PIMCOFUNDS > PIMCO Variable Insurance Trust

PIMCO Income Portfolio

Fund of Funds Underlying fund

Series ID: S000052997

LEI: 549300MOZXYNRRLD4N87

SEC CIK: 1047304

$502.72M Avg Monthly Net Assets

$1.20B Total Assets

$540.98M Total Liabilities

$654.63M Net Assets

PIMCO Income Portfolio is a Fund of Funds in PIMCO Variable Insurance Trust from PIMCOFUNDS, based in California, United States of America. The fund has three share classes and monthly net assets of $502.72M. On August 28th, 2024 it reported 1,074 holdings, the largest being UMBS PASS THRU POOLS (11.0%), UMBS PASS THRU POOLS (8.9%) and UMBS PASS THRU POOLS (7.2%). Data provided by Fincoded.

Share Classes

Name	Class/Contract ID	Ticker
Administrative Class	C000166584	PIINCAM
Advisor Class	C000166585	PIINCAV
Institutional Class	C000166586	PIINCIS

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 DEC24 XCME 20250318		Derivative-interest rate	US	$72K	–	0.01
3 MONTH SOFR FUT DEC25 XCME 20260317		Derivative-interest rate	US	$50K	–	0.01
3 MONTH SOFR FUT JUN24 XCME 20240917		Derivative-interest rate	US	$96K	–	0.01
3 MONTH SOFR FUT JUN25 XCME 20250916		Derivative-interest rate	US	$54K	–	0.01
3 MONTH SOFR FUT MAR25 XCME 20250617		Derivative-interest rate	US	$53K	–	0.01
3 MONTH SOFR FUT MAR26 XCME 20260616		Derivative-interest rate	US	$42K	–	0.01
3 MONTH SOFR FUT SEP24 XCME 20241217		Derivative-interest rate	US	$85K	–	0.01
3 MONTH SOFR FUT SEP25 XCME 20251216		Derivative-interest rate	US	$44K	–	0.01
31750NJ72 PIMCO FXVAN CALL USD MXN 18.23000000		Derivative-foreign exchange	US	$-35K	–	-0.01
31750NJB3 PIMCO FXVAN CALL USD MXN 18.25000000		Derivative-foreign exchange	US	$-35K	–	-0.01
31750NMB9 PIMCO FXVAN CALL USD MXN 18.15000000		Derivative-foreign exchange	US	$-43K	–	-0.01
31750O8X5 OTC ECAL FN 5.0 JUL24 97.96875 CALL		Derivative-interest rate	US	$-54.16	–	-0.00
317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708		Derivative-interest rate	US	$-19.68	–	-0.00
317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708		Derivative-interest rate	US	$-517.88	–	-0.00
317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072		Derivative-interest rate	US	$-454.64	–	-0.00
317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407		Derivative-interest rate	US	$-1K	–	-0.00
317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628		Derivative-interest rate	US	$-0.04	–	–
317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062		Derivative-interest rate	US	$-3K	–	-0.00
317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628		Derivative-interest rate	US	$-0.03	–	–
317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062		Derivative-interest rate	US	$-0.03	–	–
317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062		Derivative-interest rate	US	$-0.07	–	–
317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406		Derivative-interest rate	US	$-2K	–	-0.00
317U66EA6 PIMCO SWAPTION 3.8435 CALL USD 20240		Derivative-interest rate	US	$-1K	–	-0.00
317U66FA5 PIMCO SWAPTION 4.1935 PUT USD 202407		Derivative-interest rate	US	$-181.3	–	-0.00
317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704		Derivative-interest rate	US	$-100.35	–	-0.00
317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704		Derivative-interest rate	US	$-134.14	–	-0.00
317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705		Derivative-interest rate	US	$-185.75	–	-0.00
317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705		Derivative-interest rate	US	$-170.24	–	-0.00
317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071		Derivative-interest rate	US	$-344.33	–	-0.00
317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407		Derivative-interest rate	US	$-3K	–	-0.00
317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071		Derivative-interest rate	US	$-1K	–	-0.00
317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711		Derivative-interest rate	US	$-135.58	–	-0.00
317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708		Derivative-interest rate	US	$-230.58	–	-0.00
317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070		Derivative-interest rate	US	$-3K	–	-0.00
317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071		Derivative-interest rate	US	$-339.38	–	-0.00
317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715		Derivative-interest rate	US	$-2K	–	-0.00
317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407		Derivative-interest rate	US	$-528.39	–	-0.00
317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071		Derivative-interest rate	US	$-5K	–	-0.00
317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407		Derivative-interest rate	US	$-404.37	–	-0.00
317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071		Derivative-interest rate	US	$-2K	–	-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
317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071		Derivative-interest rate	US	$-279.33	–	-0.00
317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718		Derivative-interest rate	US	$-1K	–	-0.00
317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071		Derivative-interest rate	US	$-6K	–	-0.00
317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407		Derivative-interest rate	US	$-1K	–	-0.00
317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722		Derivative-interest rate	US	$-5K	–	-0.00
317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072		Derivative-interest rate	US	$-2K	–	-0.00
317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407		Derivative-interest rate	US	$-2K	–	-0.00
317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072		Derivative-interest rate	US	$-6K	–	-0.00
317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726		Derivative-interest rate	US	$-1K	–	-0.00
317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072		Derivative-interest rate	US	$-860.61	–	-0.00
317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729		Derivative-interest rate	US	$-3K	–	-0.00
317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072		Derivative-interest rate	US	$-1K	–	-0.00
317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729		Derivative-interest rate	US	$-2K	–	-0.00
317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072		Derivative-interest rate	US	$-979.45	–	-0.00
AEGIS ASSET BACKED SECURITIES AABST 2004 5 M2 (AEGIS ASSET BACKED SEC TR 2004-5)	Long	ABS-mortgage backed security	US	$772K	–	0.12
AEGIS ASSET BACKED SECURITIES AABST 2006 1 A2 (AEGIS ASSET BACKED SECURITIES TR 2006-1)	Long	ABS-mortgage backed security	US	$2M	–	0.36
AGL CLO 6 LTD AGL 2020 6A AR 144A (AGL CLO 6 LTD 2020-6A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.38
AIRBUS FINANCE BV SNR SE ICE		Derivative-credit	NL	$27K	–	0.00
ALESCO PREFERRED FUNDING LTD ALESC 5A A1 144A (ALESCO PREFERRED FUNDING LTD 5A)	Long	ABS-collateralized bond/debt obligation	KY	$71K	–	0.01
ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A (ALLEGRO CLO XI LTD 2019-2A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.46
ALTICE FRANCE SA 2023 EUR TERM LOAN B14	Long	Loan	FR	$80K	–	0.01
ALTICE FRANCE SA 2023 USD TERM LOAN B14	Long	Loan	FR	$369K	–	0.06
ALTICE FRANCE SA SR SECURED REGS 01/28 3.375	Long	Debt	FR	$75K	–	0.01
AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35 (AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST)	Long	Debt	US	$12K	–	0.00
AMER AIRLN 13 1 A PASS T AMER AIRLN 13 1 A PASS T (AMERICAN AIRLINES 2013-1 CLASS A PASS THROUGH TRUST)	Long	Debt	US	$360K	–	0.06
AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A4 (AMERICAN HOME MTGE INV TRUST 2006-2)	Long	ABS-mortgage backed security	US	$893K	–	0.14
AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M3 (AMERIQUEST MTGE SEC INC 2004-R8)	Long	ABS-mortgage backed security	US	$2M	–	0.25
AMSURG EQUITY EQTYAS910 (AMSURG (AMBULATORY TOPCO LLC))	Long	Equity-common	US	$1M	22K	0.17
ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.50
ARGENT SECURITIES INC. ARSI 2006 M1 A2D (ARGENT SECURITIES INC 2006-M1)	Long	ABS-mortgage backed security	US	$4M	–	0.56
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A2 (ASSET BACKED FUNDING CERT 2006-OPT3)	Long	ABS-mortgage backed security	US	$2M	–	0.33
ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5 (ASSET BACKED SEC CORP HM EQ 2005-HE5)	Long	ABS-mortgage backed security	US	$10M	–	1.46
AT&T INC SNR S* ICE		Derivative-credit	US	$8K	–	0.00
AT&T INC SNR S* ICE		Derivative-credit	US	$3K	–	0.00
AUST 10Y BOND FUT SEP24 XSFE 20240916		Derivative-interest rate	AU	$-66.11	–	-0.00
AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LL)	Long	ABS-other	US	$1M	–	0.19
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED)	Long	Debt	KY	$2M	–	0.27
AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A)	Long	ABS-mortgage backed security	GB	$5M	–	0.84
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 2A AR 144A (BAIN CAPITAL CREDIT CLO 2019-2)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.46
BALLYROCK LTD BALLY 2021 16A A1 144A (BALLYROCK CLO 16 LTD 2021-16A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.38
BANCA MONTE DEI PASCHI S REGS 01/26 1.875 (BANCA MONTE DEI PASCHI DI SIENA SPA)	Long	Debt	IT	$2M	–	0.24
BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65 (BANCO DE CREDITO DEL PERU SA)	Long	Debt	PE	$103K	–	0.02
BANCO SANTANDER SA 11/28 6.607	Long	Debt	ES	$3M	–	0.40
BANK OF AMERICA CORP SR UNSECURED 01/28 VAR (BANK OF AMERICA CORPORATION)	Long	Debt	US	$771K	–	0.12
BANK OF AMERICA CORP SR UNSECURED 04/34 VAR (BANK OF AMERICA CORPORATION)	Long	Debt	US	$3M	–	0.41
BARCLAYS PLC SR UNSECURED 05/34 VAR	Long	Debt	GB	$773K	–	0.12
BARCLAYS PLC SR UNSECURED 11/33 VAR	Long	Debt	GB	$3M	–	0.41
BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5	Long	Debt	US	$3M	–	0.46
BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 (BEAR STEARNS ALT-A TRUST 2006-8)	Long	ABS-mortgage backed security	US	$3M	–	0.42
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 (BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11)	Long	ABS-mortgage backed security	US	$6M	–	0.96
BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M1 (BEAR STEARNS ASSETBK SEC 2005-AQ2)	Long	ABS-mortgage backed security	US	$520K	–	0.08
BOEING CO SR UNSECURED 02/28 3.25 (BOEING CO/THE)	Long	Debt	US	$2M	–	0.24
BOEING CO SR UNSECURED 05/30 5.15 (BOEING CO/THE)	Long	Debt	US	$1M	–	0.21
BONOS DE TESORERIA SR UNSECURED 08/32 6.15 (PERU GOVT)	Long	Debt	PE	$157K	–	0.02
BONOS DE TESORERIA SR UNSECURED 08/34 5.4 (PERU GOVT)	Long	Debt	PE	$69K	–	0.01
BONOS DE TESORERIA SR UNSECURED 08/40 5.35 (PERU GOVT)	Long	Debt	PE	$21K	–	0.00
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 (PERU GOVT)	Long	Debt	PE	$53K	–	0.01
BOUGHT AUD SOLD USD 20240702		Derivative-foreign exchange	AU	$5K	–	0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-11K	–	-0.00
BOUGHT BRL SOLD USD 20240702		Derivative-foreign exchange	BR	$-50K	–	-0.01
BOUGHT BRL SOLD USD 20240802		Derivative-foreign exchange	BR	$-789K	–	-0.12
BOUGHT CAD SOLD USD 20240702		Derivative-foreign exchange	CA	$4K	–	0.00
BOUGHT CNH SOLD USD 20241025		Derivative-foreign exchange	CN	$-12K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-6K	–	-0.00
BOUGHT EUR SOLD USD 20240702		Derivative-foreign exchange		$-20K	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-20K	–	-0.00
BOUGHT GBP SOLD USD 20240702		Derivative-foreign exchange	GB	$-91K	–	-0.01
BOUGHT IDR SOLD USD 20240722		Derivative-foreign exchange	ID	$802.25	–	0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-2K	–	-0.00
