PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO Global Bond Opportunities Portfolio (Unhedged)
$121.22M
Avg Monthly Net Assets
$272.30M
Total Assets
$145.16M
Total Liabilities
$127.15M
Net Assets
PIMCO Global Bond Opportunities Portfolio (Unhedged) 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 $121.22M.
On August 28th, 2024 it reported 929 holdings, the largest
being UMBS PASS THRU POOLS (10.8%), UMBS PASS THRU POOLS (8.9%) and PIMCO FUNDS (7.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026497 | VPVGBDV | |
| Advisor | C000030988 | VPVGBVV | |
| Institutional | C000030996 | VPVGBIV |
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 | $146K | – | 0.11 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $-19K | – | -0.02 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $-59K | – | -0.05 | |
| 3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| 3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 | Derivative-foreign exchange | LU | $3K | – | 0.00 | |
| 3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | LU | $3K | – | 0.00 | |
| 3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000 | Derivative-foreign exchange | US | $13K | – | 0.01 | |
| 3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| 3175SQ653 OTC EPUT FRTR 0.75 97 | Derivative-interest rate | DE | $144K | – | 0.11 | |
| 3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| 3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 | Derivative-foreign exchange | LU | $4K | – | 0.00 | |
| 3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 | Derivative-foreign exchange | LU | $2K | – | 0.00 | |
| 3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP | Derivative-interest rate | US | $-30.64 | – | -0.00 | |
| 317U173X1 IRO EUR 25Y P0.451 MAY25 0.451 PUT | Derivative-interest rate | DE | $-119K | – | -0.09 | |
| 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710 | Derivative-interest rate | US | $-41.94 | – | -0.00 | |
| 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715 | Derivative-interest rate | US | $6K | – | 0.00 | |
| 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715 | Derivative-interest rate | US | $-90.5 | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-21.93 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-618.52 | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-244.05 | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-449.3 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-571.55 | – | -0.00 | |
| 317U6E1A3 PIMCO SWAPTION 4.25 PUT USD 20250623 | Derivative-interest rate | US | $-21K | – | -0.02 | |
| 317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623 | Derivative-interest rate | US | $22K | – | 0.02 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 | Derivative-interest rate | US | $-14K | – | -0.01 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 | Derivative-interest rate | US | $15K | – | 0.01 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6E7A7 PIMCO SWAPTION 4.3 PUT USD 20250625 | Derivative-interest rate | US | $-20K | – | -0.02 | |
| 317U6E8A6 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | US | $21K | – | 0.02 | |
| 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6EGA7 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | US | $5K | – | 0.00 | |
| 317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925 | Derivative-interest rate | KY | $-5K | – | -0.00 | |
| 317U6F2A9 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | KY | $5K | – | 0.00 | |
| 317U6F3A8 PIMCO SWAPTION 4.28 PUT USD 20250625 | Derivative-interest rate | US | $-9K | – | -0.01 | |
| 317U6F4A7 PIMCO SWAPTION 3.96 PUT USD 20250625 | Derivative-interest rate | KY | $9K | – | 0.01 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-677.83 | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-489.73 | – | -0.00 | |
| ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5 | Long | Debt | AE | $407K | – | 0.32 |
| ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A (ACCUNIA EUROPEAN CLO I DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $96K | – | 0.08 |
| ACE SECURITIES CORP. ACE 2005 HE5 M4 (ACE SECURITIES CORP 2005-HE5) | Long | ABS-mortgage backed security | US | $373K | – | 0.29 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $197K | – | 0.16 |
| 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 | – | 0.05 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1 (AMERICAN HOME MORTGAGE ASSETS 2006-1) | Long | ABS-mortgage backed security | US | $77K | – | 0.06 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12 (AMERICAN HOME MORTGAGE ASSETS 2006-4) | Long | ABS-mortgage backed security | US | $122K | – | 0.10 |
| AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A (AMORTIZING RESIDENTIAL COLLAT 2001-BC6) | Long | ABS-mortgage backed security | US | $334.83 | – | 0.00 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-2) | Long | ABS-mortgage backed security | US | $473K | – | 0.37 |
| APIDOS CLO LTD APID 2017 27A A1R 144A (APIDOS CLO 2017-27A) | Long | ABS-collateralized bond/debt obligation | KY | $137K | – | 0.11 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $299K | – | 0.23 |
| ARMADA EURO CLO ARMDA 3A A1R 144A (ARMADA EURO CLO III DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $377K | – | 0.30 |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | Long | Debt | US | $201K | – | 0.16 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-182.77 | – | -0.00 | |
| AUST 3YR BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $-2K | – | -0.00 | |
| AUSTRALIAN GOVERNMENT BONDS REGS 05/30 2.5 (AUSTRALIA GOVT) | Long | Debt | AU | $244K | – | 0.19 |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 (AUSTRALIA GOVT) | Long | Debt | AU | $18K | – | 0.01 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $254K | – | 0.20 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $249K | – | 0.20 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4 (BANC OF AMERICA FUNDING CORP 2005-8) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1 (BANC OF AMERICA FUNDING CORP 2006-A) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 4A1 (BANC OF AMERICA FUNDING CORP 2006-I) | Long | ABS-mortgage backed security | US | $34K | – | 0.03 |
| BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $302K | – | 0.24 |
| BANCA MONTE DEI PASCHI S REGS 09/24 3.625 (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $107K | – | 0.08 |
| BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR (BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)) | Long | Debt | ES | $200K | – | 0.16 |
| BANCO SANTANDER SA SR UNSECURED 03/26 1.849 | Long | Debt | ES | $188K | – | 0.15 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25 | Long | Debt | US | $196K | – | 0.15 |
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A1 144A (BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5) | Long | ABS-mortgage backed security | US | $198K | – | 0.16 |
| BCAP LLC TRUST BCAP 2006 AA2 A1 (BCAP LLC TRUST 2006-AA2) | Long | ABS-mortgage backed security | US | $80K | – | 0.06 |
| BCAP LLC TRUST BCAP 2011 RR4 7A1 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $166K | – | 0.13 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $361K | – | 0.28 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2 (BEAR STEARNS ADJ RATE MTGE TR 2003-5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 7 6A (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-7) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 22A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 23A (BEAR STEARNS ADJ RATE MTGE TR 2004-2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 9 22A1 (BEAR STEARNS ADJ RATE MTGE TR 2004-9) | Long | ABS-mortgage backed security | US | $729.38 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1 (BEAR STEARNS ADJ RATE MTGE TR 2007-3) | Long | ABS-mortgage backed security | US | $55K | – | 0.04 |
| BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 (BEAR STEARNS ALT-A TRUST 2005-7) | Long | ABS-mortgage backed security | US | $27K | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1 (BEAR STEARNS ALT-A TRUST 2005-9) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2 (BEAR STEARNS ALT-A TRUST 2006-5) | Long | ABS-mortgage backed security | US | $45K | – | 0.04 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $25K | – | 0.02 |
| BOEING CO SR UNSECURED 144A 05/27 6.259 (BOEING CO/THE) | Long | Debt | US | $101K | – | 0.08 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $505.62 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $310.28 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $30.6 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240802 | Derivative-foreign exchange | AU | $114.27 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240802 | Derivative-foreign exchange | AU | $35.93 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-448.75 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-833.31 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-842.02 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-22K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-76K | – | -0.06 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-303.95 | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240703 | Derivative-foreign exchange | CA | $13.42 | – | 0.00 | |
