PIMCO Global Managed Asset Allocation Portfolio

Fund Profile

Fund profile

Tickers

VPVGMMV, VPVGMVV, PVGMAPI

Fund manager

Pimco Variable Insurance Trust

Total assets

$547.94 mm

Liabilities

$235.49 mm

Net assets

$312.44 mm

Number of holdings

646.00

Top 200 of 646 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	85.16 mm	8.72 mm principal	27.26	Short-term investment vehicle	Long	USA
XRT SPDR S&P Retail ETF	47.25 mm	699.90 k shares	15.12	Common equity	Long	USA
PIMCO INVESTMENT GRADE CREDIT PIMCO INV GRD CRD BND INST	26.13 mm	2.82 mm shares	8.36	Common equity	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	24.33 mm	23.80 mm principal	7.79	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	20.58 mm	2.11 mm principal	6.59	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	20.30 mm	19.70 mm principal	6.50	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	16.99 mm	17.00 mm principal	5.44	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/25 0.375	16.21 mm	16.45 mm principal	5.19	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	11.80 mm	12.00 mm principal	3.78	ABS-mortgage backed security	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	6.84 mm	39.30 mm principal	2.19	Debt	Long	Brazil
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH1 AF5	6.70 mm	6.76 mm principal	2.14	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE	6.54 mm	7.90 mm principal	2.09	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/40 1.375	6.45 mm	9.50 mm principal	2.06	Debt	Long	USA
CANADIAN GOVERNMENT BONDS 09/28 3.25	5.35 mm	7.10 mm principal	1.71	Debt	Long	Canada
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	5.19 mm	6.00 mm principal	1.66	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/34 1.75	5.07 mm	5.01 mm principal	1.62	Debt	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A	4.88 mm	5.00 mm principal	1.56	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/29 2.125	3.55 mm	3.46 mm principal	1.14	Debt	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	2.96 mm	3.30 mm principal	0.95	ABS-mortgage backed security	Long	USA
GSAMP TRUST GSAMP 2006 SD2 A3 144A	2.87 mm	3.07 mm principal	0.92	ABS-mortgage backed security	Long	USA
GOLDEN CREDIT CARD TRUST GCCT 2022 4A A 144A	2.63 mm	2.63 mm principal	0.84	ABS-mortgage backed security	Long	Canada
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FD	2.60 mm	2.59 mm principal	0.83	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITIES CORP H ABSHE 2006 HE3 A5	2.46 mm	2.51 mm principal	0.79	ABS-mortgage backed security	Long	USA
TITULOS DE TESORERIA BONDS 09/30 7.75	2.37 mm	10.71 bn principal	0.76	Debt	Long	Colombia
MEX BONOS DESARR FIX RT BONDS 03/29 8.5	2.23 mm	45.00 mm principal	0.71	Debt	Long	Mexico
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	2.14 mm	2.30 mm principal	0.69	ABS-mortgage backed security	Long	USA
TITULOS DE TESORERIA BONDS 11/27 5.75	1.77 mm	8.10 bn principal	0.57	Debt	Long	Colombia
NVDA NVIDIA Corporation	1.54 mm	12.67 k shares	0.49	Common equity	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 1A1A	1.37 mm	1.39 mm principal	0.44	ABS-mortgage backed security	Long	USA
VENTURE CDO LTD VENTR 2019 38A A1R 144A	1.20 mm	1.20 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A	1.20 mm	1.19 mm principal	0.38	ABS-other	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	1.14 mm	1.17 mm principal	0.37	ABS-mortgage backed security	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 A3	1.10 mm	1.10 mm principal	0.35	ABS-other	Long	USA
ET+E Energy Transfer Operating, L.P.	1.05 mm	1.10 mm principal	0.34	Debt	Long	USA
TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 D A3	1.01 mm	1.00 mm principal	0.32	ABS-other	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4	980.80 k	1.07 mm principal	0.31	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/42 4	974.53 k	990.00 k principal	0.31	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	964.14 k	1.10 mm principal	0.31	Debt	Long	USA
