Putnam Family of Funds > Putnam Variable Trust
Putnam VT Diversified Income Fund
$112.26M
Avg Monthly Net Assets
$155.60M
Total Assets
$48.59M
Total Liabilities
$107.01M
Net Assets
Putnam VT Diversified Income Fund is an Underlying fund in Putnam Variable Trust
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has two share classes
and monthly net assets of $112.26M.
On August 26th, 2024 it reported 729 holdings, the largest
being PUTNAM SHORT TERM INVESTMENT FUND (32.8%), CHICAGO BOARD OF TRADE (19.5%) and FANNIE MAE POOL (15.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM VT DIVERSIFIED INC CL IA | C000010881 | ||
| PUTNAM VT DIVERSIFIED INC CL IB | C000010882 |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (WASHINGTON MUTURAL ASSET-BACKED CERTIFICATES WMABS SERIES 2006-HE2 TRUST) | Long | ABS-mortgage backed security | US | $263K | – | 0.25 |
| ASSET BACKED SECURITY (TOWD POINT MORTGAGE TRUST 2019-2) | Long | ABS-mortgage backed security | US | $177K | – | 0.16 |
| ASSET BACKED SECURITY (GSAA HOME EQUITY TRUST 2006-8) | Long | ABS-mortgage backed security | US | $112K | – | 0.10 |
| ASSET BACKED SECURITY (WAMU ASSET-BACKED CERTIFICATES WAMU SERIES 2007-HE4 TRUST) | Long | ABS-mortgage backed security | US | $75K | – | 0.07 |
| BANK LOAN NOTE (CQP HOLDCO LP) | Long | Debt | US | $306K | – | 0.29 |
| BANK LOAN NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $274K | – | 0.26 |
| BANK LOAN NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $263K | – | 0.25 |
| BANK LOAN NOTE (DIRECTV FINANCING LLC) | Long | Debt | US | $261K | – | 0.24 |
| BANK LOAN NOTE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $261K | – | 0.24 |
| BANK LOAN NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $246K | – | 0.23 |
| BANK LOAN NOTE (CARNIVAL CORP) | Long | Debt | US | $214K | – | 0.20 |
| BANK LOAN NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $193K | – | 0.18 |
| BANK LOAN NOTE (IRB HOLDING CORP) | Long | Debt | US | $156K | – | 0.15 |
| BANK LOAN NOTE (PHOENIX NEWCO INC) | Long | Debt | US | $139K | – | 0.13 |
| BANK LOAN NOTE (PROOFPOINT INC) | Long | Debt | US | $139K | – | 0.13 |
| BANK LOAN NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $135K | – | 0.13 |
| BANK LOAN NOTE (MCAFEE CORP) | Long | Debt | US | $130K | – | 0.12 |
| BANK LOAN NOTE (GRAY TELEVISION INC) | Long | Debt | US | $124K | – | 0.12 |
| BANK LOAN NOTE (NOURYON FINANCE BV) | Long | Debt | NL | $122K | – | 0.11 |
| BANK LOAN NOTE (UKG INC) | Long | Debt | US | $120K | – | 0.11 |
| BANK LOAN NOTE (WEC US HOLDINGS LTD) | Long | Debt | US | $120K | – | 0.11 |
| BANK LOAN NOTE (DUN AND BRADSTREET CORP/THE) | Long | Debt | US | $120K | – | 0.11 |
| BANK LOAN NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC) | Long | Debt | US | $120K | – | 0.11 |
| BANK LOAN NOTE (MADISON IAQ LLC) | Long | Debt | US | $120K | – | 0.11 |
| BANK LOAN NOTE (SCIENTIFIC GAMES HOLDINGS LP) | Long | Debt | US | $119K | – | 0.11 |
| BANK LOAN NOTE (QUIKRETE HOLDINGS INC) | Long | Debt | US | $119K | – | 0.11 |
| BANK LOAN NOTE (PHOENIX GUARANTOR INC) | Long | Debt | US | $119K | – | 0.11 |
| BANK LOAN NOTE (FLASH CHARM INC) | Long | Debt | US | $119K | – | 0.11 |
| BANK LOAN NOTE (HUNTER DOUGLAS INC) | Long | Debt | US | $119K | – | 0.11 |
| BANK LOAN NOTE (PETSMART LLC) | Long | Debt | US | $116K | – | 0.11 |
| BANK LOAN NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $109K | – | 0.10 |
| BANK LOAN NOTE (PACIFIC DENTAL SERVICES INC) | Long | Debt | US | $105K | – | 0.10 |
| BANK LOAN NOTE (CPM HOLDINGS INC) | Long | Debt | US | $101K | – | 0.09 |
| BANK LOAN NOTE (WESTJET LOYALTY LP) | Long | Debt | CA | $100K | – | 0.09 |
| BANK LOAN NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $90K | – | 0.08 |
| BANK LOAN NOTE (TRANSDIGM INC) | Long | Debt | US | $85K | – | 0.08 |
| BANK LOAN NOTE (GENESEE AND WYOMING INC) | Long | Debt | US | $80K | – | 0.07 |
| BANK LOAN NOTE (CSC HOLDINGS LLC) | Long | Debt | US | $79K | – | 0.07 |
| BANK LOAN NOTE (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $78K | – | 0.07 |
| BANK LOAN NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $71K | – | 0.07 |
| BANK LOAN NOTE (DAVITA INC) | Long | Debt | US | $70K | – | 0.07 |
| BANK LOAN NOTE (FLUTTER FINANCING BV) | Long | Debt | NL | $65K | – | 0.06 |
| BANK LOAN NOTE (WAYSTAR TECHNOLOGIES INC) | Long | Debt | US | $62K | – | 0.06 |
| BANK LOAN NOTE (PG POLARIS BIDCO SARL) | Long | Debt | LU | $50K | – | 0.05 |
| BANK LOAN NOTE (API GROUP DE INC) | Long | Debt | US | $50K | – | 0.05 |
| BANK LOAN NOTE (BANIJAY GROUP US HOLDING INC) | Long | Debt | FR | $50K | – | 0.05 |
| BANK LOAN NOTE (STATION CASINOS LLC) | Long | Debt | US | $30K | – | 0.03 |
| BANK LOAN NOTE (EMRLD BORROWER LP) | Long | Debt | US | $10K | – | 0.01 |
| BANK LOAN NOTE (ROBERTSHAW US HOLDING CORP) | Long | Debt | US | $550 | – | 0.00 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL9 LTD) | Long | ABS-mortgage backed security | KY | $134K | – | 0.13 |
| COLLATERALIZED DEBT OBLIGATION (TIAA REAL ESTATE CDO LTD) | Long | ABS-mortgage backed security | US | $4.73 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (MEZZ CAP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $0.11 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01) | Long | ABS-mortgage backed security | US | $568K | – | 0.53 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $465K | – | 0.43 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01) | Long | ABS-mortgage backed security | US | $323K | – | 0.30 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE16 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $263K | – | 0.25 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-DC1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $244K | – | 0.23 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $239K | – | 0.22 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC) | Long | ABS-mortgage backed security | US | $229K | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC10) | Long | ABS-mortgage backed security | US | $223K | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15) | Long | ABS-mortgage backed security | US | $222K | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $201K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $199K | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC13) | Long | ABS-mortgage backed security | US | $188K | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18) | Long | ABS-mortgage backed security | US | $185K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $183K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12) | Long | ABS-mortgage backed security | US | $180K | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C24) | Long | ABS-mortgage backed security | US | $172K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $170K | – | 0.16 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-H3) | Long | ABS-mortgage backed security | US | $160K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSMC 2022-NWPT) | Long | ABS-mortgage backed security | US | $159K | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $148K | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $136K | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $131K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18) | Long | ABS-mortgage backed security | US | $125K | – | 0.12 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC10) | Long | ABS-mortgage backed security | US | $121K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5) | Long | ABS-mortgage backed security | US | $118K | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $112K | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2011-C3) | Long | ABS-mortgage backed security | US | $96K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-LC4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $95K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30) | Long | ABS-mortgage backed security | US | $83K | – | 0.08 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE12 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $79K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2006-HQ10) | Long | ABS-mortgage backed security | US | $79K | – | 0.07 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16) | Long | ABS-mortgage backed security | US | $35K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $32K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-CCRE3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| CONV. NOTE (SEAGATE HDD CAYMAN) | Long | Debt | KY | $94K | – | 0.09 |
| CONV. NOTE (DEXCOM INC) | Long | Debt | US | $92K | – | 0.09 |
| CONV. NOTE (WELLTOWER OP LLC) | Long | Debt | US | $88K | – | 0.08 |
| CONV. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $82K | – | 0.08 |
| CONV. NOTE (ZILLOW GROUP INC) | Long | Debt | US | $81K | – | 0.08 |
| CONV. NOTE (OKTA INC) | Long | Debt | US | $72K | – | 0.07 |
| CONV. NOTE (UBER TECHNOLOGIES INC) | Long | Debt | US | $69K | – | 0.06 |
| CONV. NOTE (CARNIVAL CORP) | Long | Debt | US | $69K | – | 0.06 |
| CONV. NOTE (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Debt | US | $68K | – | 0.06 |
| CONV. NOTE (AKAMAI TECHNOLOGIES INC) | Long | Debt | US | $65K | – | 0.06 |
| CONV. NOTE (TYLER TECHNOLOGIES INC) | Long | Debt | US | $65K | – | 0.06 |
| CONV. NOTE (AXON ENTERPRISE INC) | Long | Debt | US | $63K | – | 0.06 |
| CONV. NOTE (TETRA TECH INC) | Long | Debt | US | $62K | – | 0.06 |
| CONV. NOTE (WAYFAIR INC) | Long | Debt | US | $61K | – | 0.06 |
| CONV. NOTE (LUMENTUM HOLDINGS INC) | Long | Debt | US | $59K | – | 0.06 |
| CONV. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $59K | – | 0.05 |
| CONV. NOTE (BOOKING HOLDINGS INC) | Long | Debt | US | $57K | – | 0.05 |
| CONV. NOTE (ETSY INC) | Long | Debt | US | $57K | – | 0.05 |
| CONV. NOTE (ON SEMICONDUCTOR CORP) | Long | Debt | US | $57K | – | 0.05 |
| CONV. NOTE (EXACT SCIENCES CORP) | Long | Debt | US | $56K | – | 0.05 |
| CONV. NOTE (NORTHERN OIL AND GAS INC) | Long | Debt | US | $55K | – | 0.05 |
| CONV. NOTE (WORKIVA INC) | Long | Debt | US | $55K | – | 0.05 |
| CONV. NOTE (NUTANIX INC) | Long | Debt | US | $50K | – | 0.05 |
| CONV. NOTE (ALTAIR ENGINEERING INC) | Long | Debt | US | $49K | – | 0.05 |
| CONV. NOTE (ENVESTNET INC) | Long | Debt | US | $47K | – | 0.04 |
| CONV. NOTE (SHIFT4 PAYMENTS INC) | Long | Debt | US | $45K | – | 0.04 |
| CONV. NOTE (MKS INSTRUMENTS INC) | Long | Debt | US | $45K | – | 0.04 |
| CONV. NOTE (ALNYLAM PHARMACEUTICALS INC) | Long | Debt | US | $44K | – | 0.04 |
| CONV. NOTE (PARSONS CORP) | Long | Debt | US | $43K | – | 0.04 |
| CONV. NOTE (INSULET CORP) | Long | Debt | US | $43K | – | 0.04 |
| CONV. NOTE (BENTLEY SYSTEMS INC) | Long | Debt | US | $42K | – | 0.04 |
| CONV. NOTE (MERITAGE HOMES CORP) | Long | Debt | US | $42K | – | 0.04 |
| CONV. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $40K | – | 0.04 |
| CONV. NOTE (MIDDLEBY CORP/THE) | Long | Debt | US | $39K | – | 0.04 |
| CONV. NOTE (LANTHEUS HOLDINGS INC) | Long | Debt | US | $37K | – | 0.03 |
| CONV. NOTE (INTEGER HOLDINGS CORP) | Long | Debt | US | $37K | – | 0.03 |
| CONV. NOTE (RIVIAN AUTOMOTIVE INC) | Long | Debt | US | $35K | – | 0.03 |
| CONV. NOTE (PROGRESS SOFTWARE CORP) | Long | Debt | US | $34K | – | 0.03 |
| CONV. NOTE (PATRICK INDUSTRIES INC) | Long | Debt | US | $33K | – | 0.03 |
| CONV. NOTE (PROGRESS SOFTWARE CORP) | Long | Debt | US | $33K | – | 0.03 |
| CONV. NOTE (IMPINJ INC) | Long | Debt | US | $32K | – | 0.03 |
| CONV. NOTE (CMS ENERGY CORP) | Long | Debt | US | $32K | – | 0.03 |
| CONV. NOTE (BIOMARIN PHARMACEUTICAL INC) | Long | Debt | US | $32K | – | 0.03 |
| CONV. NOTE (HAEMONETICS CORP) | Long | Debt | US | $31K | – | 0.03 |
| CONV. NOTE (PG AND E CORP) | Long | Debt | US | $31K | – | 0.03 |
| CONV. NOTE (MICROCHIP TECHNOLOGY INC) | Long | Debt | US | $31K | – | 0.03 |
| CONV. NOTE (HUBSPOT INC) | Long | Debt | US | $31K | – | 0.03 |
| CONV. NOTE (WOLFSPEED INC) | Long | Debt | US | $30K | – | 0.03 |
| CONV. NOTE (NABORS INDUSTRIES INC) | Long | Debt | US | $30K | – | 0.03 |
| CONV. NOTE (CHEFS' WAREHOUSE INC/THE) | Long | Debt | US | $29K | – | 0.03 |
| CONV. NOTE (REPLIGEN CORP) | Long | Debt | US | $26K | – | 0.02 |
| CONV. NOTE (CONMED CORP) | Long | Debt | US | $26K | – | 0.02 |
| CONV. NOTE (BLOCK INC) | Long | Debt | US | $25K | – | 0.02 |
| CONV. NOTE (BRIDGEBIO PHARMA INC) | Long | Debt | US | $24K | – | 0.02 |
