PIMCO Global Bond Opportunities Portfolio (Unhedged)

Fund Profile

Fund profile

Tickers

VPVGBDV, VPVGBVV, VPVGBIV

Fund manager

Pimco Variable Insurance Trust

Total assets

$278.12 mm

Liabilities

$147.33 mm

Net assets

$130.79 mm

Number of holdings

929.00

Top 200 of 929 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	7.08 mm	7.20 mm principal	5.41	ABS-mortgage backed security	Long	USA
FNMA POOL MA5217 FN 12/53 FIXED 6.5	6.14 mm	5.95 mm principal	4.69	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	6.13 mm	6.00 mm principal	4.69	ABS-mortgage backed security	Long	USA
EFSF GOVT GUARANT REGS 05/33 1.25	5.89 mm	5.90 mm principal	4.50	Debt	Long	Luxembourg
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	4.85 mm	5.40 mm principal	3.71	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 3 JUMBOS	3.19 mm	3.50 mm principal	2.44	ABS-mortgage backed security	Long	USA
JAPAN FIN ORG MUNICIPAL SR UNSECURED REGS 09/27 2.375	2.55 mm	2.30 mm principal	1.95	Debt	Long	Japan
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	2.17 mm	2.10 mm principal	1.66	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/28 1.75	2.12 mm	2.10 mm principal	1.62	Debt	Long	USA
UNEDIC GOVT GUARANT REGS 05/28 0.875	2.10 mm	2.00 mm principal	1.61	Debt	Long	France
BUONI POLIENNALI DEL TES SR UNSECURED REGS 09/26 3.85	2.06 mm	1.80 mm principal	1.57	Debt	Long	Italy
FNMA POOL DB1123 FN 06/54 FIXED 6	1.90 mm	1.86 mm principal	1.45	ABS-mortgage backed security	Long	USA
FNMA POOL DB0827 FN 04/54 FIXED 6	1.83 mm	1.77 mm principal	1.40	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8439 FR 06/54 FIXED 6	1.81 mm	1.77 mm principal	1.38	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/33 4.5	1.80 mm	1.70 mm principal	1.37	Debt	Long	USA
FED HM LN PC POOL QI5489 FR 05/54 FIXED 6	1.79 mm	1.75 mm principal	1.37	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL QI6291 FR 05/54 FIXED 6	1.78 mm	1.74 mm principal	1.36	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.75 mm	1.70 mm principal	1.34	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL QI8171 FR 06/54 FIXED 6	1.73 mm	1.69 mm principal	1.32	ABS-mortgage backed security	Long	USA
CANADIAN GOVERNMENT BONDS 03/29 4	1.71 mm	2.20 mm principal	1.31	Debt	Long	Canada
FED HM LN PC POOL QJ3982 FR 09/54 FIXED 6	1.66 mm	1.62 mm principal	1.27	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL QI6798 FR 05/54 FIXED 6	1.49 mm	1.46 mm principal	1.14	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.48 mm	1.50 mm principal	1.13	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8454 FR 08/54 FIXED 6	1.46 mm	1.43 mm principal	1.12	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/25 0.25	1.44 mm	1.46 mm principal	1.10	Debt	Long	USA
FNMA POOL DA7802 FN 01/54 FIXED 6	1.44 mm	1.41 mm principal	1.10	ABS-mortgage backed security	Long	USA
FNMA POOL DB0770 FN 03/54 FIXED 6	1.43 mm	1.40 mm principal	1.10	ABS-mortgage backed security	Long	USA
FNMA POOL MA5295 FN 03/54 FIXED 6	1.37 mm	1.34 mm principal	1.05	ABS-mortgage backed security	Long	USA
CANADIAN GOVERNMENT BONDS 12/33 3.25	1.37 mm	1.80 mm principal	1.04	Debt	Long	Canada
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	1.37 mm	189.88 mm principal	1.04	Debt	Long	Japan
FED HM LN PC POOL SD8463 FR 09/54 FIXED 6	1.32 mm	1.29 mm principal	1.01	ABS-mortgage backed security	Long	USA
