PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO International Bond Portfolio (Unhedged)
$23.64M
Avg Monthly Net Assets
$50.25M
Total Assets
$27.80M
Total Liabilities
$22.45M
Net Assets
PIMCO International Bond 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 $23.64M.
On August 28th, 2024 it reported 653 holdings, the largest
being UMBS PASS THRU POOLS (9.2%), FNMA PASS THRU POOLS (8.3%) and UMBS PASS THRU POOLS (6.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000028252 | VPVFBDV | |
| Advisor | C000030991 | VPFBHEV | |
| Institutional | C000109754 | PVFUHBI |
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 | $17K | – | 0.08 | |
| 3 MONTH SOFR FUT SEP24 XCME 20241217 | Derivative-interest rate | US | $-3K | – | -0.02 | |
| 3 MONTH SOFR FUT SEP25 XCME 20251216 | Derivative-interest rate | US | $-7K | – | -0.03 | |
| 3175FC9K2 PIMCO FXVAN CALL USD CNH 7.25000000 | Derivative-foreign exchange | KY | $4K | – | 0.02 | |
| 3175ST9E5 PIMCO FXVAN CALL USD CNH 7.27500000 | Derivative-foreign exchange | US | $4K | – | 0.02 | |
| 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP | Derivative-interest rate | US | $-7.66 | – | -0.00 | |
| 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710 | Derivative-interest rate | US | $-9.32 | – | -0.00 | |
| 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715 | Derivative-interest rate | US | $1K | – | 0.01 | |
| 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715 | Derivative-interest rate | US | $-18.1 | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-89.86 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-470.86 | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-49.3 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-176.29 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-645.79 | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-114.31 | – | -0.00 | |
| 317U6E1A3 PIMCO SWAPTION 4.25 PUT USD 20250623 | Derivative-interest rate | US | $-4K | – | -0.02 | |
| 317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623 | Derivative-interest rate | US | $4K | – | 0.02 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 | Derivative-interest rate | US | $-4K | – | -0.02 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 | Derivative-interest rate | US | $4K | – | 0.02 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-178.69 | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-652.58 | – | -0.00 | |
| 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925 | Derivative-interest rate | US | $-5K | – | -0.02 | |
| 317U6EGA7 PIMCO SWAPTION 4.005 PUT USD 2025092 | Derivative-interest rate | US | $5K | – | 0.02 | |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.44 |
| AREIT CRE TRUST AREIT 2021 CRE5 A 144A (AREIT TRUST 2021-CRE5) | Long | ABS-mortgage backed security | KY | $35K | – | 0.16 |
| AUST 10Y BOND FUT SEP24 XSFE 20240916 | Derivative-interest rate | AU | $62.23 | – | 0.00 | |
| AUSTRALIAN GOVERNMENT SR UNSECURED REGS 12/30 1 (AUSTRALIA GOVT) | Long | Debt | AU | $55K | – | 0.24 |
| BANK OF AMERICA CORP SR UNSECURED 07/31 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $82K | – | 0.37 |
| BDS LTD BDS 2021 FL10 A 144A (BDS 2021-FL10 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $90K | – | 0.40 |
| BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1 (BEAR STEARNS ALT-A TRUST 2006-6) | Long | ABS-mortgage backed security | US | $26K | – | 0.11 |
| BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A (BIG COMMERCIAL MORTGAGE TRUST 2022-BIG) | Long | ABS-mortgage backed security | US | $95K | – | 0.42 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/39 3 (SPAIN GOVT) | Long | Debt | ES | $109K | – | 0.49 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3 (SPAIN GOVT) | Long | Debt | ES | $93K | – | 0.41 |
| BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/71 1 (SPAIN GOVT) | Long | Debt | ES | $38K | – | 0.17 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $533.21 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $68.62 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240802 | Derivative-foreign exchange | AU | $502.85 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-29.76 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-103.68 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-353.82 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-8K | – | -0.03 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-161.86 | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240802 | Derivative-foreign exchange | CA | $246 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-529.02 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-804.12 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-988.98 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240802 | Derivative-foreign exchange | CH | $-91.82 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-220.47 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-667.93 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-84.06 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-93.44 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-146.25 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-157.44 | – | -0.00 | |
| BOUGHT CLP SOLD USD 20240923 | Derivative-foreign exchange | CL | $-183.85 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240702 | Derivative-foreign exchange | CN | $-219.91 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240708 | Derivative-foreign exchange | CN | $-218.07 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-250.33 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-267.1 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-273.61 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-504.37 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-1K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20240920 | Derivative-foreign exchange | CN | $-17K | – | -0.08 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-138.38 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-169.42 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-643.02 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-653.43 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-1K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.01 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-3K | – | -0.02 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-11K | – | -0.05 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-29.95 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-51.28 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-74.45 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-159.39 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-545.54 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-582.44 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-1K | – | -0.01 | |
