PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO Low Duration Portfolio
$1.49B
Avg Monthly Net Assets
$1.81B
Total Assets
$412.21M
Total Liabilities
$1.39B
Net Assets
PIMCO Low Duration Portfolio is a Fund of Funds in PIMCO Variable Insurance Trust
from PIMCOFUNDS,
based in California,
United States of America.
The fund has three share classes
and monthly net assets of $1.49B.
On August 28th, 2024 it reported 539 holdings, the largest
being UNITED STATES GOVT (10.7%), (8.1%) and UMBS PASS THRU POOLS (6.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000026502 | VPVLDDV | |
| Advisor | C000030990 | VPVLDVV | |
| Institutional | C000026503 | VPVLDIV |
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 |
|---|---|---|---|---|---|---|
| 317U4UUA7 PIMCO SWAPTION 5.0 PUT USD 20250708 | Derivative-interest rate | US | $220K | – | 0.02 | |
| 317U4VJA8 PIMCO SWAPTION 5.0 PUT USD 20241010 | Derivative-interest rate | US | $39K | – | 0.00 | |
| 317U50RA6 PIMCO SWAPTION 4.75 PUT USD 20241031 | Derivative-interest rate | US | $50K | – | 0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $44K | – | 0.00 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 | Derivative-interest rate | US | $-41K | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 | Derivative-interest rate | US | $32K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 | Derivative-interest rate | US | $-28K | – | -0.00 | |
| 317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-742.58 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-992.61 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-760.32 | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 | Derivative-interest rate | US | $32K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 | Derivative-interest rate | US | $-27K | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $4K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-393.52 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $17K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-142.33 | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-74.93 | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $16K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-640.85 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-791.43 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| ABBVIE INC SR UNSECURED 03/27 4.8 | Long | Debt | US | $4M | – | 0.29 |
| ABN AMRO BANK NV 144A 10/26 VAR | Long | Debt | NL | $2M | – | 0.16 |
| ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC) | Long | Debt | AE | $2M | – | 0.13 |
| ACE SECURITIES CORP. ACE 2004 HE4 M1 (ACE SECURITIES CORP 2004-HE4) | Long | ABS-mortgage backed security | US | $684K | – | 0.05 |
| ACE SECURITIES CORP. ACE 2006 HE4 A2A (ACE SECURITIES CORP 2006-HE4) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| ACE SECURITIES CORP. ACE 2006 SD1 M1 (ACE SECURITIES CORP 2006-SD1) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| AES CORP/THE SR UNSECURED 01/26 1.375 (AES CORPORATION) | Long | Debt | US | $5M | – | 0.34 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $4M | – | 0.28 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $949K | – | 0.07 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $399K | – | 0.03 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $349K | – | 0.03 |
| AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $3M | – | 0.22 |
| AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $3M | – | 0.24 |
| AMGEN INC SR UNSECURED 03/25 5.25 | Long | Debt | US | $4M | – | 0.30 |
| AMGEN INC SR UNSECURED 03/28 5.15 | Long | Debt | US | $283K | – | 0.02 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2016 9A AR2 144A (ANCHORAGE CAPITAL CLO LTD 2016-9A) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.36 |
| AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A (AQUEDUCT EUROPEAN CLO 1-2017 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.09 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.31 |
| AREIT CRE TRUST AREIT 2022 CRE6 A 144A (AREIT TRUST 2022-CRE6) | Long | ABS-mortgage backed security | KY | $4M | – | 0.28 |
| ARES CLO LTD ARES 2016 40A A1RR 144A (ARES XL CLO LTD 2016-40A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| ASSET BACKED SECURITIES CORP H ABSHE 2002 HE1 M1 (ASSET BACK SEC CORP HM EQ LN TR 2002-HE1) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | Long | Debt | US | $2M | – | 0.15 |
| ATLAS STATIC SENIOR LOAN FUND ATSTC 2022 1A AR 144A (ATSTC 2022-1A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A (ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM) | Long | ABS-mortgage backed security | US | $4M | – | 0.25 |
| AVENUE OF AMERICAS AOA 2021 1177 A 144A (AOA 2021-1177 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $248K | – | 0.02 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1 (BANC OF AMERICA FUNDING CORP 2006-J) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 D 2A4 (BANK OF AMERICA MTGE SEC 2003-D) | Long | ABS-mortgage backed security | US | $284.26 | – | 0.00 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 F 1A1 (BANC OF AMERICA MTGE SEC 2004-F) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 G 2A7 (BANC OF AMERICA MTGE SEC 2004-G) | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| BANCO SANTANDER SA SR UNSECURED 03/25 3.496 | Long | Debt | ES | $5M | – | 0.33 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.09 |
| BANK OF NOVA SCOTIA SR UNSECURED 06/25 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $3M | – | 0.25 |
| BARCLAYS PLC SR UNSECURED 05/26 VAR | Long | Debt | GB | $5M | – | 0.36 |
