PIMCO CommodityRealReturn Strategy Portfolio

Fund Profile

Fund profile

Tickers

VPVCRDV, VPVCRVV, PCOMRSI, PCOMRSM

Fund manager

Pimco Variable Insurance Trust

Total assets

$749.60 mm

Liabilities

$369.87 mm

Net assets

$379.73 mm

Number of holdings

528.00

Top 200 of 528 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
REPO BANK AMERICA REPO	73.50 mm	73.50 mm principal	19.36	Repurchase agreement	Long	USA
TSY INFL IX N/B 07/26 0.125	46.85 mm	48.05 mm principal	12.34	Debt	Long	USA
TSY INFL IX N/B 10/27 1.625	42.49 mm	42.21 mm principal	11.19	Debt	Long	USA
TSY INFL IX N/B 04/28 1.25	31.17 mm	31.46 mm principal	8.21	Debt	Long	USA
TSY INFL IX N/B 10/28 2.375	29.34 mm	28.24 mm principal	7.73	Debt	Long	USA
TSY INFL IX N/B 10/26 0.125	28.80 mm	29.62 mm principal	7.59	Debt	Long	USA
TSY INFL IX N/B 01/28 0.5	24.98 mm	25.79 mm principal	6.58	Debt	Long	USA
TSY INFL IX N/B 04/26 0.125	20.65 mm	21.24 mm principal	5.44	Debt	Long	USA
TSY INFL IX N/B 04/29 2.125	19.97 mm	19.42 mm principal	5.26	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	19.97 mm	20.30 mm principal	5.26	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/26 0.625	17.70 mm	18.04 mm principal	4.66	Debt	Long	USA
TSY INFL IX N/B 10/25 0.125	15.22 mm	15.52 mm principal	4.01	Debt	Long	USA
TSY INFL IX N/B 01/29 0.875	11.92 mm	12.21 mm principal	3.14	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	10.67 mm	9.65 mm principal	2.81	Debt	Long	Italy
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	10.60 mm	11.03 mm principal	2.79	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	10.52 mm	11.20 mm principal	2.77	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/27 0.375	10.35 mm	10.65 mm principal	2.73	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	9.71 mm	9.50 mm principal	2.56	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/27 0.375	7.98 mm	8.22 mm principal	2.10	Debt	Long	USA
TSY INFL IX N/B 07/33 1.375	6.74 mm	6.84 mm principal	1.78	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	6.66 mm	921.03 mm principal	1.75	Debt	Long	Japan
TREASURY BILL 10/24 0.00000	5.88 mm	5.90 mm principal	1.55	Debt	Long	USA
TSY INFL IX N/B 07/28 0.75	5.49 mm	5.61 mm principal	1.45	Debt	Long	USA
TSY INFL IX N/B 04/27 0.125	4.18 mm	4.34 mm principal	1.10	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	3.78 mm	21.70 mm principal	0.99	Debt	Long	Brazil
TSY INFL IX N/B 07/34 1.875	3.70 mm	3.61 mm principal	0.97	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.34 mm	3.30 mm principal	0.88	ABS-mortgage backed security	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	3.34 mm	3.12 mm principal	0.88	Debt	Long	France
TSY INFL IX N/B 01/30 0.125	3.08 mm	3.30 mm principal	0.81	Debt	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	3.03 mm	2.76 mm principal	0.80	Debt	Long	France
TSY INFL IX N/B 07/25 0.375	3.01 mm	3.05 mm principal	0.79	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	2.99 mm	2.90 mm principal	0.79	ABS-mortgage backed security	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	2.67 mm	370.98 mm principal	0.70	Debt	Long	Japan
COMM SWAP TBL/BCOMTR1 MYC	2.56 mm	1.00 contracts	0.67	Commodity derivative	N/A	USA
TSY INFL IX N/B 01/29 2.5	2.51 mm	2.40 mm principal	0.66	Debt	Long	USA
TREASURY BILL 10/24 0.00000	2.44 mm	2.44 mm principal	0.64	Debt	Long	USA
TSY INFL IX N/B 02/46 1	2.33 mm	2.79 mm principal	0.61	Debt	Long	USA
TSY INFL IX N/B 01/34 1.75	2.28 mm	2.25 mm principal	0.60	Debt	Long	USA
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A	2.00 mm	2.00 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Jersey
COMM SWAP TBL/BCOMTR MYC	1.99 mm	1.00 contracts	0.52	Commodity derivative	N/A	USA
COMM SWAP TBL/BCOMTR2 MEI	1.90 mm	1.00 contracts	0.50	Commodity derivative	N/A	USA
TSY INFL IX N/B 01/28 1.75	1.78 mm	1.76 mm principal	0.47	Debt	Long	USA
COMM SWAP TBL/BCOMTR BPS	1.67 mm	1.00 contracts	0.44	Commodity derivative	N/A	USA
COMM SWAP TBL/BCOMF1TC GST	1.36 mm	1.00 contracts	0.36	Commodity derivative	N/A	USA
