PIMCO Real Return Portfolio

Fund Profile

Fund profile

Tickers

VPVRRDV, VPVRRIV, VPVRRVV

Fund manager

Pimco Variable Insurance Trust

Total assets

$2.96 bn

Liabilities

$1.53 bn

Net assets

$1.43 bn

Number of holdings

468.00

Top 200 of 468 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
TSY INFL IX N/B 07/32 0.625	82.85 mm	88.44 mm principal	5.79	Debt	Long	USA
TSY INFL IX N/B 01/28 0.5	79.25 mm	81.84 mm principal	5.54	Debt	Long	USA
TSY INFL IX N/B 10/28 2.375	74.89 mm	72.09 mm principal	5.24	Debt	Long	USA
TSY INFL IX N/B 04/29 3.875	59.33 mm	53.74 mm principal	4.15	Debt	Long	USA
TSY INFL IX N/B 01/28 1.75	53.77 mm	53.32 mm principal	3.76	Debt	Long	USA
TSY INFL IX N/B 04/28 3.625	50.12 mm	46.75 mm principal	3.50	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	48.69 mm	44.02 mm principal	3.40	Debt	Long	Italy
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	48.23 mm	49.00 mm principal	3.37	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 10/26 0.125	47.46 mm	48.80 mm principal	3.32	Debt	Long	USA
TSY INFL IX N/B 07/30 0.125	45.53 mm	48.95 mm principal	3.18	Debt	Long	USA
TSY INFL IX N/B 07/33 1.375	43.92 mm	44.53 mm principal	3.07	Debt	Long	USA
TSY INFL IX N/B 10/25 0.125	43.15 mm	44.00 mm principal	3.02	Debt	Long	USA
TSY INFL IX N/B 07/25 0.375	41.36 mm	41.96 mm principal	2.89	Debt	Long	USA
TSY INFL IX N/B 07/28 0.75	40.68 mm	41.59 mm principal	2.84	Debt	Long	USA
TSY INFL IX N/B 01/30 0.125	39.30 mm	42.10 mm principal	2.75	Debt	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	38.99 mm	41.50 mm principal	2.73	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/26 0.125	37.33 mm	38.29 mm principal	2.61	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	36.59 mm	35.80 mm principal	2.56	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/42 0.75	35.02 mm	41.97 mm principal	2.45	Debt	Long	USA
TSY INFL IX N/B 02/44 1.375	34.92 mm	38.25 mm principal	2.44	Debt	Long	USA
TSY INFL IX N/B 07/34 1.875	34.41 mm	33.58 mm principal	2.41	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	31.72 mm	33.00 mm principal	2.22	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/45 0.75	29.65 mm	37.05 mm principal	2.07	Debt	Long	USA
TSY INFL IX N/B 01/26 0.625	28.17 mm	28.72 mm principal	1.97	Debt	Long	USA
TSY INFL IX N/B 01/26 2	27.80 mm	27.85 mm principal	1.94	Debt	Long	USA
TSY INFL IX N/B 07/31 0.125	27.41 mm	29.95 mm principal	1.92	Debt	Long	USA
TSY INFL IX N/B 02/46 1	25.23 mm	30.24 mm principal	1.76	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	25.07 mm	25.98 mm principal	1.75	Debt	Long	USA
TSY INFL IX N/B 10/27 1.625	23.73 mm	23.57 mm principal	1.66	Debt	Long	USA
TSY INFL IX N/B 02/47 0.875	22.32 mm	27.76 mm principal	1.56	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	21.23 mm	20.60 mm principal	1.48	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/34 1.75	20.39 mm	20.16 mm principal	1.43	Debt	Long	USA
TSY INFL IX N/B 02/53 1.5	20.11 mm	22.22 mm principal	1.41	Debt	Long	USA
TSY INFL IX N/B 04/26 0.125	19.48 mm	20.03 mm principal	1.36	Debt	Long	USA
TSY INFL IX N/B 02/54 2.125	19.31 mm	18.55 mm principal	1.35	Debt	Long	USA
TSY INFL IX N/B 01/29 2.5	18.92 mm	18.13 mm principal	1.32	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	17.70 mm	17.50 mm principal	1.24	ABS-mortgage backed security	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	16.61 mm	15.10 mm principal	1.16	Debt	Long	France
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	15.12 mm	2.09 bn principal	1.06	Debt	Long	Japan
TSY INFL IX N/B 01/31 0.125	14.41 mm	15.67 mm principal	1.01	Debt	Long	USA
TSY INFL IX N/B 01/29 0.875	13.83 mm	14.16 mm principal	0.97	Debt	Long	USA
TSY INFL IX N/B 04/29 2.125	12.23 mm	11.90 mm principal	0.86	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	11.29 mm	1.57 bn principal	0.79	Debt	Long	Japan
