PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO Short-Term Portfolio
$583.61M
Avg Monthly Net Assets
$830.31M
Total Assets
$226.14M
Total Liabilities
$604.17M
Net Assets
PIMCO Short-Term 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 $583.61M.
On August 28th, 2024 it reported 568 holdings, the largest
being UNITED STATES GOVT (14.7%), UNITED STATES GOVT (10.2%) and UNITED STATES GOVT (6.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026484 | VPVSTDV | |
| Advisor | C000081128 | VPVSTAD | |
| Institutional | C000026485 | VPVSTIV |
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 |
|---|---|---|---|---|---|---|
| 317U5EXA9 PIMCO SWAPTION 4.9 PUT USD 20240909 | Derivative-interest rate | US | $55K | – | 0.01 | |
| ABN AMRO BANK NV 144A 10/26 VAR | Long | Debt | NL | $1M | – | 0.17 |
| ACE SECURITIES CORP. ACE 2004 OP1 M1 (ACE SECURITIES CORP 2004-OP1) | Long | ABS-mortgage backed security | US | $210K | – | 0.03 |
| ACREC LLC ACREC 2023 FL2 A 144A (ACREC 2023-FL2 LLC) | Long | ABS-mortgage backed security | US | $503K | – | 0.08 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/25 3.5 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $1M | – | 0.18 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $4M | – | 0.65 |
| AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A) | Long | ABS-collateralized bond/debt obligation | KY | $301K | – | 0.05 |
| AIR LEASE CORP SR UNSECURED 06/26 5.3 (AIR LEASE CORPORATION) | Long | Debt | US | $598K | – | 0.10 |
| ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR (ALGONQUIN POWER & UTILITIES CORP) | Long | Debt | CA | $1M | – | 0.21 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $6M | – | 0.99 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A2 (ALLY AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $777K | – | 0.13 |
| ALLY FINANCIAL INC SR UNSECURED 05/25 5.8 | Long | Debt | US | $1M | – | 0.20 |
| ALLY FINANCIAL INC SR UNSECURED 09/24 5.125 | Long | Debt | US | $4M | – | 0.63 |
| ALLY FINANCIAL INC SUBORDINATED 11/25 5.75 | Long | Debt | US | $497K | – | 0.08 |
| AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR (AMERICAN EXPRESS COMPANY) | Long | Debt | US | $1M | – | 0.17 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $4M | – | 0.66 |
| AMERICAN HONDA FINANCE SR UNSECURED 06/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.30 |
| AMERICAN HONDA FINANCE SR UNSECURED 10/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.32 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A (ANCHORAGE CAPITAL CLO LTD 2015-6A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.23 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.40 |
| AOZORA BANK SR UNSECURED REGS 09/24 1.05 (AOZORA BANK LTD) | Long | Debt | JP | $1M | – | 0.25 |
| AREIT CRE TRUST AREIT 2022 CRE7 A 144A (AREIT TRUST 2022-CRE7) | Long | ABS-mortgage backed security | US | $3M | – | 0.47 |
| ARES CLO LTD ARES 2015 2A AR3 144A (ARES XXXIV CLO LTD 2015-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.41 |
| ARES CLO LTD ARES 2018 50A AR 144A (ARES L CLO LTD 2018-50A) | Long | ABS-collateralized bond/debt obligation | KY | $283K | – | 0.05 |
| ARROW ELECTRONICS INC SR UNSECURED 04/25 4 | Long | Debt | US | $493K | – | 0.08 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/25 2.5 | Long | Debt | US | $491K | – | 0.08 |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | Long | Debt | US | $5M | – | 0.80 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 08/24 VAR | Long | Debt | US | $500K | – | 0.08 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2018-ATRM) | Long | ABS-mortgage backed security | US | $697K | – | 0.12 |
| AUSGRID FINANCE PTY LTD SR SECURED REGS 10/24 3.75 | Long | Debt | AU | $1M | – | 0.20 |
| AUSGRID FINANCE PTY LTD SR SECURED REGS 10/24 VAR | Long | Debt | AU | $734K | – | 0.12 |
| AVANGRID INC SR UNSECURED 04/25 3.2 (AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)) | Long | Debt | US | $2M | – | 0.27 |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 12/24 5.5 (AVIATION CAPITAL GROUP LLC) | Long | Debt | US | $200K | – | 0.03 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC) | Long | ABS-other | US | $2M | – | 0.36 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $5M | – | 0.75 |
| AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 02/26 2.125 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $564K | – | 0.09 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.51 |
| BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A (BAIN CAPITAL EURO 2018-2 DAC 18-2A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.20 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3 (BANK OF AMERICA MTG SEC 2002-G) | Long | ABS-mortgage backed security | US | $12.05 | – | 0.00 |
| BANCO SANTANDER SA 06/24 VAR | Long | Debt | ES | $2M | – | 0.36 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $727K | – | 0.12 |
| BANK OF AMERICA CORP SR UNSECURED 01/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $2M | – | 0.38 |
| BANK OF AMERICA CORP SR UNSECURED 02/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $401K | – | 0.07 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.22 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $982K | – | 0.16 |
| BANK OF AMERICA CORP SR UNSECURED 10/25 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $99K | – | 0.02 |
| BANK OF AMERICA NA AUSTR SR UNSECURED REGS 10/26 VAR (BANK OF AMERICA NA/SYDNEY BRANCH) | Long | Debt | US | $672K | – | 0.11 |
| BANK OF QUEENSLAND LTD SR UNSECURED 10/25 VAR (BANK OF QUEENSLAND LIMITED) | Long | Debt | AU | $670K | – | 0.11 |
| BANQUE FED CRED MUTUEL 144A 01/27 VAR (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $1M | – | 0.20 |
| BANQUE FED CRED MUTUEL REGS 07/26 VAR (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $609K | – | 0.10 |
| BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/26 VAR (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $203K | – | 0.03 |
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM1 A1 144A (BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1) | Long | ABS-mortgage backed security | US | $952K | – | 0.16 |
| BARCLAYS PLC SR UNSECURED 05/26 VAR | Long | Debt | GB | $3M | – | 0.42 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $5M | – | 0.79 |
| BAYER US FINANCE LLC COMPANY GUAR REGS 10/24 3.375 | Long | Debt | US | $1M | – | 0.20 |
| BDS LTD BDS 2022 FL12 A 144A (BDS 2022-FL12 LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.48 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $753.18 | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B12 AAB (BENCHMARK MORTGAGE TRUST 2019-B12) | Long | ABS-mortgage backed security | US | $937K | – | 0.16 |
| BERRY GLOBAL INC SR SECURED 144A 07/26 4.875 | Long | Debt | US | $960K | – | 0.16 |
| BLACK HILLS CORP SR UNSECURED 08/24 1.037 (BLACK HILLS CORPORATION) | Long | Debt | US | $993K | – | 0.16 |
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A (BLUEMOUNTAIN CLO LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $949K | – | 0.16 |