| BARCLAYS PLC SR UNSECURED 08/26 5.304 | Long | Debt | GB | $4M | – | 0.32 |
| BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A (BABSON CLO LTD 2016-2A) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.28 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.32 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $77.42 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $278.04 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 14A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $793K | – | 0.06 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 22A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A1 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 (BEAR STEARNS ALT-A TRUST 2006-8) | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $131K | – | 0.01 |
| BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1 (BEAR STEARNS STRUC PROD INC 2007-R6) | Long | ABS-mortgage backed security | US | $108K | – | 0.01 |
| BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A (BENEFIT STREET PARTNERS CLO XII LTD 2017-12A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A (BENEFIT STREET PARTNERS CLO XVI LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.22 |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-40K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-52K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-91K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-111K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-112K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-114K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-169K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-179K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-412K | – | -0.03 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-120K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-5K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-8K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-80K | – | -0.01 | |
| BOUGHT ILS SOLD USD 20240719 | Derivative-foreign exchange | IL | $-847.79 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-35K | – | -0.00 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-27.45 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-653.23 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BPCE SA 144A 10/27 VAR | Long | Debt | FR | $5M | – | 0.36 |
| BPCE SA SR UNSECURED 144A 01/27 VAR | Long | Debt | FR | $2M | – | 0.15 |
| BROADCOM INC 2023 TERM LOAN A2 | Long | Loan | US | $1M | – | 0.09 |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $825K | – | 0.06 |
| CAMPBELL SOUP CO SR UNSECURED 03/26 5.3 (CAMPBELL SOUP COMPANY) | Long | Debt | US | $2M | – | 0.12 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $398K | – | 0.03 |
| CAPE LOOKOUT RE LTD UNSECURED 144A 03/29 VAR | Long | Debt | BM | $1M | – | 0.10 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 03/26 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $294K | – | 0.02 |
| CAPITAL ONE FINANCIAL CO SR UNSECURED 07/26 VAR (CAPITAL ONE FINANCIAL CORPORATION) | Long | Debt | US | $4M | – | 0.29 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2017 A5 A5 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-A5) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A3 A (CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2022-A3) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.33 |
| CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A (CARMAX AUTO OWNER TRUST 2024-2) | Long | ABS-other | US | $2M | – | 0.14 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $4M | – | 0.28 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $3M | – | 0.23 |
| CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A (CHASE AUTO OWNER TRUST 2024-1A) | Long | ABS-other | US | $3M | – | 0.24 |
| CHASE AUTO OWNER TRUST CHAOT 2024 2A A2 144A (CHASE AUTO OWNER TRUST 2024-2A) | Long | ABS-other | US | $2M | – | 0.15 |
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A (CHESAPEAKE FUNDING II LLC 2024-1A) | Long | ABS-other | US | $3M | – | 0.24 |
| CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A (CHEVY CHASE MTGE FUNDING CORP 2004-1A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CIFC FUNDING LTD CIFC 2017 4A A1R 144A (CIFC FUNDING LTD 2017-4A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.23 |
| CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5 (CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| CITIBANK NA SR UNSECURED 04/26 5.438 | Long | Debt | US | $3M | – | 0.18 |
| CITIGROUP INC SR UNSECURED 01/26 VAR | Long | Debt | US | $2M | – | 0.15 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A (CITIGROUP MTGE LOAN TRUST INC 2005-11) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2B (CITIGROUP MTGE LOAN TRUST INC 2005-3) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $18M | – | 1.28 |
| CITIGROUP REPO REPO 5807 | Long | Repurchase agreement | US | $2M | – | 0.14 |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-2K | – | -0.00 | |
| COLOMBIA LA SP BPS | Derivative-credit | US | $-4K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-2K | – | -0.00 | |
| COLOMBIA LA SP CBK | Derivative-credit | US | $-4K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-7K | – | -0.00 | |
| COLOMBIA LA SP MYC | Derivative-credit | US | $-21K | – | -0.00 | |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| COMMONSPIRIT HEALTH SR SECURED 10/25 1.547 | Long | Debt | US | $5M | – | 0.33 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.02 |
