Brighthouse Funds Trust I
PIMCO Inflation Protected Bond Portfolio
$1.75B
Avg Monthly Net Assets
$3.37B
Total Assets
$1.75B
Total Liabilities
$1.61B
Net Assets
PIMCO Inflation Protected Bond Portfolio is an Underlying fund in Brighthouse Funds Trust I
,
based in North Carolina,
United States of America.
The fund has three share classes
and monthly net assets of $1.75B.
On August 29th, 2024 it reported 517 holdings, the largest
being United States Treasury (9.1%), United States Treasury (5.7%) and United States Treasury (4.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000030630 | ||
| Class B | C000030631 | ||
| Class E | C000030633 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL (Goldman Sachs Bank USA) | Derivative-interest rate | DE | $-157K | – | -0.01 | |
| 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-75K | – | -0.00 | |
| 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-112K | – | -0.01 | |
| 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 (Goldman Sachs International) | Derivative-interest rate | US | $-215K | – | -0.01 | |
| 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 (Goldman Sachs International) | Derivative-interest rate | US | $-187K | – | -0.01 | |
| 317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR (Citibank NA) | Derivative-interest rate | US | $-123K | – | -0.01 | |
| 317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR (Citibank NA) | Derivative-interest rate | US | $-203K | – | -0.01 | |
| 317U47NA6 PIMCO SWAPTION 3.15 PUT EUR 20251006 (Barclays Bank PLC) | Derivative-interest rate | US | $-107K | – | -0.01 | |
| 317U47OA5 PIMCO SWAPTION 3.15 CALL EUR 2025100 (Barclays Bank PLC) | Derivative-interest rate | US | $-298K | – | -0.02 | |
| 522 Funding CLO 2018-3A Ltd (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| ACAS CLO 2015-1 Ltd (MP Clo VII, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $556K | – | 0.03 |
| ACE Securities Corp Home Equity Loan Trust Series 2003-OP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $882K | – | 0.05 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-ASAP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Adagio CLO VIII DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.23 |
| Allegro CLO XI Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| Alternative Loan Trust 2005-11CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $271K | – | 0.02 |
| Alternative Loan Trust 2005-29CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Alternative Loan Trust 2005-61 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Alternative Loan Trust 2006-HY11 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $881K | – | 0.05 |
| Alternative Loan Trust 2006-OA19 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $287K | – | 0.02 |
| Alternative Loan Trust 2007-1T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Alternative Loan Trust 2007-4CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $397K | – | 0.02 |
| Alternative Loan Trust 2007-OA7 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| AMMC CLO XII Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $358K | – | 0.02 |
| Anchorage Capital CLO 6 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.04 |
| Anchorage Capital CLO 9 Ltd (ANCHORAGE CAPITAL CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $301K | – | 0.02 |
| Apidos CLO XXVI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $686K | – | 0.04 |
| Apidos CLO XXVII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $929K | – | 0.06 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| Ares European CLO VI DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $492K | – | 0.03 |
| ARES L CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $660K | – | 0.04 |
| ARES LII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Argent Securities Trust 2006-W4 (Argent Securities Inc.) | Long | ABS-other | US | $53K | – | 0.00 |
| Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE2 (Asset Backed Securities Corp Home Equity Ln Trst) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Atlas Senior Loan Fund Ltd | Long | ABS-collateralized bond/debt obligation | KY | $576K | – | 0.04 |
| Atlas Senior Loan Fund X Ltd (Atlas Senior Loan Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $305K | – | 0.02 |
| AUST 10Y BOND FUT SEP24 (ASX Clear (Futures)) | Derivative-interest rate | AU | $-46K | – | -0.00 | |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $103K | – | 0.01 |
| Banc of America Funding 2006-A Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Banc of America Mortgage 2005-E Trust (Banc of America Mortgage Securities) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Banc of America Mortgage 2005-H Trust (Banc of America Mortgage Securities) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.10 |
| Barings CLO Ltd 2016-II (Barings CLO Ltd. 2016-II) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| BDS 2022-FL11 LLC (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| Bear Stearns ALT-A Trust 2005-7 | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Bear Stearns ALT-A Trust 2006-8 | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Bear Stearns ARM Trust 2005-1 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Benefit Street Partners Clo XII Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $555K | – | 0.03 |