| BMW CANADA AUTO TRUST BMWC 2023 1A A1 144A (BMW CANADA AUTO TRUST 2023-1A) | Long | ABS-other | CA | $594K | – | 0.10 |
| BMW VEHICLE LEASE TRUST BMWLT 2023 2 A2 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $583K | – | 0.10 |
| BMW VEHICLE LEASE TRUST BMWLT 2023 2 A3 (BMW VEHICLE LEASE TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.23 |
| BNP PARIBAS 144A 11/25 VAR | Long | Debt | FR | $4M | – | 0.62 |
| BNP PARIBAS SR UNSECURED 144A 01/25 3.375 | Long | Debt | FR | $2M | – | 0.28 |
| BNP PARIBAS SR UNSECURED REGS 01/25 3.375 | Long | Debt | FR | $592K | – | 0.10 |
| BOEING CO SR UNSECURED 03/25 2.5 (BOEING CO/THE) | Long | Debt | US | $98K | – | 0.02 |
| BOEING CO SR UNSECURED 05/25 4.875 (BOEING CO/THE) | Long | Debt | US | $5M | – | 0.85 |
| BOEING CO SR UNSECURED 10/25 2.6 (BOEING CO/THE) | Long | Debt | US | $765K | – | 0.13 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $36K | – | 0.01 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $23K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $85.36 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $355.24 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-19K | – | -0.00 | |
| BPCE SA REGS 06/25 VAR | Long | Debt | FR | $1M | – | 0.20 |
| BPCE SA REGS 09/25 VAR | Long | Debt | FR | $134K | – | 0.02 |
| BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A (BSREP COMMERCIAL MORTGAGE TRUST 2021-DC) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| BSST MORTGAGE TRUST BSST 2022 1700 A 144A (BEAST MORTGAGE TRUST 2022-1700) | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| BX TRUST BX 2021 MFM1 A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-MFM1) | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2A (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $53K | – | 0.01 |
| CARDS II TRUST CARD2 2023 2A A 144A (CARDS II TRUST 2023-2A) | Long | ABS-mortgage backed security | CA | $1M | – | 0.17 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $861K | – | 0.14 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B (CARMAX AUTO OWNER TRUST 2022-4) | Long | ABS-other | US | $245K | – | 0.04 |
| CARMAX AUTO OWNER TRUST CARMX 2023 2 A2B (CARMAX AUTO OWNER TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.21 |
| CARMAX AUTO OWNER TRUST CARMX 2023 3 A2A (CARMAX AUTO OWNER TRUST 2023-3) | Long | ABS-other | US | $2M | – | 0.41 |
| CARMAX AUTO OWNER TRUST CARMX 2023 4 A2B (CARMAX AUTO OWNER TRUST 2023-4) | Long | ABS-other | US | $1M | – | 0.23 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2B (CARMAX AUTO OWNER TRUST 2024-1) | Long | ABS-other | US | $3M | – | 0.50 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.36 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P2 A4 (CARVANA AUTO RECEIVABLES TRUST 2021-P2) | Long | ABS-other | US | $289K | – | 0.05 |
| CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A (CHESAPEAKE FUNDING II LLC 2023-1A) | Long | ABS-other | US | $2M | – | 0.34 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $969K | – | 0.16 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.29 |
| CITIBANK NA SR UNSECURED 12/26 VAR | Long | Debt | US | $1M | – | 0.17 |
| CITIGROUP INC SR UNSECURED 04/26 VAR | Long | Debt | US | $6M | – | 0.96 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $824.5 | – | 0.00 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $402K | – | 0.07 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.21 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2B 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $5M | – | 0.75 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $1000K | – | 0.17 |
| CNH EQUIPMENT TRUST CNH 2023 B A2 (CNH EQUIPMENT TRUST 2023-B) | Long | ABS-other | US | $2M | – | 0.26 |
| CNO GLOBAL FUNDING SECURED 144A 01/25 1.65 | Long | Debt | US | $195K | – | 0.03 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $394K | – | 0.07 |
| COLT FUNDING LLC COLT 2024 1 A1 144A (COLT 2024-1 MORTGAGE LOAN TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| COMM MORTGAGE TRUST COMM 2020 CBM A2 144A (COMM MORTGAGE TRUST 2020-CBM) | Long | ABS-mortgage backed security | US | $778K | – | 0.13 |
| COMM MORTGAGE TRUST COMM 2021 2400 A 144A (COMM 2021-2400 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A (COMMONBOND STUDENT LOAN TRUST 2017-AGS) | Long | ABS-other | US | $31K | – | 0.01 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 12/27 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $918K | – | 0.15 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2004-BC5) | Long | ABS-mortgage backed security | US | $292K | – | 0.05 |
| COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A (COUNTRYWIDE HOME LOANS 2005-R2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| 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 | – | 0.31 |
| CREDIT AGRICOLE LONDON SR UNSECURED REGS 07/27 4.4 (CREDIT AGRICOLE SA/LONDON BRANCH) | Long | Debt | FR | $128K | – | 0.02 |
| CREDIT AGRICOLE SA SR UNSECURED REGS 07/26 VAR | Long | Debt | FR | $506K | – | 0.08 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 HE1 A2 (CS FIRST BOSTON MTG SEC CORP 2002-HE1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $781.32 | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 (CS FIRST BOSTON MTGE SEC CORP 2003-AR15) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP) | Long | ABS-mortgage backed security | US | $233K | – | 0.04 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL6 A1 144A (CREDIT SUISSE MORTGAGE TRUST 2020-RPL6) | Long | ABS-mortgage backed security | US | $626K | – | 0.10 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A11 144A (CSMC 2021-INV1 TRUST) | Long | ABS-mortgage backed security | US | $284K | – | 0.05 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A (CSMC TRUST 2021-RPL4) | Long | ABS-mortgage backed security | US | $662K | – | 0.11 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A (CSMC 2022-RPL4) | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A (CRESTLINE DENALI CLO XIV LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.35 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $4M | – | 0.66 |
| DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55 | Long | Debt | US | $1M | – | 0.20 |
| DAIMLER TRUCKS RETAIL TRUST DTRT 2023 1 A2 (DAIMLER TRUCKS RETAIL TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.18 |
| DANSKE BANK A/S 144A 01/26 VAR | Long | Debt | DK | $3M | – | 0.41 |
| DANSKE BANK A/S 144A 12/25 VAR | Long | Debt | DK | $296K | – | 0.05 |
| DANSKE BANK A/S REGS 09/25 VAR | Long | Debt | DK | $1M | – | 0.20 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2023 2 A2 144A (DELL EQUIPMENT FINANCE TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.17 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2023 3 A2 144A (DELL EQUIPMENT FINANCE TRUST 2023-3) | Long | ABS-other | US | $2M | – | 0.31 |
| DEUTSCHE BANK NY 05/25 4.162 (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $163K | – | 0.03 |
| DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $5M | – | 0.77 |
