PIMCOFUNDS > PIMCO Variable Insurance Trust

PIMCO Global Core Bond (Hedged) Portfolio

Fund of Funds Underlying fund

Series ID: S000031688

LEI: UC4Z8SQC322PZJGHCE49

SEC CIK: 1047304

$96.16M Avg Monthly Net Assets

$171.47M Total Assets

$85.32M Total Liabilities

$86.15M Net Assets

PIMCO Global Core Bond (Hedged) Portfolio is a Fund of Funds in PIMCO Variable Insurance Trust from PIMCOFUNDS, based in California, United States of America. The fund has one share class and monthly net assets of $96.16M. On August 28th, 2024 it reported 799 holdings, the largest being FHLMC PASS THRU POOLS (11.3%), UMBS PASS THRU POOLS (9.0%) and UMBS PASS THRU POOLS (6.5%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker	Monthly Returns (2 years)
Administrative	C000098620	PGASADM

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	$69K	–	0.08
3 MONTH SOFR FUT SEP24 XCME 20241217		Derivative-interest rate	US	$-14K	–	-0.02
3 MONTH SOFR FUT SEP25 XCME 20251216		Derivative-interest rate	US	$-28K	–	-0.03
3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000		Derivative-foreign exchange	US	$3K	–	0.00
3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000		Derivative-foreign exchange	LU	$1K	–	0.00
3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000		Derivative-foreign exchange	US	$13K	–	0.01
3175SQ653 OTC EPUT FRTR 0.75 97		Derivative-interest rate	DE	$96K	–	0.11
3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000		Derivative-foreign exchange	US	$3K	–	0.00
3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000		Derivative-foreign exchange	LU	$4K	–	0.00
3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000		Derivative-foreign exchange	US	$6K	–	0.01
317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP		Derivative-interest rate	US	$-30.64	–	-0.00
317U173X1 IRO EUR 25Y P0.451 MAY25 0.451 PUT		Derivative-interest rate	DE	$-80K	–	-0.09
317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710		Derivative-interest rate	US	$4K	–	0.00
317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710		Derivative-interest rate	US	$-32.62	–	-0.00
317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715		Derivative-interest rate	US	$5K	–	0.01
317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715		Derivative-interest rate	US	$-68.78	–	-0.00
317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708		Derivative-interest rate	US	$-9.84	–	-0.00
317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708		Derivative-interest rate	US	$-258.94	–	-0.00
317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072		Derivative-interest rate	US	$-340.98	–	-0.00
317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407		Derivative-interest rate	US	$-940.02	–	-0.00
317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705		Derivative-interest rate	US	$-203.16	–	-0.00
317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070		Derivative-interest rate	US	$-198.24	–	-0.00
317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071		Derivative-interest rate	US	$-67.88	–	-0.00
317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715		Derivative-interest rate	US	$-401.29	–	-0.00
317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407		Derivative-interest rate	US	$-58.71	–	-0.00
317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071		Derivative-interest rate	US	$-555.26	–	-0.00
317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071		Derivative-interest rate	US	$-98.59	–	-0.00
317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715		Derivative-interest rate	US	$-352.58	–	-0.00
317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724		Derivative-interest rate	US	$-1K	–	-0.00
317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072		Derivative-interest rate	US	$-186.74	–	-0.00
317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072		Derivative-interest rate	US	$-354.7	–	-0.00
317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722		Derivative-interest rate	US	$-861	–	-0.00
317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723		Derivative-interest rate	US	$-3K	–	-0.00
317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072		Derivative-interest rate	US	$-634.56	–	-0.00
317U6E1A3 PIMCO SWAPTION 4.25 PUT USD 20250623		Derivative-interest rate	US	$-13K	–	-0.02
317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623		Derivative-interest rate	US	$13K	–	0.02
317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624		Derivative-interest rate	US	$-14K	–	-0.02
317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062		Derivative-interest rate	US	$15K	–	0.02
317U6E7A7 PIMCO SWAPTION 4.3 PUT USD 20250625		Derivative-interest rate	US	$-12K	–	-0.01
317U6E8A6 PIMCO SWAPTION 3.96 PUT USD 20250625		Derivative-interest rate	US	$13K	–	0.01
317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925		Derivative-interest rate	US	$-5K	–	-0.01
317U6EGA7 PIMCO SWAPTION 4.005 PUT USD 2025092		Derivative-interest rate	US	$5K	–	0.01
317U6F1A0 PIMCO SWAPTION 4.33 PUT USD 20250925		Derivative-interest rate	KY	$-5K	–	-0.01
317U6F2A9 PIMCO SWAPTION 4.005 PUT USD 2025092		Derivative-interest rate	KY	$5K	–	0.01
317U6F3A8 PIMCO SWAPTION 4.28 PUT USD 20250625		Derivative-interest rate	US	$-4K	–	-0.00
317U6F4A7 PIMCO SWAPTION 3.96 PUT USD 20250625		Derivative-interest rate	KY	$4K	–	0.00
522 FUNDING CLO LTD MORGN 2018 3A AR 144A (522 FUNDING CLO I LTD 2018-3A)	Long	ABS-collateralized bond/debt obligation	KY	$315K	–	0.37
ABN AMRO BANK NV 144A 10/26 VAR	Long	Debt	NL	$202K	–	0.23
ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375 (ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC)	Long	Debt	AE	$203K	–	0.24
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST)	Long	Debt	IE	$197K	–	0.23
AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3 (AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST)	Long	Debt	CA	$66K	–	0.08
ALBA PLC ALBA 2005 1 A3 REGS (ALBA PLC/LONDON 2005-1)	Long	ABS-mortgage backed security	GB	$178K	–	0.21
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A (ANGEL OAK MORTGAGE TRUST 2024-2)	Long	ABS-mortgage backed security	US	$473K	–	0.55
APIDOS CLO LTD APID 2017 26A A1AR 144A (APIDOS CLO XXVI LLC 2017-26A)	Long	ABS-collateralized bond/debt obligation	KY	$171K	–	0.20
ARBOR MULTIFAMILY MORTGAGE SEC AMMST 2020 MF1 A5 144A (ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1)	Long	ABS-mortgage backed security	US	$176K	–	0.20
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1)	Long	ABS-collateralized bond/debt obligation	KY	$299K	–	0.35
ARBOUR CLO ARBR 11A AR 144A (ARBOUR CLO DAC 11A)	Long	ABS-collateralized bond/debt obligation	IE	$482K	–	0.56
ARGENT SECURITIES INC. ARSI 2006 M1 A2C (ARGENT SECURITIES INC 2006-M1)	Long	ABS-mortgage backed security	US	$85K	–	0.10
ARGENT SECURITIES INC. ARSI 2006 W4 A2C (ARGENT SECURITIES INC 2006-W4)	Long	ABS-mortgage backed security	US	$133K	–	0.15
ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR	Long	Debt	US	$201K	–	0.23
AUST 10Y BOND FUT SEP24 XSFE 20240916		Derivative-interest rate	AU	$-102.09	–	-0.00
AUST 3YR BOND FUT SEP24 XSFE 20240916		Derivative-interest rate	AU	$-930.45	–	-0.00
AUSTRALIAN GOVERNMENT BONDS REGS 05/30 2.5 (AUSTRALIA GOVT)	Long	Debt	AU	$61K	–	0.07
AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/51 1.75 (AUSTRALIA GOVT)	Long	Debt	AU	$18K	–	0.02
AUSTRALIAN GOVERNMENT SR UNSECURED REGS 12/30 1 (AUSTRALIA GOVT)	Long	Debt	AU	$55K	–	0.06
AVIS BUDGET RENTAL CAR FUNDING AESOP 2021 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2021-2A)	Long	ABS-other	US	$275K	–	0.32
BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3 (BANC OF AMERICA FUNDING CORP 2007-5)	Long	ABS-mortgage backed security	US	$41K	–	0.05
BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 (BANC OF AMERICA FUNDING CORP 2007-B)	Long	ABS-mortgage backed security	US	$38K	–	0.04
BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875 (BANCA MONTE DEI PASCHI DI SIENA SPA)	Long	Debt	IT	$101K	–	0.12
BANCA MONTE DEI PASCHI S REGS 04/25 2.625 (BANCA MONTE DEI PASCHI DI SIENA SPA)	Long	Debt	IT	$105K	–	0.12
BANK OF AMERICA CORP SR UNSECURED 04/34 VAR (BANK OF AMERICA CORPORATION)	Long	Debt	US	$99K	–	0.11
BARCLAYS PLC SR UNSECURED 05/29 VAR	Long	Debt	GB	$392K	–	0.45
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25	Long	Debt	US	$294K	–	0.34
BCAP LLC TRUST BCAP 2007 AA2 12A1 (BCAP LLC TRUST 2007-AA2)	Long	ABS-mortgage backed security	US	$68K	–	0.08
BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A (BLUEMOUNTAIN FUJI EUR CLO III DAC 3A)	Long	ABS-collateralized bond/debt obligation	IE	$265K	–	0.31
BOEING CO SR UNSECURED 144A 05/31 6.388 (BOEING CO/THE)	Long	Debt	US	$102K	–	0.12