NYKREDIT REALKREDIT AS COVERED REGS 04/25 1	1.30 mm	8.80 mm principal	1.00	Debt	Long	Denmark
EUROPEAN INVESTMENT BANK SR UNSECURED 01/27 0.5	1.29 mm	1.20 mm principal	0.98	Debt	Long	N/A
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	1.25 mm	7.20 mm principal	0.96	Debt	Long	Brazil
KFW GOVT GUARANT REGS 12/27 0.0000	1.24 mm	1.20 mm principal	0.95	Debt	Long	Germany
FED HM LN PC POOL QJ1916 FR 08/54 FIXED 6	1.14 mm	1.10 mm principal	0.87	ABS-mortgage backed security	Long	USA
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75	1.13 mm	1.10 mm principal	0.86	Debt	Long	Saudi Arabia
US TREASURY N/B 02/34 4	1.12 mm	1.10 mm principal	0.86	Debt	Long	USA
CDX IG43 5Y ICE	1.08 mm	1.00 contracts	0.83	Credit derivative	N/A	USA
FED HM LN PC POOL QI4035 FR 04/54 FIXED 6	1.02 mm	999.90 k principal	0.78	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/25 0.125	1.02 mm	1.04 mm principal	0.78	Debt	Long	USA
KOREA TREASURY BOND SR UNSECURED 06/31 2	1.01 mm	1.40 bn principal	0.78	Debt	Long	Korea, Republic of
FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75	935.13 k	1.60 mm principal	0.72	Debt	Long	France
FNMA POOL DA7768 FN 02/54 FIXED 6	926.07 k	904.01 k principal	0.71	ABS-mortgage backed security	Long	USA
SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25	894.32 k	1.02 mm principal	0.68	Debt	Long	Singapore
MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D	874.85 k	1.72 mm principal	0.67	ABS-mortgage backed security	Long	USA
JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2	855.68 k	120.00 mm principal	0.65	Debt	Long	Japan
TSY INFL IX N/B 01/33 1.125	815.42 k	844.72 k principal	0.62	Debt	Long	USA
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	787.89 k	2.70 mm principal	0.60	Debt	Long	Peru
EUROPEAN UNION SR UNSECURED REGS 11/27 2.5	786.00 k	700.00 k principal	0.60	Debt	Long	N/A
RIPON MORTGAGES PLC RIPON 1RA A 144A	785.21 k	586.93 k principal	0.60	ABS-mortgage backed security	Long	UK
CDX IG42 5Y ICE	780.76 k	1.00 contracts	0.60	Credit derivative	N/A	USA
FED HM LN PC POOL QI8811 FR 06/54 FIXED 6	765.77 k	747.33 k principal	0.59	ABS-mortgage backed security	Long	USA
JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4	762.00 k	110.00 mm principal	0.58	Debt	Long	Japan
JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5	747.68 k	110.00 mm principal	0.57	Debt	Long	Japan
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	726.43 k	13.00 mm principal	0.56	Debt	Long	South Africa
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875	723.82 k	13.50 mm principal	0.55	Debt	Long	South Africa
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A	697.59 k	794.85 k principal	0.53	ABS-mortgage backed security	Long	USA
TOWER BRIDGE FUNDING TWRBG 2024 3A A 144A	669.35 k	500.00 k principal	0.51	ABS-mortgage backed security	Long	UK
ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A	666.25 k	600.00 k principal	0.51	ABS-collateralized bond/debt obligation	Long	Ireland
ROMANIA T BILL BILLS 06/25 0.00000	664.81 k	3.10 mm principal	0.51	Debt	Long	Romania
Credit Suisse Group AG	662.64 k	600.00 k principal	0.51	Debt	Long	Switzerland
US TREASURY N/B 08/44 4.125	645.02 k	650.00 k principal	0.49	Debt	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	631.59 k	470.97 k principal	0.48	ABS-mortgage backed security	Long	UK
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	619.21 k	644.09 k principal	0.47	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/48 3.375	606.87 k	700.00 k principal	0.46	Debt	Long	USA
