PIMCO International Bond Portfolio (Unhedged)

Fund Profile

Fund profile

Tickers

VPVFBDV, VPFBHEV, PVFUHBI

Fund manager

Pimco Variable Insurance Trust

Total assets

$50.25 mm

Liabilities

$27.80 mm

Net assets

$22.45 mm

Number of holdings

653.00

Top 200 of 653 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	2.07 mm	2.14 mm principal	9.21	ABS-mortgage backed security	Long	USA
FNMA POOL MA5217 FN 12/53 FIXED 6.5	1.86 mm	1.83 mm principal	8.28	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	1.40 mm	1.40 mm principal	6.25	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	1.39 mm	142.71 k principal	6.19	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.32 mm	1.30 mm principal	5.89	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.19 mm	1.26 mm principal	5.29	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	585.68 k	640.00 k principal	2.61	ABS-mortgage backed security	Long	USA
JAPAN TREASURY DISC BILL BILLS 09/24 0.00000	497.21 k	80.00 mm principal	2.22	Debt	Long	Japan
TSY INFL IX N/B 01/28 0.5	467.19 k	495.68 k principal	2.08	Debt	Long	USA
TSY INFL IX N/B 01/25 0.25	388.90 k	397.09 k principal	1.73	Debt	Long	USA
GNMA II POOL MA8148 G2 07/52 FIXED 3	381.45 k	437.07 k principal	1.70	ABS-mortgage backed security	Long	USA
ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65	352.14 k	500.00 k principal	1.57	Debt	Long	Canada
JAPAN TREASURY DISC BILL BILLS 09/24 0.00000	310.76 k	50.00 mm principal	1.38	Debt	Long	Japan
US TREASURY N/B 04/25 2.875	294.38 k	300.00 k principal	1.31	Debt	Long	USA
MALAYSIA GOVERNMENT BONDS 04/28 3.519	283.35 k	1.34 mm principal	1.26	Debt	Long	Malaysia
KOREA TREASURY BOND BONDS 12/32 4.25	265.12 k	340.06 mm principal	1.18	Debt	Long	Korea, Republic of
MAN GLG EURO CLO GLGE 5A A1R 144A	235.35 k	219.81 k principal	1.05	ABS-collateralized bond/debt obligation	Long	Ireland
JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5	208.26 k	45.20 mm principal	0.93	Debt	Long	Japan
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	203.58 k	200.00 k principal	0.91	ABS-mortgage backed security	Long	USA
CAIXABANK SA 144A 01/29 VAR	203.28 k	200.00 k principal	0.91	Debt	Long	Spain
US TREASURY N/B 11/43 4.75	202.72 k	200.00 k principal	0.90	Debt	Long	USA
US TREASURY N/B 11/33 4.5	201.89 k	200.00 k principal	0.90	Debt	Long	USA
CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75	199.30 k	200.00 k principal	0.89	Debt	Long	Italy
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	198.72 k	1.20 mm principal	0.89	Debt	Long	Brazil
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75	196.76 k	200.00 k principal	0.88	Debt	Long	Saudi Arabia
NatWest Markets Plc	196.56 k	200.00 k principal	0.88	Debt	Long	UK
SCHYF Sands China Ltd.	195.95 k	200.00 k principal	0.87	Debt	Long	Cayman Islands
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 07/33 4.875	195.42 k	200.00 k principal	0.87	Debt	Long	Saudi Arabia
HSBC HSBC Holdings plc	192.74 k	200.00 k principal	0.86	Debt	Long	UK
FRANCE (GOVT OF) BONDS 144A REGS 06/49 3	192.11 k	200.00 k principal	0.86	Debt	Long	France
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	190.73 k	29.32 mm principal	0.85	Debt	Long	Japan
JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625	189.41 k	200.00 k principal	0.84	Debt	Long	Japan
JAPAN TREASURY DISC BILL BILLS 09/24 0.00000	186.46 k	30.00 mm principal	0.83	Debt	Long	Japan