| CONV. NOTE (LYFT INC) | Long | Debt | US | $23K | – | 0.02 |
| CONV. NOTE (SPECTRUM BRANDS INC) | Long | Debt | US | $20K | – | 0.02 |
| CONV. NOTE (DATADOG INC) | Long | Debt | US | $19K | – | 0.02 |
| CONV. NOTE (SAREPTA THERAPEUTICS INC) | Long | Debt | US | $18K | – | 0.02 |
| CONV. NOTE (FLUOR CORP) | Long | Debt | US | $17K | – | 0.02 |
| CONV. NOTE (PALO ALTO NETWORKS INC) | Long | Debt | US | $17K | – | 0.02 |
| CONV. NOTE (MONGODB INC) | Long | Debt | US | $13K | – | 0.01 |
| CONV. NOTE (EVOLENT HEALTH INC) | Long | Debt | US | $9K | – | 0.01 |
| CONVERTIBLE BONDS (NRG ENERGY INC) | Long | Debt | US | $40K | – | 0.04 |
| CONVERTIBLE ZERO (SUPER MICRO COMPUTER INC) | Long | Debt | US | $46K | – | 0.04 |
| CONVERTIBLE ZERO (DRAFTKINGS HOLDINGS INC) | Long | Debt | US | $46K | – | 0.04 |
| CONVERTIBLE ZERO (SNAP INC) | Long | Debt | US | $43K | – | 0.04 |
| CONVERTIBLE ZERO (SHAKE SHACK INC) | Long | Debt | US | $36K | – | 0.03 |
| CONVERTIBLE ZERO (DROPBOX INC) | Long | Debt | US | $35K | – | 0.03 |
| CONVERTIBLE ZERO (AIRBNB INC) | Long | Debt | US | $26K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 1.06 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 1.05 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $707K | – | 0.66 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $573K | – | 0.54 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $561K | – | 0.52 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R03) | Long | ABS-collateralized bond/debt obligation | US | $482K | – | 0.45 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $470K | – | 0.44 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA7) | Long | ABS-collateralized bond/debt obligation | US | $470K | – | 0.44 |
| CORP CMO (FREDDIE MAC STACR TRUST 2018-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $455K | – | 0.43 |
| CORP CMO (FREDDIE MAC STACR TRUST 2018-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $423K | – | 0.40 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $356K | – | 0.33 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $349K | – | 0.33 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $336K | – | 0.31 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $312K | – | 0.29 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1) | Long | ABS-collateralized bond/debt obligation | US | $293K | – | 0.27 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2) | Long | ABS-collateralized bond/debt obligation | US | $239K | – | 0.22 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-38) | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.19 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-65CB) | Long | ABS-collateralized bond/debt obligation | US | $185K | – | 0.17 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $184K | – | 0.17 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $183K | – | 0.17 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2020-R01) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.15 |
| CORP CMO (STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR1) | Long | ABS-collateralized bond/debt obligation | US | $159K | – | 0.15 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $158K | – | 0.15 |
| CORP CMO (A AND D MORTGAGE TRUST 2024-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $155K | – | 0.14 |
| CORP CMO (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2006-AA6) | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.14 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA7) | Long | ABS-collateralized bond/debt obligation | US | $119K | – | 0.11 |
| CORP CMO (MORGAN STANLEY RE-REMIC TRUST 2010-R4) | Long | ABS-collateralized bond/debt obligation | US | $118K | – | 0.11 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $103K | – | 0.10 |
| CORP CMO (BEAR STEARNS ALT-A TRUST 2005-8) | Long | ABS-collateralized bond/debt obligation | US | $102K | – | 0.10 |
| CORP CMO (CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4) | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.07 |
| CORP CMO (GSR MORTGAGE LOAN TRUST 2007-OA1) | Long | ABS-collateralized bond/debt obligation | US | $64K | – | 0.06 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2007-OH1) | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.05 |
| CORP CMO (HARBORVIEW MORTGAGE LOAN TRUST 2005-2) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.05 |
| CORP CMO (MORTGAGEIT TRUST 2005-3) | Long | ABS-collateralized bond/debt obligation | US | $29K | – | 0.03 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $503K | – | 0.47 |
| CORP. NOTE (ECOPETROL SA) | Long | Debt | CO | $372K | – | 0.35 |
| CORP. NOTE (DIAMOND II LTD) | Long | Debt | MU | $365K | – | 0.34 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $304K | – | 0.28 |
| CORP. NOTE (VERISURE MIDHOLDING AB) | Long | Debt | SE | $298K | – | 0.28 |
| CORP. NOTE (IHS HOLDING LTD) | Long | Debt | NG | $286K | – | 0.27 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $277K | – | 0.26 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $275K | – | 0.26 |
| CORP. NOTE (KEDRION SPA) | Long | Debt | IT | $270K | – | 0.25 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $270K | – | 0.25 |
| CORP. NOTE (SMYRNA READY MIX CONCRETE LLC) | Long | Debt | US | $270K | – | 0.25 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $269K | – | 0.25 |
| CORP. NOTE (JEFFERSON CAPITAL HOLDINGS LLC) | Long | Debt | US | $268K | – | 0.25 |
| CORP. NOTE (BENTELER INTERNATIONAL AG) | Long | Debt | AT | $268K | – | 0.25 |
| CORP. NOTE (UBS AG/STAMFORD CT) | Long | Debt | US | $267K | – | 0.25 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $266K | – | 0.25 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $265K | – | 0.25 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $264K | – | 0.25 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $262K | – | 0.25 |
| CORP. NOTE (KINETIK HOLDINGS LP) | Long | Debt | US | $261K | – | 0.24 |
| CORP. NOTE (AMERICAN TOWER CORP) | Long | Debt | US | $258K | – | 0.24 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $248K | – | 0.23 |
| CORP. NOTE (BANIJAY ENTERTAINMENT SAS) | Long | Debt | FR | $215K | – | 0.20 |
| CORP. NOTE (FIRSTCASH INC) | Long | Debt | US | $213K | – | 0.20 |