| BOUGHT CAD SOLD USD 20240802 | Derivative-foreign exchange | CA | $618.69 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-673.71 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-7K | – | -0.01 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-8K | – | -0.01 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-2K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-4K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-710.98 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-716.19 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-1K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-1K | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240702 | Derivative-foreign exchange | CN | $-844.16 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240708 | Derivative-foreign exchange | CN | $-833.79 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-806.15 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-960.93 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-7K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-37K | – | -0.03 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-749.26 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-808.48 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-7K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-7K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-24K | – | -0.02 | |
| BOUGHT CNH SOLD USD 20241210 | Derivative-foreign exchange | CN | $-408.44 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250116 | Derivative-foreign exchange | CN | $-821.88 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20250218 | Derivative-foreign exchange | CN | $-160.42 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-171 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-272.71 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-424.98 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-8K | – | -0.01 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-13K | – | -0.01 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240710 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240724 | Derivative-foreign exchange | CN | $-9.26 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-0.67 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-8.59 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-398.88 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-450.95 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240806 | Derivative-foreign exchange | CN | $-7.8 | – | -0.00 | |
| BOUGHT CZK SOLD USD 20240719 | Derivative-foreign exchange | CZ | $-2K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $267.7 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $123.45 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $56.07 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-225.64 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-784.13 | – | -0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-149.51 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-857.98 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-10K | – | -0.01 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-26K | – | -0.02 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-261.88 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-14K | – | -0.01 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $39.96 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $37.46 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $77.03 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-9K | – | -0.01 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-1K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240719 | Derivative-foreign exchange | IL | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $720.86 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $309.12 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $263.48 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $182.8 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $144.91 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $138.29 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $113.08 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $55.36 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $47.67 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $22.28 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $4.17 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-102.02 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-149.26 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-254.94 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-2K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-4K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-404K | – | -0.32 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-21K | – | -0.02 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-13K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-14K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-19K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-19K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-31K | – | -0.02 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-798.24 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $8K | – | 0.01 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-15K | – | -0.01 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-6.25 | – | -0.00 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-48.74 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-2K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-45.23 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-249.16 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-369.89 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-799.19 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240705 | Derivative-foreign exchange | PE | $-1K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $7K | – | 0.01 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-54.32 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-203.02 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-377.1 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-380.66 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-411.96 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-699.12 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-729.04 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-754.9 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-838.72 | – | -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 | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-623.59 | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-2K | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-16K | – | -0.01 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $279.57 | – | 0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $-491.91 | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240716 | Derivative-foreign exchange | TR | $16K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240909 | Derivative-foreign exchange | TR | $61K | – | 0.05 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-125.32 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-501.26 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-609.06 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-854.83 | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $9K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $2K | – | 0.00 | |
| BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35 (BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $52K | – | 0.04 |
| BUONI POLIENNALI DEL TES SR UNSECURED REGS 09/26 3.85 (ITALY GOVT) | Long | Debt | IT | $2M | – | 1.53 |
| BX TRUST BX 2021 21M A 144A (BX COMMERCIAL MORTGAGE TRUST 2021-21M) | Long | ABS-mortgage backed security | US | $266K | – | 0.21 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $249K | – | 0.20 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $10K | – | 0.01 | |
| CANADIAN GOVERNMENT BONDS 12/33 3.25 (CANADA GOVT) | Long | Debt | CA | $1M | – | 1.01 |
| CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 (CANADA GOVT) | Long | Debt | CA | $97K | – | 0.08 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A) | Long | ABS-collateralized bond/debt obligation | KY | $74K | – | 0.06 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.39 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $190K | – | 0.15 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $199K | – | 0.16 |