REPUBLIC OF SOUTH AFRICA BONDS 03/33 10	578.42 k	9.80 mm principal	0.44	Debt	Long	South Africa
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	576.76 k	600.00 k principal	0.44	ABS-mortgage backed security	Long	USA
BBAM EUROPEAN CLO BBAME 1A AR 144A	554.19 k	500.00 k principal	0.42	ABS-collateralized bond/debt obligation	Long	Ireland
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A	554.02 k	495.38 k principal	0.42	ABS-collateralized bond/debt obligation	Long	Ireland
DEVELOPMENT BK OF JAPAN SR UNSECURED REGS 09/26 2.125	552.54 k	500.00 k principal	0.42	Debt	Long	Japan
GCAT GCAT 2023 NQM4 A1 144A	541.80 k	555.22 k principal	0.41	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 2.5 JUMBOS	529.43 k	600.00 k principal	0.40	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 04/28 VAR	516.25 k	500.00 k principal	0.39	Debt	Long	USA
TD The Toronto-Dominion Bank	512.23 k	500.00 k principal	0.39	Debt	Long	Canada
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A	501.00 k	500.00 k principal	0.38	ABS-collateralized bond/debt obligation	Long	Jersey
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF	500.88 k	500.47 k principal	0.38	ABS-mortgage backed security	Long	USA
SYMPHONY CLO LTD SYMP 2023 39A A 144A	500.68 k	500.00 k principal	0.38	ABS-collateralized bond/debt obligation	Long	Bermuda
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A	500.58 k	500.00 k principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A	500.00 k	500.00 k principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 01/28 0.5	493.96 k	510.05 k principal	0.38	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4	489.97 k	508.74 k principal	0.37	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A	482.74 k	548.91 k principal	0.37	ABS-mortgage backed security	Long	USA
NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D	481.29 k	500.00 k principal	0.37	ABS-mortgage backed security	Long	USA
FNMA POOL DB0829 FN 04/54 FIXED 6	478.18 k	462.87 k principal	0.37	ABS-mortgage backed security	Long	USA
ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A	478.16 k	500.00 k principal	0.37	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT4 M6	477.62 k	500.00 k principal	0.37	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A	466.37 k	530.11 k principal	0.36	ABS-mortgage backed security	Long	USA
ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A	459.53 k	452.76 k principal	0.35	ABS-mortgage backed security	Long	USA
PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A	449.06 k	443.06 k principal	0.34	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 03/27 VAR	446.77 k	400.00 k principal	0.34	Debt	Long	USA
GNMA II POOL MA8486 G2 12/52 FIXED 3	442.97 k	485.63 k principal	0.34	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A	441.35 k	501.85 k principal	0.34	ABS-mortgage backed security	Long	USA
GOLUB CAP PARTNERS STATIC 2024 04/33 1	430.44 k	430.28 k principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FRANCE (GOVT OF) BONDS 144A REGS 05/48 2	430.19 k	500.00 k principal	0.33	Debt	Long	France
LCM LTD PARTNERSHIP LCM 30A AR 144A	428.62 k	428.26 k principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5	427.42 k	400.00 k principal	0.33	Debt	Long	United Arab Emirates
MFRA TRUST MFRA 2023 NQM4 A1 144A	426.93 k	422.88 k principal	0.33	ABS-mortgage backed security	Long	USA
JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1	416.47 k	60.00 mm principal	0.32	Debt	Long	Japan
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7	412.61 k	1.40 mm principal	0.32	Debt	Long	Peru
HARVEST CLO HARVT 21A A2R 144A	410.81 k	384.92 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Ireland
FED HM LN PC POOL QI3936 FR 04/54 FIXED 6	409.63 k	399.96 k principal	0.31	ABS-mortgage backed security	Long	USA
NATWEST GROUP PLC SR UNSECURED 05/29 VAR	404.29 k	400.00 k principal	0.31	Debt	Long	UK
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A	402.75 k	477.19 k principal	0.31	ABS-mortgage backed security	Long	USA
REALKREDIT DANMARK COVERED REGS 04/25 1	399.77 k	2.70 mm principal	0.31	Debt	Long	Denmark
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4	392.75 k	416.77 k principal	0.30	ABS-mortgage backed security	Long	USA
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A	390.53 k	394.63 k principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A	388.78 k	400.00 k principal	0.30	ABS-mortgage backed security	Long	USA
FNMA POOL DC3060 FN 09/54 FIXED 6	387.33 k	378.74 k principal	0.30	ABS-mortgage backed security	Long	USA
JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625	386.76 k	400.00 k principal	0.30	Debt	Long	Japan
Credit Suisse Group AG	379.32 k	300.00 k principal	0.29	Debt	Long	Switzerland
GSAMP TRUST GSAMP 2006 HE3 A2D	375.33 k	394.31 k principal	0.29	ABS-mortgage backed security	Long	USA
MANHATTAN WEST OMW 2020 1MW A 144A	370.91 k	400.00 k principal	0.28	ABS-mortgage backed security	Long	USA
RFR JPY MUT+5.89/0.4000 06/19/19-20Y LCH	365.34 k	1.00 contracts	0.28	Interest rate derivative	N/A	Japan
ARMADA EURO CLO ARMDA 3A A1R 144A	362.84 k	325.60 k principal	0.28	ABS-collateralized bond/debt obligation	Long	Ireland
ACE SECURITIES CORP. ACE 2005 HE5 M4	361.95 k	366.09 k principal	0.28	ABS-mortgage backed security	Long	USA
ROMANIA SR UNSECURED 144A 09/26 5	343.71 k	300.00 k principal	0.26	Debt	Long	Romania
TSY INFL IX N/B 04/29 3.875	337.96 k	306.12 k principal	0.26	Debt	Long	USA
EXPORT DEVELOPMNT CANADA GOVT GUARANT 144A 03/29 7.13	327.36 k	27.10 mm principal	0.25	Debt	Long	Canada
TSY INFL IX N/B 07/25 0.375	326.86 k	331.58 k principal	0.25	Debt	Long	USA
US TREASURY N/B 02/48 3	325.45 k	400.00 k principal	0.25	Debt	Long	USA
RFR GBP SONIO/4.00000 09/18/24-5Y LCH	324.79 k	1.00 contracts	0.25	Interest rate derivative	N/A	UK
MORGAN STANLEY CAPITAL INC MSAC 2007 HE5 A2A	324.51 k	752.92 k principal	0.25	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/31 0.125	322.20 k	352.06 k principal	0.25	Debt	Long	USA
BANCA MONTE DEI PASCHI S COVERED REGS 10/27 0.875	321.98 k	300.00 k principal	0.25	Debt	Long	Italy
CREDIT AGRICOLE SA 144A 10/29 VAR	319.11 k	300.00 k principal	0.24	Debt	Long	France
SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR	317.97 k	300.00 k principal	0.24	Debt	Long	UK
Credit Suisse Group AG	315.66 k	300.00 k principal	0.24	Debt	Long	Switzerland
WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR	314.60 k	300.00 k principal	0.24	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	311.20 k	300.00 k principal	0.24	Debt	Long	Japan
FRANCE (GOVT OF) BONDS 144A REGS 06/49 3	310.51 k	300.00 k principal	0.24	Debt	Long	France
MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR	309.51 k	300.00 k principal	0.24	Debt	Long	USA