| CORP. NOTE (ENERGO-PRO AS) | Long | Debt | CZ | $212K | – | 0.20 |
| CORP. NOTE (AEGEA FINANCE SARL) | Long | Debt | LU | $207K | – | 0.19 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $200K | – | 0.19 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $192K | – | 0.18 |
| CORP. NOTE (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $177K | – | 0.17 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $172K | – | 0.16 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $170K | – | 0.16 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $165K | – | 0.15 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $163K | – | 0.15 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP) | Long | Debt | US | $163K | – | 0.15 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $149K | – | 0.14 |
| CORP. NOTE (CINEMARK USA INC) | Long | Debt | US | $148K | – | 0.14 |
| CORP. NOTE (IMOLA MERGER CORP) | Long | Debt | US | $146K | – | 0.14 |
| CORP. NOTE (KONTOOR BRANDS INC) | Long | Debt | US | $145K | – | 0.14 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $144K | – | 0.13 |
| CORP. NOTE (TWILIO INC) | Long | Debt | US | $144K | – | 0.13 |
| CORP. NOTE (MATTEL INC) | Long | Debt | US | $143K | – | 0.13 |
| CORP. NOTE (NEWS CORP) | Long | Debt | US | $143K | – | 0.13 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $142K | – | 0.13 |
| CORP. NOTE (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $142K | – | 0.13 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $142K | – | 0.13 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $141K | – | 0.13 |
| CORP. NOTE (REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REY) | Long | Debt | US | $140K | – | 0.13 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $140K | – | 0.13 |
| CORP. NOTE (ANTERO RESOURCES CORP) | Long | Debt | US | $140K | – | 0.13 |
| CORP. NOTE (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $140K | – | 0.13 |
| CORP. NOTE (VM CONSOLIDATED INC) | Long | Debt | US | $138K | – | 0.13 |
| CORP. NOTE (ELANCO ANIMAL HEALTH INC) | Long | Debt | US | $137K | – | 0.13 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $134K | – | 0.13 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $134K | – | 0.13 |
| CORP. NOTE (VIKING OCEAN CRUISES SHIP VII LTD) | Long | Debt | BM | $131K | – | 0.12 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $131K | – | 0.12 |
| CORP. NOTE (CONSTELLIUM SE) | Long | Debt | FR | $130K | – | 0.12 |
| CORP. NOTE (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $126K | – | 0.12 |
| CORP. NOTE (DUFRY ONE BV) | Long | Debt | NL | $124K | – | 0.12 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $122K | – | 0.11 |
| CORP. NOTE (MATADOR RESOURCES CO) | Long | Debt | US | $122K | – | 0.11 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $122K | – | 0.11 |
| CORP. NOTE (LOXAM SAS) | Long | Debt | FR | $121K | – | 0.11 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $121K | – | 0.11 |
| CORP. NOTE (MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC) | Long | Debt | US | $121K | – | 0.11 |
| CORP. NOTE (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $120K | – | 0.11 |
| CORP. NOTE (CHESAPEAKE ENERGY CORP) | Long | Debt | US | $120K | – | 0.11 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $120K | – | 0.11 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $120K | – | 0.11 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $120K | – | 0.11 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $119K | – | 0.11 |
| CORP. NOTE (PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC) | Long | Debt | US | $118K | – | 0.11 |
| CORP. NOTE (AIR FRANCE-KLM) | Long | Debt | FR | $118K | – | 0.11 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $117K | – | 0.11 |
| CORP. NOTE (TGNR INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $117K | – | 0.11 |
| CORP. NOTE (INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC) | Long | Debt | CA | $116K | – | 0.11 |
| CORP. NOTE (BOISE CASCADE CO) | Long | Debt | US | $116K | – | 0.11 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $114K | – | 0.11 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $114K | – | 0.11 |
| CORP. NOTE (AMEREN CORP) | Long | Debt | US | $109K | – | 0.10 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $105K | – | 0.10 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $105K | – | 0.10 |
| CORP. NOTE (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $95K | – | 0.09 |
| CORP. NOTE (GEORGIA POWER CO) | Long | Debt | US | $95K | – | 0.09 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $92K | – | 0.09 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $85K | – | 0.08 |
| CORP. NOTE (TRANSOCEAN POSEIDON LTD) | Long | Debt | KY | $81K | – | 0.08 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $80K | – | 0.08 |
| CORP. NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $66K | – | 0.06 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $65K | – | 0.06 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $58K | – | 0.05 |
| CORP. NOTE (CARNIVAL HOLDINGS BERMUDA LTD) | Long | Debt | BM | $50K | – | 0.05 |
| CORP. NOTE (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $41K | – | 0.04 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $41K | – | 0.04 |
| CORP. NOTE (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $36K | – | 0.03 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $35K | – | 0.03 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $35K | – | 0.03 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $35K | – | 0.03 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $30K | – | 0.03 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $15K | – | 0.01 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $15K | – | 0.01 |
| CORPORATE BONDS (PHARMACIA LLC) | Long | Debt | US | $302K | – | 0.28 |
| CORPORATE BONDS (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $273K | – | 0.25 |
| CORPORATE BONDS (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $264K | – | 0.25 |
| CORPORATE BONDS (PG AND E CORP) | Long | Debt | US | $263K | – | 0.25 |
| CORPORATE BONDS (BATH AND BODY WORKS INC) | Long | Debt | US | $262K | – | 0.25 |
