PIMCO Long-Term U.S. Government Portfolio

Fund Profile

Fund profile

Tickers

VPVLTDV, VPVLTIV, VPVLTAV

Fund manager

Pimco Variable Insurance Trust

Total assets

$1.23 bn

Liabilities

$771.83 mm

Net assets

$455.92 mm

Number of holdings

255.00

Top 200 of 255 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US TREASURY N/B 11/52 4	82.09 mm	84.34 mm principal	18.01	Debt	Long	USA
US TREASURY N/B 08/40 1.125	67.43 mm	102.88 mm principal	14.79	Debt	Long	USA
US TREASURY N/B 02/49 3	52.70 mm	65.07 mm principal	11.56	Debt	Long	USA
US TREASURY N/B 11/43 4.75	30.98 mm	28.71 mm principal	6.79	Debt	Long	USA
US TREASURY N/B 02/50 2	24.06 mm	36.91 mm principal	5.28	Debt	Long	USA
US TREASURY N/B 11/41 3.125	22.64 mm	25.61 mm principal	4.97	Debt	Long	USA
US TREASURY N/B 05/53 3.625	19.39 mm	21.30 mm principal	4.25	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	18.21 mm	18.00 mm principal	3.99	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/42 4	17.13 mm	17.40 mm principal	3.76	Debt	Long	USA
STRIPS 08/35 0.00000	16.40 mm	25.27 mm principal	3.60	Debt	Long	USA
US TREASURY N/B 09/29 3.875	16.10 mm	15.90 mm principal	3.53	Debt	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	16.04 mm	1.65 mm principal	3.52	Short-term investment vehicle	Long	USA
US TREASURY N/B 05/43 3.875	15.02 mm	15.60 mm principal	3.30	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	14.92 mm	14.60 mm principal	3.27	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/40 1.375	14.41 mm	21.22 mm principal	3.16	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	12.98 mm	13.50 mm principal	2.85	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/43 4.375	12.03 mm	11.70 mm principal	2.64	Debt	Long	USA
US TREASURY N/B 08/52 3	11.17 mm	13.90 mm principal	2.45	Debt	Long	USA
STRIPS 08/36 0.00000	11.16 mm	18.00 mm principal	2.45	Debt	Long	USA
US TREASURY N/B 05/41 2.25	11.01 mm	14.20 mm principal	2.42	Debt	Long	USA
US TREASURY N/B 05/41 4.375	10.35 mm	9.92 mm principal	2.27	Debt	Long	USA
US TREASURY N/B 08/42 3.375	10.20 mm	11.30 mm principal	2.24	Debt	Long	USA
TSY INFL IX N/B 01/34 1.75	9.52 mm	9.41 mm principal	2.09	Debt	Long	USA
US TREASURY N/B 08/48 3	8.91 mm	10.98 mm principal	1.95	Debt	Long	USA
US TREASURY N/B 05/40 1.125	8.47 mm	12.82 mm principal	1.86	Debt	Long	USA
US TREASURY N/B 11/45 3	8.38 mm	10.10 mm principal	1.84	Debt	Long	USA
US TREASURY N/B 05/44 4.625	7.95 mm	7.50 mm principal	1.74	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	7.93 mm	8.21 mm principal	1.74	Debt	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	7.60 mm	7.60 mm principal	1.67	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	7.06 mm	7.30 mm principal	1.55	ABS-mortgage backed security	Long	USA
US TREASURY N/B 03/29 2.375	6.94 mm	7.30 mm principal	1.52	Debt	Long	USA
TSY INFL IX N/B 07/32 0.625	6.79 mm	7.25 mm principal	1.49	Debt	Long	USA
US TREASURY N/B 06/29 3.25	6.21 mm	6.30 mm principal	1.36	Debt	Long	USA
US TREASURY N/B 11/41 2	5.81 mm	7.90 mm principal	1.27	Debt	Long	USA
US TREASURY N/B 11/28 1.5	5.70 mm	6.20 mm principal	1.25	Debt	Long	USA
US TREASURY N/B 02/42 2.375	5.06 mm	6.50 mm principal	1.11	Debt	Long	USA
US TREASURY N/B 11/42 2.75	4.59 mm	5.60 mm principal	1.01	Debt	Long	USA
FREDDIE MAC FHR 4387 AZ	4.20 mm	4.27 mm principal	0.92	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	3.41 mm	3.80 mm principal	0.75	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/48 3.125	3.10 mm	3.73 mm principal	0.68	Debt	Long	USA
TSY INFL IX N/B 01/32 0.125	2.98 mm	3.29 mm principal	0.65	Debt	Long	USA
US TREASURY N/B 02/41 4.75	2.93 mm	2.69 mm principal	0.64	Debt	Long	USA
US TREASURY N/B 02/46 2.5	2.78 mm	3.68 mm principal	0.61	Debt	Long	USA