| Blackrock European CLO IV DAC (BlackRock European CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $968K | – | 0.06 |
| BlueMountain CLO XXII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $419K | – | 0.03 |
| BlueMountain EUR CLO 2016-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $695K | – | 0.04 |
| Canadian Government Real Return Bond (CANADIAN GOVERNMENT RRB) | Long | Debt | CA | $7M | – | 0.42 |
| Capital Four US CLO II Ltd | Long | ABS-collateralized bond/debt obligation | JE | $909K | – | 0.06 |
| Carlyle Euro CLO 2017-2 DAC (Carlyle Global Market Strategies Euro) | Long | ABS-collateralized bond/debt obligation | IE | $582K | – | 0.04 |
| Carlyle Euro CLO 2018-2 DAC (Carlyle Global Market Strategies Euro) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.27 |
| Carlyle Global Market Strategies CLO 2012-4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.02 |
| Carlyle Global Market Strategies CLO 2013-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $677K | – | 0.04 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $352K | – | 0.02 |
| Carlyle Global Market Strategies CLO 2015-4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Carlyle Global Market Strategies Euro CLO 2014-2 Ltd | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.10 |
| Carlyle US CLO 2017-1 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| CARLYLE US CLO 2017-4 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $298K | – | 0.02 |
| Catamaran CLO 2014-1 Ltd (Catamaran CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $929K | – | 0.06 |
| CBAM 2017-1 Ltd (CBAM CLO Management LLC) | Long | ABS-collateralized bond/debt obligation | KY | $329K | – | 0.02 |
| Cedar Funding V CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $707K | – | 0.04 |
| Chase Mortgage Finance Trust Series 2007-A1 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $351K | – | 0.02 |
| CIFC European Funding CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $856K | – | 0.05 |
| CIFC Funding 2017-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $4M | – | 0.24 |
| Citigroup Mortgage Loan Trust 2005-11 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2005-3 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $369.52 | – | 0.00 |
| Citigroup Mortgage Loan Trust 2006-AMC1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $712K | – | 0.04 |
| Citigroup Mortgage Loan Trust 2007-AR4 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $886K | – | 0.05 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $624K | – | 0.04 |
| Contego CLO IV DAC (Contego CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $849K | – | 0.05 |
| CQS US CLO 2022-2 Ltd (CQS US CLO 2022-2, Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.11 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $778K | – | 0.05 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $39K | – | 0.00 |
| Crestline Denali CLO XIV Ltd (Crestline Denali CLO XIV, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $853K | – | 0.05 |
| Crestline Denali CLO XV Ltd (Crestline Denali CLO XV, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $485K | – | 0.03 |
| CSAB Mortgage-Backed Trust 2006-2 (CSAB Mortgage Backed Trust) | Long | ABS-other | US | $106K | – | 0.01 |
| CSMC Series 2007-4R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| CSMC Series 2015-12R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| CSMC Series 2015-3R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| CVC Cordatus Opportunity Loan Fund DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.13 |
| CWABS Asset-Backed Certificates Trust 2007-8 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $4M | – | 0.24 |
| CWABS Inc Asset-backed Certificates Series 2007-12 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $18K | – | 0.00 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4 (Deutsche Alt-A Securities INC Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Dryden 35 Euro CLO 2014 DAC (Dryden Leveraged Loan CDO) | Long | ABS-collateralized bond/debt obligation | IE | $855K | – | 0.05 |
| Dryden 44 Euro CLO 2015 DAC (Dryden Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.09 |
| Dryden 52 Euro CLO 2017 DAC (Dryden Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.06 |
| Dryden 54 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| Dryden 60 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $665K | – | 0.04 |
| Dryden 64 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $649K | – | 0.04 |
| Ellington Loan Acquisition Trust 2007-1 | Long | ABS-other | US | $906K | – | 0.06 |
| EURO-BOBL FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| EURO-BTP FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-320K | – | -0.02 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-418K | – | -0.03 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-82K | – | -0.01 | |
| EURO-OAT FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $224K | – | 0.01 | |
| EURO-SCHATZ FUT SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-35K | – | -0.00 | |
| EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024 (Eurex Deutschland) | Derivative-interest rate | DE | $-43K | – | -0.00 | |
| Eurosail-UK 2007-3bl PLC (Eurosail Plc) | Long | ABS-mortgage backed security | GB | $716K | – | 0.04 |
