PIMCO Dynamic Bond Portfolio

Fund Profile

Fund profile

Tickers

PUNCBDA, PVUCBPA, PUNCBAD, PUNCBAM

Fund manager

Pimco Variable Insurance Trust

Total assets

$234.90 mm

Liabilities

$148.78 mm

Net assets

$86.12 mm

Number of holdings

584.00

Top 200 of 584 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
DEUTSCHE BANK REPO REPO	18.20 mm	18.20 mm principal	21.13	Repurchase agreement	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	17.19 mm	17.20 mm principal	19.96	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	16.07 mm	1.65 mm principal	18.66	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	15.23 mm	14.90 mm principal	17.68	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	4.13 mm	4.30 mm principal	4.80	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/33 1.375	3.78 mm	3.83 mm principal	4.39	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	3.64 mm	3.70 mm principal	4.23	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.44 mm	3.40 mm principal	3.99	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	2.80 mm	3.00 mm principal	3.25	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	2.25 mm	2.50 mm principal	2.61	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/34 1.875	2.05 mm	2.00 mm principal	2.39	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.85 mm	1.80 mm principal	2.15	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	1.83 mm	1.95 mm principal	2.12	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	1.73 mm	1.80 mm principal	2.01	Debt	Long	USA
TREASURY BILL 10/24 0.00000	1.70 mm	1.70 mm principal	1.97	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	1.34 mm	7.70 mm principal	1.56	Debt	Long	Brazil
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5	1.34 mm	22.00 mm principal	1.55	Debt	Long	South Africa
US TREASURY N/B 02/26 0.5	955.29 k	1.00 mm principal	1.11	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 3 2A3	878.85 k	964.27 k principal	1.02	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	877.07 k	3.20 mm principal	1.02	Debt	Long	Peru
SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A	795.16 k	1.24 mm principal	0.92	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	671.17 k	2.30 mm principal	0.78	Debt	Long	Peru
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	642.62 k	11.50 mm principal	0.75	Debt	Long	South Africa
NOMURA HOME EQUITY LOAN INC NHELI 2007 1 1A4	516.46 k	1.80 mm principal	0.60	ABS-mortgage backed security	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A	500.58 k	500.00 k principal	0.58	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875	499.19 k	500.00 k principal	0.58	Debt	Long	Netherlands
NATIONWIDE BLDG SOCIETY 144A 03/29 VAR	495.53 k	500.00 k principal	0.58	Debt	Long	UK
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345	487.63 k	500.00 k principal	0.57	Debt	Long	Japan
HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2	462.70 k	1.73 mm principal	0.54	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5	457.77 k	9.10 mm principal	0.53	Debt	Long	South Africa
HSBC HSBC Holdings plc	437.12 k	400.00 k principal	0.51	Debt	Long	UK
LIFEPOINT HEALTH INC 2024 TERM LOAN B	425.38 k	425.06 k principal	0.49	Loan	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9	415.60 k	8.20 mm principal	0.48	Debt	Long	South Africa
TSY INFL IX N/B 01/34 1.75	414.05 k	409.29 k principal	0.48	Debt	Long	USA
STATE OF ISRAEL SR UNSECURED 03/29 5.375	406.80 k	400.00 k principal	0.47	Debt	Long	Israel
DAL Delta Air Lines, Inc.	404.30 k	400.00 k principal	0.47	Debt	Long	USA
DEUTSCHE BANK NY 07/26 VAR	403.28 k	400.00 k principal	0.47	Debt	Long	Germany
GS The Goldman Sachs Group, Inc.	393.72 k	400.00 k principal	0.46	Debt	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9	389.48 k	1.40 mm principal	0.45	Debt	Long	Peru
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA5 2A1	380.01 k	549.87 k principal	0.44	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 12/26 3	375.35 k	7.83 mm principal	0.44	Debt	Long	Mexico