| DEUTSCHE BANK NY 11/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $475K | – | 0.08 |
| DISCOVERY COMMUNICATIONS COMPANY GUAR 03/25 3.45 (DISCOVERY COMMUNICATIONS LLC) | Long | Debt | US | $5M | – | 0.78 |
| DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) | Long | ABS-other | US | $371K | – | 0.06 |
| DLLST LLC DLLST 2024 1A A2 144A (DLLST 2024-1 LLC) | Long | ABS-other | US | $1M | – | 0.20 |
| DNB BANK ASA SR UNSECURED 144A 10/26 VAR | Long | Debt | NO | $903K | – | 0.15 |
| DRYDEN SENIOR LOAN FUND DRSLF 2015 38A ARR 144A (DRYDEN 38 SENIOR LOAN FUND 2015-38A) | Long | ABS-collateralized bond/debt obligation | KY | $459K | – | 0.08 |
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A (DRSLF-2017-54A) | Long | ABS-collateralized bond/debt obligation | KY | $956K | – | 0.16 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A (ECMC GROUP STUDENT LOAN TRUST 2018-1A) | Long | ABS-other | US | $286K | – | 0.05 |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A (ECMC GROUP STUDENT LOAN TRUST 2019-1A) | Long | ABS-other | US | $250K | – | 0.04 |
| ELEVATION CLO LTD AWPT 2014 2A A1R 144A (ELEVATIONLTD CLO 2014-2) | Long | ABS-collateralized bond/debt obligation | KY | $57K | – | 0.01 |
| ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A (ELFI GRADUATE LOAN PROGRAM 2021-A LLC) | Long | ABS-other | US | $459K | – | 0.08 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $4M | – | 0.66 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 6.8 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $508K | – | 0.08 |
| ENEL FINANCE INTL NV COMPANY GUAR REGS 09/24 2.65 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $323K | – | 0.05 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/25 4.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $790K | – | 0.13 |
| ENERGY TRANSFER LP COMPANY GUAR 04/25 5.75 | Long | Debt | US | $299K | – | 0.05 |
| ENERGY TRANSFER LP SR UNSECURED 05/25 2.9 | Long | Debt | US | $3M | – | 0.45 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-3) | Long | ABS-other | US | $789K | – | 0.13 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A (ENTERPRISE FLEET FUNDING LLC 2022-4) | Long | ABS-other | US | $1M | – | 0.20 |
| ENTERPRISE FLEET FINANCING LLC EFF 2023 3 A2 144A (ENTERPRISE FLEET FINANCING 2023-3 LLC) | Long | ABS-other | US | $2M | – | 0.33 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A (ENTERPRISE FLEET FINANCING 2024-2 LLC) | Long | ABS-other | US | $2M | – | 0.33 |
| ETSA UTILITIES FINANCE COMPANY GUAR 08/24 3.5 | Long | Debt | AU | $665K | – | 0.11 |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $32K | – | 0.01 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $459.63 | – | 0.00 |
| FANNIE MAE FNR 2004 63 FA (FANNIE MAE 2004-63) | Long | ABS-mortgage backed security | US | $89.56 | – | 0.00 |
| FANNIE MAE FNR 2006 118 A2 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2007 109 GF (FANNIE MAE 2007-109) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2007 7 FJ (FANNIE MAE REMICS 2007-7) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FANNIE MAE FNR 2024 38 AF (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $581K | – | 0.10 |
| FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2 (FANNIEMAE WHOLE LOAN 2003-W-8) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FED HM LN PC POOL SD8006 FR 08/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FEDERAL HOME LOAN BANK BONDS 02/26 5.5 (FEDERAL HOME LOAN BANK (FLHB)) | Long | Debt | US | $5M | – | 0.83 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1 (FHLMC STRUCTURED PASS THRU SEC T-61) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $750K | – | 0.12 |
| FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1 (FINANCE AMERICA MTGE LOAN TRUST 2004-2) | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| FINSBURY SQUARE FSQ 2021 1GRA AGRN 144A (FINSBURY SQUARE 21-1GRA) | Long | ABS-mortgage backed security | GB | $70K | – | 0.01 |
| FIRST ABU DHABI BANK PJS SR UNSECURED 02/25 VAR (FIRST ABU DHABI BANK PJSC) | Long | Debt | AE | $667K | – | 0.11 |
| FIRSTENERGY CORP SR UNSECURED 03/25 2.05 | Long | Debt | US | $380K | – | 0.06 |
| FIRSTKEY HOMES TRUST FKH 2020 SFR2 A 144A (FIRSTKEY HOMES 2020-SFR2 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $133K | – | 0.02 |
| FNMA POOL 775852 FN 03/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 795297 FN 07/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $620.04 | – | 0.00 |
| FORD AUTO SECURITIZATION TRUST FASTR 2021 AA A2 144A (FORD AUTO SECURITIZATION TRUST 2021-AA) | Long | ABS-other | CA | $58K | – | 0.01 |
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A1 144A (FORD AUTO SECURITIZATION TRUST II SERIES 2023-BA ASSET-BACKED NOTES) | Long | ABS-other | CA | $1M | – | 0.23 |
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A1 144A (FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES) | Long | ABS-other | CA | $607K | – | 0.10 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2023 B A2B (FORD CREDIT AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $3M | – | 0.44 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2B (FORD CREDIT AUTO LEASE TRUST 2024-A) | Long | ABS-other | US | $5M | – | 0.83 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2022 D A2B (FORD CREDIT AUTO OWNER TRUST 2022-D) | Long | ABS-other | US | $25K | – | 0.00 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A2B (FORD CREDIT AUTO OWNER TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.24 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $196K | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 02/25 2.3 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.44 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $570K | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 4.687 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $791K | – | 0.13 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $993K | – | 0.16 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $687K | – | 0.11 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.33 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $387K | – | 0.06 |
| FREDDIE MAC FHR 3411 FL (FREDDIE MAC 3411) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FREDDIE MAC FHR 3927 FH (FREDDIE MAC 3927) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FREDDIE MAC FHR 4948 E (FREDDIE MAC REMICS 4948) | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| FREDDIE MAC NOTES 03/26 5.65 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $5M | – | 0.83 |
| FREDDIE MAC NOTES 04/25 5.375 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $6M | – | 0.99 |
| FREDDIE MAC NOTES 05/25 5.52 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $6M | – | 0.99 |
| FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC02 1A (FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2015-SC02) | Long | ABS-mortgage backed security | US | $223K | – | 0.04 |
| FREMONT HOME LOAN TRUST FHLT 2005 A M3 (FREMONT HOME LOAN TRUST 2005-A) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| FS KKR CAPITAL CORP SR UNSECURED 10/24 1.65 | Long | Debt | US | $395K | – | 0.07 |