| BOUGHT CNY SOLD USD 20240702 | Derivative-foreign exchange | CN | $-2K | – | -0.01 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-331.74 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-259.16 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-264.23 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240708 | Derivative-foreign exchange | CN | $-279.96 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240710 | Derivative-foreign exchange | CN | $-193.77 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-0.12 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-1.5 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-69.86 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240731 | Derivative-foreign exchange | CN | $-78.98 | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240806 | Derivative-foreign exchange | CN | $-1.67 | – | -0.00 | |
| BOUGHT COP SOLD USD 20240815 | Derivative-foreign exchange | CO | $-1K | – | -0.00 | |
| BOUGHT CZK SOLD USD 20240719 | Derivative-foreign exchange | CZ | $-841.1 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $12.24 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-17.05 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-113.04 | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $32.88 | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $15.05 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-30.56 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-292.85 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-516.47 | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-117K | – | -0.52 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $-3K | – | -0.01 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-151.48 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-224.32 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-240.52 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-531.94 | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-6K | – | -0.03 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-3K | – | -0.01 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $42.05 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-2K | – | -0.01 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-234.56 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $98.01 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $42.03 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $38.61 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $21.24 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $16.57 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $8.91 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $6.99 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3.57 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $3.26 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-14.95 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-21.87 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-34.66 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-90K | – | -0.40 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-6K | – | -0.03 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-1K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-3K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-3K | – | -0.02 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-3K | – | -0.02 | |
| BOUGHT JPY SOLD USD 20241001 | Derivative-foreign exchange | JP | $-8K | – | -0.03 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-159.66 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $2K | – | 0.01 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $535.27 | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $177.78 | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-2K | – | -0.01 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-0.31 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-504.34 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-10.98 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-60.46 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-256.23 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-818.34 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-64.72 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-139.83 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-209.85 | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240918 | Derivative-foreign exchange | PE | $-774.32 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $1K | – | 0.01 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-25.18 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-33.98 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-44.25 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-44.68 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-82.39 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-145.81 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-165.61 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-570.09 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.01 | |
| BOUGHT RON SOLD USD 20240719 | Derivative-foreign exchange | RO | $-242.11 | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-69.94 | – | -0.00 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $-2K | – | -0.01 | |
| BOUGHT SEK SOLD USD 20240802 | Derivative-foreign exchange | SE | $-151.72 | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $36.14 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240802 | Derivative-foreign exchange | SG | $2.85 | – | 0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $-161.22 | – | -0.00 | |
| BOUGHT TRY SOLD USD 20240710 | Derivative-foreign exchange | TR | $1K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $620.39 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $564.18 | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-23.41 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-93.59 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-113.72 | – | -0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-159.62 | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $925.72 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $202.08 | – | 0.00 | |
| BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A (BRSP 2021-FL1 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $72K | – | 0.32 |
| BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 (PROVINCE OF BRITISH COLUMBIA CANADA) | Long | Debt | CA | $73K | – | 0.32 |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 10/31 4 (ITALY GOVT) | Long | Debt | IT | $109K | – | 0.49 |
| CAIXABANK SA 144A 01/29 VAR (CAIXABANK SA (AKA: LA CAIXA)) | Long | Debt | ES | $203K | – | 0.91 |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $3K | – | 0.01 | |
| CANADIAN GOVERNMENT BONDS 12/33 3.25 (CANADA GOVT) | Long | Debt | CA | $143K | – | 0.64 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI) | Long | Debt | IT | $199K | – | 0.89 |
| CCS AUD R US3ML/AUD3MBBSW+29 AZD | Derivative-foreign exchange | AU | $445.21 | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+29.75 MYC | Derivative-foreign exchange | AU | $349.02 | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42 CBK | Derivative-foreign exchange | AU | $566.06 | – | 0.00 | |
