PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO Emerging Markets Bond Portfolio
$192.54M
Avg Monthly Net Assets
$215.70M
Total Assets
$21.71M
Total Liabilities
$193.99M
Net Assets
PIMCO Emerging Markets Bond 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 $192.54M.
On August 28th, 2024 it reported 821 holdings, the largest
being BRAZIL GOVT (5.1%), SAUDI ARABIA GOVT (1.8%) and MEXICO GOVT (1.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026494 | VPVEMDV | |
| Advisor | C000030987 | VPVEMVV | |
| Institutional | C000030995 | PVEMBPA | |
| M | C000148732 | PVEMBPM |
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 |
|---|---|---|---|---|---|---|
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) | Long | Debt | AE | $407K | – | 0.21 |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) | Long | Debt | AE | $411K | – | 0.21 |
| ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5 | Long | Debt | AE | $610K | – | 0.31 |
| ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875 | Long | Debt | AE | $159K | – | 0.08 |
| ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125 | Long | Debt | AE | $840K | – | 0.43 |
| ABU DHABI NATIONAL ENERG SR UNSECURED 144A 01/29 4.375 (ABU DHABI NATIONAL ENERGY COMPANY PJSC (TAQA)) | Long | Debt | AE | $391K | – | 0.20 |
| ABU DHABI NATIONAL ENERG SR UNSECURED 144A 04/33 4.696 (ABU DHABI NATIONAL ENERGY COMPANY PJSC (TAQA)) | Long | Debt | AE | $293K | – | 0.15 |
| ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25 (ADANI TRANSMISSION STEP ONE LIMITED) | Long | Debt | IN | $125K | – | 0.06 |
| AEROPUERTO INTL TOCUMEN SR SECURED 144A 08/61 5.125 (AEROPUERTO INTERNACIONAL DE TOCUMEN SA) | Long | Debt | PA | $221K | – | 0.11 |
| AFRICAN EXPORT IMPORT BA SR UNSECURED 144A 05/26 2.634 (THE AFRICAN EXPORT-IMPORT BANK) | Long | Debt | $562K | – | 0.29 | |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 04/40 6.5 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $100K | – | 0.05 |
| ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75 (ANGLOGOLD ASHANTI HOLDINGS PLC) | Long | Debt | IM | $175K | – | 0.09 |
| ANTOFAGASTA PLC SR UNSECURED 144A 05/34 6.25 | Long | Debt | GB | $311K | – | 0.16 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 05/32 7.625 (EGYPTIAN GOVT) | Long | Debt | EG | $409K | – | 0.21 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/47 8.5 (EGYPTIAN GOVT) | Long | Debt | EG | $149K | – | 0.08 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375 (EGYPTIAN GOVT) | Long | Debt | EG | $936K | – | 0.48 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/32 7.625 (EGYPTIAN GOVT) | Long | Debt | EG | $1M | – | 0.59 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/50 8.875 (EGYPTIAN GOVT) | Long | Debt | EG | $458K | – | 0.24 |
| ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 09/33 7.3 (EGYPTIAN GOVT) | Long | Debt | EG | $396K | – | 0.20 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 (BANK OF AMERICA MTGE SECS-2006-A) | Long | ABS-mortgage backed security | US | $489.46 | – | 0.00 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 01/29 5.85 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $506K | – | 0.26 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $465K | – | 0.24 |
| BANCO DEL ESTADO CHILE JR SUBORDINA 144A 12/99 VAR (BANCO DEL ESTADO DE CHILE) | Long | Debt | CL | $310K | – | 0.16 |
| BANCO DO BRASIL SA SNR LA SP JPM | Derivative-credit | US | $2K | – | 0.00 | |
| BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5 (BANCO DO BRASIL SA/LONDON BRANCH) | Long | Debt | BR | $828K | – | 0.43 |
| BANCO GENERAL SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | PA | $347K | – | 0.18 |
| BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR (BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH) | Long | Debt | MX | $352K | – | 0.18 |
| BANCO MERCANTIL DE NORTE JR SUBORDINA 144A VAR (BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH) | Long | Debt | MX | $194K | – | 0.10 |
| BANCO NACIONAL DE PANAMA SR UNSECURED 144A 08/30 2.5 | Long | Debt | PA | $154K | – | 0.08 |
| BANCO SANTANDER SA SR UNSECURED 08/25 5.147 | Long | Debt | ES | $794K | – | 0.41 |
| BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 10/28 6.25 (BANK GOSPODARSTWA KRAJOWEGO) | Long | Debt | PL | $207K | – | 0.11 |
| BANK HAPOALIM SUBORDINATED 144A REGS 01/32 V (BANK HAPOALIM LTD) | Long | Debt | IL | $270K | – | 0.14 |
| BARCLAYS PLC SR UNSECURED 08/26 5.304 | Long | Debt | GB | $497K | – | 0.26 |
| BARCLAYS PLC SR UNSECURED REGS 02/27 3.25 | Long | Debt | GB | $120K | – | 0.06 |
| BCAP LLC TRUST BCAP 2012 RR3 2A8 144A (BCAP LLC TRUST 2012-RR3) | Long | ABS-mortgage backed security | US | $441K | – | 0.23 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $492.48 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B1 A5 (BENCHMARK MORTGAGE TRUST 2018-B1) | Long | ABS-mortgage backed security | US | $938K | – | 0.48 |
| BENIN INTL GOV BOND SR UNSECURED 144A 02/38 7.96 (BENIN GOVT) | Long | Debt | BJ | $186K | – | 0.10 |
| BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000 (BIOCEANICO SOVEREIGN CERTIFICATE LIMITED) | Long | Debt | KY | $380K | – | 0.20 |
| BOI FINANCE BV GOVT GUARANT 144A 02/27 7.5 | Long | Debt | NL | $606K | – | 0.31 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $168.21 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $88.78 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240802 | Derivative-foreign exchange | AU | $158.88 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-9K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-37K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-45K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-58K | – | -0.03 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-73K | – | -0.04 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-76K | – | -0.04 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-132K | – | -0.07 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-292K | – | -0.15 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-6K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $725.22 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-851.86 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-1K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-2K | – | -0.00 | |
| BOUGHT COP SOLD USD 20240815 | Derivative-foreign exchange | CO | $-12K | – | -0.01 | |
| BOUGHT EGP SOLD USD 20240709 | Derivative-foreign exchange | EG | $-494.74 | – | -0.00 | |
| BOUGHT EGP SOLD USD 20240717 | Derivative-foreign exchange | EG | $8K | – | 0.00 | |
| BOUGHT EGP SOLD USD 20240717 | Derivative-foreign exchange | EG | $324.94 | – | 0.00 | |
| BOUGHT EGP SOLD USD 20240724 | Derivative-foreign exchange | EG | $-223.59 | – | -0.00 | |
| BOUGHT EGP SOLD USD 20240812 | Derivative-foreign exchange | EG | $-175.28 | – | -0.00 | |
| BOUGHT EGP SOLD USD 20240912 | Derivative-foreign exchange | EG | $20K | – | 0.01 | |
| BOUGHT EGP SOLD USD 20240916 | Derivative-foreign exchange | EG | $-2K | – | -0.00 | |
| BOUGHT EGP SOLD USD 20240918 | Derivative-foreign exchange | EG | $24.42 | – | 0.00 | |
| BOUGHT EGP SOLD USD 20240918 | Derivative-foreign exchange | EG | $-341.31 | – | -0.00 | |
| BOUGHT EGP SOLD USD 20240918 | Derivative-foreign exchange | EG | $-415.78 | – | -0.00 | |
| BOUGHT EGP SOLD USD 20240918 | Derivative-foreign exchange | EG | $-542.58 | – | -0.00 | |
| BOUGHT EGP SOLD USD 20250317 | Derivative-foreign exchange | EG | $23K | – | 0.01 | |
| BOUGHT EGP SOLD USD 20250317 | Derivative-foreign exchange | EG | $11K | – | 0.01 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-35.72 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-901.85 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-573.91 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-832.02 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-876.14 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-214.76 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $262.2 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $666.97 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $612.79 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $337.02 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $263.01 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $110.88 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $51.81 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-237.27 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-347.14 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-550.07 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $360.13 | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-141.84 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $11K | – | 0.01 | |
| BOUGHT NGN SOLD USD 20250212 | Derivative-foreign exchange | NG | $724.12 | – | 0.00 | |
| BOUGHT NGN SOLD USD 20250212 | Derivative-foreign exchange | NG | $552.75 | – | 0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-196.81 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-394.38 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-1K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-53.19 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-292.99 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-304.61 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-653.76 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-981.09 | – | -0.00 | |