FED HM LN PC POOL SD8299 FR 02/53 FIXED 5	364.47 k	364.25 k principal	0.42	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4	355.08 k	1.40 mm principal	0.41	Debt	Long	Peru
CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A	344.72 k	344.54 k principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GSAMP TRUST GSAMP 2006 FM3 A2C	344.17 k	706.22 k principal	0.40	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/2.25 06/20/18-10Y LCH	343.81 k	1.00 contracts	0.40	Interest rate derivative	N/A	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	325.90 k	338.99 k principal	0.38	ABS-mortgage backed security	Long	USA
COOPERAT RABOBANK UA/NY 10/26 5.5	308.62 k	300.00 k principal	0.36	Debt	Long	Netherlands
SECURITIZED ASSET BACKED RECEI SABR 2005 FR5 M1	305.07 k	374.13 k principal	0.35	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	299.53 k	300.00 k principal	0.35	Debt	Long	UK
PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 03/25 3.95	298.49 k	300.00 k principal	0.35	Debt	Long	USA
CBS COMMERCIAL SMALL BALANCE C CBAC 2006 1A A 144A	293.73 k	369.14 k principal	0.34	ABS-mortgage backed security	Long	USA
T MOBILE USA INC COMPANY GUAR 04/30 3.875	291.82 k	300.00 k principal	0.34	Debt	Long	USA
UNITED AIRLINES INC SR SECURED 144A 04/29 4.625	290.08 k	300.00 k principal	0.34	Debt	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	288.86 k	1.00 mm principal	0.34	Debt	Long	Peru
AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1	287.00 k	312.50 k principal	0.33	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A2	285.58 k	408.34 k principal	0.33	ABS-mortgage backed security	Long	USA
BPCE SA 144A 10/34 VAR	280.14 k	250.00 k principal	0.33	Debt	Long	France
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A	279.13 k	304.38 k principal	0.32	ABS-mortgage backed security	Long	USA
BANC OF AMERICA FUNDING CORPOR BAFC 2006 G 1A1	267.79 k	270.56 k principal	0.31	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	260.25 k	250.00 k principal	0.30	Debt	Long	Switzerland
JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11	255.70 k	250.00 k principal	0.30	Debt	Long	USA
DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 1A1A	252.92 k	288.99 k principal	0.29	ABS-mortgage backed security	Long	USA
L3HARRIS TECHNOLOGIES INC 10/24 ZCP	249.69 k	250.00 k principal	0.29	Debt	Long	USA
JONES LANG LASALLE FIN BV 4/A2 10/24 ZCP	249.69 k	250.00 k principal	0.29	Debt	Long	Netherlands
CONAGRA BRANDS INC	249.64 k	250.00 k principal	0.29	Debt	Long	USA
RECKITT BENCKISER TREAS	249.38 k	250.00 k principal	0.29	Debt	Long	UK
TARGA RES CORP 10/24 ZCP	248.96 k	250.00 k principal	0.29	Debt	Long	USA
CROWN CASTLE	248.94 k	250.00 k principal	0.29	Debt	Long	USA
BANC OF AMERICA FUNDING CORPOR BAFC 2007 A 1A1	248.69 k	274.93 k principal	0.29	ABS-mortgage backed security	Long	USA
AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3	244.19 k	259.03 k principal	0.28	Debt	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A	234.50 k	234.24 k principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BCS Barclays PLC	230.98 k	200.00 k principal	0.27	Debt	Long	UK
GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP1 1A3 144A	226.28 k	222.33 k principal	0.26	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1	223.73 k	252.16 k principal	0.26	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2C	221.45 k	592.21 k principal	0.26	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 12/21/22-30Y CME	219.95 k	1.00 contracts	0.26	Interest rate derivative	N/A	USA
GSAA HOME EQUITY TRUST GSAA 2006 10 AF3	218.57 k	872.01 k principal	0.25	ABS-mortgage backed security	Long	USA
REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625	212.75 k	200.00 k principal	0.25	Debt	Long	Turkey
CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2	212.34 k	200.00 k principal	0.25	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 1 AF5	211.09 k	219.79 k principal	0.25	ABS-mortgage backed security	Long	USA
DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75	210.92 k	11.90 mm principal	0.24	Debt	Long	Dominican Republic
UNITED MEXICAN STATES SR UNSECURED 02/35 6.35	210.09 k	200.00 k principal	0.24	Debt	Long	Mexico
ING GROEP NV SR UNSECURED 03/35 VAR	209.75 k	200.00 k principal	0.24	Debt	Long	Netherlands
ABBV AbbVie Inc.	208.01 k	200.00 k principal	0.24	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR	207.00 k	200.00 k principal	0.24	Debt	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	206.33 k	200.00 k principal	0.24	Debt	Long	Japan
ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8	205.94 k	205.93 k principal	0.24	Debt	Long	USA
SYK Stryker Corporation	205.25 k	200.00 k principal	0.24	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 02/29 VAR	205.10 k	200.00 k principal	0.24	Debt	Long	USA
WELLS FARGO BANK NA SR UNSECURED 12/26 5.254	205.07 k	200.00 k principal	0.24	Debt	Long	USA
LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR	204.53 k	200.00 k principal	0.24	Debt	Long	UK
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8	203.70 k	200.00 k principal	0.24	Debt	Long	USA
NATWEST GROUP PLC SR UNSECURED 05/29 VAR	202.14 k	200.00 k principal	0.23	Debt	Long	UK
VICI PROPERTIES LP SR UNSECURED 02/30 4.95	201.35 k	200.00 k principal	0.23	Debt	Long	USA
COTY Coty Inc.	199.31 k	200.00 k principal	0.23	Debt	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1	198.48 k	221.13 k principal	0.23	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 04/26 VAR	198.43 k	200.00 k principal	0.23	Debt	Long	USA
DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 1A4B	197.68 k	251.32 k principal	0.23	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	196.92 k	200.00 k principal	0.23	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	196.57 k	197.31 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PCG+A Pacific Gas & Electric Co.	196.28 k	200.00 k principal	0.23	Debt	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR	196.15 k	200.00 k principal	0.23	Debt	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85	194.53 k	200.00 k principal	0.23	Debt	Long	South Africa
JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR	194.00 k	200.00 k principal	0.23	Debt	Long	USA
ORGANON + CO/ORGANON FOR SR SECURED 144A 04/28 4.125	192.48 k	200.00 k principal	0.22	Debt	Long	USA
BANCO SANTANDER SA SR UNSECURED 03/26 1.849	192.35 k	200.00 k principal	0.22	Debt	Long	Spain
REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25	189.93 k	3.50 mm principal	0.22	Debt	Long	South Africa
BNP PARIBAS 144A 09/28 VAR	185.87 k	200.00 k principal	0.22	Debt	Long	France
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 12 1A	185.38 k	199.93 k principal	0.22	ABS-mortgage backed security	Long	USA
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2	183.86 k	183.87 k principal	0.21	Loan	Long	USA
LEHMAN XS TRUST LXS 2006 GP4 3A5	183.65 k	192.01 k principal	0.21	ABS-mortgage backed security	Long	USA
KKR FINANCIAL CLO LTD KKR 12 AR2A 144A	180.90 k	180.63 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C	180.19 k	331.91 k principal	0.21	ABS-mortgage backed security	Long	USA
EXPE Expedia Group, Inc.	176.47 k	176.00 k principal	0.20	Debt	Long	USA
AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375	174.02 k	200.00 k principal	0.20	Debt	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 25 1A2	172.94 k	370.48 k principal	0.20	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	164.53 k	3.71 mm principal	0.19	Debt	Long	Mexico
MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A	156.73 k	160.07 k principal	0.18	ABS-mortgage backed security	Long	USA
FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR3 1A1	156.38 k	365.00 k principal	0.18	ABS-mortgage backed security	Long	USA