TREASURY BILL 10/24 0.00000	1.29 mm	1.29 mm principal	0.34	Debt	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3	1.28 mm	3.77 mm principal	0.34	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	1.23 mm	126.09 k principal	0.32	Short-term investment vehicle	Long	USA
COMM SWAP TBL/CB CIXBSTR3 CBK	1.12 mm	1.00 contracts	0.30	Commodity derivative	N/A	USA
TSY INFL IX N/B 07/30 0.125	1.12 mm	1.20 mm principal	0.29	Debt	Long	USA
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A	1.11 mm	1.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Ireland
ARBOUR CLO ARBR 6A AR	1.11 mm	1.00 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Ireland
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	1.10 mm	1.10 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STEELE CREEK CLO LTD STCR 2018 1A A 144A	1.06 mm	1.06 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TIKEHAU TIKEH 4A A1 144A	962.82 k	864.74 k principal	0.25	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 04/29 3.875	954.73 k	864.79 k principal	0.25	Debt	Long	USA
VMC FINANCE LLC VMC 2022 FL5 A 144A	936.16 k	940.65 k principal	0.25	ABS-collateralized bond/debt obligation	Long	USA
INF SWAP US IT 2.31125 02/24/21-10Y LCH	915.51 k	1.00 contracts	0.24	Interest rate derivative	N/A	USA
IRS EUR 0.19700 11/08/22-30Y LCH	891.64 k	1.00 contracts	0.23	Interest rate derivative	N/A	N/A
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	868.18 k	1.11 mm principal	0.23	Debt	Long	Canada
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	852.41 k	766.49 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Ireland
MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A	810.88 k	806.56 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CORDATUS CLO PLC CORDA 11A AR 144A	799.60 k	719.24 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
WELLFLEET CLO LTD WELF 2019 XA A1R 144A	795.39 k	794.61 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MADISON PARK EURO FUNDING CADOG 13A AR 144A	778.23 k	698.67 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Ireland
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	777.12 k	730.33 k principal	0.20	Debt	Long	Italy
COMM SWAP PIMCODB MAC	775.22 k	1.00 contracts	0.20	Commodity derivative	N/A	USA
VENTURE CDO LTD VENTR 2019 36A A1AR 144A	700.70 k	700.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	695.17 k	694.07 k principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
IRS EUR 2.50000 03/19/25-10Y LCH	676.33 k	1.00 contracts	0.18	Interest rate derivative	N/A	N/A
RFR USD SOFR/2.86500 02/13/24-30Y LCH	672.75 k	1.00 contracts	0.18	Interest rate derivative	N/A	USA
TREASURY BILL 10/24 0.00000	671.22 k	672.00 k principal	0.18	Debt	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1	635.51 k	670.40 k principal	0.17	ABS-mortgage backed security	Long	USA
ARMADA EURO CLO ARMDA 3A A1R 144A	634.98 k	569.80 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A	622.30 k	560.18 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Ireland
ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A	596.27 k	595.86 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2	578.02 k	619.45 k principal	0.15	ABS-mortgage backed security	Long	USA
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	557.86 k	557.51 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	552.07 k	498.76 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Ireland
LCM LTD PARTNERSHIP LCM 29A AR 144A	535.79 k	535.37 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HARVEST CLO HARVT 20A AR 144A	516.30 k	465.21 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	514.18 k	505.41 k principal	0.14	ABS-mortgage backed security	Long	USA
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	511.90 k	460.31 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
IRS EUR 0.19500 11/04/22-30Y LCH	471.31 k	1.00 contracts	0.12	Interest rate derivative	N/A	N/A
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A	470.34 k	470.03 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A	466.57 k	465.98 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	454.15 k	471.58 k principal	0.12	ABS-mortgage backed security	Long	USA