| CCS AUD R US3ML/AUD3MBBSW+29 AZD | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42 CBK | Derivative-foreign exchange | AU | $4K | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42.25 GLM | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -58.6 CBK | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -59 BRC | Derivative-foreign exchange | US | $68K | – | 0.05 | |
| CCS USD R USSOFR/JPYMUTKCALM -60 CBK | Derivative-foreign exchange | US | $162K | – | 0.13 | |
| CCS USD R USSOFR/JPYMUTKCALM -61 GST | Derivative-foreign exchange | US | $151K | – | 0.12 | |
| CCS USD R USSOFR/JPYMUTKCALM-59.12 BPS | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $60K | – | 0.05 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-944.31 | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| CDX IG40 10Y ICE | Derivative-credit | US | $-14K | – | -0.01 | |
| CDX IG40 5Y ICE | Derivative-credit | US | $7K | – | 0.01 | |
| CDX IG41 10Y ICE | Derivative-credit | US | $-24K | – | -0.02 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $88K | – | 0.07 | |
| CDX IG42 10Y ICE | Derivative-credit | US | $-36K | – | -0.03 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $2M | – | 1.40 | |
| CDX ITRAXX MAIN41 5Y ICE | Derivative-credit | $-112K | – | -0.09 | ||
| CHARTER COMM OPT LLC/CAP SR SECURED 02/32 2.3 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $154K | – | 0.12 |
| CHARTER COMM OPT LLC/CAP SR SECURED 03/42 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL) | Long | Debt | US | $67K | – | 0.05 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 (CHASE MORTGAGE FINANCE CORP 2007-A2) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 3A A1 144A (CHEVY CHASE MORTGAGE FUND CORP 2005-3A) | Long | ABS-mortgage backed security | US | $146K | – | 0.11 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $317K | – | 0.25 |
| CITIGROUP INC SR UNSECURED 03/26 VAR | Long | Debt | US | $196K | – | 0.15 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6 (CITIGROUP MTGE LOAN TRUST INC 2005-OPT4) | Long | ABS-mortgage backed security | US | $469K | – | 0.37 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1 (CITIGROUP MTGE LOAN TR INC 2006-AR1) | Long | ABS-mortgage backed security | US | $80K | – | 0.06 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV1) | Long | ABS-mortgage backed security | US | $384K | – | 0.30 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A3A 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3) | Long | ABS-mortgage backed security | US | $186K | – | 0.15 |
| CONSECO FINANCE SECURITIZATION CNF 2001 1 A5 (CONSECO FINANCE SECUR CORP 2001-1) | Long | ABS-other | US | $298K | – | 0.23 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.20 |
| CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1) | Long | ABS-collateralized bond/debt obligation | IE | $258K | – | 0.20 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 04/25 3.5 | Long | Debt | US | $98K | – | 0.08 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 21CB A3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-21CB) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 2A3 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63) | Long | ABS-mortgage backed security | US | $66K | – | 0.05 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-81) | Long | ABS-mortgage backed security | US | $45K | – | 0.04 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 15CB A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-15CB) | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1) | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A (COUNTRYWIDE ALT LOAN TRUST 2006-OA17) | Long | ABS-mortgage backed security | US | $128K | – | 0.10 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A (COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9) | Long | ABS-mortgage backed security | US | $71K | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12 (COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9 (COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 3 2A (COUNTRYWIDE ASSET-BACKED CERT 2004-3) | Long | ABS-mortgage backed security | US | $62K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-25) | Long | ABS-mortgage backed security | US | $491K | – | 0.39 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 (COUNTRYWIDE ASSET-BACKED CERT 2007-12) | Long | ABS-mortgage backed security | US | $44K | – | 0.03 |
| COUNTRYWIDE HOME LOANS CWHL 2004 16 1A4A (COUNTRYWIDE HOME LOANS 2004-16) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $4K | – | 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 2005 1 1A1 (COUNTRYWIDE HOME LOANS 2005-1) | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2005 11 6A1 (COUNTRYWIDE HOME LOANS 2005-11) | Long | ABS-mortgage backed security | US | $176K | – | 0.14 |
| COUNTRYWIDE HOME LOANS CWHL 2005 18 A3 (COUNTRYWIDE HOME LOANS 2005-18) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| 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 3 2A1 (COUNTRYWIDE HOME LOANS 2005-3) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 4 1A1 (COUNTRYWIDE HOME LOANS 2005-4) | Long | ABS-mortgage backed security | US | $167K | – | 0.13 |
| COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3 (COUNTRYWIDE HOME LOANS 2005-9) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $112K | – | 0.09 |
| COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2 (COUNTRYWIDE HOME LOANS 2006-OA4) | Long | ABS-mortgage backed security | US | $258K | – | 0.20 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 2A1 (COUNTRYWIDE HOME LOANS 2007-HYB2) | Long | ABS-mortgage backed security | US | $37K | – | 0.03 |
| CREDIT AGRICOLE SA 144A 10/29 VAR | Long | Debt | FR | $308K | – | 0.24 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 (CREDIT BASED ASSET SRVC & SEC 2006-CB9) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $135.87 | – | 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 2007 5R A5 (CREDIT SUISSE MORTGAGE CAP CERT 2007-5R) | Long | ABS-mortgage backed security | US | $24K | – | 0.02 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A (CSMC 2021-INV1 TRUST) | Long | ABS-mortgage backed security | US | $61K | – | 0.05 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $299K | – | 0.24 |
| CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A (CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A) | Long | ABS-collateralized bond/debt obligation | IE | $535K | – | 0.42 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A2 (DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4) | Long | ABS-mortgage backed security | US | $68K | – | 0.05 |
| DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $203K | – | 0.16 |
| DEUTSCHE BANK AG REGS 09/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $111K | – | 0.09 |
| DEUTSCHE BANK AG REGS 11/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $189K | – | 0.15 |
| DEUTSCHE BANK NY 05/32 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $126K | – | 0.10 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $176K | – | 0.14 |
| DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 09/26 2.125 (DEVELOPMENT BANK OF JAPAN INC (DBJ)) | Long | Debt | JP | $522K | – | 0.41 |
| EFSF GOVT GUARANT REGS 05/33 1.25 (EFSF - EUROPEAN FINANCIAL STABILITY FACILITY (AKA: EU STABILISATION FUND)) | Long | Debt | LU | $5M | – | 4.29 |
| ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A (ELMWOOD CLO VII LTD 2020-4A) | Long | ABS-collateralized bond/debt obligation | KY | $301K | – | 0.24 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-57K | – | -0.04 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-1K | – | -0.00 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $50K | – | 0.04 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-7K | – | -0.01 | |
| EURO-OAT FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $39K | – | 0.03 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-18K | – | -0.01 | |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $153K | – | 0.12 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 01/27 0.5 (EUROPEAN INVESTMENT BANK (EIB)) | Long | Debt | $1M | – | 0.95 | |
| EUROPEAN UNION SR UNSECURED REGS 11/27 2.5 (EUROPEAN UNION (EU)) | Long | Debt | $739K | – | 0.58 | |
| EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $169K | – | 0.13 |
| EXPORT DEVELOPMNT CANADA GOVT GUARANT 144A 03/29 7.13 (EXPORT DEVELOPMENT CANADA (EDC)) | Long | Debt | CA | $324K | – | 0.26 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $102K | – | 0.08 |
| 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 | $5K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2004 W12 1A1 (FANNIEMAE WHOLE LOAN 2004-W12) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FED HM LN PC POOL 1B3362 FH 04/37 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FED HM LN PC POOL G08631 FG 03/45 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.11 |
| FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $495K | – | 0.39 |
| FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $179K | – | 0.14 |
| FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.03 |
| FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 1.77 |
| FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 1.69 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 35 A (FHLMC STRUCTURED PASS THRU SEC T-35) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1 (FHLMC STRUCTURED PASS THRU SEC T-62) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $517K | – | 0.41 |
| FNMA POOL 800171 FN 12/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $794.94 | – | 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 AB6314 FN 09/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AO7562 FN 10/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AP5145 FN 08/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FNMA POOL AP6402 FN 09/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AP7553 FN 09/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $21K | – | 0.02 |
| FNMA POOL AP7739 FN 11/42 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7K | – | 0.01 |
| FNMA POOL AS0203 FN 08/43 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $254K | – | 0.20 |
| FNMA POOL BF0463 FN 03/60 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $136K | – | 0.11 |
| FNMA POOL BJ8703 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.04 |
| FNMA POOL CA4346 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $226K | – | 0.18 |
| FNMA POOL CA6106 FN 06/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $103K | – | 0.08 |
| FNMA POOL FM1796 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $74K | – | 0.06 |
| FNMA POOL FM3972 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.09 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6M | – | 5.00 |
| FNMA POOL MA5248 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 1.54 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-2M | – | -1.59 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-10M | – | -7.70 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-654K | – | -0.51 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-3M | – | -2.34 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-708K | – | -0.56 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $549K | – | 0.43 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 6.45 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $14M | – | 10.79 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $193K | – | 0.15 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-592K | – | -0.47 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11M | – | 8.91 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-2M | – | -1.60 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $211K | – | 0.17 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/48 2 (FRANCE GOVT) | Long | Debt | FR | $397K | – | 0.31 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75 (FRANCE GOVT) | Long | Debt | FR | $857K | – | 0.67 |
| FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 (FRANCE GOVT) | Long | Debt | FR | $288K | – | 0.23 |
| FREDDIE MAC FHR 4579 FD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $75K | – | 0.06 |
| FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC REFERENCE REMIC FHRR R006 ZA (FREDDIE MAC REFERENCE REMIC R006) | Long | ABS-mortgage backed security | US | $81K | – | 0.06 |
| GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25 | Long | Debt | US | $139K | – | 0.11 |
| GCAT GCAT 2022 INV2 A5 144A (GCAT TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $291K | – | 0.23 |
| GCAT GCAT 2023 NQM4 A1 144A (GCAT 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $526K | – | 0.41 |
| GENERALITAT DE CATALUNYA SR UNSECURED 04/35 4.22 (AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)) | Long | Debt | ES | $107K | – | 0.08 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC) | Long | Debt | US | $197K | – | 0.16 |
| GNMA II POOL 004239 G2 09/38 FIXED 6 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GNMA II POOL 008542 G2 11/24 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $26.48 | – | 0.00 |
| GNMA II POOL MA8148 G2 07/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $602K | – | 0.47 |
| GNMA II POOL MA8486 G2 12/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $437K | – | 0.34 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $505K | – | 0.40 |
| GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 1.58 |
| GOLUB CAP PARTNERS STATIC 2024 04/33 1 (GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.39 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) | Long | ABS-mortgage backed security | US | $501K | – | 0.39 |
| GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1 (GREENPOINT MTGE FUNDING TR 2005-AR5) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $64K | – | 0.05 |
| GSAMP TRUST GSAMP 2006 HE3 A2D (GSAMP TRUST 2006-HE3) | Long | ABS-mortgage backed security | US | $388K | – | 0.31 |
| GSR MORTGAGE LOAN TRUST GSR 2003 1 A2 (GSR MORTGAGE LOAN TRUST 2003-1) | Long | ABS-mortgage backed security | US | $576.84 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 (GSR MTGE LOAN TRUST 2004-7) | Long | ABS-mortgage backed security | US | $967.66 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.24 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 SB1 A1A (HARBORVIEW MORTGAGE LOAN TR 2006-SB1) | Long | ABS-mortgage backed security | US | $44K | – | 0.03 |
| HARVEST CLO HARVT 21A A2R 144A (HARVEST CLO XXI DAC 21A) | Long | ABS-collateralized bond/debt obligation | IE | $405K | – | 0.32 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $193K | – | 0.15 |
| HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR | Long | Debt | GB | $94K | – | 0.07 |
| HSBC HOLDINGS PLC SR UNSECURED REGS 03/32 VAR | Long | Debt | GB | $225K | – | 0.18 |
| HUNGARY SR UNSECURED 144A 09/32 6.25 (HUNGARY GOVT) | Long | Debt | HU | $207K | – | 0.16 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2 (INDYMAC INDX MORTGAGE LOAN TR 2005-AR15) | Long | ABS-mortgage backed security | US | $60K | – | 0.05 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.20 |
| IRS AUD 1.75000 03/16/22-5Y LCH | Derivative-interest rate | AU | $-50K | – | -0.04 | |
| IRS AUD 1.75000 06/16/21-10Y LCH | Derivative-interest rate | AU | $-295K | – | -0.23 | |
| IRS AUD 4.00000 06/21/23-10Y LCH | Derivative-interest rate | AU | $-105K | – | -0.08 | |
| IRS AUD 4.25000 03/15/23-10Y LCH | Derivative-interest rate | AU | $-18K | – | -0.01 | |
| IRS AUD 4.25000 09/15/27-5Y LCH | Derivative-interest rate | AU | $-2K | – | -0.00 | |
| IRS AUD 4.50000 06/19/24-10Y LCH | Derivative-interest rate | AU | $-1K | – | -0.00 | |
| IRS AUD 4.50000 09/15/27-5Y LCH | Derivative-interest rate | AU | $28K | – | 0.02 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $24K | – | 0.02 | |
| IRS CNY 2.25000 09/18/24-5Y LCH | Derivative-interest rate | CN | $-94K | – | -0.07 | |
| IRS EUR 0.05400 05/27/25-25Y LCH | Derivative-interest rate | $47K | – | 0.04 | ||
| IRS EUR 0.06350 11/17/22-30Y LCH | Derivative-interest rate | $53K | – | 0.04 | ||
| IRS EUR 0.55000 08/10/22-2Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.25000 09/21/22-15Y LCH | Derivative-interest rate | $-28K | – | -0.02 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $5K | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-48K | – | -0.04 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-27K | – | -0.02 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-5K | – | -0.00 | ||
| IRS EUR 2.80104 09/10/24-9Y* LCH | Derivative-interest rate | $-803.75 | – | -0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-429.03 | – | -0.00 | ||
| IRS EUR 2.83310 09/10/24-9Y* LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.84121 09/10/24-9Y* LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.84930 09/10/24-9Y* LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 2.85660 09/10/24-9Y* LCH | Derivative-interest rate | $-18K | – | -0.01 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $2K | – | 0.00 | ||
| IRS EUR 3.00000 03/19/25-2Y LCH | Derivative-interest rate | $16K | – | 0.01 | ||
| IRS EUR 3.00000 09/18/24-2Y LCH | Derivative-interest rate | $-28K | – | -0.02 | ||
| IRS EUR 3.53565 12/11/23-2Y* LCH | Derivative-interest rate | $-197K | – | -0.16 | ||
| IRS KRW 3.25000 09/18/24-5Y LCH | Derivative-interest rate | KR | $-13K | – | -0.01 | |