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3 (SPAIN GOVT)	Long	Debt	ES	$475K	–	0.55
BOUGHT AUD SOLD USD 20240702		Derivative-foreign exchange	AU	$323.33	–	0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-897.5	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-1K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-1K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-1K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-2K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-4K	–	-0.01
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-5K	–	-0.01
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-6K	–	-0.01
BOUGHT BRL SOLD USD 20240802		Derivative-foreign exchange	BR	$-34K	–	-0.04
BOUGHT BRL SOLD USD 20240904		Derivative-foreign exchange	BR	$-6K	–	-0.01
BOUGHT CAD SOLD USD 20240702		Derivative-foreign exchange	CA	$2K	–	0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-17.53	–	-0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-3K	–	-0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-3K	–	-0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-3K	–	-0.00
BOUGHT CHF SOLD USD 20240702		Derivative-foreign exchange	CH	$-4K	–	-0.00
BOUGHT CLP SOLD USD 20240711		Derivative-foreign exchange	CL	$-1K	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-471.79	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-487.02	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-791.88	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-852.82	–	-0.00
BOUGHT CLP SOLD USD 20240923		Derivative-foreign exchange	CL	$-996.27	–	-0.00
BOUGHT CNH SOLD USD 20240708		Derivative-foreign exchange	CN	$-501.49	–	-0.00
BOUGHT CNH SOLD USD 20240708		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNH SOLD USD 20240710		Derivative-foreign exchange	CN	$-543.89	–	-0.00
BOUGHT CNH SOLD USD 20240710		Derivative-foreign exchange	CN	$-2K	–	-0.00
BOUGHT CNH SOLD USD 20240920		Derivative-foreign exchange	CN	$-4K	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-63.83	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-848	–	-0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-3K	–	-0.00
BOUGHT CNH SOLD USD 20250116		Derivative-foreign exchange	CN	$-821.88	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-8.05	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-14.77	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-53.72	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-91.42	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-286.92	–	-0.00
BOUGHT CNY SOLD USD 20240702		Derivative-foreign exchange	CN	$-375.91	–	-0.00
BOUGHT CNY SOLD USD 20240705		Derivative-foreign exchange	CN	$-548.29	–	-0.00
BOUGHT CNY SOLD USD 20240708		Derivative-foreign exchange	CN	$-1K	–	-0.00
BOUGHT CNY SOLD USD 20240710		Derivative-foreign exchange	CN	$-194.33	–	-0.00
BOUGHT CNY SOLD USD 20240710		Derivative-foreign exchange	CN	$-659.52	–	-0.00
BOUGHT CNY SOLD USD 20240712		Derivative-foreign exchange	CN	$-454.47	–	-0.00
BOUGHT CNY SOLD USD 20240724		Derivative-foreign exchange	CN	$-242.77	–	-0.00
BOUGHT CNY SOLD USD 20240724		Derivative-foreign exchange	CN	$-251.19	–	-0.00
BOUGHT CNY SOLD USD 20240724		Derivative-foreign exchange	CN	$-266.67	–	-0.00
BOUGHT CNY SOLD USD 20240726		Derivative-foreign exchange	CN	$-476.32	–	-0.00
BOUGHT CNY SOLD USD 20240731		Derivative-foreign exchange	CN	$-0.3	–	-0.00
BOUGHT CNY SOLD USD 20240731		Derivative-foreign exchange	CN	$-13.86	–	-0.00
BOUGHT CNY SOLD USD 20240731		Derivative-foreign exchange	CN	$-15.67	–	-0.00
BOUGHT CNY SOLD USD 20240806		Derivative-foreign exchange	CN	$-2.76	–	-0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$208.05	–	0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$111.62	–	0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$50.7	–	0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$-128.41	–	-0.00
BOUGHT DKK SOLD USD 20240702		Derivative-foreign exchange	DK	$-221.8	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-412.43	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-5K	–	-0.01
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-668.28	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-927.73	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-3K	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-9K	–	-0.01
BOUGHT IDR SOLD USD 20240726		Derivative-foreign exchange	ID	$-5K	–	-0.01
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$161.51	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$69.26	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$63.63	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$25.73	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$20.08	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$8.46	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$3.96	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-18.11	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-26.5	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-57.12	–	-0.00
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-4K	–	-0.00
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-27K	–	-0.03
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-81K	–	-0.09
BOUGHT JPY SOLD USD 20240802		Derivative-foreign exchange	JP	$-141.99	–	-0.00
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-7K	–	-0.01
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-8K	–	-0.01
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-14K	–	-0.02
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-14K	–	-0.02
BOUGHT JPY SOLD USD 20241001		Derivative-foreign exchange	JP	$-31K	–	-0.04
BOUGHT KRW SOLD USD 20240722		Derivative-foreign exchange	KR	$310.89	–	0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$8K	–	0.01
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$931.11	–	0.00
BOUGHT MXN SOLD USD 20240918		Derivative-foreign exchange	MX	$-781.95	–	-0.00
BOUGHT MYR SOLD USD 20240717		Derivative-foreign exchange	MY	$-0.11	–	-0.00
BOUGHT NOK SOLD USD 20240702		Derivative-foreign exchange	NO	$-131.87	–	-0.00
BOUGHT NOK SOLD USD 20240802		Derivative-foreign exchange	NO	$-15.81	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-57.31	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-122.99	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-184.56	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$2K	–	0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$315.44	–	0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-974.5	–	-0.00
BOUGHT SEK SOLD USD 20240702		Derivative-foreign exchange	SE	$-314.71	–	-0.00
BOUGHT SEK SOLD USD 20240702		Derivative-foreign exchange	SE	$-1K	–	-0.00
BOUGHT SEK SOLD USD 20240702		Derivative-foreign exchange	SE	$-7K	–	-0.01
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$153.07	–	0.00
BOUGHT SGD SOLD USD 20240802		Derivative-foreign exchange	SG	$6.32	–	0.00
BOUGHT TRY SOLD USD 20240802		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TRY SOLD USD 20240828		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-39.9	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-159.62	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-193.93	–	-0.00
BOUGHT TWD SOLD USD 20240913		Derivative-foreign exchange	TW	$-272.22	–	-0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$-52.19	–	-0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$-5K	–	-0.01
BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A (BRSP 2021-FL1 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$287K	–	0.33
BRISTOL MYERS SQUIBB CO SR UNSECURED 02/31 5.1 (BRISTOL-MYERS SQUIBB COMPANY)	Long	Debt	US	$100K	–	0.12
BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15 (PROVINCE OF BRITISH COLUMBIA CANADA)	Long	Debt	CA	$291K	–	0.34
BUNDESREPUB. DEUTSCHLAND BONDS REGS 02/33 2.3 (GERMANY GOVT)	Long	Debt	DE	$424K	–	0.49
BUONI POLIENNALI DEL TES SR UNSECURED REGS 04/26 3.8 (ITALY GOVT)	Long	Debt	IT	$431K	–	0.50
BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A (BWAY MORTGAGE TRUST 2021-1450)	Long	ABS-mortgage backed security	US	$382K	–	0.44
CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A)	Long	ABS-collateralized bond/debt obligation	IE	$266K	–	0.31
CAN 10YR BOND FUT SEP24 XMOD 20240918		Derivative-interest rate	CA	$3K	–	0.00
CANADIAN GOVERNMENT BONDS 12/33 3.25 (CANADA GOVT)	Long	Debt	CA	$573K	–	0.67
CANADIAN GOVERNMENT RRB BONDS 12/44 1.5 (CANADA GOVT)	Long	Debt	CA	$97K	–	0.11
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A)	Long	ABS-collateralized bond/debt obligation	KY	$118K	–	0.14
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A (CARLYLE US CLO LTD 2017-1A)	Long	ABS-collateralized bond/debt obligation	KY	$254K	–	0.29