IRS EUR 0.19000 11/04/22-30Y LCH	447.57 k	1.00 contracts	0.12	Interest rate derivative	N/A	N/A
RFRF USD SOFR/2.28500 11/15/23-30Y LCH	447.45 k	1.00 contracts	0.12	Interest rate derivative	N/A	USA
VOYA EURO CLO VOYE 2A AR 144A	444.95 k	400.00 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A	425.38 k	382.56 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A	422.09 k	490.02 k principal	0.11	ABS-mortgage backed security	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A	418.02 k	375.14 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A	400.17 k	400.00 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BABSON CLO LTD BABSN 2015 IA AR 144A	398.62 k	398.35 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DRYDEN EURO CLO DRYD 2017 52A AR 144A	397.78 k	357.74 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
CORDATUS CLO PLC CORDA 7A ARR 144A	395.59 k	356.04 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	392.19 k	400.00 k principal	0.10	ABS-mortgage backed security	Long	USA
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	391.47 k	392.94 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM SWAP TBL/BCOMTR GST	383.48 k	1.00 contracts	0.10	Commodity derivative	N/A	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1	373.75 k	396.12 k principal	0.10	ABS-mortgage backed security	Long	USA
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	373.11 k	883.12 k principal	0.10	ABS-mortgage backed security	Long	USA
LCM LTD PARTNERSHIP LCM 17A A1AR 144A	369.14 k	368.67 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1	367.15 k	526.62 k principal	0.10	ABS-mortgage backed security	Long	USA
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	350.61 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
TSY INFL IX N/B 02/40 2.125	349.59 k	334.70 k principal	0.09	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	341.40 k	305.24 k principal	0.09	Debt	Long	Italy
COMM SWAP JMABNIC5 JPM	327.17 k	1.00 contracts	0.09	Commodity derivative	N/A	USA
LEHMAN XS TRUST LXS 2007 20N A1	316.16 k	331.65 k principal	0.08	ABS-mortgage backed security	Long	USA
VENTURE CDO LTD VENTR 2019 38A A1R 144A	300.32 k	300.00 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	298.21 k	299.05 k principal	0.08	ABS-mortgage backed security	Long	USA
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A	281.15 k	280.88 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A	275.11 k	247.95 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1	254.37 k	284.84 k principal	0.07	ABS-mortgage backed security	Long	USA
VENTURE CDO LTD VENTR 2017 29A AR 144A	251.85 k	251.60 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A	247.72 k	247.56 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAC Bank of America Corporation	233.25 k	230.00 k shares	0.06	Preferred equity	Long	USA
CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A	232.90 k	232.63 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A	227.61 k	230.81 k principal	0.06	ABS-other	Long	USA
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A	227.14 k	227.03 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3	225.56 k	429.17 k principal	0.06	ABS-mortgage backed security	Long	USA
FREDDIEMAC STRIP FHS 278 F1	225.49 k	227.17 k principal	0.06	ABS-mortgage backed security	Long	USA
TCW CLO TCW 2018 1A A1R 144A	218.11 k	218.00 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HOME EQUITY ASSET TRUST HEAT 2005 8 M2	208.44 k	213.46 k principal	0.05	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB	207.08 k	202.99 k principal	0.05	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMF1TC BPS	205.87 k	1.00 contracts	0.05	Commodity derivative	N/A	USA
VOYA CLO LTD VOYA 2017 2A A1R 144A	201.75 k	201.62 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A	196.61 k	196.78 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Bermuda
