PIMCO Global Managed Asset Allocation Portfolio

Fund Profile

Fund profile

Tickers

VPVGMMV, VPVGMVV, PVGMAPI

Fund manager

Pimco Variable Insurance Trust

Total assets

$430.94 mm

Liabilities

$123.59 mm

Net assets

$307.35 mm

Number of holdings

599.00

Top 200 of 599 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	69.65 mm	7.16 mm principal	22.66	Short-term investment vehicle	Long	USA
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	53.58 mm	5.49 mm principal	17.43	Short-term investment vehicle	Long	USA
CITIGROUP REPO REPO 5807	35.30 mm	35.30 mm principal	11.49	Repurchase agreement	Long	USA
JAPAN TREASURY DISC BILL BILLS 07/24 0.00000	28.42 mm	4.57 bn principal	9.25	Debt	Long	Japan
PIMCO INVESTMENT GRADE CREDIT PIMCO INV GRD CRD BND INST	24.71 mm	2.80 mm shares	8.04	Common equity	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	17.36 mm	17.60 mm principal	5.65	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	7.15 mm	7.40 mm principal	2.33	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	7.15 mm	7.40 mm principal	2.33	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	7.03 mm	8.60 mm principal	2.29	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE	6.97 mm	8.90 mm principal	2.27	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/40 1.375	6.00 mm	9.50 mm principal	1.95	Debt	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	5.22 mm	5.90 mm principal	1.70	ABS-mortgage backed security	Long	USA
CANADIAN GOVERNMENT BONDS 09/28 3.25	5.13 mm	7.10 mm principal	1.67	Debt	Long	Canada
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	5.02 mm	5.90 mm principal	1.63	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/34 1.75	4.85 mm	5.00 mm principal	1.58	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 10/24 0.00000	3.56 mm	20.40 mm principal	1.16	Debt	Long	Brazil
TSY INFL IX N/B 04/29 2.125	3.45 mm	3.45 mm principal	1.12	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	3.05 mm	18.40 mm principal	0.99	Debt	Long	Brazil
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FD	2.61 mm	2.61 mm principal	0.85	ABS-mortgage backed security	Long	USA
GOLDEN CREDIT CARD TRUST GCCT 2022 4A A 144A	2.59 mm	2.63 mm principal	0.84	ABS-mortgage backed security	Long	Canada
TITULOS DE TESORERIA BONDS 09/30 7.75	2.29 mm	10.71 bn principal	0.75	Debt	Long	Colombia
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7	1.73 mm	37.60 mm principal	0.56	Debt	Long	South Africa
TITULOS DE TESORERIA BONDS 11/27 5.75	1.73 mm	8.10 bn principal	0.56	Debt	Long	Colombia
SOLD JPY BOUGHT USD 20240729 BARCLAYS BANK PLC	1.53 mm	1.00 contracts	0.50	DFE	N/A	Japan
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 1A1A	1.35 mm	1.43 mm principal	0.44	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A	1.24 mm	1.22 mm principal	0.40	ABS-other	Long	USA
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A	1.20 mm	1.20 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VENTURE CDO LTD VENTR 2019 38A A1R 144A	1.20 mm	1.20 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	1.18 mm	1.24 mm principal	0.38	ABS-mortgage backed security	Long	USA
ET+E Energy Transfer Operating, L.P.	1.01 mm	1.10 mm principal	0.33	Debt	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A	963.80 k	963.91 k principal	0.31	ABS-other	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4	949.77 k	1.09 mm principal	0.31	ABS-mortgage backed security	Long	USA
MULTIPLAN CORP SR UNSECURED 144A 10/27 6	916.50 k	1.30 mm principal	0.30	Debt	Long	USA
US TREASURY N/B 11/42 4	912.62 k	990.00 k principal	0.30	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	907.30 k	1.10 mm principal	0.30	Debt	Long	USA
ALLY FINANCIAL INC COMPANY GUAR 11/31 8	883.37 k	800.00 k principal	0.29	Debt	Long	USA