| CONSTELLATION BRANDS INC | Long | Debt | US | $249K | – | 0.02 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J2 A1 (COUNTRYWIDE ALT LOAN TRUST 2003-J2) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2003 BC5 2A2 (COUNTRYWIDE ASSET-BACKED CERT 2003-BC5) | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2004 22 A3 (COUNTRYWIDE HOME LOANS 2004-22) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB6 A2 (COUNTRYWIDE HOME LOANS 2004-HYB6) | Long | ABS-mortgage backed security | US | $215K | – | 0.02 |
| COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 (COUNTRYWIDE HOME LOANS 2004-HYB9) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 (COUNTRYWIDE HOME LOANS 2005-HYB9) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A (CQS US CLO 2022-2A LTD) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.22 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1 (CS FIRST BOSTON MTGE SEC CORP 2001-HE17) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $260.44 | – | 0.00 |
| CREDIT SUISSE SCHWEIZ AG COVERED REGS 12/25 3.39 (UBS SWITZERLAND AG) | Long | Debt | CH | $2M | – | 0.15 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $3M | – | 0.18 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $2M | – | 0.12 |
| CRSNT TRUST CRSNT 2021 MOON A 144A (CRSNT TRUST 2021-MOON) | Long | ABS-mortgage backed security | US | $6M | – | 0.42 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/24 VAR (DAIMLER TRUCK FINANCE NORTH AMERICA LLC) | Long | Debt | US | $5M | – | 0.36 |
| DANSKE BANK A/S 144A 03/28 VAR | Long | Debt | DK | $2M | – | 0.17 |
| DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A (DBGS MORTGAGE TRUST 2018-5BP) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A (DBGS 2021-W52 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| DEUTSCHE BANK NY 11/27 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $5M | – | 0.33 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| DRYDEN SENIOR LOAN FUND DRSLF 2014 36A AR3 144A (DRYDEN 36 SENIOR LOAN FUND 2014-36A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.22 |
| ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 6.8 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $5M | – | 0.36 |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/25 4.5 (ENEL FINANCE INTERNATIONAL NV) | Long | Debt | NL | $4M | – | 0.30 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $2M | – | 0.13 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $349K | – | 0.03 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A (ENTERPRISE FLEET FINANCING LLC 2022-3) | Long | ABS-other | US | $2M | – | 0.17 |
| ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A (ENTERPRISE FLEET FUNDING LLC 2022-4) | Long | ABS-other | US | $2M | – | 0.14 |
| EQUIFAX INC SR UNSECURED 12/27 5.1 | Long | Debt | US | $4M | – | 0.29 |
| EUROSAIL PLC ESAIL 2007 4X A3 REGS (EUROSAIL-UK 2007-4BL PLC 4X) | Long | ABS-mortgage backed security | GB | $4M | – | 0.30 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4A) | Long | ABS-other | US | $715K | – | 0.05 |
| FANNIE MAE FNR 2003 25 KP (FANNIE MAE 2003-25) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIE MAE FNR 2006 118 A1 (FANNIE MAE 2006-118) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| FANNIE MAE FNR 2007 73 A1 (FANNIE MAE 2007-73) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FANNIE MAE FNR 2012 146 QA (FANNIE MAE REMICS 2012-146) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FANNIE MAE FNR 2019 51 AF (FNR-2019-51) | Long | ABS-mortgage backed security | US | $267K | – | 0.02 |
| FANNIE MAE FNR 2024 38 AF (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FANNIE MAE FNR 2024 38 FA (FANNIE MAE REMICS 2024-38) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FANNIE MAE FNR G97 4 FB (FANNIE MAE-G97-4) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 (FANNIEMAE WHOLE LOAN 2003-W1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F (FANNIEMAE WHOLE LOAN 2003-W6) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF (FANNIEMAE WHOLE LOAN 2004-W2) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FED HM LN PC POOL 1B2315 FH 09/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FED HM LN PC POOL G07793 FG 06/31 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| FED HM LN PC POOL G08793 FG 12/47 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| FED HM LN PC POOL G08809 FG 04/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $325K | – | 0.02 |
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FED HM LN PC POOL Q58083 FG 08/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FED HM LN PC POOL QF1432 FR 10/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| FED HM LN PC POOL QF9642 FR 03/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $752K | – | 0.05 |
| FED HM LN PC POOL QF9880 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $692K | – | 0.05 |
| FED HM LN PC POOL QG2167 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $737K | – | 0.05 |
| FED HM LN PC POOL QG2593 FR 04/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $831K | – | 0.06 |
| FED HM LN PC POOL SD1710 FR 10/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| FED HM LN PC POOL SD8267 FR 11/52 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $569K | – | 0.04 |
