PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO CommodityRealReturn Strategy Portfolio
$437.59M
Avg Monthly Net Assets
$813.81M
Total Assets
$423.57M
Total Liabilities
$390.24M
Net Assets
PIMCO CommodityRealReturn Strategy Portfolio is a Fund of Funds in PIMCO Variable Insurance Trust
from PIMCOFUNDS,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $437.59M.
On August 28th, 2024 it reported 518 holdings, the largest
being (18.7%), UNITED STATES GOVT (10.6%) and UNITED STATES GOVT (7.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026493 | VPVCRDV | |
| Advisor | C000030986 | VPVCRVV | |
| Institutional | C000030994 | PCOMRSI | |
| M | C000148731 | PCOMRSM |
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 | $-29K | – | -0.01 | |
| 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 | Derivative-interest rate | US | $-29K | – | -0.01 | |
| 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 | Derivative-interest rate | US | $-147K | – | -0.04 | |
| 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 | Derivative-interest rate | US | $-120K | – | -0.03 | |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $249K | – | 0.06 |
| ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A (ALLEGRO CLO IX LTD 2018-3A) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.18 |
| ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 (ALLIANCE BANCORP TRUST 2007-OA1) | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $108K | – | 0.03 |
| APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A) | Long | ABS-collateralized bond/debt obligation | KY | $257K | – | 0.07 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $328K | – | 0.08 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.31 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $108K | – | 0.03 |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 (ARGENT SECURITIES INC 2005-W1) | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| ARGENT SECURITIES INC. ARSI 2006 M1 A1 (ARGENT SECURITIES INC 2006-M1) | Long | ABS-mortgage backed security | US | $193K | – | 0.05 |
| ARGENT SECURITIES INC. ARSI 2006 W4 A2C (ARGENT SECURITIES INC 2006-W4) | Long | ABS-mortgage backed security | US | $133K | – | 0.03 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $660K | – | 0.17 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2 (ASSET BACKED FUNDING CERT 2006-OPT2) | Long | ABS-mortgage backed security | US | $581K | – | 0.15 |
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A (ATLAS SENIOR LOAN FUND XIII) | Long | ABS-collateralized bond/debt obligation | KY | $355K | – | 0.09 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-12K | – | -0.00 | |
| BABSON CLO LTD BABSN 2015 IA AR 144A (BABSON CLO LTD 2015-IA) | Long | ABS-collateralized bond/debt obligation | KY | $497K | – | 0.13 |
| 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 2005 J 2A4 (BANK OF AMERICA MTGE SECS-2005-J) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $229K | 230K | 0.06 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 (BEAR STEARNS ADJ RATE MTGE TR 2006-2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A (BLACKROCK EUROPEAN CLO VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $518K | – | 0.13 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $235.95 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-11K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-11K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-16K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-19K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-23K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $637.68 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-436.92 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-204.79 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-83K | – | -0.02 | |
| BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A (BPCRE HOLDER LLC 2022-FL2) | Long | ABS-collateralized bond/debt obligation | BM | $272K | – | 0.07 |
| BRENT CRUDE FUTR DEC24 IFEU 20241031 | Derivative-commodity | GB | $-15K | – | -0.00 | |
| BRENT CRUDE FUTR DEC25 IFEU 20251031 | Derivative-commodity | GB | $-2K | – | -0.00 | |
| BRENT CRUDE FUTR FEB25 IFEU 20241230 | Derivative-commodity | GB | $15K | – | 0.00 | |
| BRENT CRUDE FUTR JAN25 IFEU 20241129 | Derivative-commodity | GB | $-322.51 | – | -0.00 | |
| BRENT CRUDE FUTR JUL25 IFEU 20250530 | Derivative-commodity | GB | $-7K | – | -0.00 | |
| BRENT CRUDE FUTR JUN25 IFEU 20250430 | Derivative-commodity | GB | $4K | – | 0.00 | |
| BRENT CRUDE FUTR MAR25 IFEU 20250131 | Derivative-commodity | GB | $13K | – | 0.00 | |
| BRENT CRUDE FUTR MAY25 IFEU 20250331 | Derivative-commodity | GB | $173.86 | – | 0.00 | |
| BRENT CRUDE FUTR NOV24 IFEU 20240930 | Derivative-commodity | GB | $-10K | – | -0.00 | |
| BRENT CRUDE FUTR SEP24 IFEU 20240731 | Derivative-commodity | GB | $3K | – | 0.00 | |
| BRENT CRUDE FUTR SEP25 IFEU 20250731 | Derivative-commodity | GB | $187.82 | – | 0.00 | |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 (ITALY GOVT) | Long | Debt | IT | $10M | – | 2.60 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 (ITALY GOVT) | Long | Debt | IT | $718K | – | 0.18 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 (ITALY GOVT) | Long | Debt | IT | $311K | – | 0.08 |
| CA CARBON ALLOW 24DEC24 IFED 20241224 | Derivative-commodity | US | $87K | – | 0.02 | |
| CA CARBON ALLOW 25DEC25 IFED 20251224 | Derivative-commodity | US | $-71K | – | -0.02 | |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $397K | – | 0.10 |