| GA GLOBAL FUNDING TRUST SECURED 144A 04/25 3.85 | Long | Debt | US | $2M | – | 0.28 |
| GA GLOBAL FUNDING TRUST SECURED 144A 04/25 VAR | Long | Debt | US | $704K | – | 0.12 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/24 0.8 | Long | Debt | US | $2M | – | 0.33 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/24 VAR | Long | Debt | US | $200K | – | 0.03 |
| GA GLOBAL FUNDING TRUST SECURED REGS 04/25 VAR | Long | Debt | US | $604K | – | 0.10 |
| 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 | $852K | – | 0.14 |
| GCAT GCAT 2021 NQM3 A1 144A (GCAT 2021-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $603K | – | 0.10 |
| GCAT GCAT 2022 HX1 A1 144A (GCAT 2022-HX1 TRUST) | Long | ABS-mortgage backed security | US | $743K | – | 0.12 |
| GCT COMMERCIAL MORTGAGE TRUST GCT 2021 GCT A 144A (GCT COMMERCIAL MORTGAGE TRUST 2021-GCT) | Long | ABS-mortgage backed security | US | $330K | – | 0.05 |
| GEMGARTO GMG 2021 1A A 144A (GEMGARTO 2021-1 PLC 21 -1A) | Long | ABS-mortgage backed security | GB | $312K | – | 0.05 |
| GENERAL MOTORS FINL CO SR UNSECURED 04/25 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $201K | – | 0.03 |
| GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $1M | – | 0.17 |
| GENERAL MOTORS FINL CO SR UNSECURED 07/27 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $5M | – | 0.78 |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $2M | – | 0.32 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.21 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A2A (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $756K | – | 0.13 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 4 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $906K | – | 0.15 |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A1 144A (GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A) | Long | ABS-other | CA | $585K | – | 0.10 |
| GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A (GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A) | Long | ABS-other | CA | $748K | – | 0.12 |
| GNMA II POOL 080579 G2 02/32 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| GNMA II POOL 785540 G2 05/71 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $251K | – | 0.04 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A (GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $500K | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $2M | – | 0.31 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR | Long | Debt | US | $1M | – | 0.17 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 11/24 5.7 | Long | Debt | US | $3M | – | 0.56 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR | Long | Debt | US | $501K | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02) | Long | ABS-mortgage backed security | US | $364K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04) | Long | ABS-mortgage backed security | US | $156K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24) | Long | ABS-mortgage backed security | US | $271K | – | 0.04 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11) | Long | ABS-mortgage backed security | US | $206K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H22) | Long | ABS-mortgage backed security | US | $4M | – | 0.67 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23) | Long | ABS-mortgage backed security | US | $496K | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H24) | Long | ABS-mortgage backed security | US | $510K | – | 0.08 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27) | Long | ABS-mortgage backed security | US | $207K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H01) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) | Long | ABS-mortgage backed security | US | $300K | – | 0.05 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2 (GREENPOINT MTGE FUNDING TR 2005-AR1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 A 144A (GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $38K | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2) | Long | ABS-mortgage backed security | US | $666K | – | 0.11 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $224K | – | 0.04 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $3M | – | 0.46 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| HCA INC COMPANY GUAR 02/25 5.375 | Long | Debt | US | $199K | – | 0.03 |
| HCA INC COMPANY GUAR 04/25 5.25 | Long | Debt | US | $5M | – | 0.77 |
| HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A (HERA COMMERCIAL MORTGAGE 2021-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $143K | – | 0.02 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $2M | – | 0.35 |
| HOME EQUITY ASSET TRUST HEAT 2002 3 A4 (HOME EQUITY PASS-THRU CERTS 2002-3) | Long | ABS-mortgage backed security | US | $10.79 | – | 0.00 |
| HONDA AUTO RECEIVABLES OWNER T HAROT 2023 2 A2 (HONDA AUTO RECEIVABLES OWNER TRUST 2023-2) | Long | ABS-other | US | $626K | – | 0.10 |
| HOSPITALITY MORTGAGE TRUST HPLY 2019 HIT A 144A (HOSPITALITY MORTGAGE TRUST 2019-HIT) | Long | ABS-mortgage backed security | US | $181K | – | 0.03 |
| HSBC BANK PLC SR UNSECURED 09/24 VAR | Long | Debt | GB | $1M | – | 0.17 |
| HSBC HOLDINGS PLC SR UNSECURED 04/26 VAR | Long | Debt | GB | $387K | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR | Long | Debt | GB | $203K | – | 0.03 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $1M | – | 0.22 |
| HSBC HOLDINGS PLC SR UNSECURED 12/25 VAR | Long | Debt | GB | $3M | – | 0.53 |
| HUNTINGTON AUTO TRUST HUNT 2024 1A A1 144A (HUNTINGTON AUTO TRUST 2024-1A) | Long | ABS-other | US | $270K | – | 0.04 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $6M | – | 0.96 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A2B 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C) | Long | ABS-other | US | $1M | – | 0.24 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 A A2B (HYUNDAI AUTO RECEIVABLES TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.18 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $655K | – | 0.11 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2023 C A2A (HYUNDAI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $731K | – | 0.12 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2B (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $2M | – | 0.25 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | Long | Debt | US | $1M | – | 0.22 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $5M | – | 0.84 |
| IMPAC CMB TRUST IMM 2004 10 1A1 (IMPAC CMB TR 2004-10) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $4M | – | 0.63 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/25 4.25 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $873K | – | 0.14 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $672K | – | 0.11 |
| INCITEC PIVOT LTD COMPANY GUAR REGS 03/26 4.3 (INCITEC PIVOT LIMITED) | Long | Debt | AU | $261K | – | 0.04 |
| ING GROEP NV SR UNSECURED 03/26 VAR | Long | Debt | NL | $6M | – | 0.99 |