US TREASURY N/B 08/41 1.75	2.34 mm	3.30 mm principal	0.51	Debt	Long	USA
BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5	2.23 mm	2.30 mm principal	0.49	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/43 3.625	2.22 mm	2.40 mm principal	0.49	Debt	Long	USA
HILTON USA TRUST HILT 2016 HHV A 144A	2.06 mm	2.10 mm principal	0.45	ABS-mortgage backed security	Long	USA
RFC PRINCIPAL STRIP BONDS 01/30 0.00000	2.04 mm	2.50 mm principal	0.45	Debt	Long	USA
DBWF MORTGAGE TRUST DBWF 2016 85T A 144A	2.01 mm	2.10 mm principal	0.44	ABS-mortgage backed security	Long	USA
VNO MORTGAGE TRUST VNDO 2016 350P A 144A	1.84 mm	1.90 mm principal	0.40	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2016 61 DL	1.79 mm	2.26 mm principal	0.39	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	1.68 mm	1.70 mm principal	0.37	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/51 1.875	1.66 mm	2.65 mm principal	0.36	Debt	Long	USA
STRIPS 11/36 0.00000	1.66 mm	2.70 mm principal	0.36	Debt	Long	USA
FNMA POOL AM9431 FN 08/30 FIXED 3.58	1.64 mm	1.70 mm principal	0.36	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/54 4.625	1.63 mm	1.50 mm principal	0.36	Debt	Long	USA
COMM MORTGAGE TRUST COMM 2016 667M A 144A	1.51 mm	1.70 mm principal	0.33	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 10/23/23-30Y CME	1.45 mm	1.00 contracts	0.32	Interest rate derivative	N/A	USA
STRIPS 02/33 0.00000	1.23 mm	1.70 mm principal	0.27	Debt	Long	USA
US TREASURY N/B 05/49 2.875	1.22 mm	1.55 mm principal	0.27	Debt	Long	USA
FANNIE MAE SR UNSECURED 11/30 0.00000	1.18 mm	1.50 mm principal	0.26	Debt	Long	USA
FREDDIE MAC BONDS 07/32 0.00000	1.18 mm	1.60 mm principal	0.26	Debt	Long	USA
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	1.16 mm	1.16 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA POOL AM7912 FN 02/40 FIXED 3.6	1.15 mm	1.20 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.13 mm	1.10 mm principal	0.25	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A	1.05 mm	1.10 mm principal	0.23	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4380 ZG	1.04 mm	1.24 mm principal	0.23	ABS-mortgage backed security	Long	USA
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A	954.73 k	1.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
RFRF USD SOFR/2.33000 10/25/23-30Y CME	933.00 k	1.00 contracts	0.20	Interest rate derivative	N/A	USA
US TREASURY N/B 05/42 3.25	889.51 k	1.00 mm principal	0.20	Debt	Long	USA
STRIPS 08/34 0.00000	862.55 k	1.27 mm principal	0.19	Debt	Long	USA
FREDDIE MAC NOTES 03/31 0.00000	853.40 k	1.10 mm principal	0.19	Debt	Long	USA
BENCHMARK MORTGAGE TRUST BMARK 2024 V6 A3	841.21 k	800.00 k principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE NOTES 05/30 0.00000	807.00 k	1.00 mm principal	0.18	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A	785.57 k	865.00 k principal	0.17	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4790 F	769.62 k	787.66 k principal	0.17	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH	692.03 k	1.00 contracts	0.15	Interest rate derivative	N/A	USA
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A	681.51 k	700.00 k principal	0.15	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A	660.65 k	700.00 k principal	0.14	ABS-other	Long	USA
TENN VALLEY AUTH BONDS 05/30 0.00000	640.46 k	800.00 k principal	0.14	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 NG	603.21 k	643.00 k principal	0.13	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A	590.97 k	600.00 k principal	0.13	ABS-other	Long	USA
FREDDIE MAC FHR 4745 CZ	585.23 k	633.03 k principal	0.13	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A2A 144A	545.65 k	600.00 k principal	0.12	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/30 4.375	520.20 k	500.00 k principal	0.11	Debt	Long	USA