| CORPORATE BONDS (BUFFALO ENERGY MEXICO HOLDINGS / BUFFALO ENERGY INFRASTRUCTURE / BUFFALO ENERGY) | Long | Debt | MX | $208K | – | 0.19 |
| CORPORATE BONDS (CROCS INC) | Long | Debt | US | $148K | – | 0.14 |
| CORPORATE BONDS (STATION CASINOS LLC) | Long | Debt | US | $147K | – | 0.14 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $145K | – | 0.14 |
| CORPORATE BONDS (ARCELORMITTAL SA) | Long | Debt | LU | $144K | – | 0.13 |
| CORPORATE BONDS (COMMERCIAL METALS CO) | Long | Debt | US | $142K | – | 0.13 |
| CORPORATE BONDS (LEVI STRAUSS AND CO) | Long | Debt | US | $140K | – | 0.13 |
| CORPORATE BONDS (VMED O2 UK FINANCING I PLC) | Long | Debt | GB | $127K | – | 0.12 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $120K | – | 0.11 |
| CORPORATE BONDS (BOYD GAMING CORP) | Long | Debt | US | $118K | – | 0.11 |
| CORPORATE BONDS (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $117K | – | 0.11 |
| CORPORATE BONDS (ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC) | Long | Debt | US | $116K | – | 0.11 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $115K | – | 0.11 |
| CORPORATE BONDS (ARAMARK SERVICES INC) | Long | Debt | US | $114K | – | 0.11 |
| CORPORATE BONDS (SEAGATE HDD CAYMAN) | Long | Debt | KY | $105K | – | 0.10 |
| CORPORATE BONDS (UNITED RENTALS NORTH AMERICA INC) | Long | Debt | US | $46K | – | 0.04 |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $397K | – | 0.37 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $1M | – | 1.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $736K | – | 0.69 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $552K | – | 0.52 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $552K | – | 0.52 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $531K | – | 0.50 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $531K | – | 0.50 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $512K | – | 0.48 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $512K | – | 0.48 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $503K | – | 0.47 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $500K | – | 0.47 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $500K | – | 0.47 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $499K | – | 0.47 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $455K | – | 0.43 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $434K | – | 0.41 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $431K | – | 0.40 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $325K | – | 0.30 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $320K | – | 0.30 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $319K | – | 0.30 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $319K | – | 0.30 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $281K | – | 0.26 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $256K | – | 0.24 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $252K | – | 0.24 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $252K | – | 0.24 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $222K | – | 0.21 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $192K | – | 0.18 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $172K | – | 0.16 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $166K | – | 0.16 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $152K | – | 0.14 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $136K | – | 0.13 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $129K | – | 0.12 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $115K | – | 0.11 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $115K | – | 0.11 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $115K | – | 0.11 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $103K | – | 0.10 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $101K | – | 0.09 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $71K | – | 0.07 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $71K | – | 0.07 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $71K | – | 0.07 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $64K | – | 0.06 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $52K | – | 0.05 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $51K | – | 0.05 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $50K | – | 0.05 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $50K | – | 0.05 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $50K | – | 0.05 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $46K | – | 0.04 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $46K | – | 0.04 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $46K | – | 0.04 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $40K | – | 0.04 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $38K | – | 0.04 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $37K | – | 0.03 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $37K | – | 0.03 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $37K | – | 0.03 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $37K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $35K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $35K | – | 0.03 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $35K | – | 0.03 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $35K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $32K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $32K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $32K | – | 0.03 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $32K | – | 0.03 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $32K | – | 0.03 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $30K | – | 0.03 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $26K | – | 0.02 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $26K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $26K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $26K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $21K | – | 0.02 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $17K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $16K | – | 0.02 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $16K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $12K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $11K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $11K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $10K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $10K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $10K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $10K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $9K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $9K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $9K | – | 0.01 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $8K | – | 0.01 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $8K | – | 0.01 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $6K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| DISC. CP (EXPORT DEVELOPMENT CANADA) | Long | Short-term investment vehicle | CA | $495K | – | 0.46 |