TSY INFL IX N/B 04/25 0.125	177.11 k	182.06 k principal	0.79	Debt	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	175.00 k	175.00 k principal	0.78	Repurchase agreement	Long	USA
SINGAPORE GOVERNMENT SR UNSECURED REGS 06/54 3.25	174.25 k	228.00 k principal	0.78	Debt	Long	Singapore
TSY INFL IX N/B 01/33 1.125	165.71 k	179.03 k principal	0.74	Debt	Long	USA
REPUBLIC OF POLAND SR UNSECURED REGS 02/33 3.875	163.51 k	148.00 k principal	0.73	Debt	Long	Poland
RIPON MORTGAGES PLC RIPON 1RA A 144A	157.59 k	124.65 k principal	0.70	ABS-mortgage backed security	Long	UK
UNITED KINGDOM GILT BONDS REGS 01/44 3.25	156.56 k	150.00 k principal	0.70	Debt	Long	UK
TSY INFL IX N/B 01/29 2.5	148.62 k	146.02 k principal	0.66	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 25 2A4	147.30 k	155.46 k principal	0.66	ABS-mortgage backed security	Long	USA
CANADIAN GOVERNMENT BONDS 12/33 3.25	143.24 k	200.00 k principal	0.64	Debt	Long	Canada
FRANCE (GOVT OF) BONDS 144A REGS 05/45 3.25	142.22 k	140.00 k principal	0.63	Debt	Long	France
PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6	139.97 k	200.00 k principal	0.62	Debt	Long	Canada
KOREA TREASURY BOND BONDS 06/28 2.625	138.54 k	194.68 mm principal	0.62	Debt	Long	Korea, Republic of
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A	134.20 k	161.59 k principal	0.60	ABS-mortgage backed security	Long	USA
GNMA II POOL MA7988 G2 04/52 FIXED 3	133.84 k	153.54 k principal	0.60	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A	132.50 k	159.67 k principal	0.59	ABS-mortgage backed security	Long	USA
ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6	129.64 k	100.00 k principal	0.58	Debt	Long	Italy
CDX IG42 5Y ICE	128.78 k	1.00 contracts	0.57	Credit derivative	N/A	USA
JAPAN TREASURY DISC BILL BILLS 04/25 0.00000	124.19 k	20.00 mm principal	0.55	Debt	Long	Japan
UBS GROUP AG SR UNSECURED REGS 03/29 VAR	121.06 k	100.00 k principal	0.54	Debt	Long	Switzerland
STRUCTURED ASSET INVESTMENT LO SAIL 2004 9 M3	119.88 k	116.16 k principal	0.53	ABS-mortgage backed security	Long	USA
JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7	119.30 k	25.75 mm principal	0.53	Debt	Long	Japan
JAPAN (20 YEAR ISSUE) BONDS 09/43 1.5	118.22 k	20.00 mm principal	0.53	Debt	Long	Japan
JAPAN (30 YEAR ISSUE) BONDS 06/46 0.3	115.12 k	26.10 mm principal	0.51	Debt	Long	Japan
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/39 3	109.32 k	100.00 k principal	0.49	Debt	Long	Spain
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 10/31 4	108.92 k	100.00 k principal	0.49	Debt	Long	Italy
UBS GROUP AG SR UNSECURED REGS 01/26 VAR	107.46 k	100.00 k principal	0.48	Debt	Long	Switzerland
MORGAN STANLEY SR UNSECURED 03/27 VAR	107.39 k	100.00 k principal	0.48	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 03/30 VAR	107.23 k	100.00 k principal	0.48	Debt	Long	USA
CHINA GOVERNMENT BOND BONDS 10/51 3.53	104.84 k	630.00 k principal	0.47	Debt	Long	China
ROMANIA SR UNSECURED 144A 05/32 5.25	104.33 k	100.00 k principal	0.46	Debt	Long	Romania
TSY INFL IX N/B 10/28 2.375	103.72 k	102.36 k principal	0.46	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR	103.35 k	100.00 k principal	0.46	Debt	Long	USA
CHINA GOVERNMENT BOND BONDS 04/51 3.72	102.67 k	600.00 k principal	0.46	Debt	Long	China
DEUTSCHE BANK AG REGS 01/27 1.625	101.40 k	100.00 k principal	0.45	Debt	Long	Germany