ALLY FINANCIAL INC COMPANY GUAR 11/31 8	905.95 k	800.00 k principal	0.29	Debt	Long	USA
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A	903.26 k	890.00 k principal	0.29	ABS-other	Long	USA
BCPMXWO TRS EQUITY FEDL01+41 BRC BARCLAYS BANK PLC	854.92 k	1.00 contracts	0.27	Equity derivative	N/A	USA
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A	817.08 k	816.50 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MULTIPLAN CORP SR UNSECURED 144A 10/27 6	812.50 k	1.30 mm principal	0.26	Debt	Long	USA
RAD CLO LTD RAD 2019 5A AR 144A	800.66 k	800.00 k principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
S+P500 EMINI FUT DEC24 XCME 20241220	777.42 k	112.00 contracts	0.25	Equity derivative	N/A	USA
FREMONT HOME LOAN TRUST FHLT 2006 C 2A2	767.79 k	1.90 mm principal	0.25	ABS-mortgage backed security	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A	741.01 k	735.48 k principal	0.24	ABS-other	Long	USA
CARMAX AUTO OWNER TRUST CARMX 2022 4 A3	737.53 k	733.05 k principal	0.24	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A	721.37 k	719.11 k principal	0.23	ABS-other	Long	USA
US TREASURY N/B 11/52 4	720.29 k	740.00 k principal	0.23	Debt	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A4	716.68 k	710.00 k principal	0.23	ABS-other	Long	USA
NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A	710.49 k	740.82 k principal	0.23	ABS-other	Long	USA
AMZN Amazon.com, Inc.	682.34 k	3.66 k shares	0.22	Common equity	Long	USA
VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875	671.01 k	700.00 k principal	0.21	Debt	Long	USA
OCP EURO CLO OCPE 2020 4A AR 144A	663.39 k	597.31 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A	652.58 k	642.58 k principal	0.21	ABS-other	Long	USA
REPUBLIC OF PERU SR UNSECURED 12/32 1.862	643.99 k	800.00 k principal	0.21	Debt	Long	Peru
Broadcom Pte. Ltd.	633.08 k	3.67 k shares	0.20	Common equity	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 A3	612.05 k	616.41 k principal	0.20	ABS-other	Long	USA
WIND RIVER CLO LTD WINDR 2019 3A AR 144A	612.05 k	611.29 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875	602.59 k	603.00 k principal	0.19	Debt	Long	USA
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A	600.66 k	600.00 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
META Meta Platforms, Inc.	585.61 k	1.02 k shares	0.19	Common equity	Long	USA
SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A	550.45 k	495.41 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Ireland
MSFT Microsoft Corporation	537.88 k	1.25 k shares	0.17	Common equity	Long	USA
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	536.21 k	596.07 k principal	0.17	ABS-mortgage backed security	Long	USA
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A	536.08 k	532.12 k principal	0.17	ABS-other	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	535.42 k	550.41 k principal	0.17	ABS-mortgage backed security	Long	USA
TSM Taiwan Semiconductor Manufacturing Company Limited	516.49 k	2.97 k shares	0.17	Common equity	Long	Taiwan
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	511.22 k	512.65 k principal	0.16	ABS-mortgage backed security	Long	USA
OZLM LTD OZLM 2019 24A A1AR 144A	500.53 k	500.00 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A	488.43 k	488.11 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	463.09 k	492.98 k principal	0.15	ABS-other	Long	USA
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A	444.81 k	444.43 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A	427.63 k	427.00 k principal	0.14	ABS-other	Long	USA
AAPL Apple Inc.	398.66 k	1.71 k shares	0.13	Common equity	Long	USA
TREASURY BILL 12/24 0.00000	395.70 k	400.00 k principal	0.13	Debt	Long	USA
BAC Bank of America Corporation	394.50 k	389.00 k shares	0.13	Preferred equity	Long	USA
RFR USD SOFR/2.75000 06/21/23-30Y CME	387.37 k	1.00 contracts	0.12	Interest rate derivative	N/A	USA