CDX IG43 5Y ICE	151.84 k	1.00 contracts	0.18	Credit derivative	N/A	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A	150.18 k	151.67 k principal	0.17	ABS-mortgage backed security	Long	USA
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 1A5	147.54 k	170.86 k principal	0.17	ABS-mortgage backed security	Long	USA
SIERRA MADRE FUNDING LTD MADRE 2004 1A A1A 144A	147.38 k	230.55 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CONSTELLATION OIL SA SR SECURED 12/26 3	138.36 k	151.63 k principal	0.16	Debt	Long	Luxembourg
RFR GBP SONIO/4.00000 09/18/24-5Y LCH	132.08 k	1.00 contracts	0.15	Interest rate derivative	N/A	UK
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR15 2A1	130.11 k	180.31 k principal	0.15	ABS-mortgage backed security	Long	USA
HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A4	128.35 k	485.13 k principal	0.15	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2005 HY10 4A1	125.74 k	143.32 k principal	0.15	ABS-mortgage backed security	Long	USA
317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080	123.79 k	15.30 mm contracts	0.14	Interest rate derivative	N/A	USA
BCAP LLC TRUST BCAP 2011 RR5 15A1 144A	121.75 k	317.21 k principal	0.14	ABS-mortgage backed security	Long	USA
BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR	121.39 k	100.00 k principal	0.14	Debt	Long	Italy
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A15	118.00 k	273.23 k principal	0.14	ABS-mortgage backed security	Long	USA
CDX IG42 5Y ICE	114.82 k	1.00 contracts	0.13	Credit derivative	N/A	USA
ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR	111.62 k	100.00 k principal	0.13	Debt	Long	USA
THORNBURG MORTGAGE SECURITIES TMST 2007 2 A2A	109.76 k	127.45 k principal	0.13	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	107.42 k	100.00 k principal	0.12	Debt	Long	USA
CARNIVAL CORPORATION 2024 TERM LOAN B2	107.30 k	106.87 k principal	0.12	Loan	Long	USA
FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75	106.65 k	100.00 k principal	0.12	Debt	Long	USA
WELLS FARGO + COMPANY SR UNSECURED REGS 02/27 1	106.37 k	100.00 k principal	0.12	Debt	Long	USA
ALLY Ally Financial Inc.	105.63 k	100.00 k principal	0.12	Debt	Long	USA
BA The Boeing Company	105.24 k	100.00 k principal	0.12	Debt	Long	USA
BLUE OWL FINANCE LLC COMPANY GUAR 144A 04/34 6.25	104.77 k	100.00 k principal	0.12	Debt	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1	104.42 k	130.64 k principal	0.12	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2006 HE1 A4	103.10 k	106.45 k principal	0.12	ABS-mortgage backed security	Long	USA
GEORGIA POWER CO SR UNSECURED 05/32 4.7	101.93 k	100.00 k principal	0.12	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2020 176 FW	100.63 k	108.31 k principal	0.12	ABS-mortgage backed security	Long	USA
LCM LTD PARTNERSHIP LCM 25A AR 144A	100.07 k	100.04 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2	100.05 k	99.75 k principal	0.12	Loan	Long	USA
FRFHF Fairfax Financial Holdings Limited	99.95 k	100.00 k principal	0.12	Debt	Long	Canada
HARLEY DAVIDSON FND CP	99.76 k	100.00 k principal	0.12	Debt	Long	USA
CAESARS ENTERTAINMENT INC. 2024 TERM LOAN B1	99.65 k	99.50 k principal	0.12	Loan	Long	USA
TIBX TIBCO Software Inc	99.58 k	100.00 k principal	0.12	Debt	Long	USA
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638	99.31 k	100.00 k principal	0.12	Debt	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7	98.53 k	1.90 mm principal	0.11	Debt	Long	South Africa
TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0	98.43 k	1.00 mm principal	0.11	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	98.40 k	100.00 k principal	0.11	Debt	Long	USA
THAMES WATER UTIL FIN SR SECURED REGS 07/34 4.375	98.29 k	100.00 k principal	0.11	Debt	Long	UK
SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95	97.36 k	100.00 k principal	0.11	Debt	Long	USA
FREDDIE MAC FHR 5064 PI	96.86 k	976.31 k principal	0.11	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 44 TF	96.08 k	104.60 k principal	0.11	ABS-mortgage backed security	Long	USA