| CCS AUD R US3ML/AUD3MBBSW+42.25 GLM | Derivative-foreign exchange | AU | $-314.95 | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -58.6 CBK | Derivative-foreign exchange | US | $-203.49 | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM -59 BRC | Derivative-foreign exchange | US | $6K | – | 0.03 | |
| CCS USD R USSOFR/JPYMUTKCALM -60 CBK | Derivative-foreign exchange | US | $21K | – | 0.09 | |
| CCS USD R USSOFR/JPYMUTKCALM -61 GST | Derivative-foreign exchange | US | $20K | – | 0.09 | |
| CCS USD R USSOFR/JPYMUTKCALM-59.12 BPS | Derivative-foreign exchange | US | $-532.5 | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $7K | – | 0.03 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-117.57 | – | -0.00 | |
| CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS | Derivative-foreign exchange | US | $-514.66 | – | -0.00 | |
| CDX IG41 10Y ICE | Derivative-credit | US | $-4K | – | -0.02 | |
| CDX IG42 10Y ICE | Derivative-credit | US | $-5K | – | -0.02 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $129K | – | 0.57 | |
| CDX ITRAXX MAIN41 5Y ICE | Derivative-credit | $-14K | – | -0.06 | ||
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATING LLC) | Long | Loan | US | $92K | – | 0.41 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 (CHASE MORTGAGE FINANCE CORP 2007-A2) | Long | ABS-mortgage backed security | US | $1K | – | 0.01 |
| CHINA GOVERNMENT BOND BONDS 04/51 3.72 (CHINA GOVT) | Long | Debt | CN | $103K | – | 0.46 |
| CHINA GOVERNMENT BOND BONDS 04/53 3.19 (CHINA GOVT) | Long | Debt | CN | $32K | – | 0.14 |
| CHINA GOVERNMENT BOND BONDS 10/51 3.53 (CHINA GOVT) | Long | Debt | CN | $105K | – | 0.47 |
| CITIGROUP INC SR UNSECURED 06/35 VAR | Long | Debt | US | $99K | – | 0.44 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $708.52 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M1 (CITIGROUP MTGE LOAN TR INC 2007-WFH3) | Long | ABS-mortgage backed security | US | $83K | – | 0.37 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2022-INV1) | Long | ABS-mortgage backed security | US | $69K | – | 0.31 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 7CB 1A11 (COUNTRYWIDE ALTERNATIVE LN TR 2006-7CB) | Long | ABS-mortgage backed security | US | $74K | – | 0.33 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1 (COUNTRYWIDE ALTERNATIVE LN TR 2008-2R) | Long | ABS-mortgage backed security | US | $51K | – | 0.23 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB1 M2 (COUNTRYWIDE ASSET-BACKED CERTS 2005-AB1) | Long | ABS-mortgage backed security | US | $49K | – | 0.22 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-25) | Long | ABS-mortgage backed security | US | $147K | – | 0.66 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1) | Long | ABS-mortgage backed security | US | $11K | – | 0.05 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH2) | Long | ABS-mortgage backed security | US | $23K | – | 0.10 |
| COUNTRYWIDE HOME LOANS CWHL 2007 19 2A1 (CHL MORTGAGE PASS-THROUGH TRUST 2007-19) | Long | ABS-mortgage backed security | US | $23K | – | 0.10 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 3A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA4) | Long | ABS-mortgage backed security | US | $57K | – | 0.25 |
| DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $101K | – | 0.45 |
| DEUTSCHE BANK AG REGS 11/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $94K | – | 0.42 |
| DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A (DROP MORTGAGE TRUST 2021-FILE) | Long | ABS-mortgage backed security | US | $95K | – | 0.43 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-6K | – | -0.03 | |
| EURO-BTP FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-6K | – | -0.03 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $7K | – | 0.03 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $3K | – | 0.01 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $3K | – | 0.02 | |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH) | Long | ABS-mortgage backed security | US | $90K | – | 0.40 |
| FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $99K | – | 0.44 |
| FED HM LN PC POOL RA6652 FR 01/52 FIXED 2.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $73K | – | 0.32 |
| FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $6K | – | 0.03 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR1 1A1 (FIRST HORIZON MTGE PT TR 2007-AR1) | Long | ABS-mortgage backed security | US | $4K | – | 0.02 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $175K | – | 0.78 |
| FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $36K | – | 0.16 |
| FNMA POOL BW7327 FN 08/52 FIXED 4.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $94K | – | 0.42 |
| FNMA POOL CA4346 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.25 |
| FNMA POOL CA6106 FN 06/50 FIXED 4 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25K | – | 0.11 |
| FNMA POOL FM3972 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29K | – | 0.13 |
| FNMA POOL MA1045 FN 04/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $56K | – | 0.25 |
| FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 8.28 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-440K | – | -1.96 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-2M | – | -8.86 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-204K | – | -0.91 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-511K | – | -2.28 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-177K | – | -0.79 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $586K | – | 2.61 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-641K | – | -2.85 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 5.29 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 9.21 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-197K | – | -0.88 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 6.25 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 5.89 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $204K | – | 0.91 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/45 3.25 (FRANCE GOVT) | Long | Debt | FR | $142K | – | 0.63 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75 (FRANCE GOVT) | Long | Debt | FR | $80K | – | 0.36 |
| FRANCE (GOVT OF) BONDS 144A REGS 05/72 0.5 (FRANCE GOVT) | Long | Debt | FR | $19K | – | 0.08 |
| FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 (FRANCE GOVT) | Long | Debt | FR | $192K | – | 0.86 |
| FREDDIE MAC FHR 3397 FC (FREDDIE MAC 3397) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| FREDDIE MAC FHR 4579 FD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $13K | – | 0.06 |
| FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579) | Long | ABS-mortgage backed security | US | $732.96 | – | 0.00 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $87K | – | 0.39 |
| GNMA II POOL MA7988 G2 04/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $134K | – | 0.60 |
| GNMA II POOL MA8148 G2 07/52 FIXED 3 (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $381K | – | 1.70 |
| GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $84K | – | 0.37 |
| GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR (GOLDMAN SACHS BANK USA/NEW YORK BRANCH) | Long | Debt | US | $100K | – | 0.44 |
| GPMT LTD. GPMT 2021 FL4 A 144A (GPMT LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $86K | – | 0.38 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1) | Long | ABS-mortgage backed security | US | $74K | – | 0.33 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $7K | – | 0.03 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $60K | – | 0.27 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A11 (HARBORVIEW MORTGAGE LOAN TR 2005-13) | Long | ABS-mortgage backed security | US | $59K | – | 0.26 |
| HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR | Long | Debt | GB | $193K | – | 0.86 |
| IMPAC CMB TRUST IMM 2004 8 1A (IMPAC CMB TR 2004-8) | Long | ABS-mortgage backed security | US | $8K | – | 0.04 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $6K | – | 0.03 |
| IRS AUD 1.75000 03/16/22-5Y LCH | Derivative-interest rate | AU | $-15K | – | -0.07 | |
| IRS AUD 1.75000 06/16/21-10Y LCH | Derivative-interest rate | AU | $-5K | – | -0.02 | |
| IRS AUD 4.00000 06/21/23-10Y LCH | Derivative-interest rate | AU | $-15K | – | -0.07 | |
| IRS AUD 4.25000 03/15/23-10Y LCH | Derivative-interest rate | AU | $-4K | – | -0.02 | |
| IRS AUD 4.50000 06/19/24-10Y LCH | Derivative-interest rate | AU | $-485.08 | – | -0.00 | |
| IRS AUD 4.50000 09/15/27-5Y LCH | Derivative-interest rate | AU | $2K | – | 0.01 | |
| IRS AUD 4.75000 12/20/28-5Y LCH | Derivative-interest rate | AU | $4K | – | 0.02 | |
| IRS CNY 2.25000 09/18/24-5Y LCH | Derivative-interest rate | CN | $44K | – | 0.20 | |
| IRS CZK 1.91250 01/30/19-10Y CME | Derivative-interest rate | CZ | $-3K | – | -0.02 | |
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-8K | – | -0.03 | ||
| IRS EUR 0.65000 05/11/22-5Y LCH | Derivative-interest rate | $-7K | – | -0.03 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-6K | – | -0.03 | ||
| IRS EUR 2.25000 09/21/22-15Y LCH | Derivative-interest rate | $-18K | – | -0.08 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $576 | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-12K | – | -0.05 | ||
| IRS EUR 2.75000 09/18/24-5Y LCH | Derivative-interest rate | $-11K | – | -0.05 | ||
| IRS EUR 2.83310 09/10/24-9Y* LCH | Derivative-interest rate | $-391.72 | – | -0.00 | ||
| IRS EUR 2.84930 09/10/24-9Y* LCH | Derivative-interest rate | $-526.81 | – | -0.00 | ||
| IRS EUR 2.85660 09/10/24-9Y* LCH | Derivative-interest rate | $-2K | – | -0.01 | ||
| IRS EUR 3.00000 03/15/28-5Y LCH | Derivative-interest rate | $-6K | – | -0.03 | ||
| IRS EUR 3.00000 03/19/25-2Y LCH | Derivative-interest rate | $3K | – | 0.01 | ||
| IRS EUR 3.00000 09/18/24-2Y LCH | Derivative-interest rate | $-2K | – | -0.01 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.02 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-4K | – | -0.02 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $4K | – | 0.02 | ||
| IRS KRW 3.25000 09/18/24-5Y LCH | Derivative-interest rate | KR | $-1K | – | -0.01 | |
| IRS MXN 4.87000 07/13/20-5Y* CME | Derivative-interest rate | MX | $-7K | – | -0.03 | |
| IRS MYR P 3.50000 03/20/24-5Y GST | Derivative-interest rate | MY | $869.79 | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y CBK | Derivative-interest rate | MY | $68.52 | – | 0.00 | |
| IRS MYR P 3.50000 09/18/24-5Y JPM | Derivative-interest rate | MY | $68.52 | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y CBK | Derivative-interest rate | MY | $21.57 | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y JPM | Derivative-interest rate | MY | $194.17 | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-10Y SCX | Derivative-interest rate | MY | $43.15 | – | 0.00 | |
| IRS MYR P 3.75000 09/18/24-5Y BPS | Derivative-interest rate | MY | $-72.96 | – | -0.00 | |
| IRS MYR P 3.75000 09/20/23-10Y GST | Derivative-interest rate | MY | $568.15 | – | 0.00 | |
| IRS NZD 4.75000 03/20/24-1Y (WHT) LCH | Derivative-interest rate | NZ | $746.07 | – | 0.00 | |
| IRS NZD 4.75000 06/19/24-5Y LCH | Derivative-interest rate | NZ | $2K | – | 0.01 | |
| IRS NZD 5.00000 03/20/24-1Y (WHT) LCH | Derivative-interest rate | NZ | $4K | – | 0.02 | |
| ISRAEL FIXED BOND BONDS 03/27 2 (ISRAEL GOVT) | Long | Debt | IL | $50K | – | 0.22 |
| ISRAEL GOVT EM SP CBK | Derivative-credit | US | $-860.1 | – | -0.00 | |
| ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 (ITALY GOVT) | Long | Debt | IT | $130K | – | 0.58 |
| ITALY GOVT SW SP BOA | Derivative-credit | US | $404.44 | – | 0.00 | |
| ITALY GOVT SW SP BRC | Derivative-credit | US | $404.44 | – | 0.00 | |
| J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1 (JP MORGAN ALTERNATIVE LOAN TR 2005-A2) | Long | ABS-mortgage backed security | US | $18K | – | 0.08 |
| JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 (JAPAN GOVT) | Long | Debt | JP | $62K | – | 0.28 |
| JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5 (JAPAN GOVT) | Long | Debt | JP | $118K | – | 0.53 |
| JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8 (JAPAN GOVT) | Long | Debt | JP | $53K | – | 0.24 |
| JAPAN (30 YEAR ISSUE) BONDS 06/46 0.3 (JAPAN GOVT) | Long | Debt | JP | $115K | – | 0.51 |
| JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 (JAPAN GOVT) | Long | Debt | JP | $55K | – | 0.25 |
| JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5 (JAPAN GOVT) | Long | Debt | JP | $208K | – | 0.93 |
| JAPAN (30 YEAR ISSUE) BONDS 09/51 0.7 (JAPAN GOVT) | Long | Debt | JP | $18K | – | 0.08 |
| JAPAN (30 YEAR ISSUE) BONDS 09/53 1.8 (JAPAN GOVT) | Long | Debt | JP | $45K | – | 0.20 |
| JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 (JAPAN GOVT) | Long | Debt | JP | $119K | – | 0.53 |
| JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625 (JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM)) | Long | Debt | JP | $189K | – | 0.84 |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | Long | Debt | JP | $191K | – | 0.85 |
| JAPAN TREASURY DISC BILL BILLS 04/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $124K | – | 0.55 |
| JAPAN TREASURY DISC BILL BILLS 05/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $62K | – | 0.28 |
| JAPAN TREASURY DISC BILL BILLS 06/25 0.00000 (JAPAN GOVT) | Long | Debt | JP | $62K | – | 0.28 |
| JAPAN TREASURY DISC BILL BILLS 08/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $62K | – | 0.28 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $497K | – | 2.22 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $311K | – | 1.38 |
| JAPAN TREASURY DISC BILL BILLS 09/24 0.00000 (JAPAN GOVT) | Long | Debt | JP | $186K | – | 0.83 |
| JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2 (JP MORGAN MORTGAGE TRUST 2006-A1) | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4) | Long | ABS-mortgage backed security | US | $132K | – | 0.59 |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8) | Long | ABS-mortgage backed security | US | $134K | – | 0.60 |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1) | Long | ABS-mortgage backed security | US | $71K | – | 0.31 |
| JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $99K | – | 0.44 |
| JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $103K | – | 0.46 |
| JPN 10Y BOND(OSE) SEP24 XOSE 20240912 | Derivative-interest rate | JP | $7K | – | 0.03 | |
| JYSKE REALKREDIT A/S COVERED 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $3K | – | 0.01 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.22 | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS) | Long | Debt | DK | $0.24 | – | 0.00 |
| KOREA TREASURY BOND BONDS 03/28 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $47K | – | 0.21 |
| KOREA TREASURY BOND BONDS 03/28 5.5 (SOUTH KOREA GOVT) | Long | Debt | KR | $64K | – | 0.28 |
| KOREA TREASURY BOND BONDS 03/53 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $66K | – | 0.29 |
| KOREA TREASURY BOND BONDS 06/27 2.125 (SOUTH KOREA GOVT) | Long | Debt | KR | $46K | – | 0.20 |
| KOREA TREASURY BOND BONDS 06/28 2.625 (SOUTH KOREA GOVT) | Long | Debt | KR | $139K | – | 0.62 |
| KOREA TREASURY BOND BONDS 06/33 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $2K | – | 0.01 |
| KOREA TREASURY BOND BONDS 09/42 3.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $18K | – | 0.08 |
| KOREA TREASURY BOND BONDS 12/27 2.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $57K | – | 0.25 |
| KOREA TREASURY BOND BONDS 12/29 1.375 (SOUTH KOREA GOVT) | Long | Debt | KR | $30K | – | 0.13 |
| KOREA TREASURY BOND BONDS 12/32 4.25 (SOUTH KOREA GOVT) | Long | Debt | KR | $265K | – | 1.18 |
| KOREA TREASURY BOND SR UNSECURED 06/31 2 (SOUTH KOREA GOVT) | Long | Debt | KR | $36K | – | 0.16 |
| LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A (LCCM 2021-FL2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.34 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $199K | – | 0.89 |
| LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A (LOANCORE ISSUER LTD 2021-CRE6) | Long | ABS-collateralized bond/debt obligation | KY | $64K | – | 0.29 |
| LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.44 |
| LONG GILT FUTURE SEP24 IFLL 20240926 | Derivative-interest rate | GB | $-3K | – | -0.01 | |
| MALAYSIA GOVERNMENT BONDS 04/28 3.519 (MALAYSIA GOVT) | Long | Debt | MY | $283K | – | 1.26 |
| MAN GLG EURO CLO GLGE 5A A1R 144A (MAN GLG EURO CLO V DAC 5A) | Long | ABS-collateralized bond/debt obligation | IE | $235K | – | 1.05 |
| MANSARD MORTGAGES PLC MANSD 2007 2X A1 REGS (MANSARD MORTGAGES PLC 2007-2X) | Long | ABS-mortgage backed security | GB | $37K | – | 0.17 |
| MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A (MELLON RESIDENTIAL FUND CORP 2002-TBC2) | Long | ABS-mortgage backed security | US | $5K | – | 0.02 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2 (MERRILL LYNCH MORTGAGE INVS 2005-A2) | Long | ABS-mortgage backed security | US | $2K | – | 0.01 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A (MF1 2021-FL6 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $81K | – | 0.36 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $82K | – | 0.37 |
| MORGAN STANLEY SR UNSECURED 01/30 VAR | Long | Debt | US | $100K | – | 0.44 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $107K | – | 0.48 |
| MORGAN STANLEY SR UNSECURED 03/30 VAR | Long | Debt | US | $107K | – | 0.48 |
| NATIONAL BK HUNGARY BILL BILLS 07/24 0.00000 (HUNGARY GOVT) | Long | Debt | HU | $51K | – | 0.23 |
| NATWEST GROUP PLC SR UNSECURED 01/30 VAR | Long | Debt | GB | $197K | – | 0.88 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3) | Long | ABS-mortgage backed security | US | $36K | – | 0.16 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1) | Long | ABS-mortgage backed security | US | $38K | – | 0.17 |
| NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS (NEWGATE FUNDING PLC 2007-3X) | Long | ABS-mortgage backed security | GB | $82K | – | 0.36 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION) | Long | Debt | US | $92K | – | 0.41 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2 (NOMURA HOME EQUITY LOAN INC 2006-HE1) | Long | ABS-mortgage backed security | US | $83K | – | 0.37 |
| NORDEA KREDIT REALKREDIT COVERED 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $1.57 | – | 0.00 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $11K | – | 0.05 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.28 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.21 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $0.15 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $11K | – | 0.05 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $1.75 | – | 0.00 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $6.9 | – | 0.00 |
| OIS AUD RBACOR/4.33500 08/07/24-0Y* LCH | Derivative-interest rate | AU | $125.09 | – | 0.00 | |
| OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH | Derivative-interest rate | CA | $-37K | – | -0.17 | |
| OIS CAD CAONREPO/1.7500 12/16/16-30Y CME | Derivative-interest rate | CA | $-30K | – | -0.13 | |
| OIS CAD CAONREPO/2.5000 06/19/19-10Y CME | Derivative-interest rate | CA | $-11K | – | -0.05 | |
| OIS CAD CAONREPO/3.2500 06/21/23-10Y LCH | Derivative-interest rate | CA | $-5K | – | -0.02 | |
| OIS CAD CAONREPO/3.2500 12/20/23-10Y LCH | Derivative-interest rate | CA | $2K | – | 0.01 | |
| OIS CAD CAONREPO/3.25000 03/15/23-5Y LCH | Derivative-interest rate | CA | $1K | – | 0.01 | |
| OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH | Derivative-interest rate | CA | $3K | – | 0.01 | |
| OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC | Derivative-interest rate | CA | $149.65 | – | 0.00 | |
| OIS CAD CAONREPO/3.500 03/28/24-10Y* LCH | Derivative-interest rate | CA | $-381.64 | – | -0.00 | |
| OIS CAD CAONREPO/3.5000 03/22/24-9Y* LCH | Derivative-interest rate | CA | $-340.49 | – | -0.00 | |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-2K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH | Derivative-interest rate | CA | $-1K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 06/19/25-1Y LCH | Derivative-interest rate | CA | $-1K | – | -0.01 | |
| OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH | Derivative-interest rate | CA | $-6K | – | -0.02 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH | Derivative-interest rate | CA | $-6K | – | -0.03 | |
| OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH | Derivative-interest rate | CA | $2K | – | 0.01 | |
| OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH | Derivative-interest rate | CA | $1K | – | 0.01 | |
| OIS INR MIBOR/6.25000 09/18/24-5Y LCH | Derivative-interest rate | IN | $-2K | – | -0.01 | |
| OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH | Derivative-interest rate | SG | $12K | – | 0.05 | |
| OIS THB THORON/2.25000 09/18/24-5Y LCH | Derivative-interest rate | TH | $5K | – | 0.02 | |
| OIS THB THORON/2.41750 04/17/24-5Y LCH | Derivative-interest rate | TH | $38.91 | – | 0.00 | |
| OIS THB THORON/2.50000 09/18/24-5Y LCH | Derivative-interest rate | TH | $-1K | – | -0.01 | |
| OIS THB THORON/2.75000 09/18/24-10Y LCH | Derivative-interest rate | TH | $56.79 | – | 0.00 | |
| ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65 (PROVINCE OF ONTARIO CANADA) | Long | Debt | CA | $352K | – | 1.57 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/25 3.95 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $99K | – | 0.44 |
| PHILIP MORRIS INTL INC SR UNSECURED 02/29 4.875 (PHILIP MORRIS INTERNATIONAL INC) | Long | Debt | US | $49K | – | 0.22 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $1M | – | 6.19 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $64K | – | 0.28 |
| PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6 | Long | Debt | CA | $140K | – | 0.62 |
| REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $0.11 | – | 0.00 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $21K | – | 0.09 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2002 3 M2 (RENAISSANCE HOME EQ LN TRUST 2002-3) | Long | ABS-mortgage backed security | US | $12K | – | 0.05 |
| REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT) | Long | Debt | AR | $4K | – | 0.02 |
| REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT) | Long | Debt | AR | $2K | – | 0.01 |
| REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875 (POLAND GOVT) | Long | Debt | PL | $164K | – | 0.73 |
| REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 (SERBIA GOVT) | Long | Debt | RS | $91K | – | 0.41 |
| RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH | Derivative-interest rate | CH | $-2K | – | -0.01 | |
| RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH | Derivative-interest rate | CH | $-4K | – | -0.02 | |
| RFR GBP SONIO/3.00000 06/17/25-10Y LCH | Derivative-interest rate | GB | $15K | – | 0.07 | |
| RFR GBP SONIO/3.00000 06/17/25-2Y LCH | Derivative-interest rate | GB | $-15K | – | -0.07 | |
| RFR GBP SONIO/3.75000 09/18/24-10Y LCH | Derivative-interest rate | GB | $-16K | – | -0.07 | |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH | Derivative-interest rate | GB | $-2K | – | -0.01 | |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $5K | – | 0.02 | |
| RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH | Derivative-interest rate | JP | $-11K | – | -0.05 | |
| RFR JPY MUT+5.89/0.00000 06/17/20-5Y LCH | Derivative-interest rate | JP | $-982.09 | – | -0.00 | |
| RFR JPY MUTK/0.00000 12/15/21-5Y LCH | Derivative-interest rate | JP | $-10K | – | -0.05 | |
| RFR JPY MUTK/0.0500 12/15/21-10Y LCH | Derivative-interest rate | JP | $-8K | – | -0.04 | |
| RFR JPY MUTK/0.2500 09/14/22-10Y LCH | Derivative-interest rate | JP | $-9K | – | -0.04 | |
| RFR JPY MUTK/0.5000 09/15/22-10Y LCH | Derivative-interest rate | JP | $-1K | – | -0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-239.65 | – | -0.00 | |
| RFR JPY MUTK/0.60000 09/18/24-5Y LCH | Derivative-interest rate | JP | $-3K | – | -0.01 | |
| RFR JPY MUTK/1.00000 09/18/24-10Y LCH | Derivative-interest rate | JP | $-4K | – | -0.02 | |
| RFR USD SOFR/1.00000 12/15/21-5Y CME | Derivative-interest rate | US | $21K | – | 0.09 | |
| RFR USD SOFR/1.75000 06/15/22-30Y LCH | Derivative-interest rate | US | $9K | – | 0.04 | |
| RFR USD SOFR/2.31000 01/16/24-1Y LCH | Derivative-interest rate | US | $-31K | – | -0.14 | |
| RFR USD SOFR/2.69700 04/04/24-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.01 | |
| RFR USD SOFR/2.78500 04/10/24-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.01 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.01 | |
| RFR USD SOFR/2.91000 11/14/23-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.01 | |
| RFR USD SOFR/2.96478 10/05/22-4Y* LCH | Derivative-interest rate | US | $34K | – | 0.15 | |
| RFR USD SOFR/2.99250 10/13/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.01 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $-5K | – | -0.02 | |
| RFR USD SOFR/3.15000 05/13/24-1Y LCH | Derivative-interest rate | US | $32K | – | 0.14 | |
| RFR USD SOFR/3.20000 05/13/24-1Y LCH | Derivative-interest rate | US | $2K | – | 0.01 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.01 | |
| RFR USD SOFR/3.25000 06/21/23-5Y LCH | Derivative-interest rate | US | $14K | – | 0.06 | |
| RFR USD SOFR/3.25000 12/20/23-30Y LCH | Derivative-interest rate | US | $46K | – | 0.21 | |
| RFR USD SOFR/3.33507 12/30/22-9Y* LCH | Derivative-interest rate | US | $5K | – | 0.02 | |
| RFR USD SOFR/3.34000 02/23/23-7Y LCH | Derivative-interest rate | US | $-4K | – | -0.02 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-1K | – | -0.00 | |
| RFR USD SOFR/3.50000 06/22/23-7Y LCH | Derivative-interest rate | US | $-3K | – | -0.01 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH | Derivative-interest rate | US | $13K | – | 0.06 | |
| RFR USD SOFR/3.50000 12/18/24-30Y LCH | Derivative-interest rate | US | $2K | – | 0.01 | |
| RFR USD SOFR/3.50000 12/20/23-10Y LCH | Derivative-interest rate | US | $-58K | – | -0.26 | |
| RFR USD SOFR/3.63761 03/01/24-4Y* LCH | Derivative-interest rate | US | $2K | – | 0.01 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.01 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.01 | |
| RFR USD SOFR/3.66213 03/01/24-4Y* LCH | Derivative-interest rate | US | $2K | – | 0.01 | |
| RFR USD SOFR/3.69116 03/01/24-4Y* LCH | Derivative-interest rate | US | $8K | – | 0.03 | |
| RFR USD SOFR/3.70000 02/20/24-25Y LCH | Derivative-interest rate | US | $6K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/20/24-10Y LCH | Derivative-interest rate | US | $37K | – | 0.17 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH | Derivative-interest rate | US | $-3K | – | -0.01 | |
| RFR USD SOFR/3.75000 06/21/23-2Y LCH | Derivative-interest rate | US | $5K | – | 0.02 | |
| RFR USD SOFR/3.75000 12/11/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.01 | |
| RFR USD SOFR/3.75000 12/18/24-2Y LCH | Derivative-interest rate | US | $-15K | – | -0.07 | |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | Derivative-interest rate | US | $695.2 | – | 0.00 | |
| RFR USD SOFR/3.82761 12/30/22-9Y* LCH | Derivative-interest rate | US | $1K | – | 0.01 | |
| RFR USD SOFR/3.85700 09/01/23-7Y* LCH | Derivative-interest rate | US | $-3K | – | -0.01 | |
| RFR USD SOFR/3.95120 09/01/23-7Y* LCH | Derivative-interest rate | US | $-4K | – | -0.02 | |
| RFR USD SOFR/3.98104 09/01/23-4Y* LCH | Derivative-interest rate | US | $-9K | – | -0.04 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $9K | – | 0.04 | |
| RFR USD SOFR/4.00000 03/20/24-30Y LCH | Derivative-interest rate | US | $-8K | – | -0.04 | |
| RFR USD SOFR/4.00000 06/20/24-2Y LCH | Derivative-interest rate | US | $13K | – | 0.06 | |
| 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 | $13K | – | 0.06 | |
| RFR USD SOFR/4.19316 09/01/23-4Y* LCH | Derivative-interest rate | US | $-3K | – | -0.01 | |
| RFR USD SOFR/4.22800 08/30/24-1Y LCH | Derivative-interest rate | US | $4K | – | 0.02 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH | Derivative-interest rate | US | $68K | – | 0.30 | |
| RFR USD SOFR/4.75000 06/24/24-1Y LCH | Derivative-interest rate | US | $5K | – | 0.02 | |
| RFRF USD SF+26.161/1.249 08/31/21-3Y LCH | Derivative-interest rate | US | $3K | – | 0.01 | |