BOUGHT ILS SOLD USD 20240718		Derivative-foreign exchange	IL	$-5K	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$4K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$1K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$1K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$1K	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$632.03	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$562.5	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$493.24	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$207.93	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$97.17	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$77.09	–	0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-444.97	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-651.01	–	-0.00
BOUGHT INR SOLD USD 20240924		Derivative-foreign exchange	IN	$-1K	–	-0.00
BOUGHT JPY SOLD USD 20240702		Derivative-foreign exchange	JP	$-447K	–	-0.07
BOUGHT JPY SOLD USD 20240802		Derivative-foreign exchange	JP	$-31K	–	-0.00
BOUGHT KRW SOLD USD 20240708		Derivative-foreign exchange	KR	$-191.68	–	-0.00
BOUGHT MXN SOLD USD 20240715		Derivative-foreign exchange	MX	$50.26	–	0.00
BOUGHT MXN SOLD USD 20250131		Derivative-foreign exchange	MX	$-8K	–	-0.00
BOUGHT MXN SOLD USD 20250204		Derivative-foreign exchange	MX	$-8K	–	-0.00
BOUGHT MXN SOLD USD 20250212		Derivative-foreign exchange	MX	$-12K	–	-0.00
BOUGHT NOK SOLD USD 20240702		Derivative-foreign exchange	NO	$-188.93	–	-0.00
BOUGHT NOK SOLD USD 20240802		Derivative-foreign exchange	NO	$-22.65	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-720.2	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-9K	–	-0.00
BOUGHT NZD SOLD USD 20240702		Derivative-foreign exchange	NZ	$-10K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-1K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-3K	–	-0.00
BOUGHT NZD SOLD USD 20240802		Derivative-foreign exchange	NZ	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-351.49	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-828.29	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-4K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-6K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-8K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-12K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-14K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-14K	–	-0.00
BOUGHT PLN SOLD USD 20240722		Derivative-foreign exchange	PL	$-29K	–	-0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$528.5	–	0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$38.24	–	0.00
BOUGHT SGD SOLD USD 20240702		Derivative-foreign exchange	SG	$-4K	–	-0.00
BOUGHT TRY SOLD USD 20240705		Derivative-foreign exchange	TR	$22K	–	0.00
BOUGHT TRY SOLD USD 20240711		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TRY SOLD USD 20240716		Derivative-foreign exchange	TR	$7K	–	0.00
BOUGHT TRY SOLD USD 20240716		Derivative-foreign exchange	TR	$7K	–	0.00
BOUGHT TRY SOLD USD 20240717		Derivative-foreign exchange	TR	$21K	–	0.00
BOUGHT TRY SOLD USD 20240723		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TRY SOLD USD 20240724		Derivative-foreign exchange	TR	$4K	–	0.00
BOUGHT TRY SOLD USD 20240724		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TRY SOLD USD 20240731		Derivative-foreign exchange	TR	$1K	–	0.00
BOUGHT TRY SOLD USD 20240806		Derivative-foreign exchange	TR	$3K	–	0.00
BOUGHT TRY SOLD USD 20240806		Derivative-foreign exchange	TR	$676.41	–	0.00
BOUGHT TRY SOLD USD 20240807		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TRY SOLD USD 20240807		Derivative-foreign exchange	TR	$630.25	–	0.00
BOUGHT TRY SOLD USD 20240809		Derivative-foreign exchange	TR	$3K	–	0.00
BOUGHT TRY SOLD USD 20240814		Derivative-foreign exchange	TR	$4K	–	0.00
BOUGHT TRY SOLD USD 20240816		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TRY SOLD USD 20240822		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TRY SOLD USD 20240823		Derivative-foreign exchange	TR	$612.25	–	0.00
BOUGHT TRY SOLD USD 20240823		Derivative-foreign exchange	TR	$423.87	–	0.00
BOUGHT TRY SOLD USD 20240827		Derivative-foreign exchange	TR	$1K	–	0.00
BOUGHT TRY SOLD USD 20240903		Derivative-foreign exchange	TR	$17K	–	0.00
BOUGHT TRY SOLD USD 20240904		Derivative-foreign exchange	TR	$56K	–	0.01
BOUGHT TRY SOLD USD 20240909		Derivative-foreign exchange	TR	$21K	–	0.00
BOUGHT TRY SOLD USD 20240909		Derivative-foreign exchange	TR	$19K	–	0.00
BOUGHT TRY SOLD USD 20240909		Derivative-foreign exchange	TR	$10K	–	0.00
BOUGHT TRY SOLD USD 20240910		Derivative-foreign exchange	TR	$1K	–	0.00
BOUGHT TRY SOLD USD 20240917		Derivative-foreign exchange	TR	$3K	–	0.00
BOUGHT TRY SOLD USD 20241108		Derivative-foreign exchange	TR	$6K	–	0.00
BOUGHT TRY SOLD USD 20241108		Derivative-foreign exchange	TR	$2K	–	0.00
BOUGHT TRY SOLD USD 20250313		Derivative-foreign exchange	TR	$23K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$6K	–	0.00
BOUGHT ZAR SOLD USD 20240719		Derivative-foreign exchange	ZA	$-596.14	–	-0.00
BPCE SA 144A 10/27 VAR	Long	Debt	FR	$1M	–	0.19
BPCE SA 144A 10/29 VAR	Long	Debt	FR	$1M	–	0.20
BRAZIL LA SP CBK		Derivative-credit	US	$2K	–	0.00
BRAZIL LA SP GST		Derivative-credit	US	$1K	–	0.00
BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A (BRIDGEGATE FUNDING PLC 2023-1A)	Long	ABS-mortgage backed security	GB	$11M	–	1.72
BROADCOM INC SR UNSECURED 144A 04/34 3.469	Long	Debt	US	$679K	–	0.10
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A (CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.46
CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 11A A 144A (CARLYLE US CLO 2021-11 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.31
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P3)	Long	ABS-other	US	$3M	–	0.38
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P4)	Long	ABS-other	US	$3M	–	0.39
CARVANA CO SR SECURED 144A 06/30 13	Long	Debt	US	$1M	–	0.16
CARVANA CO SR SECURED 144A 06/31 14	Long	Debt	US	$1M	–	0.20
CARVANA CO SR SECURED 144A 12/28 12	Long	Debt	US	$684K	–	0.10
CDX EM32 ICE		Derivative-credit	US	$1K	–	0.00
CDX EM34 ICE		Derivative-credit	US	$-8K	–	-0.00
CDX EM36 ICE		Derivative-credit	US	$-19K	–	-0.00
CDX EM38 ICE		Derivative-credit	US	$-6K	–	-0.00
CDX EM39 ICE		Derivative-credit	US	$-3K	–	-0.00
CDX EM40 ICE		Derivative-credit	US	$-39K	–	-0.01
CDX EM41 ICE		Derivative-credit	US	$-32K	–	-0.00
CDX HY36 5Y ICE		Derivative-credit	US	$153K	–	0.02
CDX HY37 5Y ICE		Derivative-credit	US	$74K	–	0.01
CDX HY40 5Y ICE		Derivative-credit	US	$6K	–	0.00
CDX HY41 5Y ICE		Derivative-credit	US	$406K	–	0.06
CDX HY42 5Y ICE		Derivative-credit	US	$819K	–	0.13
CDX IG40 5Y ICE		Derivative-credit	US	$4K	–	0.00
CDX IG41 5Y ICE		Derivative-credit	US	$36K	–	0.01
CDX IG42 5Y ICE		Derivative-credit	US	$474K	–	0.07
CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1 (CHASE MORGAGE FINANCE CORP 2005-A1)	Long	ABS-mortgage backed security	US	$167K	–	0.03
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1)	Long	ABS-mortgage backed security	US	$4M	–	0.63
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A (CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3)	Long	ABS-mortgage backed security	US	$7M	–	1.00
CIFC FUNDING LTD CIFC 2021 3A A 144A (CIFC FUNDING 2021-III LTD)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.38
CIM TRUST CIM 2023 R4 A1 144A (CIM TRUST 2023-R4)	Long	ABS-mortgage backed security	US	$4M	–	0.61
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M3 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-HE3)	Long	ABS-mortgage backed security	US	$821K	–	0.13
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M3 (CMLTI 2005-HE4)	Long	ABS-mortgage backed security	US	$805K	–	0.12
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M1 (CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1)	Long	ABS-mortgage backed security	US	$2M	–	0.26
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A (CITIGROUP MTGE LOAN TR INC 2007-AMC1)	Long	ABS-mortgage backed security	US	$685K	–	0.10
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A1 144A (CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3)	Long	ABS-mortgage backed security	US	$15K	–	0.00
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A3 1A1 (CITIMORTGAGE ALTERNATIVE LN TR 2007-A3)	Long	ABS-mortgage backed security	US	$1M	–	0.17
CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK (CLEAR CHANNEL OUTDOOR HOLDINGS INC)	Long	Equity-common	US	$189K	134K	0.03
CMBX.NA.AAA.10 SP GST		Derivative-credit	US	$-30K	–	-0.00
CMBX.NA.AAA.10 SP SAL		Derivative-credit	US	$-4K	–	-0.00
CMBX.NA.AAA.11 SP SAL		Derivative-credit	US	$-976.72	–	-0.00
CMBX.NA.AAA.12 SP FBF		Derivative-credit	US	$-1K	–	-0.00
CMBX.NA.AAA.12 SP SAL		Derivative-credit	US	$-72K	–	-0.01
CMBX.NA.AAA.13 SP GST		Derivative-credit	US	$-160K	–	-0.02
CMBX.NA.AAA.13 SP SAL		Derivative-credit	US	$-119K	–	-0.02
CMBX.NA.AAA.9 SP GST		Derivative-credit	US	$-11K	–	-0.00
COLOMBIA LA SP BPS		Derivative-credit	US	$-4K	–	-0.00
COLOMBIA LA SP BRC		Derivative-credit	US	$-180.46	–	-0.00
COLOMBIA LA SP CBK		Derivative-credit	US	$344.46	–	0.00
COLOMBIA LA SP CBK		Derivative-credit	US	$-2K	–	-0.00
COLOMBIA LA SP GST		Derivative-credit	US	$-2K	–	-0.00
COLOMBIA LA SP GST		Derivative-credit	US	$-2K	–	-0.00
COLOMBIA LA SP MYC		Derivative-credit	US	$-1K	–	-0.00
COLOMBIA LA SP MYC		Derivative-credit	US	$-5K	–	-0.00
COUNTRY GARDEN HLDGS SR SECURED REGS 01/25 5.125 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED)	Long	Debt	KY	$52K	–	0.01
COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7 (COUNTRY GARDEN HOLDINGS COMPANY LIMITED)	Long	Debt	KY	$48K	–	0.01
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A2 (COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OC8)	Long	ABS-mortgage backed security	US	$3M	–	0.50
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22)	Long	ABS-mortgage backed security	US	$3M	–	0.49
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV3 (COUNTRYWIDE ASSET-BACKED CERT 2005-16)	Long	ABS-mortgage backed security	US	$9M	–	1.44
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC4 M8 (COUNTRYWIDE ASSET-BACKED CERTI 2005-BC4)	Long	ABS-mortgage backed security	US	$2M	–	0.23
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-20)	Long	ABS-mortgage backed security	US	$829K	–	0.13
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-22)	Long	ABS-mortgage backed security	US	$1M	–	0.16
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-23)	Long	ABS-mortgage backed security	US	$1M	–	0.17
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 1A (COUNTRYWIDE ASSET BACKED CERTS 2006-25)	Long	ABS-mortgage backed security	US	$767K	–	0.12
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4 (COUNTRYWIDE ASSET BACKED CERTS 2006-25)	Long	ABS-mortgage backed security	US	$442K	–	0.07
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-26)	Long	ABS-mortgage backed security	US	$740K	–	0.11
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2 (COUNTRYWIDE ASSET BACKED CERT 2006-BC2)	Long	ABS-mortgage backed security	US	$939K	–	0.14
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC1 1A (COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-BC1)	Long	ABS-mortgage backed security	US	$855K	–	0.13
CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 (CREDIT BASED ASSET SRVC & SEC 2006-CB3)	Long	ABS-mortgage backed security	US	$2M	–	0.24
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R)	Long	ABS-mortgage backed security	US	$6M	–	0.91
CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG)	Long	Debt	US	$180K	–	0.03
CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG)	Long	Debt	US	$161K	–	0.02
CVS PASS THROUGH TRUST PASS THRU CE 144A 01/26 5.789 (CVS PASS-THROUGH TRUST)	Long	Debt	US	$68K	–	0.01
DEUTSCHE BANK NY 01/29 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH)	Long	Debt	DE	$413K	–	0.06
DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH)	Long	Debt	DE	$617K	–	0.09
DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS CORPORATION)	Long	Debt	US	$2M	–	0.28
