR 3368 AF (FREDDIE MAC 3368) | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| FREDDIE MAC FHR 3376 FD (FREDDIE MAC REMICS 3376) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FREMONT HOME LOAN TRUST FHLT 2006 B 2A3 (FREMONT HOME LOAN TRUST 2006-B) | Long | ABS-mortgage backed security | US | $586K | – | 0.25 |
| GENERAL MOTORS COMPANY SNR S* ICE | Derivative-credit | US | $61K | – | 0.03 | |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $400K | – | 0.17 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $1M | – | 0.47 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $805K | – | 0.34 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $604K | – | 0.26 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $398K | – | 0.17 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $1M | 2K | 0.43 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR | Long | Debt | US | $187K | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $765K | – | 0.32 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $409K | – | 0.17 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $1M | – | 0.42 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $201K | – | 0.09 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5 | Long | Debt | US | $480K | – | 0.20 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $3M | – | 1.19 |
| GSAMP TRUST GSAMP 2007 NC1 A2A (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $135K | – | 0.06 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $465.33 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $424.86 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1 (GSR MORTGAGE LOAN TRUST 2006-1F) | Long | ABS-mortgage backed security | US | $188K | – | 0.08 |
| GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8 (GSR MORTGAGE LOAN TRUST 2007-4F) | Long | ABS-mortgage backed security | US | $76K | – | 0.03 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 3 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-3) | Long | ABS-mortgage backed security | US | $71K | – | 0.03 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 11 A1A (HARBORVIEW MORTGAGE LOAN TR 2006-11) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A13 (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $206K | – | 0.09 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A (HARBORVIEW MORTGAGE LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2021-1A) | Long | ABS-other | US | $1M | – | 0.59 |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $781K | 2K | 0.33 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $484K | 2K | 0.21 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $202K | – | 0.09 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $499K | – | 0.21 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $803K | – | 0.34 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR11) | Long | ABS-mortgage backed security | US | $191K | – | 0.08 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR39 A1 (INDYMAC INDX MTGE LOAN TRUST 2006-AR39) | Long | ABS-mortgage backed security | US | $118K | – | 0.05 |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $70K | 2K | 0.03 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $998K | – | 0.42 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $250K | – | 0.11 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $392K | 2K | 0.17 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $19K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $4K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-17K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $1K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-980.03 | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-685.37 | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $730.6 | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-429.03 | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-626.37 | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $11K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-10K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $23K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $15K | – | 0.01 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $8K | – | 0.00 | ||
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1 (JP MORGAN ALTERNATIVE LN TRUST 2006-A2) | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $499K | – | 0.21 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $331K | 2K | 0.14 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $400K | – | 0.17 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8) | Long | ABS-mortgage backed security | US | $869K | – | 0.37 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFL 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $683K | – | 0.29 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFX 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT) | Long | ABS-mortgage backed security | US | $1M | – | 0.59 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 3A1 (JP MORGAN MORTGAGE TRUST 2006-A6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC1) | Long | ABS-mortgage backed security | US | $945K | – | 0.40 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A (J.P. MORGAN MORTGAGE TRUST 2023-DSC2) | Long | ABS-mortgage backed security | US | $800K | – | 0.34 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $459K | 2K | 0.19 |
| JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $391K | – | 0.17 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $199K | – | 0.08 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $186K | – | 0.08 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $289K | – | 0.12 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $280K | – | 0.12 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $249K | – | 0.11 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $249K | – | 0.11 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.11 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.11 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.11 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $233K | – | 0.10 |
| LEHMAN MORTGAGE TRUST LMT 2007 8 1A1 (LEHMAN MORTGAGE TRUST 2007-8) | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $1M | – | 0.46 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4 (LONG BEACH MORTGAGE LOAN TRUST 2006-3) | Long | ABS-mortgage backed security | US | $207K | – | 0.09 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 1A (LONG BEACH MORTGAGE LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $52K | – | 0.02 |
| MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A (MADISON PARK FUNDING XXXIV LTD 2019-34A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.91 |
| MARLETTE FUNDING TRUST MFT 2022 3A A 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $8K | – | 0.00 |
| MARLETTE FUNDING TRUST MFT 2022 3A B 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $599K | – | 0.25 |
| MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A) | Long | ABS-other | US | $367K | – | 0.16 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.11 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.11 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $13K | – | 0.01 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $1M | – | 0.60 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2 (MASTR ADJUSTABLE RT MTGE TRUST 2005-6) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE1 A4 (MASTR ASSET BACKED SEC TR 2006-FRE1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2007 HE1 A3 (MASTR ASSET BACKED SEC TR 2007-HE1) | Long | ABS-mortgage backed security | US | $529K | – | 0.22 |
| MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2 (MASTR ASSET BACKED SEC TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $709K | – | 0.30 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $578K | 2K | 0.24 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $281K | 2K | 0.12 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A3) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1 (MERRILL LYNCH MORTGAGE INVEST TR 2005-A7) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE4 A2D (MERRILL LYNCH MORTGAGE INVESTORS TRUST 2006-HE4) | Long | ABS-mortgage backed security | US | $90K | – | 0.04 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $112K | – | 0.05 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $340K | – | 0.14 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $41K | – | 0.02 |
| MFRA TRUST MFRA 2023 NQM1 A1 144A (MFA 2023-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 1.79 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $1M | 2K | 0.43 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $199K | – | 0.08 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1 (MORGAN STANLEY ABS CAPITAL I 2007-HE1) | Long | ABS-mortgage backed security | US | $504K | – | 0.21 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2D (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $184K | – | 0.08 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-HE4) | Long | ABS-mortgage backed security | US | $238K | – | 0.10 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $291K | – | 0.12 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 (MORGAN STANLEY HOME EQUITY LN 2007-1) | Long | ABS-mortgage backed security | US | $199K | – | 0.08 |
| MORGAN STANLEY SR UNSECURED 01/27 VAR | Long | Debt | US | $2M | – | 0.88 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF3) | Long | ABS-mortgage backed security | US | $102K | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A (NAVIENT STUDENT LOAN TRUST 2015-BA) | Long | ABS-other | US | $2M | – | 0.74 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2017 A SUB 144A (NAVIENT PRIVATE EDUCATION LOAN TRUST 2017-A) | Long | ABS-other | US | $828K | – | 0.35 |
| NDDUEAFE TRS EQUITY FEDL01+30.5 MYI | Derivative-equity | US | $-662K | – | -0.28 | |
| NDDUEAFE TRS EQUITY FEDL01+35 MYI | Derivative-equity | US | $-58K | – | -0.02 | |
| NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A (NELNET STUDENT LOAN TRUST 2018-3A) | Long | ABS-other | US | $297K | – | 0.13 |
| NELNET STUDENT LOAN TRUST NSLT 2021 CA AFL 144A (NELNET STUDENT LOAN TRUST 2021-CA) | Long | ABS-other | US | $1M | – | 0.46 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $265K | – | 0.11 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $265K | – | 0.11 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $2M | – | 0.96 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $171K | 2K | 0.07 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5 (NOMURA ASSET ACCEPTANCE CORP 2005-AP2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A (NORTHWOODS CAPITAL XIV-B LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.42 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $862K | – | 0.37 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $709K | – | 0.30 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $919K | – | 0.39 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-3K | – | -0.00 | |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A (OBX 2023-NQM1 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.82 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $18K | – | 0.01 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $24K | – | 0.01 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A) | Long | ABS-collateralized bond/debt obligation | IE | $642K | – | 0.27 |
| PARKER HANNIFIN CORP (PARKER-HANNIFIN CORPORATION) | Long | Debt | US | $248K | – | 0.10 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $250K | – | 0.11 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $11M | – | 4.51 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $100K | – | 0.04 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC) | Long | ABS-mortgage backed security | US | $199K | – | 0.08 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $179K | – | 0.08 |
| PRIME MORTGAGE TRUST PRIME 2006 1 2A7 (PRIME MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $451.39 | – | 0.00 |
| PRKCM TRUST PRKCM 2023 AFC3 A1 144A (PRKCM 2023-AFC3 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.44 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $374K | 2K | 0.16 |
| PRP ADVISORS, LLC PRPM 2022 1 A1 144A (PRPM-2022-1) | Long | ABS-mortgage backed security | US | $283K | – | 0.12 |
| RADMFENT TRS EQUITY FEDL01+44 BPS | Derivative-equity | US | $17K | – | 0.01 | |
| RADMFENT TRS EQUITY FEDL01+45 BPS | Derivative-equity | US | $90K | – | 0.04 | |
| RADMFENT TRS EQUITY FEDL01+47 BPS | Derivative-equity | US | $60K | – | 0.03 | |
| RADMFENT TRS EQUITY FEDL01+47 JPM | Derivative-equity | US | $372K | – | 0.16 | |
| RADMFENT TRS EQUITY FEDL01+48 BPS | Derivative-equity | US | $53K | – | 0.02 | |