| RFRF USD SF+26.161/1.298 08/25/21-3Y LCH | Derivative-interest rate | US | $1K | – | 0.01 | |
| RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA) | Long | ABS-mortgage backed security | GB | $158K | – | 0.70 |
| RMAC SECURITIES PLC RMACS 2006 NS4X A3A REGS (RMAC SECURITIES PLC 2006-NS4X) | Long | ABS-mortgage backed security | GB | $72K | – | 0.32 |
| RMAC SECURITIES PLC RMACS 2007 NS1X A2C REGS (RMAC SECURITIES PLC 2007-NS1X) | Long | ABS-mortgage backed security | GB | $52K | – | 0.23 |
| ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT) | Long | Debt | RO | $104K | – | 0.46 |
| ROMANIA SR UNSECURED REGS 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $20K | – | 0.09 |
| ROMANIA SR UNSECURED REGS 07/31 2.124 (ROMANIA GOVT) | Long | Debt | RO | $86K | – | 0.38 |
| ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT) | Long | Debt | RO | $13K | – | 0.06 |
| ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT) | Long | Debt | RO | $10K | – | 0.05 |
| SANDS CHINA LTD SR UNSECURED 08/28 5.4 | Long | Debt | KY | $196K | – | 0.87 |
| SANTANDER HOLDINGS USA SR UNSECURED 05/27 VAR (SANTANDER HOLDINGS USA INC) | Long | Debt | US | $100K | – | 0.45 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT) | Long | Debt | SA | $197K | – | 0.88 |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT) | Long | Debt | SA | $195K | – | 0.87 |
| SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A (SAXON ASSET SECURITIES TRUST 2007-4) | Long | ABS-mortgage backed security | US | $39K | – | 0.17 |
| SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3C (SG MORTGAGE SECURITIES TRUST 2006-OPT2) | Long | ABS-mortgage backed security | US | $90K | – | 0.40 |
| SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS (SHAMROCK RESIDENTIAL 2022-1 DAC 22-1) | Long | ABS-mortgage backed security | IE | $75K | – | 0.33 |
| SINGAPORE GOVERNMENT BONDS 08/36 2.25 (SINGAPORE GOVT) | Long | Debt | SG | $40K | – | 0.18 |
| SINGAPORE GOVERNMENT BONDS 09/33 3.375 (SINGAPORE GOVT) | Long | Debt | SG | $7K | – | 0.03 |
| SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVT) | Long | Debt | SG | $174K | – | 0.78 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-B) | Long | ABS-other | US | $31K | – | 0.14 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B) | Long | ABS-other | US | $64K | – | 0.29 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-121.68 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-132.13 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-505.4 | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-8.23 | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $5K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $591.09 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $487.38 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $2K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $933.89 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $5K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $3K | – | 0.01 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-235.2 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-4.12 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $93.66 | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-99.25 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-148.45 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-708.42 | – | -0.00 | |
| SOLD CNH BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $259.07 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240708 | Derivative-foreign exchange | CN | $278.54 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $20.11 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $153.14 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $129.3 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $112.82 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $2K | – | 0.01 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $1K | – | 0.01 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $715.49 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $649.43 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $71.78 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240702 | Derivative-foreign exchange | CN | $28.5 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $260.57 | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240708 | Derivative-foreign exchange | CN | $160.8 | – | 0.00 | |
| SOLD COP BOUGHT USD 20240712 | Derivative-foreign exchange | CO | $372.43 | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $362.73 | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $270.62 | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $248.49 | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $233.74 | – | 0.00 | |
| SOLD COP BOUGHT USD 20240918 | Derivative-foreign exchange | CO | $222.78 | – | 0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-15.02 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-33.06 | – | -0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $2K | – | 0.01 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $636.79 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $395.5 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $202.82 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $124.04 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-83.62 | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $3K | – | 0.01 | |
| SOLD HUF BOUGHT USD 20240719 | Derivative-foreign exchange | HU | $-123.86 | – | -0.00 | |
| SOLD IDR BOUGHT USD 20240726 | Derivative-foreign exchange | ID | $-460.41 | – | -0.00 | |
| SOLD ILS BOUGHT USD 20240719 | Derivative-foreign exchange | IL | $327.13 | – | 0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $-0.6 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $6K | – | 0.03 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $381.05 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $118.65 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240819 | Derivative-foreign exchange | JP | $2K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20240917 | Derivative-foreign exchange | JP | $14K | – | 0.06 | |
| SOLD JPY BOUGHT USD 20240924 | Derivative-foreign exchange | JP | $4K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20240930 | Derivative-foreign exchange | JP | $-322.72 | – | -0.00 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $19K | – | 0.08 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $18K | – | 0.08 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $14K | – | 0.06 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $9K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $9K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $9K | – | 0.04 | |
| SOLD JPY BOUGHT USD 20241001 | Derivative-foreign exchange | JP | $3K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $4K | – | 0.02 | |
| SOLD JPY BOUGHT USD 20250421 | Derivative-foreign exchange | JP | $3K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250520 | Derivative-foreign exchange | JP | $3K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20250620 | Derivative-foreign exchange | JP | $1K | – | 0.01 | |