MODENA BUYER LLC TERM LOAN	95.97 k	100.00 k principal	0.11	Loan	Long	USA
ROMANIA SR UNSECURED 144A 07/30 1.75	95.02 k	100.00 k principal	0.11	Debt	Long	Romania
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75	94.86 k	100.00 k principal	0.11	Debt	Long	USA
VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875	89.77 k	100.00 k principal	0.10	Debt	Long	USA
PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95	86.61 k	100.00 k principal	0.10	Debt	Long	Mexico
SECURITIZED ASSET BACKED RECEI SABR 2004 OP1 M1	84.53 k	84.23 k principal	0.10	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.87400 09/19/23-30Y CME	79.71 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1SB 144A	77.42 k	287.37 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/1.99850 07/03/23-30Y LCH	75.65 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
OZLM LTD OZLM 2014 8A A1R3 144A	72.78 k	72.74 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
317U6LIA9 PIMCO FPPSWAPTION 3.8 CALL USD	69.62 k	1.00 mm contracts	0.08	Interest rate derivative	N/A	Ireland
MORGAN STANLEY CAPITAL INC MSAC 2007 NC1 A2C	63.71 k	133.13 k principal	0.07	ABS-mortgage backed security	Long	USA
317U6VWA1 PIMCO FPPSWAPTION 3.255 PUT USD	58.49 k	1.00 mm contracts	0.07	Interest rate derivative	N/A	USA
317U6LHA0 PIMCO FPPSWAPTION 3.8 PUT USD	56.81 k	1.00 mm contracts	0.07	Interest rate derivative	N/A	USA
MEXICAN UDIBONOS BONDS 11/28 4	56.66 k	1.15 mm principal	0.07	Debt	Long	Mexico
317U6VXA0 PIMCO FPPSWAPTION 3.255 CALL USD	55.90 k	1.00 mm contracts	0.06	Interest rate derivative	N/A	USA
IRS AUD 4.50000 09/18/24-10Y LCH	55.81 k	1.00 contracts	0.06	Interest rate derivative	N/A	Australia
RFR USD SOFR/1.84200 09/19/23-30Y LCH	54.85 k	1.00 contracts	0.06	Interest rate derivative	N/A	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC3 2A3	54.68 k	45.84 k principal	0.06	ABS-mortgage backed security	Long	USA
IRS EUR 2.50000 03/19/25-10Y LCH	53.50 k	1.00 contracts	0.06	Interest rate derivative	N/A	N/A
FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1	51.98 k	66.25 k principal	0.06	ABS-mortgage backed security	Long	USA
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875	51.38 k	50.29 k principal	0.06	Debt	Long	USA
FREDDIE MAC FHR 4704 SK	50.98 k	377.07 k principal	0.06	ABS-mortgage backed security	Long	USA
BELLE HAVEN ABS CDO LTD BLHV 2004 1A A1ST 144A	50.33 k	187.68 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA11 2A1	47.02 k	93.63 k principal	0.05	ABS-mortgage backed security	Long	USA
IRS PLN 5.16000 03/21/24-3Y CME	46.79 k	1.00 contracts	0.05	Interest rate derivative	N/A	Poland
IRS PLN 5.15750 03/22/24-3Y CME	46.54 k	1.00 contracts	0.05	Interest rate derivative	N/A	Poland
IRS PLN 4.97000 03/21/24-5Y CME	45.92 k	1.00 contracts	0.05	Interest rate derivative	N/A	Poland
NATIONWIDE BUILDING SOC CCDS PREFERENCE	44.26 k	250.00 shares	0.05	Preferred equity	Long	UK
FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA1 A1	39.22 k	39.55 k principal	0.05	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 08/34 4	39.01 k	824.72 k principal	0.05	Debt	Long	Mexico
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528	37.36 k	40.00 k principal	0.04	Debt	Long	Cayman Islands
317U6QBA5 PIMCO FPPSWAPTION 3.808 CALL USD	34.98 k	500.00 k contracts	0.04	Interest rate derivative	N/A	USA
ZCS BRL 11.691 06/27/24-01/04/27 CME	34.39 k	1.00 contracts	0.04	Interest rate derivative	N/A	Brazil
EXELA INTERMED/EXELA FIN SR SECURED 144A 04/26 11.5	33.18 k	195.18 k principal	0.04	Debt	Long	USA
US 10YR ULTRA FUT DEC24 XCBT 20241219	32.04 k	-96.00 contracts	0.04	Interest rate derivative	N/A	USA
RFR USD SOFR/3.90000 08/30/23-10Y LCH	31.52 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
RFRF USD SOFR/2.06000 10/27/23-30Y LCH	28.56 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
317U6QAA6 PIMCO FPPSWAPTION 3.808 PUT USD	28.31 k	500.00 k contracts	0.03	Interest rate derivative	N/A	USA