KOREA HOUSING FINANCE CO SR UNSECURED 144A 11/26 5.375	308.31 k	300.00 k principal	0.24	Debt	Long	Korea, Republic of
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75	306.28 k	300.00 k principal	0.23	Debt	Long	Saudi Arabia
KRA Kraton Corp	305.95 k	300.00 k principal	0.23	Debt	Long	USA
GCAT GCAT 2022 INV2 A5 144A	302.84 k	345.56 k principal	0.23	ABS-mortgage backed security	Long	USA
DEVELOPMENT BK OF JAPAN SR UNSECURED 144A 08/27 4	300.92 k	300.00 k principal	0.23	Debt	Long	Japan
ELMWOOD CLO VII LTD. ELMW7 2020 4A AR 144A	300.00 k	300.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KREF 2022 FL3 LTD KREF 2022 FL3 A 144A	299.81 k	300.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A	294.15 k	296.51 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	293.60 k	294.71 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A	289.51 k	290.60 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BDS LTD BDS 2021 FL10 A 144A	287.09 k	287.54 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CONSECO FINANCE SECURITIZATION CNF 2001 1 A5	281.13 k	275.57 k principal	0.21	ABS-other	Long	USA
JAPAN TREASURY DISC BILL BILLS 05/25 0.00000	278.08 k	40.00 mm principal	0.21	Debt	Long	Japan
JUBILEE CDO BV JUBIL 2016 17A A2RR 144A	278.04 k	250.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
US TREASURY N/B 08/49 2.25	277.27 k	400.00 k principal	0.21	Debt	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	274.26 k	274.39 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PMT LOAN TRUST 2021 INV1 PMTLT 2021 INV1 A3 144A	270.27 k	320.39 k principal	0.21	ABS-mortgage backed security	Long	USA
BX TRUST BX 2021 21M A 144A	268.27 k	269.97 k principal	0.21	ABS-mortgage backed security	Long	USA
MAN GLG EURO CLO GLGE 5A A1R 144A	267.97 k	240.74 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Ireland
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528	263.41 k	282.00 k principal	0.20	Debt	Long	Cayman Islands
SCBFY Standard Chartered PLC	261.80 k	300.00 k principal	0.20	Debt	Long	UK
FNMA POOL BF0334 FN 01/59 FIXED 3.5	261.35 k	282.53 k principal	0.20	ABS-mortgage backed security	Long	USA
AUSTRALIAN GOVERNMENT BONDS REGS 05/30 2.5	260.13 k	400.00 k principal	0.20	Debt	Long	Australia
COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2	259.73 k	900.14 k principal	0.20	ABS-mortgage backed security	Long	USA
CIFC FUNDING LTD CIFC 2017 4A A1R 144A	258.87 k	258.64 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CORDATUS CLO PLC CORDA 11A AR 144A	249.87 k	224.76 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Ireland
US TREASURY N/B 11/49 2.375	248.85 k	350.00 k principal	0.19	Debt	Long	USA
HSBC HOLDINGS PLC SR UNSECURED REGS 03/32 VAR	240.42 k	200.00 k principal	0.18	Debt	Long	UK
FNMA POOL CA4346 FN 10/49 FIXED 3	236.44 k	262.81 k principal	0.18	ABS-mortgage backed security	Long	USA
REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875	233.64 k	200.00 k principal	0.18	Debt	Long	Poland
SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS	222.71 k	199.97 k principal	0.17	ABS-mortgage backed security	Long	Ireland
US TREASURY N/B 02/41 1.875	220.12 k	300.00 k principal	0.17	Debt	Long	USA
KOREA TREASURY BOND BONDS 03/28 3.25	216.83 k	279.65 mm principal	0.17	Debt	Long	Korea, Republic of
HUNGARY SR UNSECURED 144A 09/32 6.25	215.60 k	200.00 k principal	0.16	Debt	Long	Hungary