| FED HM LN PC POOL ZS7743 FR 01/29 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| FED HM LN PC POOL ZT2003 FR 09/30 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $339K | – | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K730 A2 (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K730) | Long | ABS-mortgage backed security | US | $6M | – | 0.40 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KL3L ALNZ (FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KL3L) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 32 A1 (FHLMC STRUCTURED PASS THRU SEC T-32) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1 (FHLMC STRUCTURED PASS THRU SEC T-57) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1 (FHLMC STRUCTURED PASS THROUGH SEC T-63) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA3 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA3) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1 (FIRST HORIZON MTGE PASS-THRU TR 2005-AR3) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $603K | – | 0.04 |
| FNMA POOL 256713 FN 05/27 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL 257238 FN 06/28 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL 544860 FN 09/34 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $417.69 | – | 0.00 |
| FNMA POOL 544861 FN 12/36 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $519.81 | – | 0.00 |
| FNMA POOL 654952 FN 07/42 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| FNMA POOL 679708 FN 09/41 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| FNMA POOL 692042 FN 02/33 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $545.2 | – | 0.00 |
| FNMA POOL 732218 FN 06/43 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNMA POOL 735813 FN 07/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL 841775 FN 09/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL 844532 FN 11/35 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL 869846 FN 04/36 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| FNMA POOL 995938 FN 01/39 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AB0090 FN 03/29 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FNMA POOL AB0259 FN 03/37 FIXED 6 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324K | – | 0.02 |
| FNMA POOL AB3968 FN 12/26 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNMA POOL AC8594 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $57.03 | – | 0.00 |
| FNMA POOL AC8938 FN 01/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD0244 FN 10/24 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AD1070 FN 03/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AD2509 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $52.98 | – | 0.00 |
| FNMA POOL AD3542 FN 04/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AD4106 FN 05/25 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL AI2507 FN 05/26 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $278.55 | – | 0.00 |
| FNMA POOL AJ8540 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| FNMA POOL AL0300 FN 06/26 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FNMA POOL AL3627 FN 04/32 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| FNMA POOL AL4510 FN 01/27 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA POOL AL5548 FN 05/38 FLOATING VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $583K | – | 0.04 |
| FNMA POOL AL7206 FN 08/45 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FNMA POOL AS3891 FN 11/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FNMA POOL AS7958 FN 08/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| FNMA POOL AX1955 FN 08/44 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FNMA POOL BC9261 FN 04/46 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| FNMA POOL BD2723 FN 08/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| FNMA POOL BJ5736 FN 04/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| FNMA POOL BK8835 FN 08/48 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNMA POOL BL0449 FN 12/25 FIXED 3.59 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNMA POOL BL1942 FN 03/26 FIXED 3.15 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| FNMA POOL BL3670 FN 10/26 FIXED 2.08 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $843K | – | 0.06 |
| FNMA POOL BM1447 FN 07/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| FNMA POOL BM2003 FN 10/47 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| FNMA POOL BV5376 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 0.94 |
| FNMA POOL BW7013 FN 08/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL BW7921 FN 08/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| FNMA POOL BY3411 FN 06/53 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNMA POOL CA0541 FN 10/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $9M | – | 0.67 |
| FNMA POOL CA0694 FN 11/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $8M | – | 0.59 |
| FNMA POOL CA0860 FN 12/47 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.52 |
| FNMA POOL CB2894 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.71 |
| FNMA POOL CB3004 FN 02/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| FNMA POOL CB3242 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| FNMA POOL CB3277 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.47 |
| FNMA POOL CB3278 FN 04/52 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $7M | – | 0.48 |
| FNMA POOL CB5278 FN 11/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $231K | – | 0.02 |
| FNMA POOL MA0173 FN 09/24 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13.89 | – | 0.00 |
| FNMA POOL MA2724 FN 08/46 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FNMA POOL MA2871 FN 01/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FNMA POOL MA3029 FN 06/32 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| FNMA POOL MA4841 FN 12/52 FIXED 5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $324K | – | 0.02 |
| FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-54M | – | -3.86 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-31M | – | -2.19 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $38M | – | 2.73 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $45M | – | 3.19 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $90M | – | 6.47 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $10M | – | 0.73 |
| FORD AUTO SECURITIZATION TRUST FASTR 2023 BA A2 144A (FORD AUTO SECURITIZATION TRUST II SERIES 2023-BA ASSET-BACKED NOTES) | Long | ABS-other | CA | $1M | – | 0.10 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2022 D A2B (FORD CREDIT AUTO OWNER TRUST 2022-D) | Long | ABS-other | US | $165K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A (FORD CREDIT AUTO OWNER TRUST 2023-REV1) | Long | ABS-other | US | $1M | – | 0.09 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.14 |
| FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | Derivative-credit | US | $118K | – | 0.01 | |
| FORMENTERA ISSUER PLC FORMT 2022 1 A REGS (FORMENTERA ISSUER PLC 22-1) | Long | ABS-mortgage backed security | GB | $3M | – | 0.20 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.23 |
| FREDDIE MAC SLST SLST 2023 1 A11 144A (SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2023-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| FREDDIE MAC FHR 5345 A (FREDDIE MAC REMICS 5345) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FREDDIE MAC FHR 5426 CF (FREDDIE MAC REMICS 5426) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FREDDIE MAC NOTES 08/25 0.68 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $18M | – | 1.29 |
| FREDDIE MAC NOTES 10/25 0.65 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $27M | – | 1.97 |
| FREDDIE MAC NOTES 10/25 0.65 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $18M | – | 1.33 |
| FREDDIE MAC NOTES 10/26 0.8 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) | Long | Debt | US | $11M | – | 0.77 |
| FREDDIEMAC STRIP FHS 332 V1 (FREDDIE MAC STRIPS 332) | Long | ABS-mortgage backed security | US | $778K | – | 0.06 |
| GA GLOBAL FUNDING TRUST SECURED 144A 09/24 0.8 | Long | Debt | US | $5M | – | 0.34 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A (GE-WMC MORTGAGE SECURITIES LLC 2006-1) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GENERAL MOTORS FINL CO SR UNSECURED 05/27 5.4 (GENERAL MOTORS FINANCIAL COMPANY INC) | Long | Debt | US | $4M | – | 0.26 |
| GEORGIA POWER CO SR UNSECURED 05/25 VAR (GEORGIA POWER COMPANY) | Long | Debt | US | $3M | – | 0.19 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $299K | – | 0.02 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 2 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2) | Long | ABS-other | US | $4M | – | 0.25 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1 (GMAC MORTGAGE CORP LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| GNMA II POOL MA2273 G2 10/29 FIXED 3.5 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $994K | – | 0.07 |
| GNMA II POOL MA2569 G2 02/30 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $1M | – | 0.10 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $4M | – | 0.29 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H16 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H16) | Long | ABS-mortgage backed security | US | $344K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H17) | Long | ABS-mortgage backed security | US | $477K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H26 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H26) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $437K | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FJ (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H14 FH (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H14) | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H12) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24) | Long | ABS-mortgage backed security | US | $13M | – | 0.91 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H24) | Long | ABS-mortgage backed security | US | $11M | – | 0.80 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H21) | Long | ABS-mortgage backed security | US | $7M | – | 0.51 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GPMT LTD. GPMT 2021 FL3 A 144A (GPMT LLC 2021-FL3) | Long | ABS-mortgage backed security | KY | $3M | – | 0.18 |
| GREAT HALL MORTGAGES PLC GHM 2007 2A AC 144A (GREAT HALL MORTGAGES PLC 2007-2A) | Long | ABS-mortgage backed security | GB | $51K | – | 0.00 |
| GREAT HALL MORTGAGES PLC GHM 2007 2X AC REGS (GREAT HALL MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $87K | – | 0.01 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $33.89 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2004 11 1A1 (GSR MORTGAGE LOAN TRUST 2004-11) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR6) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A (HARBORVIEW MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1 (HARBORVIEW MORTGAGE LOAN TR 2005-4) | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 4A A 144A (HERTZ VEHICLE FINANCING LLC 2022-4A) | Long | ABS-other | US | $4M | – | 0.32 |
| HSBC HOLDINGS PLC SR UNSECURED 03/29 VAR | Long | Debt | GB | $5M | – | 0.39 |
| HSBC USA INC SR UNSECURED 03/25 5.625 (HSBC USA INC (AKA: HSBC AMERICAS INC)) | Long | Debt | US | $2M | – | 0.12 |
| HUNTINGTON INGALLS (HUNTINGTON INGALLS INDUSTRIES INC) | Long | Debt | US | $4M | – | 0.28 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR | Long | Debt | US | $4M | – | 0.29 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/25 5.875 | Long | Debt | US | $5M | – | 0.32 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $3M | – | 0.19 |