TSY INFL IX N/B 02/41 2.125	9.85 mm	9.41 mm principal	0.69	Debt	Long	USA
TSY INFL IX N/B 02/40 2.125	9.61 mm	9.20 mm principal	0.67	Debt	Long	USA
TSY INFL IX N/B 01/32 0.125	9.54 mm	10.55 mm principal	0.67	Debt	Long	USA
TSY INFL IX N/B 02/51 0.125	9.21 mm	14.56 mm principal	0.64	Debt	Long	USA
TSY INFL IX N/B 07/27 0.375	9.08 mm	9.33 mm principal	0.63	Debt	Long	USA
TSY INFL IX N/B 04/27 0.125	8.80 mm	9.13 mm principal	0.61	Debt	Long	USA
TSY INFL IX N/B 01/27 0.375	8.48 mm	8.72 mm principal	0.59	Debt	Long	USA
TSY INFL IX N/B 02/50 0.25	8.11 mm	12.20 mm principal	0.57	Debt	Long	USA
TSY INFL IX N/B 02/43 0.625	7.28 mm	9.06 mm principal	0.51	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	7.28 mm	7.40 mm principal	0.51	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/48 1	5.69 mm	6.92 mm principal	0.40	Debt	Long	USA
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	5.44 mm	6.94 mm principal	0.38	Debt	Long	Canada
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A	5.29 mm	4.75 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Ireland
IRS EUR 0.19700 11/08/22-30Y LCH	4.90 mm	1.00 contracts	0.34	Interest rate derivative	N/A	N/A
TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A	4.70 mm	4.70 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	4.30 mm	4.30 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 02/52 0.125	4.22 mm	6.78 mm principal	0.30	Debt	Long	USA
RAD CLO LTD RAD 2019 5A AR 144A	4.20 mm	4.20 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	3.76 mm	3.53 mm principal	0.26	Debt	Long	Italy
ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A	3.11 mm	3.10 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 04/32 3.375	3.02 mm	2.67 mm principal	0.21	Debt	Long	USA
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	2.91 mm	2.86 mm principal	0.20	ABS-mortgage backed security	Long	USA
IRS EUR 0.19500 11/04/22-30Y LCH	2.78 mm	1.00 contracts	0.19	Interest rate derivative	N/A	N/A
IRS EUR 2.50000 03/19/25-10Y LCH	2.76 mm	1.00 contracts	0.19	Interest rate derivative	N/A	N/A
CUMULUS STATIC CLO CMLST 2023 1A A 144A	2.75 mm	2.46 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Ireland
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	2.70 mm	2.52 mm principal	0.19	Debt	Long	France
IRS EUR 0.19000 11/04/22-30Y LCH	2.69 mm	1.00 contracts	0.19	Interest rate derivative	N/A	N/A
ANCHORAGE CAPITAL EUROPE CLO ANCHE 1A A1R 144A	2.67 mm	2.40 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Ireland
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	2.66 mm	2.76 mm principal	0.19	ABS-mortgage backed security	Long	USA
HAYFIN EMERALD CLO HAYEM 12A A 144A	2.46 mm	2.20 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
DRYDEN EURO CLO DRYD 2015 44A A1RR 144A	2.43 mm	2.19 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 2.31125 02/24/21-10Y LCH	2.40 mm	1.00 contracts	0.17	Interest rate derivative	N/A	USA
TSY INFL IX N/B 07/29 0.25	2.31 mm	2.43 mm principal	0.16	Debt	Long	USA
TSY INFL IX N/B 04/28 1.25	2.29 mm	2.31 mm principal	0.16	Debt	Long	USA
RFR USD SOFR/2.86500 02/13/24-30Y LCH	2.24 mm	1.00 contracts	0.16	Interest rate derivative	N/A	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 F	2.21 mm	2.19 mm principal	0.15	ABS-mortgage backed security	Long	USA
PROVIDUS CLO PRVD 4A AR 144A	2.11 mm	1.90 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Ireland
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1	2.02 mm	2.14 mm principal	0.14	ABS-mortgage backed security	Long	USA
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A	1.99 mm	1.78 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A	1.81 mm	1.81 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A	1.78 mm	1.60 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	1.71 mm	1.76 mm principal	0.12	ABS-mortgage backed security	Long	USA
AG TRUST AG 2024 NLP A 144A	1.70 mm	1.70 mm principal	0.12	ABS-mortgage backed security	Long	USA
