PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO International Bond Portfolio (U.S. Dollar-Hedged)
$567.58M
Avg Monthly Net Assets
$1.10B
Total Assets
$574.10M
Total Liabilities
$523.69M
Net Assets
PIMCO International Bond Portfolio (U.S. Dollar-Hedged) is a Fund of Funds in PIMCO Variable Insurance Trust
from PIMCOFUNDS,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $567.58M.
On August 28th, 2024 it reported 1,026 holdings, the largest
being UMBS PASS THRU POOLS (7.8%), PIMCO FUNDS (6.5%) and UMBS PASS THRU POOLS (6.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026495 | VPVFHIV | |
| Advisor | C000139585 | PVITFBP | |
| Institutional | C000026496 | VPVFHDV |
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 |
|---|---|---|---|---|---|---|
| 3 MONTH SOFR FUT MAR25 XCME 20250617 | Derivative-interest rate | US | $404K | – | 0.08 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $-89K | – | -0.02 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $-164K | – | -0.03 | |
| 3175FA9F7 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $11K | – | 0.00 | |
| 3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| 3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 | Derivative-foreign exchange | LU | $19K | – | 0.00 | |
| 3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $20K | – | 0.00 | |
| 3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000 | Derivative-foreign exchange | US | $51K | – | 0.01 | |
| 3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| 3175SQ653 OTC EPUT FRTR 0.75 97 | Derivative-interest rate | DE | $529K | – | 0.10 | |
| 3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| 3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | LU | $10K | – | 0.00 | |
| 3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $20K | – | 0.00 | |
| 3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP | Derivative-interest rate | US | $-158.32 | – | -0.00 | |
| 317U173X1 IRO EUR 25Y P0.451 MAY25 0.451 PUT | Derivative-interest rate | DE | $-438K | – | -0.08 | |
| 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710 | Derivative-interest rate | US | $21K | – | 0.00 | |
| 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710 | Derivative-interest rate | US | $-193.39 | – | -0.00 | |
| 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715 | Derivative-interest rate | US | $27K | – | 0.01 | |
| 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715 | Derivative-interest rate | US | $-390.96 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-645.81 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-933.7 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E1A3 PIMCO SWAPTION 4.25 PUT USD 20250623 | Derivative-interest rate | US | $-85K | – | -0.02 | |
| 317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623 | Derivative-interest rate | US | $88K | – | 0.02 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 | Derivative-interest rate | US | $-67K | – | -0.01 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 | Derivative-interest rate | US | $70K | – | 0.01 | |
| 317U6E7A7 PIMCO SWAPTION 4.3 PUT USD 20250625 | Derivative-interest rate | US | $-84K | – | -0.02 | |
| 317U6E8A6 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | US | $89K | – | 0.02 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925 | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U6EGA7 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | US | $23K | – | 0.00 | |
| 317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925 | Derivative-interest rate | KY | $-27K | – | -0.01 | |
| 317U6F2A9 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | KY | $27K | – | 0.01 | |
| 317U6F3A8 PIMCO SWAPTION 4.28 PUT USD 20250625 | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U6F4A7 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | KY | $21K | – | 0.00 | |
| ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5 | Long | Debt | AE | $2M | – | 0.33 |
| ACE SECURITIES CORP. ACE 2006 NC2 A1 (ACE SECURITIES CORP 2006-NC2) | Long | ABS-mortgage backed security | US | $673K | – | 0.13 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $560K | – | 0.11 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/28 3 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $545K | – | 0.10 |
| AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST) | Long | Debt | CA | $66K | – | 0.01 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $179K | – | 0.03 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A (AMMC CLO XII LTD 2013-12A) | Long | ABS-collateralized bond/debt obligation | KY | $538K | – | 0.10 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A (AMORTIZING RESIDENTIAL COLLAT 2001-BC6) | Long | ABS-mortgage backed security | US | $334.83 | – | 0.00 |
| AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A (AMRESCO RES SEC 1999-1) | Long | ABS-mortgage backed security | US | $524.8 | – | 0.00 |
| ANNINGTON FUNDING PLC COMPANY GUAR REGS 07/24 1.65 | Long | Debt | GB | $856K | – | 0.16 |
| AREIT CRE TRUST AREIT 2021 CRE5 A 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $594K | – | 0.11 |
| ARGENT SECURITIES INC. ARSI 2005 W1 A1 (ARGENT SECURITIES INC 2005-W1) | Long | ABS-mortgage backed security | US | $836K | – | 0.16 |
| ARGENT SECURITIES INC. ARSI 2005 W4 A2D (ARGENT SECURITIES INC 2005-W4) | Long | ABS-mortgage backed security | US | $932K | – | 0.18 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $660K | – | 0.13 |
| AURIUM CLO ACLO 3A AR 144A (AURIUM CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $530K | – | 0.10 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-322.82 | – | -0.00 | |
| AUST 3YR BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-54K | – | -0.01 | |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 (AUSTRALIA GOVT) | Long | Debt | AU | $18K | – | 0.00 |
| AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6 (AVOLON TLB BORROWER 1 (US) LLC) | Long | Loan | US | $1M | – | 0.22 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1 (BANK OF AMERICA MTGE SECS-2006-A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $907K | – | 0.17 |
| BANCA MONTE DEI PASCHI S REGS 04/25 2.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $527K | – | 0.10 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $599K | – | 0.11 |
| BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA) | Long | Debt | PE | $569K | – | 0.11 |
| BANCO SANTANDER SA SR UNSECURED 03/26 1.849 | Long | Debt | ES | $188K | – | 0.04 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.25 |
| BANK OF AMERICA CORP SR UNSECURED 07/31 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.20 |
| BANQUE FED CRED MUTUEL 144A 01/27 5.088 (BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)) | Long | Debt | FR | $597K | – | 0.11 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $201K | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 09/27 VAR | Long | Debt | GB | $2M | – | 0.39 |
| BARCLAYS PLC SR UNSECURED REGS 08/30 VAR | Long | Debt | GB | $2M | – | 0.30 |
| BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A (BABSON CLO LTD 2016-2A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.27 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $294K | – | 0.06 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.29 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2 (BEAR STEARNS ADJ RATE MTGE TR 2003-5) | Long | ABS-mortgage backed security | US | $423.38 | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1 (BEAR STEARNS ALT-A TRUST 2006-2) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $944K | – | 0.18 |
| BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 06/34 3.5 (BLACKSTONE HOLDINGS FINANCE CO LLC) | Long | Debt | US | $634K | – | 0.12 |
| BOEING CO SR UNSECURED 144A 05/27 6.259 (BOEING CO/THE) | Long | Debt | US | $604K | – | 0.12 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/26 2.8 (SPAIN GOVT) | Long | Debt | ES | $1M | – | 0.26 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/37 0 (SPAIN GOVT) | Long | Debt | ES | $153K | – | 0.03 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/39 3 (SPAIN GOVT) | Long | Debt | ES | $1M | – | 0.23 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3 (SPAIN GOVT) | Long | Debt | ES | $2M | – | 0.44 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/71 1 (SPAIN GOVT) | Long | Debt | ES | $815K | – | 0.16 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $5K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-689.2 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-9K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-56K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-232K | – | -0.04 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $17K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-12K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-19K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-23K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-6K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-7K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-573.71 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-4K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-4K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-4K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-5K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240708 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240708 | Derivative-foreign exchange | CN | $-11K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240710 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-46K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-449.97 