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 (CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI)	Long	Debt	IT	$199K	–	0.23
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A (CATAMARAN CLO LTD 2014-1A)	Long	ABS-collateralized bond/debt obligation	KY	$139K	–	0.16
CCS AUD R US3ML/AUD3MBBSW+29 AZD		Derivative-foreign exchange	AU	$2K	–	0.00
CCS AUD R US3ML/AUD3MBBSW+42 CBK		Derivative-foreign exchange	AU	$2K	–	0.00
CCS AUD R US3ML/AUD3MBBSW+42.25 GLM		Derivative-foreign exchange	AU	$-547.34	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM -58.6 CBK		Derivative-foreign exchange	US	$-810.57	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM -59 BRC		Derivative-foreign exchange	US	$29K	–	0.03
CCS USD R USSOFR/JPYMUTKCALM -60 CBK		Derivative-foreign exchange	US	$81K	–	0.09
CCS USD R USSOFR/JPYMUTKCALM -61 GST		Derivative-foreign exchange	US	$76K	–	0.09
CCS USD R USSOFR/JPYMUTKCALM-59.12 BPS		Derivative-foreign exchange	US	$-2K	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS		Derivative-foreign exchange	US	$30K	–	0.04
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS		Derivative-foreign exchange	US	$-460.81	–	-0.00
CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS		Derivative-foreign exchange	US	$-2K	–	-0.00
CDX IG40 10Y ICE		Derivative-credit	US	$-6K	–	-0.01
CDX IG41 10Y ICE		Derivative-credit	US	$-12K	–	-0.01
CDX IG41 5Y ICE		Derivative-credit	US	$34K	–	0.04
CDX IG42 10Y ICE		Derivative-credit	US	$-16K	–	-0.02
CDX IG42 5Y ICE		Derivative-credit	US	$332K	–	0.39
CDX ITRAXX MAIN41 10Y ICE		Derivative-credit		$-1.28	–	-0.00
CDX ITRAXX MAIN41 5Y ICE		Derivative-credit		$-47K	–	-0.05
CHARTER COMM OPT LLC/CAP SR SECURED 03/42 3.5 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL)	Long	Debt	US	$67K	–	0.08
CHARTER COMM OPT LLC/CAP SR SECURED 10/35 6.384 (CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL)	Long	Debt	US	$98K	–	0.11
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 12M3 (CHASE MORTGAGE FINANCE CORP 2007-A1)	Long	ABS-mortgage backed security	US	$25K	–	0.03
CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A2 7A1 (CHASE MORTGAGE FINANCE CORP 2007-A2)	Long	ABS-mortgage backed security	US	$4K	–	0.00
CHINA GOVERNMENT BOND BONDS 04/53 3.19 (CHINA GOVT)	Long	Debt	CN	$16K	–	0.02
CITIGROUP INC SR UNSECURED 03/26 VAR	Long	Debt	US	$295K	–	0.34
CITIGROUP INC SR UNSECURED 06/35 VAR	Long	Debt	US	$298K	–	0.35
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 5 1A4 (CITIGROUP MTGE LOAN TRUST INC 2005-5)	Long	ABS-mortgage backed security	US	$283K	–	0.33
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A (CITIGROUP MTGE LOAN TR INC 2007-AR5)	Long	ABS-mortgage backed security	US	$22K	–	0.03
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV1)	Long	ABS-mortgage backed security	US	$384K	–	0.45
CORDATUS CLO PLC CORDA 11A AR 144A (CVC CORDATUS LOAN FUND XI DAC 21-1)	Long	ABS-collateralized bond/debt obligation	IE	$258K	–	0.30
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7 (COUNTRYWIDE ASSET-BACKED CERTS 2005-1)	Long	ABS-mortgage backed security	US	$676K	–	0.78
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AF6 (COUNTRYWIDE ASSET-BACKED CERTS 2006-1)	Long	ABS-mortgage backed security	US	$2K	–	0.00
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A (COUNTRYWIDE ASSET-BACKED CERT 2007-1)	Long	ABS-mortgage backed security	US	$34K	–	0.04
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3 (COUNTRYWIDE ASSET-BACKED CERT 2007-1)	Long	ABS-mortgage backed security	US	$17K	–	0.02
COUNTRYWIDE HOME LOANS CWHL 2006 J4 A5 (COUNTRYWIDE HOME LOANS 2006-J4)	Long	ABS-mortgage backed security	US	$13K	–	0.01
CREDIT BASED ASSET SERVICING A CBASS 2007 CB3 A3 (CREDIT-BACKED ASSET SERVICING 2007-CB3)	Long	ABS-mortgage backed security	US	$73K	–	0.08
CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A (CSMC 2020-FACT TRUST)	Long	ABS-mortgage backed security	US	$195K	–	0.23
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A (CSMC 2021-INV1 TRUST)	Long	ABS-mortgage backed security	US	$61K	–	0.07
CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A (CRESTLINE DENALI CLO XV 2017-1A)	Long	ABS-collateralized bond/debt obligation	KY	$162K	–	0.19
CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG)	Long	Debt	US	$36K	–	0.04
DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB1 A4 (DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB1)	Long	ABS-mortgage backed security	US	$37K	–	0.04
DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA1 A1 (DEUTSCHE ALT-A SECURITIES INC 2007-OA1)	Long	ABS-mortgage backed security	US	$82K	–	0.09
DEUTSCHE BANK AG REGS 01/27 1.625 (DEUTSCHE BANK AKTIENGESELLSCHAFT)	Long	Debt	DE	$101K	–	0.12
DEUTSCHE BANK AG REGS 02/32 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT)	Long	Debt	DE	$268K	–	0.31
DEUTSCHE BANK AG REGS 11/30 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT)	Long	Debt	DE	$189K	–	0.22
DOMIVEST B.V. DOMI 2020 2 A REGS (DOMI 2020-2 BV 20-2)	Long	ABS-mortgage backed security	NL	$291K	–	0.34
DRILLCO HLDG LUX S A COMMON STOCK (FORESEA HOLDING SA)	Long	Equity-common	LU	$135K	6K	0.16
DRILLCO HLDG LUX SA COMMON STOCK (FORESEA HOLDING SA)	Long	Equity-common	LU	$15K	641	0.02
DRYDEN SENIOR LOAN FUND DRSLF 2018 61A A1R 144A (DRYDEN 61 CLO LTD 2018-61A)	Long	ABS-collateralized bond/debt obligation	KY	$298K	–	0.35
DUTCH PROPERTY FINANCE DPF 2021 1 A REGS (DUTCH PROPERTY FINANCE 2021-1 BV 21-1)	Long	ABS-mortgage backed security	NL	$400K	–	0.46
EURO-BOBL FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$-24K	–	-0.03
EURO-BTP FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$-16K	–	-0.02
EURO-BUND FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$29K	–	0.03
EURO-OAT FUTURE SEP24 XEUR 20240906		Derivative-interest rate	DE	$9K	–	0.01
EURO-SCHATZ FUT SEP24 XEUR 20240906		Derivative-interest rate	DE	$-1K	–	-0.00
EUROSAIL PLC ESAIL 2007 4X A3 REGS (EUROSAIL-UK 2007-4BL PLC 4X)	Long	ABS-mortgage backed security	GB	$266K	–	0.31
EXPORT DEVELOPMNT CANADA GOVT GUARANT 144A 03/29 7.13 (EXPORT DEVELOPMENT CANADA (EDC))	Long	Debt	CA	$162K	–	0.19
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH)	Long	ABS-mortgage backed security	US	$362K	–	0.42
FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED)	Long	Debt	CA	$102K	–	0.12
FANNIE MAE FNR 2006 48 TF (FANNIE MAE 2006-48)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$103K	–	0.12
FED HM LN PC POOL G08692 FG 02/46 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$154K	–	0.18
FED HM LN PC POOL G08788 FG 11/47 FIXED 3.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$77K	–	0.09
FED HM LN PC POOL G08808 FG 04/48 FIXED 3.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$63K	–	0.07
FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$543K	–	0.63
FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$396K	–	0.46
FED HM LN PC POOL RA6652 FR 01/52 FIXED 2.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$291K	–	0.34
FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$19K	–	0.02
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$196K	–	0.23
FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$10M	–	11.33
FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1 (FIRST FRANKLIN MTG LOAN 2004-FF10)	Long	ABS-mortgage backed security	US	$22K	–	0.03
FIXED INC CLEARING CORP.REPO	Long	Repurchase agreement	US	$419K	–	0.49
FNMA POOL 753173 FN 12/33 FIXED 4.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$33K	–	0.04
FNMA POOL BF0334 FN 01/59 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$73K	–	0.08
FNMA POOL BJ8703 FN 05/49 FIXED 3.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$28K	–	0.03
FNMA POOL BR1297 FN 02/51 FIXED 2.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$60K	–	0.07
FNMA POOL CA4346 FN 10/49 FIXED 3 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$113K	–	0.13
FNMA POOL CA6106 FN 06/50 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$50K	–	0.06
FNMA POOL DA1139 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$273K	–	0.32
FNMA POOL DA7554 FN 01/54 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$878K	–	1.02
FNMA POOL FM1796 FN 10/34 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$18K	–	0.02
FNMA POOL FM3243 FN 02/50 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$49K	–	0.06
FNMA POOL FM3972 FN 07/50 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$58K	–	0.07
FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	4.20
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-2M	–	-1.94
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-5M	–	-5.64
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$491K	–	0.57
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-2M	–	-2.37