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	1.67 mm	1.67 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4	1.65 mm	1.69 mm principal	0.12	ABS-mortgage backed security	Long	USA
RFRF USD SOFR/2.28500 11/15/23-30Y LCH	1.65 mm	1.00 contracts	0.12	Interest rate derivative	N/A	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	1.59 mm	1.59 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	1.58 mm	1.58 mm principal	0.11	ABS-mortgage backed security	Long	USA
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A	1.56 mm	1.41 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
CORDATUS CLO PLC CORDA 21A A1E 144A	1.56 mm	1.40 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
BDS LTD BDS 2022 FL11 ATS 144A	1.52 mm	1.51 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A	1.51 mm	1.51 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC FUNDING LTD CIFC 2017 4A A1R 144A	1.50 mm	1.50 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HARVEST CLO HARVT 21A A1R 144A	1.50 mm	1.35 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	1.48 mm	1.32 mm principal	0.10	Debt	Long	Italy
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	1.47 mm	1.47 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN XS TRUST LXS 2007 20N A1	1.43 mm	1.50 mm principal	0.10	ABS-mortgage backed security	Long	USA
TRALEE CDO LTD TRAL 2021 7A A1 144A	1.40 mm	1.40 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WIND RIVER CLO LTD WINDR 2019 3A AR 144A	1.40 mm	1.40 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
THORNBURG MORTGAGE SECURITIES TMST 2004 2 A1	1.37 mm	1.47 mm principal	0.10	ABS-mortgage backed security	Long	USA
CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A	1.37 mm	1.37 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Jersey
PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3	1.37 mm	1.38 mm principal	0.10	ABS-mortgage backed security	Long	USA
SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A	1.37 mm	1.38 mm principal	0.10	ABS-other	Long	USA
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	1.33 mm	1.00 contracts	0.09	Interest rate derivative	N/A	USA
BAC Bank of America Corporation	1.24 mm	1.22 mm shares	0.09	Preferred equity	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	1.23 mm	1.11 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
HENLEY FUNDING LTD. HNLY 7A AR 144A	1.23 mm	1.10 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
OSD CLO LTD OSD 2021 23A A 144A	1.22 mm	1.21 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A	1.20 mm	1.20 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VIBRANT CLO LTD VIBR 2019 11A A1R1 144A	1.20 mm	1.20 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIEMAC STRIP FHS 278 F1	1.19 mm	1.20 mm principal	0.08	ABS-mortgage backed security	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A	1.19 mm	1.19 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB	1.16 mm	1.14 mm principal	0.08	ABS-mortgage backed security	Long	USA
HOME EQUITY ASSET TRUST HEAT 2005 8 M2	1.15 mm	1.17 mm principal	0.08	ABS-mortgage backed security	Long	USA
ALBACORE EURO CLO ALBAC 4A AR 144A	1.12 mm	1.00 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 1.7975 08/25/20-7Y LCH	1.09 mm	1.00 contracts	0.08	Interest rate derivative	N/A	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A	1.08 mm	963.02 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 1.89 08/27/20-7Y LCH	1.06 mm	1.00 contracts	0.07	Interest rate derivative	N/A	USA
INF SWAP US IT 2.41875 03/05/21-5Y LCH	1.04 mm	1.00 contracts	0.07	Interest rate derivative	N/A	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B	1.03 mm	1.08 mm principal	0.07	ABS-mortgage backed security	Long	USA
CAPITAL FOUR US CLO C4US 2022 1A AR 144A	1.01 mm	1.00 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Jersey