DEUTSCHE BANK AG REGS 01/27 1.625	215.45 k	200.00 k principal	0.16	Debt	Long	Germany
KOREA TREASURY BOND BONDS 06/28 2.625	214.72 k	281.14 mm principal	0.16	Debt	Long	Korea, Republic of
IRS EUR 2.50000 03/19/25-10Y LCH	213.12 k	1.00 contracts	0.16	Interest rate derivative	N/A	N/A
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	212.19 k	200.00 k principal	0.16	Debt	Long	Spain
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	209.61 k	217.65 k principal	0.16	ABS-mortgage backed security	Long	USA
UBS GROUP AG SR UNSECURED 144A 09/30 VAR	209.03 k	200.00 k principal	0.16	Debt	Long	Switzerland
KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268	208.64 k	200.00 k principal	0.16	Debt	Long	Cayman Islands
REALKREDIT DANMARK COVERED REGS 01/25 1	207.92 k	1.40 mm principal	0.16	Debt	Long	Denmark
BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 5 A1 144A	205.95 k	234.34 k principal	0.16	ABS-mortgage backed security	Long	USA
REPUBLIC OF POLAND SR UNSECURED 09/34 5.125	205.89 k	200.00 k principal	0.16	Debt	Long	Poland
ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516	204.80 k	200.00 k principal	0.16	Debt	Long	USA
REPUBLIC OF CHILE SR UNSECURED 01/29 4.85	204.67 k	200.00 k principal	0.16	Debt	Long	Chile
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875	203.68 k	200.00 k principal	0.16	Debt	Long	Saudi Arabia
DEUTSCHE BANK AG REGS 11/30 VAR	203.60 k	200.00 k principal	0.16	Debt	Long	Germany
GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3	203.57 k	200.00 k principal	0.16	Debt	Long	USA
STATE OF ISRAEL SR UNSECURED 03/29 5.375	203.40 k	200.00 k principal	0.16	Debt	Long	Israel
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75	203.02 k	200.00 k principal	0.16	Debt	Long	Italy
SANTANDER UK GROUP HLDGS SR UNSECURED 09/30 VAR	201.66 k	200.00 k principal	0.15	Debt	Long	UK
STATE OF ISRAEL SR UNSECURED 03/34 5.5	201.46 k	200.00 k principal	0.15	Debt	Long	Israel
FNMA POOL DA6046 FN 05/54 FIXED 6	200.33 k	195.82 k principal	0.15	ABS-mortgage backed security	Long	USA
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65	199.44 k	200.00 k principal	0.15	Debt	Long	Ireland
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25	198.62 k	200.00 k principal	0.15	Debt	Long	USA
HSBC HSBC Holdings plc	197.97 k	200.00 k principal	0.15	Debt	Long	UK
KOMMUNALBANKEN AS SR UNSECURED REGS 01/27 1.9	197.72 k	300.00 k principal	0.15	Debt	Long	Norway
KOREA TREASURY BOND BONDS 12/28 2.375	197.40 k	261.85 mm principal	0.15	Debt	Long	Korea, Republic of
ORGANON + CO/ORGANON FOR SR SECURED 144A 04/28 4.125	192.48 k	200.00 k principal	0.15	Debt	Long	USA
BANCO SANTANDER SA SR UNSECURED 03/26 1.849	192.35 k	200.00 k principal	0.15	Debt	Long	Spain
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A3A 144A	191.70 k	227.25 k principal	0.15	ABS-mortgage backed security	Long	USA
SCBFY Standard Chartered PLC	190.91 k	200.00 k principal	0.15	Debt	Long	UK
STATE OF ISRAEL SR UNSECURED 03/54 5.75	190.77 k	200.00 k principal	0.15	Debt	Long	Israel
ROMANIA SR UNSECURED 144A 07/30 1.75	190.04 k	200.00 k principal	0.15	Debt	Long	Romania
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	187.69 k	195.87 k principal	0.14	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK NY 09/31 VAR	186.50 k	200.00 k principal	0.14	Debt	Long	Germany
FED HM LN PC POOL RA4542 FR 02/51 FIXED 2.5	186.40 k	214.54 k principal	0.14	ABS-mortgage backed security	Long	USA