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A (ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4)	Long	ABS-mortgage backed security	US	$4M	–	0.68
ENERGY TRANSFER LP SR UNSECURED 05/28 4.95	Long	Debt	US	$9K	–	0.00
ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL (AMSURG LLC)	Long	Loan	US	$664K	–	0.10
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN (AMSURG LLC)	Long	Loan	US	$4M	–	0.66
EPR PROPERTIES COMPANY GUAR 04/28 4.95	Long	Debt	US	$10K	–	0.00
EPR PROPERTIES COMPANY GUAR 12/26 4.75	Long	Debt	US	$5K	–	0.00
EQTYWM927 WESTMORELAND MINING (WESTMET GROUP HOLDINGS LLC)	Long	Equity-common	US	$1K	239.52	0.00
ESSENT GROUP LTD SR UNSECURED 07/29 6.25	Long	Debt	BM	$2M	–	0.24
EUROHOME UK MORTGAGES PLC EHMU 2007 2 M1 REGS (EUROHOME UK MORTGAGE PLC 2007-2)	Long	ABS-mortgage backed security	GB	$3M	–	0.53
EUROSAIL PLC ESAIL 2007 3A A3C 144A (EUROSAIL PLC 2007-3A)	Long	ABS-mortgage backed security	GB	$206K	–	0.03
EUROSAIL PLC ESAIL 2007 3X A3A REGS (EUROSAIL PLC 2007-3X)	Long	ABS-mortgage backed security	GB	$365K	–	0.06
EUROSAIL PLC ESAIL 2007 3X A3C REGS (EUROSAIL PLC 2007-3X)	Long	ABS-mortgage backed security	GB	$131K	–	0.02
EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5 (EXELA INTERMEDIATE LLC / EXELA FINANCE INC)	Long	Debt	US	$4K	–	0.00
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A (EXTENDED STAY AMERICA TRUST 2021-ESH)	Long	ABS-mortgage backed security	US	$5M	–	0.69
FED HM LN PC POOL G08773 FG 08/47 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$19K	–	0.00
FED HM LN PC POOL G08778 FG 09/47 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12K	–	0.00
FED HM LN PC POOL G08783 FG 10/47 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$8K	–	0.00
FED HM LN PC POOL G08791 FG 12/47 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$342K	–	0.05
FED HM LN PC POOL G08799 FG 02/48 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$669K	–	0.10
FED HM LN PC POOL G60864 FG 02/47 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$18K	–	0.00
FED HM LN PC POOL G61681 FG 12/47 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$19K	–	0.00
FED HM LN PC POOL G61809 FG 12/48 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$27K	–	0.00
FED HM LN PC POOL Q40843 FG 06/46 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$20K	–	0.00
FED HM LN PC POOL Q52560 FG 12/47 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$54K	–	0.01
FED HM LN PC POOL Q52848 FG 12/47 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$14K	–	0.00
FED HM LN PC POOL Q53731 FG 01/48 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$474K	–	0.07
FED HM LN PC POOL Q61005 FG 01/49 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$81K	–	0.01
FED HM LN PC POOL QF5251 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$129K	–	0.02
FED HM LN PC POOL QF6139 FR 01/53 FIXED 5.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$274K	–	0.04
FED HM LN PC POOL QH2941 FR 10/53 FIXED 6 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$89K	–	0.01
FED HM LN PC POOL QH4807 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$119K	–	0.02
FED HM LN PC POOL RA3831 FR 07/50 FIXED 4 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12K	–	0.00
FED HM LN PC POOL RB5175 FR 08/42 FIXED 4 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$192K	–	0.03
FED HM LN PC POOL RB5182 FR 09/42 FIXED 4 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$272K	–	0.04
FED HM LN PC POOL RB5205 FR 12/42 FIXED 4 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3K	–	0.00
FED HM LN PC POOL SD8369 FR 10/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$277K	–	0.04
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2M	–	0.33
FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$32M	–	4.87
FED HM LN PC POOL V83950 FG 02/48 FIXED 3 (FHLMC PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12K	–	0.00
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF17 A1 (FIRST FRANKLIN MTG LOAN ABS 2006-FF17)	Long	ABS-mortgage backed security	US	$376K	–	0.06
FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A (FIRST INVESTORS AUTO OWNER TRUST 2023-1A)	Long	ABS-other	US	$2M	–	0.27
FIXED INC CLEARING CORP.REPO	Long	Repurchase agreement	US	$2M	–	0.36
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2024-1)	Long	ABS-other	US	$3M	–	0.46
FNMA POOL AL2908 FN 08/27 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$32K	–	0.00
FNMA POOL AP7539 FN 09/27 FIXED 3 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$32K	–	0.00
FNMA POOL BK0261 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$38K	–	0.01
FNMA POOL BK0909 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$580K	–	0.09
FNMA POOL BN5298 FN 02/34 FIXED 3 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$146K	–	0.02
FNMA POOL BO0973 FN 06/49 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$298K	–	0.05
FNMA POOL BX2438 FN 11/52 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$152K	–	0.02
FNMA POOL BX4399 FN 11/52 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$597K	–	0.09
FNMA POOL BY6919 FN 08/53 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$33K	–	0.01
FNMA POOL CA2038 FN 07/48 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$125K	–	0.02
FNMA POOL CB5211 FN 12/52 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2M	–	0.32
FNMA POOL CB5583 FN 11/52 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$241K	–	0.04
FNMA POOL DA2733 FN 01/54 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$710K	–	0.11
FNMA POOL DA3452 FN 11/53 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$818K	–	0.12
FNMA POOL DA5748 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$4M	–	0.59
FNMA POOL FM3093 FN 11/48 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$563K	–	0.09
FNMA POOL FM7475 FN 10/50 FIXED VAR (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.21
FNMA POOL MA4697 FN 08/42 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$219K	–	0.03
FNMA POOL MA4729 FN 09/42 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12K	–	0.00
FNMA POOL MA4779 FN 10/42 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$8K	–	0.00
FNMA POOL MA4864 FN 01/43 FIXED 4 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2K	–	0.00
FNMA POOL MA4869 FN 01/53 FIXED 5.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$530K	–	0.08
FNMA POOL MA4894 FN 01/53 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$8M	–	1.17
FNMA POOL MA5070 FN 07/53 FIXED 4.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$453K	–	0.07
FNMA POOL MA5139 FN 09/53 FIXED 6 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2M	–	0.27
FNMA POOL MA5167 FN 10/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$10M	–	1.56
FNMA POOL MA5217 FN 12/53 FIXED 6.5 (FNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2M	–	0.35
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$278K	–	0.04
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-3M	–	-0.38
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$9M	–	1.37
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$16M	–	2.42
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$40M	–	6.15
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$12M	–	1.82
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$72M	–	10.97
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$58M	–	8.90
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$47M	–	7.17
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$21M	–	3.19
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$6M	–	0.98
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE		Derivative-credit	US	$46K	–	0.01
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE		Derivative-credit	US	$17K	–	0.00
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE		Derivative-credit	US	$9K	–	0.00
FREMONT HOME LOAN TRUST FHLT 2005 D M1 (FREMONT HOME LOAN TRUST 2005-D)	Long	ABS-mortgage backed security	US	$2M	–	0.31
GAZPROM PJSC (GAZ FN) SR UNSECURED 144A 01/29 2.95 (GAZPROM PJSC VIA GAZ FINANCE PLC)	Long	Debt	GB	$810K	–	0.12
GENERAL ELECTRIC COMPANY SNR S* ICE		Derivative-credit	US	$35K	–	0.01
GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3 (GLP CAPITAL LP / GLP FINANCING II INC)	Long	Debt	US	$65K	–	0.01
GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 (GLP CAPITAL LP / GLP FINANCING II INC)	Long	Debt	US	$1M	–	0.20
GLP CAPITAL LP / FIN II COMPANY GUAR 06/25 5.25 (GLP CAPITAL LP / GLP FINANCING II INC)	Long	Debt	US	$15K	–	0.00
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-2A)	Long	ABS-other	US	$2M	–	0.32
GNMA II POOL MA7987 G2 04/52 FIXED 2.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$357K	–	0.05
GNMA II POOL MA8345 G2 10/52 FIXED 3.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$180K	–	0.03
GNMA II POOL MA9017 G2 07/53 FIXED 5.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2M	–	0.26
GNMA II POOL MA9106 G2 08/53 FIXED 5.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$1M	–	0.22
GNMA II POOL MA9360 G2 12/53 FIXED 4.5 (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$282K	–	0.04
GNMA II TBA 30 YR 2.5 JUMBOS (GNMA PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-252K	–	-0.04
GNMA II TBA 30 YR 3 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2M	–	0.27
GNMA II TBA 30 YR 3.5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3M	–	0.41
GNMA II TBA 30 YR 4 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$739K	–	0.11
GNMA II TBA 30 YR 4.5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$3M	–	0.42
GNMA II TBA 30 YR 5 JUMBOS (GNMA PASS THRU POOLS)	Long	ABS-mortgage backed security	US	$2M	–	0.30
GNMA II TBA 30 YR 5.5 JUMBOS (GNMA PASS THRU POOLS)	Short	ABS-mortgage backed security	US	$-2M	–	-0.36
GOLUB CAP PARTNERS STATIC 2024 04/33 1 (GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.46
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H20 PT (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H20)	Long	ABS-mortgage backed security	US	$176K	–	0.03
GRIFONAS FINANCE PLC GRIF 1 A REGS (GRIFONAS FINANCE NO.1 PLC GRIF-1)	Long	ABS-mortgage backed security	GB	$577K	–	0.09
GSAMP TRUST GSAMP 2005 HE5 M4 (GSAMP TRUST 2005-HE5)	Long	ABS-mortgage backed security	US	$2M	–	0.26
GSAMP TRUST GSAMP 2005 WMC2 M1 (GSAMP TRUST 2005-WMC2)	Long	ABS-mortgage backed security	US	$2M	–	0.29
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A (HARBORVIEW MORTGAGE LOAN TR 2006-1)	Long	ABS-mortgage backed security	US	$35K	–	0.01
HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR	Long	Debt	GB	$187K	–	0.03
HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR	Long	Debt	GB	$1M	–	0.22
HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR	Long	Debt	GB	$3M	–	0.50
HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 (HSI ASSET SEC CORP TRUST 2006-HE2)	Long	ABS-mortgage backed security	US	$247K	–	0.04
HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 (HSI ASSET SECUR CORP TRUST 2007-HE1)	Long	ABS-mortgage backed security	US	$2M	–	0.27
HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 1A (HSI ASSET SECUR CORP TRUST 2007-OPT1)	Long	ABS-mortgage backed security	US	$758K	–	0.12
HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3 (HSI ASSET SECUR CORP TRUST 2007-OPT1)	Long	ABS-mortgage backed security	US	$3M	–	0.45
IHEARTMEDIA INC CLASS A COMMON STOCK	Long	Equity-common	US	$34K	31K	0.01
IHEARTMEDIA INC CLASS B COMMON STOCK	Long	Equity-common	US	$24K	24K	0.00
ILLINOIS ST ILS 02/35 FIXED 6.63	Long	Debt	US	$35K	–	0.01
ILLINOIS ST ILS 04/35 FIXED 6.725	Long	Debt	US	$9K	–	0.00
ILLINOIS ST ILS 07/35 FIXED 7.35	Long	Debt	US	$9K	–	0.00
INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-A)	Long	ABS-mortgage backed security	US	$4M	–	0.54