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$458K	–	0.53
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$6M	–	6.46
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$8M	–	8.97
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-99K	–	-0.11
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	4.77
FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA)	Long	Equity-common	LU	$56K	2K	0.07
FORESEA HLDG S A COMMON STOCK (FORESEA HOLDING SA)	Long	Equity-common	LU	$6K	267	0.01
FORESEA HOLDING SA SR SECURED 144A 06/30 7.5	Long	Debt	LU	$44K	–	0.05
FORESEA HOLDING SA SR SECURED REGS 06/30 7.5	Long	Debt	LU	$61K	–	0.07
FRANCE (GOVT OF) BONDS 144A REGS 05/45 3.25 (FRANCE GOVT)	Long	Debt	FR	$203K	–	0.24
FRANCE (GOVT OF) BONDS 144A REGS 05/48 2 (FRANCE GOVT)	Long	Debt	FR	$238K	–	0.28
FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75 (FRANCE GOVT)	Long	Debt	FR	$589K	–	0.68
FRANCE (GOVT OF) BONDS 144A REGS 05/72 0.5 (FRANCE GOVT)	Long	Debt	FR	$38K	–	0.04
FRANCE (GOVT OF) BONDS 144A REGS 06/49 3 (FRANCE GOVT)	Long	Debt	FR	$288K	–	0.33
FREDDIE MAC FHR 4579 FD (FREDDIE MAC REMICS 4579)	Long	ABS-mortgage backed security	US	$50K	–	0.06
FREDDIE MAC FHR 4579 SD (FREDDIE MAC REMICS 4579)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FRESNO CNTY CA PENSN OBLG FREGEN 08/24 ZEROCPNOID 0 (COUNTY OF FRESNO CA)	Long	Debt	US	$99K	–	0.12
GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25	Long	Debt	US	$139K	–	0.16
GCAT GCAT 2022 INV2 A5 144A (GCAT TRUST 2022-INV2)	Long	ABS-mortgage backed security	US	$291K	–	0.34
GCAT GCAT 2023 NQM4 A1 144A (GCAT 2023-NQM4 TRUST)	Long	ABS-mortgage backed security	US	$439K	–	0.51
GNMA II POOL MA7988 G2 04/52 FIXED 3 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	1.49
GNMA II POOL MA8486 G2 12/52 FIXED 3 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$349K	–	0.41
GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$757K	–	0.88
GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$784K	–	0.91
GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$87K	–	0.10
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/34 FIXED 2.746 (GOLDEN STATE TOBACCO SECURITIZATION)	Long	Debt	US	$167K	–	0.19
GOLDMAN SACHS GROUP INC SR UNSECURED 04/35 VAR	Long	Debt	US	$205K	–	0.24
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H19 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H19)	Long	ABS-mortgage backed security	US	$230K	–	0.27
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 PT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23)	Long	ABS-mortgage backed security	US	$209K	–	0.24
GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1 (GREENPOINT MTGE FUNDING TR 2005-AR2)	Long	ABS-mortgage backed security	US	$27K	–	0.03
GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51 (GREENSAIF PIPELINES BIDCO SA RL)	Long	Debt	LU	$312K	–	0.36
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1)	Long	ABS-mortgage backed security	US	$64K	–	0.07
GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A (GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1)	Long	ABS-mortgage backed security	US	$446K	–	0.52
GSAA HOME EQUITY TRUST GSAA 2007 8 A3 (GSAA HOME EQUITY TRUST 2007-8)	Long	ABS-mortgage backed security	US	$6K	–	0.01
HARVEST CLO HARVT 21A A1R 144A (HARVEST CLO XXI DAC 21A)	Long	ABS-collateralized bond/debt obligation	IE	$265K	–	0.31
HSBC HOLDINGS PLC SR UNSECURED 03/35 VAR	Long	Debt	GB	$302K	–	0.35
HSBC HOLDINGS PLC SR UNSECURED REGS 05/33 VAR	Long	Debt	GB	$452K	–	0.53
HUNGARY SR UNSECURED 144A 09/32 6.25 (HUNGARY GOVT)	Long	Debt	HU	$207K	–	0.24
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A3 (INDYMAC RESIDENTIAL ASSET BACKED 2007-A)	Long	ABS-mortgage backed security	US	$133K	–	0.15
INTESA SANPAOLO SPA 144A 11/33 7.2	Long	Debt	IT	$214K	–	0.25
IRS AUD 1.75000 03/16/22-5Y LCH		Derivative-interest rate	AU	$-25K	–	-0.03
IRS AUD 4.00000 06/21/23-10Y LCH		Derivative-interest rate	AU	$-74K	–	-0.09
IRS AUD 4.25000 03/15/23-10Y LCH		Derivative-interest rate	AU	$-16K	–	-0.02
IRS AUD 4.25000 09/15/27-5Y LCH		Derivative-interest rate	AU	$-2K	–	-0.00
IRS AUD 4.50000 06/19/24-10Y LCH		Derivative-interest rate	AU	$-2K	–	-0.00
IRS AUD 4.50000 09/15/27-5Y LCH		Derivative-interest rate	AU	$8K	–	0.01
IRS AUD 4.75000 12/20/28-5Y LCH		Derivative-interest rate	AU	$8K	–	0.01
IRS CNY 2.25000 09/18/24-5Y LCH		Derivative-interest rate	CN	$88K	–	0.10
IRS CZK 1.91250 01/30/19-10Y CME		Derivative-interest rate	CZ	$-7K	–	-0.01
IRS EUR 0.00000 03/17/21-15Y LCH		Derivative-interest rate		$31K	–	0.04
IRS EUR 0.05400 05/27/25-25Y LCH		Derivative-interest rate		$24K	–	0.03
IRS EUR 0.06350 11/17/22-30Y LCH		Derivative-interest rate		$53K	–	0.06
IRS EUR 0.55000 08/10/22-2Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 0.65000 04/12/22-5Y LCH		Derivative-interest rate		$-23K	–	-0.03
IRS EUR 0.65000 05/11/22-5Y LCH		Derivative-interest rate		$-15K	–	-0.02
IRS EUR 0.70000 04/11/22-5Y LCH		Derivative-interest rate		$-15K	–	-0.02
IRS EUR 1.00000 05/13/22-5Y LCH		Derivative-interest rate		$-25K	–	-0.03
IRS EUR 1.00000 05/18/22-5Y LCH		Derivative-interest rate		$-13K	–	-0.01
IRS EUR 2.25000 09/21/22-15Y LCH		Derivative-interest rate		$-41K	–	-0.05
IRS EUR 2.50000 09/18/24-30Y LCH		Derivative-interest rate		$3K	–	0.00
IRS EUR 2.75000 09/18/24-10Y LCH		Derivative-interest rate		$-44K	–	-0.05
IRS EUR 2.75000 09/18/24-5Y LCH		Derivative-interest rate		$-30K	–	-0.03
IRS EUR 2.77000 04/16/24-5Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 2.77000 04/29/24-10Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 2.80104 09/10/24-9Y* LCH		Derivative-interest rate		$-482.25	–	-0.00
IRS EUR 2.83310 09/10/24-9Y* LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 2.84121 09/10/24-9Y* LCH		Derivative-interest rate		$-7K	–	-0.01
IRS EUR 2.84930 09/10/24-9Y* LCH		Derivative-interest rate		$-4K	–	-0.00
IRS EUR 2.85660 09/10/24-9Y* LCH		Derivative-interest rate		$-10K	–	-0.01
IRS EUR 2.86000 04/24/24-5Y LCH		Derivative-interest rate		$-1K	–	-0.00
IRS EUR 2.89000 12/22/23-10Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 3.00000 03/15/28-5Y LCH		Derivative-interest rate		$-25K	–	-0.03
IRS EUR 3.00000 03/19/25-2Y LCH		Derivative-interest rate		$14K	–	0.02
IRS EUR 3.00000 09/18/24-2Y LCH		Derivative-interest rate		$-9K	–	-0.01
IRS EUR 3.14800 11/20/23-10Y LCH		Derivative-interest rate		$-4K	–	-0.01
IRS EUR 3.53565 12/11/23-2Y* LCH		Derivative-interest rate		$-17K	–	-0.02
IRS KRW 3.25000 09/18/24-5Y LCH		Derivative-interest rate	KR	$-10K	–	-0.01
IRS MXN 4.87000 07/13/20-5Y* CME		Derivative-interest rate	MX	$-12K	–	-0.01
IRS MYR P 3.50000 03/20/24-5Y GST		Derivative-interest rate	MY	$2K	–	0.00
IRS MYR P 3.50000 09/18/24-5Y CBK		Derivative-interest rate	MY	$205.57	–	0.00
IRS MYR P 3.50000 09/18/24-5Y JPM		Derivative-interest rate	MY	$219.28	–	0.00
IRS MYR P 3.75000 09/18/24-10Y JPM		Derivative-interest rate	MY	$949.29	–	0.00
IRS MYR P 3.75000 09/18/24-10Y SCX		Derivative-interest rate	MY	$172.6	–	0.00
IRS MYR P 3.75000 09/18/24-5Y BPS		Derivative-interest rate	MY	$-291.83	–	-0.00
IRS MYR P 3.75000 09/20/23-10Y GST		Derivative-interest rate	MY	$3K	–	0.00
IRS NZD 4.75000 06/19/24-5Y LCH		Derivative-interest rate	NZ	$3K	–	0.00
IRS NZD 5.25000 03/20/24-1Y (WHT) LCH		Derivative-interest rate	NZ	$14K	–	0.02
IRS SEK 1.00000 06/19/19-10Y LCH		Derivative-interest rate	SE	$-8K	–	-0.01
ISRAEL FIXED BOND BONDS 03/27 2 (ISRAEL GOVT)	Long	Debt	IL	$100K	–	0.12
ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6 (ITALY GOVT)	Long	Debt	IT	$389K	–	0.45
ITALY GOVT SW SP BRC		Derivative-credit	US	$2K	–	0.00
J P MORGAN TERM REPO	Long	Repurchase agreement	US	$318K	–	0.37
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7 (JP MORGAN ALTERNATIVE LN TRUST 2006-A7)	Long	ABS-mortgage backed security	US	$5K	–	0.01
JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1 (JAPAN GOVT)	Long	Debt	JP	$310K	–	0.36
JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5 (JAPAN GOVT)	Long	Debt	JP	$473K	–	0.55
JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5 (JAPAN GOVT)	Long	Debt	JP	$765K	–	0.89
JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8 (JAPAN GOVT)	Long	Debt	JP	$14K	–	0.02
JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7 (JAPAN GOVT)	Long	Debt	JP	$49K	–	0.06
JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7 (JAPAN GOVT)	Long	Debt	JP	$482K	–	0.56
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	Long	Debt	JP	$841K	–	0.98
JAPAN TREASURY DISC BILL BILLS 04/25 0.00000 (JAPAN GOVT)	Long	Debt	JP	$497K	–	0.58
JAPAN TREASURY DISC BILL BILLS 06/25 0.00000 (JAPAN GOVT)	Long	Debt	JP	$372K	–	0.43