SANTANDER HOLDINGS USA SR UNSECURED 05/27 VAR	100.44 k	100.00 k principal	0.45	Debt	Long	USA
GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR	99.87 k	100.00 k principal	0.44	Debt	Long	USA
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	99.83 k	99.67 k principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MORGAN STANLEY SR UNSECURED 01/30 VAR	99.77 k	100.00 k principal	0.44	Debt	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR	99.69 k	100.00 k principal	0.44	Debt	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	99.59 k	106.42 k principal	0.44	ABS-mortgage backed security	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	99.58 k	100.00 k principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR	99.44 k	100.00 k principal	0.44	Debt	Long	USA
C Citigroup Inc.	99.25 k	100.00 k principal	0.44	Debt	Long	USA
FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5	98.94 k	97.02 k principal	0.44	ABS-mortgage backed security	Long	USA
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/25 3.95	98.80 k	100.00 k principal	0.44	Debt	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR	98.64 k	100.00 k principal	0.44	Debt	Long	USA
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	98.49 k	98.93 k principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 02/28 4	98.49 k	100.00 k principal	0.44	Debt	Long	USA
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A	98.27 k	100.00 k principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 02/34 4	97.09 k	100.00 k principal	0.43	Debt	Long	USA
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A	95.41 k	100.00 k principal	0.43	ABS-mortgage backed security	Long	USA
BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A	94.65 k	95.86 k principal	0.42	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG REGS 11/30 VAR	94.25 k	100.00 k principal	0.42	Debt	Long	Germany
FNMA POOL BW7327 FN 08/52 FIXED 4.5	93.88 k	99.39 k principal	0.42	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/33 3.5	93.74 k	100.00 k principal	0.42	Debt	Long	USA
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 07/66 3	93.09 k	98.00 k principal	0.41	Debt	Long	Spain
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2	92.17 k	92.18 k principal	0.41	Loan	Long	USA
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85	91.59 k	100.00 k principal	0.41	Debt	Long	USA
REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1	91.15 k	100.00 k principal	0.41	Debt	Long	Serbia
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	90.50 k	90.78 k principal	0.40	ABS-mortgage backed security	Long	USA
BDS LTD BDS 2021 FL10 A 144A	90.31 k	90.59 k principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3C	89.94 k	98.71 k principal	0.40	ABS-mortgage backed security	Long	USA
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A	88.54 k	88.46 k principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNMA II POOL MA7937 G2 03/52 FIXED 3	87.17 k	100.00 k principal	0.39	ABS-mortgage backed security	Long	USA
ROMANIA SR UNSECURED REGS 07/31 2.124	86.35 k	100.00 k principal	0.38	Debt	Long	Romania
GPMT LTD. GPMT 2021 FL4 A 144A	85.95 k	87.48 k principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A	85.94 k	87.59 k principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNMA II TBA 30 YR 2.5 JUMBOS	84.15 k	100.00 k principal	0.37	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M1	83.30 k	84.56 k principal	0.37	ABS-mortgage backed security	Long	USA
NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2	82.74 k	91.37 k principal	0.37	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 07/31 VAR	82.40 k	100.00 k principal	0.37	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	82.17 k	82.53 k principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NEWGATE FUNDING PLC NGATE 2007 3X A3 REGS	81.91 k	66.65 k principal	0.36	ABS-mortgage backed security	Long	UK
US TREASURY N/B 11/53 4.75	81.68 k	79.00 k principal	0.36	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A	80.55 k	81.06 k principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FRANCE (GOVT OF) BONDS 144A REGS 05/52 0.75	80.37 k	150.00 k principal	0.36	Debt	Long	France
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL2 A 144A	76.07 k	77.63 k principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
SHAMROCK RESIDENTIAL SROCK 2022 1 A REGS	74.56 k	69.67 k principal	0.33	ABS-mortgage backed security	Long	Ireland
GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A	74.26 k	89.62 k principal	0.33	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 7CB 1A11	73.98 k	176.49 k principal	0.33	ABS-mortgage backed security	Long	USA
UNITED KINGDOM GILT BONDS REGS 01/49 1.75	73.36 k	100.00 k principal	0.33	Debt	Long	UK
FED HM LN PC POOL RA6652 FR 01/52 FIXED 2.5	72.77 k	88.97 k principal	0.32	ABS-mortgage backed security	Long	USA
BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15	72.71 k	100.00 k principal	0.32	Debt	Long	Canada
RMAC SECURITIES PLC RMACS 2006 NS4X A3A REGS	72.09 k	58.86 k principal	0.32	ABS-mortgage backed security	Long	UK
BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A	71.70 k	72.47 k principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A	70.67 k	85.16 k principal	0.31	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV1 A3B 144A	69.00 k	82.96 k principal	0.31	ABS-mortgage backed security	Long	USA
RFR USD SOFR/4.25000 12/20/23-2Y LCH	68.25 k	1.00 contracts	0.30	Interest rate derivative	N/A	USA
KOREA TREASURY BOND BONDS 03/53 3.25	65.55 k	88.60 mm principal	0.29	Debt	Long	Korea, Republic of
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	64.29 k	63.85 k principal	0.29	ABS-other	Long	USA
LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A	64.10 k	64.42 k principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UNITED KINGDOM GILT BONDS REGS 07/53 1.5	63.75 k	100.00 k principal	0.28	Debt	Long	UK
KOREA TREASURY BOND BONDS 03/28 5.5	63.61 k	80.00 mm principal	0.28	Debt	Long	Korea, Republic of
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A	63.61 k	65.94 k principal	0.28	ABS-mortgage backed security	Long	USA
JAPAN TREASURY DISC BILL BILLS 08/24 0.00000	62.15 k	10.00 mm principal	0.28	Debt	Long	Japan
JAPAN TREASURY DISC BILL BILLS 05/25 0.00000	62.09 k	10.00 mm principal	0.28	Debt	Long	Japan
JAPAN TREASURY DISC BILL BILLS 06/25 0.00000	62.06 k	10.00 mm principal	0.28	Debt	Long	Japan
JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1	62.01 k	10.00 mm principal	0.28	Debt	Long	Japan
UNITED KINGDOM GILT BONDS REGS 07/51 1.25	61.14 k	100.00 k principal	0.27	Debt	Long	UK
UNITED KINGDOM GILT BONDS REGS 07/54 4.375	60.29 k	50.00 k principal	0.27	Debt	Long	UK