| IMPAC CMB TRUST IMM 2003 9F A1 (IMPAC CMB TRUST 2003-9F) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| ING GROEP NV SR UNSECURED 03/26 3.869 | Long | Debt | NL | $4M | – | 0.32 |
| INTEL CORPORATION | Long | Debt | US | $3M | – | 0.18 |
| INTEL CORPORATION | Long | Debt | US | $2M | – | 0.18 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $2M | – | 0.13 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $399K | – | 0.03 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $299K | – | 0.02 |
| INTOWN 2022 STAY TOWN 2022 STAY A 144A (INTOWN 2022-STAY MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| IRS NZD 4.50000 09/13/23-1Y (WHT) LCH | Derivative-interest rate | NZ | $677K | – | 0.05 | |
| JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2 (JP MORGAN MORTGAGE TRUST 2005-S3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $1M | – | 0.09 |
| JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $5M | – | 0.36 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $3M | – | 0.22 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $15K | – | 0.00 | |
| KOREA EXPRESSWAY CORP SR UNSECURED 144A 05/27 5 (KOREA EXPRESSWAY CORPORATION) | Long | Debt | KR | $2M | – | 0.14 |
| KOREA HOUSING FINANCE CO SR UNSECURED 144A 08/27 4.875 (KOREA HOUSING FINANCE CORP (KHFC)) | Long | Debt | KR | $1M | – | 0.09 |
| KREF 2022 FL3 LTD KREF 2022 FL3 A 144A (KREF 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $1M | – | 0.10 |
| LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 | Long | Debt | US | $3M | – | 0.25 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $20M | – | 1.45 |
| LFT CRE LLC LMNT 2021 FL1 A 144A (LFT CRE 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.26 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.30 |
| MADISON PARK EURO FUNDING MDPKE 14A A1R 144A (MDPKE 14A) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.32 |
| MARATHON OIL CORPORAT (MARATHON OIL CORPORATION) | Long | Debt | US | $949K | – | 0.07 |
| MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1 (MASSACHUSETTS EDUC FINANCING AUTH 2008-1) | Long | ABS-other | US | $64K | – | 0.00 |
| MET LIFE GLOB FUNDING I SECURED 144A 08/25 4.05 (METROPOLITAN LIFE GLOBAL FUNDING I) | Long | Debt | US | $4M | – | 0.29 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.35 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A (MF1 2022-FL9 LLC) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.31 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $3M | – | 0.22 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 D A1 (MLCC MORTGAGE INVESTORS INC 2004-D) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A4 (MORGAN STANLEY ABS CAPITAL I 2007-HE6) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| MORGAN STANLEY SR UNSECURED 02/26 VAR | Long | Debt | US | $8M | – | 0.57 |
| MORGAN STANLEY SR UNSECURED 04/28 VAR | Long | Debt | US | $2M | – | 0.14 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL) | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| NATWEST GROUP PLC SR UNSECURED 11/26 VAR | Long | Debt | GB | $3M | – | 0.23 |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/25 3.479 | Long | Debt | GB | $4M | – | 0.32 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.18 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $2M | – | 0.12 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.10 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $1M | – | 0.09 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A (NOVASTAR HOME EQUITY LOAN 2006-1) | Long | ABS-mortgage backed security | US | $968K | – | 0.07 |
| NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290) | Long | ABS-mortgage backed security | US | $4M | – | 0.30 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2) | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1APT (OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A (OSCAR US FUNDING XIV LLC 2022-1A) | Long | ABS-other | JP | $4M | – | 0.32 |
| OZLM LTD OZLM 2014 8A A1R3 144A (OZLM VIII LTD 2014-8A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/25 4.95 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $4M | – | 0.30 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.19 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $4M | – | 0.25 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $299K | – | 0.02 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $4M | – | 0.29 |
| PHHMC MORTGAGE PASS THROUGH CE PHHMC 2005 4 A7 (PHHMC MTG PASS THRU CERTIFICATES 2005-4) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $50M | – | 3.60 |
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $58M | – | 4.20 |
| PRICOA GLOBAL FUNDING 1 SECURED 144A 08/25 4.2 (PRICOA GLOBAL FUNDING I) | Long | Debt | US | $3M | – | 0.21 |
| PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2 (PRIME MORTGAGE TRUST 2004-CL1) | Long | ABS-mortgage backed security | US | $988.27 | – | 0.00 |
| QORVO INC COMPANY GUAR 12/24 1.75 | Long | Debt | US | $5M | – | 0.32 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL8 LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A (READYCAP COMMERCIAL MORTGAGE TRUST 2022-FL9) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543 (RENESAS ELECTRONICS CORPORATION) | Long | Debt | JP | $5M | – | 0.35 |
| REPO BANK AMERICA REPO | Long | Repurchase agreement | US | $113M | – | 8.14 |
| REPUBLIC OF POLAND SR UNSECURED 03/29 4.625 (POLAND GOVT) | Long | Debt | PL | $4M | – | 0.27 |