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-9K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-17K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-25K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-30K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250116 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250218 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-38.86 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-52.64 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-96.56 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-351.36 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-597.96 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-9K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240710 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240712 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240718 | Derivative-foreign exchange | CN | $-3.43 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240718 | Derivative-foreign exchange | CN | $-34.17 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240718 | Derivative-foreign exchange | CN | $-577.78 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240718 | Derivative-foreign exchange | CN | $-629.87 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240718 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240718 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240724 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240724 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240724 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240726 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-0.15 | – | – | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-1.95 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-90.63 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-102.46 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240806 | Derivative-foreign exchange | CN | $-18.02 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $526.12 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-825.49 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-2K | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-553.94 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-9K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-24K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-5K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-12K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-12K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-58K | – | -0.01 | |
| BOUGHT HUF SOLD USD 20240719 | Derivative-foreign exchange | HU | $-23.46 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $79.91 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $74.92 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $154.06 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-12K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-3K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $738.58 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $678.59 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $548.41 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $373.2 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $291.25 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $124.25 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $122.78 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $57.38 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $49.67 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-262.75 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-384.41 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-609.13 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-33K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-211K | – | -0.04 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-254K | – | -0.05 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-12K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-48K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-49K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-85K | – | -0.02 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-85K | – | -0.02 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-154K | – | -0.03 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-4K | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $4.95 | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $35K | – | 0.01 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $9K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $3K | – | 0.00 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-37.56 | – | -0.00 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-231.89 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-741.75 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-16.14 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-88.92 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-553.74 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240705 | Derivative-foreign exchange | PE | $-8K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $18K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-162.95 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-979.12 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-988.35 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-16K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-2K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-9K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-46K | – | -0.01 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240802 | Derivative-foreign exchange | SG | $30.82 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240710 | Derivative-foreign exchange | TR | $32K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $14K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $13K | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-375.26 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-2K | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-2K | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-3K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $23K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $5K | – | 0.00 | |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $1M | – | 0.27 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/34 5.2 (BRISTOL-MYERS SQUIBB COMPANY) | Long | Debt | US | $599K | – | 0.11 |
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 (PROVINCE OF BRITISH COLUMBIA CANADA) | Long | Debt | CA | $2M | – | 0.36 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 02/33 2.3 (GERMANY GOVT) | Long | Debt | DE | $2M | – | 0.32 |
| CAIXABANK SA 144A 09/27 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $816K | – | 0.16 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $48K | – | 0.01 | |
| CANADIAN GOVERNMENT BONDS 12/33 3.25 (CANADA GOVT) | Long | Debt | CA | $4M | – | 0.72 |
| CANADIAN GOVERNMENT BONDS 12/53 1.75 (CANADA GOVT) | Long | Debt | CA | $462K | – | 0.09 |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 (CANADA GOVT) | Long | Debt | CA | $390K | – | 0.07 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.10 |
| CARVAL CLO LTD CARVL 2018 1A AR 144A (CARVAL CLO LTD 2018-1A) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.11 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $897K | – | 0.17 |
| CCS AUD R US3ML/AUD3MBBSW+29 AZD | Derivative-foreign exchange | AU | $12K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+29.75 MYC | Derivative-foreign exchange | AU | $6K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42 CBK | Derivative-foreign exchange | AU | $12K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42.25 GLM | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -58.6 CBK | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -59 BRC | Derivative-foreign exchange | US | $180K | – | 0.03 | |
| CCS USD R USSOFR/JPYMUTKCALM -60 CBK | Derivative-foreign exchange | US | $492K | – | 0.09 | |
| CCS USD R USSOFR/JPYMUTKCALM -61 GST | Derivative-foreign exchange | US | $465K | – | 0.09 | |
| CCS USD R USSOFR/JPYMUTKCALM-59.12 BPS | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $186K | – | 0.04 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| CDX IG40 10Y ICE | Derivative-credit | US | $-44K | – | -0.01 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $17K | – | 0.00 | |
| CDX IG41 10Y ICE | Derivative-credit | US | $-86K | – | -0.02 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $193K | – | 0.04 | |
| CDX IG42 10Y ICE | Derivative-credit | US | $-83K | – | -0.02 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $1M | – | 0.22 | |
| CDX ITRAXX MAIN41 5Y ICE | Derivative-credit | $-308K | – | -0.06 | ||
| CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $534K | – | 0.10 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATING LLC) | Long | Loan | US | $553K | – | 0.11 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 (CHASE MORTGAGE FINANCE CORP 2007-A2) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| CHINA GOVERNMENT BOND BONDS 04/51 3.72 (CHINA GOVT) | Long | Debt | CN | $2M | – | 0.29 |
| CHINA GOVERNMENT BOND BONDS 04/53 3.19 (CHINA GOVT) | Long | Debt | CN | $48K | – | 0.01 |
| CHINA GOVERNMENT BOND BONDS 10/51 3.53 (CHINA GOVT) | Long | Debt | CN | $5M | – | 0.89 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.22 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $824.5 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 7 1A2 (CITIGROUP MTGE LOAN TRUST INC 2005-7) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6 (CITIGROUP MTGE LOAN TRUST INC 2005-OPT4) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 8 A3 144A (CITIGROUP MTGE LOAN TR INC 2006-8) | Long | ABS-mortgage backed security | US | $464K | – | 0.09 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $196K | – | 0.04 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M1 (CITIGROUP MTGE LOAN TR INC 2007-WFH3) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2022-INV1) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $1M | – | 0.23 |
| COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR (COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)) | Long | Debt | NL | $2M | – | 0.32 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $824K | – | 0.16 |
| CORDATUS CLO PLC CORDA 24A A 144A (CVC CORDATUS LOAN FUND XXIV DAC 24A) | Long | ABS-collateralized bond/debt obligation | IE | $534K | – | 0.10 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 15 MV5 (COUNTRYWIDE ASSET-BACKED CERT 2004-15) | Long | ABS-mortgage backed security | US | $248K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $216K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22) | Long | ABS-mortgage backed security | US | $184K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $195K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-25) | Long | ABS-mortgage backed security | US | $583K | – | 0.11 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-26) | Long | ABS-mortgage backed security | US | $250K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC5 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-BC5) | Long | ABS-mortgage backed security | US | $947K | – | 0.18 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $168K | – | 0.03 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 4 A6 (COUNTRYWIDE ASSET-BACKED CERT 2007-4) | Long | ABS-mortgage backed security | US | $80K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1 (COUNTRYWIDE HOME LOANS 2004-25) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5 (COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1 (COUNTRYWIDE HOME LOANS 2005-1) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1 (COUNTRYWIDE HOME LOANS 2005-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3) | Long | ABS-mortgage backed security | US | $269K | – | 0.05 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $271.75 | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 8 5A1 (CS FIRST BOSTON MTGE SEC CORP 2003-8) | Long | ABS-mortgage backed security | US | $83.04 | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2006 7 6A3 (CREDIT SUISSE MRTG CAPITAL CERT 2006-7) | Long | ABS-mortgage backed security | US | $422K | – | 0.08 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2007 1 1A6A (CREDIT SUISSE MORTGAGE CAP CERT 2007-1) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $687K | – | 0.13 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $895K | – | 0.17 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $36K | – | 0.01 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.22 |
| DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75 (DELTA AIR LINES INC / SKYMILES IP LTD) | Long | Debt | US | $779K | – | 0.15 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 3 2A1 (DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3) | Long | ABS-mortgage backed security | US | $344K | – | 0.07 |
| DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $2M | – | 0.41 |
| DEUTSCHE BANK AG REGS 11/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $566K | – | 0.11 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $881K | – | 0.17 |
| DEVELOPMENT BK OF JAPAN GOVT GUARANT 144A 08/24 1.75 (DEVELOPMENT BANK OF JAPAN INC (DBJ)) | Long | Debt | JP | $1M | – | 0.27 |
| DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5 (DOCTORS CO/THE) | Long | Debt | US | $159K | – | 0.03 |
| DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A (DRYDEN XXVII-R EURO CLO BV 2017-27A) | Long | ABS-collateralized bond/debt obligation | IE | $949K | – | 0.18 |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 61A A1R 144A (DRYDEN 61 CLO LTD 2018-61A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| ELEVATION CLO LTD AWPT 2017 8A A1R2 144A (ELEVATION CLO LTD 2017-8A) | Long | ABS-collateralized bond/debt obligation | KY | $711K | – | 0.14 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-125K | – | -0.02 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-215K | – | -0.04 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $166K | – | 0.03 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $49K | – | 0.01 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-26K | – | -0.01 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $100K | – | 0.02 | |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $104K | – | 0.02 |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $183K | – | 0.03 |
| EXPORT DEVELOPMNT CANADA GOVT GUARANT 144A 03/29 7.13 (EXPORT DEVELOPMENT CANADA (EDC)) | Long | Debt | CA | $1M | – | 0.19 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $512K | – | 0.10 |
| FANNIE MAE FNR 2004 11 A (FANNIE MAE 2004-11) | Long | ABS-mortgage backed security | US | $417.87 | – | 0.00 |
| FANNIE MAE FNR 2004 63 FA (FANNIE MAE 2004-63) | Long | ABS-mortgage backed security | US | $179.03 | – | 0.00 |
| FANNIE MAE FNR 2006 48 TF (FANNIE MAE 2006-48) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FANNIE MAE FNR 2006 5 3A2 (FANNIE MAE 2006-5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1 (FANNIEMAE WHOLE LOAN 2004-W12) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FED HM LN PC POOL 1G0173 FH 04/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FED HM LN PC POOL QG4720 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $961K | – | 0.18 |
| FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 0.93 |
| FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $359K | – | 0.07 |
| FED HM LN PC POOL RA6652 FR 01/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $129K | – | 0.02 |
| FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $939K | – | 0.18 |
| FED HM LN PC POOL SD8374 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 1.32 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $451K | – | 0.09 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 1.68 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF10) | Long | ABS-mortgage backed security | US | $450K | – | 0.09 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $332K | – | 0.06 |
| FNMA POOL 713701 FN 08/33 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $150K | – | 0.03 |
| FNMA POOL 800171 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $794.94 | – | 0.00 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL 841068 FN 11/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $763K | – | 0.15 |
| FNMA POOL BF0463 FN 03/60 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $407K | – | 0.08 |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $111K | – | 0.02 |
| FNMA POOL BM3910 FN 11/30 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $248K | – | 0.05 |
| FNMA POOL BR1297 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| FNMA POOL BY6161 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| FNMA POOL CA4346 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $790K | – | 0.15 |
| FNMA POOL CA6106 FN 06/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $359K | – | 0.07 |
| FNMA POOL CB6030 FN 04/53 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $241K | – | 0.05 |
| FNMA POOL CB6989 FN 06/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $946K | – | 0.18 |
| FNMA POOL CB7197 FN 07/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 1.26 |
| FNMA POOL DA0866 FN 09/53 FIXED 5.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $370K | – | 0.07 |
| FNMA POOL DA8024 FN 02/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $432K | – | 0.08 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $221K | – | 0.04 |
| FNMA POOL FM3972 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $442K | – | 0.08 |
| FNMA POOL FM7441 FN 05/51 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 1.74 |
| FNMA POOL MA5297 FN 03/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-10M | – | -1.81 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-40M | – | -7.62 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-4M | – | -0.84 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-14M | – | -2.63 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-3M | – | -0.57 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $229K | – | 0.04 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $33M | – | 6.25 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $28M | – | 5.26 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 2.44 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-18M | – | -3.43 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19M | – | 3.64 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $41M | – | 7.83 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15M | – | 2.88 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $387K | – | 0.07 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $5K | – | 0.00 | |
| FRANCE (GOVT OF) BONDS 144A REGS 05/48 2 (FRANCE GOVT) | Long | Debt | FR | $3M | – | 0.55 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75 (FRANCE GOVT) | Long | Debt | FR | $2M | – | 0.48 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/72 0.5 (FRANCE GOVT) | Long | Debt | FR | $375K | – | 0.07 |
| FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 (FRANCE GOVT) | Long | Debt | FR | $2M | – | 0.42 |
| FREDDIE MAC FHR 2610 FD (FREDDIE MAC 2610) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FREDDIE MAC FHR 4579 FD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | Long | Debt | US | $370K | – | 0.07 |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A (GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.38 |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 (AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)) | Long | Debt | ES | $214K | – | 0.04 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/29 5.371 | Long | Debt | US | $1M | – | 0.25 |