| BOUGHT PHP SOLD USD 20240726 | Derivative-foreign exchange | PH | $456.5 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $6K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-12.19 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-129.95 | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-654.61 | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-2K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240802 | Derivative-foreign exchange | SE | $-80.24 | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $9.59 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240708 | Derivative-foreign exchange | TR | $36K | – | 0.02 | |
| BOUGHT TRY SOLD USD 20240716 | Derivative-foreign exchange | TR | $651.52 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240722 | Derivative-foreign exchange | TR | $8K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $419.8 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $338.04 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $364.07 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $895.25 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $417.88 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $519.87 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240809 | Derivative-foreign exchange | TR | $592.36 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $810.01 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240815 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $204.82 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $264.02 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240823 | Derivative-foreign exchange | TR | $182.77 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240826 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240827 | Derivative-foreign exchange | TR | $433.05 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $328.12 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $195.6 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20241108 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BRAZIL LA SP BPS | Derivative-credit | US | $-2K | – | -0.00 | |
| CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS (CANADA SQUARE FUNDING 6) | Long | ABS-mortgage backed security | GB | $192K | – | 0.10 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $203K | – | 0.10 |
| CDX EM38 ICE | Derivative-credit | US | $14K | – | 0.01 | |
| CDX EM39 ICE | Derivative-credit | US | $16K | – | 0.01 | |
| CDX EM41 ICE | Derivative-credit | US | $32K | – | 0.02 | |
| CHILE ELECTRICITY LUX GOVT GUARANT 144A 01/33 6.01 (CHILE ELECTRICITY LUX MPC SARL) | Long | Debt | LU | $507K | – | 0.26 |
| CHILEAN GOVT LA BP BOA | Derivative-credit | US | $-4K | – | -0.00 | |
| CHILEAN GOVT LA BP BPS | Derivative-credit | US | $-2K | – | -0.00 | |
| CHILEAN GOVT LA BP MYC | Derivative-credit | US | $-6K | – | -0.00 | |
| CHILEAN GOVT LA SP BOA | Derivative-credit | US | $12K | – | 0.01 | |
| CHILEAN GOVT LA SP BOA | Derivative-credit | US | $2K | – | 0.00 | |
| CHILEAN GOVT LA SP BPS | Derivative-credit | US | $20K | – | 0.01 | |
| CHILEAN GOVT LA SP BPS | Derivative-credit | US | $1K | – | 0.00 | |
| CHILEAN GOVT LA SP BRC | Derivative-credit | US | $15K | – | 0.01 | |
| CHILEAN GOVT LA SP MYC | Derivative-credit | US | $12K | – | 0.01 | |
| CHILEAN GOVT LA SP MYC | Derivative-credit | US | $905.5 | – | 0.00 | |
| CHINA AS SP BRC | Derivative-credit | US | $56K | – | 0.03 | |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 1A1 (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $193.5 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA (CITIGROUP MTGE LOAN TR INC 2007-10) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A5 1A5 (CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5) | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| CK HUTCHISON INTL 23 COMPANY GUAR 144A 04/28 4.75 (CK HUTCHISON INTERNATIONAL (23) LIMITED) | Long | Debt | KY | $494K | – | 0.25 |
| CK HUTCHISON INTL 23 COMPANY GUAR 144A 04/33 4.875 (CK HUTCHISON INTERNATIONAL (23) LIMITED) | Long | Debt | KY | $483K | – | 0.25 |
| CODELCO INC SR UNSECURED 144A 01/34 5.95 (CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)) | Long | Debt | CL | $301K | – | 0.16 |
| CODELCO INC SR UNSECURED 144A 01/36 6.44 (CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)) | Long | Debt | CL | $311K | – | 0.16 |
| CODELCO INC SR UNSECURED 144A 01/50 3.7 (CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)) | Long | Debt | CL | $207K | – | 0.11 |
| CODELCO INC SR UNSECURED 144A 02/33 5.125 (CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)) | Long | Debt | CL | $286K | – | 0.15 |
| CODELCO INC SR UNSECURED 144A 09/53 6.3 (CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)) | Long | Debt | CL | $298K | – | 0.15 |
| CODELCO INC SR UNSECURED REGS 07/42 4.25 (CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)) | Long | Debt | CL | $158K | – | 0.08 |
| CODELCO INC SR UNSECURED REGS 11/44 4.875 (CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)) | Long | Debt | CL | $508K | – | 0.26 |
| COLOMBIA LA SP BOA | Derivative-credit | US | $3K | – | 0.00 | |
| COMISION FEDERAL DE ELEC COMPANY GUAR 144A 02/52 6.264 (COMISION FEDERAL DE ELECTRICIDAD (CFE)) | Long | Debt | MX | $171K | – | 0.09 |
| CONSTELLATION OIL B SHS EQUITY EQTYMR935 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Equity-common | US | $43K | 393K | 0.02 |
| CONSTELLATION OIL SA SR SECURED 12/26 3 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $292K | – | 0.15 |
| COSTA RICA GOVERNMENT UNSECURED 144A 11/54 7.3 (COSTA RICA GOVT) | Long | Debt | CR | $315K | – | 0.16 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10 (COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB) | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2005-7) | Long | ABS-mortgage backed security | US | $306K | – | 0.16 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2006-14) | Long | ABS-mortgage backed security | US | $328K | – | 0.17 |
| CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 (CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA) | Long | Debt | PE | $213K | – | 0.11 |
| CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF2 (CREDIT BASED ASSET SRVC & SEC 2007-CB1) | Long | ABS-mortgage backed security | US | $161K | – | 0.08 |
| CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $24K | – | 0.01 |
| CSN ISLANDS XI CORP COMPANY GUAR REGS 01/28 6.75 (CSN INOVA VENTURES) | Long | Debt | KY | $761K | – | 0.39 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $195K | – | 0.10 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $184K | – | 0.09 |
| DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75 (DAE SUKUK (DIFC) LTD) | Long | Debt | AE | $579K | – | 0.30 |
| DESARROLLADORA HOMEX SAB DE COMMON STOCK (DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)) | Long | Equity-common | MX | $7.86 | 18K | 0.00 |
| DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 04/27 5.5 (DEVELOPMENT BANK OF KAZAKHSTAN JSC) | Long | Debt | KZ | $498K | – | 0.26 |
| DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 05/25 5.75 (DEVELOPMENT BANK OF KAZAKHSTAN JSC) | Long | Debt | KZ | $698K | – | 0.36 |
| DEVELOPMENT BANK OF SOUTHERN 10/24 8.6 (DEVELOPMENT BANK OF SOUTHERN AFRICA LIMITED) | Long | Debt | ZA | $1M | – | 0.69 |
| DOM REP CB NOTES NOTES 144A 01/26 13 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $132K | – | 0.07 |
| DOM REP CB NOTES NOTES 144A 12/25 13 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $866K | – | 0.45 |
| DOM REP CB NOTES UNSECURED 144A 10/25 12 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $141K | – | 0.07 |
| DOMINICAN REPUBLIC INTERNATION 06/36 0 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $348K | – | 0.18 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 01/41 5.3 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $340K | – | 0.18 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $511K | – | 0.26 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/29 5.5 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $194K | – | 0.10 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/31 7.05 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $155K | – | 0.08 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $329K | – | 0.17 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 6 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $485K | – | 0.25 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $285K | – | 0.15 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 6.6 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $150K | – | 0.08 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 07/28 6 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $1M | – | 0.66 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $628K | – | 0.32 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $229K | – | 0.12 |
| DOMINICAN REPUBLIC SR UNSECURED REGS 04/27 8.625 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $518K | – | 0.27 |
| DOMINICAN REPUBLIC SR UNSECURED REGS 06/26 9.75 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $136K | – | 0.07 |
| DOMINICAN REPUBLIC UNSECURED REGS 02/34 13.625 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $487K | – | 0.25 |
| DP WORLD LTD UAE SR UNSECURED 144A 07/37 6.85 (DP WORLD PLC (AKA: DP WORLD LTD)) | Long | Debt | AE | $217K | – | 0.11 |
| DP WORLD LTD UAE SR UNSECURED REGS 07/37 6.85 (DP WORLD PLC (AKA: DP WORLD LTD)) | Long | Debt | AE | $217K | – | 0.11 |