RESOLUTION FUNDING STRIP BONDS 10/28 0.00000	517.51 k	600.00 k principal	0.11	Debt	Long	USA
BANK BANK 2018 BN11 A3	492.38 k	500.00 k principal	0.11	ABS-mortgage backed security	Long	USA
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH A2 144A	477.58 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST 10/35 1	476.61 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 LVL A 144A	469.26 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
COMM MORTGAGE TRUST COMM 2018 HOME B 144A	469.06 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/44 3	450.73 k	540.00 k principal	0.10	Debt	Long	USA
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A	431.75 k	431.23 k principal	0.09	ABS-mortgage backed security	Long	USA
US TREASURY N/B 06/30 3.75	402.70 k	400.00 k principal	0.09	Debt	Long	USA
US TREASURY N/B 05/45 3	390.89 k	470.00 k principal	0.09	Debt	Long	USA
US TREASURY N/B 08/44 3.125	375.36 k	440.00 k principal	0.08	Debt	Long	USA
VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432	345.69 k	380.00 k principal	0.08	Debt	Long	USA
US TREASURY N/B 02/45 2.5	344.07 k	450.00 k principal	0.08	Debt	Long	USA
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A	343.99 k	352.58 k principal	0.08	ABS-mortgage backed security	Long	USA
STRIPS 05/34 0.00000	343.32 k	500.00 k principal	0.08	Debt	Long	USA
MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1	334.86 k	333.51 k principal	0.07	ABS-mortgage backed security	Long	USA
MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1	329.15 k	340.33 k principal	0.07	ABS-mortgage backed security	Long	USA
US TREASURY N/B 10/30 4.875	320.26 k	300.00 k principal	0.07	Debt	Long	USA
US TREASURY N/B 09/30 4.625	316.01 k	300.00 k principal	0.07	Debt	Long	USA
US TREASURY N/B 05/52 2.875	313.38 k	400.00 k principal	0.07	Debt	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	300.31 k	313.39 k principal	0.07	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/52 2.25	272.85 k	400.00 k principal	0.06	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA	257.58 k	254.41 k principal	0.06	ABS-mortgage backed security	Long	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1	228.64 k	252.33 k principal	0.05	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4677 KT	216.27 k	247.95 k principal	0.05	ABS-mortgage backed security	Long	USA
WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A	212.49 k	300.00 k principal	0.05	ABS-mortgage backed security	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A	212.27 k	228.69 k principal	0.05	ABS-mortgage backed security	Long	USA
US TREASURY N/B 09/28 4.625	207.79 k	200.00 k principal	0.05	Debt	Long	USA
US TREASURY N/B 08/30 4.125	205.26 k	200.00 k principal	0.05	Debt	Long	USA
US TREASURY N/B 02/30 4	203.86 k	200.00 k principal	0.04	Debt	Long	USA
US TREASURY N/B 05/30 3.75	201.35 k	200.00 k principal	0.04	Debt	Long	USA
US TREASURY N/B 03/30 3.625	200.18 k	200.00 k principal	0.04	Debt	Long	USA
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A	199.86 k	200.00 k principal	0.04	ABS-mortgage backed security	Long	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A	184.45 k	185.44 k principal	0.04	ABS-mortgage backed security	Long	USA
DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A	183.89 k	200.00 k principal	0.04	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2797 ZA	160.56 k	162.96 k principal	0.04	ABS-mortgage backed security	Long	USA
STRIPS 05/42 0.00000	148.40 k	320.00 k principal	0.03	Debt	Long	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 67 1A1C	138.46 k	146.98 k principal	0.03	ABS-mortgage backed security	Long	USA
STRIPS 11/41 0.00000	123.90 k	260.00 k principal	0.03	Debt	Long	USA