| GNMA II POOL 080187 G2 04/28 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $64.19 | – | 0.00 |
| GNMA II POOL 080397 G2 04/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101.52 | – | 0.00 |
| GNMA II POOL 080409 G2 05/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $190.8 | – | 0.00 |
| GNMA II POOL 080414 G2 06/30 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $288.38 | – | 0.00 |
| GNMA II POOL MA7368 G2 05/51 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $405K | – | 0.08 |
| GNMA II POOL MA7828 G2 01/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $959K | – | 0.18 |
| GNMA II POOL MA7988 G2 04/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.39 |
| GNMA II POOL MA8043 G2 05/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.55 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.40 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.83 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.47 |
| GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/26 FIXED 2.158 (GOLDEN STATE TOBACCO SECURITIZATION) | Long | Debt | US | $564K | – | 0.11 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | Long | Debt | US | $2M | – | 0.39 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR | Long | Debt | US | $1M | – | 0.28 |
| GOLDMAN SACHS GROUP INC SR UNSECURED REGS 05/29 0.875 | Long | Debt | US | $754K | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $984K | – | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14) | Long | ABS-mortgage backed security | US | $637K | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24) | Long | ABS-mortgage backed security | US | $316K | – | 0.06 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 133 EC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-133) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GPMT LTD. GPMT 2021 FL4 A 144A (GPMT LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.30 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR3 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3) | Long | ABS-mortgage backed security | US | $320K | – | 0.06 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ4 A4 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ4) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| GSAMP TRUST GSAMP 2005 HE6 M3 (GSAMP TRUST 2005-HE6) | Long | ABS-mortgage backed security | US | $811K | – | 0.15 |
| GSAMP TRUST GSAMP 2005 WMC2 M1 (GSAMP TRUST 2005-WMC2) | Long | ABS-mortgage backed security | US | $821K | – | 0.16 |
| GSR MORTGAGE LOAN TRUST GSR 2004 14 1A1 (GSR MORTGAGE LOAN TRUST 2004-14) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR2 3A1 (GSR MORTGAGE LOAN TRUST 2005-AR2) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1 (GSR MORTGAGE LOAN TRUST 2006-AR1) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.31 |
| HAYFIN EMERALD CLO HAYEM 12A A 144A (HAYFIN EMERALD CLO 12A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.25 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $964K | – | 0.18 |
| HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $2M | – | 0.38 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | Long | Debt | GB | $774K | – | 0.15 |
| HSI ASSET SECURITIZATION CORPO HASC 2007 HE2 2A3 (HSI ASSET SECUR CORP TRUST 2007-HE2) | Long | ABS-mortgage backed security | US | $302K | – | 0.06 |
| HUNGARY SR UNSECURED 144A 09/32 6.25 (HUNGARY GOVT) | Long | Debt | HU | $930K | – | 0.18 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A (INDYMAC INDX MORTGAGE LOAN TR 2006-AR4) | Long | ABS-mortgage backed security | US | $186K | – | 0.04 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2007-A) | Long | ABS-mortgage backed security | US | $266K | – | 0.05 |
| INTESA SANPAOLO SPA SR UNSECURED 144A 11/33 VAR | Long | Debt | IT | $772K | – | 0.15 |
| IRS AUD 1.25000 06/17/20-10Y LCH | Derivative-interest rate | AU | $424K | – | 0.08 | |
| IRS AUD 4.00000 06/21/23-10Y LCH | Derivative-interest rate | AU | $-416K | – | -0.08 | |
| IRS AUD 4.25000 03/15/23-10Y LCH | Derivative-interest rate | AU | $-152K | – | -0.03 | |
| IRS AUD 4.25000 09/15/27-5Y LCH | Derivative-interest rate | AU | $-8K | – | -0.00 | |
| IRS AUD 4.50000 06/19/24-10Y LCH | Derivative-interest rate | AU | $-12K | – | -0.00 | |
| IRS AUD 4.50000 09/15/27-5Y LCH | Derivative-interest rate | AU | $45K | – | 0.01 | |
| IRS AUD 4.50000 09/20/23-5Y LCH | Derivative-interest rate | AU | $-19K | – | -0.00 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $53K | – | 0.01 | |
| IRS CNY 2.25000 09/18/24-5Y LCH | Derivative-interest rate | CN | $937K | – | 0.18 | |
| IRS CZK 1.91250 01/30/19-10Y CME | Derivative-interest rate | CZ | $-60K | – | -0.01 | |
| IRS EUR 0.05400 05/27/25-25Y LCH | Derivative-interest rate | $142K | – | 0.03 | ||
| IRS EUR 0.06350 11/17/22-30Y LCH | Derivative-interest rate | $318K | – | 0.06 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-136K | – | -0.03 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-89K | – | -0.02 | ||
| IRS EUR 0.70000 04/11/22-5Y LCH | Derivative-interest rate | $-75K | – | -0.01 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-134K | – | -0.03 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-63K | – | -0.01 | ||
| IRS EUR 2.25000 09/21/22-15Y LCH | Derivative-interest rate | $-477K | – | -0.09 | ||
| IRS EUR 2.25000 09/21/22-20Y LCH | Derivative-interest rate | $-203K | – | -0.04 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $13K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-261K | – | -0.05 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-268K | – | -0.05 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-18K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-22K | – | -0.00 | ||
| IRS EUR 2.80104 09/10/24-9Y* LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.83310 09/10/24-9Y* LCH | Derivative-interest rate | $-10K | – | -0.00 | ||
| IRS EUR 2.84121 09/10/24-9Y* LCH | Derivative-interest rate | $-34K | – | -0.01 | ||
| IRS EUR 2.84930 09/10/24-9Y* LCH | Derivative-interest rate | $-19K | – | -0.00 | ||
| IRS EUR 2.85660 09/10/24-9Y* LCH | Derivative-interest rate | $-58K | – | -0.01 | ||
| IRS EUR 3.00000 03/15/28-5Y LCH | Derivative-interest rate | $-117K | – | -0.02 | ||
| IRS EUR 3.00000 03/19/25-2Y LCH | Derivative-interest rate | $63K | – | 0.01 | ||
| IRS EUR 3.00000 09/18/24-2Y LCH | Derivative-interest rate | $-73K | – | -0.01 | ||
| IRS KRW 3.25000 09/18/24-5Y LCH | Derivative-interest rate | KR | $-30K | – | -0.01 | |
| IRS MXN 4.87000 07/13/20-5Y* CME | Derivative-interest rate | MX | $-98K | – | -0.02 | |
| IRS MYR P 3.50000 03/20/24-5Y GST | Derivative-interest rate | MY | $20K | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y CBK | Derivative-interest rate | MY | $1K | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y JPM | Derivative-interest rate | MY | $1K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y JPM | Derivative-interest rate | MY | $6K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y SCX | Derivative-interest rate | MY | $1K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-5Y BPS | Derivative-interest rate | MY | $-667.04 | – | -0.00 | |
| IRS MYR P 3.75000 09/20/23-10Y GST | Derivative-interest rate | MY | $14K | – | 0.00 | |
| IRS NZD 4.75000 06/19/24-5Y LCH | Derivative-interest rate | NZ | $28K | – | 0.01 | |
| IRS NZD 5.25000 03/20/24-1Y (WHT) LCH | Derivative-interest rate | NZ | $100K | – | 0.02 | |
| IRS SEK 1.00000 06/19/19-10Y LCH | Derivative-interest rate | SE | $-93K | – | -0.02 | |
| ISRAEL FIXED BOND BONDS 03/27 2 (ISRAEL GOVT) | Long | Debt | IL | $1M | – | 0.21 |
| ISRAEL GOVT EM SP CBK | Derivative-credit | US | $-19K | – | -0.00 | |
| ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 (ITALY GOVT) | Long | Debt | IT | $519K | – | 0.10 |
| ITALY GOVT SW SP BRC | Derivative-credit | US | $5K | – | 0.00 | |
| ITALY GOVT SW SP BRC | Derivative-credit | US | $2K | – | 0.00 | |
| ITALY GOVT SW SP CBK | Derivative-credit | US | $5K | – | 0.00 | |
| JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 (JAPAN GOVT) | Long | Debt | JP | $2M | – | 0.32 |
| JAPAN (20 YEAR ISSUE) BONDS 09/35 1.2 (JAPAN GOVT) | Long | Debt | JP | $6M | – | 1.09 |
| JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5 (JAPAN GOVT) | Long | Debt | JP | $3M | – | 0.56 |
| JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 (JAPAN GOVT) | Long | Debt | JP | $2M | – | 0.45 |
| JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8 (JAPAN GOVT) | Long | Debt | JP | $4M | – | 0.72 |
| JAPAN (30 YEAR ISSUE) BONDS 06/46 0.3 (JAPAN GOVT) | Long | Debt | JP | $3M | – | 0.52 |
| JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5 (JAPAN GOVT) | Long | Debt | JP | $931K | – | 0.18 |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 (JAPAN GOVT) | Long | Debt | JP | $3M | – | 0.54 |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $5M | – | 0.86 |
| JAPAN TREASURY DISC BILL BILLS 04/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $3M | – | 0.59 |
| JAPAN TREASURY DISC BILL BILLS 05/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $931K | – | 0.18 |
| JAPAN TREASURY DISC BILL BILLS 06/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $559K | – | 0.11 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $8M | – | 1.45 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $12M | – | 2.29 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $8M | – | 1.57 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $7M | – | 1.32 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A (JP MORGAN MORTGAGE TRUST 2008-R2) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4) | Long | ABS-mortgage backed security | US | $3M | – | 0.65 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8) | Long | ABS-mortgage backed security | US | $3M | – | 0.56 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $2M | – | 0.32 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $92K | – | 0.02 | |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $343K | – | 0.07 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $533K | – | 0.10 |