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A (INDYMAC RESIDENTIAL ASSET BACKED 2007-A)	Long	ABS-mortgage backed security	US	$1M	–	0.17
INF SWAP GB NI 4.0 09/15/21-10Y LCH		Derivative-interest rate	GB	$-48K	–	-0.01
INF SWAP GB NI 4.02 10/15/21-10Y LCH		Derivative-interest rate	GB	$-63K	–	-0.01
INF SWAP GB NI 4.055 09/15/21-10Y LCH		Derivative-interest rate	GB	$-61K	–	-0.01
INF SWAP GB NI 4.066 09/15/21-10Y LCH		Derivative-interest rate	GB	$-106K	–	-0.02
INF SWAP GB NI 4.14 10/15/21-10Y LCH		Derivative-interest rate	GB	$-140K	–	-0.02
INF SWAP GB NI 4.25 11/15/21-10Y LCH		Derivative-interest rate	GB	$-108K	–	-0.02
INF SWAP GB NI 4.4 10/15/21-10Y LCH		Derivative-interest rate	GB	$-52K	–	-0.01
INTELSAT EMERGENCE SA CALL EXP 17FEB27		Derivative-equity	LU	$66.79	–	0.00
INTELSAT EMERGENCE SA CALL EXP17FEB27		Derivative-equity	LU	$926.48	–	0.00
INTELSAT EMERGENCE SA COMMON STOCK (INTELSAT SA)	Long	Equity-common	LU	$1M	29K	0.16
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 (INTELSAT JACKSON HOLDINGS SA)	Long	Debt	LU	$2M	–	0.30
INTESA SANPAOLO SPA 144A 11/33 7.2	Long	Debt	IT	$1M	–	0.21
IRS AUD 2.75000 06/17/16-10Y CME		Derivative-interest rate	AU	$-309K	–	-0.05
IRS AUD 3.00000 03/21/17-10Y CME		Derivative-interest rate	AU	$-29K	–	-0.00
IRS AUD 4.50000 03/20/24-10Y LCH		Derivative-interest rate	AU	$9K	–	0.00
IRS AUD 4.50000 09/18/24-10Y LCH		Derivative-interest rate	AU	$3K	–	0.00
IRS AUD 4.50000 09/20/23-10Y LCH		Derivative-interest rate	AU	$12K	–	0.00
IRS EUR -0.15000 03/18/20-10Y LCH		Derivative-interest rate		$324K	–	0.05
IRS EUR -0.32900 03/09/21-5Y* LCH		Derivative-interest rate		$6K	–	0.00
IRS EUR -0.36300 03/09/21-4Y* LCH		Derivative-interest rate		$4K	–	0.00
IRS EUR -0.39500 03/09/21-4Y* LCH		Derivative-interest rate		$2K	–	0.00
IRS EUR 0.15000 06/17/20-10Y LCH		Derivative-interest rate		$110K	–	0.02
IRS EUR 0.25000 03/18/20-30Y LCH		Derivative-interest rate		$95K	–	0.01
IRS EUR 0.50000 06/17/20-30Y LCH		Derivative-interest rate		$168K	–	0.03
IRS EUR 0.83000 12/09/42-10Y LCH		Derivative-interest rate		$792K	–	0.12
IRS EUR 2.00000 09/21/22-10Y LCH		Derivative-interest rate		$-113K	–	-0.02
IRS EUR 2.50000 09/18/24-30Y LCH		Derivative-interest rate		$13K	–	0.00
IRS EUR 2.67000 04/03/24-10Y LCH		Derivative-interest rate		$3K	–	0.00
IRS EUR 2.75000 03/05/24-10Y LCH		Derivative-interest rate		$-3K	–	-0.00
IRS EUR 2.75000 09/18/24-10Y LCH		Derivative-interest rate		$-111K	–	-0.02
IRS EUR 2.75000 09/18/24-5Y LCH		Derivative-interest rate		$-26K	–	-0.00
IRS EUR 2.76000 01/03/24-5Y LCH		Derivative-interest rate		$4K	–	0.00
IRS EUR 2.76000 03/04/24-10Y LCH		Derivative-interest rate		$-3K	–	-0.00
IRS EUR 2.77000 04/16/24-5Y LCH		Derivative-interest rate		$-4K	–	-0.00
IRS EUR 2.78000 05/02/24-5Y LCH		Derivative-interest rate		$-3K	–	-0.00
IRS EUR 2.81800 06/26/24-5Y LCH		Derivative-interest rate		$1K	–	0.00
IRS EUR 2.82700 05/06/24-5Y LCH		Derivative-interest rate		$-2K	–	-0.00
IRS EUR 2.88000 12/19/23-5Y LCH		Derivative-interest rate		$-7K	–	-0.00
IRS EUR 2.89000 12/22/23-10Y LCH		Derivative-interest rate		$-9K	–	-0.00
IRS EUR 2.91000 12/29/23-10Y LCH		Derivative-interest rate		$-5K	–	-0.00
IRS EUR 2.92000 12/13/23-5Y LCH		Derivative-interest rate		$-10K	–	-0.00
IRS EUR 2.95000 06/12/24-5Y LCH		Derivative-interest rate		$1K	–	0.00
IRS EUR 2.99000 12/08/23-10Y LCH		Derivative-interest rate		$-9K	–	-0.00
IRS EUR 3.06300 12/06/23-10Y LCH		Derivative-interest rate		$-7K	–	-0.00
IRS EUR 3.12800 12/04/23-10Y LCH		Derivative-interest rate		$-9K	–	-0.00
IRS EUR 3.14800 11/20/23-10Y LCH		Derivative-interest rate		$-13K	–	-0.00
IRS EUR 3.17900 11/29/23-5Y LCH		Derivative-interest rate		$-6K	–	-0.00
IRS EUR 3.25000 11/06/23-10Y LCH		Derivative-interest rate		$-16K	–	-0.00
IRS EUR 3.25500 11/22/23-5Y LCH		Derivative-interest rate		$-6K	–	-0.00
IRS EUR 3.27000 08/21/23-10Y LCH		Derivative-interest rate		$16K	–	0.00
IRS EUR 3.27000 11/08/23-5Y LCH		Derivative-interest rate		$-16K	–	-0.00
IRS EUR 3.28000 11/22/23-10Y LCH		Derivative-interest rate		$-6K	–	-0.00
IRS EUR 3.30000 10/03/23-10Y LCH		Derivative-interest rate		$46K	–	0.01
IRS EUR 3.30500 11/27/23-10Y LCH		Derivative-interest rate		$-18K	–	-0.00
IRS EUR 3.45000 10/20/23-5Y LCH		Derivative-interest rate		$20K	–	0.00
IRS MXN 5.16000 06/12/20-5Y* CME		Derivative-interest rate	MX	$-18K	–	-0.00
IRS MXN 5.53500 05/12/20-7Y* CME		Derivative-interest rate	MX	$-76K	–	-0.01
IRS MXN 5.95000 02/12/16-10Y* CME		Derivative-interest rate	MX	$-11K	–	-0.00
IRS MXN 6.08000 03/22/16-10Y* CME		Derivative-interest rate	MX	$-49K	–	-0.01
IRS MXN 6.49000 09/20/16-10Y* CME		Derivative-interest rate	MX	$-16K	–	-0.00
IRS MXN 7.15000 06/23/17-10Y* CME		Derivative-interest rate	MX	$-106K	–	-0.02
IRS MXN 7.20000 06/23/17-10Y* CME		Derivative-interest rate	MX	$-11K	–	-0.00
IRS MXN 7.36000 09/15/17-20Y* CME		Derivative-interest rate	MX	$-13K	–	-0.00
IRS MXN 7.37000 10/23/17-10Y* CME		Derivative-interest rate	MX	$-28K	–	-0.00
IRS MXN 7.38000 09/08/17-20Y* CME		Derivative-interest rate	MX	$4K	–	0.00
IRS MXN 7.38000 11/16/16-10Y* CME		Derivative-interest rate	MX	$-647.99	–	-0.00
IRS MXN 7.48000 07/13/17-20Y* CME		Derivative-interest rate	MX	$-13K	–	-0.00
IRS MXN 7.49500 01/26/22-10Y* CME		Derivative-interest rate	MX	$9K	–	0.00
IRS MXN 7.49750 01/27/22-10Y* CME		Derivative-interest rate	MX	$39K	–	0.01
IRS MXN 7.81750 03/01/17-10Y* CME		Derivative-interest rate	MX	$-15K	–	-0.00
IRS MXN 7.86500 02/14/17-10Y* CME		Derivative-interest rate	MX	$-25K	–	-0.00
IRS MXN 7.98400 12/22/17-10Y* CME		Derivative-interest rate	MX	$10K	–	0.00
IRS MXN 7.99000 01/02/18-10Y* CME		Derivative-interest rate	MX	$299.68	–	0.00
IRS MXN 8.00500 01/02/18-10Y* CME		Derivative-interest rate	MX	$56K	–	0.01
IRS MXN 8.01000 02/16/17-10Y* CME		Derivative-interest rate	MX	$-7K	–	-0.00
IRS MXN 8.03000 02/12/18-10Y* CME		Derivative-interest rate	MX	$871.1	–	0.00
IRS MXN 8.05000 02/12/18-10Y* CME		Derivative-interest rate	MX	$6K	–	0.00
IRS MXN 8.10250 01/29/18-20Y* CME		Derivative-interest rate	MX	$18K	–	0.00
IRS MXN 8.30000 06/23/23-5Y* CME		Derivative-interest rate	MX	$-17K	–	-0.00
IRS MXN 8.41000 04/06/22-5Y* CME		Derivative-interest rate	MX	$5K	–	0.00
IRS MXN 8.44400 08/01/23-5Y* CME		Derivative-interest rate	MX	$-35K	–	-0.01
IRS MXN 8.47130 08/02/23-5Y* CME		Derivative-interest rate	MX	$-17K	–	-0.00
IRS MXN 8.51170 07/31/23-5Y* CME		Derivative-interest rate	MX	$-25K	–	-0.00
IRS MXN 8.55000 08/03/23-5Y* CME		Derivative-interest rate	MX	$-8K	–	-0.00
IRS MXN 8.55600 08/03/23-5Y* CME		Derivative-interest rate	MX	$-48K	–	-0.01
IRS MXN 8.60000 08/07/23-5Y* CME		Derivative-interest rate	MX	$-14K	–	-0.00
IRS MXN 8.62000 08/04/23-5Y* CME		Derivative-interest rate	MX	$-8K	–	-0.00
IRS MXN 8.63600 08/04/23-5Y* CME		Derivative-interest rate	MX	$-16K	–	-0.00
IRS MXN 8.64000 08/04/23-5Y* CME		Derivative-interest rate	MX	$-3K	–	-0.00
IRS MXN 8.65000 08/04/23-5Y* CME		Derivative-interest rate	MX	$-8K	–	-0.00
IRS MXN 8.66000 08/04/23-5Y* CME		Derivative-interest rate	MX	$-8K	–	-0.00
IRS MXN 8.67300 03/12/24-5Y* CME		Derivative-interest rate	MX	$3K	–	0.00
IRS MXN 8.68000 03/13/24-5Y* CME		Derivative-interest rate	MX	$4K	–	0.00
IRS MXN 8.68100 03/14/24-5Y* CME		Derivative-interest rate	MX	$5K	–	0.00
IRS MXN 8.68250 03/12/24-5Y* CME		Derivative-interest rate	MX	$2K	–	0.00
IRS MXN 8.70100 04/13/22-10Y* CME		Derivative-interest rate	MX	$9K	–	0.00
IRS MXN 8.72000 03/13/24-5Y* CME		Derivative-interest rate	MX	$1K	–	0.00
IRS MXN 8.72500 03/13/24-5Y* CME		Derivative-interest rate	MX	$4K	–	0.00
IRS MXN 8.73000 03/13/24-5Y* CME		Derivative-interest rate	MX	$2K	–	0.00
IRS MXN 8.73000 04/12/22-5Y* CME		Derivative-interest rate	MX	$6K	–	0.00
IRS MXN 8.73200 04/12/22-10Y* CME		Derivative-interest rate	MX	$4K	–	0.00
IRS MXN 8.76000 03/25/24-5Y* CME		Derivative-interest rate	MX	$6K	–	0.00
IRS MXN 8.77000 03/25/24-5Y* CME		Derivative-interest rate	MX	$3K	–	0.00
IRS MXN 8.78000 03/25/24-5Y* CME		Derivative-interest rate	MX	$3K	–	0.00
IRS MXN 8.81000 03/19/24-7Y* CME		Derivative-interest rate	MX	$3K	–	0.00
IRS MXN 9.07260 03/14/24-3Y* CME		Derivative-interest rate	MX	$7K	–	0.00
IRS MXN 9.26000 03/19/24-3Y* CME		Derivative-interest rate	MX	$3K	–	0.00
IRS MXN 9.34000 04/03/24-3Y* CME		Derivative-interest rate	MX	$5K	–	0.00
IRS NZD 4.75000 06/19/24-5Y LCH		Derivative-interest rate	NZ	$29K	–	0.00
IRS ZAR 8.36000 08/07/23-5Y CME		Derivative-interest rate	ZA	$7K	–	0.00
IRS ZAR 8.38000 08/04/23-5Y CME		Derivative-interest rate	ZA	$7K	–	0.00
IRS ZAR 8.41000 07/31/23-5Y CME		Derivative-interest rate	ZA	$5K	–	0.00
IRS ZAR 8.41000 08/07/23-5Y CME		Derivative-interest rate	ZA	$1K	–	0.00
IRS ZAR 8.41500 07/31/23-5Y CME		Derivative-interest rate	ZA	$1K	–	0.00
IRS ZAR 8.41500 08/04/23-5Y CME		Derivative-interest rate	ZA	$2K	–	0.00
IRS ZAR 8.42000 07/31/23-5Y CME		Derivative-interest rate	ZA	$5K	–	0.00
IRS ZAR 8.42100 08/04/23-5Y CME		Derivative-interest rate	ZA	$3K	–	0.00
IRS ZAR 8.42600 08/01/23-5Y CME		Derivative-interest rate	ZA	$2K	–	0.00
IRS ZAR 8.46000 08/01/23-5Y CME		Derivative-interest rate	ZA	$4K	–	0.00
IRS ZAR 8.46000 08/02/23-5Y CME		Derivative-interest rate	ZA	$4K	–	0.00
IRS ZAR 8.54300 08/04/23-5Y CME		Derivative-interest rate	ZA	$3K	–	0.00
IRS ZAR 8.55000 08/03/23-5Y CME		Derivative-interest rate	ZA	$6K	–	0.00
ISRAEL GOVT EM SP CBK		Derivative-credit	US	$-3K	–	-0.00
IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A3 (IXIS REAL ESTATE CAPITAL TRUST 2006-HE3)	Long	ABS-mortgage backed security	US	$1M	–	0.19
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC)	Long	ABS-mortgage backed security	US	$3M	–	0.42
JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A (J.P. MORGAN MORTGAGE TRUST 2024-VIS1)	Long	ABS-mortgage backed security	US	$6M	–	0.90
JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JP MORGAN CHASE & CO)	Long	Debt	US	$1M	–	0.19
JPN 10Y BOND(OSE) SEP24 XOSE 20240912		Derivative-interest rate	JP	$153.18	–	0.00
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A (LCCM 2021-FL3 TRUST)	Long	ABS-collateralized bond/debt obligation	US	$4M	–	0.54
LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL (LEALAND FINANCE COMPANY BV)	Long	Loan	US	$3K	–	0.00
LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL (LEALAND FINANCE COMPANY BV)	Long	Loan	US	$7K	–	0.00
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 A 144A (LEGACY MORTGAGE ASSET TRUST 2017-RPL1)	Long	ABS-mortgage backed security	US	$92K	–	0.01
LENDMARK FUNDING TRUST LFT 2024 1A A 144A (LENDMARK FUNDING TRUST 2024-1A)	Long	ABS-other	US	$1M	–	0.21
LETRA TESOURO NACIONAL BILLS 01/25 0.00000 (BRAZIL GOVT)	Long	Debt	BR	$5M	–	0.83
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 10 1A (LONG BEACH MORTGAGE LOAN TRUST 2006-10)	Long	ABS-mortgage backed security	US	$283K	–	0.04
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP C 144A (LUXE TRUST 2021-TRIP)	Long	ABS-mortgage backed security	US	$5M	–	0.77
MAGNETITE CLO LTD MAGNE 2020 25A A 144A (MAGNETITE CLO LTD 2020-25A)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.37
MAGNETITE CLO LTD MAGNE 2023 39A A 144A (MAGNETITE CLO LTD 2023-39A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.38
MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75 (MORRISONS (MARKET BIDCO FINCO PLC))	Long	Debt	GB	$917K	–	0.14
MARKET BIDCO LIMITED EUR TERM LOAN B1 (MORRISONS (MARKET BIDCO LIMITED))	Long	Loan	GB	$433K	–	0.07
MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2 (MASTR ADJ RATE MTGE TRUST 2007-HF2)	Long	ABS-mortgage backed security	US	$5M	–	0.69
MASTR ASSET BACKED SECURITIES MABS 2007 HE2 A1 (MASTR ASSET BACKED SECURITIES TRUST 2007-HE2)	Long	ABS-mortgage backed security	US	$1M	–	0.19