FREDDIE MAC NOTES 03/31 6.75	117.21 k	100.00 k principal	0.03	Debt	Long	USA
ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A	116.95 k	117.68 k principal	0.03	ABS-other	Long	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 66 2A1	116.62 k	122.28 k principal	0.03	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2003 76 EZ	101.04 k	98.26 k principal	0.02	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/28 2.875	97.47 k	100.00 k principal	0.02	Debt	Long	USA
FANNIE MAE FNR 2007 39 ZB	96.89 k	104.68 k principal	0.02	ABS-mortgage backed security	Long	USA
FNMA POOL AS8270 FN 11/46 FIXED 2.5	96.66 k	108.37 k principal	0.02	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2752 EZ	89.04 k	85.49 k principal	0.02	ABS-mortgage backed security	Long	USA
BSST MORTGAGE TRUST BSST 2021 1818 A 144A	86.37 k	100.00 k principal	0.02	ABS-mortgage backed security	Long	USA
US LONG BOND(CBT) DEC24 XCBT 20241219	79.49 k	-173.00 contracts	0.02	Interest rate derivative	N/A	USA
IMPAC CMB TRUST IMM 2004 4 2A2	71.58 k	62.61 k principal	0.02	ABS-mortgage backed security	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	69.87 k	72.55 k principal	0.02	ABS-mortgage backed security	Long	USA
FANNIE MAE NOTES 09/28 6.08	69.66 k	64.00 k principal	0.02	Debt	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A	48.07 k	52.62 k principal	0.01	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2005 110 GL	37.21 k	35.38 k principal	0.01	ABS-mortgage backed security	Long	USA
STRIPS 08/42 0.00000	36.59 k	80.00 k principal	0.01	Debt	Long	USA
US 5YR NOTE (CBT) DEC24 XCBT 20241231	35.27 k	220.00 contracts	0.01	Interest rate derivative	N/A	USA
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2	27.79 k	31.32 k principal	0.01	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1	21.98 k	24.29 k principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2003 18 TB	19.89 k	19.70 k principal	0.00	ABS-mortgage backed security	Long	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A	18.58 k	18.72 k principal	0.00	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A	17.37 k	18.88 k principal	0.00	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1	16.61 k	17.97 k principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2001 28 PZ	16.59 k	16.13 k principal	0.00	ABS-mortgage backed security	Long	USA
SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1	16.43 k	16.38 k principal	0.00	ABS-other	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5	15.75 k	15.57 k principal	0.00	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A	15.00 k	15.68 k principal	0.00	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1	13.12 k	16.64 k principal	0.00	ABS-mortgage backed security	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1	11.60 k	11.67 k principal	0.00	ABS-mortgage backed security	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A	11.56 k	12.09 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.23100 09/18/24-10Y LCH	11.53 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1	10.75 k	10.87 k principal	0.00	ABS-mortgage backed security	Long	USA
STRIPS 08/41 0.00000	9.65 k	20.00 k principal	0.00	Debt	Long	USA
STRIPS 11/42 0.00000	9.03 k	20.00 k principal	0.00	Debt	Long	USA
RFR USD SOFR/3.10000 12/05/24-7Y* CME	8.80 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3	7.52 k	8.18 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.23200 09/10/24-10Y LCH	5.94 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1	5.05 k	5.24 k principal	0.00	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1	5.00 k	4.98 k principal	0.00	ABS-mortgage backed security	Long	USA
STRIPS 05/41 0.00000	4.89 k	10.00 k principal	0.00	Debt	Long	USA