| JYSKE REALKREDIT A/S COVERED 07/50 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.13 | – | – |
| JYSKE REALKREDIT A/S COVERED 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $317K | – | 0.06 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $203K | – | 0.04 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.21 | – | – |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.83 | – | 0.00 |
| KBC GROUP NV SR UNSECURED 144A 01/29 VAR (KBC GROEP NV) | Long | Debt | BE | $806K | – | 0.15 |
| KOREA TREASURY BOND BONDS 03/28 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $1M | – | 0.21 |
| KOREA TREASURY BOND BONDS 03/28 5.5 (SOUTH KOREA GOVT) | Long | Debt | KR | $1M | – | 0.20 |
| KOREA TREASURY BOND BONDS 03/53 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $2M | – | 0.31 |
| KOREA TREASURY BOND BONDS 06/27 2.125 (SOUTH KOREA GOVT) | Long | Debt | KR | $864K | – | 0.16 |
| KOREA TREASURY BOND BONDS 06/28 2.625 (SOUTH KOREA GOVT) | Long | Debt | KR | $3M | – | 0.58 |
| KOREA TREASURY BOND BONDS 09/42 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $427K | – | 0.08 |
| KOREA TREASURY BOND BONDS 12/27 2.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $955K | – | 0.18 |
| KOREA TREASURY BOND BONDS 12/28 2.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $5M | – | 1.04 |
| KOREA TREASURY BOND BONDS 12/29 1.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $818K | – | 0.16 |
| KOREA TREASURY BOND BONDS 12/30 1.5 (SOUTH KOREA GOVT) | Long | Debt | KR | $149K | – | 0.03 |
| KOREA TREASURY BOND BONDS 12/32 4.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $3M | – | 0.63 |
| KOREA TREASURY BOND SR UNSECURED 06/31 2 (SOUTH KOREA GOVT) | Long | Debt | KR | $925K | – | 0.18 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 (SAUDI ARABIA GOVT) | Long | Debt | KY | $405K | – | 0.08 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1 (LONG BEACH MTGE LOAN TRUST 2004-4) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-51K | – | -0.01 | |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 (MALAYSIA GOVT) | Long | Debt | MY | $7M | – | 1.25 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $941K | – | 0.18 |
| MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| MANSARD MORTGAGES PLC MANSD 2007 2X A1 REGS (MANSARD MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $62K | – | 0.01 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.06 |
| MDGH GMTN RSC LTD COMPANY GUAR 144A 04/33 5.5 (MDGH GMTN (RSC) LTD) | Long | Debt | AE | $412K | – | 0.08 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1 (MELLON RESIDENTIAL FUND CORP 2000-TBC3) | Long | ABS-mortgage backed security | US | $824.98 | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C (MERRILL LYNCH MORTGAGE INVS 2006-HE5) | Long | ABS-mortgage backed security | US | $506K | – | 0.10 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $150K | – | 0.03 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.33 |
| MFRA TRUST MFRA 2020 NQM2 A1 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $344K | – | 0.07 |
| MFRA TRUST MFRA 2020 NQM2 A3 144A (MFA 2020-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $125K | – | 0.02 |
| MIDOCEAN CREDIT CLO MIDO 2013 2A ARR 144A (MIDOCEAN CREDIT CLO II 2013-2A) | Long | ABS-collateralized bond/debt obligation | KY | $17K | – | 0.00 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/30 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $2M | – | 0.38 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A (MORGAN STANLEY CAPITAL I INC 2021-230P) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 (MORGAN STANLEY ABS CAPITAL I 2006-HE8) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2 (MORGAN STANLEY HOME EQUITY LN 2007-1) | Long | ABS-mortgage backed security | US | $354K | – | 0.07 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A3 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $302K | – | 0.06 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4 (MORGAN STANLEY MORTGAGE LN TR-2006-8AR) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 2A3 (MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| MORGAN STANLEY SR UNSECURED 02/26 VAR | Long | Debt | US | $980K | – | 0.19 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $1M | – | 0.27 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $2M | – | 0.38 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $1M | – | 0.23 |
| MORGAN STANLEY SR UNSECURED 11/29 VAR | Long | Debt | US | $522K | – | 0.10 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $333K | – | 0.06 |
| NATIONWIDE BLDG SOCIETY 144A 02/28 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $1M | – | 0.21 |
| NATWEST GROUP PLC SR UNSECURED 03/35 VAR | Long | Debt | GB | $2M | – | 0.38 |
| NATWEST MARKETS PLC SR UNSECURED REGS 11/25 0.125 | Long | Debt | GB | $817K | – | 0.16 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $610K | – | 0.12 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $534K | – | 0.10 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $621K | – | 0.12 |
| NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5 (NEW ZEALAND GOVT) | Long | Debt | NZ | $200K | – | 0.04 |
| NEWGATE FUNDING PLC NGATE 2007 1X A3 REGS (NEWGATE FUNDING PLC-2007-1X) | Long | ABS-mortgage backed security | GB | $190K | – | 0.04 |
| NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $164K | – | 0.03 |
| NEXI SPA SR UNSECURED REGS 04/29 2.125 | Long | Debt | IT | $291K | – | 0.06 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.27 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $434K | – | 0.08 |
| NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329 | Long | Debt | JP | $462K | – | 0.09 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 WF1 M2 (NOMURA HOME EQUITY LOAN INC 2006-WF1) | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1.58 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.14 | – | – |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $491K | – | 0.09 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.98 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.38 | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A1A (NOVASTAR HOME EQUITY LOAN 2007-1) | Long | ABS-mortgage backed security | US | $301K | – | 0.06 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1.68 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.33 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1.76 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.12 | – | – |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1.36 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.11 | – | – |
| OIS AUD RBACOR/4.33500 08/07/24-0Y* LCH | Derivative-interest rate | AU | $3K | – | 0.00 | |
| OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH | Derivative-interest rate | CA | $-873K | – | -0.17 | |
| OIS CAD CAONREPO/1.7500 12/16/16-30Y CME | Derivative-interest rate | CA | $-120K | – | -0.02 | |
| OIS CAD CAONREPO/1.9000 12/18/19-10Y LCH | Derivative-interest rate | CA | $-385K | – | -0.07 | |
| OIS CAD CAONREPO/2.5000 06/19/19-10Y CME | Derivative-interest rate | CA | $-184K | – | -0.04 | |
| OIS CAD CAONREPO/2.7500 12/18/18-30Y LCH | Derivative-interest rate | CA | $-52K | – | -0.01 | |
| OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH | Derivative-interest rate | CA | $39K | – | 0.01 | |
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH | Derivative-interest rate | CA | $-24K | – | -0.00 | |
| OIS CAD CAONREPO/3.25000 03/15/23-5Y LCH | Derivative-interest rate | CA | $95K | – | 0.02 | |
| OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH | Derivative-interest rate | CA | $57K | – | 0.01 | |
| OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC | Derivative-interest rate | CA | $5K | – | 0.00 | |
| OIS CAD CAONREPO/3.500 03/28/24-10Y* LCH | Derivative-interest rate | CA | $-10K | – | -0.00 | |
| OIS CAD CAONREPO/3.5000 03/22/24-9Y* LCH | Derivative-interest rate | CA | $-6K | – | -0.00 | |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-33K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH | Derivative-interest rate | CA | $-29K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 06/19/25-1Y LCH | Derivative-interest rate | CA | $-23K | – | -0.00 | |
| OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH | Derivative-interest rate | CA | $-117K | – | -0.02 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-20K | – | -0.00 | |
| OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH | Derivative-interest rate | CA | $29K | – | 0.01 | |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | Derivative-interest rate | CA | $26K | – | 0.00 | |
| OIS INR MIBOR/6.25000 09/18/24-5Y LCH | Derivative-interest rate | IN | $-33K | – | -0.01 | |
| OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH | Derivative-interest rate | SG | $241K | – | 0.05 | |
| OIS THB THORON/2.25000 09/18/24-5Y LCH | Derivative-interest rate | TH | $102K | – | 0.02 | |
| OIS THB THORON/2.41750 04/17/24-5Y LCH | Derivative-interest rate | TH | $937.95 | – | 0.00 | |
| OIS THB THORON/2.50000 09/18/24-5Y LCH | Derivative-interest rate | TH | $-32K | – | -0.01 | |