| Eversource Energy | Long | Debt | US | $99K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.53 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $547K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $304K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Trust 2003-W8 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fidelity Grand Harbour CLO 2019-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $966K | – | 0.06 |
| First Franklin Mortgage Loan Trust 2006-FF10 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $1M | – | 0.08 |
| First Franklin Mortgage Loan Trust 2006-FF17 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $7M | – | 0.42 |
| First Horizon Alternative Mortgage Securities Trust 2004-AA1 | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| First NLC Trust 2007-1 | Long | ABS-mortgage backed security | US | $373K | – | 0.02 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $2M | – | 0.12 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $5M | – | 0.29 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.50 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $927K | – | 0.06 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $635K | – | 0.04 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $19M | – | 1.20 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $5M | – | 0.33 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $2M | – | 0.12 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $108K | – | 0.01 |
| Gallatin CLO VIII 2017-1 Ltd (Gallatin Loan Management, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $379K | – | 0.02 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43M | – | 2.67 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| Great Hall Mortgages No 1 PLC (Great Hall Mortgages Plc) | Long | ABS-mortgage backed security | GB | $8K | – | 0.00 |
| GreenPoint Mortgage Funding Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| GreenPoint Mortgage Funding Trust Series 2006-AR4 | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| GreenPoint MTA Trust 2005-AR1 (GreenPoint Mortgage Funding Trust) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| GSAMP Trust 2005-WMC1 | Long | ABS-other | US | $76K | – | 0.00 |
| GSR Mortgage Loan Trust 2004-12 | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| GSR Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-AR3 | Long | ABS-mortgage backed security | US | $92K | – | 0.01 |
| GSR Mortgage Loan Trust 2005-AR6 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-AR7 | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.03 |
| HarborView Mortgage Loan Trust 2005-13 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-2 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| HarborView Mortgage Loan Trust 2007-5 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Home Equity Asset Trust | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Home Equity Asset Trust 2005-8 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| HSI Asset Securitization Corp Trust 2006-HE1 (HSI Asset Securitization Corporation Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| HSI Asset Securitization Corp Trust 2007-WF1 (HSI Asset Securitization Corporation Trust) | Long | ABS-other | US | $15K | – | 0.00 |
| IndyMac INDA Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-5M | – | -0.30 | |
| INF SWAP EM NI 2.26 03/15/23-5Y LCH (LCH Limited) | Derivative-interest rate | US | $54K | – | 0.00 | |
| INF SWAP EM NI 2.356 11/15/23-10Y LCH (LCH Limited) | Derivative-interest rate | US | $108K | – | 0.01 | |
| INF SWAP EM NI 2.359 08/15/22-8Y LCH (LCH Limited) | Derivative-interest rate | US | $163K | – | 0.01 | |
| INF SWAP EM NI 2.3625 11/15/23-10Y LCH (LCH Limited) | Derivative-interest rate | US | $63K | – | 0.00 | |
| INF SWAP EM NI 2.39 11/15/23-10Y LCH (LCH Limited) | Derivative-interest rate | US | $74K | – | 0.00 | |
| INF SWAP EM NI 2.421 05/15/22-30Y LCH (LCH Limited) | Derivative-interest rate | US | $-50K | – | -0.00 | |
| INF SWAP EM NI 2.47 07/15/22-10Y LCH (LCH Limited) | Derivative-interest rate | US | $67K | – | 0.00 | |
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| INF SWAP EM NI 2.5475 11/15/23-30Y LCH (LCH Limited) | Derivative-interest rate | US | $-30K | – | -0.00 | |
| INF SWAP EM NI 2.55 04/15/22-30Y LCH (LCH Limited) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| INF SWAP EM NI 2.57 06/15/22-10Y LCH (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| INF SWAP EM NI 2.58 03/15/22-30Y LCH (LCH Limited) | Derivative-interest rate | US | $-43K | – | -0.00 | |
| INF SWAP EM NI 2.59 03/15/22-30Y LCH (LCH Limited) | Derivative-interest rate | US | $-56K | – | -0.00 | |
| INF SWAP EM NI 2.59 12/15/22-30Y LCH (LCH Limited) | Derivative-interest rate | US | $59K | – | 0.00 | |
| INF SWAP EM NI 2.6 05/15/22-10Y LCH (LCH Limited) | Derivative-interest rate | US | $151K | – | 0.01 | |
| INF SWAP EM NI 2.62 11/15/23-30Y LCH (LCH Limited) | Derivative-interest rate | US | $-61K | – | -0.00 | |
| INF SWAP EM NI 2.682 10/15/23-30Y LCH (LCH Limited) | Derivative-interest rate | US | $77K | – | 0.00 | |
| INF SWAP EM NI 2.7 04/15/23-30Y LCH (LCH Limited) | Derivative-interest rate | US | $231K | – | 0.01 | |
| INF SWAP EM NI 2.72 06/15/22-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-45K | – | -0.00 | |