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1 (MERRILL LYNCH MORTGAGE INV 2007-HE3)	Long	ABS-mortgage backed security	US	$2M	–	0.28
MEX BONOS DESARR FIX RT BONDS 03/29 8.5 (MEXICO GOVT)	Long	Debt	MX	$540K	–	0.08
MEX BONOS DESARR FIX RT BONDS 05/31 7.75 (MEXICO GOVT)	Long	Debt	MX	$83K	–	0.01
MEX BONOS DESARR FIX RT BONDS 06/27 7.5 (MEXICO GOVT)	Long	Debt	MX	$775K	–	0.12
MEX BONOS DESARR FIX RT BONDS 09/26 7 (MEXICO GOVT)	Long	Debt	MX	$2M	–	0.27
MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5 (MEXICO GOVT)	Long	Debt	MX	$350K	–	0.05
MEXICAN UDIBONOS BONDS 08/34 4 (MEXICO GOVT)	Long	Debt	MX	$254K	–	0.04
MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT)	Long	Debt	MX	$154K	–	0.02
MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT)	Long	Debt	MX	$2M	–	0.29
MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT)	Long	Debt	MX	$2M	–	0.25
MEXICO LA SP MYC		Derivative-credit	US	$-25.66	–	-0.00
MFRA TRUST MFRA 2023 NQM2 A1 144A (MFA 2023-NQM2 TRUST)	Long	ABS-mortgage backed security	US	$4M	–	0.58
MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013 (MITCHELLS & BUTLERS FINANCE PLC)	Long	Debt	GB	$11K	–	0.00
MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR (MIZUHO FINANCIAL GROUP INC)	Long	Debt	JP	$2M	–	0.24
MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A (MORGAN STANLEY CAPITAL I TRUST 2019-PLND)	Long	ABS-mortgage backed security	US	$1M	–	0.17
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P D 144A (MORGAN STANLEY CAPITAL I INC 2021-230P)	Long	ABS-mortgage backed security	US	$2M	–	0.35
MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2MZ (MORGAN STANLEY ABS CAPITAL I 2005-HE1)	Long	ABS-mortgage backed security	US	$679K	–	0.10
MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2SS (MORGAN STANLEY ABS CAPITAL I 2005-HE1)	Long	ABS-mortgage backed security	US	$905K	–	0.14
MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D (MORGAN STANLEY ABS CAPITAL I 2006-NC3)	Long	ABS-mortgage backed security	US	$794K	–	0.12
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP (MORGAN STANLEY ABS CAPITAL I 2006-NC5)	Long	ABS-mortgage backed security	US	$1M	–	0.16
MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP (MORGAN STANLEY ABS CAPITAL I 2007-HE1)	Long	ABS-mortgage backed security	US	$2M	–	0.35
MORGAN STANLEY SR UNSECURED 02/29 VAR	Long	Debt	US	$2M	–	0.31
MORGAN STANLEY SR UNSECURED REGS 04/32 VAR	Long	Debt	US	$190K	–	0.03
NASSAU 2017 II LTD NCC 2017 IIA AL 144A (NASSAU LTD 2017-IIA)	Long	ABS-collateralized bond/debt obligation	KY	$1M	–	0.17
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR (NATIONWIDE BUILDING SOCIETY)	Long	Debt	GB	$3M	–	0.39
NATWEST GROUP PLC SR UNSECURED 01/30 VAR	Long	Debt	GB	$197K	–	0.03
NATWEST GROUP PLC SR UNSECURED 05/29 VAR	Long	Debt	GB	$196K	–	0.03
NATWEST GROUP PLC SR UNSECURED 05/30 VAR	Long	Debt	GB	$382K	–	0.06
NATWEST GROUP PLC SR UNSECURED 09/28 VAR	Long	Debt	GB	$2M	–	0.34
NEIMAN MARCUS USD COMMON STOCK EQUITY (NMG PARENT)	Long	Equity-common	US	$770K	6K	0.12
NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A (NELNET STUDENT LOAN TRUST 2018-3A)	Long	ABS-other	US	$2M	–	0.30
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA)	Long	ABS-other	US	$2M	–	0.29
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 (NEW CENTURY HOME EQUITY LOAN TR 2004-3)	Long	ABS-mortgage backed security	US	$8M	–	1.15
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 (NISSAN MOTOR ACCEPTANCE CORPORATION)	Long	Debt	US	$1M	–	0.21
NOMURA HOLDINGS INC SR UNSECURED 07/27 5.594	Long	Debt	JP	$2M	–	0.24
NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1 (NOMURA HOME EQUITY LOAN INC 2006-HE3)	Long	ABS-mortgage backed security	US	$403K	–	0.06
NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D (NOVASTAR HOME EQUITY LOAN 2006-1)	Long	ABS-mortgage backed security	US	$4M	–	0.63
OCP CLO LTD OCP 2015 9A A1R2 144A (OCP CLO 2015-9)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.46
OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH		Derivative-interest rate	CA	$-41K	–	-0.01
OIS JPY MUTKCALM/0.5000 03/15/22-20Y LCH		Derivative-interest rate	JP	$239K	–	0.04
ONSLOW BAY FINANCIAL LLC OBX 2018 EXP1 2A1 144A (OBX TRUST 2018-EPX1)	Long	ABS-mortgage backed security	US	$15K	–	0.00
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 (OPTION ONE MORTGAGE LOAN TRUST 2006-1)	Long	ABS-mortgage backed security	US	$5M	–	0.70
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1 (OPTION ONE MORTGAGE LOAN TRUST 2007-4)	Long	ABS-mortgage backed security	US	$772K	–	0.12
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$2M	–	0.31
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$85K	–	0.01
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$1M	–	0.16
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$1M	–	0.23
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$1M	–	0.18
PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/24 3.4 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$158K	–	0.02
PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25 (PACIFIC GAS AND ELECTRIC CO)	Long	Debt	US	$3M	–	0.51
PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6)	Long	ABS-other	US	$1M	–	0.18
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A)	Long	ABS-collateralized bond/debt obligation	IE	$2M	–	0.34
PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000 (PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC)	Long	Debt	GB	$2M	–	0.25
PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M3 (PARK PLACE SECURITIES INC 2004-WHQ1)	Long	ABS-mortgage backed security	US	$495K	–	0.08
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375 (PETROLEOS DE VENEZUELA SA (PDVSA))	Long	Debt	VE	$47K	–	0.01
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5 (PETROLEOS DE VENEZUELA SA (PDVSA))	Long	Debt	VE	$46K	–	0.01
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75 (PETROLEOS DE VENEZUELA SA (PDVSA))	Long	Debt	VE	$14K	–	0.00
PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6 (PETROLEOS DE VENEZUELA SA (PDVSA))	Long	Debt	VE	$8K	–	0.00
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 (PETROLEOS MEXICANOS (PEMEX))	Long	Debt	MX	$3M	–	0.39
PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS)	Long	Short-term investment vehicle	US	$3M	–	0.39
POSEIDON BIDCO SASU 2023 EUR TERM LOAN B (INGENICO TERMINALS (POSEIDON BIDCO))	Long	Loan	GB	$1M	–	0.15
PRESS GANEY HOLDINGS INC 2024 TERM LOAN B (PRESS GANEY (AZALEA TOPCO INC))	Long	Loan	US	$15K	–	0.00
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC)	Long	ABS-mortgage backed security	US	$3M	–	0.51
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN1 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2023-RN1)	Long	ABS-mortgage backed security	US	$4M	–	0.67
PROSUS NV SR UNSECURED 144A 01/34 2.778	Long	Debt	NL	$2M	–	0.33
PRP ADVISORS, LLC PRPM 2024 2 A1 144A (PRPM 2024-2 LLC)	Long	ABS-mortgage backed security	US	$3M	–	0.44
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A (PRPM 2024-NQM2 TRUST)	Long	ABS-mortgage backed security	US	$3M	–	0.49
PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A (PRPM 2024-RCF2 LLC)	Long	ABS-mortgage backed security	US	$3M	–	0.45
PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR (PUERTO RICO GOVT)	Long	Debt	PR	$24K	–	0.00
RBSSP RESECURITIZATION TRUST RBSSP 2010 2 3A2 144A (RBSSP RESECURITIZATION TRUST 2010-2)	Long	ABS-mortgage backed security	US	$337K	–	0.05
REACH FINANCIAL LLC REACH 2024 1A A 144A (REACH ABS TRUST 2024-1A)	Long	ABS-other	US	$988K	–	0.15
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF2 (RENAISSANCE HOME EQUITY LOAN TR 2006-4)	Long	ABS-mortgage backed security	US	$1M	–	0.22
REPUBLIC OF ARGENTINA BONDS 07/30 VAR (ARGENTINA GOVT)	Long	Debt	AR	$591K	–	0.09
REPUBLIC OF ARGENTINA BONDS 07/35 VAR (ARGENTINA GOVT)	Long	Debt	AR	$323K	–	0.05
REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR (ARGENTINA GOVT)	Long	Debt	AR	$38K	–	0.01
REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 (ARGENTINA GOVT)	Long	Debt	AR	$72K	–	0.01
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR (ARGENTINA GOVT)	Long	Debt	AR	$207K	–	0.03
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR (ARGENTINA GOVT)	Long	Debt	AR	$371K	–	0.06
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR (ARGENTINA GOVT)	Long	Debt	AR	$2M	–	0.31
REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95 (PERU GOVT)	Long	Debt	PE	$2K	–	0.00
REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4 (PERU GOVT)	Long	Debt	PE	$16K	–	0.00
REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9 (PERU GOVT)	Long	Debt	PE	$225K	–	0.03
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 (PERU GOVT)	Long	Debt	PE	$56K	–	0.01
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT)	Long	Debt	ZA	$4M	–	0.59
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 (SOUTH AFRICA GOVT)	Long	Debt	ZA	$194K	–	0.03
REPUBLIC OF TURKIYE SR UNSECURED 03/25 4.25 (TURKEY GOVT)	Long	Debt	TR	$787K	–	0.12
REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25 (TURKEY GOVT)	Long	Debt	TR	$550K	–	0.08
REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625 (TURKEY GOVT)	Long	Debt	TR	$716K	–	0.11
REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25 (VENEZUELAN GOVT)	Long	Debt	VE	$27K	–	0.00
REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7 (VENEZUELAN GOVT)	Long	Debt	VE	$6K	–	0.00
REPUBLIC OF VENEZUELA SR UNSECURED REGS 04/25 7.65 (VENEZUELAN GOVT)	Long	Debt	VE	$17K	–	0.00
REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25 (VENEZUELAN GOVT)	Long	Debt	VE	$14K	–	0.00
REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95 (VENEZUELAN GOVT)	Long	Debt	VE	$57K	–	0.01
REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25 (VENEZUELAN GOVT)	Long	Debt	VE	$26K	–	0.00
REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/26 11.75 (VENEZUELAN GOVT)	Long	Debt	VE	$2K	–	0.00
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC)	Long	ABS-other	US	$4M	–	0.63
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M6 (RESIDENTIAL ASSET MTGE PROD 2005-RS6)	Long	ABS-mortgage backed security	US	$2M	–	0.38
RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M3 (RESIDENTIAL ASSET SECURITIES 2005-AHL2)	Long	ABS-mortgage backed security	US	$2M	–	0.26
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX2 M1 (RESIDENTIAL ASSET SECURITIES 2006-EMX2)	Long	ABS-mortgage backed security	US	$344K	–	0.05
RESIDENTIAL ASSET SECURITIES C RASC 2007 KS4 A4 (RESIDENTIAL ASSET SEC CORP 2007-KS4)	Long	ABS-mortgage backed security	US	$170K	–	0.03
REVERSE REPO BANK OF AMERICA REVERSE REPO	Short	Repurchase agreement	US	$-2M	–	-0.34
RFR GBP SONIO/1.06000 02/21/22-30Y LCH		Derivative-interest rate	GB	$-63K	–	-0.01
RFR GBP SONIO/1.10100 02/21/22-30Y LCH		Derivative-interest rate	GB	$-62K	–	-0.01
RFR GBP SONIO/3.70000 03/28/24-10Y LCH		Derivative-interest rate	GB	$5K	–	0.00
RFR GBP SONIO/3.75000 09/18/24-10Y LCH		Derivative-interest rate	GB	$34K	–	0.01
RFR GBP SONIO/3.75000 09/18/24-30Y LCH		Derivative-interest rate	GB	$8K	–	0.00
RFR GBP SONIO/4.00000 09/18/24-5Y LCH		Derivative-interest rate	GB	$208K	–	0.03
RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH		Derivative-interest rate	JP	$80K	–	0.01
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH		Derivative-interest rate	JP	$911K	–	0.14
RFR JPY MUTK/0.17625 04/27/22-5Y LCH		Derivative-interest rate	JP	$-10K	–	-0.00
RFR JPY MUTK/0.4000 06/15/22-10Y LCH		Derivative-interest rate	JP	$129K	–	0.02
RFR JPY MUTK/0.70000 09/18/24-5Y LCH		Derivative-interest rate	JP	$3K	–	0.00
RFR JPY MUTK/0.711* 04/27/22-20Y LCH		Derivative-interest rate	JP	$33K	–	0.01
RFR JPY MUTK/1.00000 09/18/24-10Y LCH		Derivative-interest rate	JP	$10K	–	0.00
RFR USD SOFR/1.00000 06/15/22-5Y LCH		Derivative-interest rate	US	$246K	–	0.04
RFR USD SOFR/1.00000 06/15/22-7Y CME		Derivative-interest rate	US	$194K	–	0.03