RAD CLO LTD RAD 2019 5A AR 144A	801.04 k	800.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VST Vistra Corp.	799.61 k	9.30 k shares	0.26	Common equity	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 A3	789.76 k	800.41 k principal	0.26	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A	785.04 k	783.00 k principal	0.26	ABS-other	Long	USA
FREMONT HOME LOAN TRUST FHLT 2006 C 2A2	764.76 k	1.92 mm principal	0.25	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.75000 06/20/24-5Y LCH	753.31 k	1.00 contracts	0.25	Interest rate derivative	N/A	USA
NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A	742.17 k	791.09 k principal	0.24	ABS-other	Long	USA
NRG NRG Energy, Inc.	708.53 k	9.10 k shares	0.23	Common equity	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A4	701.84 k	710.00 k principal	0.23	ABS-other	Long	USA
WIND RIVER CLO LTD WINDR 2019 3A AR 144A	700.38 k	700.00 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A	684.17 k	669.01 k principal	0.22	ABS-other	Long	USA
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A	681.89 k	681.25 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A	681.77 k	680.57 k principal	0.22	ABS-other	Long	USA
CEG Constellation Energy Corporation	680.92 k	3.40 k shares	0.22	Common equity	Long	USA
US TREASURY N/B 11/52 4	674.28 k	740.00 k principal	0.22	Debt	Long	USA
NEE NextEra Energy, Inc.	672.70 k	9.50 k shares	0.22	Common equity	Long	USA
VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875	647.78 k	700.00 k principal	0.21	Debt	Long	USA
OCP EURO CLO OCPE 2020 4A AR 144A	640.25 k	600.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
AES The AES Corporation	632.52 k	36.00 k shares	0.21	Common equity	Long	USA
SO The Southern Company	628.32 k	8.10 k shares	0.20	Common equity	Long	USA
RFR USD SOFR/3.08500 02/13/24-10Y LCH	613.95 k	1.00 contracts	0.20	Interest rate derivative	N/A	USA
RFR USD SOFR/2.75000 06/21/23-30Y CME	612.84 k	1.00 contracts	0.20	Interest rate derivative	N/A	USA
REPUBLIC OF PERU SR UNSECURED 12/32 1.862	605.71 k	800.00 k principal	0.20	Debt	Long	Peru
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A	601.55 k	600.00 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/3.50000 12/20/23-10Y CME	595.25 k	1.00 contracts	0.19	Interest rate derivative	N/A	USA
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875	592.62 k	603.00 k principal	0.19	Debt	Long	USA
RFR USD SOFR/3.25000 12/20/23-30Y CME	590.73 k	1.00 contracts	0.19	Interest rate derivative	N/A	USA
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A	548.71 k	549.00 k principal	0.18	ABS-other	Long	USA
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A	542.01 k	541.88 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	540.57 k	618.42 k principal	0.18	ABS-mortgage backed security	Long	USA
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A	540.55 k	538.00 k principal	0.18	ABS-other	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	536.40 k	563.09 k principal	0.17	ABS-mortgage backed security	Long	USA
SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A	531.95 k	499.24 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A	531.26 k	530.77 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	519.36 k	525.74 k principal	0.17	ABS-mortgage backed security	Long	USA
US 5YR NOTE (CBT) SEP24 XCBT 20240930	516.05 k	808.00 contracts	0.17	Interest rate derivative	N/A	USA
OZLM LTD OZLM 2019 24A A1AR 144A	500.43 k	500.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/3.00000 06/21/23-10Y CME	486.40 k	1.00 contracts	0.16	Interest rate derivative	N/A	USA
RFR USD SOFR/4.00000 03/20/24-2Y CME	482.82 k	1.00 contracts	0.16	Interest rate derivative	N/A	USA
522 FUNDING CLO LTD MORGN 2018 3A AR 144A	473.03 k	472.78 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	448.37 k	499.23 k principal	0.15	ABS-other	Long	USA
OSD CLO LTD OSD 2021 23A A 144A	425.78 k	425.14 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VENTURE CDO LTD VENTR 2017 28A A1R 144A	405.99 k	405.37 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN XS TRUST LXS 2006 8 3A4	403.57 k	433.86 k principal	0.13	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A	396.73 k	402.00 k principal	0.13	ABS-other	Long	USA