| DP WORLD LTD UAE SR UNSECURED REGS 07/37 6.85 (DP WORLD PLC (AKA: DP WORLD LTD)) | Long | Debt | AE | $217K | – | 0.11 |
| DUBAI GOVT EM BP HUS | Derivative-credit | US | $-414.37 | – | -0.00 | |
| DUBAI GOVT EM BP JPM | Derivative-credit | US | $-828.74 | – | -0.00 | |
| ECOPETROL SA DELAYED DRAW TERM LOAN | Long | Loan | US | $2M | – | 1.03 |
| ECOPETROL SA SR UNSECURED 01/36 8.375 | Long | Debt | CO | $393K | – | 0.20 |
| ECOPETROL SA SR UNSECURED 04/30 6.875 | Long | Debt | CO | $192K | – | 0.10 |
| ECOPETROL SA SR UNSECURED 05/45 5.875 | Long | Debt | CO | $287K | – | 0.15 |
| ECUADOR SOCIAL BOND SARL GOVT GUARANT REGS 01/35 0.0000 | Long | Debt | LU | $34K | – | 0.02 |
| EGYPT EM SP DUB | Derivative-credit | US | $-2K | – | -0.00 | |
| EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068 (EMPRESA DE LOS FERROCARRILES DEL ESTADO) | Long | Debt | CL | $122K | – | 0.06 |
| EMPRESA DE LOS FERROCARR SR UNSECURED 144A 09/61 3.83 (EMPRESA DE LOS FERROCARRILES DEL ESTADO) | Long | Debt | CL | $133K | – | 0.07 |
| EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65 (EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)) | Long | Debt | CL | $183K | – | 0.09 |
| EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/50 4.7 (EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)) | Long | Debt | CL | $246K | – | 0.13 |
| EMPRESA NACIONAL DEL PET SR UNSECURED 144A 05/33 6.15 (ENAP (EMPRESA NACIONAL DE PETROLEO)) | Long | Debt | CL | $201K | – | 0.10 |
| EMPRESA NACIONAL DEL PET SR UNSECURED 144A 09/31 3.45 (ENAP (EMPRESA NACIONAL DE PETROLEO)) | Long | Debt | CL | $257K | – | 0.13 |
| ENGIE ENERGIA CHILE SA SR UNSECURED 144A 04/34 6.375 | Long | Debt | CL | $203K | – | 0.10 |
| EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651 (EPH FINANCING INTERNATIONAL AS) | Long | Debt | CZ | $334K | – | 0.17 |
| ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 02/25 7.125 | Long | Debt | ZA | $498K | – | 0.26 |
| ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/28 8.45 | Long | Debt | ZA | $504K | – | 0.26 |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-62K | – | -0.03 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $16K | – | 0.01 | |
| EXPORT IMPORT BK INDIA SR UNSECURED 144A 01/30 3.25 (EXPORT-IMPORT BANK OF INDIA) | Long | Debt | IN | $451K | – | 0.23 |
| EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/26 3.375 (EXPORT-IMPORT BANK OF INDIA) | Long | Debt | IN | $481K | – | 0.25 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 01/32 6.125 (BRAZIL GOVT) | Long | Debt | BR | $494K | – | 0.25 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 01/41 5.625 (BRAZIL GOVT) | Long | Debt | BR | $44K | – | 0.02 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 01/50 4.75 (BRAZIL GOVT) | Long | Debt | BR | $369K | – | 0.19 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125 (BRAZIL GOVT) | Long | Debt | BR | $387K | – | 0.20 |
| FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/51 4.375 (SHARJAH GOVT) | Long | Debt | AE | $834K | – | 0.43 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $786K | – | 0.41 |
| FLEX LTD SR UNSECURED 06/29 4.875 (FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)) | Long | Debt | SG | $97K | – | 0.05 |
| FNMA POOL BK5346 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $310K | – | 0.16 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $458K | – | 0.24 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $707K | – | 0.36 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $773K | – | 0.40 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $937K | – | 0.48 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $208K | 9K | 0.11 |
| FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA) | Long | Equity-common | LU | $23K | 990 | 0.01 |
| FORESEA HOLDING SA SR SECURED 144A 06/30 7.5 | Long | Debt | LU | $115K | – | 0.06 |
| FORTUNE STAR BVI LTD COMPANY GUAR REGS 01/27 5.05 (FORTUNE STAR (BVI) LIMITED) | Long | Debt | VG | $272K | – | 0.14 |
| FORTUNE STAR BVI LTD COMPANY GUAR REGS 07/24 6.85 (FORTUNE STAR (BVI) LIMITED) | Long | Debt | VG | $499K | – | 0.26 |
| FORTUNE STAR BVI LTD COMPANY GUAR REGS 10/26 3.95 (FORTUNE STAR (BVI) LIMITED) | Long | Debt | VG | $293K | – | 0.15 |
| FREEPORT INDONESIA PT SR UNSECURED 144A 04/32 5.315 (PT FREEPORT INDONESIA) | Long | Debt | ID | $388K | – | 0.20 |
| GACI FIRST INVESTMENT COMPANY GUAR REGS 02/35 4.875 | Long | Debt | KY | $1M | – | 0.68 |
| GNL QUINTERO SA SR UNSECURED REGS 07/29 4.634 | Long | Debt | CL | $379K | – | 0.20 |
| GREENKO SOLAR MAURITIUS SR SECURED 144A 07/26 5.95 (GREENKO SOLAR (MAURITIUS) LIMITED) | Long | Debt | MU | $196K | – | 0.10 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $305K | – | 0.16 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51 (GREENSAIF PIPELINES BIDCO SA RL) | Long | Debt | LU | $312K | – | 0.16 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| HAZINE MUSTESARLIGI VARL SR UNSECURED 144A 01/29 8.5091 (HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI) | Long | Debt | TR | $953K | – | 0.49 |
| HIPOTECARIA SU CASITA SA COMMON STOCK | Long | Equity-common | MX | $0 | 5K | – |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $193K | – | 0.10 |
| HSBC HOLDINGS PLC SR UNSECURED 08/28 VAR | Long | Debt | GB | $199K | – | 0.10 |
| HUNGARIAN DEVELOPMENT BA GOVT GUARANT REGS 06/28 6.5 (HUNGARIAN DEVELOPMENT BANK) | Long | Debt | HU | $509K | – | 0.26 |
| HUNGARY SR UNSECURED 03/41 7.625 (HUNGARY GOVT) | Long | Debt | HU | $114K | – | 0.06 |
| HUNGARY SR UNSECURED 144A 03/36 5.5 (HUNGARY GOVT) | Long | Debt | HU | $577K | – | 0.30 |
| HUNGARY SR UNSECURED 144A 06/29 5.25 (HUNGARY GOVT) | Long | Debt | HU | $688K | – | 0.35 |
| HUNGARY SR UNSECURED 144A 09/31 2.125 (HUNGARY GOVT) | Long | Debt | HU | $198K | – | 0.10 |
| HUNGARY SR UNSECURED 144A 09/32 6.25 (HUNGARY GOVT) | Long | Debt | HU | $207K | – | 0.11 |
| HUNGARY SR UNSECURED 144A 09/52 6.75 (HUNGARY GOVT) | Long | Debt | HU | $428K | – | 0.22 |
| HUNGARY SR UNSECURED REGS 04/32 1.625 (HUNGARY GOVT) | Long | Debt | HU | $88K | – | 0.05 |
| HUNGARY SR UNSECURED REGS 06/34 5.5 (HUNGARY GOVT) | Long | Debt | HU | $194K | – | 0.10 |
| HUNGARY SR UNSECURED REGS 09/51 3.125 (HUNGARY GOVT) | Long | Debt | HU | $127K | – | 0.07 |
| ICD FUNDING LTD COMPANY GUAR REGS 04/26 3.223 (ICD FUNDING LIMITED) | Long | Debt | KY | $192K | – | 0.10 |
| ICL GROUP LIMITED SR UNSECURED 144A REGS 05/38 6 (ICL GROUP LTD) | Long | Debt | IL | $183K | – | 0.09 |
| INDO ASAHAN/MINERAL IND SR UNSECURED 144A 05/30 5.45 (INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT) | Long | Debt | ID | $786K | – | 0.41 |
| INDONESIA AS SP GST | Derivative-credit | US | $38K | – | 0.02 | |
| INDUSTRIAS PENOLES SAB D SR UNSECURED 144A 08/50 4.75 (INDUSTRIAS PENOLES SAB DE CV) | Long | Debt | MX | $308K | – | 0.16 |
| INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR7 1A1 (INDYMAC INDA MORTGAGE LOAN TR 2007-AR7) | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-16IP) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3 (INDYMAC INDX MORTGAGE LOAN TR 2006-AR41) | Long | ABS-mortgage backed security | US | $138K | – | 0.07 |
| INRETAIL CONSUMER SR SECURED 144A 03/28 3.25 | Long | Debt | PE | $452K | – | 0.23 |
| INTEROCEANICA FINANCE V SR SECURED 144A 05/30 0.00000 (INTEROCEANICA V FINANCE LIMITED) | Long | Debt | KY | $414K | – | 0.21 |
| INTEROCEANICA FINANCE V UNSECURED 144A 05/30 7.86 (INTEROCEANICA V FINANCE LIMITED) | Long | Debt | KY | $219K | – | 0.11 |
| INTEROCEANICA IV FINANCE SR SECURED REGS 11/25 0.00000 (INTEROCEANICA IV FINANCE LIMITED) | Long | Debt | KY | $37K | – | 0.02 |
| IRS CLP 4.85500 12/18/23-10Y CME | Derivative-interest rate | CL | $-24K | – | -0.01 | |
| IRS CLP 5.51070 11/13/23-10Y CME | Derivative-interest rate | CL | $-8K | – | -0.00 | |
| IRS CZK 3.67500 01/08/24-5Y CME | Derivative-interest rate | CZ | $41K | – | 0.02 | |
| IRS CZK 3.76900 01/09/24-5Y CME | Derivative-interest rate | CZ | $47K | – | 0.02 | |
| IRS CZK 4.17500 11/07/23-5Y CME | Derivative-interest rate | CZ | $131K | – | 0.07 | |
| IRS CZK 4.61100 06/06/23-5Y CME | Derivative-interest rate | CZ | $11K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $512 | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-17K | – | -0.01 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-11K | – | -0.01 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $17K | – | 0.01 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $11K | – | 0.01 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $12K | – | 0.01 | ||
| IRS ZAR 5.95000 11/30/21-3Y CME | Derivative-interest rate | ZA | $18K | – | 0.01 | |
| ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 04/51 8.875 (PAKISTAN GOVT) | Long | Debt | PK | $226K | – | 0.12 |
| ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 12/27 6.875 (PAKISTAN GOVT) | Long | Debt | PK | $347K | – | 0.18 |
| ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/26 6 (PAKISTAN GOVT) | Long | Debt | PK | $452K | – | 0.23 |
| ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/31 7.375 (PAKISTAN GOVT) | Long | Debt | PK | $316K | – | 0.16 |
| ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/51 8.875 (PAKISTAN GOVT) | Long | Debt | PK | $226K | – | 0.12 |
| ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75 (ISRAEL ELECTRIC CORPORATION LTD) | Long | Debt | IL | $247K | – | 0.13 |
| ISRAEL GOVT EM SP GST | Derivative-credit | US | $216.27 | – | 0.00 | |