| INF SWAP EM NI 2.736 10/15/23-30Y LCH (LCH Limited) | Derivative-interest rate | US | $141K | – | 0.01 | |
| INF SWAP EM NI 2.763 09/15/23-30Y LCH (LCH Limited) | Derivative-interest rate | US | $297K | – | 0.02 | |
| INF SWAP EM NI 3.0 05/15/22-5Y LCH (LCH Limited) | Derivative-interest rate | US | $43K | – | 0.00 | |
| INF SWAP EM NI 3.13 05/15/22-5Y LCH (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.00 | |
| INF SWAP EM NI 3.52 09/15/22-2Y LCH (LCH Limited) | Derivative-interest rate | US | $-35K | – | -0.00 | |
| INF SWAP EM NI 3.72 09/15/22-2Y LCH (LCH Limited) | Derivative-interest rate | US | $-39K | – | -0.00 | |
| INF SWAP EM NI 3.85 09/15/22-2Y LCH (LCH Limited) | Derivative-interest rate | US | $-23K | – | -0.00 | |
| INF SWAP FR NI 1.41 11/15/19-20Y LCH (LCH Limited) | Derivative-interest rate | US | $-140K | – | -0.01 | |
| INF SWAP FR NI 1.91 01/15/18-20Y LCH (LCH Limited) | Derivative-interest rate | US | $-39K | – | -0.00 | |
| INF SWAP US IT 1.76 11/04/19-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-4M | – | -0.25 | |
| INF SWAP US IT 1.7975 08/25/20-7Y LCH (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.09 | |
| INF SWAP US IT 1.89 08/27/20-7Y LCH (LCH Limited) | Derivative-interest rate | US | $2M | – | 0.12 | |
| INF SWAP US IT 1.954 06/03/19-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-1M | – | -0.08 | |
| INF SWAP US IT 1.9975 07/25/19-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-3M | – | -0.19 | |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH (LCH Limited) | Derivative-interest rate | US | $3M | – | 0.15 | |
| INF SWAP US IT 2.31375 02/26/21-5Y LCH (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.07 | |
| INF SWAP US IT 2.335 02/05/18-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-1M | – | -0.08 | |
| INF SWAP US IT 2.37 06/06/18-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-638K | – | -0.04 | |
| INF SWAP US IT 2.41875 03/05/21-5Y LCH (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.09 | |
| INF SWAP US IT 2.50 09/07/23-1Y LCH (LCH Limited) | Derivative-interest rate | US | $-43K | – | -0.00 | |
| INF SWAP US IT 2.51 09/08/23-1Y LCH (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| INF SWAP US IT 2.56 09/12/23-1Y LCH (LCH Limited) | Derivative-interest rate | US | $-32K | – | -0.00 | |
| INF SWAP US IT 2.565 09/12/23-1Y LCH (LCH Limited) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| INF SWAP US IT 2.573 08/26/21-7Y LCH (LCH Limited) | Derivative-interest rate | US | $139K | – | 0.01 | |
| INF SWAP US IT 2.645 09/10/21-7Y LCH (LCH Limited) | Derivative-interest rate | US | $157K | – | 0.01 | |
| INF SWAP US IT 2.703 05/25/21-5Y LCH (LCH Limited) | Derivative-interest rate | US | $624K | – | 0.04 | |
| INF SWAP US IT 2.7675 05/13/21-5Y LCH (LCH Limited) | Derivative-interest rate | US | $971K | – | 0.06 | |
| INF SWAP US IT 2.813 05/14/21-5Y LCH (LCH Limited) | Derivative-interest rate | US | $384K | – | 0.02 | |
| IRS EUR 0.19000 11/04/22-30Y LCH (LCH Limited) | Derivative-interest rate | US | $3M | – | 0.21 | |
| IRS EUR 0.19500 11/04/22-30Y LCH (LCH Limited) | Derivative-interest rate | US | $3M | – | 0.22 | |
| IRS EUR 0.19700 11/08/22-30Y LCH (LCH Limited) | Derivative-interest rate | US | $6M | – | 0.38 | |
| IRS EUR 0.55000 08/10/22-2Y LCH (LCH Limited) | Derivative-interest rate | US | $-431.68 | – | -0.00 | |
| IRS EUR 0.65000 04/12/22-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-513K | – | -0.03 | |
| IRS EUR 0.65000 05/11/22-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-238K | – | -0.01 | |
| IRS EUR 0.70000 04/11/22-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-208K | – | -0.01 | |
| IRS EUR 1.00000 05/13/22-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-414K | – | -0.03 | |
| IRS EUR 1.00000 05/18/22-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-180K | – | -0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH (LCH Limited) | Derivative-interest rate | US | $62K | – | 0.00 | |
| IRS EUR 2.75000 09/18/24-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-707K | – | -0.04 | |
| IRS EUR 2.87880 06/12/23-9Y* LCH (LCH Limited) | Derivative-interest rate | US | $107K | – | 0.01 | |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $60M | – | 3.72 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $2M | – | 0.14 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $932K | – | 0.06 |
| Japanese Government CPI Linked Bond (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $18M | – | 1.12 |
| Japanese Government CPI Linked Bond (JAPAN GOVT CPI LINKED) | Long | Debt | JP | $11M | – | 0.68 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $515K | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust 2006-CH2 (JP Morgan Mortgage Acquisition Corp) | Long | ABS-other | US | $29K | – | 0.00 |
| JP Morgan Mortgage Trust 2005-A1 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| JP Morgan Mortgage Trust 2005-A6 | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| JP Morgan Mortgage Trust 2005-A6 | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| JP Morgan Mortgage Trust 2005-A6 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| JP Morgan Mortgage Trust Series 2008-R2 | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Jyske Realkredit A/S | Long | Debt | DK | $777K | – | 0.05 |