ARGENT SECURITIES INC. ARSI 2005 W1 A1	378.89 k	421.67 k principal	0.12	ABS-mortgage backed security	Long	USA
ASML ASML Holding N.V.	378.30 k	454.00 shares	0.12	Common equity	Long	Netherlands
VENTURE CDO LTD VENTR 2017 28A A1R 144A	376.48 k	376.23 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN XS TRUST LXS 2006 8 3A4	373.77 k	383.44 k principal	0.12	ABS-mortgage backed security	Long	USA
OSCAR US FUNDING TRUST OSCAR 2023 1A A3 144A	367.89 k	360.00 k principal	0.12	ABS-other	Long	Japan
522 FUNDING CLO LTD MORGN 2018 3A AR 144A	366.24 k	365.69 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	365.90 k	365.46 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DLR Digital Realty Trust, Inc.	358.94 k	2.22 k shares	0.11	Common equity	Long	USA
VST Vistra Corp.	355.62 k	3.00 k shares	0.11	Common equity	Long	USA
FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A3	354.99 k	354.00 k principal	0.11	ABS-other	Long	USA
EQIX Equinix, Inc.	352.39 k	397.00 shares	0.11	Common equity	Long	USA
RFR USD SOFR/3.50000 06/20/24-30Y LCH	351.17 k	1.00 contracts	0.11	Interest rate derivative	N/A	USA
OSD CLO LTD OSD 2021 23A A 144A	347.25 k	346.83 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN XS TRUST LXS 2006 7 1A1A	339.24 k	396.19 k principal	0.11	ABS-mortgage backed security	Long	USA
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A	333.38 k	333.17 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FANNIE MAE FNR 2024 38 FA	332.00 k	327.17 k principal	0.11	ABS-mortgage backed security	Long	USA
ONEMAIN DIRECT AUTO RECEIVABLE ODART 2023 1A A 144A	331.30 k	325.00 k principal	0.11	ABS-other	Long	USA
FREDDIE MAC FHR 5426 AF	328.78 k	326.11 k principal	0.11	ABS-mortgage backed security	Long	USA
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	304.81 k	304.42 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	303.50 k	300.00 k principal	0.10	ABS-mortgage backed security	Long	USA
VIBRANT CLO LTD VIBR 2019 11A A1R1 144A	300.29 k	300.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A	296.87 k	318.16 k principal	0.10	ABS-other	Long	USA
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A	295.14 k	294.84 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR JPY MUTK/0.0500 12/15/21-10Y LCH	291.99 k	1.00 contracts	0.09	Interest rate derivative	N/A	Japan
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A	291.88 k	291.65 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/1.75000 06/15/22-10Y LCH	286.06 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
CEG Constellation Energy Corporation	286.02 k	1.10 k shares	0.09	Common equity	Long	USA
ARGENT SECURITIES INC. ARSI 2006 M1 A1	277.94 k	313.94 k principal	0.09	ABS-mortgage backed security	Long	USA
SARANAC CLO LTD SRANC 2018 6A A1R 144A	275.04 k	274.66 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Jersey
NRG NRG Energy, Inc.	273.30 k	3.00 k shares	0.09	Common equity	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A5	269.08 k	355.54 k principal	0.09	ABS-mortgage backed security	Long	USA
INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1	262.59 k	803.58 k principal	0.08	ABS-mortgage backed security	Long	USA
TCW CLO TCW 2018 1A A1R 144A	261.73 k	261.60 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/3.08500 02/13/24-10Y LCH	259.11 k	1.00 contracts	0.08	Interest rate derivative	N/A	USA
NEE NextEra Energy, Inc.	253.59 k	3.00 k shares	0.08	Common equity	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A	251.37 k	225.71 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2	250.17 k	249.51 k principal	0.08	ABS-other	Long	USA
RECETTE CLO LLC RCTTE 2015 1A ARR 144A	250.16 k	250.00 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AES The AES Corporation	240.72 k	12.00 k shares	0.08	Common equity	Long	USA
REPUBLIC OF ARGENTINA BONDS 07/30 VAR	238.83 k	423.36 k principal	0.08	Debt	Long	Argentina
IRS ILS 1.21500 02/11/22-5Y LCH	238.66 k	1.00 contracts	0.08	Interest rate derivative	N/A	Israel