| OIS THB THORON/2.75000 09/18/24-10Y LCH | Derivative-interest rate | TH | $1K | – | 0.00 | |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A (ONE NEW YORK PLAZA TRUST 2020-1NYP) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A (OBX 2023-NQM9 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65 (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $8M | – | 1.59 |
| ONTARIO (PROVINCE OF) SR UNSECURED REGS 01/27 3.5 (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $645K | – | 0.12 |
| OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-1) | Long | ABS-mortgage backed security | US | $184K | – | 0.04 |
| ORGANON + CO/ORG SR SECURED REGS 04/28 2.875 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $202K | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $568K | – | 0.11 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $190K | – | 0.04 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $90K | – | 0.02 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $72K | – | 0.01 |
| PACIFICORP 1ST MORTGAGE 02/31 5.3 | Long | Debt | US | $598K | – | 0.11 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/25 3.95 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $1M | – | 0.26 |
| PEPPER RESIDENTIAL SECURITIES PEPAU 25A A1U 144A (PEPPER RESIDENTIAL SECURITIES TRUST NO. 25A) | Long | ABS-mortgage backed security | AU | $939.59 | – | 0.00 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/50 4.55 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $174K | – | 0.03 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $177K | – | 0.03 |
| PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/61 3.404 (PETRONAS CAPITAL LIMITED) | Long | Debt | MY | $268K | – | 0.05 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/27 4.75 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.23 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $34M | – | 6.50 |
| PREFERRED TERM SECS XVII SECURED 144A 06/35 VAR (PREFERRED TERM SECS XVII LTD) | Long | Debt | KY | $436K | – | 0.08 |
| PRINCIPAL LFE GLB FND II SECURED 144A 01/25 1.375 (PRINCIPAL LIFE GLOBAL FUNDING II) | Long | Debt | US | $391K | – | 0.07 |
| PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6 | Long | Debt | CA | $3M | – | 0.52 |
| QATAR ENERGY SR UNSECURED 144A 07/31 2.25 (QATARENERGY) | Long | Debt | QA | $251K | – | 0.05 |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A1 144A (REAL ESTATE ASSET LIQUIDITY TRUST 2020-1A) | Long | ABS-mortgage backed security | CA | $232K | – | 0.04 |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2020 1A A2 144A (REAL ESTATE ASSET LIQUIDITY TRUST 2020-1A) | Long | ABS-mortgage backed security | CA | $660K | – | 0.13 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.18 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.19 | – | – |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $277K | – | 0.05 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.15 | – | – |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 3 M2 (RENAISSANCE HOME EQ LN TRUST 2002-3) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF6 (RENAISSANCE HOME EQUITY LOAN TR 2006-3) | Long | ABS-mortgage backed security | US | $324K | – | 0.06 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF2 (RENAISSANCE HOME EQUITY LOAN TR 2007-2) | Long | ABS-mortgage backed security | US | $260K | – | 0.05 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT) | Long | Debt | AR | $3K | – | 0.00 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $129K | – | 0.02 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $594K | – | 0.11 |
| REPUBLIC OF PERU SR UNSECURED 12/60 2.78 (PERU GOVT) | Long | Debt | PE | $394K | – | 0.08 |
| REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 (PERU GOVT) | Long | Debt | PE | $471K | – | 0.09 |
| REPUBLIC OF POLAND SR UNSECURED 03/29 4.625 (POLAND GOVT) | Long | Debt | PL | $1M | – | 0.21 |
| REPUBLIC OF POLAND SR UNSECURED 04/53 5.5 (POLAND GOVT) | Long | Debt | PL | $295K | – | 0.06 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $886K | – | 0.17 |
| REPUBLIC OF POLAND SR UNSECURED 10/33 4.875 (POLAND GOVT) | Long | Debt | PL | $391K | – | 0.07 |
| REPUBLIC OF POLAND SR UNSECURED REGS 02/43 4.25 (POLAND GOVT) | Long | Debt | PL | $328K | – | 0.06 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6 (SERBIA GOVT) | Long | Debt | RS | $690K | – | 0.13 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 (SERBIA GOVT) | Long | Debt | RS | $380K | – | 0.07 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO3) | Long | ABS-mortgage backed security | US | $96K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO6) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS6) | Long | ABS-mortgage backed security | US | $251K | – | 0.05 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A (RESIDENTIAL ACCREDIT LOANS 2007-QH8) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QO2 A1 (RESIDENTIAL ACCREDIT LOANS INC 2007-QO2) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC7 A2 (RESIDENTIAL ASSET MGTE PROD INC 2005-EFC7) | Long | ABS-mortgage backed security | US | $517K | – | 0.10 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AII (RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1) | Long | ABS-mortgage backed security | US | $172K | – | 0.03 |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 (RESIDENTIAL ASSET SEC CORP 2006-KS9) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| REVERSE REPO DEUTSCHE REVERSE REPO | Short | Repurchase agreement | US | $-5M | – | -0.86 |
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH | Derivative-interest rate | CH | $-45K | – | -0.01 | |
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH | Derivative-interest rate | CH | $-147K | – | -0.03 | |
| RFR GBP SONIO/3.00000 06/17/25-10Y LCH | Derivative-interest rate | GB | $262K | – | 0.05 | |
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH | Derivative-interest rate | GB | $-338K | – | -0.06 | |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $-322K | – | -0.06 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $-86K | – | -0.02 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $141K | – | 0.03 | |
| RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH | Derivative-interest rate | JP | $-635K | – | -0.12 | |
| RFR JPY MUT+5.89/0.2000 06/19/19-10Y LCH | Derivative-interest rate | JP | $-54K | – | -0.01 | |
| RFR JPY MUTK/0.0500 12/15/21-10Y LCH | Derivative-interest rate | JP | $-157K | – | -0.03 | |
| RFR JPY MUTK/0.2500 09/14/22-10Y LCH | Derivative-interest rate | JP | $-53K | – | -0.01 | |
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH | Derivative-interest rate | JP | $-410K | – | -0.08 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $792.29 | – | 0.00 | |
| RFR JPY MUTK/0.60000 09/18/24-5Y LCH | Derivative-interest rate | JP | $-46K | – | -0.01 | |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | Derivative-interest rate | JP | $-452K | – | -0.09 | |
| RFR JPY MUTK/0.85000 09/20/23-10Y LCH | Derivative-interest rate | JP | $-4K | – | -0.00 | |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | Derivative-interest rate | JP | $-58K | – | -0.01 | |
| RFR JPY MUTK/1.50000 09/18/24-30Y LCH | Derivative-interest rate | JP | $13K | – | 0.00 | |
| RFR USD SOFR/1.00000 06/15/22-5Y LCH | Derivative-interest rate | US | $271K | – | 0.05 | |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | Derivative-interest rate | US | $1M | – | 0.21 | |
| RFR USD SOFR/2.31000 01/16/24-1Y LCH | Derivative-interest rate | US | $-690K | – | -0.13 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-18K | – | -0.00 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-50K | – | -0.01 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-17K | – | -0.00 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-27K | – | -0.01 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-26K | – | -0.00 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-21K | – | -0.00 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-29K | – | -0.01 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-41K | – | -0.01 | |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | Derivative-interest rate | US | $905K | – | 0.17 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-20K | – | -0.00 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-15K | – | -0.00 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-20K | – | -0.00 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-17K | – | -0.00 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-17K | – | -0.00 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-16K | – | -0.00 | |
| RFR USD SOFR/3.15000 05/13/24-1Y LCH | Derivative-interest rate | US | $879K | – | 0.17 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-16K | – | -0.00 | |
| RFR USD SOFR/3.20000 05/13/24-1Y LCH | Derivative-interest rate | US | $71K | – | 0.01 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-16K | – | -0.00 | |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | Derivative-interest rate | US | $-15K | – | -0.00 | |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | Derivative-interest rate | US | $1M | – | 0.27 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $53K | – | 0.01 | |
| RFR USD SOFR/3.50000 06/22/23-7Y LCH | Derivative-interest rate | US | $-39K | – | -0.01 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $269K | – | 0.05 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-748K | – | -0.14 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-23K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-28K | – | -0.01 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-19K | – | -0.00 | |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | Derivative-interest rate | US | $104K | – | 0.02 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-13K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $732K | – | 0.14 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $36K | – | 0.01 | |