| IRS MYR P 3.50000 03/20/24-5Y GST | Derivative-interest rate | MY | $1K | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y CBK | Derivative-interest rate | MY | $616.72 | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y JPM | Derivative-interest rate | MY | $657.84 | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y CBK | Derivative-interest rate | MY | $86.3 | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y JPM | Derivative-interest rate | MY | $2K | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y SCX | Derivative-interest rate | MY | $409.92 | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-5Y BPS | Derivative-interest rate | MY | $-1K | – | -0.00 | |
| IRS MYR P 3.75000 09/20/23-10Y GST | Derivative-interest rate | MY | $3K | – | 0.00 | |
| IRS NOK 1.63500 03/18/20-5Y LCH | Derivative-interest rate | NO | $7K | – | 0.01 | |
| IRS NOK 1.99300 11/12/19-5Y CME | Derivative-interest rate | NO | $867.96 | – | 0.00 | |
| IRS NZD 4.75000 03/20/24-1Y (WHT) LCH | Derivative-interest rate | NZ | $8K | – | 0.01 | |
| IRS NZD 4.75000 06/19/24-5Y LCH | Derivative-interest rate | NZ | $7K | – | 0.01 | |
| IRS NZD 5.00000 03/20/24-1Y (WHT) LCH | Derivative-interest rate | NZ | $3K | – | 0.00 | |
| IRS PLN 2.58500 10/14/21-8Y CME | Derivative-interest rate | PL | $-31K | – | -0.02 | |
| ITALY GOVT SW SP BRC | Derivative-credit | US | $2K | – | 0.00 | |
| ITALY GOVT SW SP BRC | Derivative-credit | US | $808.88 | – | 0.00 | |
| ITALY GOVT SW SP CBK | Derivative-credit | US | $2K | – | 0.00 | |
| JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 (JAPAN GOVT) | Long | Debt | JP | $372K | – | 0.29 |
| JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5 (JAPAN GOVT) | Long | Debt | JP | $650K | – | 0.51 |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 (JAPAN GOVT) | Long | Debt | JP | $62K | – | 0.05 |
| JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625 (JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM)) | Long | Debt | JP | $379K | – | 0.30 |
| JAPAN FIN ORG MUNICIPAL SR UNSECURED REGS 09/27 2.375 (JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM)) | Long | Debt | JP | $2M | – | 1.88 |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $1M | – | 0.96 |
| JAPAN TREASURY DISC BILL BILLS 04/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $683K | – | 0.54 |
| JAPAN TREASURY DISC BILL BILLS 05/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $248K | – | 0.20 |
| JAPAN TREASURY DISC BILL BILLS 06/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $124K | – | 0.10 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $4M | – | 3.08 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $2M | – | 1.66 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $1M | – | 0.88 |
| JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1 (JP MORGAN MORTGAGE TRUST 2003-A2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1 (JP MORGAN MORTGAGE TRUST-2005-A1) | Long | ABS-mortgage backed security | US | $758.68 | – | 0.00 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 2A2 (JP MORGAN MORTGAGE TRUST 2006-A7) | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4) | Long | ABS-mortgage backed security | US | $464K | – | 0.36 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV6) | Long | ABS-mortgage backed security | US | $452K | – | 0.36 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8) | Long | ABS-mortgage backed security | US | $671K | – | 0.53 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $424K | – | 0.33 |
| JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $395K | – | 0.31 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $50K | – | 0.04 | |
| JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A) | Long | ABS-collateralized bond/debt obligation | IE | $107K | – | 0.08 |
| JUBILEE CDO BV JUBIL 2016 17A A2RR 144A (JUBILEE CLO 2016-XVII BV 16-17A) | Long | ABS-collateralized bond/debt obligation | IE | $266K | – | 0.21 |
| JYSKE REALKREDIT A/S COVERED 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $263K | – | 0.21 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.46 | – | 0.00 |
| KFW GOVT GUARANT REGS 12/27 0.0000 (KREDITANSTALT FUER WIEDERAUFBAU (KFW)) | Long | Debt | DE | $1M | – | 0.92 |
| KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9 | Long | Debt | NO | $187K | – | 0.15 |
| KOREA HOUSING FINANCE CO SR UNSECURED 144A 11/26 5.375 (KOREA HOUSING FINANCE CORP (KHFC)) | Long | Debt | KR | $302K | – | 0.24 |
| KOREA TREASURY BOND BONDS 03/28 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $206K | – | 0.16 |
| KOREA TREASURY BOND BONDS 06/28 2.625 (SOUTH KOREA GOVT) | Long | Debt | KR | $200K | – | 0.16 |
| KOREA TREASURY BOND BONDS 12/28 2.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $184K | – | 0.14 |
| KOREA TREASURY BOND BONDS 12/32 4.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $152K | – | 0.12 |
| KOREA TREASURY BOND SR UNSECURED 06/31 2 (SOUTH KOREA GOVT) | Long | Debt | KR | $940K | – | 0.74 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.24 |
| KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 (SAUDI ARABIA GOVT) | Long | Debt | KY | $202K | – | 0.16 |
| LCM LTD PARTNERSHIP LCM 30A AR 144A (LCM 30 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.39 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $1M | – | 0.94 |
| LLOYDS BK CORP MKTS PLC SR UNSECURED REGS 07/24 1.75 (LLOYDS BANK CORPORATE MARKETS PLC) | Long | Debt | GB | $253K | – | 0.20 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-23K | – | -0.02 | |
| LOUISIANA ST LOCAL GOVT ENVRNM LASGOV 02/33 FIXED 4.145 (LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIES & COMMUNITY DEVELOPMENT AUTH) | Long | Debt | US | $96K | – | 0.08 |
| LUMINENT MORTGAGE TRUST LUM 2006 1 A1 (LUMINENT MORTGAGE TRUST 2006-1) | Long | ABS-mortgage backed security | US | $128K | – | 0.10 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $282K | – | 0.22 |
| MANHATTAN WEST OMW 2020 1MW A 144A (MANHATTAN WEST 2020-1MW) | Long | ABS-mortgage backed security | US | $356K | – | 0.28 |
| MARBLE POINT CLO X LTD MP10 2017 1A AR 144A (MARBLE POINT CLO X LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $147K | – | 0.12 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 4 4A1 (MASTR ADJUSTABLE RT MTGE TRUST 2004-4) | Long | ABS-mortgage backed security | US | $112K | – | 0.09 |
| MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1 (MASTR ALT LN TR 2006-2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| 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 BACKED MLMBS 2007 1 2A1 (MERRILL LYNCH MORTGAGE BACKED SEC 2007-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A2 1A1 (MERRILL LYNCH MORTGAGE INVESTORS 2003-A2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A (MERRILL LYNCH MORTGAGE INVS 2005-A10) | Long | ABS-mortgage backed security | US | $20K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD) | Long | ABS-mortgage backed security | KY | $37K | – | 0.03 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $289K | – | 0.23 |
| MFRA TRUST MFRA 2023 NQM4 A1 144A (MFA 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $456K | – | 0.36 |
| MICROCHIP TECHNOLOGY INCORPORA 07/24 ZCP (MICROCHIP TECHNOLOGY INCORPORATED) | Long | Debt | US | $349K | – | 0.27 |
| MLCC MORTGAGE INVESTORS INC MLCC 2006 1 1A (MLCC MORTGAGE INVESTORS INC 2006-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR | Long | Debt | US | $302K | – | 0.24 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $863K | – | 0.68 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A (MORGAN STANLEY ABS CAPITAL I 2007-HE5) | Long | ABS-mortgage backed security | US | $321K | – | 0.25 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $430K | – | 0.34 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $505K | – | 0.40 |
| NATIONAL BK HUNGARY BILL BILLS 07/24 0.00000 (HUNGARY GOVT) | Long | Debt | HU | $176K | – | 0.14 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $391K | – | 0.31 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $215K | – | 0.17 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $191K | – | 0.15 |
| NEXI SPA SR UNSECURED REGS 04/29 2.125 | Long | Debt | IT | $97K | – | 0.08 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $298K | – | 0.23 |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 (NOMURA ASSET ACCEPTANCE CORP 2005-AR5) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1.64 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.14 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $64K | – | 0.05 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $0.98 | – | 0.00 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D (NOVASTAR HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $471K | – | 0.37 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1M | – | 0.98 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.33 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.13 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.17 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1.77 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $7.17 | – | 0.00 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $385K | – | 0.30 |