JP MORGAN MORTGAGE TRUST JPMMT 2021 10 A3 144A (JP MORGAN MORTGAGE TRUST 2021-10)	Long	ABS-mortgage backed security	US	$194K	–	0.23
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV4)	Long	ABS-mortgage backed security	US	$464K	–	0.54
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A (JP MORGAN MORTGAGE TRUST 2021-LTV6)	Long	ABS-mortgage backed security	US	$452K	–	0.52
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A (JP MORGAN MORTGAGE TRUST 2021-INV8)	Long	ABS-mortgage backed security	US	$671K	–	0.78
JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A (JP MORGAN MORTGAGE TRUST 2022-INV1)	Long	ABS-mortgage backed security	US	$424K	–	0.49
JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$98K	–	0.11
JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$296K	–	0.34
JPMORGAN CHASE + CO SR UNSECURED 04/32 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$84K	–	0.10
JPN 10Y BOND(OSE) SEP24 XOSE 20240912		Derivative-interest rate	JP	$30K	–	0.03
JUBILEE CDO BV JUBIL 2014 11A ARR 144A (JUBILEE CLO 2014-XI BV 14-11A)	Long	ABS-collateralized bond/debt obligation	IE	$107K	–	0.12
JUBILEE PLACE JPMF 2020 1 A REGS (JUBILEE PLACE 2020-1 BV)	Long	ABS-mortgage backed security	NL	$249K	–	0.29
JYSKE REALKREDIT A/S COVERED 10/50 1 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$32K	–	0.04
JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (JYSKE REALKREDIT KGS)	Long	Debt	DK	$0.51	–	0.00
KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9	Long	Debt	NO	$62K	–	0.07
KOREA TREASURY BOND BONDS 03/28 3.25 (SOUTH KOREA GOVT)	Long	Debt	KR	$194K	–	0.22
KOREA TREASURY BOND BONDS 03/28 5.5 (SOUTH KOREA GOVT)	Long	Debt	KR	$119K	–	0.14
KOREA TREASURY BOND BONDS 06/27 2.125 (SOUTH KOREA GOVT)	Long	Debt	KR	$88K	–	0.10
KOREA TREASURY BOND BONDS 06/28 2.625 (SOUTH KOREA GOVT)	Long	Debt	KR	$366K	–	0.43
KOREA TREASURY BOND BONDS 09/42 3.25 (SOUTH KOREA GOVT)	Long	Debt	KR	$63K	–	0.07
KOREA TREASURY BOND BONDS 12/27 2.375 (SOUTH KOREA GOVT)	Long	Debt	KR	$106K	–	0.12
KOREA TREASURY BOND BONDS 12/28 2.375 (SOUTH KOREA GOVT)	Long	Debt	KR	$1M	–	1.26
KOREA TREASURY BOND BONDS 12/32 4.25 (SOUTH KOREA GOVT)	Long	Debt	KR	$845K	–	0.98
KOREA TREASURY BOND SR UNSECURED 06/31 2 (SOUTH KOREA GOVT)	Long	Debt	KR	$153K	–	0.18
KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268 (SAUDI ARABIA GOVT)	Long	Debt	KY	$202K	–	0.23
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A (LCCM 2021-FL2 TRUST)	Long	ABS-collateralized bond/debt obligation	US	$304K	–	0.35
LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT)	Long	Debt	BR	$811K	–	0.94
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A (LOANCORE 2022-CRE7 ISSUER LTD)	Long	ABS-collateralized bond/debt obligation	KY	$299K	–	0.35
LONG GILT FUTURE SEP24 IFLL 20240926		Derivative-interest rate	GB	$-13K	–	-0.02
M360 LTD. M360 2021 CRE3 A 144A (M360 2021-CRE3 LLC)	Long	ABS-collateralized bond/debt obligation	KY	$204K	–	0.24
MALAYSIA GOVERNMENT BONDS 04/28 3.519 (MALAYSIA GOVT)	Long	Debt	MY	$599K	–	0.69
MASTR ASSET BACKED SECURITIES MABS 2007 HE1 A3 (MASTR ASSET BACKED SEC TR 2007-HE1)	Long	ABS-mortgage backed security	US	$99K	–	0.11
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1 (MERRILL LYNCH MTGE INVESTORS 2006-A1)	Long	ABS-mortgage backed security	US	$43K	–	0.05
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL5 A 144A (MF1 2021-FL5 LTD)	Long	ABS-mortgage backed security	KY	$19K	–	0.02
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC5)	Long	ABS-mortgage backed security	US	$239K	–	0.28
MORGAN STANLEY MORTGAGE LOAN T MSM 2005 5AR 2A1 (MORGAN STANLEY MORTGAGE TRUST-2005-5AR)	Long	ABS-mortgage backed security	US	$14K	–	0.02
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 6AR 4A1 (MORGAN STANLEY MORTGAGE LN TR-2006-6AR)	Long	ABS-mortgage backed security	US	$32K	–	0.04
MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A18 (MORGAN STANLEY MTGE LN TR 2007-10XS)	Long	ABS-mortgage backed security	US	$8K	–	0.01
MORGAN STANLEY SR UNSECURED 02/26 VAR	Long	Debt	US	$196K	–	0.23
NATIONWIDE BLDG SOCIETY 144A 02/28 VAR (NATIONWIDE BUILDING SOCIETY)	Long	Debt	GB	$281K	–	0.33
NATWEST GROUP PLC SR UNSECURED 03/35 VAR	Long	Debt	GB	$301K	–	0.35
NATWEST GROUP PLC SR UNSECURED 09/28 VAR	Long	Debt	GB	$300K	–	0.35
NATWEST MARKETS PLC SR UNSECURED REGS 11/25 0.125	Long	Debt	GB	$102K	–	0.12
NEW CENTURY HOME EQUITY LOAN T NCHET 2001 NC1 M3 (NEW CENTURY HM EQUITY LN TR 2001-NC1)	Long	ABS-mortgage backed security	US	$212K	–	0.25
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3)	Long	ABS-mortgage backed security	US	$108K	–	0.12
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1)	Long	ABS-mortgage backed security	US	$76K	–	0.09
NEW ZEALAND GOVERNMENT UNSECURED 05/31 1.5 (NEW ZEALAND GOVT)	Long	Debt	NZ	$50K	–	0.06
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 (NISSAN MOTOR ACCEPTANCE CORPORATION)	Long	Debt	US	$275K	–	0.32
NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2 (NOMURA HOME EQUITY LOAN INC 2006-HE1)	Long	ABS-mortgage backed security	US	$248K	–	0.29
NORDEA KREDIT REALKREDIT COVERED 10/50 1 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$1.56	–	0.00
NORDEA KREDIT REALKREDIT COVERED 10/50 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$0.14	–	0.00
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$96K	–	0.11
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB)	Long	Debt	DK	$0.98	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$1M	–	1.71
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$1.68	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.27	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.13	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/50 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.14	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$90.31	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.27	–	0.00
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 (NYKREDIT REALKREDIT A/S)	Long	Debt	DK	$0.11	–	0.00
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A (NYO COMMERCIAL MORTGAGE TRUST 2021-1290)	Long	ABS-mortgage backed security	US	$289K	–	0.34
OIS AUD RBACOR/4.33500 08/07/24-0Y* LCH		Derivative-interest rate	AU	$483.64	–	0.00
OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH		Derivative-interest rate	CA	$-202K	–	-0.23
OIS CAD CAONREPO/1.7125 10/02/19-10Y LCH		Derivative-interest rate	CA	$-20K	–	-0.02
OIS CAD CAONREPO/3.2500 03/15/23-10Y LCH		Derivative-interest rate	CA	$9K	–	0.01
OIS CAD CAONREPO/3.2500 06/21/23-10Y LCH		Derivative-interest rate	CA	$-2K	–	-0.00
OIS CAD CAONREPO/3.25000 03/15/23-5Y LCH		Derivative-interest rate	CA	$8K	–	0.01
OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH		Derivative-interest rate	CA	$712.15	–	0.00
OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC		Derivative-interest rate	CA	$598.5	–	0.00
OIS CAD CAONREPO/3.500 03/28/24-10Y* LCH		Derivative-interest rate	CA	$-2K	–	-0.00
OIS CAD CAONREPO/3.5000 03/22/24-9Y* LCH		Derivative-interest rate	CA	$-510.62	–	-0.00
OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH		Derivative-interest rate	CA	$-5K	–	-0.01
OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH		Derivative-interest rate	CA	$-6K	–	-0.01
OIS CAD CAONREPO/3.50000 06/19/25-1Y LCH		Derivative-interest rate	CA	$-4K	–	-0.01
OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH		Derivative-interest rate	CA	$-4K	–	-0.00
OIS CAD CAONREPO/3.70000 05/31/24-9Y* LC		Derivative-interest rate	CA	$-3K	–	-0.00
OIS CAD CAONREPO/3.89750 06/19/25-1Y LCH		Derivative-interest rate	CA	$6K	–	0.01
OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH		Derivative-interest rate	CA	$4K	–	0.01
OIS INR MIBOR/6.25000 09/18/24-5Y LCH		Derivative-interest rate	IN	$-6K	–	-0.01
OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH		Derivative-interest rate	SG	$46K	–	0.05
OIS THB THORON/2.25000 09/18/24-5Y LCH		Derivative-interest rate	TH	$22K	–	0.03
OIS THB THORON/2.41750 04/17/24-5Y LCH		Derivative-interest rate	TH	$146.63	–	0.00
OIS THB THORON/2.50000 09/18/24-5Y LCH		Derivative-interest rate	TH	$-6K	–	-0.01
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A (ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2)	Long	ABS-mortgage backed security	US	$210K	–	0.24
ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65 (PROVINCE OF ONTARIO CANADA)	Long	Debt	CA	$352K	–	0.41
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 CP1 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-CP1)	Long	ABS-mortgage backed security	US	$35K	–	0.04
ORACLE CORP SR UNSECURED 03/26 1.65 (ORACLE CORPORATION)	Long	Debt	US	$94K	–	0.11
ORGANON + CO/ORG SR SECURED REGS 04/28 2.875 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV)	Long	Debt	US	$101K	–	0.12