| Jyske Realkredit A/S | Long | Debt | DK | $725K | – | 0.04 |
| Jyske Realkredit A/S | Long | Debt | DK | $189K | – | 0.01 |
| Jyske Realkredit A/S | Long | Debt | DK | $6K | – | 0.00 |
| Jyske Realkredit A/S | Long | Debt | DK | $438.67 | – | 0.00 |
| Jyske Realkredit A/S | Long | Debt | DK | $0.19 | – | 0.00 |
| Jyske Realkredit A/S | Long | Debt | DK | $0.18 | – | 0.00 |
| KKR CLO 11 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $354K | – | 0.02 |
| Laurelin 2016-1 DAC (Laurelin BV) | Long | ABS-collateralized bond/debt obligation | IE | $431K | – | 0.03 |
| LCM Loan Income Fund I Ltd (LCM Loan Income Fund Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.19 |
| LCM XXV Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $366K | – | 0.02 |
| Lehman XS Trust Series 2005-7N | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Lehman XS Trust Series 2007-20N | Long | ABS-other | US | $2M | – | 0.11 |
| Lloyds Banking Group PLC | Long | Debt | GB | $949K | – | 0.06 |
| LoanCore 2022-CRE7 Issuer Ltd (LoanCore 2022-CRE7 Issuer Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Lockwood Grove CLO LTD | Long | ABS-collateralized bond/debt obligation | KY | $63K | – | 0.00 |
| Long Beach Mortgage Loan Trust 2006-7 | Long | ABS-other | US | $323K | – | 0.02 |
| M360 2021-CRE3 Ltd (M360 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $407K | – | 0.03 |
| Madison Park Euro Funding IX DAC | Long | ABS-collateralized bond/debt obligation | IE | $744K | – | 0.05 |
| MAN Euro Clo 2023-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.47 |
| Man GLG Euro CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.25 |
| Marathon CLO XIII Ltd (Marathon CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| Marathon Static CLO 2022-18 Ltd (Marathon Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.18 |
| MASTR Adjustable Rate Mortgages Trust 2003-6 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2004-13 | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2005-FRE1 | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1 (Mellon Residential Funding Corporation) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $574K | – | 0.04 |
| MF1 2022-FL9 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Mill City Mortgage Loan Trust 2019-GS2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $377K | – | 0.02 |
| Morgan Stanley ABS Capital I Inc Trust 2004-NC7 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $42K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2005-HE2 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $486K | – | 0.03 |
| Morgan Stanley ABS Capital I Inc Trust 2005-HE5 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Morgan Stanley ABS Capital I Inc Trust 2005-WMC5 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $1M | – | 0.07 |
| Morgan Stanley IXIS Real Estate Capital Trust 2006-2 | Long | ABS-other | US | $163.53 | – | 0.00 |
| Mountain View CLO 2017-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $444K | – | 0.03 |
| MRFC Mortgage Pass-Through Trust Series 2000-TBC3 (Mellon Residential Funding Corporation) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| New Century Home Equity Loan Trust 2004-4 | Long | ABS-mortgage backed security | US | $280K | – | 0.02 |
| New Residential Mortgage Loan Trust 2019-RPL3 | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2006-WF1 | Long | ABS-mortgage backed security | US | $847K | – | 0.05 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $451K | – | 0.03 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $205K | – | 0.01 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $81K | – | 0.01 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $50K | – | 0.00 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $113.99 | – | 0.00 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $0.27 | – | 0.00 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $0.14 | – | 0.00 |
| Nordea Kredit Realkreditaktieselskab | Long | Debt | DK | $0.13 | – | 0.00 |
| NovaStar Mortgage Funding Trust Series 2005-3 (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $265K | – | 0.02 |
| Nykredit Realkredit AS | Long | Debt | DK | $1M | – | 0.07 |
| Nykredit Realkredit AS | Long | Debt | DK | $48K | – | 0.00 |
| Nykredit Realkredit AS | Long | Debt | DK | $31K | – | 0.00 |
| Nykredit Realkredit AS | Long | Debt | DK | $979.11 | – | 0.00 |
| Nykredit Realkredit AS | Long | Debt | DK | $671.23 | – | 0.00 |
| Nykredit Realkredit AS | Long | Debt | DK | $0.25 | – | 0.00 |
| Nykredit Realkredit AS | Long | Debt | DK | $0.19 | – | 0.00 |
| Nykredit Realkredit AS | Long | Debt | DK | $0.12 | – | 0.00 |
| OAK Hill European Credit Partners VII DAC (Oak Hill European Credit Partners PLC) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.12 |
| Oaktree CLO 2019-1 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.04 |
| OCP Euro CLO 2017-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $525K | – | 0.03 |
| Octagon Investment Partners 18-R Ltd (Octagon Investment Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $932K | – | 0.06 |
| Octagon Investment Partners XXI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-2 (Opteum Mortgage Acceptance Corporation) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| OSD CLO 2021-23 Ltd (OSD CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| OZLM IX Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $503K | – | 0.03 |
