PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO Real Return Portfolio
$1.52B
Avg Monthly Net Assets
$2.92B
Total Assets
$1.50B
Total Liabilities
$1.41B
Net Assets
PIMCO Real Return Portfolio is a Fund of Funds in PIMCO Variable Insurance Trust
from PIMCOFUNDS,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $1.52B.
On August 28th, 2024 it reported 476 holdings, the largest
being UNITED STATES GOVT (5.6%), UNITED STATES GOVT (5.4%) and UNITED STATES GOVT (5.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026482 | VPVRRDV | |
| Advisor | C000030983 | VPVRRVV | |
| Institutional | C000026483 | VPVRRIV |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL | Derivative-interest rate | DE | $-209K | – | -0.01 | |
| 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 | Derivative-interest rate | US | $-64K | – | -0.00 | |
| 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 | Derivative-interest rate | US | $-101K | – | -0.01 | |
| 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 | Derivative-interest rate | US | $-194K | – | -0.01 | |
| 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 | Derivative-interest rate | US | $-158K | – | -0.01 | |
| 317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR | Derivative-interest rate | US | $-96K | – | -0.01 | |
| 317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR | Derivative-interest rate | US | $-175K | – | -0.01 | |
| 317U47NA6 PIMCO SWAPTION 3.15 PUT EUR 20251006 | Derivative-interest rate | US | $-91K | – | -0.01 | |
| 317U47OA5 PIMCO SWAPTION 3.15 CALL EUR 2025100 | Derivative-interest rate | US | $-268K | – | -0.02 | |
| 522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $946K | – | 0.07 |
| ACE SECURITIES CORP. ACE 2007 ASP1 A2B (ACE SECURITIES CORP 2007-ASP1) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 2 1A4 (ADJUSTABLE RATE MORTAGE TRUST 2006-2) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 (ALLIANCE BANCORP TRUST 2007-OA1) | Long | ABS-mortgage backed security | US | $437K | – | 0.03 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $287K | – | 0.02 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2018 22A A 144A (AMMC CLO 22 LTD 2018-22A) | Long | ABS-collateralized bond/debt obligation | KY | $357K | – | 0.03 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.05 |
| ANCHORAGE CAPITAL EUROPE CLO ANCHE 1A A1R 144A (ANCHORAGE CAPITAL EUROPE CLO 1 DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.19 |
| ANGEL OAK MORTGAGE TRUST AOMT 2020 4 A1 144A (ANGEL OAK MORTGAGE TRUST 2020-4) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| APEX CREDIT CLO LLC APEXC 2018 2A A1RR (APEX CREDIT CLO 2018-II LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $602K | – | 0.04 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.33 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $81K | – | 0.01 |
| ARES CLO LTD ARES 2018 50A AR 144A (ARES L CLO LTD 2018-50A) | Long | ABS-collateralized bond/debt obligation | KY | $661K | – | 0.05 |
| ARES EURO CLO ARESE 2013 6A ARR 144A (ARES EUROPEAN CLO VI BV 2013-6A) | Long | ABS-collateralized bond/debt obligation | IE | $844K | – | 0.06 |
| ARES EUROPEAN CLO ARESE 10A AR 144A (ARES EUROPEAN CLO X BV 10A) | Long | ABS-collateralized bond/debt obligation | IE | $272K | – | 0.02 |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 (ARGENT SECURITIES INC 2005-W1) | Long | ABS-mortgage backed security | US | $361K | – | 0.03 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2C (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2017 8A A 144A (ATLAS SENIOR LOAN FUND LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $301K | – | 0.02 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A (ATLAS SENIOR LOAN FUND LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $254K | – | 0.02 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-40K | – | -0.00 | |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $108K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1 (BANK OF AMERICA MTG SEC 2005-3) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 (BANK OF AMERICA MTGE SECS-2006-A) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $1M | 1M | 0.09 |
| BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A (BABSON CLO LTD 2016-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.14 |
| BASTILLE FUNDING BAST 2020 3A A 144A (BASTILLE FUNDING 20-3A) | Long | ABS-collateralized bond/debt obligation | IE | $536K | – | 0.04 |
| BDS LTD BDS 2022 FL11 ATS 144A (BDS 2022-FL11 LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 9 A1 (BEAR STEARNS ADJ RATE MTGE TR 2005-9) | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2006-2) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $295K | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $444K | – | 0.03 |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A (BLACK DIAMOND CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $376K | – | 0.03 |
| BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A (BLACKROCK EUROPEAN CLO IX DAC 9A) | Long | ABS-collateralized bond/debt obligation | IE | $747K | – | 0.05 |
| BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A (BLUEMOUNTAIN FUJI EUR CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $319K | – | 0.02 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-50K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-322.46 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-251K | – | -0.02 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-13K | – | -0.00 | |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 (ITALY GOVT) | Long | Debt | IT | $46M | – | 3.28 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 (ITALY GOVT) | Long | Debt | IT | $3M | – | 0.25 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 (ITALY GOVT) | Long | Debt | IT | $1M | – | 0.10 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $320K | – | 0.02 |
| CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 (CANADA GOVT) | Long | Debt | CA | $5M | – | 0.38 |
| CAPITAL FOUR US CLO C4US 2022 1A AR 144A (CAPITAL FOUR US CLO 2022-1A) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.07 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2012 4A A1R3 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $530K | – | 0.04 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A (CARLYLE US CLO LTD 2017-4) | Long | ABS-collateralized bond/debt obligation | KY | $298K | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.09 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A (CARLYLE EURO CLO 2017-2 DAC 17-2A) | Long | ABS-collateralized bond/debt obligation | IE | $318K | – | 0.02 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2018 2A A1A 144A (CARLYLE EURO CLO 2018-2 DAC 18-2A) | Long | ABS-collateralized bond/debt obligation | IE | $532K | – | 0.04 |
| CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $697K | – | 0.05 |
| CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $282K | – | 0.02 |
| CEDAR FUNDING LTD CEDF 2016 5A A1R 144A (CEDAR FUNDING V CLO LTD 2016-5A) | Long | ABS-collateralized bond/debt obligation | KY | $530K | – | 0.04 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 5A1 (CHASE MORTGAGE FINANCE CORP 2007-A1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CHASEFLEX TRUST CFLX 2007 1 2A6 (CHASEFLEX TRUST 2007-1) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-1A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A (CIFC EUROPEAN FUNDING CLO 3A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.36 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| CIFC FUNDING LTD CIFC 2018 1A A 144A (CIFC FUNDING LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $402K | – | 0.03 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM2 1CB1 (CITIGROUP MORTGAGE LOAN TR 2004-NCM2) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $719.31 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $102K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A (CITIGROUP MTGE LOAN TR INC 2007-AMC2) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A (CITIGROUP MTGE LOAN TR INC 2007-AR4) | Long | ABS-mortgage backed security | US | $694K | – | 0.05 |
| CONTEGO CLO DAC CONTE 4A AR 144A (CONTEGO CLO IV DAC 4A) | Long | ABS-collateralized bond/debt obligation | IE | $852K | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-61) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1) | Long | ABS-mortgage backed security | US | $931K | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB) | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 (COUNTRYWIDE ASSET-BACKED CERTI 2006-19) | Long | ABS-mortgage backed security | US | $966K | – | 0.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| COUNTRYWIDE HOME LOANS CWHL 2005 19 1A6 (COUNTRYWIDE HOME LOANS 2005-19) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB6) | Long | ABS-mortgage backed security | US | $551K | – | 0.04 |
| COUNTRYWIDE HOME LOANS CWHL 2006 6 A4 (COUNTRYWIDE HOME LOANS 2006-6) | Long | ABS-mortgage backed security | US | $109K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2006 HYB3 3A1B (COUNTRYWIDE HOME LOANS 2006-HYB3) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A1 (COUNTRYWIDE HOME LOANS 2007-1) | Long | ABS-mortgage backed security | US | $359K | – | 0.03 |
| CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A (CQS US CLO 2022-2A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.11 |
| CREDIT BASED ASSET SERVICING A CBASS 2005 CB3 M4 (CREDIT-BASED ASSET SERVC SEC 2005-CB3) | Long | ABS-mortgage backed security | US | $368K | – | 0.03 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $391K | – | 0.03 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A (CREDIT SUISSE MORTGAGE CAP CERT 2007-4R) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $388K | – | 0.03 |
| CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $323K | – | 0.02 |
| CUMULUS STATIC CLO CMLST 2023 1A A 144A (CUMULUS STATIC CLO 2023-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.20 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.14 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| DRYDEN EURO CLO DRYD 2015 44A A1RR 144A (DRYDEN 44 EURO CLO 2015 BV 15-44A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.17 |
| DRYDEN EURO CLO DRYD 2017 52A AR 144A (DRYDEN 52 EURO CLO 2017 17-52A) | Long | ABS-collateralized bond/debt obligation | IE | $305K | – | 0.02 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A (DRYDEN 60 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A (DRYDEN CLO LTD 2018-64A) | Long | ABS-collateralized bond/debt obligation | KY | $557K | – | 0.04 |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $239K | – | 0.02 |
| ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A (ELMWOOD CLO 24 LTD 2023-3A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.22 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $187K | – | 0.01 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-259K | – | -0.02 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-374K | – | -0.03 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $30K | – | 0.00 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $203K | – | 0.01 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-161K | – | -0.01 | |
| EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024 | Derivative-interest rate | DE | $-38K | – | -0.00 | |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $597K | – | 0.04 |
| EUROSAIL PLC ESAIL 2007 3X A3C REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $234K | – | 0.02 |
| EVERSOURCE ENERGY SR UNSECURED 10/24 2.9 | Long | Debt | US | $99K | – | 0.01 |
| FANNIE MAE FNR 2004 63 FA (FANNIE MAE 2004-63) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FANNIE MAE FNR 2006 30 KF (FANNIE MAE 2006-30) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| FANNIE MAE FNR 2007 63 FC (FANNIE MAE 2007-63) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FED HM LN PC POOL 972136 FH 01/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $536K | – | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1) | Long | ABS-mortgage backed security | US | $98K | – | 0.01 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $651K | – | 0.05 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $214K | – | 0.02 |
| FIDELITY GRAND HARBOUR CLO GRANH 2019 1A A 144A (FIDELITY GRAND HARBOUR CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $750K | – | 0.05 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 (FIRST FRANKLIN MTG LOAN 2005-FF12) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA1 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA1) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $563K | – | 0.04 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 803338 FN 09/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FNMA POOL 817547 FN 10/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL FS3519 FN 11/52 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $367K | – | 0.03 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 1.97 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36M | – | 2.53 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 1.23 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 1.22 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 2.35 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21M | – | 1.48 |
| FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 (FRANCE GOVT) | Long | Debt | FR | $16M | – | 1.11 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/24 0.25 (FRANCE GOVT) | Long | Debt | FR | $10M | – | 0.68 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 (FRANCE GOVT) | Long | Debt | FR | $3M | – | 0.18 |
| FREDDIE MAC FHR 4687 FG (FREDDIE MAC REMICS 4687) | Long | ABS-mortgage backed security | US | $679K | – | 0.05 |
| FREDDIE MAC FHR 4779 WF (FREDDIE MAC REMICS 4779) | Long | ABS-mortgage backed security | US | $748K | – | 0.05 |
| FREDDIEMAC STRIP FHS 278 F1 (FREDDIE MAC STRIPS 278) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $517K | – | 0.04 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $474K | – | 0.03 |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $37M | – | 2.64 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H22) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $617K | – | 0.04 |