| RFR USD SOFR/3.75000 06/20/24-7Y LCH | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/21/23-2Y LCH | Derivative-interest rate | US | $89K | – | 0.02 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-19K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-18K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | Derivative-interest rate | US | $27K | – | 0.01 | |
| RFR USD SOFR/3.75000 12/18/24-2Y LCH | Derivative-interest rate | US | $-126K | – | -0.02 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/3.80000 08/22/23-7Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.82761 12/30/22-9Y* LCH | Derivative-interest rate | US | $34K | – | 0.01 | |
| RFR USD SOFR/3.85700 09/01/23-7Y* LCH | Derivative-interest rate | US | $-78K | – | -0.01 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-8K | – | -0.00 | |
| RFR USD SOFR/4.00000 03/20/24-30Y LCH | Derivative-interest rate | US | $-91K | – | -0.02 | |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | Derivative-interest rate | US | $241K | – | 0.05 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.15859 06/01/23-2Y* LCH | Derivative-interest rate | US | $316K | – | 0.06 | |
| RFR USD SOFR/4.22800 08/30/24-1Y LCH | Derivative-interest rate | US | $45K | – | 0.01 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $2M | – | 0.30 | |
| RFR USD SOFR/4.75000 06/24/24-1Y LCH | Derivative-interest rate | US | $133K | – | 0.03 | |
| RFRF USD SF+26.161/1.249 08/31/21-3Y LCH | Derivative-interest rate | US | $58K | – | 0.01 | |
| RFRF USD SF+26.161/1.298 08/25/21-3Y LCH | Derivative-interest rate | US | $47K | – | 0.01 | |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $4M | – | 0.80 |
| RMAC SECURITIES PLC RMACS 2006 NS3X A2A REGS (RMAC SECURITIES PLC 2006-NS3X) | Long | ABS-mortgage backed security | GB | $303K | – | 0.06 |
| ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A (ROCKFORD TOWER EUROPE CLO 2018-1A DAC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.23 |
| ROMANIA SR UNSECURED 144A 02/34 3.75 (ROMANIA GOVT) | Long | Debt | RO | $552K | – | 0.11 |
| ROMANIA SR UNSECURED 144A 03/28 2.125 (ROMANIA GOVT) | Long | Debt | RO | $396K | – | 0.08 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $522K | – | 0.10 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $517K | – | 0.10 |
| ROMANIA SR UNSECURED 144A 09/26 5 (ROMANIA GOVT) | Long | Debt | RO | $766K | – | 0.15 |
| ROMANIA SR UNSECURED 144A 09/29 6.625 (ROMANIA GOVT) | Long | Debt | RO | $345K | – | 0.07 |
| ROMANIA SR UNSECURED REGS 01/32 2 (ROMANIA GOVT) | Long | Debt | RO | $84K | – | 0.02 |
| ROMANIA SR UNSECURED REGS 07/31 2.124 (ROMANIA GOVT) | Long | Debt | RO | $86K | – | 0.02 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $402K | – | 0.08 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $558K | – | 0.11 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $613K | – | 0.12 |
| ROMANIA UNSECURED 144A 12/29 1.375 (ROMANIA GOVT) | Long | Debt | RO | $479K | – | 0.09 |
| ROMANIA UNSECURED 144A 12/40 2.625 (ROMANIA GOVT) | Long | Debt | RO | $279K | – | 0.05 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $490K | – | 0.09 |
| SANTANDER HOLDINGS USA SR UNSECURED 05/27 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $603K | – | 0.12 |
| SANTANDER UK PLC COVERED 144A 02/27 VAR | Long | Debt | GB | $635K | – | 0.12 |
| SARANAC CLO LTD SRANC 2018 6A A1R 144A (SARANAC CLO LTD 2018-6A) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.24 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $2M | – | 0.30 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $5M | – | 0.90 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT) | Long | Debt | SA | $2M | – | 0.34 |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 (SAUDI ARABIA GOVT) | Long | Debt | SA | $180K | – | 0.03 |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A (SAXON ASSET SECURITIES TRUST 2007-4) | Long | ABS-mortgage backed security | US | $232K | – | 0.04 |
| SCULPTOR EUROPEAN CLO SCULE 6A AR 144A (SCULE 6A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.20 |
| SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS (SHAMROCK RESIDENTIAL 2022-1 DAC 22-1) | Long | ABS-mortgage backed security | IE | $1M | – | 0.21 |
| SINGAPORE GOVERNMENT BONDS 08/36 2.25 (SINGAPORE GOVT) | Long | Debt | SG | $1M | – | 0.20 |
| SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVT) | Long | Debt | SG | $3M | – | 0.58 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $900K | – | 0.17 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $799K | – | 0.15 |
| SOCIETE GENERALE 144A 01/33 VAR | Long | Debt | FR | $415K | – | 0.08 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $38.03 | – | 0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-129.07 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-565.78 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-3K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $133K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $48K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $14K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $12K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $57K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $24K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $101K | – | 0.02 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $625.51 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240703 | Derivative-foreign exchange | CA | $-66.66 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-18K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-182.31 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-9K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-44K | – | -0.01 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $4K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240708 | Derivative-foreign exchange | CN | $12K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240710 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240712 | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $117K | – | 0.02 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $62K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $22K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $11K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $10K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $9K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $8K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $815.84 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $69K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250116 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250218 | Derivative-foreign exchange | CN | $965.26 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $928.19 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $93.1 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $47.39 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $36.97 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $3K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240712 | Derivative-foreign exchange | CO | $9K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240815 | Derivative-foreign exchange | CO | $15K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $9K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $7K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $6K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $6K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $6K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $24K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $19K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-527.16 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-1K | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $833K | – | 0.16 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $14K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $25K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $246K | – | 0.05 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $58K | – | 0.01 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $98.07 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-11K | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $25K | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-8.33 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-13.83 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $1M | – | 0.21 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $136K | – | 0.03 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $253K | – | 0.05 | |
| SOLD JPY BOUGHT USD 20240813 | Derivative-foreign exchange | JP | $311K | – | 0.06 | |
| SOLD JPY BOUGHT USD 20240917 | Derivative-foreign exchange | JP | $197K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20240924 | Derivative-foreign exchange | JP | $150K | – | 0.03 | |
| SOLD JPY BOUGHT USD 20240930 | Derivative-foreign exchange | JP | $-14K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $518K | – | 0.10 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $473K | – | 0.09 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $240K | – | 0.05 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $215K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $215K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $95K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $104K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $70K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250520 | Derivative-foreign exchange | JP | $50K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250620 | Derivative-foreign exchange | JP | $12K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $151K | – | 0.03 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $48K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $41K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $40K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $16K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $14K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $13K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $7K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $193.57 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $175.95 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-2K | – | -0.00 | |