| OZLM VIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $899K | – | 0.06 |
| OZLM XXIV Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.02 |
| Palmer Square European Loan Funding 2024-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.09 |
| Palmer Square Loan Funding 2021-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Palmer Square Loan Funding 2021-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-WCW2 | Long | ABS-other | US | $1M | – | 0.09 |
| Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WHQ4 | Long | ABS-other | US | $81K | – | 0.01 |
| Providus CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.19 |
| PURCHASED AUD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (Citibank NA) | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| PURCHASED DKK / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | DK | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | XX | $172K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | GB | $-5K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | NZ | $-252.41 | – | -0.00 | |
| PURCHASED NZD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | NZ | $-39K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (BNP Paribas SA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Barclays Bank PLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $86K | – | 0.01 | |
| PURCHASED USD / SOLD CAD (Citibank NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD CAD (BNP Paribas SA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD DKK (UBS AG) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| PURCHASED USD / SOLD DKK (Barclays Bank PLC) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| PURCHASED USD / SOLD DKK (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $1M | – | 0.09 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $-172K | – | -0.01 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (BNP Paribas SA) | Derivative-foreign exchange | US | $836K | – | 0.05 | |
| PURCHASED USD / SOLD JPY (BNP Paribas SA) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| PURCHASED USD / SOLD KRW (BNP Paribas SA) | Derivative-foreign exchange | US | $68.15 | – | 0.00 | |
| PURCHASED USD / SOLD KRW (BNP Paribas SA) | Derivative-foreign exchange | US | $16.47 | – | 0.00 | |
| PURCHASED USD / SOLD KRW (Deutsche Bank AG) | Derivative-foreign exchange | US | $-12.01 | – | -0.00 | |
| PURCHASED USD / SOLD KRW (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-110.7 | – | -0.00 | |
| PURCHASED USD / SOLD MXN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (UBS AG) | Derivative-foreign exchange | US | $42K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $19.66 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $4.06 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $2.67 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $1.57 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (Citibank NA) | Derivative-foreign exchange | US | $1.45 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-0.23 | – | -0.00 | |
| PURCHASED USD / SOLD TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-7.36 | – | -0.00 | |
| PURCHASED USD / SOLD TWD (Citibank NA) | Derivative-foreign exchange | US | $-14.8 | – | -0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $-16.74 | – | -0.00 | |
| PURCHASED USD / SOLD TWD (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-21.42 | – | -0.00 | |
| RALI Series 2005-QO1 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| RALI Series 2005-QO2 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| RALI Series 2007-QH8 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $471K | – | 0.03 |
| RASC Series 2006-EMX4 Trust (Residential Asset Securities Corporation) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Realkredit Danmark A/S | Long | Debt | DK | $476K | – | 0.03 |
| Realkredit Danmark A/S | Long | Debt | DK | $59K | – | 0.00 |
| Realkredit Danmark A/S | Long | Debt | DK | $1K | – | 0.00 |
| Realkredit Danmark A/S | Long | Debt | DK | $0.17 | – | 0.00 |
| Realkredit Danmark A/S | Long | Debt | DK | $0.17 | – | 0.00 |
| Realkredit Danmark A/S | Long | Debt | DK | $0.15 | – | 0.00 |
| Reperforming Loan REMIC Trust 2005-R2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Residential Asset Securitization Trust 2006-A10 | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| RFR EUR ESTRON/3.47500 02/26/24-1Y LCH (LCH Limited) | Derivative-interest rate | US | $85K | – | 0.01 | |
| RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH (LCH Limited) | Derivative-interest rate | US | $34K | – | 0.00 | |
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH (LCH Limited) | Derivative-interest rate | US | $48K | – | 0.00 | |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH (LCH Limited) | Derivative-interest rate | US | $239K | – | 0.01 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH (LCH Limited) | Derivative-interest rate | US | $26K | – | 0.00 | |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH (LCH Limited) | Derivative-interest rate | US | $4M | – | 0.24 | |
| RFR USD SOFR/3.08500 02/13/24-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-2M | – | -0.15 | |