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$95K	–	0.11
PACIFICORP 1ST MORTGAGE 02/31 5.3	Long	Debt	US	$100K	–	0.12
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/25 3.95 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP)	Long	Debt	US	$296K	–	0.34
PETRONAS CAPITAL LTD COMPANY GUAR 144A 01/32 2.48 (PETRONAS CAPITAL LIMITED)	Long	Debt	MY	$416K	–	0.48
PHH ALTERNATIVE MORTGAGE TRUST PHHAM 2007 2 3A1 (PHH ALTERNATIVE MORTGAGE TRUST 2007-2)	Long	ABS-mortgage backed security	US	$16K	–	0.02
PHILIP MORRIS INTL INC SR UNSECURED 01/31 3.75 (PHILIP MORRIS INTERNATIONAL INC)	Long	Debt	US	$106K	–	0.12
PHILIP MORRIS INTL INC SR UNSECURED 02/31 5.125 (PHILIP MORRIS INTERNATIONAL INC)	Long	Debt	US	$99K	–	0.11
PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS)	Long	Short-term investment vehicle	US	$2M	–	1.76
PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A (PMT LOAN TRUST 2021-INV1)	Long	ABS-mortgage backed security	US	$194K	–	0.22
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3)	Long	ABS-mortgage backed security	US	$191K	–	0.22
PRIME MORTGAGE TRUST PRIME 2006 1 2A7 (PRIME MORTGAGE TRUST 2006-1)	Long	ABS-mortgage backed security	US	$355.42	–	0.00
PRINCIPAL LFE GLB FND II SECURED 144A 01/25 1.375 (PRINCIPAL LIFE GLOBAL FUNDING II)	Long	Debt	US	$98K	–	0.11
PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6	Long	Debt	CA	$560K	–	0.65
RAD CLO LTD RAD 2019 4A AR 144A (RAD CLO LTD 2019 4A)	Long	ABS-collateralized bond/debt obligation	KY	$501K	–	0.58
REALKREDIT DANMARK COVERED REGS 01/25 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$156K	–	0.18
REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$452K	–	0.52
REALKREDIT DANMARK COVERED REGS 10/50 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$0.13	–	0.00
REALKREDIT DANMARK COVERED REGS 10/53 1 (REALKREDIT DANMARK A/S)	Long	Debt	DK	$0.11	–	0.00
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3 (RENAISSANCE HOME EQUITY LOAN TR 2006-4)	Long	ABS-mortgage backed security	US	$113K	–	0.13
REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT)	Long	Debt	AR	$19K	–	0.02
REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT)	Long	Debt	AR	$11K	–	0.01
REPUBLIC OF POLAND SR UNSECURED 03/29 4.625 (POLAND GOVT)	Long	Debt	PL	$198K	–	0.23
REPUBLIC OF POLAND SR UNSECURED 09/34 5.125 (POLAND GOVT)	Long	Debt	PL	$197K	–	0.23
REPUBLIC OF POLAND SR UNSECURED 10/33 4.875 (POLAND GOVT)	Long	Debt	PL	$98K	–	0.11
REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875 (POLAND GOVT)	Long	Debt	PL	$221K	–	0.26
REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1 (SERBIA GOVT)	Long	Debt	RS	$91K	–	0.11
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A1 (RESIDENTIAL ACCREDIT LOANS 2006-QS6)	Long	ABS-mortgage backed security	US	$36K	–	0.04
RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 2A3 (RESIDENTIAL FUNDING MTGE SEC 2007-S6)	Long	ABS-mortgage backed security	US	$13K	–	0.02
REVERSE REPO DEUTSCHE REVERSE REPO	Short	Repurchase agreement	US	$-741K	–	-0.86
RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH		Derivative-interest rate	CH	$-7K	–	-0.01
RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH		Derivative-interest rate	CH	$-7K	–	-0.01
RFR GBP SONIO/3.00000 06/17/25-10Y LCH		Derivative-interest rate	GB	$46K	–	0.05
RFR GBP SONIO/3.00000 06/17/25-2Y LCH		Derivative-interest rate	GB	$-56K	–	-0.07
RFR GBP SONIO/3.75000 09/18/24-10Y LCH		Derivative-interest rate	GB	$-62K	–	-0.07
RFR GBP SONIO/4.00000 09/18/24-5Y LCH		Derivative-interest rate	GB	$17K	–	0.02
RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH		Derivative-interest rate	JP	$-64K	–	-0.07
RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH		Derivative-interest rate	JP	$100K	–	0.12
RFR JPY MUTK/0.00000 12/15/21-5Y LCH		Derivative-interest rate	JP	$-8K	–	-0.01
RFR JPY MUTK/0.0500 12/15/21-10Y LCH		Derivative-interest rate	JP	$-50K	–	-0.06
RFR JPY MUTK/0.60000 09/18/24-5Y LCH		Derivative-interest rate	JP	$-17K	–	-0.02
RFR JPY MUTK/1.00000 09/18/24-10Y LCH		Derivative-interest rate	JP	$-20K	–	-0.02
RFR JPY MUTK/1.50000 09/18/24-30Y LCH		Derivative-interest rate	JP	$-3K	–	-0.00
RFR USD SOFR/1.00000 06/15/22-5Y LCH		Derivative-interest rate	US	$178K	–	0.21
RFR USD SOFR/1.00000 12/15/21-5Y CME		Derivative-interest rate	US	$104K	–	0.12
RFR USD SOFR/1.00000 12/15/21-5Y LCH		Derivative-interest rate	US	$10K	–	0.01
RFR USD SOFR/1.75000 06/15/22-30Y LCH		Derivative-interest rate	US	$288K	–	0.33
RFR USD SOFR/2.31000 01/16/24-1Y LCH		Derivative-interest rate	US	$-125K	–	-0.15
RFR USD SOFR/2.69700 04/04/24-1Y LCH		Derivative-interest rate	US	$-13K	–	-0.01
RFR USD SOFR/2.72100 04/10/24-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/2.78500 04/10/24-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.01
RFR USD SOFR/2.83500 04/10/24-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.01
RFR USD SOFR/2.84100 10/31/23-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.01
RFR USD SOFR/2.84500 11/15/23-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.01
RFR USD SOFR/2.92000 10/17/23-1Y LCH		Derivative-interest rate	US	$-8K	–	-0.01
RFR USD SOFR/2.96478 10/05/22-4Y* LCH		Derivative-interest rate	US	$292K	–	0.34
RFR USD SOFR/2.97300 10/27/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/2.99250 10/13/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.01750 10/24/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.02000 11/08/23-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.01
RFR USD SOFR/3.08750 11/07/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.14000 10/25/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.15000 05/13/24-1Y LCH		Derivative-interest rate	US	$154K	–	0.18
RFR USD SOFR/3.19000 10/25/23-1Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.20000 05/13/24-1Y LCH		Derivative-interest rate	US	$13K	–	0.02
RFR USD SOFR/3.22475 03/31/23-7Y* LCH		Derivative-interest rate	US	$-25K	–	-0.03
RFR USD SOFR/3.22500 10/25/23-1Y LCH		Derivative-interest rate	US	$-4K	–	-0.01
RFR USD SOFR/3.25000 12/20/23-30Y LCH		Derivative-interest rate	US	$105K	–	0.12
RFR USD SOFR/3.47000 02/22/23-7Y LCH		Derivative-interest rate	US	$-5K	–	-0.01
RFR USD SOFR/3.50000 06/20/24-30Y LCH		Derivative-interest rate	US	$4K	–	0.01
RFR USD SOFR/3.50000 06/22/23-7Y LCH		Derivative-interest rate	US	$-11K	–	-0.01
RFR USD SOFR/3.50000 12/18/24-1Y LCH		Derivative-interest rate	US	$10K	–	0.01
RFR USD SOFR/3.50000 12/20/23-10Y LCH		Derivative-interest rate	US	$-168K	–	-0.19
RFR USD SOFR/3.65000 11/22/23-1Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/3.65000 12/05/23-1Y LCH		Derivative-interest rate	US	$-5K	–	-0.01
RFR USD SOFR/3.66213 03/01/24-4Y* LCH		Derivative-interest rate	US	$2K	–	0.00
RFR USD SOFR/3.69116 03/01/24-4Y* LCH		Derivative-interest rate	US	$2K	–	0.00
RFR USD SOFR/3.69387 03/01/24-4Y* LCH		Derivative-interest rate	US	$2K	–	0.00
RFR USD SOFR/3.70000 02/20/24-25Y LCH		Derivative-interest rate	US	$21K	–	0.02
RFR USD SOFR/3.75000 06/20/24-10Y LCH		Derivative-interest rate	US	$146K	–	0.17
RFR USD SOFR/3.75000 06/20/24-5Y LCH		Derivative-interest rate	US	$-45K	–	-0.05
RFR USD SOFR/3.75000 06/21/23-2Y LCH		Derivative-interest rate	US	$19K	–	0.02
RFR USD SOFR/3.75000 11/21/23-1Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.75000 12/11/23-1Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.75000 12/18/24-10Y LCH		Derivative-interest rate	US	$5K	–	0.01
RFR USD SOFR/3.75000 12/18/24-2Y LCH		Derivative-interest rate	US	$-24K	–	-0.03
RFR USD SOFR/3.85700 09/01/23-7Y* LCH		Derivative-interest rate	US	$-12K	–	-0.01
RFR USD SOFR/3.94000 02/22/24-5Y LCH		Derivative-interest rate	US	$-5K	–	-0.01
RFR USD SOFR/3.95000 04/16/24-10Y LCH		Derivative-interest rate	US	$-1K	–	-0.00
RFR USD SOFR/3.95120 09/01/23-7Y* LCH		Derivative-interest rate	US	$-11K	–	-0.01
RFR USD SOFR/4.00000 03/20/24-30Y LCH		Derivative-interest rate	US	$-12K	–	-0.01
RFR USD SOFR/4.00000 06/20/24-2Y LCH		Derivative-interest rate	US	$-20K	–	-0.02
RFR USD SOFR/4.08000 06/05/24-10Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/4.09000 04/30/24-10Y LCH		Derivative-interest rate	US	$5K	–	0.01
RFR USD SOFR/4.15859 06/01/23-2Y* LCH		Derivative-interest rate	US	$26K	–	0.03
RFR USD SOFR/4.20000 05/06/24-10Y LCH		Derivative-interest rate	US	$9K	–	0.01
RFR USD SOFR/4.22800 08/30/24-1Y LCH		Derivative-interest rate	US	$7K	–	0.01
RFR USD SOFR/4.25000 12/20/23-2Y LCH		Derivative-interest rate	US	$173K	–	0.20
RFR USD SOFR/4.75000 06/24/24-1Y LCH		Derivative-interest rate	US	$23K	–	0.03
RFRF USD SF+26.161/1.249 08/31/21-3Y LCH		Derivative-interest rate	US	$11K	–	0.01
RFRF USD SF+26.161/1.298 08/25/21-3Y LCH		Derivative-interest rate	US	$8K	–	0.01