| ISRAEL GOVT EM SP GST | Derivative-credit | US | $206.4 | – | 0.00 | |
| ISRAEL GOVT EM SP GST | Derivative-credit | US | $-75.91 | – | -0.00 | |
| IVORY COAST SR UNSECURED 144A 03/48 6.625 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $167K | – | 0.09 |
| IVORY COAST SR UNSECURED REGS 01/32 4.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $314K | – | 0.16 |
| IVORY COAST SR UNSECURED REGS 03/30 5.25 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $452K | – | 0.23 |
| IVORY COAST SR UNSECURED REGS 10/31 5.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $387K | – | 0.20 |
| IVORY COAST SR UNSECURED REGS 10/40 6.875 (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $180K | – | 0.09 |
| IVORY COAST SR UNSECURED REGS 12/32 VAR (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Debt | CI | $501K | – | 0.26 |
| KAISA GROUP HOLDINGS LTD SR SECURED REGS 06/24 9.375 | Long | Debt | KY | $11K | – | 0.01 |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/27 4.75 (KAZMUNAYGAS NATIONAL COMPANY JSC) | Long | Debt | KZ | $387K | – | 0.20 |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75 (KAZMUNAYGAS NATIONAL COMPANY JSC) | Long | Debt | KZ | $175K | – | 0.09 |
| KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 10/48 6.375 (KAZMUNAYGAS NATIONAL COMPANY JSC) | Long | Debt | KZ | $189K | – | 0.10 |
| KINGDOM OF BAHRAIN SR UNSECURED REGS 01/28 4.25 (BAHRAIN GOVT) | Long | Debt | BH | $282K | – | 0.15 |
| KINGDOM OF BAHRAIN SR UNSECURED REGS 09/47 7.5 (BAHRAIN GOVT) | Long | Debt | BH | $670K | – | 0.35 |
| KINGDOM OF JORDAN SR UNSECURED 144A 01/28 7.75 (JORDAN GOVT) | Long | Debt | JO | $198K | – | 0.10 |
| KINGDOM OF JORDAN SR UNSECURED 144A 01/29 7.5 (JORDAN GOVT) | Long | Debt | JO | $392K | – | 0.20 |
| KINGDOM OF JORDAN SR UNSECURED REGS 01/27 5.75 (JORDAN GOVT) | Long | Debt | JO | $191K | – | 0.10 |
| KINGDOM OF JORDAN SR UNSECURED REGS 10/47 7.375 (JORDAN GOVT) | Long | Debt | JO | $256K | – | 0.13 |
| KINGDOM OF MOROCCO SR UNSECURED 144A 12/50 4 (MOROCCO GOVT) | Long | Debt | MA | $138K | – | 0.07 |
| KONDOR FINANCE PLC (NAK) SR UNSECURED REGS 07/26 7.125 (NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC) | Long | Debt | GB | $90K | – | 0.05 |
| KOREA NATIONAL OIL CORP SR UNSECURED 144A 04/29 4.875 (KOREA NATIONAL OIL CORP (KNOC)) | Long | Debt | KR | $396K | – | 0.20 |
| KSA SUKUK LTD SR UNSECURED 144A 06/34 5.25 (SAUDI ARABIA GOVT) | Long | Debt | KY | $200K | – | 0.10 |
| LEBANESE REPUBLIC SR UNSECURED 05/34 8.25 (LEBANON GOVT) | Long | Debt | LB | $42K | – | 0.02 |
| LEHMAN XS TRUST LXS 2006 14N 1A1A (LEHMAN XS TRUST 2006-14N) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| LEHMAN XS TRUST LXS 2007 15N 2A1 (LEHMAN XS TRUST 2007-15N) | Long | ABS-mortgage backed security | US | $126K | – | 0.06 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $10M | – | 5.09 |
| LEVIATHAN BOND LTD SR SECURED 144A REGS 06/25 6.1 (DELEK DRILLIN (LEVIATHAN BOND LTD)) | Long | Debt | IL | $388K | – | 0.20 |
| LG CHEM LTD SR UNSECURED 144A 07/26 1.375 | Long | Debt | KR | $830K | – | 0.43 |
| LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875 (LIMA METRO LINE 2 FINANCE LIMITED) | Long | Debt | KY | $85K | – | 0.04 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR | Long | Debt | GB | $198K | – | 0.10 |
| MAGYAR EXPORT IMPORT BAN GOVT GUARANT 144A 12/27 6.125 (MAGYAR EXPORT-IMPORT BANK RT (AKA: EXPORT-IMPORT BANK OF HUNGARY)) | Long | Debt | HU | $402K | – | 0.21 |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 05/34 5.875 (MDGH GMTN (RSC) LTD) | Long | Debt | AE | $317K | – | 0.16 |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 05/53 5.084 (MDGH GMTN (RSC) LTD) | Long | Debt | AE | $190K | – | 0.10 |
| MEITUAN SR UNSECURED REGS 04/27 0.0000 | Long | Debt | KY | $571K | – | 0.29 |
| METINVEST BV COMPANY GUAR REGS 04/26 8.5 | Long | Debt | NL | $324K | – | 0.17 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $278K | – | 0.14 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $333K | – | 0.17 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $898K | – | 0.46 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $3M | – | 1.76 |
| MEXICO LA SP BPS | Derivative-credit | US | $3K | – | 0.00 | |
| MEXICO LA SP BPS | Derivative-credit | US | $2K | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $401.51 | – | 0.00 | |
| MEXICO LA SP GST | Derivative-credit | US | $-12.82 | – | -0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $2K | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $428.44 | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $401.51 | – | 0.00 | |
| MEXICO LA SP MYC | Derivative-credit | US | $-64.13 | – | -0.00 | |
| MINERA MEXICO SA DE CV SR UNSECURED 144A 01/50 4.5 | Long | Debt | MX | $154K | – | 0.08 |
| MONG DUONG FIN HLDGS BV SR SECURED 144A 05/29 5.125 (MONG DUONG FINANCE HOLDINGS BV) | Long | Debt | NL | $321K | – | 0.17 |
| MONGOLIA INTL BOND SR UNSECURED 144A 06/29 7.875 (MONGOLIA GOVT) | Long | Debt | MN | $205K | – | 0.11 |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1 (MORGAN STANLEY ABS CAPITAL I 2004-NC3) | Long | ABS-mortgage backed security | US | $315K | – | 0.16 |
| MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M3 (MORGAN STANLEY ABS CAPITAL I 2005-NC1) | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $758.57 | – | 0.00 |
| MVM ENERGETIKA ZRT SR UNSECURED REGS 06/28 7.5 | Long | Debt | HU | $208K | – | 0.11 |
| NAKILAT INC SR SECURED REGS 12/33 6.067 | Long | Debt | MH | $87K | – | 0.04 |
| NBK SPC LTD COMPANY GUAR 144A 09/27 VAR (NBK SPC LIMITED) | Long | Debt | AE | $644K | – | 0.33 |
| NE PROPERTY BV COMPANY GUAR REGS 10/26 1.875 | Long | Debt | NL | $404K | – | 0.21 |
| NORTH MACEDONIA SR UNSECURED 144A 03/27 6.96 (MACEDONIA GOVT) | Long | Debt | MK | $556K | – | 0.29 |
| NOTA DO TESOURO NACIONAL NOTES 08/50 6 (BRAZIL GOVT) | Long | Debt | BR | $741K | – | 0.38 |
| OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 05/34 6.75 (OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)) | Long | Debt | MA | $308K | – | 0.16 |
| OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 05/54 7.5 (OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)) | Long | Debt | MA | $306K | – | 0.16 |
| OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/31 3.75 (OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)) | Long | Debt | MA | $346K | – | 0.18 |
| OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/51 5.125 (OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)) | Long | Debt | MA | $377K | – | 0.19 |
| OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/51 7 (OMAN GOVT) | Long | Debt | OM | $527K | – | 0.27 |
| OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625 (OMAN GOVT) | Long | Debt | OM | $1M | – | 0.52 |
| OMAN GOV INTERNTL BOND SR UNSECURED REGS 03/47 6.5 (OMAN GOVT) | Long | Debt | OM | $500K | – | 0.26 |
| OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6 (OMAN GOVT) | Long | Debt | OM | $610K | – | 0.31 |
| OMAN GOVT EM BP BOA | Derivative-credit | US | $-969.81 | – | -0.00 | |
| OMAN GOVT EM BP BPS | Derivative-credit | US | $-969.81 | – | -0.00 | |
| PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC) | Long | Debt | GB | $2M | – | 0.94 |
| PANAMA LA SP CBK | Derivative-credit | US | $1K | – | 0.00 | |
| PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M3 (PARK PLACE SEC INC 2005-WHQ4) | Long | ABS-mortgage backed security | US | $435K | – | 0.22 |
| PELABUHAN INDO PERSERO SR UNSECURED REGS 10/24 4.875 (PT PELABUHAN INDONESIA (PERSERO)) | Long | Debt | ID | $499K | – | 0.26 |
| PERU LA SP BPS | Derivative-credit | US | $8K | – | 0.00 | |
| PERU LA SP CBK | Derivative-credit | US | $8K | – | 0.00 | |
| PERU LA SP GST | Derivative-credit | US | $19K | – | 0.01 | |
| PERU LA SP MYC | Derivative-credit | US | $23K | – | 0.01 | |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $154K | – | 0.08 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 05/27 4.125 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $193K | – | 0.10 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $577K | – | 0.30 |
| PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/47 5.25 (PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA) | Long | Debt | ID | $354K | – | 0.18 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $18K | – | 0.01 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $369K | – | 0.19 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $24K | – | 0.01 |
| PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6 (PETROLEOS DE VENEZUELA SA (PDVSA)) | Long | Debt | VE | $149K | – | 0.08 |
| PETROLEOS DEL PERU SA SR UNSECURED 144A 06/32 4.75 (PETROLEOS DEL PERU SA - PETROPERU SA) | Long | Debt | PE | $300K | – | 0.15 |
| PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625 (PETROLEOS DEL PERU SA - PETROPERU SA) | Long | Debt | PE | $192K | – | 0.10 |
| PETROLEOS DEL PERU SA SR UNSECURED REGS 06/32 4.75 (PETROLEOS DEL PERU SA - PETROPERU SA) | Long | Debt | PE | $150K | – | 0.08 |
| PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625 (PETROLEOS DEL PERU SA - PETROPERU SA) | Long | Debt | PE | $128K | – | 0.07 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $3M | – | 1.72 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $2M | – | 1.02 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/33 10 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $301K | – | 0.16 |