| DISC. CP (NRW BANK) | Long | Short-term investment vehicle | DE | $493K | – | 0.46 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $558K | – | 0.52 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $522K | – | 0.49 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $463K | – | 0.43 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $374K | – | 0.35 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $306K | – | 0.29 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $244K | – | 0.23 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $206K | – | 0.19 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $203K | – | 0.19 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $150K | – | 0.14 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $50K | – | 0.05 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $48K | – | 0.04 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| FHLMC CMO IO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FN30 (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $445K | – | 0.42 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $225K | – | 0.21 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $171K | – | 0.16 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $125K | – | 0.12 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $97K | – | 0.09 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $83K | – | 0.08 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $78K | – | 0.07 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $59K | – | 0.05 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $53K | – | 0.05 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $33K | – | 0.03 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE INTEREST STRIP) | Long | ABS-mortgage backed security | US | $16K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE INTEREST STRIP) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $16M | – | 14.99 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $9M | – | 8.56 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $4M | – | 3.52 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $3M | – | 2.56 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $986K | – | 0.92 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $817K | – | 0.76 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $33K | – | 0.03 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $22K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $522K | – | 0.49 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $461K | – | 0.43 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $442K | – | 0.41 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $352K | – | 0.33 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $283K | – | 0.26 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $275K | – | 0.26 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $263K | – | 0.25 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $261K | – | 0.24 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $236K | – | 0.22 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $226K | – | 0.21 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $222K | – | 0.21 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $207K | – | 0.19 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $204K | – | 0.19 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $190K | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $188K | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $180K | – | 0.17 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $173K | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $151K | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $145K | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $144K | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $124K | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $113K | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $112K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $103K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $103K | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $102K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $95K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $87K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $81K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $81K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $78K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $78K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $74K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $70K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $68K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $64K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $62K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $61K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $56K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $55K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $55K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $54K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $53K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $52K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $50K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $50K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $48K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $48K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $46K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $45K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $45K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $44K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $43K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $43K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $42K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $40K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $39K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $36K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $35K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $32K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $30K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $29K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $17K | – | 0.02 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $4M | – | 3.55 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 2.78 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $3M | – | 2.59 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $624K | – | 0.58 |
| GOVERNMENT BOND (SOCIALIST REPUBLIC OF VIETNAM) | Long | Debt | VN | $596K | – | 0.56 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $567K | – | 0.53 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $509K | – | 0.48 |
| GOVERNMENT BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $482K | – | 0.45 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $423K | – | 0.40 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $386K | – | 0.36 |
| GOVERNMENT BOND (REPUBLIC OF CHILE) | Long | Debt | CL | $365K | – | 0.34 |
| GOVERNMENT BOND (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $361K | – | 0.34 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $360K | – | 0.34 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $332K | – | 0.31 |
| GOVERNMENT BOND (REPUBLIC OF SERBIA) | Long | Debt | RS | $283K | – | 0.26 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $274K | – | 0.26 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $261K | – | 0.24 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $241K | – | 0.22 |
| GOVERNMENT BOND (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $235K | – | 0.22 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $234K | – | 0.22 |
| GOVERNMENT BOND (REPUBLIC OF SERBIA) | Long | Debt | RS | $233K | – | 0.22 |
| GOVERNMENT BOND (REPUBLIC OF TURKIYE/THE) | Long | Debt | TR | $217K | – | 0.20 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $208K | – | 0.19 |
| GOVERNMENT BOND (REPUBLIC OF COSTA RICA) | Long | Debt | CR | $201K | – | 0.19 |
| GOVERNMENT BOND (REPUBLIC OF KENYA) | Long | Debt | KE | $201K | – | 0.19 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $196K | – | 0.18 |
| GOVERNMENT BOND (GOVERNMENT OF MONGOLIA) | Long | Debt | MN | $194K | – | 0.18 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $192K | – | 0.18 |
| GOVERNMENT BOND (GABONESE REPUBLIC) | Long | Debt | GA | $172K | – | 0.16 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $21M | – | 19.47 | |
| GOVERNMENT FUTURES (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $2M | – | 1.75 | |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $1M | – | 1.17 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2M | – | 1.44 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $317K | – | 0.30 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $260K | – | 0.24 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $116K | – | 0.11 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $113K | – | 0.11 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $96K | – | 0.09 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $62K | – | 0.06 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $57K | – | 0.05 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $51K | – | 0.05 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $47K | – | 0.04 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $40K | – | 0.04 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $31K | – | 0.03 | |
| Interest Rate Swap (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $24K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $23K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $22K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $19K | – | 0.02 | |
| Interest Rate Swap (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $14K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $13K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $9K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $7K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.01 | |
| Interest Rate Swap (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (JP MORGANCHASE BANK) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $940.11 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $893.79 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $284.73 | – | 0.00 | |
| Interest Rate Swap (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $176.44 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $95.77 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $47.03 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $1.96 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $249K | – | 0.23 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $207K | – | 0.19 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $202K | – | 0.19 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $176K | – | 0.16 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $149K | – | 0.14 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $97K | – | 0.09 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $86K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $86K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $83K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $77K | – | 0.07 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $73K | – | 0.07 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $65K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $63K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $58K | – | 0.05 