| GREAT HALL MORTGAGES PLC GHM 2007 1 A2A REGS (GREAT HALL MORTGAGES PLC 2007-1) | Long | ABS-mortgage backed security | GB | $5K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 (GREENPOINT MTGE FUNDING TR 2005-AR1) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR4 A6A (GREENPOINT MTGE FUUNDING TRUST 2006-AR4) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2006 7 AF4A (GSAA HOME EQUITY TRUST 2006-7) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| GSAMP TRUST GSAMP 2005 HE2 M2 (GSAMP TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GSAMP TRUST GSAMP 2005 WMC1 M1 (GSAMP TRUST 2005-WMC1) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 12 3A6 (GSR MORTGAGE LOAN TRUST 2004-12) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR4 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR4) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.04 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A11 (HARBORVIEW MORTGAGE LOAN TR 2005-13) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-9) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A (HARBORVIEW MORTGAGE LOAN TR 2007-5) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| HARVEST CLO HARVT 18A A1 144A (HARVEST CLO XVIII DAC 8A) | Long | ABS-collateralized bond/debt obligation | IE | $633K | – | 0.04 |
| HARVEST CLO HARVT 21A A1R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.11 |
| HAYFIN EMERALD CLO HAYEM 12A A 144A (HAYFIN EMERALD CLO 12A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.17 |
| HOME EQUITY ASSET TRUST HEAT 2005 8 M2 (HOME EQUITY PASS-THRU CERTS 2005-8) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE1 2A1 (HSI ASSET SEC CORP TRUST 2006-HE1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 2A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 (INDYMAC INDB MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 2A2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR10) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A (INDYMAC INDX MTGE LOAN TRUST 2004-AR11) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A (INDYMAC INDX MORTGAGE LOAN TR 2005-AR14) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH | Derivative-interest rate | $-4M | – | -0.29 | ||
| INF SWAP EM NI 2.26 03/15/23-5Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| INF SWAP EM NI 2.356 11/15/23-10Y LCH | Derivative-interest rate | $91K | – | 0.01 | ||
| INF SWAP EM NI 2.359 08/15/22-8Y LCH | Derivative-interest rate | $67K | – | 0.00 | ||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH | Derivative-interest rate | $53K | – | 0.00 | ||
| INF SWAP EM NI 2.39 11/15/23-10Y LCH | Derivative-interest rate | $63K | – | 0.00 | ||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH | Derivative-interest rate | $-43K | – | -0.00 | ||
| INF SWAP EM NI 2.47 07/15/22-10Y LCH | Derivative-interest rate | $57K | – | 0.00 | ||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| INF SWAP EM NI 2.5025 03/15/23-5Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH | Derivative-interest rate | $-27K | – | -0.00 | ||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH | Derivative-interest rate | $-8K | – | -0.00 | ||
| INF SWAP EM NI 2.57 06/15/22-10Y LCH | Derivative-interest rate | $21K | – | 0.00 | ||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH | Derivative-interest rate | $-34K | – | -0.00 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH | Derivative-interest rate | $-52K | – | -0.00 | ||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH | Derivative-interest rate | $51K | – | 0.00 | ||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH | Derivative-interest rate | $125K | – | 0.01 | ||
| INF SWAP EM NI 2.62 11/15/23-30Y LCH | Derivative-interest rate | $-45K | – | -0.00 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH | Derivative-interest rate | $62K | – | 0.00 | ||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH | Derivative-interest rate | $133K | – | 0.01 | ||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH | Derivative-interest rate | $-35K | – | -0.00 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH | Derivative-interest rate | $122K | – | 0.01 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH | Derivative-interest rate | $257K | – | 0.02 | ||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH | Derivative-interest rate | $41K | – | 0.00 | ||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH | Derivative-interest rate | $17K | – | 0.00 | ||
| INF SWAP EM NI 3.52 09/15/22-2Y LCH | Derivative-interest rate | $-20K | – | -0.00 | ||
| INF SWAP US IT 1.76 11/04/19-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.14 | |
| INF SWAP US IT 1.7975 08/25/20-7Y LCH | Derivative-interest rate | US | $1M | – | 0.08 | |
| INF SWAP US IT 1.89 08/27/20-7Y LCH | Derivative-interest rate | US | $1M | – | 0.08 | |
| INF SWAP US IT 1.954 06/03/19-10Y LCH | Derivative-interest rate | US | $-939K | – | -0.07 | |
| INF SWAP US IT 1.9975 07/25/19-10Y LCH | Derivative-interest rate | US | $-3M | – | -0.20 | |
| INF SWAP US IT 2.165 04/16/19-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.16 | |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH | Derivative-interest rate | US | $3M | – | 0.18 | |
| INF SWAP US IT 2.31375 02/26/21-5Y LCH | Derivative-interest rate | US | $306K | – | 0.02 | |