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	387.63 k	387.25 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAC Bank of America Corporation	387.42 k	389.00 k shares	0.13	Preferred equity	Long	USA
ARGENT SECURITIES INC. ARSI 2005 W1 A1	383.65 k	432.78 k principal	0.12	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2	382.94 k	382.81 k principal	0.12	ABS-other	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A	382.94 k	382.65 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A	382.60 k	382.34 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/1.75000 06/15/22-10Y LCH	378.95 k	1.00 contracts	0.12	Interest rate derivative	N/A	USA
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	378.85 k	378.68 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SARANAC CLO LTD SRANC 2018 6A A1R 144A	370.88 k	369.64 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Jersey
RFR USD SOFR/3.50000 12/20/23-7Y CME	370.37 k	1.00 contracts	0.12	Interest rate derivative	N/A	USA
OSCAR US FUNDING TRUST OSCAR 2023 1A A3 144A	362.77 k	360.00 k principal	0.12	ABS-other	Long	Japan
FREDDIE MAC FHR 5426 AF	352.17 k	351.59 k principal	0.11	ABS-mortgage backed security	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	350.00 k	350.00 k principal	0.11	Repurchase agreement	Long	USA
TCW CLO TCW 2018 1A A1R 144A	349.63 k	349.13 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE FNR 2024 38 FA	349.41 k	349.28 k principal	0.11	ABS-mortgage backed security	Long	USA
LEHMAN XS TRUST LXS 2006 7 1A1A	344.89 k	404.79 k principal	0.11	ABS-mortgage backed security	Long	USA
APIDOS CLO LTD APID 2017 26A A1AR 144A	342.99 k	342.64 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NVDA NVIDIA Corporation	342.45 k	2.77 k shares	0.11	Common equity	Long	USA
RFR JPY MUTK/0.0500 12/15/21-10Y LCH	329.22 k	1.00 contracts	0.11	Interest rate derivative	N/A	Japan
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A	325.39 k	324.89 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ONEMAIN DIRECT AUTO RECEIVABLE ODART 2023 1A A 144A	324.87 k	325.00 k principal	0.11	ABS-other	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A	314.07 k	293.10 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A	309.47 k	337.55 k principal	0.10	ABS-other	Long	USA
RFR USD SOFR/3.75000 06/21/23-2Y CME	306.22 k	1.00 contracts	0.10	Interest rate derivative	N/A	USA
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A	300.42 k	300.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VIBRANT CLO LTD VIBR 2019 11A A1R1 144A	300.25 k	300.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AEP American Electric Power Company, Inc.	298.32 k	3.40 k shares	0.10	Common equity	Long	USA
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A	292.65 k	292.39 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/2.38500 06/08/22-10Y LCH	282.92 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
ARGENT SECURITIES INC. ARSI 2006 M1 A1	276.40 k	321.37 k principal	0.09	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A5	274.33 k	362.35 k principal	0.09	ABS-mortgage backed security	Long	USA
ARES CLO LTD ARES 2016 40A A1RR 144A	270.87 k	270.65 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ANET Arista Networks, Inc.	265.31 k	757.00 shares	0.09	Common equity	Long	USA
INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1	255.37 k	808.47 k principal	0.08	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.75000 06/20/24-10Y LCH	253.27 k	1.00 contracts	0.08	Interest rate derivative	N/A	USA
Broadcom Pte. Ltd.	252.07 k	157.00 shares	0.08	Common equity	Long	USA
OZLM LTD OZLM 2014 8A A1R3 144A	249.90 k	249.71 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/4.25000 12/20/23-2Y LCH	247.77 k	1.00 contracts	0.08	Interest rate derivative	N/A	USA