RIPON MORTGAGES PLC RIPON 1RA A 144A (RIPON MORTGAGES PLC 1RA)	Long	ABS-mortgage backed security	GB	$788K	–	0.91
RMAC SECURITIES PLC RMACS 2006 NS4X A3A REGS (RMAC SECURITIES PLC 2006-NS4X)	Long	ABS-mortgage backed security	GB	$180K	–	0.21
ROMANIA SR UNSECURED 144A 03/28 2.125 (ROMANIA GOVT)	Long	Debt	RO	$99K	–	0.11
ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT)	Long	Debt	RO	$104K	–	0.12
ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT)	Long	Debt	RO	$103K	–	0.12
ROMANIA SR UNSECURED 144A 09/26 5 (ROMANIA GOVT)	Long	Debt	RO	$328K	–	0.38
ROMANIA SR UNSECURED REGS 04/41 2.75 (ROMANIA GOVT)	Long	Debt	RO	$70K	–	0.08
ROMANIA UNSECURED 144A 04/33 2 (ROMANIA GOVT)	Long	Debt	RO	$40K	–	0.05
ROMANIA UNSECURED 144A 04/41 2.75 (ROMANIA GOVT)	Long	Debt	RO	$35K	–	0.04
ROMANIA UNSECURED 144A 04/42 2.875 (ROMANIA GOVT)	Long	Debt	RO	$70K	–	0.08
ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT)	Long	Debt	RO	$175K	–	0.20
ROMANIA UNSECURED 144A 12/29 1.375 (ROMANIA GOVT)	Long	Debt	RO	$80K	–	0.09
ROYAL BANK OF CANADA COVERED 144A 12/26 4.851	Long	Debt	CA	$199K	–	0.23
SANDS CHINA LTD SR UNSECURED 08/28 5.4	Long	Debt	KY	$196K	–	0.23
SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR (SANTANDER UK GROUP HOLDINGS PLC)	Long	Debt	GB	$206K	–	0.24
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75 (SAUDI ARABIA GOVT)	Long	Debt	SA	$198K	–	0.23
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 (SAUDI ARABIA GOVT)	Long	Debt	SA	$197K	–	0.23
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875 (SAUDI ARABIA GOVT)	Long	Debt	SA	$293K	–	0.34
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/30 3.25 (SAUDI ARABIA GOVT)	Long	Debt	SA	$180K	–	0.21
SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A)	Long	ABS-collateralized bond/debt obligation	IE	$319K	–	0.37
SHORT EURO-BTP FU SEP24 XEUR 20240906		Derivative-interest rate	DE	$-89.47	–	-0.00
SINGAPORE GOVERNMENT BONDS 08/36 2.25 (SINGAPORE GOVT)	Long	Debt	SG	$87K	–	0.10
SINGAPORE GOVERNMENT SR UNSECURED 10/51 1.875 (SINGAPORE GOVT)	Long	Debt	SG	$17K	–	0.02
SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25 (SINGAPORE GOVT)	Long	Debt	SG	$621K	–	0.72
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-B)	Long	ABS-other	US	$62K	–	0.07
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2020-B)	Long	ABS-other	US	$34K	–	0.04
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B)	Long	ABS-other	US	$193K	–	0.22
SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR	Long	Debt	FR	$310K	–	0.36
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-340.59	–	-0.00
SOLD AUD BOUGHT USD 20240802		Derivative-foreign exchange	AU	$-321.7	–	-0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$13K	–	0.02
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$12K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$8K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$7K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$6K	–	0.01
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$1K	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$941.79	–	0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$464.11	–	0.00
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$4K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$12K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$7K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$6K	–	0.01
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$2K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$1K	–	0.00
SOLD BRL BOUGHT USD 20250402		Derivative-foreign exchange	BR	$902.65	–	0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$10K	–	0.01
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$99.83	–	0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$26.69	–	0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$-1.63	–	-0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$-17.06	–	-0.00
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$-50.86	–	-0.00
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-7.65	–	-0.00
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-214.81	–	-0.00
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-2K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-1K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-1K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-6K	–	-0.01
SOLD CHF BOUGHT USD 20240802		Derivative-foreign exchange	CH	$17.18	–	0.00
SOLD CNH BOUGHT USD 20240708		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNH BOUGHT USD 20240710		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNH BOUGHT USD 20240710		Derivative-foreign exchange	CN	$497.33	–	0.00
SOLD CNH BOUGHT USD 20240712		Derivative-foreign exchange	CN	$969.96	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$10K	–	0.01
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$5K	–	0.01
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$2K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$1K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$687.51	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$557.21	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$511.59	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$3K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$1K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$433.32	–	0.00
SOLD CNH BOUGHT USD 20250116		Derivative-foreign exchange	CN	$758.98	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$354.11	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$288.6	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$141.91	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$14.24	–	0.00
SOLD CNY BOUGHT USD 20240702		Derivative-foreign exchange	CN	$7.25	–	0.00
SOLD CNY BOUGHT USD 20240705		Derivative-foreign exchange	CN	$430.66	–	0.00
SOLD COP BOUGHT USD 20240712		Derivative-foreign exchange	CO	$2K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$2K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$1K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$1K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$1K	–	0.00
SOLD COP BOUGHT USD 20240918		Derivative-foreign exchange	CO	$1K	–	0.00
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$3K	–	0.00
SOLD DKK BOUGHT USD 20240702		Derivative-foreign exchange	DK	$3K	–	0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-50.8	–	-0.00
SOLD DKK BOUGHT USD 20240802		Derivative-foreign exchange	DK	$-111.01	–	-0.00
SOLD DKK BOUGHT USD 20250102		Derivative-foreign exchange	DK	$2K	–	0.00
SOLD DKK BOUGHT USD 20250401		Derivative-foreign exchange	DK	$6K	–	0.01
SOLD DKK BOUGHT USD 20250401		Derivative-foreign exchange	DK	$6K	–	0.01
SOLD DKK BOUGHT USD 20250401		Derivative-foreign exchange	DK	$4K	–	0.01
SOLD DKK BOUGHT USD 20250401		Derivative-foreign exchange	DK	$3K	–	0.00
SOLD DKK BOUGHT USD 20250401		Derivative-foreign exchange	DK	$2K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$158K	–	0.18
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$9K	–	0.01
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$3K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$3K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$2K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$501.36	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$-296.72	–	-0.00
SOLD EUR BOUGHT USD 20240802		Derivative-foreign exchange		$5K	–	0.01
SOLD EUR BOUGHT USD 20240802		Derivative-foreign exchange		$-106.7	–	-0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$37K	–	0.04
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$9K	–	0.01
SOLD HKD BOUGHT USD 20240719		Derivative-foreign exchange	HK	$11.82	–	0.00
SOLD IDR BOUGHT USD 20240722		Derivative-foreign exchange	ID	$-22.66	–	-0.00
SOLD IDR BOUGHT USD 20240722		Derivative-foreign exchange	ID	$-135.21	–	-0.00
SOLD IDR BOUGHT USD 20240722		Derivative-foreign exchange	ID	$-412.18	–	-0.00
SOLD IDR BOUGHT USD 20240725		Derivative-foreign exchange	ID	$-475.37	–	-0.00
SOLD IDR BOUGHT USD 20240725		Derivative-foreign exchange	ID	$-1K	–	-0.00
SOLD IDR BOUGHT USD 20240726		Derivative-foreign exchange	ID	$-21.05	–	-0.00
SOLD IDR BOUGHT USD 20240726		Derivative-foreign exchange	ID	$-61.45	–	-0.00
SOLD ILS BOUGHT USD 20240719		Derivative-foreign exchange	IL	$2K	–	0.00
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$130K	–	0.15
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$36K	–	0.04
SOLD JPY BOUGHT USD 20240802		Derivative-foreign exchange	JP	$27K	–	0.03
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$94K	–	0.11
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$86K	–	0.10
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$69K	–	0.08