| RESIDENTIAL ASSET SECURITIES C RASC 2003 KS11 MII1 (RESIDENTIAL ASSET SEC CORP 2003-KS11) | Long | ABS-mortgage backed security | US | $284K | – | 0.02 |
| RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21 (RESIDENTIAL FUNDING MTGE SEC 2005-SA4) | Long | ABS-mortgage backed security | US | $220K | – | 0.02 |
| RESIMAC RESI 2021 2NCA A1A 144A (RESIMAC BASTILLE TRUST SERIES 2021-2NCA) | Long | ABS-mortgage backed security | AU | $5M | – | 0.33 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $62K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH | Derivative-interest rate | JP | $-113K | – | -0.01 | |
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH | Derivative-interest rate | JP | $432K | – | 0.03 | |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH | Derivative-interest rate | JP | $728K | – | 0.05 | |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | Derivative-interest rate | US | $2M | – | 0.14 | |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | Derivative-interest rate | US | $-2M | – | -0.14 | |
| RFR USD SOFR/2.68750 04/04/24-1Y LCH | Derivative-interest rate | US | $-197K | – | -0.01 | |
| RFR USD SOFR/2.69000 04/04/24-1Y LCH | Derivative-interest rate | US | $-260K | – | -0.02 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-241K | – | -0.02 | |
| RFR USD SOFR/3.52500 03/02/23-7Y LCH | Derivative-interest rate | US | $-64K | – | -0.00 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $387K | – | 0.03 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $71K | – | 0.01 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $42K | – | 0.00 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $34K | – | 0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $138K | – | 0.01 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $63K | – | 0.00 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $121K | – | 0.01 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $77K | – | 0.01 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $43K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/18/24-5Y CME | Derivative-interest rate | US | $111K | – | 0.01 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-47K | – | -0.00 | |
| RFR USD SOFR/3.80000 08/22/23-7Y LCH | Derivative-interest rate | US | $-52K | – | -0.00 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | Derivative-interest rate | US | $307K | – | 0.02 | |
| RFR USD SOFR/3.94000 02/22/24-5Y LCH | Derivative-interest rate | US | $-87K | – | -0.01 | |
| RFR USD SOFR/3.97000 02/27/24-5Y LCH | Derivative-interest rate | US | $-36K | – | -0.00 | |
| RFR USD SOFR/4.09500 02/18/25-10Y LCH | Derivative-interest rate | US | $-104K | – | -0.01 | |
| RFR USD SOFR/4.71500 09/13/23-1Y LCH | Derivative-interest rate | US | $-255K | – | -0.02 | |
| RFR USD SOFR/4.75000 09/14/23-1Y LCH | Derivative-interest rate | US | $-128K | – | -0.01 | |
| RFR USD SOFR/4.75000 11/04/24-1Y LCH | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/5.00000 07/10/25-1Y LCH | Derivative-interest rate | US | $672K | – | 0.05 | |
| RFR USD SOFR/5.00000 10/15/24-1Y LCH | Derivative-interest rate | US | $74K | – | 0.01 | |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $7M | – | 0.51 |
| RIPON MORTGAGES PLC RIPON 1RA C 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $9M | – | 0.63 |
| SALOMON BROTHERS MORTGAGE SECU SBM7 2003 UP2 A1 (SALOMON BROTHERS MTGE SEC VII 2003-UP2) | Long | ABS-mortgage backed security | US | $364.37 | – | 0.00 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 2 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $445K | – | 0.03 |
| SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR (SANTANDER UK GROUP HOLDINGS PLC) | Long | Debt | GB | $3M | – | 0.23 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $3M | – | 0.19 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $3M | – | 0.20 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $3M | – | 0.19 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2024-D) | Long | ABS-other | US | $1M | – | 0.07 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $250K | – | 0.02 |
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A (SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST) | Long | ABS-other | US | $110K | – | 0.01 |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $991K | – | 0.07 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $969K | – | 0.07 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $432K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $118K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $70K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $24K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $113K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $188K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $179K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $120K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $119K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $96K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $8K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $11K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $477.11 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $252.68 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $885.29 | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $402K | – | 0.03 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $51K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $318K | – | 0.02 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $593.47 | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $80K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $25K | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-764.04 | – | -0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $13K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240802 | Derivative-foreign exchange | NZ | $647.53 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-816.95 | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-4K | – | -0.00 | |
| SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.17 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $5M | – | 0.36 |
| STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR | Long | Debt | GB | $5M | – | 0.35 |
| STEELE CREEK CLO LTD STCR 2014 1RA A 144A (STEELE CREEK CLO LTD 2014-1) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| STONEPEAK SALTT 2021 1A AA 144A (STONEPEAK 2021-1 ABS) | Long | ABS-other | US | $2M | – | 0.16 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2 (STRUCTURED ADJUSTABLE RATE MTG LN 2004-1) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1 (STRUCTURED ADJ RATE MTG LN 2004-19) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1 (STRUCTURED ADJUSTABLE RT MTGE LN 2005-17) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 (STRUCTURED ASSET INVESTMENT LN TR 2004-2) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 (STRUCTURED ASSEET MTGE INV INC 2002-AR3) | Long | ABS-mortgage backed security | US | $257.18 | – | 0.00 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A (STRUCTURED ASSET MTG INV INC 2005-AR8) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 NC1 A5 (STRUCTURED ASSET SEC CORP 2006-NC1) | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 5.464 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $3M | – | 0.22 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/25 1.474 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $5M | – | 0.37 |
| SWEDBANK AB 144A 09/27 5.337 | Long | Debt | SE | $4M | – | 0.29 |
| SYNCHRONY BANK SR UNSECURED 08/25 5.4 (SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)) | Long | Debt | US | $4M | – | 0.31 |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A (SYNCHRONY CARD ISSUANCE TRUST 2023-A2) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| TARGA RES CORP (TARGA RESOURCES CORP) | Long | Debt | US | $4M | – | 0.32 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $1M | – | 0.09 |
| TORO EUROPEAN CLO TCLO 7A ARE 144A (TORO EUROPEAN CLO 7 DAC 7A) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.42 |
| TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A (TOWD POINT HE TRUST 2021-HE1) | Long | ABS-mortgage backed security | US | $772K | – | 0.06 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.20 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $4M | – | 0.29 |
| TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.23 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.33 |
| TRINITAS CLO LTD TRNTS 2020 14A A1R 144A (TRINITAS CLO LTD 2020-14A) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| TSTAT 2022 1 LTD TSTAT 2022 1A A1R 144A (TSTAT 2022-1A LTD) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.19 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.62 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.64 |
| UBS AG LONDON SR UNSECURED 09/25 5.8 (UBS AG/LONDON BRANCH) | Long | Debt | CH | $4M | – | 0.26 |
| UBS AG STAMFORD CT SR UNSECURED 02/25 3.7 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $4M | – | 0.31 |
| UBS AG STAMFORD CT SR UNSECURED 08/24 4.75 (UBS AG / STAMFORD BRANCH) | Long | Debt | CH | $4M | – | 0.29 |
| UBS GROUP AG SR UNSECURED 144A 05/26 VAR | Long | Debt | CH | $3M | – | 0.23 |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | Long | Debt | CH | $4M | – | 0.30 |
| UBS GROUP AG SR UNSECURED 144A 08/33 VAR | Long | Debt | CH | $262K | – | 0.02 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-684K | – | -0.05 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1M | – | -0.08 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $1M | – | 0.10 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $525K | – | 0.04 | |
| US TREASURY N/B 01/25 4.125 (UNITED STATES GOVT) | Long | Debt | US | $30M | – | 2.14 |
| US TREASURY N/B 01/26 3.875 (UNITED STATES GOVT) | Long | Debt | US | $52M | – | 3.75 |
| US TREASURY N/B 04/26 4.875 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 0.62 |
| US TREASURY N/B 05/26 3.625 (UNITED STATES GOVT) | Long | Debt | US | $149M | – | 10.66 |
| US TREASURY N/B 05/32 2.875 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.14 |
| VENTURE CDO LTD VENTR 2017 28A A2R 144A (VENTURE XXVIII CLO LTD 2017-28A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.23 |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.08 |
| VMC FINANCE LLC VMC 2021 FL4 A 144A (VMC FINANCE 2021-FL4 LLC) | Long | ABS-mortgage backed security | US | $315K | – | 0.02 |
| VOYA CLO LTD VOYA 2017 1A A1R 144A (VOYA CLO LTD 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $449K | – | 0.03 |
| WAIKIKI BEACH HOTEL TRUST WBHT 2019 WBM A 144A (WAIKIKI BEACH HOTEL TRUST 2019-WBM) | Long | ABS-mortgage backed security | US | $4M | – | 0.32 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A (WASHINGTON MUTUAL 2002-AR6) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A1 (WASHINGTON MUTUAL 2005-AR1) | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 (WASHINGTON MUTUAL 2005-AR19) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.20 |
| WIND RIVER CLO LTD WINDR 2019 3A AR 144A (THL CREDIT WIND RIVER 2019-3 CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.34 |
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.