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $45K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $45K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $45K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $44K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $38K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $38K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $38K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $37K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $35K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $34K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $32K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $32K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $32K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $23K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $22K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $21K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $20K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $15K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $12K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $11K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $10K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $10K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $9K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $7K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $7K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $6K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $6K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $6K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $6K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $5K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $889.49 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $522.6 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $137.8 | – | 0.00 | |
| PERPETUAL BONDS (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $218K | – | 0.20 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $35M | 35M | 32.81 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $726K | 726K | 0.68 |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $257K | – | 0.24 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $143K | – | 0.13 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $133K | – | 0.12 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $113K | – | 0.11 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $97K | – | 0.09 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $97K | – | 0.09 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $62K | – | 0.06 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $56K | – | 0.05 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $52K | – | 0.05 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $27K | – | 0.03 | |
| SWAPTION (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $23K | – | 0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $20K | – | 0.02 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $9K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $7K | – | 0.01 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $7K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $6K | – | 0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $5K | – | 0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $4K | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $2K | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $2K | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $2K | – | 0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $235.41 | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION (MIZUHO CAPITAL MARKETS LLC) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-6K | – | -0.01 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $-9K | – | -0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-10K | – | -0.01 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $-18K | – | -0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-20K | – | -0.02 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-25K | – | -0.02 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-28K | – | -0.03 | |
| SWAPTION (BARCLAYS BANK PLC) | Derivative-interest rate | US | $-28K | – | -0.03 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $-33K | – | -0.03 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-34K | – | -0.03 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $-39K | – | -0.04 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $-40K | – | -0.04 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-41K | – | -0.04 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-49K | – | -0.05 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-69K | – | -0.06 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-97K | – | -0.09 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-104K | – | -0.10 | |
| Total Return Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $832K | – | 0.78 | |
| Total Return Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $781K | – | 0.73 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $498K | – | 0.47 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $298K | – | 0.28 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $99K | – | 0.09 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $114K | – | 0.11 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $549K | – | 0.51 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $294K | – | 0.27 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $269K | – | 0.25 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $136K | – | 0.13 |
Address
Putnam Variable Trust
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Williams Murphy Jennifer
Pillai Marie
Sutphen Mona K
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Putnam, III George
Reynolds Robert L
Singh Manoj P
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
Reuters
Reuters (equities)
ICE Data Services (Corp)
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Putnam Investor Services, Inc.
Admins
N/A
Brokers
JPMS - J.P. MORGAN SECURITIES, LLC.
GSCO - GOLDMAN SACHS & CO LLC
CGML - CITIGROUP GLOBAL MARKETS INC
MLCO - BofA Securities, Inc.
JEFF - JEFFERIES LLC
BARD - BAIRD (ROBERT W.) & CO., INCORPORATED
RBCD - RBC CAPITAL MARKETS LLC
MSCO - MORGAN STANLEY & CO. LLC
UBSW - UBS SECURITIES L.L.C.
TDSI - TD SECURITIES (USA) LLC