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A	1.01 mm	1.00 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B	970.40 k	988.28 k principal	0.07	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	963.75 k	990.74 k principal	0.07	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1	962.71 k	2.61 mm principal	0.07	ABS-mortgage backed security	Long	USA
APEX CREDIT CLO LLC APEXC 2018 2A A1RR 144A	947.96 k	946.94 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C	916.57 k	2.57 mm principal	0.06	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1	901.18 k	1.29 mm principal	0.06	ABS-mortgage backed security	Long	USA
ST PAULS CLO SPAUL 10A AR 144A	885.91 k	800.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 2A A 144A	883.63 k	792.63 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
CONTEGO CLO DAC CONTE 4A AR 144A	882.08 k	796.28 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
FIDELITY GRAND HARBOUR CLO GRANH 2019 1A A 144A	779.36 k	699.61 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
SARANAC CLO LTD SRANC 2018 6A A1R 144A	770.10 k	769.06 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Jersey
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1	759.86 k	770.76 k principal	0.05	ABS-mortgage backed security	Long	USA
OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A	757.65 k	756.52 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	753.97 k	802.63 k principal	0.05	ABS-other	Long	USA
TIKEHAU TIKEH 4A A1 144A	748.86 k	672.57 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
522 FUNDING CLO LTD MORGN 2018 3A AR 144A	732.48 k	731.38 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A	719.69 k	850.43 k principal	0.05	ABS-mortgage backed security	Long	USA
BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A	711.20 k	640.69 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A	701.53 k	700.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIE MAC FHR 4779 WF	694.84 k	685.57 k principal	0.05	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D	687.19 k	1.54 mm principal	0.05	ABS-mortgage backed security	Long	USA
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR	667.97 k	600.00 k principal	0.05	Debt	Long	UK
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A	666.76 k	666.34 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIE MAC FHR 4687 FG	663.96 k	673.36 k principal	0.05	ABS-mortgage backed security	Long	USA
SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A	660.53 k	594.49 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
ST PAULS CLO SPAUL 4A ARR1 144A	653.04 k	586.02 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1	632.56 k	698.10 k principal	0.04	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC	615.31 k	604.46 k principal	0.04	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH	615.01 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
OZLM LTD OZLM 2019 24A A1AR 144A	600.64 k	600.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES EURO CLO ARESE 2013 6A ARR 144A	591.21 k	531.45 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A	583.76 k	583.30 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EUROSAIL PLC ESAIL 2007 3X A3A REGS	576.52 k	431.55 k principal	0.04	ABS-mortgage backed security	Long	UK
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3	566.64 k	623.43 k principal	0.04	ABS-mortgage backed security	Long	USA
BASTILLE FUNDING BAST 2020 3A A 144A	556.87 k	500.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
LCM LOAN INCOME FUND LTD LCMLF 1A A 144A	550.53 k	549.84 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5	547.11 k	556.03 k principal	0.04	ABS-mortgage backed security	Long	USA
MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A	545.52 k	544.91 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOLD EUR BOUGHT USD 20241104 Wells Fargo Bank, National Association	537.51 k	1.00 contracts	0.04	DFE	N/A	N/A