| SOLD KWD BOUGHT USD 20290502 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290503 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290507 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| SOLD KWD BOUGHT USD 20290508 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| SOLD MYR BOUGHT USD 20240717 | Derivative-foreign exchange | MY | $121.43 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $89.32 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $16.17 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $558.62 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240705 | Derivative-foreign exchange | PE | $24K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240730 | Derivative-foreign exchange | PE | $8K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $106.18 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-9K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $9K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $23K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $13K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-1K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $159.18 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $6K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $4K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-528.66 | – | -0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4 (SOUNDVIEW HOME EQUITY LN TR 2006-3) | Long | ABS-mortgage backed security | US | $947K | – | 0.18 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A2 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| SOUTH KOREA GOVT AS BP GST | Derivative-credit | US | $-33K | – | -0.01 | |
| SOUTH KOREA GOVT AS BP MYC | Derivative-credit | US | $-34K | – | -0.01 | |
| STANDARD CHARTERED PLC 01/28 1 | Long | Debt | GB | $1M | – | 0.25 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR | Long | Debt | GB | $1M | – | 0.27 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 07/34 VAR | Long | Debt | GB | $1M | – | 0.28 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.28 |
| STATE OF ISRAEL SR UNSECURED 01/33 4.5 (ISRAEL GOVT) | Long | Debt | IL | $360K | – | 0.07 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.84 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-4) | Long | ABS-mortgage backed security | US | $181.34 | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 1 A4 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2006-1) | Long | ABS-mortgage backed security | US | $586K | – | 0.11 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A2 (STRUCTURED ASSET INVST LN TR 2006-4) | Long | ABS-mortgage backed security | US | $221K | – | 0.04 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $214.31 | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR1) | Long | ABS-mortgage backed security | US | $962.6 | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 (STRUCTURED ASSET MTG INV INC 2004-AR3) | Long | ABS-mortgage backed security | US | $360.17 | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 (STRUCTURED ASSET MTG INV INC 2005-AR2) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A3 (STRUCTURED ASSET MTG INV INC 2007-AR4) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR6 A1 (STRUCTURED ASSET MTGE INVEST 2007-AR6) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A (STRUCTURED ASSET SEC CORP 2006-RF1) | Long | ABS-mortgage backed security | US | $135K | – | 0.03 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF4 1A1 144A (STRUCTURED ASSET SEC CORP 2006-RF4) | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6 (TBW MTGE BACKED PASS THRU CERT 2006-4) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 (TERWIN MORTGAGE TRUST SERIES TMTS 2003-6HE) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $291K | – | 0.06 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 4A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $17.33 | – | 0.00 |
| TOKYO METROPOLITAN GOVT SR UNSECURED 144A 07/25 0.75 (METROPOLIS OF TOKYO JAPAN) | Long | Debt | JP | $2M | – | 0.38 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $1M | – | 0.26 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $244K | – | 0.05 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $500K | – | 0.10 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-mortgage backed security | US | $593K | – | 0.11 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $283K | – | 0.05 |
| TRS SOFRINDX/IBOXIG INDX 09/20/24 JPM | Derivative-credit | US | $-26K | – | -0.01 | |
| TRS SOFRINDX/IBOXIG INDX 12/20/24 BPS | Derivative-credit | US | $93K | – | 0.02 | |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.16 |
| TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT) | Long | Debt | US | $165K | – | 0.03 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $7M | – | 1.37 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $882K | – | 0.17 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.74 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.85 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.20 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.41 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $290K | – | 0.06 |
| UBS GROUP AG SR UNSECURED 144A 01/29 VAR | Long | Debt | CH | $755K | – | 0.14 |
| UBS GROUP AG SR UNSECURED 144A 04/31 VAR | Long | Debt | CH | $1M | – | 0.21 |
| UBS GROUP AG SR UNSECURED 144A 05/32 VAR | Long | Debt | CH | $427K | – | 0.08 |
| UBS GROUP AG SR UNSECURED 144A 06/26 VAR | Long | Debt | CH | $1M | – | 0.22 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $603K | – | 0.12 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $2M | – | 0.30 |
| UBS GROUP AG SR UNSECURED 144A 09/30 VAR | Long | Debt | CH | $703K | – | 0.13 |
| UNITED KINGDOM GILT BONDS REGS 01/44 3.25 (UNITED KINGDOM GOVT) | Long | Debt | GB | $939K | – | 0.18 |
| UNITED KINGDOM GILT BONDS REGS 01/49 1.75 (UNITED KINGDOM GOVT) | Long | Debt | GB | $954K | – | 0.18 |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 (UNITED KINGDOM GOVT) | Long | Debt | GB | $1M | – | 0.25 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 (UNITED KINGDOM GOVT) | Long | Debt | GB | $701K | – | 0.13 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $1M | – | 0.23 |
| UNITED KINGDOM GILT BONDS REGS 10/50 0.625 (UNITED KINGDOM GOVT) | Long | Debt | GB | $657K | – | 0.13 |
| UNITED KINGDOM GILT BONDS REGS 12/40 4.25 (UNITED KINGDOM GOVT) | Long | Debt | GB | $1M | – | 0.28 |
| UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A (UNITED WHOLESALE MORTGAGE LLC 2021-INV5) | Long | ABS-mortgage backed security | US | $425K | – | 0.08 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-32K | – | -0.01 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-32K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-471K | – | -0.09 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-44K | – | -0.01 | |
| US TREASURY N/B 02/28 4 (UNITED STATES GOVT) | Long | Debt | US | $689K | – | 0.13 |
| US TREASURY N/B 02/33 3.5 (UNITED STATES GOVT) | Long | Debt | US | $656K | – | 0.13 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.67 |
| US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.24 |
| US TREASURY N/B 04/25 2.875 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 1.44 |
| US TREASURY N/B 05/34 4.375 (UNITED STATES GOVT) | Long | Debt | US | $600K | – | 0.11 |
| US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT) | Long | Debt | US | $5M | – | 1.00 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $4M | – | 0.72 |
| US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.47 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $4K | – | 0.00 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $909.18 | – | 0.00 |
| VIBRANT CLO LTD VIBR 2016 4A A1RR 144A (VIBRANT CLO IV LTD 2016-4A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.31 |
| VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD) | Long | ABS-collateralized bond/debt obligation | KY | $528K | – | 0.10 |
| WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 2A4 (WACHOVIA MORTGAGE LN TRUST LLC 2005-B) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A (WASHINGTON MUTUAL 2002 AR2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5 (WASHINGTON MUTUAL 2003-AR1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A2 (WASHINGTON MUTUAL 2005-AR3) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR4 A5 (WASHINGTON MUTUAL 2005-AR4) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 2A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A (WASHINGTON MUTUAL 2006-AR3) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A (WASHINGTON MUTUAL 2006-AR5) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR5 3A (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR5) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.23 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $296K | – | 0.06 |
| WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.30 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $934K | – | 0.18 |
| WEST VA HEALTH SYS OBL SECURED 06/50 3.129 (WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP) | Long | Debt | US | $529K | – | 0.10 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.32 |
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.