| PETROLEOS MEXICANOS COMPANY GUAR 06/38 6.625 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $285K | – | 0.15 |
| PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $303K | – | 0.16 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $266K | – | 0.14 |
| PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/61 3.404 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $201K | – | 0.10 |
| PETRORIO LUX HLD SARL SR SECURED 144A 06/26 6.125 (PETRORIO LUXEMBOURG HOLDING SARL) | Long | Debt | LU | $293K | – | 0.15 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $3M | – | 1.72 |
| POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625 (POINSETTIA FINANCE LIMITED) | Long | Debt | KY | $495K | – | 0.26 |
| POLAND GOVT EM SP JPM | Derivative-credit | US | $2K | – | 0.00 | |
| POWER SECTOR ASSETS + LI GOVT GUARANT REGS 12/24 7.39 (POWER SECTOR ASSETS & LIABILITIES MANAGEMENT CORPORATION) | Long | Debt | PH | $906K | – | 0.47 |
| PROSUS NV SR UNSECURED 144A 01/27 3.257 | Long | Debt | NL | $187K | – | 0.10 |
| PROSUS NV SR UNSECURED 144A 01/30 3.68 | Long | Debt | NL | $178K | – | 0.09 |
| PROSUS NV SR UNSECURED 144A 08/50 4.027 | Long | Debt | NL | $136K | – | 0.07 |
| PROSUS NV SR UNSECURED REGS 08/28 1.539 | Long | Debt | NL | $192K | – | 0.10 |
| PROSUS NV SR UNSECURED REGS 08/32 2.031 | Long | Debt | NL | $87K | – | 0.05 |
| PROVINCE OF NEUQUEN SR UNSECURED 144A 04/30 VAR (PROVINCIA DE NEUQUEN ARGENTINA) | Long | Debt | AR | $129K | – | 0.07 |
| PROVINCIA DE BUENOS AIRE SR UNSECURED 144A 09/37 VAR (PROVINCE OF BUENOS AIRES ARGENTINA) | Long | Debt | AR | $221K | – | 0.11 |
| PROVINCIA DE LA RIOJA SR UNSECURED 144A 02/28 VAR (GOBIERNO DE LA PROVINCIA DE LA RIOJA) | Long | Debt | AR | $0.54 | – | 0.00 |
| PT PERTAMINA (PERSERO) SR UNSECURED 144A 02/26 1.4 | Long | Debt | ID | $468K | – | 0.24 |
| PT PERTAMINA (PERSERO) SR UNSECURED 144A 05/42 6 | Long | Debt | ID | $402K | – | 0.21 |
| PT PERTAMINA (PERSERO) SR UNSECURED 144A 05/44 6.45 | Long | Debt | ID | $2M | – | 0.82 |
| PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/42 6 | Long | Debt | ID | $603K | – | 0.31 |
| QATAR ENERGY SR UNSECURED 144A 07/31 2.25 (QATARENERGY) | Long | Debt | QA | $167K | – | 0.09 |
| QATAR ENERGY SR UNSECURED 144A 07/41 3.125 (QATARENERGY) | Long | Debt | QA | $299K | – | 0.15 |
| QATAR ENERGY SR UNSECURED 144A 07/51 3.3 (QATARENERGY) | Long | Debt | QA | $351K | – | 0.18 |
| QATAR ENERGY SR UNSECURED REGS 07/31 2.25 (QATARENERGY) | Long | Debt | QA | $502K | – | 0.26 |
| QATAR ENERGY SR UNSECURED REGS 07/41 3.125 (QATARENERGY) | Long | Debt | QA | $373K | – | 0.19 |
| QATAR ENERGY SR UNSECURED REGS 07/51 3.3 (QATARENERGY) | Long | Debt | QA | $631K | – | 0.33 |
| QATAR ENERGY SR UNSECURED REGS 09/26 1.375 (QATARENERGY) | Long | Debt | QA | $738K | – | 0.38 |
| QATAR GOVT EM SP GLM | Derivative-credit | US | $31K | – | 0.02 | |
| QATAR GOVT EM SP MYC | Derivative-credit | US | $5K | – | 0.00 | |
| RAS LAFFAN LNG 3 SR SECURED REGS 09/27 5.838 (RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III) | Long | Debt | QA | $220K | – | 0.11 |
| REP OF ANGOLA(AVENIR IS) SR SECURED REGS 02/27 6.927 (REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DAC) | Long | Debt | IE | $1M | – | 0.69 |
| REPUBLIC OF ALBANIA SR UNSECURED 144A 11/31 3.5 (ALBANIA GOVT) | Long | Debt | AL | $193K | – | 0.10 |
| REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25 (ANGOLA GOVT) | Long | Debt | AO | $377K | – | 0.19 |
| REPUBLIC OF ANGOLA SR UNSECURED REGS 05/48 9.375 (ANGOLA GOVT) | Long | Debt | AO | $168K | – | 0.09 |
| REPUBLIC OF ANGOLA SR UNSECURED REGS 11/25 9.5 (ANGOLA GOVT) | Long | Debt | AO | $305K | – | 0.16 |
| REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR (ARGENTINA GOVT) | Long | Debt | AR | $1M | – | 0.54 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $259K | – | 0.13 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $493K | – | 0.25 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $792K | – | 0.41 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT) | Long | Debt | AR | $2M | – | 0.90 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR (ARGENTINA GOVT) | Long | Debt | AR | $136K | – | 0.07 |
| REPUBLIC OF ARMENIA SR UNSECURED 144A 02/31 3.6 (ARMENIA GOVT) | Long | Debt | AM | $408K | – | 0.21 |
| REPUBLIC OF ARMENIA SR UNSECURED 144A 09/29 3.95 (ARMENIA GOVT) | Long | Debt | AM | $260K | – | 0.13 |
| REPUBLIC OF CAMEROON SR UNSECURED 144A 07/32 5.95 (CAMEROON GOVT) | Long | Debt | CM | $333K | – | 0.17 |
| REPUBLIC OF CAMEROON SR UNSECURED REGS 07/32 5.95 (CAMEROON GOVT) | Long | Debt | CM | $125K | – | 0.06 |
| REPUBLIC OF CAMEROON SR UNSECURED REGS 11/25 9.5 (CAMEROON GOVT) | Long | Debt | CM | $132K | – | 0.07 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $198K | – | 0.10 |
| REPUBLIC OF CHILE SR UNSECURED 03/42 4.34 (CHILEAN GOVT) | Long | Debt | CL | $692K | – | 0.36 |
| REPUBLIC OF CHILE SR UNSECURED 05/41 3.1 (CHILEAN GOVT) | Long | Debt | CL | $220K | – | 0.11 |
| REPUBLIC OF CHILE SR UNSECURED 09/71 3.25 (CHILEAN GOVT) | Long | Debt | CL | $497K | – | 0.26 |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125 (COLOMBIAN GOVT) | Long | Debt | CO | $335K | – | 0.17 |
| REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5 (COLOMBIAN GOVT) | Long | Debt | CO | $702K | – | 0.36 |
| REPUBLIC OF COLOMBIA SR UNSECURED 03/29 4.5 (COLOMBIAN GOVT) | Long | Debt | CO | $640K | – | 0.33 |
| REPUBLIC OF COLOMBIA SR UNSECURED 05/49 5.2 (COLOMBIAN GOVT) | Long | Debt | CO | $353K | – | 0.18 |
| REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5 (COLOMBIAN GOVT) | Long | Debt | CO | $917K | – | 0.47 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 (COLOMBIAN GOVT) | Long | Debt | CO | $309K | – | 0.16 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/53 8.75 (COLOMBIAN GOVT) | Long | Debt | CO | $422K | – | 0.22 |
| REPUBLIC OF COTE DIVOIRE THE 2024 EUR UPSIZE TERM LOAN (IVORY COAST GOVT (AKA: COTE D'IVOIRE)) | Long | Loan | CI | $1M | – | 0.55 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 0.0000 (ECUADOR GOVT) | Long | Debt | EC | $83K | – | 0.04 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR (ECUADOR GOVT) | Long | Debt | EC | $293K | – | 0.15 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR (ECUADOR GOVT) | Long | Debt | EC | $719K | – | 0.37 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR (ECUADOR GOVT) | Long | Debt | EC | $134K | – | 0.07 |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR (ECUADOR GOVT) | Long | Debt | EC | $254K | – | 0.13 |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR (ECUADOR GOVT) | Long | Debt | EC | $271K | – | 0.14 |
| REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR (ECUADOR GOVT) | Long | Debt | EC | $87K | – | 0.04 |
| REPUBLIC OF EL SALVADOR SR UNSECURED 144A 01/50 7.1246 (EL SALVADOR GOVT) | Long | Debt | SV | $386K | – | 0.20 |
| REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 9.25 (EL SALVADOR GOVT) | Long | Debt | SV | $446K | – | 0.23 |
| REPUBLIC OF EL SALVADOR SR UNSECURED REGS 01/27 6.375 (EL SALVADOR GOVT) | Long | Debt | SV | $317K | – | 0.16 |
| REPUBLIC OF EL SALVADOR SR UNSECURED REGS 01/50 7.1246 (EL SALVADOR GOVT) | Long | Debt | SV | $96K | – | 0.05 |
| REPUBLIC OF EL SALVADOR SR UNSECURED REGS 04/32 8.25 (EL SALVADOR GOVT) | Long | Debt | SV | $24K | – | 0.01 |
| REPUBLIC OF GABON SR UNSECURED REGS 06/25 6.95 (GABON GOVT) | Long | Debt | GA | $184K | – | 0.09 |
| REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75 (GHANA GOVT) | Long | Debt | GH | $206K | – | 0.11 |
| REPUBLIC OF GHANA SR UNSECURED 144A 04/34 8.625 (GHANA GOVT) | Long | Debt | GH | $205K | – | 0.11 |
| REPUBLIC OF GHANA SR UNSECURED 144A 05/29 7.625 (GHANA GOVT) | Long | Debt | GH | $204K | – | 0.10 |
| REPUBLIC OF GHANA SR UNSECURED REGS 03/32 8.125 (GHANA GOVT) | Long | Debt | GH | $464K | – | 0.24 |
| REPUBLIC OF GHANA SR UNSECURED REGS 03/61 8.75 (GHANA GOVT) | Long | Debt | GH | $103K | – | 0.05 |
| REPUBLIC OF GHANA SR UNSECURED REGS 04/25 0.0000 (GHANA GOVT) | Long | Debt | GH | $86K | – | 0.04 |
| REPUBLIC OF GHANA SR UNSECURED REGS 04/34 8.625 (GHANA GOVT) | Long | Debt | GH | $154K | – | 0.08 |
| REPUBLIC OF GHANA SR UNSECURED REGS 05/29 7.625 (GHANA GOVT) | Long | Debt | GH | $102K | – | 0.05 |
| REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/36 6.6 (GUATEMALA GOVT) | Long | Debt | GT | $404K | – | 0.21 |
| REPUBLIC OF GUATEMALA SR UNSECURED 144A 10/41 4.65 (GUATEMALA GOVT) | Long | Debt | GT | $158K | – | 0.08 |
| REPUBLIC OF GUATEMALA SR UNSECURED REGS 02/28 4.875 (GUATEMALA GOVT) | Long | Debt | GT | $395K | – | 0.20 |
| REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125 (GUATEMALA GOVT) | Long | Debt | GT | $274K | – | 0.14 |
| REPUBLIC OF INDONESIA SR UNSECURED 01/53 5.65 (INDONESIA GOVT) | Long | Debt | ID | $203K | – | 0.10 |
| REPUBLIC OF INDONESIA SR UNSECURED 144A 01/45 5.125 (INDONESIA GOVT) | Long | Debt | ID | $195K | – | 0.10 |
| REPUBLIC OF INDONESIA SR UNSECURED REGS 01/38 7.75 (INDONESIA GOVT) | Long | Debt | ID | $123K | – | 0.06 |
| REPUBLIC OF INDONESIA SR UNSECURED REGS 01/42 5.25 (INDONESIA GOVT) | Long | Debt | ID | $787K | – | 0.41 |
| REPUBLIC OF INDONESIA SR UNSECURED REGS 01/44 6.75 (INDONESIA GOVT) | Long | Debt | ID | $344K | – | 0.18 |
| REPUBLIC OF KENYA SR UNSECURED 144A 01/34 6.3 (KENYA GOVT) | Long | Debt | KE | $150K | – | 0.08 |
| REPUBLIC OF KENYA SR UNSECURED 144A 02/28 7.25 (KENYA GOVT) | Long | Debt | KE | $364K | – | 0.19 |