| OIS AUD RBACOR/4.33500 08/07/24-0Y* LCH | Derivative-interest rate | AU | $658.76 | – | 0.00 | |
| OIS CAD CAONREPO/1.2500 06/16/21-10Y LCH | Derivative-interest rate | CA | $-58K | – | -0.05 | |
| OIS CAD CAONREPO/1.7125 10/02/19-10Y LCH | Derivative-interest rate | CA | $-78K | – | -0.06 | |
| OIS CAD CAONREPO/3.2500 06/21/23-30Y LCH | Derivative-interest rate | CA | $15K | – | 0.01 | |
| OIS CAD CAONREPO/3.25000 03/15/23-5Y LCH | Derivative-interest rate | CA | $27K | – | 0.02 | |
| OIS CAD CAONREPO/3.25000 06/21/23-5Y LCH | Derivative-interest rate | CA | $-56K | – | -0.04 | |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-913.54 | – | -0.00 | |
| OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH | Derivative-interest rate | CA | $-8K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 06/19/25-1Y LCH | Derivative-interest rate | CA | $-4K | – | -0.00 | |
| OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH | Derivative-interest rate | CA | $-54K | – | -0.04 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-10K | – | -0.01 | |
| OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH | Derivative-interest rate | CA | $12K | – | 0.01 | |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | Derivative-interest rate | CA | $11K | – | 0.01 | |
| OIS INR MIBOR/6.25000 09/18/24-5Y LCH | Derivative-interest rate | IN | $-14K | – | -0.01 | |
| OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH | Derivative-interest rate | SG | $85K | – | 0.07 | |
| OIS THB THORON/2.25000 09/18/24-5Y LCH | Derivative-interest rate | TH | $41K | – | 0.03 | |
| OIS THB THORON/2.41750 04/17/24-5Y LCH | Derivative-interest rate | TH | $571.97 | – | 0.00 | |
| OIS THB THORON/2.50000 09/18/24-5Y LCH | Derivative-interest rate | TH | $-12K | – | -0.01 | |
| OIS THB THORON/2.75000 09/18/24-10Y LCH | Derivative-interest rate | TH | $502.62 | – | 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 | $487K | – | 0.38 |
| ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A (OBX TRUST 2018-1) | Long | ABS-mortgage backed security | US | $66K | – | 0.05 |
| ORGANON + CO/ORGANON FOR SR SECURED 144A 04/28 4.125 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $186K | – | 0.15 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $72K | – | 0.06 |
| PACIFICORP 1ST MORTGAGE 02/29 5.1 | Long | Debt | US | $150K | – | 0.12 |
| PHILIP MORRIS INTL INC SR UNSECURED 01/31 3.75 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $106K | – | 0.08 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/31 5.125 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $148K | – | 0.12 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $9M | – | 6.97 |
| PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A (PMT LOAN TRUST 2021-INV1) | Long | ABS-mortgage backed security | US | $258K | – | 0.20 |
| PRINCIPAL LFE GLB FND II SECURED 144A 01/25 1.375 (PRINCIPAL LIFE GLOBAL FUNDING II) | Long | Debt | US | $98K | – | 0.08 |
| PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A (PRPM 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $458K | – | 0.36 |
| QATAR ENERGY SR UNSECURED 144A 07/31 2.25 (QATARENERGY) | Long | Debt | QA | $167K | – | 0.13 |
| REALKREDIT DANMARK COVERED REGS 01/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $199K | – | 0.16 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $381K | – | 0.30 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.14 | – | 0.00 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $32K | – | 0.03 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-4) | Long | ABS-mortgage backed security | US | $142K | – | 0.11 |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $38K | – | 0.03 |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $20K | – | 0.02 |
| REPUBLIC OF CHILE SR UNSECURED 01/29 4.85 (CHILEAN GOVT) | Long | Debt | CL | $198K | – | 0.16 |
| REPUBLIC OF PERU BONDS REGS 08/26 8.2 (PERU GOVT) | Long | Debt | PE | $221K | – | 0.17 |
| REPUBLIC OF POLAND SR UNSECURED 04/53 5.5 (POLAND GOVT) | Long | Debt | PL | $98K | – | 0.08 |
| REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT) | Long | Debt | PL | $197K | – | 0.15 |
| REPUBLIC OF POLAND SR UNSECURED 10/33 4.875 (POLAND GOVT) | Long | Debt | PL | $98K | – | 0.08 |
| REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875 (POLAND GOVT) | Long | Debt | PL | $221K | – | 0.17 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 (SERBIA GOVT) | Long | Debt | RS | $91K | – | 0.07 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/36 2.05 (SERBIA GOVT) | Long | Debt | RS | $76K | – | 0.06 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1 (RESIDENTIAL ACCREDIT LOANS 2006-QO3) | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A4 (RESIDENTIAL ACCREDIT LOANS INC 2006-QS17) | Long | ABS-mortgage backed security | US | $98K | – | 0.08 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 S7 A5 (RESIDENTIAL FUNDING MORTGAGE SECURITIES I INC 2005-S7) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| RFR GBP SONIO/3.00000 06/17/25-10Y LCH | Derivative-interest rate | GB | $116K | – | 0.09 | |
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH | Derivative-interest rate | GB | $-163K | – | -0.13 | |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $-101K | – | -0.08 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $-19K | – | -0.01 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $33K | – | 0.03 | |
| RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH | Derivative-interest rate | JP | $400K | – | 0.31 | |
| RFR JPY MUTK/0.00000 12/15/21-7Y LCH | Derivative-interest rate | JP | $-77K | – | -0.06 | |
| RFR JPY MUTK/0.0500 12/15/21-10Y LCH | Derivative-interest rate | JP | $48K | – | 0.04 | |
| RFR JPY MUTK/0.60000 09/18/24-5Y LCH | Derivative-interest rate | JP | $-54K | – | -0.04 | |
| RFR JPY MUTK/0.78875 01/23/23-10Y LCH | Derivative-interest rate | JP | $41K | – | 0.03 | |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | Derivative-interest rate | JP | $-38K | – | -0.03 | |
| RFR JPY MUTK/0.85000 09/20/23-10Y LCH | Derivative-interest rate | JP | $1K | – | 0.00 | |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | Derivative-interest rate | JP | $-45K | – | -0.04 | |
| RFR JPY MUTK/1.50000 09/18/24-30Y LCH | Derivative-interest rate | JP | $-36K | – | -0.03 | |
| RFR USD SOFR/1.48827 03/31/22-9Y* LCH | Derivative-interest rate | US | $-151K | – | -0.12 | |
| RFR USD SOFR/1.69500 06/30/22-9Y* LCH | Derivative-interest rate | US | $-927K | – | -0.73 | |
| RFR USD SOFR/2.31000 01/16/24-1Y LCH | Derivative-interest rate | US | $-137K | – | -0.11 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-13K | – | -0.01 | |
| RFR USD SOFR/2.72100 04/10/24-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.83500 04/10/24-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.01 | |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | Derivative-interest rate | US | $224K | – | 0.18 | |
| RFR USD SOFR/2.97300 10/27/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.00000 06/21/23-10Y LCH | Derivative-interest rate | US | $-510K | – | -0.40 | |
| RFR USD SOFR/3.01750 10/24/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.02000 11/08/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.08750 11/07/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.10000 03/31/23-10Y* LCH | Derivative-interest rate | US | $-697K | – | -0.55 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.15000 05/13/24-1Y LCH | Derivative-interest rate | US | $195K | – | 0.15 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.20000 05/13/24-1Y LCH | Derivative-interest rate | US | $15K | – | 0.01 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | Derivative-interest rate | US | $137K | – | 0.11 | |
| RFR USD SOFR/3.42000 05/24/23-10Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | Derivative-interest rate | US | $13K | – | 0.01 | |
| RFR USD SOFR/3.50000 06/22/23-7Y LCH | Derivative-interest rate | US | $-11K | – | -0.01 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $123K | – | 0.10 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-479K | – | -0.38 | |
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.65000 07/10/23-10Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-7K | – | -0.01 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.66213 03/01/24-4Y* LCH | Derivative-interest rate | US | $16K | – | 0.01 | |
| RFR USD SOFR/3.66500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $19K | – | 0.01 | |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | Derivative-interest rate | US | $33K | – | 0.03 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $196K | – | 0.15 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $-16K | – | -0.01 | |