RFR USD SOFR/1.00000 06/15/22-7Y LCH		Derivative-interest rate	US	$455K	–	0.07
RFR USD SOFR/1.25000 06/15/22-10Y CME		Derivative-interest rate	US	$-403K	–	-0.06
RFR USD SOFR/1.25000 06/15/22-10Y LCH		Derivative-interest rate	US	$367K	–	0.06
RFR USD SOFR/1.57300 02/28/22-5Y LCH		Derivative-interest rate	US	$-58K	–	-0.01
RFR USD SOFR/1.60000 01/16/24-2Y LCH		Derivative-interest rate	US	$516K	–	0.08
RFR USD SOFR/1.73000 02/24/22-10Y LCH		Derivative-interest rate	US	$-112K	–	-0.02
RFR USD SOFR/1.75000 06/15/22-10Y CME		Derivative-interest rate	US	$320K	–	0.05
RFR USD SOFR/1.75000 06/15/22-10Y LCH		Derivative-interest rate	US	$-608K	–	-0.09
RFR USD SOFR/1.75000 06/15/22-7Y CME		Derivative-interest rate	US	$195K	–	0.03
RFR USD SOFR/1.81700 04/05/22-10Y LCH		Derivative-interest rate	US	$-363K	–	-0.06
RFR USD SOFR/1.87200 04/06/22-10Y LCH		Derivative-interest rate	US	$-177K	–	-0.03
RFR USD SOFR/1.92750 03/25/22-5Y LCH		Derivative-interest rate	US	$-86K	–	-0.01
RFR USD SOFR/2.00000 12/21/22-10Y CME		Derivative-interest rate	US	$2M	–	0.27
RFR USD SOFR/2.00000 12/21/22-5Y CME		Derivative-interest rate	US	$59K	–	0.01
RFR USD SOFR/2.00000 12/21/22-7Y CME		Derivative-interest rate	US	$579K	–	0.09
RFR USD SOFR/2.30000 01/17/24-2Y LCH		Derivative-interest rate	US	$291K	–	0.04
RFR USD SOFR/2.35000 01/17/24-1Y CME		Derivative-interest rate	US	$307K	–	0.05
RFR USD SOFR/2.38500 06/08/22-10Y LCH		Derivative-interest rate	US	$33K	–	0.00
RFR USD SOFR/2.45000 10/04/22-5Y LCH		Derivative-interest rate	US	$139K	–	0.02
RFR USD SOFR/2.45000 12/20/23-1Y LCH		Derivative-interest rate	US	$603K	–	0.09
RFR USD SOFR/2.68750 04/04/24-1Y LCH		Derivative-interest rate	US	$-18K	–	-0.00
RFR USD SOFR/2.69000 04/04/24-1Y LCH		Derivative-interest rate	US	$-8K	–	-0.00
RFR USD SOFR/2.69700 04/04/24-1Y LCH		Derivative-interest rate	US	$-33K	–	-0.00
RFR USD SOFR/2.72100 04/10/24-1Y LCH		Derivative-interest rate	US	$-15K	–	-0.00
RFR USD SOFR/2.78100 04/09/24-1Y LCH		Derivative-interest rate	US	$-27K	–	-0.00
RFR USD SOFR/2.78500 04/10/24-1Y LCH		Derivative-interest rate	US	$-19K	–	-0.00
RFR USD SOFR/2.83500 04/10/24-1Y LCH		Derivative-interest rate	US	$-19K	–	-0.00
RFR USD SOFR/2.84100 10/31/23-1Y LCH		Derivative-interest rate	US	$-16K	–	-0.00
RFR USD SOFR/2.84500 11/15/23-1Y LCH		Derivative-interest rate	US	$-26K	–	-0.00
RFR USD SOFR/2.90000 04/04/22-6Y* LCH		Derivative-interest rate	US	$-310K	–	-0.05
RFR USD SOFR/2.91000 11/14/23-1Y LCH		Derivative-interest rate	US	$-15K	–	-0.00
RFR USD SOFR/2.92000 10/17/23-1Y LCH		Derivative-interest rate	US	$-20K	–	-0.00
RFR USD SOFR/2.95500 10/04/22-5Y LCH		Derivative-interest rate	US	$-65K	–	-0.01
RFR USD SOFR/2.97300 10/27/23-1Y LCH		Derivative-interest rate	US	$-15K	–	-0.00
RFR USD SOFR/2.99250 10/13/23-1Y LCH		Derivative-interest rate	US	$-17K	–	-0.00
RFR USD SOFR/3.00000 06/21/23-10Y CME		Derivative-interest rate	US	$198K	–	0.03
RFR USD SOFR/3.00000 06/21/23-10Y LCH		Derivative-interest rate	US	$92K	–	0.01
RFR USD SOFR/3.00000 06/21/23-7Y LCH		Derivative-interest rate	US	$903K	–	0.14
RFR USD SOFR/3.01750 10/24/23-1Y LCH		Derivative-interest rate	US	$-15K	–	-0.00
RFR USD SOFR/3.02000 11/08/23-1Y LCH		Derivative-interest rate	US	$-24K	–	-0.00
RFR USD SOFR/3.08000 02/23/23-30Y LCH		Derivative-interest rate	US	$-26K	–	-0.00
RFR USD SOFR/3.08750 11/07/23-1Y LCH		Derivative-interest rate	US	$-14K	–	-0.00
RFR USD SOFR/3.14000 10/25/23-1Y LCH		Derivative-interest rate	US	$-14K	–	-0.00
RFR USD SOFR/3.19000 10/25/23-1Y LCH		Derivative-interest rate	US	$-14K	–	-0.00
RFR USD SOFR/3.22500 10/25/23-1Y LCH		Derivative-interest rate	US	$-13K	–	-0.00
RFR USD SOFR/3.25000 06/21/23-5Y LCH		Derivative-interest rate	US	$989K	–	0.15
RFR USD SOFR/3.30000 03/06/23-10Y LCH		Derivative-interest rate	US	$-28K	–	-0.00
RFR USD SOFR/3.30000 06/14/23-10Y LCH		Derivative-interest rate	US	$-66K	–	-0.01
RFR USD SOFR/3.34000 02/23/23-7Y LCH		Derivative-interest rate	US	$-34K	–	-0.01
RFR USD SOFR/3.37000 03/01/23-10Y LCH		Derivative-interest rate	US	$-20K	–	-0.00
RFR USD SOFR/3.37000 07/12/23-30Y LCH		Derivative-interest rate	US	$-27K	–	-0.00
RFR USD SOFR/3.40000 02/23/23-10Y LCH		Derivative-interest rate	US	$-19K	–	-0.00
RFR USD SOFR/3.40500 03/01/23-10Y LCH		Derivative-interest rate	US	$-24K	–	-0.00
RFR USD SOFR/3.42000 05/24/23-10Y LCH		Derivative-interest rate	US	$-25K	–	-0.00
RFR USD SOFR/3.42500 03/01/23-10Y LCH		Derivative-interest rate	US	$-23K	–	-0.00
RFR USD SOFR/3.43000 02/27/23-10Y LCH		Derivative-interest rate	US	$-23K	–	-0.00
RFR USD SOFR/3.45000 03/07/23-10Y LCH		Derivative-interest rate	US	$-44K	–	-0.01
RFR USD SOFR/3.47000 02/22/23-7Y LCH		Derivative-interest rate	US	$-32K	–	-0.00
RFR USD SOFR/3.50000 05/22/23-10Y LCH		Derivative-interest rate	US	$2M	–	0.25
RFR USD SOFR/3.50000 06/21/23-10Y LCH		Derivative-interest rate	US	$-32K	–	-0.00
RFR USD SOFR/3.50000 06/21/23-3Y LCH		Derivative-interest rate	US	$23K	–	0.00
RFR USD SOFR/3.50000 06/22/23-7Y LCH		Derivative-interest rate	US	$-36K	–	-0.01
RFR USD SOFR/3.50000 12/20/23-10Y CME		Derivative-interest rate	US	$-28K	–	-0.00
RFR USD SOFR/3.50000 12/20/23-10Y LCH		Derivative-interest rate	US	$-44K	–	-0.01
RFR USD SOFR/3.50000 12/20/23-7Y CME		Derivative-interest rate	US	$15K	–	0.00
RFR USD SOFR/3.50000 12/20/23-7Y LCH		Derivative-interest rate	US	$163K	–	0.02
RFR USD SOFR/3.55500 03/05/24-30Y LCH		Derivative-interest rate	US	$-8K	–	-0.00
RFR USD SOFR/3.59400 01/09/24-10Y LCH		Derivative-interest rate	US	$15K	–	0.00
RFR USD SOFR/3.60000 01/17/24-10Y LCH		Derivative-interest rate	US	$7K	–	0.00
RFR USD SOFR/3.64750 01/08/24-10Y LCH		Derivative-interest rate	US	$13K	–	0.00
RFR USD SOFR/3.65000 03/05/24-10Y LCH		Derivative-interest rate	US	$-12K	–	-0.00
RFR USD SOFR/3.65000 07/10/23-10Y LCH		Derivative-interest rate	US	$-16K	–	-0.00
RFR USD SOFR/3.65000 11/22/23-1Y LCH		Derivative-interest rate	US	$-23K	–	-0.00
RFR USD SOFR/3.65000 12/05/23-1Y LCH		Derivative-interest rate	US	$-23K	–	-0.00
RFR USD SOFR/3.66500 01/24/24-10Y LCH		Derivative-interest rate	US	$-12K	–	-0.00
RFR USD SOFR/3.67000 01/08/24-10Y LCH		Derivative-interest rate	US	$12K	–	0.00
RFR USD SOFR/3.68400 01/03/24-10Y LCH		Derivative-interest rate	US	$6K	–	0.00
RFR USD SOFR/3.68500 01/24/24-10Y LCH		Derivative-interest rate	US	$-12K	–	-0.00
RFR USD SOFR/3.70000 06/06/23-10Y LCH		Derivative-interest rate	US	$402K	–	0.06
RFR USD SOFR/3.71000 03/05/24-10Y LCH		Derivative-interest rate	US	$-10K	–	-0.00
RFR USD SOFR/3.72500 02/07/24-10Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.73500 01/23/24-10Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.73500 08/07/23-10Y LCH		Derivative-interest rate	US	$-7K	–	-0.00
RFR USD SOFR/3.73800 01/23/24-10Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.75000 01/02/24-10Y LCH		Derivative-interest rate	US	$5K	–	0.00
RFR USD SOFR/3.75000 06/20/24-10Y CME		Derivative-interest rate	US	$-18K	–	-0.00
RFR USD SOFR/3.75000 06/20/24-10Y LCH		Derivative-interest rate	US	$-39K	–	-0.01
RFR USD SOFR/3.75000 06/20/24-5Y CME		Derivative-interest rate	US	$88K	–	0.01
RFR USD SOFR/3.75000 06/20/24-5Y LCH		Derivative-interest rate	US	$127K	–	0.02
RFR USD SOFR/3.75000 06/20/24-7Y LCH		Derivative-interest rate	US	$744K	–	0.11
RFR USD SOFR/3.75000 07/12/23-10Y LCH		Derivative-interest rate	US	$-13K	–	-0.00
RFR USD SOFR/3.75000 11/21/23-1Y LCH		Derivative-interest rate	US	$-22K	–	-0.00
RFR USD SOFR/3.75000 12/11/23-1Y LCH		Derivative-interest rate	US	$-22K	–	-0.00
RFR USD SOFR/3.75000 12/18/24-10Y LCH		Derivative-interest rate	US	$-1K	–	-0.00
RFR USD SOFR/3.75000 12/20/23-5Y LCH		Derivative-interest rate	US	$345K	–	0.05
RFR USD SOFR/3.80000 03/10/23-5Y LCH		Derivative-interest rate	US	$-9K	–	-0.00
RFR USD SOFR/3.80000 08/22/23-7Y LCH		Derivative-interest rate	US	$-5K	–	-0.00
RFR USD SOFR/3.80000 09/05/23-5Y LCH		Derivative-interest rate	US	$-30K	–	-0.00
RFR USD SOFR/3.81000 01/02/24-10Y LCH		Derivative-interest rate	US	$4K	–	0.00
RFR USD SOFR/3.85400 12/29/23-10Y LCH		Derivative-interest rate	US	$7K	–	0.00
RFR USD SOFR/3.86000 02/21/24-10Y LCH		Derivative-interest rate	US	$-11K	–	-0.00
RFR USD SOFR/3.90000 04/10/24-10Y LCH		Derivative-interest rate	US	$-3K	–	-0.00
RFR USD SOFR/3.90000 04/15/24-10Y LCH		Derivative-interest rate	US	$-2K	–	-0.00
RFR USD SOFR/3.90000 08/30/23-10Y LCH		Derivative-interest rate	US	$-18K	–	-0.00
RFR USD SOFR/3.94000 02/22/24-5Y LCH		Derivative-interest rate	US	$-14K	–	-0.00
RFR USD SOFR/3.95000 09/13/23-10Y LCH		Derivative-interest rate	US	$-10K	–	-0.00
RFR USD SOFR/3.95000 12/19/23-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/3.97000 02/27/24-5Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/4.03000 10/04/23-10Y LCH		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/4.03000 12/15/23-10Y LCH		Derivative-interest rate	US	$894.21	–	0.00
RFR USD SOFR/4.07800 04/29/24-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.08000 04/17/24-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.08500 04/22/24-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.09000 04/30/24-10Y LCH		Derivative-interest rate	US	$11K	–	0.00
RFR USD SOFR/4.10500 04/24/24-10Y LCH		Derivative-interest rate	US	$7K	–	0.00
RFR USD SOFR/4.13000 05/03/24-10Y LCH		Derivative-interest rate	US	$5K	–	0.00
RFR USD SOFR/4.15000 04/22/24-10Y LCH		Derivative-interest rate	US	$5K	–	0.00
RFR USD SOFR/4.15000 10/12/23-10Y LCH		Derivative-interest rate	US	$2K	–	0.00
RFR USD SOFR/4.15500 10/02/23-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.16500 09/27/23-10Y LCH		Derivative-interest rate	US	$5K	–	0.00
RFR USD SOFR/4.17500 10/10/23-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.20000 05/06/24-10Y LCH		Derivative-interest rate	US	$12K	–	0.00
RFR USD SOFR/4.20000 10/18/23-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.22000 10/20/23-10Y LCH		Derivative-interest rate	US	$5K	–	0.00
RFR USD SOFR/4.23000 10/23/23-10Y LCH		Derivative-interest rate	US	$2K	–	0.00
RFR USD SOFR/4.25000 03/20/24-5Y CME		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/4.25000 03/20/24-7Y CME		Derivative-interest rate	US	$-4K	–	-0.00
RFR USD SOFR/4.25000 11/22/23-10Y LCH		Derivative-interest rate	US	$-6K	–	-0.00
RFR USD SOFR/4.25500 10/23/23-10Y LCH		Derivative-interest rate	US	$3K	–	0.00
RFR USD SOFR/4.39250 10/25/23-10Y LCH		Derivative-interest rate	US	$5K	–	0.00
RFR USD SOFR/4.43500 11/01/23-10Y LCH		Derivative-interest rate	US	$6K	–	0.00
RFR USD SOFR/4.45000 11/01/23-10Y LCH		Derivative-interest rate	US	$12K	–	0.00
RFR USD SOFR/4.50000 05/22/23-2Y LCH		Derivative-interest rate	US	$-632K	–	-0.10
RFR USD SOFR/4.90000 06/06/23-2Y LCH		Derivative-interest rate	US	$-85K	–	-0.01
RFRF USD SF+26.161/0.50 9/16/23-5Y* CME		Derivative-interest rate	US	$-464K	–	-0.07
RFRF USD SF+26.161/0.500 06/16/21-5Y LCH		Derivative-interest rate	US	$682K	–	0.10
RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME		Derivative-interest rate	US	$-1M	–	-0.21
RFRF USD SF+26.161/0.75 06/16/21-10Y LCH		Derivative-interest rate	US	$938K	–	0.14
RFRF USD SF+26.161/0.9* 9/08/23-3Y* CME		Derivative-interest rate	US	$83K	–	0.01
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME		Derivative-interest rate	US	$134K	–	0.02
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH		Derivative-interest rate	US	$942K	–	0.14
RFRF USD SF+26.161/1.2* 09/28/23-5Y CME		Derivative-interest rate	US	$-95K	–	-0.01
RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME		Derivative-interest rate	US	$48K	–	0.01
RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME		Derivative-interest rate	US	$-1M	–	-0.15
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME		Derivative-interest rate	US	$4M	–	0.61
RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME		Derivative-interest rate	US	$298K	–	0.05