FIRST NLC TRUST FNLC 2005 4 A4	237.61 k	242.52 k principal	0.08	ABS-mortgage backed security	Long	USA
US 5YR NOTE (CBT) DEC24 XCBT 20241231	237.21 k	827.00 contracts	0.08	Interest rate derivative	N/A	USA
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A	225.51 k	225.29 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SO The Southern Company	225.45 k	2.50 k shares	0.07	Common equity	Long	USA
DELL Dell Technologies Inc.	225.23 k	1.90 k shares	0.07	Common equity	Long	USA
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A	224.15 k	223.87 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	222.99 k	258.83 k principal	0.07	ABS-mortgage backed security	Long	USA
MRVL Marvell Technology, Inc.	216.36 k	3.00 k shares	0.07	Common equity	Long	USA
NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A	206.33 k	204.55 k principal	0.07	ABS-other	Long	USA
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3	203.63 k	328.55 k principal	0.07	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A	199.83 k	201.00 k principal	0.06	ABS-other	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A	198.90 k	204.19 k principal	0.06	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.00000 06/21/23-10Y CME	195.23 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
YEN DENOM NIKKEI DEC24 XCME 20241212	189.86 k	21.00 contracts	0.06	Equity derivative	N/A	USA
RFR USD SOFR/3.90000 08/30/23-10Y LCH	186.43 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
BOUGHT BRL SOLD USD 20241104 Goldman Sachs Bank USA	184.44 k	1.00 contracts	0.06	DFE	N/A	Brazil
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3	184.07 k	180.00 k principal	0.06	ABS-other	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF	182.99 k	182.18 k principal	0.06	ABS-mortgage backed security	Long	USA
OZLM LTD OZLM 2014 8A A1R3 144A	181.96 k	181.86 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/2.38500 06/08/22-10Y LCH	181.73 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
STOXX EUROPE 600 DEC24 XEUR 20241220	181.26 k	458.00 contracts	0.06	Equity derivative	N/A	Germany
Broadcom Pte. Ltd.	177.95 k	208.00 k principal	0.06	Debt	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 5 A5	177.40 k	177.35 k principal	0.06	ABS-mortgage backed security	Long	USA
CARMAX AUTO OWNER TRUST CARMX 2023 1 A3	176.33 k	176.00 k principal	0.06	ABS-other	Long	USA
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A	174.39 k	174.19 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A	173.53 k	170.00 k principal	0.06	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A	170.87 k	170.00 k principal	0.05	ABS-other	Long	USA
FREDDIE MAC FHR 5426 BF	165.64 k	167.87 k principal	0.05	ABS-mortgage backed security	Long	USA
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A	162.25 k	162.10 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC	158.13 k	158.55 k principal	0.05	ABS-mortgage backed security	Long	USA
IRS ZAR 8.75000 03/20/19-10Y CME	156.91 k	1.00 contracts	0.05	Interest rate derivative	N/A	South Africa
TOPIX INDX FUTR DEC24 XOSE 20241212	156.00 k	25.00 contracts	0.05	Equity derivative	N/A	Japan
ANET Arista Networks, Inc.	153.53 k	400.00 shares	0.05	Common equity	Long	USA
RFR GBP SONIO/4.00000 09/18/24-5Y LCH	151.57 k	1.00 contracts	0.05	Interest rate derivative	N/A	UK
RFR USD SOFR/3.25000 12/20/23-30Y CME	151.13 k	1.00 contracts	0.05	Interest rate derivative	N/A	USA
APIDOS CLO LTD APID 2017 26A A1AR 144A	146.33 k	146.29 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IRS AUD 4.50000 03/20/24-10Y LCH	145.36 k	1.00 contracts	0.05	Interest rate derivative	N/A	Australia
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR	139.30 k	289.00 k principal	0.04	Debt	Long	Argentina
RFR USD SOFR/3.75000 12/18/24-2Y LCH	138.77 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A	136.86 k	136.77 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KOSPI2 FUTURE TRS EQUITY BULLET MYI MORGAN STANLEY & CO. INTERNATIONAL PLC	134.06 k	1.00 contracts	0.04	Equity derivative	N/A	Korea, Republic of