| RFR USD SOFR/3.75000 06/21/23-2Y LCH | Derivative-interest rate | US | $106K | – | 0.08 | |
| RFR USD SOFR/3.75000 07/12/23-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.75000 11/21/23-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.75000 12/18/24-10Y LCH | Derivative-interest rate | US | $8K | – | 0.01 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.84919 09/01/23-7Y* LCH | Derivative-interest rate | US | $-1K | – | -0.00 | |
| RFR USD SOFR/3.85700 09/01/23-7Y* LCH | Derivative-interest rate | US | $-7K | – | -0.01 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-1K | – | -0.00 | |
| RFR USD SOFR/3.95120 09/01/23-7Y* LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.98104 09/01/23-4Y* LCH | Derivative-interest rate | US | $-41K | – | -0.03 | |
| RFR USD SOFR/3.98758 09/01/23-4Y* LCH | Derivative-interest rate | US | $-29K | – | -0.02 | |
| RFR USD SOFR/4.00000 03/20/24-30Y LCH | Derivative-interest rate | US | $-83K | – | -0.07 | |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | Derivative-interest rate | US | $32K | – | 0.03 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $842.23 | – | 0.00 | |
| RFR USD SOFR/4.15859 06/01/23-2Y* LCH | Derivative-interest rate | US | $66K | – | 0.05 | |
| RFR USD SOFR/4.19316 09/01/23-4Y* LCH | Derivative-interest rate | US | $-14K | – | -0.01 | |
| RFR USD SOFR/4.22800 08/30/24-1Y LCH | Derivative-interest rate | US | $30K | – | 0.02 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $128K | – | 0.10 | |
| RFR USD SOFR/4.45000 10/31/23-10Y LCH | Derivative-interest rate | US | $6K | – | 0.00 | |
| RFR USD SOFR/4.75000 06/24/24-1Y LCH | Derivative-interest rate | US | $29K | – | 0.02 | |
| RFRF USD SF+26.161/1.249 08/31/21-3Y LCH | Derivative-interest rate | US | $32K | – | 0.03 | |
| RFRF USD SF+26.161/1.298 08/25/21-3Y LCH | Derivative-interest rate | US | $25K | – | 0.02 | |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $788K | – | 0.62 |
| ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A (ROCKFORD TOWER EUROPE CLO 2021-2 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $642K | – | 0.50 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $104K | – | 0.08 |
| ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT) | Long | Debt | RO | $103K | – | 0.08 |
| ROMANIA SR UNSECURED 144A 09/26 5 (ROMANIA GOVT) | Long | Debt | RO | $328K | – | 0.26 |
| ROMANIA SR UNSECURED REGS 01/32 2 (ROMANIA GOVT) | Long | Debt | RO | $84K | – | 0.07 |
| ROMANIA SR UNSECURED REGS 07/31 2.124 (ROMANIA GOVT) | Long | Debt | RO | $86K | – | 0.07 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $80K | – | 0.06 |
| ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT) | Long | Debt | RO | $70K | – | 0.05 |
| ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT) | Long | Debt | RO | $70K | – | 0.05 |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $175K | – | 0.14 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $308K | – | 0.24 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $297K | – | 0.23 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $1M | – | 0.85 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT) | Long | Debt | SA | $195K | – | 0.15 |
| SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A2A (SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS (SHAMROCK RESIDENTIAL 2022-1 DAC 22-1) | Long | ABS-mortgage backed security | IE | $224K | – | 0.18 |
| SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVT) | Long | Debt | SG | $1M | – | 0.83 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-B) | Long | ABS-other | US | $124K | – | 0.10 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-B) | Long | ABS-other | US | $34K | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $193K | – | 0.15 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-38.64 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-114.85 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-873.71 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $48K | – | 0.04 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $17K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $17K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $16K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $10K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $7K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $23K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $9K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $20K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $11K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $1K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $451.32 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-591.54 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-37.65 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-587.47 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-823.61 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-12K | – | -0.01 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $660.56 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $994.5 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240708 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241210 | Derivative-foreign exchange | CN | $375.43 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250116 | Derivative-foreign exchange | CN | $758.98 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20250218 | Derivative-foreign exchange | CN | $144.79 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $12K | – | 0.01 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $8K | – | 0.01 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $4K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $409.74 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $162.71 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $1K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240708 | Derivative-foreign exchange | CN | $614.81 | – | 0.00 | |
| SOLD COP BOUGHT USD 20240712 | Derivative-foreign exchange | CO | $3K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $3K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $2K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $2K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $2K | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $2K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $6K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $5K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-56.19 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240802 | Derivative-foreign exchange | DK | $-122.77 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250102 | Derivative-foreign exchange | DK | $2K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $8K | – | 0.01 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $4K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $-565.16 | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-464.87 | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| SOLD HUF BOUGHT USD 20240719 | Derivative-foreign exchange | HU | $-418.01 | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-4K | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-6.01 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $60K | – | 0.05 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $50K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $21K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $7K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240917 | Derivative-foreign exchange | JP | $32K | – | 0.03 | |
| SOLD JPY BOUGHT USD 20240924 | Derivative-foreign exchange | JP | $49K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20240930 | Derivative-foreign exchange | JP | $-4K | – | -0.00 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $171K | – | 0.13 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $100K | – | 0.08 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $52K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $51K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $20K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $23K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $16K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250520 | Derivative-foreign exchange | JP | $13K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250620 | Derivative-foreign exchange | JP | $3K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $30K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $14K | – | 0.01 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $4K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $1K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $619.57 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-186.05 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-776.4 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-8.39 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-480.31 | – | -0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $250.29 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $45.32 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $800.88 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $373.16 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240705 | Derivative-foreign exchange | PE | $4K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240730 | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $4.2 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-70.23 | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $817.21 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-2K | – | -0.00 | |