HALSEYPOINT CLO II, LTD. HLSY 2020 2A A1 144A	59.52 k	59.52 k principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 13 2A11	58.78 k	122.94 k principal	0.26	ABS-mortgage backed security	Long	USA
KOREA TREASURY BOND BONDS 12/27 2.375	56.62 k	80.00 mm principal	0.25	Debt	Long	Korea, Republic of
DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 3A1	56.54 k	71.41 k principal	0.25	ABS-mortgage backed security	Long	USA
FNMA POOL CA4346 FN 10/49 FIXED 3	56.46 k	66.19 k principal	0.25	ABS-mortgage backed security	Long	USA
FNMA POOL MA1045 FN 04/27 FIXED 3	55.77 k	57.39 k principal	0.25	ABS-mortgage backed security	Long	USA
JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7	55.39 k	12.50 mm principal	0.25	Debt	Long	Japan
AUSTRALIAN GOVERNMENT SR UNSECURED REGS 12/30 1	54.89 k	100.00 k principal	0.24	Debt	Long	Australia
JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8	52.79 k	9.20 mm principal	0.24	Debt	Long	Japan
RMAC SECURITIES PLC RMACS 2007 NS1X A2C REGS	52.19 k	49.96 k principal	0.23	ABS-mortgage backed security	Long	UK
NATIONAL BK HUNGARY BILL BILLS 07/24 0.00000	51.48 k	19.00 mm principal	0.23	Debt	Long	Hungary
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 3A1	50.52 k	106.66 k principal	0.23	ABS-mortgage backed security	Long	USA
ISRAEL FIXED BOND BONDS 03/27 2	49.93 k	200.00 k principal	0.22	Debt	Long	Israel
PM Philip Morris International Inc.	49.46 k	50.00 k principal	0.22	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB1 M2	48.59 k	50.03 k principal	0.22	ABS-mortgage backed security	Long	USA
TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102	48.48 k	48.50 k principal	0.22	Debt	Long	USA
KOREA TREASURY BOND BONDS 03/28 3.25	47.27 k	64.33 mm principal	0.21	Debt	Long	Korea, Republic of
RFR USD SOFR/3.25000 12/20/23-30Y LCH	46.16 k	1.00 contracts	0.21	Interest rate derivative	N/A	USA
KOREA TREASURY BOND BONDS 06/27 2.125	45.84 k	65.00 mm principal	0.20	Debt	Long	Korea, Republic of
JAPAN (30 YEAR ISSUE) BONDS 09/53 1.8	44.87 k	7.80 mm principal	0.20	Debt	Long	Japan
IRS CNY 2.25000 09/18/24-5Y LCH	43.95 k	1.00 contracts	0.20	Interest rate derivative	N/A	China
US TREASURY N/B 02/54 4.25	42.86 k	45.00 k principal	0.19	Debt	Long	USA
SINGAPORE GOVERNMENT BONDS 08/36 2.25	39.98 k	60.00 k principal	0.18	Debt	Long	Singapore
SAXON ASSET SECURITIES TRUST SAST 2007 4 A2 144A	38.72 k	45.89 k principal	0.17	ABS-mortgage backed security	Long	USA
BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/71 1	38.22 k	75.00 k principal	0.17	Debt	Long	Spain
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	38.15 k	40.79 k principal	0.17	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.75000 06/20/24-10Y LCH	37.30 k	1.00 contracts	0.17	Interest rate derivative	N/A	USA
MANSARD MORTGAGES PLC MANSD 2007 2X A1 REGS	37.18 k	29.60 k principal	0.17	ABS-mortgage backed security	Long	UK
FNMA POOL BF0334 FN 01/59 FIXED 3.5	36.33 k	41.34 k principal	0.16	ABS-mortgage backed security	Long	USA
KOREA TREASURY BOND SR UNSECURED 06/31 2	36.29 k	54.11 mm principal	0.16	Debt	Long	Korea, Republic of
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	35.89 k	38.17 k principal	0.16	ABS-mortgage backed security	Long	USA
AREIT CRE TRUST AREIT 2021 CRE5 A 144A	34.91 k	35.05 k principal	0.16	ABS-mortgage backed security	Long	Cayman Islands