| INF SWAP US IT 2.379 07/09/18-10Y LCH | Derivative-interest rate | US | $-363K | – | -0.03 | |
| INF SWAP US IT 2.41875 03/05/21-5Y LCH | Derivative-interest rate | US | $1M | – | 0.08 | |
| INF SWAP US IT 2.50 09/07/23-1Y LCH | Derivative-interest rate | US | $-27K | – | -0.00 | |
| INF SWAP US IT 2.56 09/12/23-1Y LCH | Derivative-interest rate | US | $-27K | – | -0.00 | |
| INF SWAP US IT 2.565 09/12/23-1Y LCH | Derivative-interest rate | US | $-28K | – | -0.00 | |
| INF SWAP US IT 2.573 08/26/21-7Y LCH | Derivative-interest rate | US | $59K | – | 0.00 | |
| INF SWAP US IT 2.645 09/10/21-7Y LCH | Derivative-interest rate | US | $125K | – | 0.01 | |
| INF SWAP US IT 2.69 06/01/21-5Y LCH | Derivative-interest rate | US | $35K | – | 0.00 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH | Derivative-interest rate | US | $527K | – | 0.04 | |
| INF SWAP US IT 2.7675 05/13/21-5Y LCH | Derivative-interest rate | US | $662K | – | 0.05 | |
| INF SWAP US IT 2.813 05/14/21-5Y LCH | Derivative-interest rate | US | $276K | – | 0.02 | |
| IRS EUR 0.19000 11/04/22-30Y LCH | Derivative-interest rate | $3M | – | 0.19 | ||
| IRS EUR 0.19500 11/04/22-30Y LCH | Derivative-interest rate | $3M | – | 0.20 | ||
| IRS EUR 0.19700 11/08/22-30Y LCH | Derivative-interest rate | $5M | – | 0.35 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-454K | – | -0.03 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-215K | – | -0.02 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-194K | – | -0.01 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-363K | – | -0.03 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-159K | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $37K | – | 0.00 | ||
| IRS EUR 2.63492 06/10/24-9Y* LCH | Derivative-interest rate | $507K | – | 0.04 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-791K | – | -0.06 | ||
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $10M | – | 0.71 |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | Long | Debt | JP | $15M | – | 1.09 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5 (JP MORGAN MTGE ACQUIS CORP 2006-CH2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 2A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 4A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 1A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R2) | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $543K | – | 0.04 |
| LAURELIN BV LAUR 2016 1A ARR 144A (LAURELIN 2016-1 DAC 16-1A) | Long | ABS-collateralized bond/debt obligation | IE | $309K | – | 0.02 |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A (LCM LOAN INCOME FUND I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $695K | – | 0.05 |
| LCM LTD PARTNERSHIP LCM 15A AR2 144A (LCM XV LP 15A) | Long | ABS-collateralized bond/debt obligation | KY | $101K | – | 0.01 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $407K | – | 0.03 |
| LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 (LEHMAN ABS MANUFACTURED HOUSING 2001-B) | Long | ABS-other | US | $729K | – | 0.05 |
| LEHMAN XS TRUST LXS 2006 7 1A1A (LEHMAN XS TRUST 2006-7) | Long | ABS-mortgage backed security | US | $487K | – | 0.03 |
| LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $393K | – | 0.03 |
| LEHMAN XS TRUST LXS 2007 20N A1 (LEHMAN XS TRUST SERIES 2007-20N) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR | Long | Debt | GB | $634K | – | 0.04 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2 (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $359K | – | 0.03 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $490K | – | 0.03 |
| MADISON PARK FUNDING LTD MDPK 2018 30A A 144A (MADISON PARK FUNDING XXX LTD 2018-30A) | Long | ABS-collateralized bond/debt obligation | KY | $368K | – | 0.03 |
| MAN GLG EURO CLO GLGE 4A A1 144A (MAN GLG EURO CLO IV DAC 4A) | Long | ABS-collateralized bond/debt obligation | IE | $521K | – | 0.04 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $377K | – | 0.03 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1 (MASTR ASSET BACKED SECUR TR 2005-FRE1) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1 (MELLON RESIDENTIAL FUNDING CO 2001-TBC1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A (MERRILL LYNCH MORTGAGE INVESTO-2006-RM4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A (MERRILL LYNCH MORTGAGE INV 2007-HE2) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $403K | – | 0.03 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $9K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $636K | – | 0.04 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $680K | – | 0.05 |
| MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1 (MORGAN STANLEY IXIS RE CAP TR 2006-2) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $494K | – | 0.03 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-4) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B (NEW CENTURY HOME EQUITY LOAN TR 2006-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2 (NOVASTAR HOME EQUITY LOAN 2005-3) | Long | ABS-mortgage backed security | US | $269K | – | 0.02 |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A (OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.11 |
| OAKTREE CLO LTD OAKCL 2019 1A A1R 144A (OAKTREE CLO 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.04 |
| OCP EURO CLO OCPE 2017 2A A 144A (OCP EURO CLO DAC 2017-2A) | Long | ABS-collateralized bond/debt obligation | IE | $467K | – | 0.03 |
| OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A (OCTAGON INVESTMENTS PARTNERS LTD 2018-18A) | Long | ABS-collateralized bond/debt obligation | KY | $931K | – | 0.07 |
| OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A (OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A) | Long | ABS-collateralized bond/debt obligation | KY | $765K | – | 0.05 |
| OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.11 |
| OZLM LTD OZLM 2014 8A A1R3 144A (OZLM VIII LTD 2014-8A) | Long | ABS-collateralized bond/debt obligation | KY | $333K | – | 0.02 |
| OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) | Long | ABS-collateralized bond/debt obligation | KY | $314K | – | 0.02 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $104K | – | 0.01 |
| OZLM LTD OZLM 2019 24A A1AR 144A (OZLM XXIV LTD 2019-24A) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.04 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 2A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 22-2A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.07 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.08 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A (PALMER SQUARE LOAN FUNDING 2021-3) | Long | ABS-collateralized bond/debt obligation | KY | $847K | – | 0.06 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A (PALMER SQUARE LOAN FUNDING 2021-4) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2 (PARK PLACE SEC INC 2005-WHQ4) | Long | ABS-mortgage backed security | US | $314K | – | 0.02 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $741K | – | 0.05 |
| PROVIDUS CLO PRVD 4A AR 144A (PROVIDUS CLO IV DAC 4A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.14 |
| RAD CLO LTD RAD 2019 5A AR 144A (RAD CLO LTD 2019-5A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.30 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 3 A (RENAISSANCE HOME EQ LN TRUST 2002-3) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 (RALI SERIES 2005-QO1 TRUST) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $506K | – | 0.04 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX4) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS7) | Long | ABS-mortgage backed security | US | $793K | – | 0.06 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 (RESIDENTIAL ASSET SEC TRUST 2006-A10) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10 (RESIDENTIAL FUNDING MTGE SEC 2007-S6) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| RFR EUR ESTRON/3.47500 02/26/24-1Y LCH | Derivative-interest rate | $499K | – | 0.04 | ||
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH | Derivative-interest rate | JP | $9K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH | Derivative-interest rate | JP | $23K | – | 0.00 | |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | Derivative-interest rate | JP | $156K | – | 0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-15K | – | -0.00 | |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH | Derivative-interest rate | US | $4M | – | 0.26 | |
| RFR USD SOFR/3.08500 02/13/24-10Y LCH | Derivative-interest rate | US | $-2M | – | -0.17 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $351K | – | 0.02 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $777K | – | 0.05 | |
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH | Derivative-interest rate | US | $2M | – | 0.12 | |
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH | Derivative-interest rate | US | $2M | – | 0.15 | |
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH | Derivative-interest rate | US | $-5M | – | -0.33 | |
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH | Derivative-interest rate | US | $-516K | – | -0.04 | |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.12 |
| ROMARK CLO LTD RMRK 2017 1A A1R 144A (ROMARK CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $508K | – | 0.04 |
| SARANAC CLO LTD SRANC 2014 2A A1AR 144A (SARANAC CLO II LTD 2014-2A) | Long | ABS-collateralized bond/debt obligation | JE | $58K | – | 0.00 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.07 |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $900K | – | 0.06 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A) | Long | ABS-collateralized bond/debt obligation | IE | $638K | – | 0.05 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1 (SEQUOIA MORTGAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| SEQUOIA MORTGAGE TRUST SEMT 5 A (SEQUOIA MORTGAGE TRUST 5) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| SHORT EURO-BTP FU SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-5K | – | -0.00 | |
| SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A (SLM STUDENT LOAN TRUST 2004-3A) | Long | ABS-other | US | $2M | – | 0.11 |
| SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1 (SMALL BUSINESS ADMIN PART CERTS 2008-20H) | Long | ABS-other | US | $70K | – | 0.00 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $25K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-5K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $2M | – | 0.14 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $6K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $52K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $14K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $317.48 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $778K | – | 0.06 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $250K | – | 0.02 | |
| SOUND POINT CLO LTD SNDPT 2013 3RA A 144A (SOUNDS POINT CLO IV-R LTD 2013-3RA) | Long | ABS-collateralized bond/debt obligation | KY | $355K | – | 0.03 |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A (SOUND POINT CLO IX LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.02 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A (SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $885K | – | 0.06 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2) | Long | ABS-mortgage backed security | US | $574K | – | 0.04 |
| ST PAULS CLO SPAUL 4A ARR1 144A (ST PAULS CLO 4A) | Long | ABS-collateralized bond/debt obligation | IE | $631K | – | 0.04 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1 (STRUCTURED ASSET MTG INV INC 2004-AR5) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR4) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $641K | – | 0.05 |
| THORNBURG MORTGAGE SECURITIES TMST 2004 2 A1 (THORNBURG MORTGAGE SECURITIES TR 2004-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| TORO EUROPEAN CLO TCLO 5A A 144A (TORO EUROPEAN CLO 5 DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $285K | – | 0.02 |
| TORO EUROPEAN CLO TCLO 5A ANV 144A (TORO EUROPEAN CLO 5 DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $379K | – | 0.03 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| TRALEE CDO LTD TRAL 2021 7A A1 144A (TRALEE CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| TRS R 5.49/9128282L3 MYC | Derivative-credit | US | $91K | – | 0.01 | |
| TRS R 5.49/9128287D6 MYC | Derivative-credit | US | $606K | – | 0.04 | |
| TRS R 5.49/912828N71 MYC | Derivative-credit | US | $28K | – | 0.00 | |
| TRS R 5.49/912828V49 MYC | Derivative-credit | US | $45K | – | 0.00 | |
| TRS R 5.49/912828ZJ2 MYC | Derivative-credit | US | $35K | – | 0.00 | |
| TRS R 5.49/912828ZJ2 MYC | Derivative-credit | US | $-12K | – | -0.00 | |
| TRS R 5.49/91282CCM1 MYC | Derivative-credit | US | $848K | – | 0.06 | |
| TRS R 5.49/91282CCM1 MYC | Derivative-credit | US | $-141K | – | -0.01 | |
| TRS R 5.49/91282CDC2 MYC | Derivative-credit | US | $12K | – | 0.00 | |
| TRS R 5.49/91282CDX6 MYC | Derivative-credit | US | $870K | – | 0.06 | |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.58 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $28M | – | 1.96 |
| TSY INFL IX N/B 01/26 2 (UNITED STATES GOVT) | Long | Debt | US | $27M | – | 1.94 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.58 |
| TSY INFL IX N/B 01/27 2.375 (UNITED STATES GOVT) | Long | Debt | US | $482K | – | 0.03 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $77M | – | 5.44 |
| TSY INFL IX N/B 01/28 1.75 (UNITED STATES GOVT) | Long | Debt | US | $52M | – | 3.70 |
| TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT) | Long | Debt | US | $13M | – | 0.95 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $18M | – | 1.30 |
| TSY INFL IX N/B 01/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $38M | – | 2.67 |
| TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 0.98 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 0.67 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.79 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.74 |
| TSY INFL IX N/B 02/41 2.125 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.66 |
| TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT) | Long | Debt | US | $33M | – | 2.31 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.48 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $51M | – | 3.64 |
| TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT) | Long | Debt | US | $44M | – | 3.14 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 1.67 |
| TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT) | Long | Debt | US | $21M | – | 1.47 |
| TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 0.37 |
| TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.53 |
| TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 0.81 |
| TSY INFL IX N/B 02/52 0.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.27 |
| TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 0.41 |
| TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.51 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 0.51 |
| TSY INFL IX N/B 04/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $19M | – | 1.35 |
| TSY INFL IX N/B 04/27 0.125 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.61 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.16 |
| TSY INFL IX N/B 04/28 3.625 (UNITED STATES GOVT) | Long | Debt | US | $49M | – | 3.46 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 0.84 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $58M | – | 4.09 |
| TSY INFL IX N/B 04/32 3.375 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.21 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $43M | – | 3.05 |
| TSY INFL IX N/B 07/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $36M | – | 2.58 |
| TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.62 |
| TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $39M | – | 2.79 |
| TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 0.57 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $44M | – | 3.09 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $26M | – | 1.85 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $79M | – | 5.59 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $42M | – | 2.97 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $42M | – | 3.00 |
| TSY INFL IX N/B 10/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $41M | – | 2.89 |
| TSY INFL IX N/B 10/27 1.625 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 1.63 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $73M | – | 5.15 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $302K | – | 0.02 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $107K | – | 0.01 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $121K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-574K | – | -0.04 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $949K | – | 0.07 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-282K | – | -0.02 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-1M | – | -0.08 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-607K | – | -0.04 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $99.67 | – | 0.00 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $3K | – | 0.00 |
| VENTURE CDO LTD VENTR 2016 24A ARR 144A (VENTURE XXIV CLO LTD 2016-24A) | Long | ABS-collateralized bond/debt obligation | KY | $169K | – | 0.01 |
| VENTURE CDO LTD VENTR 2017 28A A1R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $203K | – | 0.01 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $155K | – | 0.01 |
| VIBRANT CLO LTD VIBR 2019 11A A1R1 144A (VIBRANT CLO XI LTD 2019-11A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| VMWARE LLC SR UNSECURED 08/27 3.9 | Long | Debt | US | $182K | – | 0.01 |
| VOYA CLO LTD VOYA 2017 1A A1R 144A (VOYA CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $131K | – | 0.01 |
| VOYA CLO LTD VOYA 2019 1A AR 144A (VOYA CLO LTD 2019-1A) | Long | ABS-collateralized bond/debt obligation | KY | $343K | – | 0.02 |
| VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.04 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 ALT1 A3 (WACHOVIA MTGE LOAN TRUST 2006-ALT1) | Long | ABS-mortgage backed security | US | $397K | – | 0.03 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 2A1 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A (WASHINGTON MUTUAL 2006-AR15) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A (WASHINGTON MUTUAL 2006-AR19) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A (WASHINGTON MUTUAL 2006 AR7) | Long | ABS-mortgage backed security | US | $214K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A (WASHINGTON MUTUAL 2007-OA4) | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| WELLFLEET CLO LTD WELF 2015 1A AR4 144A (WELLFLEET CLO LTD 2015-1) | Long | ABS-collateralized bond/debt obligation | KY | $8K | – | 0.00 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
Address
PIMCO Variable Insurance Trust
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
Canada Self Custody
Citibank Europe PLC Portugal Branch
Citibank Europe PLC Spain Branch
Citibank N.A.
Citibank N.A.
Citibank N.A. Lima
Citibank N.A. Mexico
Citibank Santiago, Chile
Citibank, N.A.
Credit Suisse (Schweiz) AG
Euroclear
First Abu Dhabi Bank PJSC
Firstrand Bank Limited
HSBC Bank (China) Company Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Royal Bank of Canada
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB
Stanbic IBTC Bank PLC
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
Goldman Sachs & Co.