FNMA POOL BK8819 FN 08/48 FIXED 4	4.65 k	4.78 k principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2003 71 AC	4.36 k	4.25 k principal	0.00	ABS-mortgage backed security	Long	USA
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2	3.88 k	3.80 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.20000 12/05/24-29Y CME	3.34 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A	2.93 k	2.93 k principal	0.00	ABS-other	Long	USA
RFR USD SOFR/3.27750 09/16/24-10Y LCH	2.62 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
FANNIE MAE FNR 2007 73 A1	2.55 k	2.61 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 677530 FN 01/33 FLOATING VAR	2.25 k	2.23 k principal	0.00	ABS-mortgage backed security	Long	USA
RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A	1.76 k	1.90 k principal	0.00	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL C61507 FG 12/31 FIXED 7	1.68 k	1.62 k principal	0.00	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2551 FD	1.63 k	1.64 k principal	0.00	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 2A1	1.57 k	1.57 k principal	0.00	ABS-mortgage backed security	Long	USA
CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR28 1A2	1.29 k	1.33 k principal	0.00	ABS-mortgage backed security	Long	USA
GNMA II POOL 080444 G2 08/30 FLOATING VAR	594.06	594.49 principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2002 21 FD	273.77	272.59 principal	0.00	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 1935 FJ	251.18	251.03 principal	0.00	ABS-mortgage backed security	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A	195.42	219.82 principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.36832 09/03/24-25Y* CME	146.00	1.00 contracts	0.00	Interest rate derivative	N/A	USA
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2	100.94	101.62 principal	0.00	ABS-mortgage backed security	Long	USA
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A	48.58	48.29 principal	0.00	ABS-mortgage backed security	Long	USA
317U6ZLA4 PIMCO SWAPTION 3.56 PUT USD 20240930	-0.09	-900.00 k contracts	0.00	Interest rate derivative	N/A	USA
317U6ZMA3 PIMCO SWAPTION 3.16 CALL USD 2024093	-0.09	-900.00 k contracts	0.00	Interest rate derivative	N/A	USA
US 10YR FUT OPTN NOV24P 112 EXP 10/25/2024	-56.67	-1.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10YR FUT OPTN NOV24C 117 EXP 10/25/2024	-69.01	-1.00 contracts	-0.00	Interest rate derivative	N/A	USA
317U72EA4 PIMCO SWAPTION 2.975 CALL USD 202410	-80.40	-300.00 k contracts	-0.00	Interest rate derivative	N/A	USA
317U70UA0 PIMCO SWAPTION 3.065 CALL USD 202410	-99.89	-700.00 k contracts	-0.00	Interest rate derivative	N/A	USA
317U74LA2 PIMCO SWAPTION 2.995 CALL USD 202410	-102.90	-200.00 k contracts	-0.00	Interest rate derivative	N/A	USA
317U70TA2 PIMCO SWAPTION 3.515 PUT USD 2024100	-213.36	-700.00 k contracts	-0.00	Interest rate derivative	N/A	USA
317U74VA1 PIMCO SWAPTION 2.985 CALL USD 202410	-330.12	-700.00 k contracts	-0.00	Interest rate derivative	N/A	USA
317U71SA1 PIMCO SWAPTION 3.05 CALL USD 2024100	-392.22	-900.00 k contracts	-0.00	Interest rate derivative	N/A	USA
317U74KA3 PIMCO SWAPTION 3.395 PUT USD 2024101	-707.86	-200.00 k contracts	-0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/3.30000 12/02/24-29Y* CME	-718.90	1.00 contracts	-0.00	Interest rate derivative	N/A	USA
317U72DA5 PIMCO SWAPTION 3.375 PUT USD 2024101	-1.08 k	-300.00 k contracts	-0.00	Interest rate derivative	N/A	USA
317U71RA2 PIMCO SWAPTION 3.45 PUT USD 20241009	-1.46 k	-900.00 k contracts	-0.00	Interest rate derivative	N/A	USA
US ULTRA BOND CBT DEC24 XCBT 20241219	-1.54 k	24.00 contracts	-0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/3.30000 12/03/24-29Y CME	-1.57 k	1.00 contracts	-0.00	Interest rate derivative	N/A	USA