RFRF USD SF+26.161/1.30 9/16/23-1Y* CME		Derivative-interest rate	US	$47K	–	0.01
RFRF USD SF+26.161/1.30 9/18/23-1Y* CME		Derivative-interest rate	US	$47K	–	0.01
RFRF USD SF+26.161/1.4* 03/17/20-10Y LCH		Derivative-interest rate	US	$115K	–	0.02
RFRF USD SF+26.161/1.4* 07/16/23-8Y CME		Derivative-interest rate	US	$141K	–	0.02
RFRF USD SF+26.161/1.4* 09/07/23-8Y CME		Derivative-interest rate	US	$158K	–	0.02
RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME		Derivative-interest rate	US	$-83K	–	-0.01
RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME		Derivative-interest rate	US	$-42K	–	-0.01
RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME		Derivative-interest rate	US	$-172K	–	-0.03
RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME		Derivative-interest rate	US	$211K	–	0.03
RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME		Derivative-interest rate	US	$-72K	–	-0.01
RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME		Derivative-interest rate	US	$-108K	–	-0.02
RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME		Derivative-interest rate	US	$-1M	–	-0.19
RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME		Derivative-interest rate	US	$-37K	–	-0.01
RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME		Derivative-interest rate	US	$-70K	–	-0.01
RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME		Derivative-interest rate	US	$-85K	–	-0.01
RFRF USD SF+26.161/1.50 7/05/23-8Y* CME		Derivative-interest rate	US	$-109K	–	-0.02
RFRF USD SF+26.161/1.50 7/12/23-6Y* CME		Derivative-interest rate	US	$71K	–	0.01
RFRF USD SF+26.161/1.50 9/15/23-5Y* CME		Derivative-interest rate	US	$-362K	–	-0.06
RFRF USD SF+26.161/1.50 9/18/23-6Y* CME		Derivative-interest rate	US	$111K	–	0.02
RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME		Derivative-interest rate	US	$-86K	–	-0.01
RFRF USD SF+26.161/1.6* 7/26/23-6Y* CME		Derivative-interest rate	US	$-58K	–	-0.01
RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME		Derivative-interest rate	US	$1M	–	0.18
RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH		Derivative-interest rate	US	$-65K	–	-0.01
RFRF USD SF+26.161/1.7* 12/16/19-7Y LCH		Derivative-interest rate	US	$28K	–	0.00
RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME		Derivative-interest rate	US	$-67K	–	-0.01
RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME		Derivative-interest rate	US	$364K	–	0.06
RFRF USD SF+26.161/1.7* 8/12/23-28Y CME		Derivative-interest rate	US	$190K	–	0.03
RFRF USD SF+26.161/1.70 7/12/23-6Y* CME		Derivative-interest rate	US	$-240K	–	-0.04
RFRF USD SF+26.161/1.70 8/17/23-4Y* CME		Derivative-interest rate	US	$-758K	–	-0.12
RFRF USD SF+26.161/1.75 12/15/21-10Y LCH		Derivative-interest rate	US	$1M	–	0.17
RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME		Derivative-interest rate	US	$108K	–	0.02
RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME		Derivative-interest rate	US	$-38K	–	-0.01
RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME		Derivative-interest rate	US	$-37K	–	-0.01
RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME		Derivative-interest rate	US	$430K	–	0.07
RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME		Derivative-interest rate	US	$107K	–	0.02
RFRF USD SF+26.161/2.00 12/15/21-30Y LCH		Derivative-interest rate	US	$-1M	–	-0.21
RFRF USD SF+26.161/2.00 8/12/23-7Y* CME		Derivative-interest rate	US	$184K	–	0.03
RFRF USD SF+26.161/2.00 8/18/23-9Y* CME		Derivative-interest rate	US	$-132K	–	-0.02
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME		Derivative-interest rate	US	$92K	–	0.01
RFRF USD SF+26.161/2.00 9/10/23-6Y* CME		Derivative-interest rate	US	$91K	–	0.01
RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME		Derivative-interest rate	US	$657K	–	0.10
RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME		Derivative-interest rate	US	$265K	–	0.04
RFRF USD SF+26.161/2.25 06/20/18-10Y LCH		Derivative-interest rate	US	$105K	–	0.02
RFRF USD SF+26.161/2.50 9/18/23-1Y* CME		Derivative-interest rate	US	$37K	–	0.01
RFRF USD SF+26.161/3.00 9/19/23-3Y* CME		Derivative-interest rate	US	$401K	–	0.06
ROMANIA NOTES 144A 09/28 5.5 (ROMANIA GOVT)	Long	Debt	RO	$1M	–	0.20
ROMANIA SR UNSECURED 144A 02/34 3.75 (ROMANIA GOVT)	Long	Debt	RO	$700K	–	0.11
ROMANIA SR UNSECURED 144A 05/32 5.25 (ROMANIA GOVT)	Long	Debt	RO	$365K	–	0.06
ROMANIA SR UNSECURED 144A 05/37 5.625 (ROMANIA GOVT)	Long	Debt	RO	$414K	–	0.06
RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625 (RUSSIAN GOVT)	Long	Debt	RU	$846K	–	0.13
RUSSIAN FEDERATION SR UNSECURED 144A 06/47 5.25 (RUSSIAN GOVT)	Long	Debt	RU	$116K	–	0.02
RUSSIAN FEDERATION SR UNSECURED REGS 03/30 VAR (RUSSIAN GOVT)	Long	Debt	RU	$38K	–	0.01
RUSSIAN FEDERATION SR UNSECURED REGS 03/35 5.1 (RUSSIAN GOVT)	Long	Debt	RU	$265K	–	0.04
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625 (RUSSIAN GOVT)	Long	Debt	RU	$564K	–	0.09
RUSSIAN FEDERATION SR UNSECURED REGS 05/26 4.75 (RUSSIAN GOVT)	Long	Debt	RU	$825K	–	0.13
RUSSIAN FEDERATION SR UNSECURED REGS 06/27 4.25 (RUSSIAN GOVT)	Long	Debt	RU	$456K	–	0.07
RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25 (RUSSIAN GOVT)	Long	Debt	RU	$812K	–	0.12
SAXON ASSET SECURITIES TRUST SAST 2004 3 M2 (SAXON ASSET SECURITIES TR 2004-3)	Long	ABS-mortgage backed security	US	$556K	–	0.08
SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A (SAXON ASSET SECURITIES TRUST 2007-4)	Long	ABS-mortgage backed security	US	$698K	–	0.11
SCURALPHA 1503 GMBH USD TERM LOAN B1 (ENVALIOR FINANCE GMBH)	Long	Loan	DE	$1M	–	0.19
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A (SFO COMMERCIAL MORTGAGE TRUST 2021-555)	Long	ABS-mortgage backed security	US	$2M	–	0.32
SLM STUDENT LOAN TRUST SLMA 2005 B A4 (SLM STUDENT LOAN TRUST 2005-B)	Long	ABS-other	US	$2M	–	0.27
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-B)	Long	ABS-other	US	$3M	–	0.49
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B (SMB PRIVATE EDUCATION LOAN TRUST 2024-D)	Long	ABS-other	US	$7M	–	1.00
SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR	Long	Debt	FR	$2M	–	0.38
SOFTBANK VISION FUND II FIXED TERM LOAN (SVF II FINCO (CAYMAN) LP)	Long	Loan	GB	$2M	–	0.26
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-798.43	–	-0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-2K	–	-0.00
SOLD AUD BOUGHT USD 20240702		Derivative-foreign exchange	AU	$-5K	–	-0.00
SOLD AUD BOUGHT USD 20240802		Derivative-foreign exchange	AU	$-5K	–	-0.00
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$160K	–	0.02
SOLD BRL BOUGHT USD 20240702		Derivative-foreign exchange	BR	$11K	–	0.00
SOLD BRL BOUGHT USD 20240802		Derivative-foreign exchange	BR	$51K	–	0.01
SOLD BRL BOUGHT USD 20250103		Derivative-foreign exchange	BR	$430K	–	0.07
SOLD BRL BOUGHT USD 20250103		Derivative-foreign exchange	BR	$124K	–	0.02
SOLD CAD BOUGHT USD 20240702		Derivative-foreign exchange	CA	$24K	–	0.00
SOLD CAD BOUGHT USD 20240802		Derivative-foreign exchange	CA	$-4K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-3K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-5K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-6K	–	-0.00
SOLD CHF BOUGHT USD 20240702		Derivative-foreign exchange	CH	$-26K	–	-0.00
SOLD CHF BOUGHT USD 20240802		Derivative-foreign exchange	CH	$-11K	–	-0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$36K	–	0.01
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$21K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$11K	–	0.00
SOLD CNH BOUGHT USD 20240920		Derivative-foreign exchange	CN	$3K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$23K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$18K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$4K	–	0.00
SOLD CNH BOUGHT USD 20241025		Derivative-foreign exchange	CN	$4K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$204K	–	0.03
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$20K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$6K	–	0.00
SOLD EUR BOUGHT USD 20240702		Derivative-foreign exchange		$4K	–	0.00
SOLD EUR BOUGHT USD 20240802		Derivative-foreign exchange		$6K	–	0.00
SOLD GBP BOUGHT USD 20240702		Derivative-foreign exchange	GB	$322K	–	0.05
SOLD GBP BOUGHT USD 20240802		Derivative-foreign exchange	GB	$91K	–	0.01
SOLD IDR BOUGHT USD 20240726		Derivative-foreign exchange	ID	$364.43	–	0.00
SOLD IDR BOUGHT USD 20240729		Derivative-foreign exchange	ID	$-28.93	–	-0.00
SOLD ILS BOUGHT USD 20240718		Derivative-foreign exchange	IL	$7K	–	0.00
SOLD INR BOUGHT USD 20240924		Derivative-foreign exchange	IN	$-298.72	–	-0.00
SOLD INR BOUGHT USD 20240924		Derivative-foreign exchange	IN	$-1K	–	-0.00
SOLD JPY BOUGHT USD 20240702		Derivative-foreign exchange	JP	$31K	–	0.00
SOLD KRW BOUGHT USD 20240715		Derivative-foreign exchange	KR	$91.99	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$13K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$12K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$8K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$7K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$4K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$3K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$2K	–	0.00
SOLD KRW BOUGHT USD 20240722		Derivative-foreign exchange	KR	$-5K	–	-0.00
SOLD KWD BOUGHT USD 20290502		Derivative-foreign exchange		$17K	–	0.00
SOLD MXN BOUGHT USD 20240715		Derivative-foreign exchange	MX	$-4K	–	-0.00
SOLD MXN BOUGHT USD 20240715		Derivative-foreign exchange	MX	$-6K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-1K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-2K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-13K	–	-0.00
SOLD MXN BOUGHT USD 20240918		Derivative-foreign exchange	MX	$-49K	–	-0.01
SOLD MXN BOUGHT USD 20250131		Derivative-foreign exchange	MX	$8K	–	0.00
SOLD MXN BOUGHT USD 20250204		Derivative-foreign exchange	MX	$8K	–	0.00
SOLD MXN BOUGHT USD 20250212		Derivative-foreign exchange	MX	$12K	–	0.00
SOLD NOK BOUGHT USD 20240702		Derivative-foreign exchange	NO	$22.75	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$4K	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$3K	–	0.00
SOLD NZD BOUGHT USD 20240702		Derivative-foreign exchange	NZ	$1K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$18K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$2K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$2K	–	0.00
SOLD SGD BOUGHT USD 20240702		Derivative-foreign exchange	SG	$-55.4	–	-0.00
SOLD SGD BOUGHT USD 20240802		Derivative-foreign exchange	SG	$-38.39	–	-0.00
SOLD SGD BOUGHT USD 20240802		Derivative-foreign exchange	SG	$-619.28	–	-0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$15K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$9K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$8K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$7K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$6K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$6K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$6K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$4K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$4K	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$579.59	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$412.96	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$339.87	–	0.00
SOLD TWD BOUGHT USD 20240913		Derivative-foreign exchange	TW	$84.96	–	0.00
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2004 WMC1 M1 (SOUNDVIEW HOME EQUITY LOAN TR 2004-WMC1)	Long	ABS-mortgage backed security	US	$4M	–	0.64
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5 (SOUNDVIEW HOME EQUITY LOAN TRU 2005-CTX1)	Long	ABS-mortgage backed security	US	$2M	–	0.29