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$34K	–	0.04
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$34K	–	0.04
SOLD JPY BOUGHT USD 20241001		Derivative-foreign exchange	JP	$17K	–	0.02
SOLD JPY BOUGHT USD 20250421		Derivative-foreign exchange	JP	$16K	–	0.02
SOLD JPY BOUGHT USD 20250421		Derivative-foreign exchange	JP	$11K	–	0.01
SOLD JPY BOUGHT USD 20250620		Derivative-foreign exchange	JP	$8K	–	0.01
SOLD JPY BOUGHT USD 20260105		Derivative-foreign exchange	JP	$30K	–	0.03
SOLD JPY BOUGHT USD 20260105		Derivative-foreign exchange	JP	$7K	–	0.01
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$5K	–	0.01
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$5K	–	0.01
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$2K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$2K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$2K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$900.68	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$44.85	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$-270.47	–	-0.00
SOLD MYR BOUGHT USD 20240717		Derivative-foreign exchange	MY	$11.58	–	0.00
SOLD NOK BOUGHT USD 20240702		Derivative-foreign exchange	NO	$15.88	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$1K	–	0.00
SOLD NZD BOUGHT USD 20240802		Derivative-foreign exchange	NZ	$184.19	–	0.00
SOLD NZD BOUGHT USD 20240802		Derivative-foreign exchange	NZ	$122.72	–	0.00
SOLD NZD BOUGHT USD 20240802		Derivative-foreign exchange	NZ	$56.81	–	0.00
SOLD SEK BOUGHT USD 20240702		Derivative-foreign exchange	SE	$572.95	–	0.00
SOLD SEK BOUGHT USD 20240702		Derivative-foreign exchange	SE	$-1K	–	-0.00
SOLD SEK BOUGHT USD 20240802		Derivative-foreign exchange	SE	$1K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$4K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$1K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$175.18	–	0.00
SOLD SGD BOUGHT USD 20240802		Derivative-foreign exchange	SG	$-179.36	–	-0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$730.2	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$683.15	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$570.02	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$530.12	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$528.13	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$505.7	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$445.73	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$365.98	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$320.2	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$251.21	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$245.03	–	0.00
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A (SOUND POINT CLO XVI LTD 2017-2A)	Long	ABS-collateralized bond/debt obligation	KY	$81K	–	0.09
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A (SOUND POINT CLO XVII 2017-3A)	Long	ABS-collateralized bond/debt obligation	KY	$152K	–	0.18
SOUTH KOREA GOVT AS BP GST		Derivative-credit	US	$-5K	–	-0.01
SOUTH KOREA GOVT AS BP MYC		Derivative-credit	US	$-5K	–	-0.01
STANDARD CHARTERED PLC 01/28 1	Long	Debt	GB	$185K	–	0.22
STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR	Long	Debt	GB	$327K	–	0.38
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR	Long	Debt	GB	$197K	–	0.23
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A (STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2)	Long	ABS-collateralized bond/debt obligation	KY	$172K	–	0.20
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS A 144A (STWD 2021-HTS MORTGAGE TRUST 2021-HTS)	Long	ABS-mortgage backed security	US	$212K	–	0.25
STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT)	Long	Debt	IL	$196K	–	0.23
STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT)	Long	Debt	IL	$191K	–	0.22
STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8 (ISRAEL GOVT)	Long	Debt	IL	$129K	–	0.15
STRUCTURED ASSET INVESTMENT LO SAIL 2004 9 M3 (STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-9)	Long	ABS-mortgage backed security	US	$240K	–	0.28
STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 1A 144A (STRUCTURED ASSET SEC CORP 2006-RF1)	Long	ABS-mortgage backed security	US	$27K	–	0.03
SUMITOMO MITSUI FINL GRP SR UNSECURED 01/28 5.52 (SUMITOMO MITSUI FINANCIAL GROUP INC)	Long	Debt	JP	$303K	–	0.35
TERWIN MORTGAGE TRUST TMTS 2003 6HE A1 (TERWIN MORTGAGE TRUST SERIES TMTS 2003-6HE)	Long	ABS-mortgage backed security	US	$3K	–	0.00
TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169 (TEXAS NATURAL GAS SECURITIZATION FINANCE CORP)	Long	Debt	US	$100K	–	0.12
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A)	Long	ABS-mortgage backed security	GB	$238K	–	0.28
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4)	Long	ABS-mortgage backed security	US	$332K	–	0.39
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A (TOWD POINT MORTGAGE TRUST 2020-1)	Long	ABS-mortgage backed security	US	$88K	–	0.10
TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	1.20
TSY INFL IX N/B 01/28 0.5 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	2.09
TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT)	Long	Debt	US	$392K	–	0.45
TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT)	Long	Debt	US	$536K	–	0.62
TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT)	Long	Debt	US	$767K	–	0.89
TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT)	Long	Debt	US	$411K	–	0.48
UBS GROUP AG SR UNSECURED 144A 01/28 4.282	Long	Debt	CH	$240K	–	0.28
UBS GROUP AG SR UNSECURED 144A 02/35 VAR	Long	Debt	CH	$200K	–	0.23
UBS GROUP AG SR UNSECURED 144A 04/31 VAR	Long	Debt	CH	$233K	–	0.27
UBS GROUP AG SR UNSECURED 144A 11/33 VAR	Long	Debt	CH	$301K	–	0.35
UBS GROUP AG SR UNSECURED REGS 01/26 VAR	Long	Debt	CH	$129K	–	0.15
UNITED KINGDOM GILT BONDS REGS 01/49 1.75 (UNITED KINGDOM GOVT)	Long	Debt	GB	$73K	–	0.09
UNITED KINGDOM GILT BONDS REGS 07/51 1.25 (UNITED KINGDOM GOVT)	Long	Debt	GB	$306K	–	0.35
UNITED KINGDOM GILT BONDS REGS 07/53 1.5 (UNITED KINGDOM GOVT)	Long	Debt	GB	$64K	–	0.07
UNITED KINGDOM GILT BONDS REGS 07/54 4.375 (UNITED KINGDOM GOVT)	Long	Debt	GB	$121K	–	0.14
UNITED KINGDOM GILT BONDS REGS 10/50 0.625 (UNITED KINGDOM GOVT)	Long	Debt	GB	$202K	–	0.23
UNITED MEXICAN STATES SR UNSECURED 05/32 4.4899 (MEXICO GOVT)	Long	Debt	MX	$106K	–	0.12
US 10YR NOTE (CBT)SEP24 XCBT 20240919		Derivative-interest rate	US	$-8K	–	-0.01
US 10YR ULTRA FUT SEP24 XCBT 20240919		Derivative-interest rate	US	$-4K	–	-0.00
US 5YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$-31K	–	-0.04
US LONG BOND(CBT) SEP24 XCBT 20240919		Derivative-interest rate	US	$-11K	–	-0.01
US TREASURY N/B 02/33 3.5 (UNITED STATES GOVT)	Long	Debt	US	$94K	–	0.11
US TREASURY N/B 02/34 4 (UNITED STATES GOVT)	Long	Debt	US	$583K	–	0.68
US TREASURY N/B 02/41 1.875 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	1.35
US TREASURY N/B 02/54 4.25 (UNITED STATES GOVT)	Long	Debt	US	$286K	–	0.33
US TREASURY N/B 04/25 2.875 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	1.82
US TREASURY N/B 05/54 4.625 (UNITED STATES GOVT)	Long	Debt	US	$101K	–	0.12
US TREASURY N/B 09/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$175K	–	0.20
US TREASURY N/B 11/33 4.5 (UNITED STATES GOVT)	Long	Debt	US	$909K	–	1.05
US TREASURY N/B 11/43 4.75 (UNITED STATES GOVT)	Long	Debt	US	$710K	–	0.82
US TREASURY N/B 11/50 1.625 (UNITED STATES GOVT)	Long	Debt	US	$356K	–	0.41
US TREASURY N/B 11/52 4 (UNITED STATES GOVT)	Long	Debt	US	$182K	–	0.21
US TREASURY N/B 11/53 4.75 (UNITED STATES GOVT)	Long	Debt	US	$414K	–	0.48
US ULTRA BOND CBT SEP24 XCBT 20240919		Derivative-interest rate	US	$5K	–	0.01
VENTURE CDO LTD VENTR 2014 17A ARR 144A (VENTURE CLO LTD 2014-17A)	Long	ABS-collateralized bond/debt obligation	KY	$303.06	–	0.00
VIBRANT CLO LTD VIBR 2017 7A A1R 144A (VIBRANT CLO VII LTD)	Long	ABS-collateralized bond/debt obligation	KY	$78K	–	0.09
VOYA CLO LTD VOYA 2019 2A AR 144A (VOYA CLO 2019-2A LTD)	Long	ABS-collateralized bond/debt obligation	KY	$501K	–	0.58
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 2A1 (WASHINGTON MUTUAL 2006-AR10)	Long	ABS-mortgage backed security	US	$13K	–	0.01
WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR (WELLS FARGO & COMPANY)	Long	Debt	US	$197K	–	0.23

Address

PIMCO Variable Insurance Trust

650 Newport Center Drive

Newport Beach

California

92660

United States of America

Websites

www.pimco.com

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. 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.

Royal Bank of Canada

Skandinaviska Enskilda Banken

Skandinaviska Enskilda Banken AB

Stanbic IBTC Bank PLC

Standard Chartered Bank (Thai) PCL

State Street Bank London - Crest

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.