| RADMFXNT TRS EQUITY FEDL01+30 JPM | Derivative-equity | US | $-19K | – | -0.01 | |
| RADMFXNT TRS EQUITY FEDL01+9 BPS | Derivative-equity | US | $-397K | – | -0.17 | |
| REACH FINANCIAL LLC REACH 2023 1A A 144A (LIBERTY LENDING ABS TRUST 2023-1A) | Long | ABS-other | US | $156K | – | 0.07 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $988K | – | 0.42 |
| REGATTA FUNDING REG11 2018 1A A 144A (REG11 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.66 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $244K | – | 0.10 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $231K | – | 0.10 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2 (RESIDENTIAL ACCREDIT LOANS 2006-QA5) | Long | ABS-mortgage backed security | US | $157K | – | 0.07 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA7) | Long | ABS-mortgage backed security | US | $177K | – | 0.07 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QA8) | Long | ABS-mortgage backed security | US | $259K | – | 0.11 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $146K | – | 0.06 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA2) | Long | ABS-mortgage backed security | US | $98K | – | 0.04 |
| REVERSE REPO BANK OF AMERICA REVERSE REPO | Short | Repurchase agreement | US | $-611K | – | -0.26 |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $3K | – | 0.00 | |
| RFR JPY MUTK/1.00000 03/21/24-10Y LCH | Derivative-interest rate | JP | $-3K | – | -0.00 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $464K | – | 0.20 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $2M | – | 0.69 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $102K | – | 0.04 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $355K | – | 0.15 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $33K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $238K | – | 0.10 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-789.56 | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-748.45 | – | -0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $113K | – | 0.05 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $165K | – | 0.07 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/4.25000 12/20/23-2Y CME | Derivative-interest rate | US | $-120K | – | -0.05 | |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $199K | – | 0.08 |
| RU20INTR TRS EQUITY FEDL01+25 RBC | Derivative-equity | US | $-12K | – | -0.01 | |
| RU20INTR TRS EQUITY FEDL01+32.5 JPM | Derivative-equity | US | $-10K | – | -0.00 | |
| RU20INTR TRS EQUITY FEDL01+37 RBC | Derivative-equity | US | $-10K | – | -0.00 | |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $583K | 2K | 0.25 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3) | Long | ABS-other | US | $501K | – | 0.21 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $203K | – | 0.09 |
| SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A (SBNA AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.51 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-FR4) | Long | ABS-mortgage backed security | US | $217K | – | 0.09 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2A (SEC ASSET BACKED REC LLC 2006-FR4) | Long | ABS-mortgage backed security | US | $117K | – | 0.05 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $77K | – | 0.03 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A2 (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $183K | – | 0.08 |
| SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A (SLM STUDENT LOAN TRUST 2010-C) | Long | ABS-other | US | $2M | – | 0.89 |
| SMALL BUSINESS ADMINISTRATION SBAP 2009 20E 1 (SMALL BUSINESS ADMIN PART CERTS 2009-20E) | Long | ABS-other | US | $7K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2017 B B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2017-B) | Long | ABS-other | US | $1M | – | 0.44 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB) | Long | ABS-other | US | $917K | – | 0.39 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $1M | – | 0.63 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $1M | – | 0.50 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-C) | Long | ABS-other | US | $488K | – | 0.21 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-A) | Long | ABS-other | US | $627K | – | 0.27 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $498K | – | 0.21 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $549K | – | 0.23 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-606.8 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-159.27 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $69K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $42K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $37K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $30K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $16K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $6K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $4K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $27K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $12K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $7K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $4K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $451.32 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-877.69 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-3K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-18.91 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-21K | – | -0.01 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $5K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $14K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $15K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $12K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $11K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $8K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-643.77 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-1K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $8K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $8K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $7K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $309K | – | 0.13 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $876.97 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $36K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $95.26 | – | 0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $5K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $138K | – | 0.06 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $2K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $42K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20240805 | Derivative-foreign exchange | JP | $204K | – | 0.09 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $800.96 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-407.87 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $14.46 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-485.87 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-965.2 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $3K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $386.67 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240802 | Derivative-foreign exchange | NO | $70.19 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $4K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-1K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $11K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $685.97 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $210.35 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-13.34 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-277.38 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $444K | – | 0.19 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $199K | – | 0.08 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $400K | – | 0.17 |
| SPTR TRS EQUITY FEDL01+45.5 BRC | Derivative-equity | US | $-17K | – | -0.01 | |
| SPTR TRS EQUITY FEDL01+51 GST | Derivative-equity | US | $-284K | – | -0.12 | |
| SPTR TRS EQUITY FEDL01+56 BOA | Derivative-equity | US | $-2M | – | -0.89 | |
| ST PAULS CLO SPAUL 8A AN 144A (ST PAUL'S CLO VIII DAC 8A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.86 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.93 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $668.67 | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4 (STRUCTURED ASSET SECURITIES CORP 2006-BC5) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A A1 144A (STRUCTURED ASSET SEC CORP 2006-EQ1A) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $249K | – | 0.11 |
| THEOREM FUNDING TRUST THRM 2022 3A A 144A (THEOREM FUNDING TRUST 2022-3A) | Long | ABS-other | US | $762K | – | 0.32 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $65K | – | 0.03 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $886K | – | 0.38 |
| TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A (TOWD POINT MORTGAGE TRUST 2018-3) | Long | ABS-mortgage backed security | US | $761K | – | 0.32 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A (TPMT-2019-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.63 |
| TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A (TOWD POINT MORTGAGE TRUST 2022-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.47 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $1M | – | 0.42 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.75 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $461K | 2K | 0.20 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $385K | – | 0.16 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $634K | – | 0.27 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.81 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $638K | – | 0.27 |
| TSY INFL IX N/B 01/34 1.75 (UNITED STATES GOVT) | Long | Debt | US | $396K | – | 0.17 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $708K | – | 0.30 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.12 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 2.89 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.53 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.03 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.69 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $467K | – | 0.20 |
| UBS AG STAMFORD CT SR UNSECURED 01/25 7.95 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $404K | – | 0.17 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 NYCH A 144A (UBS COMMERCIAL MORTGAGE TRUST 2018-NYCH) | Long | ABS-mortgage backed security | US | $368K | – | 0.16 |
| UBS GROUP AG SR UNSECURED 144A 09/29 VAR | Long | Debt | CH | $206K | – | 0.09 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $1M | 2K | 0.49 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-12.41 | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $28K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $639.7 | – | 0.00 | |
| US TREASURY N/B 01/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 1.93 |
| US TREASURY N/B 09/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $702K | – | 0.30 |
| US TREASURY N/B 10/27 0.5 (UNITED STATES GOVT) | Long | Debt | US | $263K | – | 0.11 |
| US TREASURY N/B 11/27 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.48 |
| US TREASURY N/B 12/27 0.625 (UNITED STATES GOVT) | Long | Debt | US | $88K | – | 0.04 |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $94K | 2K | 0.04 |
| VICI PROPERTIES LP SR UNSECURED 02/28 4.75 | Long | Debt | US | $98K | – | 0.04 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $595K | 2K | 0.25 |
| VISIO TRUST VISIO 2023 2 A1 144A (VISIO TRUST 2023-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.56 |
| VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE | Derivative-credit | NL | $3K | – | 0.00 | |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $250K | – | 0.11 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $250K | – | 0.11 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $249K | – | 0.11 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $154K | 2K | 0.07 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $225K | 2K | 0.10 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $172.02 | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79 (WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT) | Long | Debt | US | $377K | – | 0.16 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $194K | – | 0.08 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $383K | – | 0.16 |
| WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $92K | – | 0.04 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | Long | Debt | US | $502K | – | 0.21 |
| WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1 (WELLS FARGO MTGE BK SEC TR 2006-AR19) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
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.