| ING GROEP NV SR UNSECURED 04/27 VAR | Long | Debt | NL | $702K | – | 0.12 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.05 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 11/24 5 (ISRAEL ELECTRIC CORPORATION LTD) | Long | Debt | IL | $5M | – | 0.79 |
| JDE PEET S NV COMPANY GUAR 144A 09/24 0.8 (JDE PEETS NV) | Long | Debt | NL | $3M | – | 0.42 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 PHH A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH) | Long | ABS-mortgage backed security | US | $454K | – | 0.08 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12) | Long | ABS-mortgage backed security | US | $129K | – | 0.02 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A (JP MORGAN MORTGAGE TRUST 2019-INV3) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 12 A11 144A (JP MORGAN MORTGAGE TRUST 2021-12) | Long | ABS-mortgage backed security | US | $212K | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $709K | – | 0.12 |
| JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.33 |
| JPMORGAN CHASE + CO SR UNSECURED 03/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.35 |
| JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.50 |
| KINBANE DAC KINBN 2022 RPL1A A 144A (KINBANE 2022-RPL 1 DAC 22-RPL1A) | Long | ABS-mortgage backed security | IE | $677K | – | 0.11 |
| KKR FINANCIAL CLO LTD KKR 18 AR 144A (KKR CLO LTD 18) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.18 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $592K | – | 0.10 |
| KOREA SOUTHERN POWER SR UNSECURED 10/24 VAR (KOREA SOUTHERN POWER CO LTD) | Long | Debt | KR | $2M | – | 0.31 |
| KUBOTA CREDIT OWNER TRUST KCOT 2023 1A A2 144A (KUBOTA CREDIT OWNER TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.36 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A2 144A (LAD AUTO RECEIVABLES TRUST 2023-2A) | Long | ABS-other | US | $580K | – | 0.10 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 3A A2 144A (LAD AUTO RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $270K | – | 0.04 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 4A A2 144A (LAD AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $2M | – | 0.26 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 | Long | Debt | US | $603K | – | 0.10 |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A (LCM LOAN INCOME FUND I LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.29 |
| LCM LTD PARTNERSHIP LCM 22A A1R 144A (LCM XXII LTD 22A) | Long | ABS-collateralized bond/debt obligation | KY | $140K | – | 0.02 |
| LCM LTD PARTNERSHIP LCM 30A AR 144A (LCM 30 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.31 |
| LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 | Long | Debt | NL | $1M | – | 0.19 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS3) | Long | ABS-mortgage backed security | US | $339K | – | 0.06 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A (LEGACY MORTGAGE ASSET TRUST 2021-GS5) | Long | ABS-mortgage backed security | US | $267K | – | 0.04 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $233K | – | 0.04 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $812K | – | 0.13 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 02/26 VAR | Long | Debt | GB | $980K | – | 0.16 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/25 VAR | Long | Debt | GB | $335K | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/26 VAR | Long | Debt | GB | $492K | – | 0.08 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45 | Long | Debt | GB | $495K | – | 0.08 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 07/25 VAR | Long | Debt | GB | $5M | – | 0.75 |
| LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A (LOANCORE ISSUER LTD 2021-CRE5) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 (LONG BEACH MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $243K | – | 0.04 |
| M+T EQUIPMENT NOTES MTLRF 2023 1A A2 144A (M&T EQUIPMENT 2023-LEAF1 LLC) | Long | ABS-other | US | $875K | – | 0.14 |
| M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC) | Long | ABS-collateralized bond/debt obligation | KY | $272K | – | 0.05 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $103K | – | 0.02 |
| MARATHON CLO LTD MCLO 2019 2A A1AR 144A (MARATHON CLO 14 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.33 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $4M | – | 0.73 |
| MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A (MASTER CREDIT CARD TRUST II 2024-1A) | Long | ABS-mortgage backed security | CA | $4M | – | 0.66 |
| MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A1 (MASTR ASSET BACKED SEC TR 2004-OPT2) | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1 (MASTR ASSET BACKED SEC TR 2006-HE4) | Long | ABS-mortgage backed security | US | $479.51 | – | 0.00 |
| MBARC CREDIT CANADA INC SALC 2024 AA A1 144A (MBARC CREDIT CANADA INC 2024-AA) | Long | ABS-other | CA | $811K | – | 0.13 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $412.49 | – | 0.00 |
| MERCEDES BENZ AUTO RECEIVABLES MBART 2022 1 A2 (MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1) | Long | ABS-other | US | $53K | – | 0.01 |
| MERCEDES BENZ AUTO RECEIVABLES MBART 2023 1 A2 (MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $439K | – | 0.07 |
| MET LIFE GLOB FUNDING I SECURED 144A 06/27 VAR (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $1M | – | 0.17 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $394K | – | 0.07 |
| MFRA TRUST MFRA 2020 NQM2 A1 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $235K | – | 0.04 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $23K | – | 0.00 |
| MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A (MIDOCEAN CREDIT CLO VIII 2018-8A) | Long | ABS-collateralized bond/debt obligation | KY | $572K | – | 0.09 |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2019-GS2) | Long | ABS-mortgage backed security | US | $291K | – | 0.05 |
| MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A (MILL CITY MORTGAGE LOAN TRUST 2021-NMR1) | Long | ABS-mortgage backed security | US | $468K | – | 0.08 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $502K | – | 0.08 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $1M | – | 0.17 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $899K | – | 0.15 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $4M | – | 0.61 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $998K | – | 0.17 |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/25 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) | Long | Debt | JP | $267K | – | 0.04 |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) | Long | Debt | JP | $1M | – | 0.21 |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 08/24 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) | Long | Debt | JP | $334K | – | 0.06 |
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) | Long | Debt | JP | $736K | – | 0.12 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 07/25 VAR (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $999K | – | 0.17 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A (MMAF EQUIPMENT FINANCE LLC 2023-A) | Long | ABS-other | US | $828K | – | 0.14 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A (MMAF EQUIPMENT FINANCE LLC 2024-A) | Long | ABS-other | US | $2M | – | 0.33 |
| MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR | Long | Debt | US | $2M | – | 0.32 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $1M | – | 0.18 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A (MORGAN STANLEY CAPITAL I TRUST 2019-PLND) | Long | ABS-mortgage backed security | US | $618K | – | 0.10 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1 (MORGAN STANLEY ABS CAPITAL I 2004-HE4) | Long | ABS-mortgage backed security | US | $244K | – | 0.04 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A (MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6) | Long | ABS-mortgage backed security | US | $296K | – | 0.05 |
| MORGAN STANLEY SR UNSECURED 04/26 VAR | Long | Debt | US | $874K | – | 0.14 |
| MORTGAGEIT TRUST MHL 2005 1 1A1 (MORTGAGEIT TRUST 2005-1) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $178K | – | 0.03 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $618K | – | 0.10 |
| MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR (BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH) | Long | Debt | JP | $2M | – | 0.28 |
| NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR | Long | Debt | CA | $300K | – | 0.05 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2022 RRI A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-RRI) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| NATWEST MARKETS PLC SR UNSECURED REGS 03/25 VAR | Long | Debt | GB | $503K | – | 0.08 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A) | Long | ABS-other | US | $255K | – | 0.04 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA) | Long | ABS-other | US | $615K | – | 0.10 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA) | Long | ABS-other | US | $717K | – | 0.12 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA) | Long | ABS-other | US | $165K | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA) | Long | ABS-other | US | $432K | – | 0.07 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A (NAVIENT STUDENT LOAN TRUST 2020-IA) | Long | ABS-other | US | $1M | – | 0.18 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A (NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA) | Long | ABS-other | US | $879K | – | 0.15 |
| NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A (NELNET STUDENT LOAN TRUST 2012-4A) | Long | ABS-other | US | $806K | – | 0.13 |
| NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A (NELNET STUDENT LOAN TRUST 2018-3A) | Long | ABS-other | US | $209K | – | 0.03 |
| NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A (NELNET STUDENT LOAN TRUST 2019-2) | Long | ABS-other | US | $185K | – | 0.03 |
| NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A (NELNET STUDENT LOAN TRUST 2019-3A) | Long | ABS-other | US | $437K | – | 0.07 |
| NEUBERGER BERMAN CLO LTD NEUB 2013 14A AR2 144A (NEUBERGER BERMAN CLO XIV LTD 2013-14A) | Long | ABS-collateralized bond/debt obligation | KY | $231K | – | 0.04 |
| NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A (NEW ORLEANS HOTEL TRUST 2019-HNLA) | Long | ABS-mortgage backed security | US | $983K | – | 0.16 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 NQM1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1) | Long | ABS-mortgage backed security | US | $647K | – | 0.11 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R) | Long | ABS-mortgage backed security | US | $225K | – | 0.04 |
| NEW YORK MORTGAGE TRUST NYMT 2021 SP1 A1 144A (NEW YORK MORTGAGE TRUST 2021-SP1) | Long | ABS-mortgage backed security | US | $593K | – | 0.10 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $4M | – | 0.74 |
| NEXTERA ENERGY CAPITAL COMPANY GUAR 01/26 VAR (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.25 |
| NISSAN AUTO RECEIVABLES OWNER NAROT 2023 B A2B (NISSAN AUTO RECEIVABLES OWNER TRUST 2023-B) | Long | ABS-other | US | $2M | – | 0.30 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $1M | – | 0.19 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $594K | – | 0.10 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $2M | – | 0.33 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 6.95 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $205K | – | 0.03 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $187K | – | 0.03 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $183K | – | 0.03 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $1M | – | 0.18 |
| NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648 | Long | Debt | JP | $3M | – | 0.49 |
| NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851 | Long | Debt | JP | $4M | – | 0.59 |
| NORDEA BANK ABP 144A 06/25 VAR | Long | Debt | FI | $603K | – | 0.10 |
| NOVASTAR HOME EQUITY LOAN NHEL 2005 4 M1 (NOVASTAR HOME EQUITY LOAN 2005-4) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| OCBC/SYDNEY SR UNSECURED 05/26 VAR (OVERSEA-CHINESE BANKING CORP/SYDNEY BRANCH) | Long | Debt | SG | $402K | – | 0.07 |
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A (OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $919K | – | 0.15 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A (OBX 2024-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A (OBX 2024-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $957K | – | 0.16 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A (OBX 2024-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $669K | – | 0.11 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A (OBX 2024-NQM6 TRUST) | Long | ABS-mortgage backed security | US | $986K | – | 0.16 |
| OSCAR US FUNDING TRUST OSCAR 2024 1A A2 144A (OSCAR US FUNDING XVI LLC 2024-1A) | Long | ABS-other | JP | $1000K | – | 0.17 |
| OSD CLO LTD OSD 2021 23A A 144A (OSD CLO 2021-23A LTD) | Long | ABS-collateralized bond/debt obligation | KY | $426K | – | 0.07 |
| OZLM LTD OZLM 2014 8A A1R3 144A (OZLM VIII LTD 2014-8A) | Long | ABS-collateralized bond/debt obligation | KY | $833K | – | 0.14 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $299K | – | 0.05 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A (PAGAYA AI DEBT TRUST 2024-1) | Long | ABS-other | US | $145K | – | 0.02 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $754K | – | 0.12 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.27 |
| PFS FINANCING CORP. PFSFC 2023 D A 144A (PFS FINANCING CORP 2023-D) | Long | ABS-other | US | $3M | – | 0.48 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $58K | – | 0.01 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $115K | – | 0.02 |
| PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR (PINNACLE WEST CAPITAL CORPORATION) | Long | Debt | US | $800K | – | 0.13 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL1 LLC) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A (PRET 2021-NPL6 LLC) | Long | ABS-mortgage backed security | US | $598K | – | 0.10 |