RFR USD SOFR/2.96478 10/05/22-4Y* LCH	34.04 k	1.00 contracts	0.15	Interest rate derivative	N/A	USA
CHINA GOVERNMENT BOND BONDS 04/53 3.19	31.70 k	200.00 k principal	0.14	Debt	Long	China
RFR USD SOFR/3.15000 05/13/24-1Y LCH	31.53 k	1.00 contracts	0.14	Interest rate derivative	N/A	USA
TSY INFL IX N/B 07/33 1.375	31.30 k	33.14 k principal	0.14	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A	30.95 k	33.76 k principal	0.14	ABS-other	Long	USA
KOREA TREASURY BOND BONDS 12/29 1.375	29.62 k	44.90 mm principal	0.13	Debt	Long	Korea, Republic of
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A	29.43 k	31.43 k principal	0.13	ABS-mortgage backed security	Long	USA
FNMA POOL FM3972 FN 07/50 FIXED VAR	28.86 k	32.10 k principal	0.13	ABS-mortgage backed security	Long	USA
BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1	25.61 k	49.87 k principal	0.11	ABS-mortgage backed security	Long	USA
FNMA POOL CA6106 FN 06/50 FIXED 4	25.14 k	27.17 k principal	0.11	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A	23.14 k	27.49 k principal	0.10	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2007 19 2A1	22.81 k	46.00 k principal	0.10	ABS-mortgage backed security	Long	USA
REALKREDIT DANMARK COVERED REGS 10/53 1.5	21.29 k	186.54 k principal	0.09	Debt	Long	Denmark
CCS USD R USSOFR/JPYMUTKCALM -60 CBK	21.02 k	1.00 contracts	0.09	DFE	N/A	USA
RFR USD SOFR/1.00000 12/15/21-5Y CME	20.80 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
ROMANIA SR UNSECURED REGS 04/33 2	20.11 k	25.00 k principal	0.09	Debt	Long	Romania
CCS USD R USSOFR/JPYMUTKCALM -61 GST	19.55 k	1.00 contracts	0.09	DFE	N/A	USA
SOLD JPY BOUGHT USD 20241001 MORGAN STANLEY & CO. INTERNATIONAL PLC	18.76 k	1.00 contracts	0.08	DFE	N/A	Japan
FRANCE (GOVT OF) BONDS 144A REGS 05/72 0.5	18.75 k	50.00 k principal	0.08	Debt	Long	France
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1	18.47 k	26.13 k principal	0.08	ABS-mortgage backed security	Long	USA
SOLD JPY BOUGHT USD 20241001 JPMorgan Chase Bank, National Association	17.87 k	1.00 contracts	0.08	DFE	N/A	Japan
JAPAN (30 YEAR ISSUE) BONDS 09/51 0.7	17.66 k	4.00 mm principal	0.08	Debt	Long	Japan
KOREA TREASURY BOND BONDS 09/42 3.25	17.52 k	23.83 mm principal	0.08	Debt	Long	Korea, Republic of
TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A	17.45 k	17.04 k principal	0.08	ABS-mortgage backed security	Long	USA
3 MONTH SOFR FUT MAR25 XCME 20250617	17.44 k	-16.00 contracts	0.08	Interest rate derivative	N/A	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR1 A	16.25 k	16.73 k principal	0.07	ABS-mortgage backed security	Long	USA
RFR GBP SONIO/3.00000 06/17/25-10Y LCH	15.42 k	1.00 contracts	0.07	Interest rate derivative	N/A	UK
SOLD JPY BOUGHT USD 20241001 HSBC BANK PLC	14.32 k	1.00 contracts	0.06	DFE	N/A	Japan
SOLD JPY BOUGHT USD 20240917 BARCLAYS BANK PLC	14.23 k	1.00 contracts	0.06	DFE	N/A	Japan
RFR USD SOFR/3.25000 06/21/23-5Y LCH	13.55 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
RFR USD SOFR/4.15859 06/01/23-2Y* LCH	13.06 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
RFR USD SOFR/4.00000 06/20/24-2Y LCH	13.05 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
ROMANIA UNSECURED 144A 04/33 2	12.87 k	16.00 k principal	0.06	Debt	Long	Romania
RFR USD SOFR/3.50000 12/18/24-1Y LCH	12.69 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA