PIMCOFUNDS > PIMCO Variable Insurance Trust
PIMCO Dynamic Bond Portfolio
$81.44M
Avg Monthly Net Assets
$169.61M
Total Assets
$88.85M
Total Liabilities
$80.76M
Net Assets
PIMCO Dynamic Bond Portfolio is a Fund of Funds in PIMCO Variable Insurance Trust
from PIMCOFUNDS,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $81.44M.
On August 28th, 2024 it reported 513 holdings, the largest
being UMBS PASS THRU POOLS (31.2%), (27.6%) and PIMCO FUNDS (17.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Administrative | C000098623 | PUNCBDA | |
| Advisor | C000098625 | PUNCBAD | |
| Institutional | C000098624 | PVUCBPA | |
| M | C000139587 | PUNCBAM |
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 |
|---|---|---|---|---|---|---|
| 31750NII9 PIMCO FXVAN CALL USD MXN 18.98850000 | Derivative-foreign exchange | IE | $-3K | – | -0.00 | |
| 31750O070 PIMCO FXVAN CALL USD JPY 153.5000000 | Derivative-foreign exchange | US | $36K | – | 0.04 | |
| 31750O088 PIMCO FXVAN CALL USD JPY 157.2500000 | Derivative-foreign exchange | US | $-35K | – | -0.04 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 | Derivative-interest rate | US | $869.98 | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 | Derivative-interest rate | US | $-968.87 | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 | Derivative-interest rate | US | $509.78 | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 | Derivative-interest rate | US | $-513.65 | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 | Derivative-interest rate | US | $593.93 | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 | Derivative-interest rate | US | $-594.38 | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 | Derivative-interest rate | US | $641.73 | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 | Derivative-interest rate | US | $-615.55 | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-227.32 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-626.68 | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 | Derivative-interest rate | US | $711.71 | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 | Derivative-interest rate | US | $-628.7 | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 | Derivative-interest rate | US | $882.12 | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 | Derivative-interest rate | US | $-713.97 | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 | Derivative-interest rate | US | $2K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-865.51 | – | -0.00 | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.01 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-325.53 | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-4.39 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-123.7 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-61.92 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-56.75 | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 | Derivative-interest rate | US | $-783.89 | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 | Derivative-interest rate | US | $-970.89 | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-470.43 | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-54.23 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-51.24 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-565.1 | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 | Derivative-interest rate | US | $1K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 | Derivative-interest rate | US | $-882.95 | – | -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 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-645.82 | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-93.37 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-70.03 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-152.97 | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-93.11 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-423.24 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-228.62 | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-514.43 | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-188.23 | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-88.67 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-215.25 | – | -0.00 | |
| ABBVIE INC SR UNSECURED 03/31 4.95 | Long | Debt | US | $200K | – | 0.25 |
| ABX.HE.AAA.06-2 SP BRC | Derivative-credit | US | $-23K | – | -0.03 | |
| ABX.HE.AAA.06-2 SP MYC | Derivative-credit | US | $-27K | – | -0.03 | |
| ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8 (ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $214K | – | 0.26 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $349K | – | 0.43 |
| ALLY FINANCIAL INC SR UNSECURED 01/30 VAR | Long | Debt | US | $103K | – | 0.13 |
| AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3 (AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST) | Long | Debt | US | $239K | – | 0.30 |
| AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375 | Long | Debt | US | $164K | – | 0.20 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1 (AMERICAN HOME MORTGAGE ASSETS 2007-3) | Long | ABS-mortgage backed security | US | $295K | – | 0.36 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.31 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $1K | – | 0.00 | |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | Long | Debt | US | $107K | – | 0.13 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $36K | – | 0.04 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2006 G 1A1 (BANC OF AMERICA FUNDING CORP 2006-G) | Long | ABS-mortgage backed security | US | $313K | – | 0.39 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 1A1 (BANC OF AMERICA FUNDING CORP 2007-A) | Long | ABS-mortgage backed security | US | $276K | – | 0.34 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1 (BANK OF AMERICA MTG SEC 2005-3) | Long | ABS-mortgage backed security | US | $23K | – | 0.03 |
| BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR (BANCA MONTE DEI PASCHI DI SIENA SPA) | Long | Debt | IT | $113K | – | 0.14 |
| BANCO DO BRASIL SA SNR LA SP JPM | Derivative-credit | US | $508.23 | – | 0.00 | |
| BANCO SANTANDER SA SR UNSECURED 03/26 1.849 | Long | Debt | ES | $188K | – | 0.23 |
| BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR (BANK OF AMERICA CORPORATION) | Long | Equity-preferred | US | $199K | 200K | 0.25 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $196K | – | 0.24 |
| BARCLAYS PLC SR UNSECURED 01/26 4.375 | Long | Debt | GB | $295K | – | 0.37 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $220K | – | 0.27 |
| BCAP LLC TRUST BCAP 2011 RR5 15A1 144A (BCAP LLC TRUST 2011-RR5) | Long | ABS-mortgage backed security | US | $127K | – | 0.16 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 15A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1 (BEAR STEARNS ARM TR 2004-8) | Long | ABS-mortgage backed security | US | $227K | – | 0.28 |
| BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1SB 144A (BELLE HAVEN ABS CDO LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $78K | – | 0.10 |
| BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1ST 144A (BELLE HAVEN ABS CDO LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $50K | – | 0.06 |
| BLUE OWL FINANCE LLC COMPANY GUAR 144A 04/34 6.25 | Long | Debt | US | $100K | – | 0.12 |
| BNP PARIBAS 144A 09/28 VAR | Long | Debt | FR | $179K | – | 0.22 |
| BOEING CO SR UNSECURED 144A 05/29 6.298 (BOEING CO/THE) | Long | Debt | US | $101K | – | 0.13 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $408.38 | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $236.74 | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-448.75 | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-6K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-10K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-11K | – | -0.01 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-67K | – | -0.08 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-8K | – | -0.01 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $637.68 | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-931.64 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-199.72 | – | -0.00 | |
| BOUGHT COP SOLD USD 20240815 | Derivative-foreign exchange | CO | $-4K | – | -0.01 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-752.69 | – | -0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240802 | Derivative-foreign exchange | GB | $-189.63 | – | -0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $19.98 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $18.73 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $38.52 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $4K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $150.98 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $144.67 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $142.62 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $123.43 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240715 | Derivative-foreign exchange | IN | $113.98 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $160.8 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $68.96 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $63.35 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $34.84 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $27.19 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $11.46 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $5.36 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-24.53 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-35.89 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-56.87 | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-535.81 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $3K | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $1.11 | – | 0.00 | |
| BOUGHT MXN SOLD USD 20240715 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-146.22 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-315.92 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-474.11 | – | -0.00 | |
| BOUGHT PEN SOLD USD 20240705 | Derivative-foreign exchange | PE | $-606.02 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $877.04 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $48.18 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-11.06 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-14 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-33.23 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-6K | – | -0.01 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-12K | – | -0.01 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $136.21 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240703 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240711 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240712 | Derivative-foreign exchange | TR | $735.47 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240717 | Derivative-foreign exchange | TR | $4K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240723 | Derivative-foreign exchange | TR | $561.83 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240724 | Derivative-foreign exchange | TR | $299.66 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240725 | Derivative-foreign exchange | TR | $487.26 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240726 | Derivative-foreign exchange | TR | $522.01 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240731 | Derivative-foreign exchange | TR | $189.2 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240806 | Derivative-foreign exchange | TR | $933.53 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240807 | Derivative-foreign exchange | TR | $227.41 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240808 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240809 | Derivative-foreign exchange | TR | $525.1 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240814 | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240822 | Derivative-foreign exchange | TR | $365.43 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240827 | Derivative-foreign exchange | TR | $161.24 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240828 | Derivative-foreign exchange | TR | $471.34 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240829 | Derivative-foreign exchange | TR | $312.72 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240903 | Derivative-foreign exchange | TR | $7K | – | 0.01 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $324.57 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240917 | Derivative-foreign exchange | TR | $601.84 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250312 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20250313 | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $9K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $-119.24 | – | -0.00 | |
| BPCE SA 144A 10/34 VAR | Long | Debt | FR | $267K | – | 0.33 |
| CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1 | Long | Loan | US | $100K | – | 0.12 |
| CALIFORNIA STATE MU MUNI SP MYC | Derivative-credit | US | $222.03 | – | 0.00 | |
| CAN 10YR BOND FUT SEP24 XMOD 20240918 | Derivative-interest rate | CA | $5K | – | 0.01 | |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | Long | Debt | US | $206K | – | 0.25 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.62 |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES 2018-2A) | Long | ABS-collateralized bond/debt obligation | KY | $431K | – | 0.53 |
| CARNIVAL CORPORATION 2024 TERM LOAN B2 | Long | Loan | US | $154K | – | 0.19 |
| CBS COMMERCIAL SMALL BALANCE C CBAC 2006 1A A 144A (CBA COMMERCIAL SMALL BALANCE COMMERCIAL MORTGAGE 2006-1A) | Long | ABS-mortgage backed security | US | $297K | – | 0.37 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/28 5 (CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)) | Long | Debt | US | $187K | – | 0.23 |
| CDX HY41 5Y ICE | Derivative-credit | US | $-77K | – | -0.10 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $193K | – | 0.24 | |
| CDX ITRAXX XOV41 5Y ICE | Derivative-credit | $16K | – | 0.02 | ||
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 (CHARTER COMMUNICATIONS OPERATING LLC) | Long | Loan | US | $184K | – | 0.23 |
| CLOUD SOFTWARE GRP INC SR SECURED 144A 03/29 6.5 (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $96K | – | 0.12 |
| CONSTELLATION OIL B SHS EQUITY EQTYMR935 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Equity-common | US | $18K | 168K | 0.02 |
| CONSTELLATION OIL SA SR SECURED 12/26 3 (CONSTELLATION OIL SERVICES HOLDING SA) | Long | Debt | LU | $125K | – | 0.15 |
| COOPERAT RABOBANK UA/NY 10/26 5.5 (COOPERATIEVE RABOBANK UA/NEW YORK BRANCH) | Long | Debt | NL | $302K | – | 0.37 |
| COTY INC SR SECURED 144A 04/26 5 | Long | Debt | US | $198K | – | 0.24 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-4) | Long | ABS-mortgage backed security | US | $292K | – | 0.36 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A15 (COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1) | Long | ABS-mortgage backed security | US | $113K | – | 0.14 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1 (COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19) | Long | ABS-mortgage backed security | US | $103K | – | 0.13 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 25 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2007-25) | Long | ABS-mortgage backed security | US | $169K | – | 0.21 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 3 AF5B (COUNTRYWIDE ASSET-BACKED CERT 2005-3) | Long | ABS-mortgage backed security | US | $35K | – | 0.04 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AF5 (COUNTRYWIDE ASSET-BACKED CERTS 2006-1) | Long | ABS-mortgage backed security | US | $206K | – | 0.26 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-12) | Long | ABS-mortgage backed security | US | $183K | – | 0.23 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A (COUNTRYWIDE ASSET-BACKED CERT 2006-24) | Long | ABS-mortgage backed security | US | $275K | – | 0.34 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3 (COUNTRYWIDE ASSET-BACKED CERTIFICAT 2007-3) | Long | ABS-mortgage backed security | US | $860K | – | 1.07 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 2A3 (COUNTRYWIDE ASSET BACKED CERTIFICATES 2007-BC3) | Long | ABS-mortgage backed security | US | $57K | – | 0.07 |
| COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1 (COUNTRYWIDE HOME LOANS 2005-HY10) | Long | ABS-mortgage backed security | US | $127K | – | 0.16 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 JR2 A1 144A (CSMC 2021-JR2 TRUST) | Long | ABS-mortgage backed security | US | $26K | – | 0.03 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $249K | – | 0.31 |
| DELTA AIR LINES INC SR SECURED 144A 05/25 7 | Long | Debt | US | $403K | – | 0.50 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 1A4B (DEUTSCHE ALT-A SECURITIES LN TR 2007-1) | Long | ABS-mortgage backed security | US | $204K | – | 0.25 |
| DEUTSCHE BANK NY 07/26 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $400K | – | 0.50 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS CORPORATION) | Long | Debt | US | $70K | – | 0.09 |
| DISH NETWORK CORP SR SECURED 144A 11/27 11.75 (DISH NETWORK CORPORATION) | Long | Debt | US | $98K | – | 0.12 |
| DOMINICAN REPUBLIC INTERNATION 06/36 0 (DOMINICAN REPUBLIC GOVT) | Long | Debt | DO | $206K | – | 0.25 |
| DOMINION RESOURCES (DOMINION ENERGY INC) | Long | Debt | US | $249K | – | 0.31 |
| DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 1A1A (DSLA MORTGAGE LOAN TRUST 2006-AR2) | Long | ABS-mortgage backed security | US | $248K | – | 0.31 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $249K | – | 0.31 |
| EURO-BOBL FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-6K | – | -0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-15K | – | -0.02 | |
| EURO-SCHATZ FUT SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5 (EXELA INTERMEDIATE LLC / EXELA FINANCE INC) | Long | Debt | US | $29K | – | 0.04 |
| EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25 | Long | Debt | US | $176K | – | 0.22 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $95K | – | 0.12 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $359K | – | 0.44 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA1 A1 (FIRST HORIZON ALT MTGE SEC 2004-AA1) | Long | ABS-mortgage backed security | US | $40K | – | 0.05 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2005-AA11) | Long | ABS-mortgage backed security | US | $46K | – | 0.06 |
| FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1 (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3) | Long | ABS-mortgage backed security | US | $51K | – | 0.06 |
| FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 1A1 (FIRST HORIZON MTGE PT TR 2007-AR3) | Long | ABS-mortgage backed security | US | $153K | – | 0.19 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $317K | – | 0.39 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-2M | – | -2.13 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 3.29 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $4M | – | 4.88 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $3M | – | 4.32 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $25M | – | 31.23 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 1.95 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 2.48 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $2M | – | 2.27 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $200K | – | 0.25 |
| FREDDIE MAC FHR 4704 SK (FREDDIE MAC REMICS 4704) | Long | ABS-mortgage backed security | US | $45K | – | 0.06 |
| FREDDIE MAC FHR 5064 PI (FREDDIE MAC REMICS 5064) | Long | ABS-mortgage backed security | US | $99K | – | 0.12 |
| FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75 (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $103K | – | 0.13 |
| GENERAL ELECTRIC COMPANY SNR S* ICE | Derivative-credit | US | $7K | – | 0.01 | |
| GEORGIA POWER CO SR UNSECURED 05/32 4.7 (GEORGIA POWER COMPANY) | Long | Debt | US | $97K | – | 0.12 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $249K | – | 0.31 |
| GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS) | Short | ABS-mortgage backed security | US | $-185K | – | -0.23 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $96K | – | 0.12 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | Long | Debt | US | $383K | – | 0.47 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 176 FW (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-176) | Long | ABS-mortgage backed security | US | $101K | – | 0.13 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 44 TF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-44) | Long | ABS-mortgage backed security | US | $98K | – | 0.12 |
| GSAA HOME EQUITY TRUST GSAA 2006 10 AF3 (GSAA HOME EQUITY TRUST 2006-10) | Long | ABS-mortgage backed security | US | $217K | – | 0.27 |
| GSAMP TRUST GSAMP 2006 FM3 A2C (GSAMP TRUST 2006-FM3) | Long | ABS-mortgage backed security | US | $336K | – | 0.42 |
| GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP1 1A3 144A (GSMPS MORTGAGE LOAN TRUST 2005-RP1) | Long | ABS-mortgage backed security | US | $228K | – | 0.28 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $238K | – | 0.29 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 2A3 (HARBORVIEW MORTGAGE LOAN TR 2004-8) | Long | ABS-mortgage backed security | US | $14K | – | 0.02 |
| HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $92K | – | 0.11 |
| HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR | Long | Debt | GB | $417K | – | 0.52 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $445K | – | 0.55 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $123K | – | 0.15 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1 (INDYMAC INDX MTGE LOAN TR 2004-AR6) | Long | ABS-mortgage backed security | US | $12K | – | 0.02 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR15 2A1 (INDYMAC INDX MORTGAGE LOAN TR 2007-AR15) | Long | ABS-mortgage backed security | US | $125K | – | 0.15 |
| ING GROEP NV SR UNSECURED 03/35 VAR | Long | Debt | NL | $198K | – | 0.24 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $250K | – | 0.31 |
| INTESA SANPAOLO SPA 144A 09/24 3.25 | Long | Debt | IT | $397K | – | 0.49 |
| IRS EUR 0.65000 04/12/22-5Y LCH | Derivative-interest rate | $-15K | – | -0.02 | ||
| 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 | $-7K | – | -0.01 | ||
| IRS EUR 1.00000 05/13/22-5Y LCH | Derivative-interest rate | $-13K | – | -0.02 | ||
| IRS EUR 1.00000 05/18/22-5Y LCH | Derivative-interest rate | $-6K | – | -0.01 | ||
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $768 | – | 0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-13K | – | -0.02 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-980.03 | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $243.54 | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-429.03 | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-312.5 | – | -0.00 | ||
| IRS PLN 4.64100 02/19/24-5Y CME | Derivative-interest rate | PL | $-6K | – | -0.01 | |
| IRS PLN 4.81000 02/16/24-5Y CME | Derivative-interest rate | PL | $-5K | – | -0.01 | |
| IRS PLN 4.97000 03/21/24-5Y CME | Derivative-interest rate | PL | $-3K | – | -0.00 | |
| IRS PLN 5.15750 03/22/24-3Y CME | Derivative-interest rate | PL | $-3K | – | -0.00 | |
| IRS PLN 5.16000 03/21/24-3Y CME | Derivative-interest rate | PL | $-3K | – | -0.00 | |
| IRS PLN 6.16000 09/16/22-5Y CME | Derivative-interest rate | PL | $-29K | – | -0.04 | |
| IRS PLN 6.24000 09/23/22-5Y CME | Derivative-interest rate | PL | $-26K | – | -0.03 | |
| IRS PLN 6.25000 09/23/22-5Y CME | Derivative-interest rate | PL | $-36K | – | -0.04 | |
| IRS PLN 6.27000 09/20/22-5Y CME | Derivative-interest rate | PL | $-29K | – | -0.04 | |
| IRS PLN 6.28000 09/26/22-5Y CME | Derivative-interest rate | PL | $-30K | – | -0.04 | |
| IRS PLN 6.31000 09/19/22-5Y CME | Derivative-interest rate | PL | $-32K | – | -0.04 | |
| IRS PLN 6.98500 10/11/22-5Y CME | Derivative-interest rate | PL | $-62K | – | -0.08 | |
| IRS PLN 7.15600 10/13/22-5Y CME | Derivative-interest rate | PL | $-35K | – | -0.04 | |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $250K | – | 0.31 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $188K | – | 0.23 |
| JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $201K | – | 0.25 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $299K | – | 0.37 |
| KKR FINANCIAL CLO LTD KKR 12 AR2A 144A (KKR CLO LTD 12) | Long | ABS-collateralized bond/debt obligation | KY | $221K | – | 0.27 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.31 |
| LCM LTD PARTNERSHIP LCM 25A AR 144A (LCM XXV LTD 25A) | Long | ABS-collateralized bond/debt obligation | KY | $163K | – | 0.20 |
| LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875 | Long | Debt | NL | $495K | – | 0.61 |
| LEHMAN XS TRUST LXS 2006 GP4 3A5 (LEHMAN XS TRUST 2006 GP4) | Long | ABS-mortgage backed security | US | $185K | – | 0.23 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $1M | – | 1.58 |
| LIFEPOINT HEALTH INC 2024 TERM LOAN B | Long | Loan | US | $429K | – | 0.53 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR | Long | Debt | GB | $200K | – | 0.25 |
| MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT) | Long | Debt | MX | $40K | – | 0.05 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $58K | – | 0.07 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $168K | – | 0.21 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $390K | – | 0.48 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A (MF1 2021-FL7 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $205K | – | 0.25 |
| MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2 (MIWD HOLDCO II LLC) | Long | Loan | US | $101K | – | 0.12 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 04/29 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) | Long | Debt | JP | $201K | – | 0.25 |
| MODENA BUYER LLC TERM LOAN (EUC (MODENA BUYER LLC)) | Long | Loan | US | $98K | – | 0.12 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 A4 (MORGAN STANLEY ABS CAPITAL I 2006-HE1) | Long | ABS-mortgage backed security | US | $106K | – | 0.13 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE2 A2C (MORGAN STANLEY CAPITAL INC 2006-HE2) | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-NC5) | Long | ABS-mortgage backed security | US | $179K | – | 0.22 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1 (MORGAN STANLEY ABS CAPITAL I 2006-WMC2) | Long | ABS-mortgage backed security | US | $196K | – | 0.24 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2C (MORGAN STANLEY ABS CAPITAL I 2006-WMC2) | Long | ABS-mortgage backed security | US | $220K | – | 0.27 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C (MORGAN STANLEY ABS CAPITAL I 2007-NC1) | Long | ABS-mortgage backed security | US | $63K | – | 0.08 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | Long | Debt | US | $199K | – | 0.25 |
| MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A (MORTGAGE EQUITY CONVER ASSET TR 2007-FF3) | Long | ABS-mortgage backed security | US | $174K | – | 0.22 |
| NATIONWIDE BLDG SOCIETY 144A 03/29 VAR (NATIONWIDE BUILDING SOCIETY) | Long | Debt | GB | $479K | – | 0.59 |
| NATIONWIDE BUILDING SOC CCDS PREFERENCE (NATIONWIDE BUILDING SOCIETY) | Long | Equity-preferred | GB | $41K | 250 | 0.05 |
| NATWEST GROUP PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $196K | – | 0.24 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A) | Long | ABS-mortgage backed security | US | $152K | – | 0.19 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.31 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $478K | – | 0.59 |
| NOMURA HOME EQUITY LOAN INC NHELI 2007 1 1A4 (NOMURA HOME EQUITY LOAN INC 2007-1) | Long | ABS-mortgage backed security | US | $524K | – | 0.65 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH | Derivative-interest rate | CA | $-5K | – | -0.01 | |
| OIS CAD CAONREPO/4.00000 06/21/23-2Y LCH | Derivative-interest rate | CA | $-24K | – | -0.03 | |
| ORGANON + CO/ORGANON FOR SR SECURED 144A 04/28 4.125 (ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV) | Long | Debt | US | $186K | – | 0.23 |
| OZLM LTD OZLM 2014 8A A1R3 144A (OZLM VIII LTD 2014-8A) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.12 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $193K | – | 0.24 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $102K | – | 0.13 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $189K | – | 0.23 |
| PARIBAS REPO | Long | Repurchase agreement | US | $22M | – | 27.61 |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/25 3.95 (PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP) | Long | Debt | US | $296K | – | 0.37 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95 (PETROLEOS MEXICANOS (PEMEX)) | Long | Debt | MX | $81K | – | 0.10 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $14M | – | 17.04 |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 (PERU GOVT) | Long | Debt | PE | $126K | – | 0.16 |
| REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT) | Long | Debt | PE | $134K | – | 0.17 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $183K | – | 0.23 |
| REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT) | Long | Debt | ZA | $1M | – | 1.55 |
| REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625 (TURKEY GOVT) | Long | Debt | TR | $202K | – | 0.25 |
| REPUBLIC OF TURKIYE SR UNSECURED 08/24 6.35 (TURKEY GOVT) | Long | Debt | TR | $300K | – | 0.37 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA5 2A1 (RESIDENTIAL ACCREDIT LOANS 2007-QA5) | Long | ABS-mortgage backed security | US | $368K | – | 0.46 |
| RFR GBP SONIO/4.00000 09/18/24-5Y LCH | Derivative-interest rate | GB | $14K | – | 0.02 | |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | Derivative-interest rate | JP | $-6K | – | -0.01 | |
| RFR USD SOFR/1.70000 09/19/23-5Y LCH | Derivative-interest rate | US | $-123K | – | -0.15 | |
| RFR USD SOFR/1.72500 09/19/23-5Y CME | Derivative-interest rate | US | $-183K | – | -0.23 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME | Derivative-interest rate | US | $256K | – | 0.32 | |
| RFR USD SOFR/1.82700 07/03/23-5Y LCH | Derivative-interest rate | US | $-183K | – | -0.23 | |
| RFR USD SOFR/1.84200 09/19/23-30Y LCH | Derivative-interest rate | US | $73K | – | 0.09 | |
| RFR USD SOFR/1.87400 09/19/23-30Y CME | Derivative-interest rate | US | $107K | – | 0.13 | |
| RFR USD SOFR/1.99850 07/03/23-30Y LCH | Derivative-interest rate | US | $102K | – | 0.13 | |
| RFR USD SOFR/2.84100 10/31/23-1Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/2.84500 11/15/23-1Y LCH | Derivative-interest rate | US | $-26K | – | -0.03 | |
| RFR USD SOFR/2.92000 10/17/23-1Y LCH | Derivative-interest rate | US | $-8K | – | -0.01 | |
| RFR USD SOFR/2.97300 10/27/23-1Y 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/3.08000 02/23/23-30Y LCH | Derivative-interest rate | US | $-13K | – | -0.02 | |
| RFR USD SOFR/3.14000 10/25/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.19000 10/25/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.22500 10/25/23-1Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.47000 02/22/23-7Y LCH | Derivative-interest rate | US | $-7K | – | -0.01 | |
| RFR USD SOFR/3.54542 03/01/24-7Y* LCH | Derivative-interest rate | US | $6K | – | 0.01 | |
| RFR USD SOFR/3.55500 03/05/24-30Y LCH | Derivative-interest rate | US | $-4K | – | -0.01 | |
| RFR USD SOFR/3.5815* 03/01/24-7Y* LCH | Derivative-interest rate | US | $71K | – | 0.09 | |
| RFR USD SOFR/3.58876 03/01/24-7Y* LCH | Derivative-interest rate | US | $147K | – | 0.18 | |
| RFR USD SOFR/3.59400 01/09/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.59507 03/01/24-7Y* LCH | Derivative-interest rate | US | $46K | – | 0.06 | |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.60080 03/01/24-7Y* LCH | Derivative-interest rate | US | $11K | – | 0.01 | |
| RFR USD SOFR/3.60089 03/01/24-7Y* LCH | Derivative-interest rate | US | $29K | – | 0.04 | |
| RFR USD SOFR/3.62330 03/01/24-7Y* LCH | Derivative-interest rate | US | $11K | – | 0.01 | |
| RFR USD SOFR/3.64750 01/08/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/3.65000 03/05/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH | Derivative-interest rate | US | $-5K | – | -0.01 | |
| RFR USD SOFR/3.65000 12/05/23-1Y LCH | Derivative-interest rate | US | $-11K | – | -0.01 | |
| RFR USD SOFR/3.65500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.6637* 03/01/24-7Y* LCH | Derivative-interest rate | US | $7K | – | 0.01 | |
| RFR USD SOFR/3.67000 01/08/24-10Y LCH | Derivative-interest rate | US | $6K | – | 0.01 | |
| RFR USD SOFR/3.6766* 03/01/24-7Y* LCH | Derivative-interest rate | US | $5K | – | 0.01 | |
| RFR USD SOFR/3.68500 01/24/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.68900 03/01/24-7Y* LCH | Derivative-interest rate | US | $26K | – | 0.03 | |
| RFR USD SOFR/3.69100 03/01/24-7Y* LCH | Derivative-interest rate | US | $12K | – | 0.01 | |
| RFR USD SOFR/3.70000 03/05/24-10Y LCH | Derivative-interest rate | US | $-5K | – | -0.01 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH | Derivative-interest rate | US | $24K | – | 0.03 | |
| RFR USD SOFR/3.72500 02/07/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.73500 01/23/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.7351* 03/01/24-7Y* LCH | Derivative-interest rate | US | $15K | – | 0.02 | |
| RFR USD SOFR/3.73800 01/23/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH | Derivative-interest rate | US | $6K | – | 0.01 | |
| RFR USD SOFR/3.75000 01/02/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.75000 12/18/24-5Y CME | Derivative-interest rate | US | $26K | – | 0.03 | |
| RFR USD SOFR/3.78300 02/07/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.80000 03/10/23-5Y LCH | Derivative-interest rate | US | $-4K | – | -0.00 | |
| RFR USD SOFR/3.80000 08/30/23-10Y LCH | Derivative-interest rate | US | $-8K | – | -0.01 | |
| RFR USD SOFR/3.81000 01/02/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/3.86000 02/21/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.90000 08/30/23-10Y LCH | Derivative-interest rate | US | $-12K | – | -0.02 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.03000 12/15/23-10Y LCH | Derivative-interest rate | US | $447.1 | – | 0.00 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.15000 10/12/23-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.17500 10/10/23-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $5K | – | 0.01 | |
| RFR USD SOFR/4.20000 10/18/23-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.23000 10/23/23-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/4.25500 10/23/23-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.43500 11/01/23-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.45000 10/31/23-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFR USD SOFR/4.45000 11/01/23-10Y LCH | Derivative-interest rate | US | $3K | – | 0.00 | |
| RFRF USD SF+26.161/1.80 10/01/23-8Y CME | Derivative-interest rate | US | $-228K | – | -0.28 | |
| RFRF USD SF+26.161/2.25 06/20/18-10Y LCH | Derivative-interest rate | US | $676K | – | 0.84 | |
| RFRF USD SOFR/2.00000 10/27/23-5Y LCH | Derivative-interest rate | US | $-50K | – | -0.06 | |
| RFRF USD SOFR/2.06000 10/27/23-30Y LCH | Derivative-interest rate | US | $35K | – | 0.04 | |
| ROMANIA UNSECURED 144A 07/30 1.75 (ROMANIA GOVT) | Long | Debt | RO | $88K | – | 0.11 |
| SECURITIZED ASSET BACKED RECEI SABR 2004 OP1 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-OP1) | Long | ABS-mortgage backed security | US | $89K | – | 0.11 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1 (SECURITIZED ASSET BACKED RECEIVABLES LLC TRUST 2005-FR5) | Long | ABS-mortgage backed security | US | $312K | – | 0.39 |
| SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A (SIERRA MADRE FUNDING LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.19 |
| SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A (SIERRA MADRE FUNDING LTD 2004-1A) | Long | ABS-collateralized bond/debt obligation | KY | $807K | – | 1.00 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-4K | – | -0.01 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-235.55 | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $113K | – | 0.14 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $49K | – | 0.06 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $8K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $8K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $12K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $11K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $8K | – | 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 | $451.32 | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-3K | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-666.95 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $3K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $913.47 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $7K | – | 0.01 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $28K | – | 0.03 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $473.26 | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $909.22 | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $192.6 | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $126.04 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $2K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $535.31 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $596.78 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $496.49 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $85.68 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $74.36 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-517.6 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-321.58 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-13K | – | -0.02 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $483.01 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $475.09 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $316.58 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $147.51 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240705 | Derivative-foreign exchange | PE | $2K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240730 | Derivative-foreign exchange | PE | $604.68 | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240801 | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| SOLD PEN BOUGHT USD 20240801 | Derivative-foreign exchange | PE | $294.92 | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $-8K | – | -0.01 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $226.4 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-159.61 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $755.83 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $681.33 | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240715 | Derivative-foreign exchange | TW | $485.74 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-8K | – | -0.01 | |
| SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95 (SOUTHERN CALIFORNIA GAS COMPANY) | Long | Debt | US | $94K | – | 0.12 |
| STATE OF ISRAEL SR UNSECURED 03/29 5.375 (ISRAEL GOVT) | Long | Debt | IL | $393K | – | 0.49 |
| STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR (STICHTING AK RABOBANK CERTIFICATEN) | Long | Equity-preferred | NL | $17K | 15K | 0.02 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR7 A10 (STRUCTURED ASSET MTG INV INC 2006-AR7) | Long | ABS-mortgage backed security | US | $42K | – | 0.05 |
| STRYKER CORP SR UNSECURED 12/28 4.85 (STRYKER CORPORATION) | Long | Debt | US | $199K | – | 0.25 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-MOBILE USA INC) | Long | Debt | US | $281K | – | 0.35 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $349K | – | 0.43 |
| THAMES WATER UTIL FIN SR SECURED REGS 07/34 4.375 (THAMES WATER UTILITIES FINANCE PLC) | Long | Debt | GB | $100K | – | 0.12 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A1 (THORNBURG MORTGAGE SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A (THORNBURG MORTGAGE SECURITIES TRUST 2007-2) | Long | ABS-mortgage backed security | US | $110K | – | 0.14 |
| TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0 (TOBACCO SETTLEMENT FINANCE AUTHORITY) | Long | Debt | US | $92K | – | 0.11 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4) | Long | ABS-mortgage backed security | US | $332K | – | 0.41 |
| TREASURY BILL 10/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 2.07 |
| TRIAXX PRIME CDO TRIAX 2007 1A A1D 144A (TRIAXX PRIME CDO 2007-1A) | Long | ABS-collateralized bond/debt obligation | KY | $515.38 | – | 0.00 |
| TSY INFL IX N/B 01/27 2.375 (UNITED STATES GOVT) | Long | Debt | US | $16K | – | 0.02 |
| TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 2.05 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 2.16 |
| TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 1.93 |
| UBS GROUP AG SR UNSECURED 144A 12/27 VAR | Long | Debt | CH | $254K | – | 0.31 |
| UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 (UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST) | Long | Debt | US | $55K | – | 0.07 |
| UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 | Long | Debt | US | $280K | – | 0.35 |
| UNITED MEXICAN STATES SR UNSECURED 02/35 6.35 (MEXICO GOVT) | Long | Debt | MX | $202K | – | 0.25 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $-48K | – | -0.06 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-46K | – | -0.06 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $13K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $7K | – | 0.01 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US TREASURY N/B 02/26 0.5 (UNITED STATES GOVT) | Long | Debt | US | $931K | – | 1.15 |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $-16K | – | -0.02 | |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC) | Long | Debt | US | $85K | – | 0.11 |
| VICI PROPERTIES LP SR UNSECURED 02/30 4.95 | Long | Debt | US | $193K | – | 0.24 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR6 2A1A (WASHINGTON MUTUAL 2005-AR6) | Long | ABS-mortgage backed security | US | $18K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638 | Long | Debt | US | $98K | – | 0.12 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 1A5 (WMALT MTGE PASS-THRU CERT 2005-7) | Long | ABS-mortgage backed security | US | $144K | – | 0.18 |
| WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $191K | – | 0.24 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 02/27 1 (WELLS FARGO & COMPANY) | Long | Debt | US | $100K | – | 0.12 |
| WELLS FARGO BANK NA SR UNSECURED 12/26 5.254 | Long | Debt | US | $200K | – | 0.25 |
| ZCS BRL 10.7684 04/19/24-01/04/27 CME | Derivative-interest rate | BR | $-74K | – | -0.09 | |
| ZCS BRL 11.49576 06/14/24-01/04/27 CME | Derivative-interest rate | BR | $-4K | – | -0.00 | |
| ZCS BRL 11.5661 06/18/24-01/04/27 CME | Derivative-interest rate | BR | $-12K | – | -0.01 | |
| ZCS BRL 11.691 06/27/24-01/04/27 CME | Derivative-interest rate | BR | $14K | – | 0.02 |
Address
PIMCO Variable Insurance Trust
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Canada Self Custody
Citibank Europe PLC Portugal Branch
Citibank Europe PLC Spain Branch
Citibank N.A.
Citibank N.A.
Citibank N.A. Lima
Citibank N.A. Mexico
Citibank Santiago, Chile
Citibank, N.A.
Credit Suisse (Schweiz) AG
Euroclear
First Abu Dhabi Bank PJSC
Firstrand Bank Limited
HSBC Bank (China) Company Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Royal Bank of Canada
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB
Stanbic IBTC Bank PLC
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Goldman Sachs & Co.