| RFR USD SOFR/3.50000 06/20/24-30Y CME (Chicago Mercantile Exchange) | Derivative-interest rate | US | $339K | – | 0.02 | |
| RFR USD SOFR/4.25000 12/20/23-2Y LCH (LCH Limited) | Derivative-interest rate | US | $460K | – | 0.03 | |
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH (LCH Limited) | Derivative-interest rate | US | $4M | – | 0.26 | |
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-5M | – | -0.33 | |
| Rockford Tower Europe CLO 2018-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.10 |
| Romark CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $825K | – | 0.05 |
| Saranac Clo VI Ltd (Saranac CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.08 |
| Saxon Asset Securities Trust 2007-3 | Long | ABS-other | US | $403K | – | 0.02 |
| Securitized Asset Backed Receivables LLC Trust 2006-HE1 | Long | ABS-other | US | $1M | – | 0.06 |
| Securitized Asset Backed Receivables LLC Trust 2006-HE2 | Long | ABS-other | US | $106K | – | 0.01 |
| Segovia European CLO 6-2019 DAC (Segovia European CLO 6 - 2019 DAC) | Long | ABS-collateralized bond/debt obligation | IE | $320K | – | 0.02 |
| Sequoia Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $140K | – | 0.01 |
| Sequoia Mortgage Trust 5 | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| SHORT EURO-BTP FU SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-7K | – | -0.00 | |
| SLM Student Loan Trust 2004-3 | Long | ABS-other | US | $2M | – | 0.12 |
| Sound Point CLO IX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Soundview Home Loan Trust 2006-NLC1 (Soundview Home Equity Loan Trust) | Long | ABS-other | US | $11K | – | 0.00 |
| Soundview Home Loan Trust 2007-OPT1 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Soundview Home Loan Trust 2007-OPT2 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $246K | – | 0.02 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2004-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR4 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS (Structured Asset Securities Corporation) | Long | ABS-other | US | $37K | – | 0.00 |
| TBW Mortgage-Backed Trust 2007-2 (TBW Mortgage Backed Pass Through Certificates) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| TCW CLO 2018-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $524K | – | 0.03 |
| THL Credit Wind River 2019-3 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| Toro European CLO 5 DAC | Long | ABS-collateralized bond/debt obligation | IE | $521K | – | 0.03 |
| Toro European CLO 5 DAC | Long | ABS-collateralized bond/debt obligation | IE | $426K | – | 0.03 |
| Towd Point Mortgage Trust 2019-HY3 | Long | ABS-mortgage backed security | US | $624K | – | 0.04 |
| Tralee CLO VII Ltd (Tralee CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| TRS R 5.49/9128282L3 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $72K | – | 0.00 | |
| TRS R 5.49/912828V49 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $45K | – | 0.00 | |
| TRS R 5.49/912828ZJ2 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $35K | – | 0.00 | |
| TRS R 5.49/91282CDC2 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $24K | – | 0.00 | |
| TRS R 5.5/9128283R9 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-110K | – | -0.01 | |
| TRS R 5.5/9128287D6 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-188K | – | -0.01 | |
| TRS R 5.5/912828N71 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| TRS R 5.5/912828Y38 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-113K | – | -0.01 | |
| TRS R 5.5/912828ZJ2 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| TRS R 5.5/91282CCM1 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-141K | – | -0.01 | |
| TRS R 5.5/91282CDX6 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-113K | – | -0.01 | |
| TRS R 5.53/912828N71 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $31K | – | 0.00 | |
| TRS R 5.53/912828Z37 MYC (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| TRTX 2022-FL5 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | KY | $783K | – | 0.05 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $67M | – | 4.13 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $60M | – | 3.72 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $58M | – | 3.61 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $42M | – | 2.59 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $39M | – | 2.44 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $37M | – | 2.28 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $34M | – | 2.12 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $34M | – | 2.10 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $27M | – | 1.69 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $23M | – | 1.45 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $22M | – | 1.34 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $21M | – | 1.31 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $21M | – | 1.28 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.69 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.66 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.66 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.52 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.43 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.29 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.23 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $590K | – | 0.04 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $148M | – | 9.14 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $93M | – | 5.74 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $62M | – | 3.83 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $58M | – | 3.61 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $50M | – | 3.09 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $41M | – | 2.51 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $28M | – | 1.76 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $28M | – | 1.75 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $27M | – | 1.69 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $27M | – | 1.66 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $19M | – | 1.20 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $18M | – | 1.13 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $17M | – | 1.03 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $16M | – | 0.98 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.96 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $14M | – | 0.86 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $14M | – | 0.86 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $12M | – | 0.75 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $12M | – | 0.73 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $11M | – | 0.67 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.63 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.62 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.49 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.49 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.39 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.34 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.19 |
| UBS Group AG | Long | Debt | CH | $130K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $121K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $111K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $101K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $99K | – | 0.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $52M | – | 3.20 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $38M | – | 2.33 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $31M | – | 1.90 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $24M | – | 1.51 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $20M | – | 1.26 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-14M | – | -0.86 |
| United States Small Business Administration (Small Business Administration Participation Certs) | Long | ABS-other | US | $183K | – | 0.01 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $126K | – | 0.01 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.06 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-446K | – | -0.03 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-1M | – | -0.07 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.10 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $498K | – | 0.03 | |
| Venture 33 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $278K | – | 0.02 |
| Venture XVII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4K | – | 0.00 |
| Venture XXIV CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.02 |
| Vibrant CLO XI Ltd (Vibrant CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $900K | – | 0.06 |
| VMC Finance 2022-FL5 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $368K | – | 0.02 |
| VMware LLC | Long | Debt | US | $288K | – | 0.02 |
| VOYA CLO 2017-2 (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $135K | – | 0.01 |
| Wachovia Mortgage Loan Trust Series 2006-ALT1 (Wachovia Mortgage Loan Trust, LLC) | Long | ABS-mortgage backed security | US | $540K | – | 0.03 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR17 Trust | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR7 Trust | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | Long | ABS-mortgage backed security | US | $116K | – | 0.01 |
| Wellfleet CLO 2015-1 Ltd (WELLFLEET CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7K | – | 0.00 |
| Wellfleet CLO 2017-2A Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $55K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Equity-preferred | US | $1M | 900 | 0.07 |
| Wells Fargo Mortgage Backed Securities 2006-AR4 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Wind River 2014-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $379K | – | 0.02 |
Address
Brighthouse Funds Trust I
Brighthouse Investment Advisers, LLC
11225 North Community House Road
Charlotte
North Carolina
28277
United States of America
Websites
Directors
Dawn M. Vroegop
Robert J. Boulware
Nancy Hawthorne
John Rosenthal
Susan C. Gause
Stephen M. Alderman
Transfer Agents
Brighthouse Life Insurance Company
Pricing Services
London Stock Exchange Group PLC
Bloomberg L.P.
Statpro Group Limited
Virtu ITG LLC
PricingDirect Inc.
ICE Data Services, Inc.
S&P Global Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Brighthouse Financial, Inc.
Admins
State Street Bank and Trust Company
Brokers
UBS Securities LLC
Virtu Americas LLC
Goldman Sachs & Co. LLC
Citadel Securities LLC
Nomura Securities International, Inc.
Morgan Stanley & Co. LLC
Citigroup Global Markets Inc.
BofA Securities, Inc.
Broadcort Capital Corp.
J.P. Morgan Securities LLC