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 (SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2)	Long	ABS-mortgage backed security	US	$1M	–	0.23
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1)	Long	ABS-mortgage backed security	US	$290K	–	0.04
SOUTH AFRICA EM SP GST		Derivative-credit	US	$-317.42	–	-0.00
SOUTH AFRICA EM SP MYC		Derivative-credit	US	$-634.84	–	-0.00
SOUTH AFRICA EM SP MYC		Derivative-credit	US	$-2K	–	-0.00
STATE OF ISRAEL SR UNSECURED 03/34 5.5 (ISRAEL GOVT)	Long	Debt	IL	$2M	–	0.29
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR (STICHTING AK RABOBANK CERTIFICATEN)	Long	Equity-preferred	NL	$2M	2M	0.30
STRUCTURED ASSET SECURITIES CO SASC 2005 RMS1 M1 (STRUCTURED ASSET SEC CORP 2005-RMS1)	Long	ABS-mortgage backed security	US	$787K	–	0.12
STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A A1 144A (STRUCTURED ASSET SEC CORP 2006-EQ1A)	Long	ABS-mortgage backed security	US	$83K	–	0.01
STRUCTURED ASSET SECURITIES CO SASC 2006 GEL3 M1 144A (STRUCTURED ASSET SECURITIES CORP 2006-GEL3)	Long	ABS-mortgage backed security	US	$857K	–	0.13
STRUCTURED ASSET SECURITIES CO SASC 2007 GEL1 A3 144A (STRUCTURED ASSET SEC CORP 2007-GEL1)	Long	ABS-mortgage backed security	US	$3M	–	0.40
STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M3 144A (STRUCTURED ASSET SECURITIES CO-2007-TC1)	Long	ABS-mortgage backed security	US	$4M	–	0.62
SYMPHONY CLO LTD SYMP 2016 18A A1RR 144A (SYMPHONY CLO XVIII LTD 2016-18A)	Long	ABS-collateralized bond/debt obligation	KY	$5M	–	0.80
SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN (SYNIVERSE HOLDINGS LLC)	Long	Loan	US	$905K	–	0.14
TD SYNNEX CORP SR UNSECURED 04/34 6.1 (TD SYNNEX CORPORATION)	Long	Debt	US	$2M	–	0.23
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875	Long	Debt	US	$23K	–	0.00
TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75	Long	Debt	US	$181K	–	0.03
TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS (TOWD POINT MORTGAGE FUNDING 2023-V3)	Long	ABS-mortgage backed security	GB	$7M	–	1.09
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A)	Long	ABS-mortgage backed security	GB	$3M	–	0.48
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A (TOWD POINT MORTGAGE TRUST 2019-4)	Long	ABS-mortgage backed security	US	$2M	–	0.35
TRANSDIGM, INC. 2023 TERM LOAN J (TRANSDIGM INC)	Long	Loan	US	$2M	–	0.33
TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT)	Long	Debt	US	$284K	–	0.04
TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT)	Long	Debt	US	$71K	–	0.01
TRINITAS CLO LTD TRNTS 2018 9A ARR 144A (TRINITAS CLO IX LTD)	Long	ABS-collateralized bond/debt obligation	KY	$2M	–	0.30
TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT)	Long	Debt	US	$18M	–	2.81
TSY INFL IX N/B 01/25 2.375 (UNITED STATES GOVT)	Long	Debt	US	$712K	–	0.11
TSY INFL IX N/B 01/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$209K	–	0.03
TSY INFL IX N/B 01/29 0.875 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	0.34
TSY INFL IX N/B 01/31 0.125 (UNITED STATES GOVT)	Long	Debt	US	$106K	–	0.02
TSY INFL IX N/B 01/32 0.125 (UNITED STATES GOVT)	Long	Debt	US	$294K	–	0.04
TSY INFL IX N/B 01/33 1.125 (UNITED STATES GOVT)	Long	Debt	US	$292K	–	0.04
TSY INFL IX N/B 02/42 0.75 (UNITED STATES GOVT)	Long	Debt	US	$109K	–	0.02
TSY INFL IX N/B 02/44 1.375 (UNITED STATES GOVT)	Long	Debt	US	$115K	–	0.02
TSY INFL IX N/B 02/45 0.75 (UNITED STATES GOVT)	Long	Debt	US	$599K	–	0.09
TSY INFL IX N/B 02/46 1 (UNITED STATES GOVT)	Long	Debt	US	$207K	–	0.03
TSY INFL IX N/B 02/47 0.875 (UNITED STATES GOVT)	Long	Debt	US	$683K	–	0.10
TSY INFL IX N/B 02/48 1 (UNITED STATES GOVT)	Long	Debt	US	$682K	–	0.10
TSY INFL IX N/B 02/49 1 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	0.25
TSY INFL IX N/B 02/50 0.25 (UNITED STATES GOVT)	Long	Debt	US	$447K	–	0.07
TSY INFL IX N/B 02/51 0.125 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	0.17
TSY INFL IX N/B 02/53 1.5 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	0.16
TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	0.33
TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT)	Long	Debt	US	$280K	–	0.04
TSY INFL IX N/B 07/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$61K	–	0.01
TSY INFL IX N/B 07/28 0.75 (UNITED STATES GOVT)	Long	Debt	US	$844K	–	0.13
TSY INFL IX N/B 07/29 0.25 (UNITED STATES GOVT)	Long	Debt	US	$4M	–	0.54
TSY INFL IX N/B 07/30 0.125 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	0.25
TSY INFL IX N/B 07/31 0.125 (UNITED STATES GOVT)	Long	Debt	US	$3M	–	0.43
TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT)	Long	Debt	US	$4M	–	0.62
TSY INFL IX N/B 07/33 1.375 (UNITED STATES GOVT)	Long	Debt	US	$7M	–	1.00
TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT)	Long	Debt	US	$6M	–	0.98
TURKEY EM SP BRC		Derivative-credit	US	$1K	–	0.00
TURKEY EM SP GST		Derivative-credit	US	$640.46	–	0.00
U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN (US RENAL CARE INC)	Long	Loan	US	$105K	–	0.02
UBS GROUP AG SR UNSECURED 144A 01/34 VAR	Long	Debt	CH	$4M	–	0.69
UBS GROUP AG SR UNSECURED 144A 05/32 VAR	Long	Debt	CH	$444K	–	0.07
UBS GROUP AG SR UNSECURED 144A 07/26 VAR	Long	Debt	CH	$503K	–	0.08
UBS GROUP AG SR UNSECURED 144A 08/28 VAR	Long	Debt	CH	$308K	–	0.05
UBS GROUP AG SR UNSECURED 144A 08/33 VAR	Long	Debt	CH	$525K	–	0.08
UBS GROUP AG SR UNSECURED REGS 01/26 VAR	Long	Debt	CH	$107K	–	0.02
UBS GROUP AG SR UNSECURED REGS 10/26 VAR	Long	Debt	CH	$209K	–	0.03
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	$2M	–	0.29
UNITI GROUP INC REIT USD.0001 (UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC))	Long	Equity-common	US	$3K	1K	0.00
UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5 (UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC)	Long	Debt	US	$464K	–	0.07
US 10YR FUT OPTN AUG24C 112 EXP 07/26/2024		Derivative-interest rate	US	$-131.38	–	-0.00
US 10YR FUT OPTN AUG24P 109 EXP 07/26/2024		Derivative-interest rate	US	$-380.76	–	-0.00
US 10YR NOTE (CBT)SEP24 XCBT 20240919		Derivative-interest rate	US	$471K	–	0.07
US 10YR ULTRA FUT SEP24 XCBT 20240919		Derivative-interest rate	US	$-26K	–	-0.00
US 2YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$24K	–	0.00
US 5YR NOTE (CBT) SEP24 XCBT 20240930		Derivative-interest rate	US	$163K	–	0.02
US LONG BOND(CBT) SEP24 XCBT 20240919		Derivative-interest rate	US	$-105K	–	-0.02
US RENAL CARE INC SR SECURED 144A 06/28 10.625	Long	Debt	US	$12K	–	0.00
US TREASURY N/B 01/25 2.5 (UNITED STATES GOVT)	Long	Debt	US	$5M	–	0.72
US TREASURY N/B 01/26 2.625 (UNITED STATES GOVT)	Long	Debt	US	$3M	–	0.52
US TREASURY N/B 01/28 0.75 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	0.21
US TREASURY N/B 02/49 3 (UNITED STATES GOVT)	Long	Debt	US	$379K	–	0.06
US TREASURY N/B 03/26 4.5 (UNITED STATES GOVT)	Long	Debt	US	$13M	–	2.01
US TREASURY N/B 04/27 4.5 (UNITED STATES GOVT)	Long	Debt	US	$13M	–	2.03
US TREASURY N/B 08/43 4.375 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	0.24
US TREASURY N/B 08/48 3 (UNITED STATES GOVT)	Long	Debt	US	$8K	–	0.00
US TREASURY N/B 09/27 0.375 (UNITED STATES GOVT)	Long	Debt	US	$298K	–	0.05
US TREASURY N/B 10/27 0.5 (UNITED STATES GOVT)	Long	Debt	US	$263K	–	0.04
US TREASURY N/B 11/27 0.625 (UNITED STATES GOVT)	Long	Debt	US	$4M	–	0.56
US TREASURY N/B 11/46 2.875 (UNITED STATES GOVT)	Long	Debt	US	$1M	–	0.16
US TREASURY N/B 12/27 0.625 (UNITED STATES GOVT)	Long	Debt	US	$2M	–	0.23
US ULTRA BOND CBT SEP24 XCBT 20240919		Derivative-interest rate	US	$-31K	–	-0.00
VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 (VENTURE GLOBAL CALCASIEU PASS LLC)	Long	Debt	US	$1M	–	0.21
VERIZON COMMUNICATIONS INC SNR S* ICE		Derivative-credit	US	$5K	–	0.00
VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A (VERUS SECURITIZATION TRUST 2023-8)	Long	ABS-mortgage backed security	US	$2M	–	0.37
VOYA CLO LTD VOYA 2019 3A AR 144A (VOYA CLO LTD 2019 3A)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.41
VOYA CLO LTD VOYA 2024 1A A1 144A (VOYA CLO 2024-1A LTD)	Long	ABS-collateralized bond/debt obligation	KY	$3M	–	0.47
WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5 (WASHINGTON MUTUAL 2003-AR1)	Long	ABS-mortgage backed security	US	$29K	–	0.00
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 3A1A (WMALT MTGE PASS-THRU CERT 2006-AR8)	Long	ABS-mortgage backed security	US	$2M	–	0.24
WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR (WELLS FARGO & COMPANY)	Long	Debt	US	$1M	–	0.15
WESTMORELAND COAL CO PIK TERM LOAN (WESTMORELAND MINING HOLDINGS LLC)	Long	Loan	US	$5K	–	0.00
WESTMORELAND MINING HOLDINGS L COMMON (WESTMORELAND MINING HOLDINGS LLC)	Long	Equity-common	US	$474.82	237.41	0.00
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B (WINDSTREAM SERVICES II LLC)	Long	Loan	US	$2M	–	0.25
WINDSTREAM UNITS EQUITY (WINDSTREAM HOLDINGS II LLC)	Long	Equity-common	US	$28K	2K	0.00
WSTN TRUST WSTN 2023 MAUI A 144A (WSTN TRUST 2023-MAUI)	Long	ABS-mortgage backed security	US	$3M	–	0.38
ZCS BRL 10.03683 08/07/23-01/04/27 CME		Derivative-interest rate	BR	$-9K	–	-0.00
ZCS BRL 10.04072 08/02/23-01/04/27 CME		Derivative-interest rate	BR	$-36K	–	-0.01
ZCS BRL 10.05205 08/02/23-01/02/26 CME		Derivative-interest rate	BR	$-29K	–	-0.00
ZCS BRL 10.072 03/27/24-01/04/27 CME		Derivative-interest rate	BR	$-19K	–	-0.00
ZCS BRL 10.08501 08/01/23-01/02/26 CME		Derivative-interest rate	BR	$-29K	–	-0.00
ZCS BRL 10.09012 07/31/23-01/04/27 CME		Derivative-interest rate	BR	$-66K	–	-0.01
ZCS BRL 10.098 03/28/24-01/04/27 CME		Derivative-interest rate	BR	$-58K	–	-0.01
ZCS BRL 10.10457 07/28/23-01/02/26 CME		Derivative-interest rate	BR	$-28K	–	-0.00
ZCS BRL 10.13796 07/28/23-01/04/27 CME		Derivative-interest rate	BR	$-16K	–	-0.00
ZCS BRL 10.16509 04/01/24-01/04/27 CME		Derivative-interest rate	BR	$-28K	–	-0.00
ZCS BRL 10.17 04/01/24-01/04/27 CME		Derivative-interest rate	BR	$-47K	–	-0.01
ZCS BRL 10.18249 04/04/24-01/04/27 CME		Derivative-interest rate	BR	$-56K	–	-0.01
ZCS BRL 10.183133 04/04/24-01/04/27 CME		Derivative-interest rate	BR	$-28K	–	-0.00
ZCS BRL 10.203257 04/02/24-01/04/27 CME		Derivative-interest rate	BR	$-64K	–	-0.01
ZCS BRL 10.21 04/03/24-01/04/27 CME		Derivative-interest rate	BR	$-9K	–	-0.00
ZCS BRL 10.25622 04/03/24-01/04/27 CME		Derivative-interest rate	BR	$-62K	–	-0.01
ZCS BRL 10.3275 04/05/24-01/04/27 CME		Derivative-interest rate	BR	$-48K	–	-0.01
ZCS BRL 11.14 03/29/22-01/02/25 CME		Derivative-interest rate	BR	$-3K	–	-0.00
ZCS BRL 11.16 03/29/22-01/02/25 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 11.22 03/25/22-01/04/27 CME		Derivative-interest rate	BR	$-5K	–	-0.00
ZCS BRL 11.245 03/25/22-01/04/27 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 11.26 03/25/22-01/04/27 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 11.35 03/28/22-01/02/25 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 11.7 03/24/22-01/04/27 CME		Derivative-interest rate	BR	$-625.59	–	-0.00
ZCS BRL 11.715 03/24/22-01/04/27 CME		Derivative-interest rate	BR	$-3K	–	-0.00
ZCS BRL 11.87 03/22/22-01/04/27 CME		Derivative-interest rate	BR	$-5K	–	-0.00
ZCS BRL 12 03/23/22-01/02/25 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 12.08 03/21/22-01/02/25 CME		Derivative-interest rate	BR	$-2K	–	-0.00
ZCS BRL 12.14 03/21/22-01/02/25 CME		Derivative-interest rate	BR	$-729.93	–	-0.00
ZCS BRL 12.145 03/22/22-01/02/25 CME		Derivative-interest rate	BR	$-708.06	–	-0.00
ZCS BRL 12.16 03/21/22-01/02/25 CME		Derivative-interest rate	BR	$-1K	–	-0.00
ZCS BRL 9.87397 08/03/23-01/02/26 CME		Derivative-interest rate	BR	$-17K	–	-0.00
ZCS BRL 9.89906 08/03/23-01/02/26 CME		Derivative-interest rate	BR	$-9K	–	-0.00
ZCS BRL 9.93932 08/07/23-01/02/26 CME		Derivative-interest rate	BR	$-13K	–	-0.00
ZCS BRL 9.99764 08/04/23-01/04/27 CME		Derivative-interest rate	BR	$-35K	–	-0.01

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.