| REPUBLIC OF KENYA SR UNSECURED 144A 02/31 9.75 (KENYA GOVT) | Long | Debt | KE | $384K | – | 0.20 |
| REPUBLIC OF LATVIA SR UNSECURED 144A 07/34 5.125 (LATVIA GOVT) | Long | Debt | LV | $493K | – | 0.25 |
| REPUBLIC OF NAMIBIA SR UNSECURED REGS 10/25 5.25 (NAMIBIA GOVT) | Long | Debt | NA | $295K | – | 0.15 |
| REPUBLIC OF NIGERIA SR UNSECURED 144A 02/30 7.143 (NIGERIA GOVT) | Long | Debt | NG | $174K | – | 0.09 |
| REPUBLIC OF NIGERIA SR UNSECURED 144A 02/32 7.875 (NIGERIA GOVT) | Long | Debt | NG | $346K | – | 0.18 |
| REPUBLIC OF NIGERIA SR UNSECURED 144A 09/51 8.25 (NIGERIA GOVT) | Long | Debt | NG | $154K | – | 0.08 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 01/31 8.747 (NIGERIA GOVT) | Long | Debt | NG | $185K | – | 0.10 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 02/30 7.143 (NIGERIA GOVT) | Long | Debt | NG | $174K | – | 0.09 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875 (NIGERIA GOVT) | Long | Debt | NG | $173K | – | 0.09 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 03/29 8.375 (NIGERIA GOVT) | Long | Debt | NG | $188K | – | 0.10 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5 (NIGERIA GOVT) | Long | Debt | NG | $371K | – | 0.19 |
| REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5 (NIGERIA GOVT) | Long | Debt | NG | $185K | – | 0.10 |
| REPUBLIC OF PANAMA SR UNSECURED 01/63 4.5 (PANAMA GOVT) | Long | Debt | PA | $192K | – | 0.10 |
| REPUBLIC OF PANAMA SR UNSECURED 03/38 8 (PANAMA GOVT) | Long | Debt | PA | $211K | – | 0.11 |
| REPUBLIC OF PANAMA SR UNSECURED 03/54 6.853 (PANAMA GOVT) | Long | Debt | PA | $551K | – | 0.28 |
| REPUBLIC OF PANAMA SR UNSECURED 03/57 7.875 (PANAMA GOVT) | Long | Debt | PA | $209K | – | 0.11 |
| REPUBLIC OF PANAMA SR UNSECURED 04/53 4.3 (PANAMA GOVT) | Long | Debt | PA | $515K | – | 0.27 |
| REPUBLIC OF PANAMA SR UNSECURED 04/56 4.5 (PANAMA GOVT) | Long | Debt | PA | $585K | – | 0.30 |
| REPUBLIC OF PARAGUAY SR UNSECURED 144A 02/31 7.9 (PARAGUAY GOVT) | Long | Debt | PY | $430K | – | 0.22 |
| REPUBLIC OF PARAGUAY SR UNSECURED 144A 02/36 6 (PARAGUAY GOVT) | Long | Debt | PY | $202K | – | 0.10 |
| REPUBLIC OF PARAGUAY SR UNSECURED 144A 08/33 5.85 (PARAGUAY GOVT) | Long | Debt | PY | $199K | – | 0.10 |
| REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/27 4.7 (PARAGUAY GOVT) | Long | Debt | PY | $196K | – | 0.10 |
| REPUBLIC OF PARAGUAY SR UNSECURED REGS 08/44 6.1 (PARAGUAY GOVT) | Long | Debt | PY | $194K | – | 0.10 |
| REPUBLIC OF PERU SR UNSECURED 03/41 3.3 (PERU GOVT) | Long | Debt | PE | $297K | – | 0.15 |
| REPUBLIC OF PERU SR UNSECURED 12/99 3.23 (PERU GOVT) | Long | Debt | PE | $114K | – | 0.06 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT) | Long | Debt | PE | $300K | – | 0.15 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $187K | – | 0.10 |
| REPUBLIC OF PHILIPPINES SR UNSECURED 02/30 9.5 (PHILIPPINES GOVT) | Long | Debt | PH | $1M | – | 0.56 |
| REPUBLIC OF PHILIPPINES SR UNSECURED 03/41 3.7 (PHILIPPINES GOVT) | Long | Debt | PH | $816K | – | 0.42 |
| REPUBLIC OF PHILIPPINES SR UNSECURED 05/45 2.95 (PHILIPPINES GOVT) | Long | Debt | PH | $277K | – | 0.14 |
| REPUBLIC OF PHILIPPINES SR UNSECURED 12/45 2.65 (PHILIPPINES GOVT) | Long | Debt | PH | $131K | – | 0.07 |
| REPUBLIC OF POLAND SR UNSECURED 03/54 5.5 (POLAND GOVT) | Long | Debt | PL | $389K | – | 0.20 |
| REPUBLIC OF POLAND SR UNSECURED 04/53 5.5 (POLAND GOVT) | Long | Debt | PL | $639K | – | 0.33 |
| REPUBLIC OF SENEGAL SR UNSECURED 144A 03/28 4.75 (SENEGAL GOVT) | Long | Debt | SN | $99K | – | 0.05 |
| REPUBLIC OF SENEGAL SR UNSECURED 144A 03/48 6.75 (SENEGAL GOVT) | Long | Debt | SN | $145K | – | 0.07 |
| REPUBLIC OF SENEGAL SR UNSECURED 144A 06/37 5.375 (SENEGAL GOVT) | Long | Debt | SN | $156K | – | 0.08 |
| REPUBLIC OF SENEGAL SR UNSECURED REGS 06/31 7.75 (SENEGAL GOVT) | Long | Debt | SN | $476K | – | 0.25 |
| REPUBLIC OF SENEGAL UNSECURED 144A 05/33 6.25 (SENEGAL GOVT) | Long | Debt | SN | $252K | – | 0.13 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 03/33 1.65 (SERBIA GOVT) | Long | Debt | RS | $402K | – | 0.21 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6 (SERBIA GOVT) | Long | Debt | RS | $394K | – | 0.20 |
| REPUBLIC OF SLOVENIA BONDS 144A 09/33 5 (SLOVENIA GOVT) | Long | Debt | SI | $397K | – | 0.20 |
| REPUBLIC OF SLOVENIA BONDS REGS 09/33 5 (SLOVENIA GOVT) | Long | Debt | SI | $298K | – | 0.15 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/32 5.875 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $186K | – | 0.10 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/52 7.3 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $272K | – | 0.14 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $367K | – | 0.19 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $454K | – | 0.23 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 10/46 5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $212K | – | 0.11 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $1M | – | 0.71 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $359K | – | 0.19 |
| REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/29 7.85 (SRI LANKA GOVT) | Long | Debt | LK | $179K | – | 0.09 |
| REPUBLIC OF SRI LANKA SR UNSECURED 144A 07/26 6.825 (SRI LANKA GOVT) | Long | Debt | LK | $297K | – | 0.15 |
| REPUBLIC OF SRI LANKA SR UNSECURED REGS 03/30 7.55 (SRI LANKA GOVT) | Long | Debt | LK | $232K | – | 0.12 |
| REPUBLIC OF SRI LANKA SR UNSECURED REGS 06/25 6.125 (SRI LANKA GOVT) | Long | Debt | LK | $415K | – | 0.21 |
| REPUBLIC OF SRI LANKA SR UNSECURED REGS 11/25 6.85 (SRI LANKA GOVT) | Long | Debt | LK | $356K | – | 0.18 |
| REPUBLIC OF TURKIYE SR UNSECURED 01/31 5.95 (TURKEY GOVT) | Long | Debt | TR | $466K | – | 0.24 |
| REPUBLIC OF TURKIYE SR UNSECURED 01/41 6 (TURKEY GOVT) | Long | Debt | TR | $500K | – | 0.26 |
| REPUBLIC OF TURKIYE SR UNSECURED 02/28 5.125 (TURKEY GOVT) | Long | Debt | TR | $476K | – | 0.25 |
| REPUBLIC OF TURKIYE SR UNSECURED 03/36 6.875 (TURKEY GOVT) | Long | Debt | TR | $2M | – | 0.78 |
| REPUBLIC OF TURKIYE SR UNSECURED 04/43 4.875 (TURKEY GOVT) | Long | Debt | TR | $497K | – | 0.26 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/30 5.875 (TURKEY GOVT) | Long | Debt | TR | $215K | – | 0.11 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625 (TURKEY GOVT) | Long | Debt | TR | $1M | – | 0.52 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/47 5.75 (TURKEY GOVT) | Long | Debt | TR | $1M | – | 0.56 |
| REPUBLIC OF TURKIYE SR UNSECURED 06/31 5.875 (TURKEY GOVT) | Long | Debt | TR | $461K | – | 0.24 |
| REPUBLIC OF TURKIYE SR UNSECURED 07/30 9.125 (TURKEY GOVT) | Long | Debt | TR | $1M | – | 0.56 |
| REPUBLIC OF TURKIYE SR UNSECURED 10/28 6.125 (TURKEY GOVT) | Long | Debt | TR | $293K | – | 0.15 |
| REPUBLIC OF UZBEKISTAN SR UNSECURED REGS 10/31 3.9 (UZBEKISTAN GOVT) | Long | Debt | UZ | $326K | – | 0.17 |
| REPUBLIC OF VENEZUELA SR UNSECURED 01/34 9.375 (VENEZUELAN GOVT) | Long | Debt | VE | $8K | – | 0.00 |
| REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25 (VENEZUELAN GOVT) | Long | Debt | VE | $226K | – | 0.12 |
| REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95 (VENEZUELAN GOVT) | Long | Debt | VE | $92K | – | 0.05 |
| REPUBLICA ORIENT URUGUAY SR UNSECURED 06/50 5.1 (URUGUAY GOVT) | Long | Debt | UY | $283K | – | 0.15 |
| REVERSE REPO BARCLAYS REVERSE REPO | Short | Repurchase agreement | US | $-2M | – | -1.18 |
| REVERSE REPO BNP PARIBAS SA | Short | Repurchase agreement | ZA | $-1M | – | -0.56 |
| REVERSE REPO MORGAN STANLEY | Short | Repurchase agreement | US | $-494K | – | -0.25 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-648K | – | -0.33 |
| REVERSE REPO NOMURA | Short | Repurchase agreement | US | $-1M | – | -0.76 |
| REVERSE REPO PARIBAS | Short | Repurchase agreement | US | $-749K | – | -0.39 |
| REVERSE REPO PARIBAS | Short | Repurchase agreement | US | $-2M | – | -0.82 |
| REVERSE REPO STANDARD CHARTERE VAR 1 | Short | Repurchase agreement | US | $-269K | – | -0.14 |
| RFR USD SOFR/1.00000 09/21/22-2Y CME | Derivative-interest rate | US | $245K | – | 0.13 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $41K | – | 0.02 | |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | Derivative-interest rate | US | $34K | – | 0.02 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $-31K | – | -0.02 | |
| RFR USD SOFR/3.50000 12/20/23-7Y LCH | Derivative-interest rate | US | $320K | – | 0.16 | |
| RFR USD SOFR/3.73000 08/03/23-10Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.73500 08/07/23-10Y LCH | Derivative-interest rate | US | $-7K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $21K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-12Y LCH | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-15Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $-22K | – | -0.01 | |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | Derivative-interest rate | US | $-10K | – | -0.01 | |
| RFR USD SOFR/3.83000 10/12/23-30Y LCH | Derivative-interest rate | US | $35.57 | – | 0.00 | |
| RFR USD SOFR/3.87000 10/17/23-30Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.03000 10/04/23-10Y LCH | Derivative-interest rate | US | $-530.53 | – | -0.00 | |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.15500 10/02/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.16500 09/27/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.17000 10/03/23-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.22000 10/20/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.23000 10/23/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.25000 03/20/24-10Y CME | Derivative-interest rate | US | $-14K | – | -0.01 | |