TSM Taiwan Semiconductor Manufacturing Company Limited	247.51 k	1.42 k shares	0.08	Common equity	Long	Taiwan
AAPL Apple Inc.	244.53 k	1.16 k shares	0.08	Common equity	Long	USA
REPUBLIC OF ARGENTINA BONDS 07/30 VAR	243.65 k	441.00 k principal	0.08	Debt	Long	Argentina
RFR USD SOFR/1.75000 06/15/22-30Y LCH	242.75 k	1.00 contracts	0.08	Interest rate derivative	N/A	USA
MLPIPOWR TRS EQUITY FEDL01+27 BOA BANK OF AMERICA CORPORATION	229.13 k	1.00 contracts	0.07	Equity derivative	N/A	USA
RFR USD SOFR/4.00000 06/20/24-2Y LCH	228.73 k	1.00 contracts	0.07	Interest rate derivative	N/A	USA
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A	227.92 k	227.74 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	227.32 k	272.64 k principal	0.07	ABS-mortgage backed security	Long	USA
AMAT Applied Materials, Inc.	225.37 k	955.00 shares	0.07	Common equity	Long	USA
GOOG Alphabet Inc.	225.32 k	1.24 k shares	0.07	Common equity	Long	USA
NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A	220.63 k	218.25 k principal	0.07	ABS-other	Long	USA
DLR Digital Realty Trust, Inc.	215.61 k	1.42 k shares	0.07	Common equity	Long	USA
STATE STREET REPO	210.00 k	210.00 k principal	0.07	Repurchase agreement	Long	USA
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3	205.09 k	329.75 k principal	0.07	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A	203.54 k	212.70 k principal	0.07	ABS-mortgage backed security	Long	USA
AMD Advanced Micro Devices, Inc.	201.14 k	1.24 k shares	0.07	Common equity	Long	USA
MSFT Microsoft Corporation	201.13 k	450.00 shares	0.07	Common equity	Long	USA
AMZN Amazon.com, Inc.	195.57 k	1.01 k shares	0.06	Common equity	Long	USA
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A	194.31 k	193.94 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
META Meta Platforms, Inc.	188.07 k	373.00 shares	0.06	Common equity	Long	USA
EQIX Equinix, Inc.	186.88 k	247.00 shares	0.06	Common equity	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 5 A5	186.77 k	187.19 k principal	0.06	ABS-mortgage backed security	Long	USA
CDX IG42 5Y ICE	184.86 k	1.00 contracts	0.06	Credit derivative	N/A	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF	182.09 k	180.73 k principal	0.06	ABS-mortgage backed security	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3	180.39 k	180.00 k principal	0.06	ABS-other	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC	177.30 k	177.58 k principal	0.06	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 5426 BF	173.66 k	176.85 k principal	0.06	ABS-mortgage backed security	Long	USA
SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A	171.10 k	170.00 k principal	0.06	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES 08/27 5.96	170.15 k	170.00 k principal	0.06	ABS-other	Long	USA
VOYA CLO LTD INGIM 2012 4A A1R3 144A	169.86 k	169.62 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IRS MXN 7.74500 02/17/22-5Y* CME	167.76 k	1.00 contracts	0.05	Interest rate derivative	N/A	Mexico
Broadcom Pte. Ltd.	166.64 k	208.00 k principal	0.05	Debt	Long	USA
KOSPI2 FUTURE TRS EQUITY BULLET MYI MORGAN STANLEY & CO. INTERNATIONAL PLC	160.40 k	1.00 contracts	0.05	Equity derivative	N/A	Korea, Republic of
MP CLO VII, LTD MP7 2015 1A AR3 144A	154.48 k	154.35 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OIS COP IBR/7.55000 03/18/24-5Y CME	151.55 k	1.00 contracts	0.05	Interest rate derivative	N/A	Colombia
PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A	149.96 k	149.83 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOLD BRL BOUGHT USD 20241002 Goldman Sachs Bank USA	144.96 k	1.00 contracts	0.05	DFE	N/A	Brazil
RFR USD SOFR/3.75000 06/20/24-10Y CME	136.31 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A	130.63 k	130.35 k principal	0.04	ABS-other	Long	USA
INTERCONTINENTAL EXCHANGE	129.90 k	130.00 k principal	0.04	Debt	Long	USA
INTERCONTINENTAL EXCHANGE	129.74 k	130.00 k principal	0.04	Debt	Long	USA