| SOLD JPY BOUGHT USD 20260105 | Derivative-foreign exchange | JP | $8K | – | 0.03 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $882.95 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $863.94 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $324.81 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $288.15 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $287.12 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $138.08 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-41.47 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-1.12 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-212.25 | – | -0.00 | |
| SOLD MYR BOUGHT USD 20240717 | Derivative-foreign exchange | MY | $2.64 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $60.73 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $11 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $210.29 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $140.13 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $65.29 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $487.42 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $325.97 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $151.52 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $-121.81 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $964.5 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $327.14 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-42.35 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $267.79 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $256.18 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $207.02 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $200 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $185.98 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $177.41 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $156.36 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $143.47 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $141.41 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $88.14 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $85.97 | – | 0.00 | |
| SOUTH KOREA GOVT AS BP MYC | Derivative-credit | US | $-3K | – | -0.01 | |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2) | Long | ABS-collateralized bond/debt obligation | KY | $86K | – | 0.38 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $98K | – | 0.44 |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 9 M3 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-9) | Long | ABS-mortgage backed security | US | $120K | – | 0.53 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A A1 144A (STRUCTURED ASSET SEC CORP 2006-EQ1A) | Long | ABS-mortgage backed security | US | $950.56 | – | 0.00 |
| STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A (STRUCTURED ASSET SEC CORP 2006-RF1) | Long | ABS-mortgage backed security | US | $9K | – | 0.04 |
| TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A (TCI-SYMPHONY CLO LTD 2016-1A) | Long | ABS-collateralized bond/debt obligation | KY | $89K | – | 0.39 |
| TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 (TERWIN MORTGAGE TRUST SERIES TMTS 2003-6HE) | Long | ABS-mortgage backed security | US | $907.99 | – | 0.00 |
| TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP) | Long | Debt | US | $48K | – | 0.22 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $3K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $100K | – | 0.44 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A (TOWD POINT MORTGAGE TRUST 2019-HY2) | Long | ABS-mortgage backed security | US | $17K | – | 0.08 |
| TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1) | Long | ABS-mortgage backed security | US | $29K | – | 0.13 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A (TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5) | Long | ABS-collateralized bond/debt obligation | KY | $98K | – | 0.44 |
| TRS SOFRINDX/IBOXIG INDX 09/20/24 JPM | Derivative-credit | US | $-910.73 | – | -0.00 | |
| TRS SOFRINDX/IBOXIG INDX 12/20/24 BPS | Derivative-credit | US | $3K | – | 0.01 | |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $389K | – | 1.73 |
| TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT) | Long | Debt | US | $467K | – | 2.08 |
| TSY INFL IX N/B 01/29 2.5 (UNITED STATES GOVT) | Long | Debt | US | $149K | – | 0.66 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $166K | – | 0.74 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $177K | – | 0.79 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $31K | – | 0.14 |
| TSY INFL IX N/B 10/28 2.375 (UNITED STATES GOVT) | Long | Debt | US | $104K | – | 0.46 |
| UBS GROUP AG SR UNSECURED REGS 01/26 VAR | Long | Debt | CH | $107K | – | 0.48 |
| UBS GROUP AG SR UNSECURED REGS 03/29 VAR | Long | Debt | CH | $121K | – | 0.54 |
| UNITED KINGDOM GILT BONDS REGS 01/44 3.25 (UNITED KINGDOM GOVT) | Long | Debt | GB | $157K | – | 0.70 |
| UNITED KINGDOM GILT BONDS REGS 01/49 1.75 (UNITED KINGDOM GOVT) | Long | Debt | GB | $73K | – | 0.33 |
| UNITED KINGDOM GILT BONDS REGS 07/51 1.25 (UNITED KINGDOM GOVT) | Long | Debt | GB | $61K | – | 0.27 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 (UNITED KINGDOM GOVT) | Long | Debt | GB | $64K | – | 0.28 |
| UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT) | Long | Debt | GB | $60K | – | 0.27 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-2K | – | -0.01 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-413.86 | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $-14K | – | -0.06 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-1K | – | -0.01 | |
| US TREASURY N/B 02/28 4 (UNITED STATES GOVT) | Long | Debt | US | $98K | – | 0.44 |
| US TREASURY N/B 02/33 3.5 (UNITED STATES GOVT) | Long | Debt | US | $94K | – | 0.42 |
| US TREASURY N/B 02/34 4 (UNITED STATES GOVT) | Long | Debt | US | $97K | – | 0.43 |
| US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT) | Long | Debt | US | $43K | – | 0.19 |
| US TREASURY N/B 04/25 2.875 (UNITED STATES GOVT) | Long | Debt | US | $294K | – | 1.31 |
| US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT) | Long | Debt | US | $202K | – | 0.90 |
| US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT) | Long | Debt | US | $203K | – | 0.90 |
| US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT) | Long | Debt | US | $82K | – | 0.36 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A (WASHINGTON MUTUAL 2004-AR1) | Long | ABS-mortgage backed security | US | $16K | – | 0.07 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR3 A2 (WASHINGTON MUTUAL 2005-AR3) | Long | ABS-mortgage backed security | US | $12K | – | 0.06 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 (WASHINGTON MUTUAL 2006-AR10) | Long | ABS-mortgage backed security | US | $4K | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $100K | – | 0.44 |
| WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $99K | – | 0.44 |
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.