| RFR USD SOFR/4.25000 03/20/24-10Y LCH | Derivative-interest rate | US | $-44K | – | -0.02 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFRF USD SF+26.161/1.50 9/15/23-5Y* CME | Derivative-interest rate | US | $-47K | – | -0.02 | |
| RFRF USD SF+26.161/1.50 9/21/23-4Y* CME | Derivative-interest rate | US | $-495K | – | -0.26 | |
| RFRF USD SF+26.161/1.75 12/15/21-10Y LCH | Derivative-interest rate | US | $-32K | – | -0.02 | |
| RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75 (RIO OIL FINANCE TRUST SERIES 2014-3) | Long | Debt | US | $395K | – | 0.20 |
| RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2 (RIO OIL FINANCE TRUST SERIES 2018-1) | Long | Debt | US | $352K | – | 0.18 |
| ROCHESTER FINANCING ROFIN 3 A REGS (ROCHESTER FINANCING NO 3 PLC) | Long | ABS-mortgage backed security | GB | $196K | – | 0.10 |
| ROMANIA NOTES 144A 09/33 6.375 (ROMANIA GOVT) | Long | Debt | RO | $557K | – | 0.29 |
| ROMANIA SR UNSECURED 144A 01/53 7.625 (ROMANIA GOVT) | Long | Debt | RO | $541K | – | 0.28 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $104K | – | 0.05 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $517K | – | 0.27 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $209K | – | 0.11 |
| ROMANIA UNSECURED 144A 12/40 2.625 (ROMANIA GOVT) | Long | Debt | RO | $209K | – | 0.11 |
| ROMANIA UNSECURED REGS 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $139K | – | 0.07 |
| RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625 (RUSSIAN GOVT) | Long | Debt | RU | $211K | – | 0.11 |
| RUTAS 2 + 7 FINANCE LTD SR SECURED 144A 09/36 0.00000 (RUTAS 2 AND 7 FINANCE LIMITED) | Long | Debt | KY | $287K | – | 0.15 |
| RUTAS 2 + 7 FINANCE LTD SR SECURED REGS 09/36 0.00000 (RUTAS 2 AND 7 FINANCE LIMITED) | Long | Debt | KY | $115K | – | 0.06 |
| SASOL FINANCING USA LLC COMPANY GUAR 144A 05/29 8.75 | Long | Debt | US | $509K | – | 0.26 |
| SAUDI ARABIA GOVT EM SP BRC | Derivative-credit | US | $24K | – | 0.01 | |
| SAUDI ARABIA GOVT EM SP BRC | Derivative-credit | US | $2K | – | 0.00 | |
| SAUDI ARABIA GOVT EM SP CBK | Derivative-credit | US | $8K | – | 0.00 | |
| SAUDI ARABIA GOVT EM SP GST | Derivative-credit | US | $1K | – | 0.00 | |
| SAUDI ARABIA GOVT EM SP MYC | Derivative-credit | US | $14K | – | 0.01 | |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $195K | – | 0.10 |
| SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/29 3.5 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $465K | – | 0.24 |
| SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/39 4.25 (SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)) | Long | Debt | SA | $872K | – | 0.45 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $297K | – | 0.15 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/34 5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $983K | – | 0.51 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45 (SAUDI ARABIA GOVT) | Long | Debt | SA | $131K | – | 0.07 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $283K | – | 0.15 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 (SAUDI ARABIA GOVT) | Long | Debt | SA | $540K | – | 0.28 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5 (SAUDI ARABIA GOVT) | Long | Debt | SA | $4M | – | 1.84 |
| SERBIA EM SP BPS | Derivative-credit | US | $-2K | – | -0.00 | |
| SG CAPITAL PARTNERS SGR 2022 2 A1 144A (SG RESIDENTIAL MORTGAGE TRUST 2022-2) | Long | ABS-mortgage backed security | US | $927K | – | 0.48 |
| SK HYNIX INC SR UNSECURED 144A 01/33 6.5 | Long | Debt | KR | $633K | – | 0.33 |
| SOCAR TURKEY ENERJI AS EUR TERM LOAN (SOCAR TURKEY ENERJI ANONIM SIRKETI) | Long | Loan | TR | $1M | – | 0.55 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $89.87 | – | 0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-159.68 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-85.52 | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $465K | – | 0.24 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $460K | – | 0.24 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $249K | – | 0.13 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $184K | – | 0.09 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $36K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $10K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $6K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $624.87 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $45K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $141K | – | 0.07 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $80K | – | 0.04 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $77K | – | 0.04 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $62K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $16K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $6K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-231.87 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $-28.7 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-758.51 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-933.86 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $835.24 | – | 0.00 | |
| SOLD CLP BOUGHT USD 20240923 | Derivative-foreign exchange | CL | $770.31 | – | 0.00 | |
| SOLD CLP BOUGHT USD 20240923 | Derivative-foreign exchange | CL | $-1K | – | -0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $1K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $-178.9 | – | -0.00 | |
| SOLD CZK BOUGHT USD 20240719 | Derivative-foreign exchange | CZ | $5K | – | 0.00 | |
| SOLD DOP BOUGHT USD 20240711 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| SOLD DOP BOUGHT USD 20240718 | Derivative-foreign exchange | $288.78 | – | 0.00 | ||
| SOLD DOP BOUGHT USD 20240724 | Derivative-foreign exchange | $-84.47 | – | -0.00 | ||
| SOLD DOP BOUGHT USD 20240815 | Derivative-foreign exchange | $217.09 | – | 0.00 | ||
| SOLD DOP BOUGHT USD 20240822 | Derivative-foreign exchange | $-875.54 | – | -0.00 | ||
| SOLD DOP BOUGHT USD 20240822 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| SOLD DOP BOUGHT USD 20240823 | Derivative-foreign exchange | $-310.52 | – | -0.00 | ||
| SOLD DOP BOUGHT USD 20240906 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| SOLD DOP BOUGHT USD 20240912 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| SOLD DOP BOUGHT USD 20240919 | Derivative-foreign exchange | $-443.53 | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $186K | – | 0.10 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $18K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $12K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $890.02 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $54.84 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-9.1 | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $8K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $260.18 | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $819.17 | – | 0.00 | |
| SOLD HUF BOUGHT USD 20240719 | Derivative-foreign exchange | HU | $735.52 | – | 0.00 | |
| SOLD HUF BOUGHT USD 20240719 | Derivative-foreign exchange | HU | $-272.05 | – | -0.00 | |
| SOLD HUF BOUGHT USD 20240719 | Derivative-foreign exchange | HU | $-820.45 | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $411 | – | 0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $262.4 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-2.38 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-4.76 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-193.64 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-9K | – | -0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $101.45 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $99.27 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $48.86 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $43.34 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $32.99 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $20.77 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-6.24 | – | -0.00 | |
| SOLD KWD BOUGHT USD 20290502 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290503 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290507 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290508 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $6K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-11.55 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $108K | – | 0.06 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $50K | – | 0.03 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $8K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MYR BOUGHT USD 20240717 | Derivative-foreign exchange | MY | $40.09 | – | 0.00 | |
| SOLD NGN BOUGHT USD 20250212 | Derivative-foreign exchange | NG | $7K | – | 0.00 | |
| SOLD NGN BOUGHT USD 20250212 | Derivative-foreign exchange | NG | $7K | – | 0.00 | |
| SOLD NGN BOUGHT USD 20250212 | Derivative-foreign exchange | NG | $5K | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $294.32 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $53.29 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $-415.27 | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $6K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $979.06 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $652.38 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $301.94 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240722 | Derivative-foreign exchange | PE | $21K | – | 0.01 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $11K | – | 0.01 | |