VOYA CLO LTD INGIM 2012 4A A1R3 144A	133.24 k	133.07 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BACARDI MARTINI B V	129.68 k	130.00 k principal	0.04	Debt	Long	USA
RFR USD SOFR/4.25000 03/20/24-10Y LCH	125.71 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
BOUGHT ZAR SOLD USD 20241018 Citibank, National Association	120.56 k	1.00 contracts	0.04	DFE	N/A	South Africa
RFR USD SOFR/3.76000 08/23/23-10Y LCH	117.33 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
IRS EUR 2.50000 03/19/25-10Y LCH	113.95 k	1.00 contracts	0.04	Interest rate derivative	N/A	N/A
BOUGHT BRL SOLD USD 20241002 BNP PARIBAS	113.25 k	1.00 contracts	0.04	DFE	N/A	Brazil
ACE SECURITIES CORP. ACE 2006 HE3 A2D	109.52 k	148.16 k principal	0.04	ABS-mortgage backed security	Long	USA
PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A	109.09 k	108.99 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ACE SECURITIES CORP. ACE 2005 HE5 M4	108.58 k	109.83 k principal	0.03	ABS-mortgage backed security	Long	USA
POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1	106.60 k	112.66 k principal	0.03	ABS-mortgage backed security	Long	USA
CDX IG43 5Y ICE	104.25 k	1.00 contracts	0.03	Credit derivative	N/A	USA
COUNTRYWIDE HOME LOANS CWHL 2006 6 A4	104.22 k	210.93 k principal	0.03	ABS-mortgage backed security	Long	USA
AEP American Electric Power Company, Inc.	102.60 k	1.00 k shares	0.03	Common equity	Long	USA
STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M6	99.63 k	100.00 k principal	0.03	ABS-mortgage backed security	Long	USA
SOLD BRL BOUGHT USD 20241002 Goldman Sachs Bank USA	97.45 k	1.00 contracts	0.03	DFE	N/A	Brazil
FANNIE MAE FNR 2024 54 FC	96.39 k	95.73 k principal	0.03	ABS-mortgage backed security	Long	USA
LETRA TESOURO NACIONAL BILLS 10/24 0.00000	91.74 k	500.00 k principal	0.03	Debt	Long	Brazil
CDX IG42 5Y ICE	89.56 k	1.00 contracts	0.03	Credit derivative	N/A	USA
CARMAX AUTO OWNER TRUST CARMX 2023 3 A2A	89.21 k	88.93 k principal	0.03	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A	89.10 k	88.81 k principal	0.03	ABS-other	Long	USA
RFR USD SOFR/1.75000 06/15/22-30Y LCH	88.89 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
RFR USD SOFR/3.75000 06/20/24-7Y LCH	88.40 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
IMPAC CMB TRUST IMM 2005 2 1M1	88.27 k	94.11 k principal	0.03	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.75000 06/21/23-2Y CME	86.51 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
RFR USD SOFR/3.75000 12/18/24-7Y CME	85.59 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
BOUGHT AUD SOLD USD 20241002 THE TORONTO-DOMINION BANK	85.40 k	1.00 contracts	0.03	DFE	N/A	Australia
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1	83.63 k	90.48 k principal	0.03	ABS-mortgage backed security	Long	USA
IRS CLP 5.02500 03/18/24-2Y CME	82.42 k	1.00 contracts	0.03	Interest rate derivative	N/A	Chile
S+P/TSX 60 IX FUT DEC24 XMOD 20241219	78.42 k	24.00 contracts	0.03	Equity derivative	N/A	Canada
SOLD BRL BOUGHT USD 20241002 Goldman Sachs Bank USA	75.09 k	1.00 contracts	0.02	DFE	N/A	Brazil
RFR USD SOFR/3.80000 08/30/23-10Y LCH	74.45 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
MP CLO VII, LTD MP7 2015 1A AR3 144A	74.16 k	74.10 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/4.13000 05/03/24-10Y LCH	73.12 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
SOLD EUR BOUGHT USD 20241002 Wells Fargo Bank, National Association	71.47 k	1.00 contracts	0.02	DFE	N/A	N/A
AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1	70.57 k	75.62 k principal	0.02	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.86000 02/21/24-10Y LCH	69.62 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
IMPAC CMB TRUST IMM 2005 2 1A2	69.60 k	72.54 k principal	0.02	ABS-mortgage backed security	Long	USA
IRS MXN 7.74500 02/17/22-5Y* CME	69.17 k	1.00 contracts	0.02	Interest rate derivative	N/A	Mexico