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A (PRKCM 2024-AFC1 TRUST) | Long | ABS-mortgage backed security | US | $189K | – | 0.03 |
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A (PRPM 2024-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $502K | – | 0.08 |
| QUANTA SERVICES INC SR UNSECURED 10/24 0.95 | Long | Debt | US | $987K | – | 0.16 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A (READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC) | Long | ABS-mortgage backed security | US | $501K | – | 0.08 |
| REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A (REGATTA XV FUNDING LLC 2018 4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A (RENAISSANCE HOME EQUITY LN TR 2003-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A (RENAISSANCE HOME EQUITY LOAN TR 2004-3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $196K | – | 0.03 |
| RENESAS ELECTRONICS CORP SR UNSECURED REGS 11/24 1.543 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $491K | – | 0.08 |
| RESIMAC RESI 2021 1A A1 144A (RESIMAC PREMIER SERIES 2021-1A) | Long | ABS-mortgage backed security | AU | $72K | – | 0.01 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-3M | – | -0.57 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-306K | – | -0.05 |
| REVERSE REPO JPM CHASE | Short | Repurchase agreement | US | $-510K | – | -0.08 |
| REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45 | Long | Debt | US | $613K | – | 0.10 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $53K | – | 0.01 | |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | Derivative-interest rate | US | $95K | – | 0.02 | |
| ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625 (ROLLS-ROYCE PLC) | Long | Debt | GB | $584K | – | 0.10 |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 VAR | Long | Debt | CA | $907K | – | 0.15 |
| SABINE PASS LIQUEFACTION SR SECURED 03/25 5.625 (SABINE PASS LIQUEFACTION LLC) | Long | Debt | US | $399K | – | 0.07 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | Long | Debt | US | $994K | – | 0.16 |
| SBNA AUTO LEASE TRUST SBALT 2023 A A2 144A (SBNA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $813K | – | 0.13 |
| SEQUOIA MORTGAGE TRUST SEMT 2004 1 A (SEQUOIA MORTGAGE TRUST 2004-1) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| SHINHAN BANK SR UNSECURED REGS 11/25 VAR (SHINHAN BANK CO LTD) | Long | Debt | KR | $204K | – | 0.03 |
| SK HYNIX INC SR UNSECURED 144A 01/27 5.5 | Long | Debt | KR | $399K | – | 0.07 |
| SK HYNIX INC SR UNSECURED REGS 01/26 6.25 | Long | Debt | KR | $809K | – | 0.13 |
| SK HYNIX INC SR UNSECURED REGS 09/24 3 | Long | Debt | KR | $199K | – | 0.03 |
| SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR (SKANDINAVISKA ENSKILDA BANKEN AB) | Long | Debt | SE | $505K | – | 0.08 |
| SLC STUDENT LOAN TRUST SLCLT 2007 1 A4 (SLC STUDENT LOAN TRUST 2007-1) | Long | ABS-other | US | $98K | – | 0.02 |
| SLM STUDENT LOAN TRUST SLMA 2013 2 A (SLM STUDENT LOAN TRUST 2013-2) | Long | ABS-other | US | $401K | – | 0.07 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2016-B) | Long | ABS-other | US | $11K | – | 0.00 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA) | Long | ABS-other | US | $243K | – | 0.04 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB) | Long | ABS-other | US | $1M | – | 0.17 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-D) | Long | ABS-other | US | $205K | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-C) | Long | ABS-other | US | $698K | – | 0.12 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $876K | – | 0.14 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $2M | – | 0.33 |
| SOCIETE GENERALE COMPANY GUAR 144A 01/26 VAR | Long | Debt | FR | $4M | – | 0.65 |
| SOCIETE GENERALE COMPANY GUAR REGS 01/26 VAR | Long | Debt | FR | $1M | – | 0.17 |
| SOCIETE GENERALE SR UNSECURED 144A 10/24 2.625 | Long | Debt | FR | $495K | – | 0.08 |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A (SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST) | Long | ABS-other | US | $88K | – | 0.01 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-685.48 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-13K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-22K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-79.38 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-22K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $10K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-17K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $3K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $63K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $70K | – | 0.01 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $19K | – | 0.00 | |
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A (SOUND POINT CLO XXVIII LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $1000K | – | 0.17 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 01/26 VAR | Long | Debt | GB | $982K | – | 0.16 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR | Long | Debt | GB | $1M | – | 0.18 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 03/26 VAR | Long | Debt | GB | $1M | – | 0.17 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 04/25 3.2 | Long | Debt | GB | $294K | – | 0.05 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR | Long | Debt | GB | $502K | – | 0.08 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $3M | – | 0.50 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $1M | – | 0.20 |
| STANDARD CHARTERED PLC SR UNSECURED REGS 11/25 VAR | Long | Debt | GB | $503K | – | 0.08 |
| STONEPEAK SALTT 2021 1A AA 144A (STONEPEAK 2021-1 ABS) | Long | ABS-other | US | $130K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $214.31 | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR2) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.35 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED REGS 10/24 VAR (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.43 |
| SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR (SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH) | Long | Debt | JP | $938K | – | 0.16 |
| SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR (SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH) | Long | Debt | JP | $874K | – | 0.14 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 VAR (SUMITOMO MITSUI TRUST BANK LIMITED) | Long | Debt | JP | $834K | – | 0.14 |
| SVENSKA HANDELSBANKEN AB 144A 05/27 VAR | Long | Debt | SE | $1M | – | 0.18 |
| SWEDBANK AB 144A 09/27 5.337 | Long | Debt | SE | $199K | – | 0.03 |
| SWEDBANK AB SR UNSECURED REGS 09/27 5.337 | Long | Debt | SE | $2M | – | 0.30 |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $689K | – | 0.11 |
| SYNCHRONY FINANCIAL SR UNSECURED 08/24 4.25 | Long | Debt | US | $1M | – | 0.25 |
| T MOBILE USA INC COMPANY GUAR 04/25 3.5 (T-MOBILE USA INC) | Long | Debt | US | $2M | – | 0.34 |
| TD SYNNEX CORP SR UNSECURED 08/24 1.25 (TD SYNNEX CORPORATION) | Long | Debt | US | $2M | – | 0.41 |
| TESLA AUTO LEASE TRUST TESLA 2023 A A2 144A (TESLA AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.19 |
| TESLA AUTO LEASE TRUST TESLA 2023 B A2 144A (TESLA AUTO LEASE TRUST 2023-B) | Long | ABS-other | US | $1M | – | 0.24 |
| TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A (TOWD POINT ASSET TRUST 2021-SL1) | Long | ABS-other | US | $342K | – | 0.06 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.17 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.19 |
| TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A (TOWD POINT MORTGAGE TRUST 2018-3) | Long | ABS-mortgage backed security | US | $304K | – | 0.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $262K | – | 0.04 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A (TOWD POINT MORTGAGE TRUST 2019-HY3) | Long | ABS-mortgage backed security | US | $185K | – | 0.03 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.17 |
| TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A (TOWD POINT MORTGAGE TRUST 2021-SJ2) | Long | ABS-mortgage backed security | US | $758K | – | 0.13 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A (TOWD POINT MORTGAGE TRUST 2024-CES1) | Long | ABS-mortgage backed security | US | $464K | – | 0.08 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A (TOWD POINT MORTGAGE TRUST 2024-CES3) | Long | ABS-mortgage backed security | US | $992K | – | 0.16 |
| TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2A (TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST) | Long | ABS-other | US | $704K | – | 0.12 |
| TOYOTA FINANCE AUSTRALIA SR UNSECURED 09/24 VAR (TOYOTA FINANCE AUSTRALIA LTD) | Long | Debt | AU | $333K | – | 0.06 |
| TOYOTA LEASE OWNER TRUST TLOT 2023 B A2B 144A (TOYOTA LEASE OWNER TRUST 2023-B) | Long | ABS-other | US | $2M | – | 0.31 |
| TRANSURBAN QLD FINANCE SR SECURED REGS 12/24 VAR (QUEENSLAND MOTORWAYS (SUN GROUP FINANCE PTY LIMITED)) | Long | Debt | AU | $3M | – | 0.42 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $89M | – | 14.67 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $41M | – | 6.73 |
| TREASURY BILL 10/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $62M | – | 10.25 |
| TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A (TRILLIUM CREDIT CARD TRUST II 2023-3A) | Long | ABS-mortgage backed security | CA | $6M | – | 1.00 |
| TRILLIUM CREDIT CARD TRUST II TCCT 2024 1A A 144A (TRILLIUM CREDIT CARD TRUST II 2024-1A) | Long | ABS-mortgage backed security | CA | $6M | – | 0.91 |
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A (TRINITAS CLO XII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.17 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $14M | – | 2.23 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.60 |
| TULANE LA UNIV TULHGR 02/36 FLOATING VAR (TULANE UNIVERSITY) | Long | Debt | US | $2M | – | 0.32 |
| UBS AG AUSTRALIA SR UNSECURED REGS 07/25 VAR (UBS AG/SYDNEY BRANCH) | Long | Debt | CH | $1M | – | 0.20 |
| UBS AG STAMFORD CT SR UNSECURED 08/24 4.75 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $999K | – | 0.17 |
| UBS AG STAMFORD CT SR UNSECURED 09/24 3.625 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $1M | – | 0.19 |
| UBS GROUP AG SR UNSECURED 144A 05/26 VAR | Long | Debt | CH | $4M | – | 0.67 |
| UBS GROUP AG SR UNSECURED 144A 08/25 VAR | Long | Debt | CH | $699K | – | 0.12 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-19K | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-46K | – | -0.01 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-31K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-123K | – | -0.02 | |
| US TREASURY N/B 05/29 4.5 (UNITED STATES GOVT) | Short | Debt | US | $-10M | – | -1.73 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-285.96 | – | -0.00 | |
| USAA AUTO OWNER TRUST USAOT 2023 A A2 144A (USAA AUTO OWNER TRUST 2023-A) | Long | ABS-other | US | $780K | – | 0.13 |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $5K | – | 0.00 |
| VENTURE CDO LTD VENTR 2017 26A AR 144A (VENTURE XXVI CLO LTD 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $198K | – | 0.03 |
| VENTURE CDO LTD VENTR 2017 27A AR 144A (VENTURE XXVII CLO LTD 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.43 |
| VENTURE CDO LTD VENTR 2017 28A A2R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.26 |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.30 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.41 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.50 |
| VERIZON MASTER TRUST VZMT 2024 1 A1B (VERIZON MASTER TRUST 2024-1) | Long | ABS-other | US | $4M | – | 0.66 |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A (VERUS SECURITIZATION TRUST 2023-1) | Long | ABS-mortgage backed security | US | $237K | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A (VERUS SECURITIZATION TRUST 2023-4) | Long | ABS-mortgage backed security | US | $231K | – | 0.04 |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A (VERUS SECURITIZATION TRUST 2023-5) | Long | ABS-mortgage backed security | US | $400K | – | 0.07 |
| VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A (VERUS SECURITIZATION TRUST 2023-INV2) | Long | ABS-mortgage backed security | US | $173K | – | 0.03 |
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A (VERUS SECURITIZATION TRUST 2024-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.18 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/25 3.5 (VICI PROPERTIES LP / VICI NOTE CO INC) | Long | Debt | US | $395K | – | 0.07 |
| VICTORIA POWER NETWORKS COMPANY GUAR REGS 08/24 VAR (VICTORIA POWER NETWORKS (FINANCE) PTY LTD) | Long | Debt | AU | $2M | – | 0.33 |
| VMC FINANCE LLC VMC 2021 FL4 A 144A (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| VOLKSWAGEN AUTO LEASE TRUST VWALT 2023 A A2B (VOLKSWAGEN AUTO LEASE TRUST 2023-A) | Long | ABS-other | US | $1M | – | 0.23 |
| VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 1 A2A (VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1) | Long | ABS-other | US | $2M | – | 0.28 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $5M | – | 0.82 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A (WASHINGTON MUTUAL 2002-AR17) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $242.13 | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A (WASHINGTON MUTUAL 2006-AR9) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.788 | Long | Debt | US | $591K | – | 0.10 |
| WELLS FARGO + COMPANY SR UNSECURED 02/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.44 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $197K | – | 0.03 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 1.01 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.41 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2022 C A2 (WORLD OMNI AUTO RECEIVABLES TRUST 2022-C) | Long | ABS-other | US | $248K | – | 0.04 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 B A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-B) | Long | ABS-other | US | $547K | – | 0.09 |
| WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A2A (WORLD OMNI AUTO RECEIVABLES TRUST 2023-C) | Long | ABS-other | US | $708K | – | 0.12 |
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.