| SOLD PEN BOUGHT USD 20240918 | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| SOLD PHP BOUGHT USD 20240726 | Derivative-foreign exchange | PH | $-22.68 | – | -0.00 | |
| SOLD PHP BOUGHT USD 20240920 | Derivative-foreign exchange | PH | $-495.92 | – | -0.00 | |
| SOLD PHP BOUGHT USD 20240920 | Derivative-foreign exchange | PH | $-519.42 | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $1K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $260.63 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-7K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $80.14 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-361.27 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $391.98 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-11.23 | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $354.7 | – | 0.00 | |
| SOLD TRY BOUGHT USD 20240719 | Derivative-foreign exchange | TR | $-2K | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $290.25 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $271.53 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $226.59 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $210.72 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $209.91 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $200.99 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $177.15 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $145.47 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $127.28 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $99.85 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $97.4 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $18.37 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-256.13 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-374.59 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-411.89 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-12K | – | -0.01 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5) | Long | ABS-mortgage backed security | US | $90K | – | 0.05 |
| SOUTH KOREA GOVT AS BP BPS | Derivative-credit | US | $-26K | – | -0.01 | |
| SOUTH KOREA GOVT AS BP BRC | Derivative-credit | US | $-14K | – | -0.01 | |
| SOUTH KOREA GOVT AS BP GST | Derivative-credit | US | $-23K | – | -0.01 | |
| SOUTHERN GAS CORRIDOR GOVT GUARANT 144A 03/26 6.875 (SOUTHERN GAS CORRIDOR CJSC) | Long | Debt | AZ | $302K | – | 0.16 |
| SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875 (SOUTHERN GAS CORRIDOR CJSC) | Long | Debt | AZ | $1M | – | 0.57 |
| STAR ENERGY CO ISSUE SR SECURED 144A 10/38 4.85 (STAR ENERGY GEOTHERMAL DARAJAT II / STAR ENERGY GEOTHERMAL SALAK) | Long | Debt | BM | $367K | – | 0.19 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $295K | – | 0.15 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $382K | – | 0.20 |
| STATE OF ISRAEL SR UNSECURED 03/54 5.75 (ISRAEL GOVT) | Long | Debt | IL | $270K | – | 0.14 |
| STATE OF MINAS GERAIS GOVT GUARANT REGS 02/28 5.333 (BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS) | Long | Debt | KY | $2M | – | 0.87 |
| STATE OF QATAR SR UNSECURED 144A 04/50 4.4 (QATAR GOVT) | Long | Debt | QA | $526K | – | 0.27 |
| STATE OF QATAR SR UNSECURED REGS 03/49 4.817 (QATAR GOVT) | Long | Debt | QA | $937K | – | 0.48 |
| STATE OF QATAR SR UNSECURED REGS 04/48 5.103 (QATAR GOVT) | Long | Debt | QA | $683K | – | 0.35 |
| STATE OF QATAR SR UNSECURED REGS 04/50 4.4 (QATAR GOVT) | Long | Debt | QA | $175K | – | 0.09 |
| STATE OIL COMPANY OF THE AZERB EM SP JPM | Derivative-credit | US | $5K | – | 0.00 | |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $4K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $3K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $7K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $9K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $8K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $4K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/32 1 (SUNAC CHINA HOLDINGS LIMITED) | Long | Debt | KY | $6K | – | 0.00 |
| SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 3A1 (SUNTRUST ADJR MRTG LN TR 2007-4) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| TENGIZCHEVROIL FIN CO IN SR SECURED 144A 08/30 3.25 (TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD) | Long | Debt | BM | $331K | – | 0.17 |
| TOWER BRIDGE FUNDING TWRBG 2022 1X A REGS (TOWER BRIDGE FUNDING PLC 2022-1X) | Long | ABS-mortgage backed security | GB | $101K | – | 0.05 |
| TRANSJAMAICAN HIGHWAY SR SECURED 144A 10/36 5.75 (TRANSJAMAICAN HIGHWAY LIMITED) | Long | Debt | JM | $159K | – | 0.08 |
| TRINIDAD + TOBAGO SR UNSECURED 144A 01/31 5.95 (TRINIDAD & TOBAGO GOVT) | Long | Debt | TT | $297K | – | 0.15 |
| TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39 (FIBRA UNO (TRUST F/1401)) | Long | Debt | MX | $158K | – | 0.08 |
| TUNISIAN REPUBLIC SR UNSECURED REGS 01/25 5.75 (TUNISIA GOVT) | Long | Debt | TN | $856K | – | 0.44 |
| TURK IHRACAT KR BK SR UNSECURED 144A 02/28 7.5 (EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)) | Long | Debt | TR | $401K | – | 0.21 |
| TURKEY EM BP BOA | Derivative-credit | US | $2K | – | 0.00 | |
| TURKEY EM BP CBK | Derivative-credit | US | $1K | – | 0.00 | |
| TURKEY EM SP MYC | Derivative-credit | US | $-79K | – | -0.04 | |
| TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2 (TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST) | Long | Debt | TR | $481K | – | 0.25 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $251K | – | 0.13 |
| UKRAINE GOVERNMENT SR UNSECURED 144A 05/31 6.876 (UKRAINE GOVT) | Long | Debt | UA | $58K | – | 0.03 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 03/35 7.253 (UKRAINE GOVT) | Long | Debt | UA | $261K | – | 0.13 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 05/31 6.876 (UKRAINE GOVT) | Long | Debt | UA | $203K | – | 0.10 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 08/41 VAR (UKRAINE GOVT) | Long | Debt | UA | $49K | – | 0.03 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 09/26 7.75 (UKRAINE GOVT) | Long | Debt | UA | $344K | – | 0.18 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 09/28 7.75 (UKRAINE GOVT) | Long | Debt | UA | $154K | – | 0.08 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 09/29 7.75 (UKRAINE GOVT) | Long | Debt | UA | $215K | – | 0.11 |
| UKRAINE GOVERNMENT SR UNSECURED REGS 09/34 7.375 (UKRAINE GOVT) | Long | Debt | UA | $145K | – | 0.07 |
| UKREXIMBANK(BIZ FIN PLC) SR UNSECURED REGS 01/25 9.75 (UKREXIMBANK VIA BIZ FINANCE PLC) | Long | Debt | GB | $35K | – | 0.02 |
| UNIGEL 1L 144A PROXY (UNIGEL LUXEMBOURG SA) | Long | Debt | US | $197K | – | 0.10 |
| UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75 | Long | Debt | LU | $114K | – | 0.06 |
| UNITED MEXICAN STATES SR UNSECURED 02/28 5.4 (MEXICO GOVT) | Long | Debt | MX | $599K | – | 0.31 |
| UNITED MEXICAN STATES SR UNSECURED 02/35 6.35 (MEXICO GOVT) | Long | Debt | MX | $202K | – | 0.10 |
| UNITED MEXICAN STATES SR UNSECURED 04/51 5 (MEXICO GOVT) | Long | Debt | MX | $723K | – | 0.37 |
| UNITED MEXICAN STATES SR UNSECURED 04/71 3.75 (MEXICO GOVT) | Long | Debt | MX | $302K | – | 0.16 |
| UNITED MEXICAN STATES SR UNSECURED 05/29 5 (MEXICO GOVT) | Long | Debt | MX | $489K | – | 0.25 |
| UNITED MEXICAN STATES SR UNSECURED 05/54 6.4 (MEXICO GOVT) | Long | Debt | MX | $191K | – | 0.10 |
| UNITED MEXICAN STATES SR UNSECURED 05/61 3.771 (MEXICO GOVT) | Long | Debt | MX | $1M | – | 0.65 |
| UNITED MEXICAN STATES SR UNSECURED 12/99 5.75 (MEXICO GOVT) | Long | Debt | MX | $994K | – | 0.51 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $244K | – | 0.13 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $4K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| US TREASURY N/B 05/42 3.25 (UNITED STATES GOVT) | Long | Debt | US | $83K | – | 0.04 |
| US TREASURY N/B 11/30 4.375 (UNITED STATES GOVT) | Long | Debt | US | $400K | – | 0.21 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 1.41 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $5K | – | 0.00 | |
| UZBEKNEFTEGAZ JSC SR UNSECURED REGS 11/28 4.75 (JSC UZBEKNEFTEGAZ) | Long | Debt | UZ | $169K | – | 0.09 |
| VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4 (VALE OVERSEAS LTD) | Long | Debt | KY | $495K | – | 0.26 |
| VALE SA SUBORDINATED 12/49 VAR | Long | Debt | BR | $648K | – | 0.33 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 1A1 (WASHINGTON MUTUAL 2006-AR2) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1 (WAMU MTGE P/T CERT 2007-HY1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| WELLS FARGO HOME EQUITY TRUST WFHET 2007 1 A3 (WELLS FARGO HOME EQUITY TRUST 2007-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.69 |
| YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947 (YINSON BORONIA PRODUCTION BV) | Long | Debt | NL | $303K | – | 0.16 |
| YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6 (YINSON PRODUCTION FINANCIAL SERVICES PTE LTD) | Long | Debt | SG | $200K | – | 0.10 |
| ZCS BRL 11.55 06/07/24-01/04/27 CME | Derivative-interest rate | BR | $-381.73 | – | -0.00 | |
| ZCS BRL 11.57 06/07/24-01/04/27 CME | Derivative-interest rate | BR | $-5K | – | -0.00 | |
| ZCS BRL 13.05497 11/11/22-01/04/27 CME | Derivative-interest rate | BR | $-10K | – | -0.01 |
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.