ARES CLO LTD ARES 2018 50A AR 144A	533.10 k	532.52 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A	527.93 k	620.35 k principal	0.04	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1	525.58 k	554.44 k principal	0.04	ABS-mortgage backed security	Long	USA
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	512.89 k	570.16 k principal	0.04	ABS-mortgage backed security	Long	USA
DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A	510.66 k	510.28 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VOYA CLO LTD VOYA 2019 2A AR 144A	500.22 k	500.00 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 01/27 2.375	491.52 k	483.49 k principal	0.03	Debt	Long	USA
INF SWAP US IT 2.703 05/25/21-5Y LCH	490.53 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A	480.32 k	479.72 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TCW CLO TCW 2018 1A A1R 144A	479.84 k	479.60 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN XS TRUST LXS 2006 7 1A1A	478.87 k	559.25 k principal	0.03	ABS-mortgage backed security	Long	USA
CEDAR FUNDING LTD CEDF 2016 5A A1R 144A	478.58 k	478.13 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CONTEGO CLO DAC CONTE 5A A 144A	472.77 k	424.51 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Ireland
CONTEGO CLO DAC CONTE 5A ANV 144A	472.77 k	424.51 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Ireland
MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A	466.57 k	465.98 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR GBP SONIO/4.25000 09/18/24-2Y LCH	465.33 k	1.00 contracts	0.03	Interest rate derivative	N/A	UK
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A	461.15 k	460.68 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	457.37 k	456.83 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
APIDOS CLO LTD APID 2017 26A A1AR 144A	439.00 k	438.88 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KKR FINANCIAL CLO LTD KKR 9 AR2 144A	432.83 k	432.56 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US LONG BOND(CBT) DEC24 XCBT 20241219	432.63 k	-929.00 contracts	0.03	Interest rate derivative	N/A	USA
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	428.56 k	497.45 k principal	0.03	ABS-mortgage backed security	Long	USA
HARVEST CLO HARVT 18A A1 144A	419.03 k	376.02 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Ireland
WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 ALT1 A3	405.65 k	1.07 mm principal	0.03	ABS-mortgage backed security	Long	USA
EURO-BOBL FUTURE DEC24 XEUR 20241206	401.91 k	279.00 contracts	0.03	Interest rate derivative	N/A	Germany
CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A3 144A	398.70 k	602.15 k principal	0.03	ABS-mortgage backed security	Long	USA
ROMARK CLO LTD RMRK 2017 1A A1R 144A	386.20 k	385.65 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A	379.63 k	341.22 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Ireland
FNMA POOL FS3519 FN 11/52 FIXED VAR	378.28 k	384.66 k principal	0.03	ABS-mortgage backed security	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A	372.15 k	373.91 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CREDIT BASED ASSET SERVICING A CBASS 2005 CB3 M4	370.84 k	382.38 k principal	0.03	ABS-mortgage backed security	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2	364.91 k	907.55 k principal	0.03	ABS-mortgage backed security	Long	USA
LEHMAN XS TRUST LXS 2006 8 3A4	364.43 k	373.85 k principal	0.03	ABS-mortgage backed security	Long	USA
EURO-BTP FUTURE DEC24 XEUR 20241206	358.11 k	123.00 contracts	0.03	Interest rate derivative	N/A	Germany
MAN GLG EURO CLO GLGE 5A A1R 144A	357.30 k	320.99 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Ireland
ARGENT SECURITIES INC. ARSI 2005 W1 A1	356.69 k	396.96 k principal	0.02	ABS-mortgage backed security	Long	USA