| SOLD SEK BOUGHT USD 20240802 | Derivative-foreign exchange | SE | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $645.41 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $578.69 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-327.59 | – | -0.00 | |
| SOLD TRY BOUGHT USD 20240903 | Derivative-foreign exchange | TR | $-4K | – | -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 TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 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 TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $741.98 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $723.72 | – | 0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4 (SOUNDVIEW HOME EQUITY LN TR 2006-3) | Long | ABS-mortgage backed security | US | $406K | – | 0.32 |
| SOUTH KOREA GOVT AS BP GST | Derivative-credit | US | $-8K | – | -0.01 | |
| SOUTH KOREA GOVT AS BP MYC | Derivative-credit | US | $-8K | – | -0.01 | |
| STANDARD CHARTERED PLC 01/28 1 | Long | Debt | GB | $185K | – | 0.15 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR | Long | Debt | GB | $245K | – | 0.19 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $295K | – | 0.23 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $430K | – | 0.34 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $295K | – | 0.23 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $196K | – | 0.15 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT) | Long | Debt | IL | $191K | – | 0.15 |
| STATE OF ISRAEL SR UNSECURED 03/54 5.75 (ISRAEL GOVT) | Long | Debt | IL | $180K | – | 0.14 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-4) | Long | ABS-mortgage backed security | US | $725.36 | – | 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 AR5 A2 (STRUCTURED ASSET MTG INV INC 2005-AR5) | Long | ABS-mortgage backed security | US | $23K | – | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $102K | – | 0.08 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1 (STRUCTURED ASSET MTG INV INC 2006-AR3) | Long | ABS-mortgage backed security | US | $119K | – | 0.09 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1 (STRUCTURED ASSET MTGE INVEST 2006-AR5) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1 (STRUCTURED ASSET MTGE INVEST 2006-AR6) | Long | ABS-mortgage backed security | US | $114K | – | 0.09 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR4 A3 (STRUCTURED ASSET MTG INV INC 2007-AR4) | Long | ABS-mortgage backed security | US | $117K | – | 0.09 |
| STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A (STRUCTURED ASSET SEC CORP 2005-7XS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A (STRUCTURED ASSET SEC CORP 2006-RF1) | Long | ABS-mortgage backed security | US | $54K | – | 0.04 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/28 5.52 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $303K | – | 0.24 |
| SUNTRUST ALTERNATIVE LOAN TRUS STALT 2005 1F 1A1 (SUNTRUST ALTERNATIVE LN TRUST 2005-1F) | Long | ABS-mortgage backed security | US | $107K | – | 0.08 |
| SYMPHONY CLO LTD SYMP 2023 39A A 144A (SYMPHONY CLO 30 LTD 2023-39A) | Long | ABS-collateralized bond/debt obligation | BM | $502K | – | 0.40 |
| TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 (TERWIN MORTGAGE TRUST SERIES TMTS 2003-6HE) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $97K | – | 0.08 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $476K | – | 0.37 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13X A1 REGS (TOWD POINT MORTGAGE FUNDING 2019-AUBURN 13 PLC 19-A13X) | Long | ABS-mortgage backed security | GB | $238K | – | 0.19 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $633K | – | 0.50 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $631K | – | 0.50 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $147K | – | 0.12 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A (TOWD POINT MORTGAGE TRUST 2020-2) | Long | ABS-mortgage backed security | US | $185K | – | 0.15 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $295K | – | 0.23 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 1.12 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $479K | – | 0.38 |
| TSY INFL IX N/B 01/28 1.75 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.62 |
| TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT) | Long | Debt | US | $98K | – | 0.08 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $779K | – | 0.61 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $945K | – | 0.74 |
| TSY INFL IX N/B 04/29 3.875 (UNITED STATES GOVT) | Long | Debt | US | $330K | – | 0.26 |
| TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT) | Long | Debt | US | $308K | – | 0.24 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $97K | – | 0.08 |
| UBS GROUP AG SR UNSECURED 144A 08/28 VAR | Long | Debt | CH | $308K | – | 0.24 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $630K | – | 0.50 |
| UBS GROUP AG SR UNSECURED 144A 09/30 VAR | Long | Debt | CH | $201K | – | 0.16 |
| UBS GROUP AG SR UNSECURED 144A 11/33 VAR | Long | Debt | CH | $362K | – | 0.28 |
| UNEDIC GOVT GUARANT REGS 05/28 0.875 | Long | Debt | FR | $2M | – | 1.55 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-18K | – | -0.01 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-19K | – | -0.01 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-689.77 | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-93K | – | -0.07 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-12K | – | -0.01 | |
| US TREASURY N/B 02/33 3.5 (UNITED STATES GOVT) | Long | Debt | US | $94K | – | 0.07 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.84 |
| US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT) | Long | Debt | US | $205K | – | 0.16 |
| US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT) | Long | Debt | US | $476K | – | 0.37 |
| US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.35 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 1.04 |
| US TREASURY N/B 11/50 1.625 (UNITED STATES GOVT) | Long | Debt | US | $110K | – | 0.09 |
| US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT) | Long | Debt | US | $724K | – | 0.57 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-190.64 | – | -0.00 | |
| VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A) | Long | ABS-collateralized bond/debt obligation | KY | $303.06 | – | 0.00 |
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A (VERDELITE STATIC CLO LTD 2024-1) | Long | ABS-collateralized bond/debt obligation | JE | $500K | – | 0.39 |
| VOYA CLO LTD VOYA 2017 1A A1R 144A (VOYA CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $219K | – | 0.17 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $300K | – | 0.24 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $299K | – | 0.24 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR19 A6 (WASHINGTON MUTUAL 2002-AR19) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A (WASHINGTON MUTUAL 2002-AR9) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7 (WASHINGTON MUTUAL 2003-AR5) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A (WASHINGTON MUTUAL 2004-AR1) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1A (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A (WASHINGTON MUTUAL 2005-AR2) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $8K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A (WASHINGTON MUTUAL 2006 AR7) | Long | ABS-mortgage backed security | US | $64K | – | 0.05 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1 (WAMU MTGE P/T CERT 2007-HY2) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY6 2A1 (WAMU MTGE P/T CERT 2007-HY6) | Long | ABS-mortgage backed security | US | $19K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A (WAMU MORTGAGE P/T CERTIFICATES 2007-OA1) | Long | ABS-mortgage backed security | US | $108K | – | 0.09 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 (WASHINGTON MUTUAL ASSET BACKED 2006-HE5) | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR5 3A (WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR5) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $299K | – | 0.24 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $99K | – | 0.08 |
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.