PENSKE TRUCK LEASING CO LP / P 07/24 ZCP	129.72 k	130.00 k principal	0.04	Debt	Long	USA
INTERCONTINENTAL EXCHANGE	129.64 k	130.00 k principal	0.04	Debt	Long	USA
BACARDI MARTINI B V	129.58 k	130.00 k principal	0.04	Debt	Long	USA
ENTERGY CORP	129.32 k	130.00 k principal	0.04	Debt	Long	USA
RFR USD SOFR/4.00000 03/20/24-2Y LCH	128.03 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
INTERCONTINENTAL EXCHANGE	124.50 k	125.00 k principal	0.04	Debt	Long	USA
CROWN CASTLE 08/24 ZCP	124.31 k	125.00 k principal	0.04	Debt	Long	USA
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR	121.92 k	289.00 k principal	0.04	Debt	Long	Argentina
SOLD COP BOUGHT USD 20240815 THE TORONTO-DOMINION BANK	120.52 k	1.00 contracts	0.04	DFE	N/A	Colombia
RFR JPY MUTK/0.4500 12/15/21-30Y LCH	119.49 k	1.00 contracts	0.04	Interest rate derivative	N/A	Japan
SOLD BRL BOUGHT USD 20240702 Goldman Sachs Bank USA	115.57 k	1.00 contracts	0.04	DFE	N/A	Brazil
SOLD BRL BOUGHT USD 20240702 Goldman Sachs Bank USA	113.20 k	1.00 contracts	0.04	DFE	N/A	Brazil
SOLD BRL BOUGHT USD 20241002 Goldman Sachs Bank USA	112.84 k	1.00 contracts	0.04	DFE	N/A	Brazil
ACE SECURITIES CORP. ACE 2005 HE5 M4	111.99 k	115.45 k principal	0.04	ABS-mortgage backed security	Long	USA
ACE SECURITIES CORP. ACE 2006 HE3 A2D	109.04 k	151.76 k principal	0.04	ABS-mortgage backed security	Long	USA
POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1	106.55 k	115.39 k principal	0.03	ABS-mortgage backed security	Long	USA
ASML ASML Holding N.V.	106.36 k	104.00 shares	0.03	Common equity	Long	Netherlands
RFR USD SOFR/3.80740 03/01/24-4Y* LCH	106.12 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
SOLD BRL BOUGHT USD 20240702 Goldman Sachs Bank USA	103.99 k	1.00 contracts	0.03	DFE	N/A	Brazil
COUNTRYWIDE HOME LOANS CWHL 2006 6 A4	101.24 k	210.93 k principal	0.03	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M6	95.53 k	100.00 k principal	0.03	ABS-mortgage backed security	Long	USA
US 10YR ULTRA FUT SEP24 XCBT 20240919	90.97 k	173.00 contracts	0.03	Interest rate derivative	N/A	USA
SOLD BRL BOUGHT USD 20241002 MORGAN STANLEY & CO. INTERNATIONAL PLC	90.51 k	1.00 contracts	0.03	DFE	N/A	Brazil
IMPAC CMB TRUST IMM 2005 2 1M1	87.80 k	98.91 k principal	0.03	ABS-mortgage backed security	Long	USA
BCPMXWO TRS EQUITY FEDL01+38 BRC BARCLAYS BANK PLC	81.67 k	1.00 contracts	0.03	Equity derivative	N/A	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1	81.04 k	91.90 k principal	0.03	ABS-mortgage backed security	Long	USA
OZLM LTD OZLM 2015 11A A1R 144A	77.68 k	77.51 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CDX HY42 5Y ICE	70.35 k	1.00 contracts	0.02	Credit derivative	N/A	USA
FREDDIE MAC FHR 5426 CF	69.94 k	70.62 k principal	0.02	ABS-mortgage backed security	Long	USA
AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1	69.64 k	76.28 k principal	0.02	ABS-mortgage backed security	Long	USA
IMPAC CMB TRUST IMM 2005 2 1A2	69.28 k	76.24 k principal	0.02	ABS-mortgage backed security	Long	USA
S+P500 EMINI FUT SEP24 XCME 20240920	61.70 k	279.00 contracts	0.02	Equity derivative	N/A	USA
STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A	61.24 k	62.78 k principal	0.02	ABS-mortgage backed security	Long	USA
SOLD BRL BOUGHT USD 20241002 MORGAN STANLEY & CO. INTERNATIONAL PLC	60.61 k	1.00 contracts	0.02	DFE	N/A	Brazil
S+P/TSX 60 IX FUT SEP24 XMOD 20240919	57.96 k	31.00 contracts	0.02	Equity derivative	N/A	Canada
BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2	55.33 k	66.08 k principal	0.02	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2	53.47 k	54.47 k principal	0.02	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A5	52.22 k	66.02 k principal	0.02	ABS-mortgage backed security	Long	USA
US 2YR NOTE (CBT) SEP24 XCBT 20240930	51.60 k	149.00 contracts	0.02	Interest rate derivative	N/A	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1	50.69 k	222.82 k principal	0.02	ABS-mortgage backed security	Long	USA