| CANADIAN GOVERNMENT RRB BONDS 12/26 4.25 (CANADA GOVT) | Long | Debt | CA | $850K | – | 0.22 |
| 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 | $890K | – | 0.23 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A (CARLYLE EURO CLO 2017-2 DAC 17-2A) | Long | ABS-collateralized bond/debt obligation | IE | $742K | – | 0.19 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $653K | – | 0.17 |
| CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A (CBAM LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.08 |
| CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A (CIFC EUROPEAN FUNDING CLO 3A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.27 |
| CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A (CIT MTGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $533K | – | 0.14 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D (CITIGROUP MTGE LOAN TR INC 2006-HE3) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 (CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3) | Long | ABS-mortgage backed security | US | $387K | – | 0.10 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $89K | – | 0.02 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $13M | – | 3.31 |
| CMBX.NA.AAA.12 SP SAL | Derivative-credit | US | $-3K | – | -0.00 | |
| CMBX.NA.AAA.8 SP DUB | Derivative-credit | US | $-122.78 | – | -0.00 | |
| CMBX.NA.AAA.8 SP GST | Derivative-credit | US | $-46.56 | – | -0.00 | |
| COCOA FUTURE DEC24 IFUS 20241213 | Derivative-commodity | US | $-61K | – | -0.02 | |
| COCOA FUTURE SEP24 IFUS 20240913 | Derivative-commodity | US | $79K | – | 0.02 | |
| COFF ROBUSTA 10TN SEP24 IFEU 20240924 | Derivative-commodity | GB | $-3K | – | -0.00 | |
| COFFEE 'C' FUTURE DEC24 IFUS 20241218 | Derivative-commodity | US | $3K | – | 0.00 | |
| COFFEE 'C' FUTURE SEP24 IFUS 20240918 | Derivative-commodity | US | $78.36 | – | 0.00 | |
| COM FWD NAPGASFO 4Q24 9.75 12/31/24 BPS | Derivative-commodity | US | $4K | – | 0.00 | |
| COMM SWAP BCOMCT3 MEI | Derivative-commodity | US | $4K | – | 0.00 | |
| COMM SWAP BCOMF1NTC BPS | Derivative-commodity | US | $-1K | – | -0.00 | |
| COMM SWAP CMDSKEWLS GST | Derivative-commodity | US | $278K | – | 0.07 | |
| COMM SWAP JMABFNJ2 JPM | Derivative-commodity | US | $100K | – | 0.03 | |
| COMM SWAP JMABNIC5 JPM | Derivative-commodity | US | $23K | – | 0.01 | |
| COMM SWAP PIMCODB MAC | Derivative-commodity | US | $156K | – | 0.04 | |
| COMM SWAP TBL/BCOMF1NTC GST | Derivative-commodity | US | $-1K | – | -0.00 | |
| COMM SWAP TBL/BCOMF1TC BPS | Derivative-commodity | US | $-59K | – | -0.02 | |
| COMM SWAP TBL/BCOMF1TC CBK | Derivative-commodity | US | $-494.08 | – | -0.00 | |
| COMM SWAP TBL/BCOMF1TC GST | Derivative-commodity | US | $-392K | – | -0.10 | |
| COMM SWAP TBL/BCOMF1TC JPM | Derivative-commodity | US | $-15K | – | -0.00 | |
| COMM SWAP TBL/BCOMTR BPS | Derivative-commodity | US | $-466K | – | -0.12 | |
| COMM SWAP TBL/BCOMTR CBK | Derivative-commodity | US | $-16K | – | -0.00 | |
| COMM SWAP TBL/BCOMTR CIB | Derivative-commodity | US | $-25K | – | -0.01 | |
| COMM SWAP TBL/BCOMTR GST | Derivative-commodity | US | $-140K | – | -0.04 | |
| COMM SWAP TBL/BCOMTR JPM | Derivative-commodity | US | $20K | – | 0.01 | |
| COMM SWAP TBL/BCOMTR MAC | Derivative-commodity | US | $-18K | – | -0.00 | |
| COMM SWAP TBL/BCOMTR MEI | Derivative-commodity | US | $-34K | – | -0.01 | |
| COMM SWAP TBL/BCOMTR MYC | Derivative-commodity | US | $-561K | – | -0.14 | |
| COMM SWAP TBL/BCOMTR SOG | Derivative-commodity | US | $-23K | – | -0.01 | |
| COMM SWAP TBL/BCOMTR1 MAC | Derivative-commodity | US | $-146K | – | -0.04 | |
| COMM SWAP TBL/BCOMTR1 MYC | Derivative-commodity | US | $-524K | – | -0.13 | |
| COMM SWAP TBL/BCOMTR2 MEI | Derivative-commodity | US | $-497K | – | -0.13 | |
| COMM SWAP TBL/CB CIXBSTR3 CBK | Derivative-commodity | US | $-275K | – | -0.07 | |
| COMM SWAP TBL/RBCAEC0T RBC | Derivative-commodity | US | $-39K | – | -0.01 | |
| CONAGRA BRANDS INC | Long | Debt | US | $250K | – | 0.06 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.06 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.06 |
| COPPER FUTURE SEP24 XCEC 20240926 | Derivative-commodity | US | $-70K | – | -0.02 | |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $824K | – | 0.21 |
| CORDATUS CLO PLC CORDA 7A ARR 144A (CVC CORDATUS LOAN FUND VII DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $403K | – | 0.10 |
| CORN FUTURE DEC24 XCBT 20241213 | Derivative-commodity | US | $-4K | – | -0.00 | |
| CORN FUTURE DEC25 XCBT 20251212 | Derivative-commodity | US | $539.19 | – | 0.00 | |
| CORN FUTURE SEP24 XCBT 20240913 | Derivative-commodity | US | $344K | – | 0.09 | |
| CORN FUTURE OPTN DEC24P 400 EXP 11/22/2024 | Derivative-commodity | US | $-24K | – | -0.01 | |
| CORN FUTURE OPTN SEP24C 450 EXP 08/23/2024 | Derivative-commodity | US | $9K | – | 0.00 | |
| COTTON NO.2 FUTR DEC24 IFUS 20241206 | Derivative-commodity | US | $50K | – | 0.01 | |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4 (COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 (COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11) | Long | ABS-mortgage backed security | US | $256K | – | 0.07 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $428K | – | 0.11 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 (COUNTRYWIDE ASSET-BACKED CERT 2005-5) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 (COUNTRYWIDE ASSET-BACKED CERTI 2006-19) | Long | ABS-mortgage backed security | US | $153K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1 (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8) | Long | ABS-mortgage backed security | US | $376K | – | 0.10 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1 (COUNTRYWIDE HOME LOANS 2005-HYB6) | Long | ABS-mortgage backed security | US | $666K | – | 0.17 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A (CREDIT BASED ASSET SRVC & SEC 2007-CB6) | Long | ABS-mortgage backed security | US | $5K | – | 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 | $22K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A (CREDIT SUISSE MORTGAGE CAP CERT 2007-4R) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2015 3R 5A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-3R) | Long | ABS-mortgage backed security | US | $114K | – | 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 | $233K | – | 0.06 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $249K | – | 0.06 |
| CRUDE OIL FUT OPT AUG24C 83 EXP 07/17/2024 | Derivative-commodity | US | $-3K | – | -0.00 | |
| CRUDE OIL FUT OPT AUG24C 85 EXP 07/17/2024 | Derivative-commodity | US | $-2K | – | -0.00 | |
| CRUDE OIL OPT IPE OCT24C 89 EXP 08/27/2024 | Derivative-commodity | GB | $-15K | – | -0.00 | |
| CRUDE OIL OPT IPE SEP24C 89 EXP 07/26/2024 | Derivative-commodity | GB | $-2K | – | -0.00 | |
| DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A (DENALI CAPITAL CLO XII LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $318K | – | 0.08 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $100K | – | 0.03 |
| DRYDEN EURO CLO DRYD 2017 52A AR 144A (DRYDEN 52 EURO CLO 2017 17-52A) | Long | ABS-collateralized bond/debt obligation | IE | $407K | – | 0.10 |
| DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A (DRYDEN XXVI SENIOR LOAN FUND 2013-26A) | Long | ABS-collateralized bond/debt obligation | KY | $199K | – | 0.05 |
| DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A (DRYDEN 80 CLO LTD 2019-80A) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.10 |
| DUTCH TTF OPT FSM AUG24C 60 EXP 07/26/2024 | Derivative-commodity | NL | $-31.87 | – | -0.00 | |
| DUTCH TTF OPT FSM SEP24C 60 EXP 08/27/2024 | Derivative-commodity | NL | $-264.48 | – | -0.00 | |
| ECX EMISSION DEC24 NDEX 20241216 | Derivative-commodity | NL | $571.76 | – | 0.00 | |
| ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A (ELLINGTON LOAN ACQUISITION TRUST 2007-1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $249K | – | 0.06 |
| EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A (EURO-GALAXY III CLO BV 13-3A) | Long | ABS-collateralized bond/debt obligation | IE | $531K | – | 0.14 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $67K | – | 0.02 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-84K | – | -0.02 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-91K | – | -0.02 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-45K | – | -0.01 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $66K | – | 0.02 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024 | Derivative-interest rate | DE | $-11K | – | -0.00 | |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $112K | – | 0.03 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| 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 1A1082 FH 07/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FED HM LN PC POOL 972136 FH 01/34 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $773.81 | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $340.8 | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA1 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7 (FIRST HORIZON ALT MTG SEC 2006-FA8) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $155K | – | 0.04 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL 826128 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL 846937 FN 01/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 847996 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 2.59 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 4.91 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.83 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 2.44 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.76 |
| FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 (FRANCE GOVT) | Long | Debt | FR | $3M | – | 0.74 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/24 0.25 (FRANCE GOVT) | Long | Debt | FR | $954K | – | 0.24 |
| FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 (FRANCE GOVT) | Long | Debt | FR | $3M | – | 0.80 |
| FREDDIE MAC FHR 4779 WF (FREDDIE MAC REMICS 4779) | Long | ABS-mortgage backed security | US | $140K | – | 0.04 |
| FREDDIEMAC STRIP FHS 278 F1 (FREDDIE MAC STRIPS 278) | Long | ABS-mortgage backed security | US | $230K | – | 0.06 |
| FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 (FREMONT HOME LOAN TRUST 2006-C) | Long | ABS-mortgage backed security | US | $71K | – | 0.02 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $236K | – | 0.06 |
| GASOLINE RBOB FUT DEC24 XNYM 20241129 | Derivative-commodity | US | $-9K | – | -0.00 | |
| GASOLINE RBOB FUT SEP24 XNYM 20240830 | Derivative-commodity | US | $-954.37 | – | -0.00 | |
| GLOBEX NATURL GAS AUG24 XNYM 20240726 | Derivative-commodity | US | $6K | – | 0.00 | |
| GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 2.58 |
| GOLD 100 OZ FUTR AUG24 XCEC 20240828 | Derivative-commodity | US | $-3K | – | -0.00 | |
| GOLD 100 OZ FUTR DEC24 XCEC 20241227 | Derivative-commodity | US | $736.25 | – | 0.00 | |
| GOLD FUT OPT(CMX) AUG24C 2450 EXP 07/25/2024 | Derivative-commodity | US | $-5K | – | -0.00 | |
| GOLD FUT OPT(CMX) AUG24C 2500 EXP 07/25/2024 | Derivative-commodity | US | $-540 | – | -0.00 | |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10) | Long | ABS-mortgage backed security | US | $215K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15) | Long | ABS-mortgage backed security | US | $303K | – | 0.08 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR4 A6A (GREENPOINT MTGE FUUNDING TRUST 2006-AR4) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| GSAA HOME EQUITY TRUST GSAA 2006 7 AF4A (GSAA HOME EQUITY TRUST 2006-7) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| GSAMP TRUST GSAMP 2005 HE2 M2 (GSAMP TRUST 2005-HE2) | Long | ABS-mortgage backed security | US | $61K | – | 0.02 |
| GSAMP TRUST GSAMP 2007 FM1 A2A (GSAMP TRUST 2007-FM1) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR1 1A1 (GSR MORTGAGE LOAN TRUST 2005-AR1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| HARVEST CLO HARVT 20A AR 144A (HARVEST CLO XX DAC 20A) | Long | ABS-collateralized bond/debt obligation | IE | $506K | – | 0.13 |
| HOME EQUITY ASSET TRUST HEAT 2005 8 M2 (HOME EQUITY PASS-THRU CERTS 2005-8) | Long | ABS-mortgage backed security | US | $219K | – | 0.06 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $700K | – | 0.18 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 2A1 (INDYMAC INDA MORTGAGE LOAN TR 2005-AR1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 (INDYMAC INDB MORTGAGE LOAN TR 2006-1) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH | Derivative-interest rate | $-679K | – | -0.17 | ||
| INF SWAP EM NI 1.71 03/15/18-15Y LCH | Derivative-interest rate | $62K | – | 0.02 | ||
| INF SWAP EM NI 1.945 11/15/18-30Y LCH | Derivative-interest rate | $-22K | – | -0.01 | ||
| INF SWAP EM NI 2.356 11/15/23-10Y LCH | Derivative-interest rate | $26K | – | 0.01 | ||
| INF SWAP EM NI 2.359 08/15/22-8Y LCH | Derivative-interest rate | $22K | – | 0.01 | ||
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH | Derivative-interest rate | $15K | – | 0.00 | ||
| INF SWAP EM NI 2.39 11/15/23-10Y LCH | Derivative-interest rate | $19K | – | 0.00 | ||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH | Derivative-interest rate | $-18K | – | -0.00 | ||
| INF SWAP EM NI 2.47 07/15/22-10Y LCH | Derivative-interest rate | $12K | – | 0.00 | ||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH | Derivative-interest rate | $-5K | – | -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 | $26K | – | 0.01 | ||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH | Derivative-interest rate | $-28K | – | -0.01 | ||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH | Derivative-interest rate | $18K | – | 0.00 | ||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH | Derivative-interest rate | $28K | – | 0.01 | ||
| INF SWAP EM NI 2.62 11/15/23-30Y LCH | Derivative-interest rate | $-20K | – | -0.01 | ||
| INF SWAP EM NI 2.68 04/15/23-30Y LCH | Derivative-interest rate | $40K | – | 0.01 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH | Derivative-interest rate | $14K | – | 0.00 | ||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH | Derivative-interest rate | $29K | – | 0.01 | ||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH | Derivative-interest rate | $35K | – | 0.01 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH | Derivative-interest rate | $86K | – | 0.02 | ||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH | Derivative-interest rate | $24K | – | 0.01 | ||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH | Derivative-interest rate | $9K | – | 0.00 | ||
| INF SWAP FR NI 1.6175 07/15/18-10Y LCH | Derivative-interest rate | FR | $-38K | – | -0.01 | |
| INF SWAP FR NI 1.91 01/15/18-20Y LCH | Derivative-interest rate | FR | $-43K | – | -0.01 | |
| INF SWAP US IT 1.79375 08/24/20-7Y LCH | Derivative-interest rate | US | $97K | – | 0.02 | |
| INF SWAP US IT 1.7975 08/25/20-7Y LCH | Derivative-interest rate | US | $48K | – | 0.01 | |
| INF SWAP US IT 1.89 08/27/20-7Y LCH | Derivative-interest rate | US | $46K | – | 0.01 | |
| INF SWAP US IT 1.954 06/03/19-10Y LCH | Derivative-interest rate | US | $-58K | – | -0.01 | |
| INF SWAP US IT 1.9975 07/25/19-10Y LCH | Derivative-interest rate | US | $-390K | – | -0.10 | |
| INF SWAP US IT 2.08 07/25/17-10Y LCH | Derivative-interest rate | US | $-175K | – | -0.04 | |
| INF SWAP US IT 2.1015 07/20/17-10Y LCH | Derivative-interest rate | US | $-238K | – | -0.06 | |
| INF SWAP US IT 2.122 08/01/17-10Y LCH | Derivative-interest rate | US | $-249K | – | -0.06 | |
| INF SWAP US IT 2.15 09/25/17-10Y LCH | Derivative-interest rate | US | $-78K | – | -0.02 | |
| INF SWAP US IT 2.155 10/17/17-10Y LCH | Derivative-interest rate | US | $-181K | – | -0.05 | |
| INF SWAP US IT 2.165 04/16/19-10Y LCH | Derivative-interest rate | US | $-139K | – | -0.04 | |
| INF SWAP US IT 2.18 09/20/17-10Y LCH | Derivative-interest rate | US | $-83K | – | -0.02 | |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH | Derivative-interest rate | US | $981K | – | 0.25 | |
| INF SWAP US IT 2.335 02/05/18-10Y LCH | Derivative-interest rate | US | $-210K | – | -0.05 | |
| INF SWAP US IT 2.3525 05/09/18-10Y LCH | Derivative-interest rate | US | $-63K | – | -0.02 | |
| INF SWAP US IT 2.36 05/09/18-10Y LCH | Derivative-interest rate | US | $-94K | – | -0.02 | |
| INF SWAP US IT 2.364 05/10/18-10Y LCH | Derivative-interest rate | US | $-95K | – | -0.02 | |
| INF SWAP US IT 2.37 06/06/18-10Y LCH | Derivative-interest rate | US | $-180K | – | -0.05 | |
| INF SWAP US IT 2.56 09/12/23-1Y LCH | Derivative-interest rate | US | $-6K | – | -0.00 | |
| INF SWAP US IT 2.565 09/12/23-1Y LCH | Derivative-interest rate | US | $-15K | – | -0.00 | |
| INF SWAP US IT 2.573 08/26/21-7Y LCH | Derivative-interest rate | US | $81K | – | 0.02 | |
| INF SWAP US IT 2.645 09/10/21-7Y LCH | Derivative-interest rate | US | $33K | – | 0.01 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH | Derivative-interest rate | US | $11K | – | 0.00 | |
| INTEL CORPORATION | Long | Debt | US | $250K | – | 0.06 |
| IRS EUR 0.19000 11/04/22-30Y LCH | Derivative-interest rate | $454K | – | 0.12 | ||
| IRS EUR 0.19500 11/04/22-30Y LCH | Derivative-interest rate | $478K | – | 0.12 | ||
| IRS EUR 0.19700 11/08/22-30Y LCH | Derivative-interest rate | $904K | – | 0.23 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-121K | – | -0.03 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-67K | – | -0.02 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-52K | – | -0.01 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-102K | – | -0.03 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-44K | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $11K | – | 0.00 | ||
| IRS EUR 2.63492 06/10/24-9Y* LCH | Derivative-interest rate | $197K | – | 0.05 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-229K | – | -0.06 | ||
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $2M | – | 0.61 |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | Long | Debt | JP | $6M | – | 1.57 |
| 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 | $11K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 2A1 (JP MORGAN MORTGAGE TRUST-2005-A6) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 1A1 (JP MORGAN MORTGAGE TRUST 2007-A1) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JUBILEE CDO BV JUBIL 2014 12A ARRR 144A (JUBILEE CLO 2014-XII BV 14-12A) | Long | ABS-collateralized bond/debt obligation | IE | $206K | – | 0.05 |
| KC HRW WHEAT FUT DEC24 XCBT 20241213 | Derivative-commodity | US | $-82K | – | -0.02 | |
| KC HRW WHEAT FUT SEP24 XCBT 20240913 | Derivative-commodity | US | $-166K | – | -0.04 | |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $249K | – | 0.06 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $249K | – | 0.06 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.06 |
| LCM LTD PARTNERSHIP LCM 17A A1AR 144A (LCM XVII LP 17A) | Long | ABS-collateralized bond/debt obligation | KY | $483K | – | 0.12 |
| LCM LTD PARTNERSHIP LCM 26A A1 144A (LCM LTD 26A) | Long | ABS-collateralized bond/debt obligation | KY | $262K | – | 0.07 |
| LCM LTD PARTNERSHIP LCM 29A AR 144A (LCM 29 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.15 |
| LEAN HOGS FUTURE OCT24 XCME 20241014 | Derivative-commodity | US | $14K | – | 0.00 | |
| LEHMAN XS TRUST LXS 2006 7 1A1A (LEHMAN XS TRUST 2006-7) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| LEHMAN XS TRUST LXS 2006 8 3A4 (LEHMAN XS TRUST 2006-8) | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| LEHMAN XS TRUST LXS 2007 20N A1 (LEHMAN XS TRUST SERIES 2007-20N) | Long | ABS-mortgage backed security | US | $319K | – | 0.08 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $3M | – | 0.72 |
| LETRA TESOURO NACIONAL BILLS 10/24 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $784K | – | 0.20 |
| LIVE CATTLE FUTR OCT24 XCME 20241031 | Derivative-commodity | US | $10K | – | 0.00 | |
| LME LEAD FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $5K | – | 0.00 | |
| LME NICKEL FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $-42K | – | -0.01 | |
| LME PRI ALUM FUTR SEP24 XLME 20240916 | Derivative-commodity | GB | $7K | – | 0.00 | |
| LME ZINC FUTURE SEP24 XLME 20240916 | Derivative-commodity | GB | $-4K | – | -0.00 | |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $599K | – | 0.15 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2 (LONG BEACH MORTGAGE LOAN TR 2006-7) | Long | ABS-mortgage backed security | US | $184K | – | 0.05 |
| LOW SU GASOIL G DEC24 IFEU 20241212 | Derivative-commodity | GB | $9K | – | 0.00 | |
| LOW SU GASOIL G JAN25 IFEU 20250110 | Derivative-commodity | GB | $-2K | – | -0.00 | |
| LOW SU GASOIL G JUN25 IFEU 20250612 | Derivative-commodity | GB | $-8K | – | -0.00 | |
| LOW SU GASOIL G NOV24 IFEU 20241112 | Derivative-commodity | GB | $-8K | – | -0.00 | |
| LOW SU GASOIL G OCT24 IFEU 20241010 | Derivative-commodity | GB | $1K | – | 0.00 | |
| MADISON PARK EURO FUNDING CADOG 13A AR 144A (MADISON PARK EURO FUNDING XIII DAC 13A) | Long | ABS-collateralized bond/debt obligation | IE | $747K | – | 0.19 |
| MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A (MADISON PARK FUNDING XXIII LTD 2017-23A) | Long | ABS-collateralized bond/debt obligation | KY | $959K | – | 0.25 |
| MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A (MADISON PARK FUNDING XXIX LTD 2018-29A) | Long | ABS-collateralized bond/debt obligation | KY | $490K | – | 0.13 |
| MADISON PARK FUNDING LTD MDPK 2018 30A A 144A (MADISON PARK FUNDING XXX LTD 2018-30A) | Long | ABS-collateralized bond/debt obligation | KY | $589K | – | 0.15 |
| MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A (MADISON PARK FUNDING XXXIV LTD 2019-34A) | Long | ABS-collateralized bond/debt obligation | KY | $801K | – | 0.21 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.06 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7 (MASTR ADJUSTABLE RATE MTGES TRU 2004-13) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A5 (MASTR ASSET BACKED SECUR TR 2006-WMC4) | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A (MELLON RESIDENTIAL FUND CORP 2002-TBC1) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $701K | – | 0.18 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $3K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A (MORGAN STANLEY MORTGAGE TRUST-2006-15XS) | Long | ABS-mortgage backed security | US | $149K | – | 0.04 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1 (MORGAN STANLEY MTGE LN TR 2007-10XS) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $178K | – | 0.05 |
| MP CLO VII, LTD MP7 2015 1A AR3 144A (MP CLO VII LTD 2015-1A) | Long | ABS-collateralized bond/debt obligation | KY | $93K | – | 0.02 |
| NAT GAS EURO OPT AUG24P 2.6 EXP 07/26/2024 | Derivative-commodity | US | $-32K | – | -0.01 | |
| NAT GAS EURO OPT SEP24P 2.2 EXP 08/27/2024 | Derivative-commodity | US | $-2K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.35 EXP 08/27/2024 | Derivative-commodity | US | $-1K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.4 EXP 08/27/2024 | Derivative-commodity | US | $-3K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.45 EXP 08/27/2024 | Derivative-commodity | US | $-2K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.5 EXP 08/27/2024 | Derivative-commodity | US | $-4K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.55 EXP 08/27/2024 | Derivative-commodity | US | $-2K | – | -0.00 | |
| NAT GAS EURO OPT SEP24P 2.6 EXP 08/27/2024 | Derivative-commodity | US | $-2K | – | -0.00 | |
| NATURAL GAS FUTR APR25 XNYM 20250327 | Derivative-commodity | US | $-710.79 | – | -0.00 | |
| NATURAL GAS FUTR AUG24 XNYM 20240729 | Derivative-commodity | US | $22K | – | 0.01 | |
| NATURAL GAS FUTR DEC24 XNYM 20241126 | Derivative-commodity | US | $-1K | – | -0.00 | |
| NATURAL GAS FUTR FEB25 XNYM 20250129 | Derivative-commodity | US | $-816.5 | – | -0.00 | |
| NATURAL GAS FUTR JAN25 XNYM 20241227 | Derivative-commodity | US | $33K | – | 0.01 | |
| NATURAL GAS FUTR MAR25 XNYM 20250226 | Derivative-commodity | US | $-12K | – | -0.00 | |
| NATURAL GAS FUTR NOV24 XNYM 20241029 | Derivative-commodity | US | $-20K | – | -0.01 | |
| NATURAL GAS FUTR OCT24 XNYM 20240926 | Derivative-commodity | US | $-23K | – | -0.01 | |
| NATURAL GAS FUTR SEP24 XNYM 20240828 | Derivative-commodity | US | $-26K | – | -0.01 | |
| 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 | – | 0.02 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $467K | – | 0.12 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.06 |
| NY HARB ULSD FUT DEC24 XNYM 20241129 | Derivative-commodity | US | $-5K | – | -0.00 | |
| NY HARB ULSD FUT SEP24 XNYM 20240830 | Derivative-commodity | US | $-1K | – | -0.00 | |
| OAK HILL EUROPEAN CREDIT PARTN OHECP 2017 6A A1 144A (OAK HILL EUROPEAN CREDIT PARTNERS VI DAC 2017-6A) | Long | ABS-collateralized bond/debt obligation | IE | $235K | – | 0.06 |
| 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 | $278K | – | 0.07 |
| OCP EURO CLO OCPE 2017 2A A 144A (OCP EURO CLO DAC 2017-2A) | Long | ABS-collateralized bond/debt obligation | IE | $934K | – | 0.24 |
| OZLM LTD OZLM 2015 11A A1R 144A (OZLM XI LTD 2015-11A) | Long | ABS-collateralized bond/debt obligation | KY | $181K | – | 0.05 |
| PALLADIUM FUTURE SEP24 XNYM 20240926 | Derivative-commodity | US | $3K | – | 0.00 | |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A) | Long | ABS-collateralized bond/debt obligation | IE | $480K | – | 0.12 |
| PARIBAS REPO | Long | Repurchase agreement | US | $73M | – | 18.71 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $2M | – | 0.41 |
| PLATINUM FUTURE OCT24 XNYM 20241029 | Derivative-commodity | US | $-9K | – | -0.00 | |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 (RENAISSANCE HOME EQUITY LOAN TR 2007-3) | Long | ABS-mortgage backed security | US | $367K | – | 0.09 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2005-QO2) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4 (RESIDENTIAL ASSET SEC CORP 2006-EMX4) | Long | ABS-mortgage backed security | US | $134K | – | 0.03 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS3 M1 (RESIDENTIAL ASSET SECURITIES 2006-KS3) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 (RESIDENTIAL ASSET SEC TRUST 2005-A5) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| RFR EUR ESTRON/3.47500 02/26/24-1Y LCH | Derivative-interest rate | $135K | – | 0.03 | ||
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH | Derivative-interest rate | JP | $11K | – | 0.00 | |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | Derivative-interest rate | JP | $45K | – | 0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-6K | – | -0.00 | |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH | Derivative-interest rate | US | $1M | – | 0.28 | |
| RFR USD SOFR/3.08500 02/13/24-10Y LCH | Derivative-interest rate | US | $-806K | – | -0.21 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME | Derivative-interest rate | US | $97K | – | 0.02 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $74K | – | 0.02 | |
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH | Derivative-interest rate | US | $445K | – | 0.11 | |
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH | Derivative-interest rate | US | $574K | – | 0.15 | |
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH | Derivative-interest rate | US | $-1M | – | -0.31 | |
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH | Derivative-interest rate | US | $-136K | – | -0.03 | |
| SAXON ASSET SECURITIES TRUST SAST 2007 3 1A (SAXON ASSET SECURITIES TRUST 2007-3) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 (SEC ASSET BACKED REC LLC 2006-FR3) | Long | ABS-mortgage backed security | US | $228K | – | 0.06 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C (SECURITIZED ASSET BACKED REC 2006-HE1) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2C (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2) | Long | ABS-mortgage backed security | US | $107K | – | 0.03 |
| SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1 (SEQUOIA MORTGAGE TRUST 2007-3) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| SGX IRON ORE 62 SEP24 XSIM 20240930 | Derivative-commodity | SG | $-58K | – | -0.01 | |
| SHORT EURO-BTP FU SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| SILVER FUTURE SEP24 XCEC 20240926 | Derivative-commodity | US | $25K | – | 0.01 | |
| SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A (SLM STUDENT LOAN TRUST 2004-3A) | Long | ABS-other | US | $254K | – | 0.07 |
| SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 (SMALL BUSINESS ADMIN PART CERTS 2007-20K) | Long | ABS-other | US | $24K | – | 0.01 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-248.54 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-234.76 | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $206K | – | 0.05 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $42K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $24K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $24K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $24K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $12K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $10K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $17K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $12K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $32K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $25K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $20K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20241002 | Derivative-foreign exchange | BR | $13K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $25K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $20K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $17K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $13K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $13K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $12K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-666.95 | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $493K | – | 0.13 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $22.19 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-615.22 | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $208 | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $430.17 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $259K | – | 0.07 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $83K | – | 0.02 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-8.57 | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $326K | – | 0.08 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $657K | – | 0.17 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $361K | – | 0.09 |
| SOYBEAN FUTURE JAN25 XCBT 20250114 | Derivative-commodity | US | $10K | – | 0.00 | |
| SOYBEAN FUTURE NOV25 XCBT 20251114 | Derivative-commodity | US | $437.1 | – | 0.00 | |
| SOYBEAN FUTURE NOV24 XCBT 20241114 | Derivative-commodity | US | $-86K | – | -0.02 | |
| SOYBEAN MEAL FUTR DEC24 XCBT 20241213 | Derivative-commodity | US | $-206K | – | -0.05 | |
| SOYBEAN MEAL FUTR JAN25 XCBT 20250114 | Derivative-commodity | US | $16K | – | 0.00 | |
| SOYBEAN OIL FUTR DEC24 XCBT 20241213 | Derivative-commodity | US | $10K | – | 0.00 | |
| SOYBEAN OIL FUTR JAN25 XCBT 20250114 | Derivative-commodity | US | $5K | – | 0.00 | |
| STATE STREET REPO | Long | Repurchase agreement | US | $132K | – | 0.03 |
| STEELE CREEK CLO LTD STCR 2018 1A A 144A (STEELE CREEK CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.37 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1 (STRUCTURED ASSET MTG INV INC 2004-AR5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| SUGAR 11 (WORLD) MAR25 IFUS 20250228 | Derivative-commodity | US | $-27K | – | -0.01 | |
| SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A (SYMPHONY STATIC CLO 2021-1A) | Long | ABS-collateralized bond/debt obligation | KY | $287K | – | 0.07 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $250K | – | 0.06 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $249K | – | 0.06 |
| TCW CLO TCW 2018 1A A1R 144A (TCW CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $291K | – | 0.07 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $394K | – | 0.10 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $822K | – | 0.21 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $579K | – | 0.15 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.63 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $586K | – | 0.15 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $737K | – | 0.19 |
| TRS R 5.49/912828N71 MYC | Derivative-credit | US | $11K | – | 0.00 | |
| TRS R 5.49/912828S50 MYC | Derivative-credit | US | $69K | – | 0.02 | |
| TRS R 5.49/912828Y38 MYC | Derivative-credit | US | $93K | – | 0.02 | |
| TRS R 5.49/91282CCM1 MYC | Derivative-credit | US | $-14K | – | -0.00 | |
| TRS R 5.49/91282CDC2 MYC | Derivative-credit | US | $241K | – | 0.06 | |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $23M | – | 5.83 |
| TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 2.00 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $24M | – | 6.21 |
| TSY INFL IX N/B 01/28 1.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.44 |
| TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT) | Long | Debt | US | $12M | – | 2.95 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.62 |
| TSY INFL IX N/B 01/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.43 |
| TSY INFL IX N/B 02/40 2.125 (UNITED STATES GOVT) | Long | Debt | US | $331K | – | 0.08 |
| TSY INFL IX N/B 02/43 0.625 (UNITED STATES GOVT) | Long | Debt | US | $154K | – | 0.04 |
| TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT) | Long | Debt | US | $115K | – | 0.03 |
| TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.56 |
| TSY INFL IX N/B 02/54 2.125 (UNITED STATES GOVT) | Long | Debt | US | $994K | – | 0.25 |
| TSY INFL IX N/B 04/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 6.32 |
| TSY INFL IX N/B 04/27 0.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 1.04 |
| TSY INFL IX N/B 04/28 1.25 (UNITED STATES GOVT) | Long | Debt | US | $30M | – | 7.76 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 2.03 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $931K | – | 0.24 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 6.47 |
| TSY INFL IX N/B 07/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $15M | – | 3.72 |
| TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 2.58 |
| TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 1.36 |
| TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.27 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $97K | – | 0.02 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.65 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $25M | – | 6.47 |
| TSY INFL IX N/B 10/26 0.125 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 2.05 |
| TSY INFL IX N/B 10/27 1.625 (UNITED STATES GOVT) | Long | Debt | US | $41M | – | 10.61 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $29M | – | 7.31 |
| TTF NAT GAS F SEP24 NDEX 20240829 | Derivative-commodity | NL | $2K | – | 0.00 | |
| UBS GROUP AG SR UNSECURED REGS 01/28 VAR | Long | Debt | CH | $99K | – | 0.03 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $121K | – | 0.03 |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $173K | – | 0.04 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-361K | – | -0.09 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-16K | – | -0.00 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-409K | – | -0.10 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $141K | – | 0.04 | |
| VARS GOLDLNPM 0.042025 10/22/25 JPM | Derivative-interest rate | US | $152K | – | 0.04 | |
| VARS GOLDLNPM 0.06325225 04/10/26 JPM | Derivative-interest rate | US | $152K | – | 0.04 | |
| VARS GOLDLNPM 0.069696 08/02/24 JPM | Derivative-interest rate | US | $4K | – | 0.00 | |
| VENTURE CDO LTD VENTR 2017 29A AR 144A (VENTURE XXIX CLO LTD 2017-29A) | Long | ABS-collateralized bond/debt obligation | KY | $287K | – | 0.07 |
| VENTURE CDO LTD VENTR 2019 36A A1AR 144A (VENTURE 36 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.18 |
| VENTURE CDO LTD VENTR 2019 38A A1R 144A (VENTURE 38 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.08 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.51 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.33 |
| VOYA CLO LTD VOYA 2017 2A A1R 144A (VOYA CLO 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $314K | – | 0.08 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $248K | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR14 2A1 (WASHINGTON MUTUAL 2005-AR14) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A (WASHINGTON MUTUAL 2007-OA4) | Long | ABS-mortgage backed security | US | $70K | – | 0.02 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB (WMALT MTGE PASS-THRU CERT 2005-7) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| WELLFLEET CLO LTD WELF 2019 XA A1R 144A (WELLFLEET CLO X LTD 2019-XA) | Long | ABS-collateralized bond/debt obligation | KY | $798K | – | 0.20 |
| WHEAT FUTURE(CBT) DEC24 XCBT 20241213 | Derivative-commodity | US | $46K | – | 0.01 | |
| WHEAT FUTURE(CBT) JUL25 XCBT 20250714 | Derivative-commodity | US | $-1K | – | -0.00 | |
| WHEAT FUTURE(CBT) SEP24 XCBT 20240913 | Derivative-commodity | US | $81K | – | 0.02 | |
| WTI CRUDE FUTURE APR25 XNYM 20250320 | Derivative-commodity | US | $-13K | – | -0.00 | |
| WTI CRUDE FUTURE AUG24 XNYM 20240722 | Derivative-commodity | US | $-5K | – | -0.00 | |
| WTI CRUDE FUTURE DEC24 XNYM 20241120 | Derivative-commodity | US | $24K | – | 0.01 | |
| WTI CRUDE FUTURE DEC25 IFEU 20251119 | Derivative-commodity | GB | $-3K | – | -0.00 | |
| WTI CRUDE FUTURE FEB25 XNYM 20250121 | Derivative-commodity | US | $32K | – | 0.01 | |
| WTI CRUDE FUTURE JAN25 XNYM 20241219 | Derivative-commodity | US | $13K | – | 0.00 | |
| WTI CRUDE FUTURE JUL25 XNYM 20250620 | Derivative-commodity | US | $-13K | – | -0.00 | |
| WTI CRUDE FUTURE JUN25 XNYM 20250520 | Derivative-commodity | US | $-20K | – | -0.01 | |
| WTI CRUDE FUTURE MAR25 XNYM 20250220 | Derivative-commodity | US | $42K | – | 0.01 | |
| WTI CRUDE FUTURE MAY25 XNYM 20250422 | Derivative-commodity | US | $-8K | – | -0.00 | |
| WTI CRUDE FUTURE NOV24 XNYM 20241022 | Derivative-commodity | US | $-13K | – | -0.00 | |
| WTI CRUDE FUTURE OCT24 XNYM 20240920 | Derivative-commodity | US | $-20K | – | -0.01 | |
| WTI CRUDE FUTURE SEP24 XNYM 20240820 | Derivative-commodity | US | $-26K | – | -0.01 | |
| WTI CRUDE FUTURE SEP25 XNYM 20250820 | Derivative-commodity | US | $7K | – | 0.00 |
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.