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A	195.52 k	195.39 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARGENT SECURITIES INC. ARSI 2006 M1 A1	193.72 k	218.81 k principal	0.05	ABS-mortgage backed security	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2	186.70 k	464.33 k principal	0.05	ABS-mortgage backed security	Long	USA
APIDOS CLO LTD APID 2017 27A A1R 144A	186.63 k	186.57 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	182.89 k	182.65 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LCM LTD PARTNERSHIP LCM 26A A1 144A	177.09 k	176.93 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A	174.30 k	174.11 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 02/43 0.625	164.90 k	205.21 k principal	0.04	Debt	Long	USA
GALAXY CLO LTD GALXY 2013 15A ARR 144A	164.37 k	164.20 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	152.98 k	157.26 k principal	0.04	ABS-mortgage backed security	Long	USA
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A	152.16 k	666.40 k principal	0.04	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/RBCAEC0T RBC	146.64 k	1.00 contracts	0.04	Commodity derivative	N/A	USA
OAK HILL EUROPEAN CREDIT PARTN OHECP 2017 6A A1 144A	146.21 k	131.18 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
VARS GOLDLNPM 0.06325225 04/10/26 JPM	145.20 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
EURO-BTP FUTURE DEC24 XEUR 20241206	134.86 k	45.00 contracts	0.04	Interest rate derivative	N/A	Germany
ARGENT SECURITIES INC. ARSI 2006 W4 A2C	134.03 k	548.88 k principal	0.04	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4	132.06 k	134.92 k principal	0.03	ABS-mortgage backed security	Long	USA
JUBILEE CDO BV JUBIL 2014 12A ARRR 144A	131.20 k	117.81 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Ireland
FREDDIE MAC FHR 4779 WF	129.57 k	127.85 k principal	0.03	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMTR MEI	128.31 k	1.00 contracts	0.03	Commodity derivative	N/A	USA
SOLD EUR BOUGHT USD 20241104 Wells Fargo Bank, National Association	127.90 k	1.00 contracts	0.03	DFE	N/A	N/A
UBS GROUP AG SR UNSECURED REGS 03/29 VAR	127.49 k	100.00 k principal	0.03	Debt	Long	Switzerland
TREASURY BILL 10/24 0.00000	126.51 k	127.00 k principal	0.03	Debt	Long	USA
VARS GOLDLNPM 0.042025 10/22/25 JPM	126.04 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
TSY INFL IX N/B 02/44 1.375	123.22 k	134.96 k principal	0.03	Debt	Long	USA
EURO-BOBL FUTURE DEC24 XEUR 20241206	119.54 k	83.00 contracts	0.03	Interest rate derivative	N/A	Germany
RFR GBP SONIO/4.25000 09/18/24-2Y LCH	115.12 k	1.00 contracts	0.03	Interest rate derivative	N/A	UK
APIDOS CLO LTD APID 2017 26A A1AR 144A	109.75 k	109.72 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EUROSAIL PLC ESAIL 2007 3X A3A REGS	108.52 k	81.23 k principal	0.03	ABS-mortgage backed security	Long	UK
SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2C	107.46 k	268.70 k principal	0.03	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/54 2.125	106.67 k	102.48 k principal	0.03	Debt	Long	USA
UBS GROUP AG SR UNSECURED REGS 01/28 VAR	105.37 k	100.00 k principal	0.03	Debt	Long	Switzerland
TSY INFL IX N/B 07/32 0.625	101.41 k	108.25 k principal	0.03	Debt	Long	USA
HARLEY DAVIDSON FND CP	99.76 k	100.00 k principal	0.03	Debt	Long	USA
US LONG BOND(CBT) DEC24 XCBT 20241219	99.17 k	-214.00 contracts	0.03	Interest rate derivative	N/A	USA
SOYBEAN MEAL FUTR JAN25 XCBT 20250114	98.74 k	59.00 contracts	0.03	Commodity derivative	N/A	USA
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	97.56 k	113.24 k principal	0.03	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMTR CIB	95.47 k	1.00 contracts	0.03	Commodity derivative	N/A	USA
NATURAL GAS FUTR DEC24 XNYM 20241126	95.02 k	43.00 contracts	0.03	Commodity derivative	N/A	USA
INF SWAP US IT 1.79375 08/24/20-7Y LCH	93.77 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 3R 5A2 144A	91.56 k	93.69 k principal	0.02	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMTR SOG	89.56 k	1.00 contracts	0.02	Commodity derivative	N/A	USA
INF SWAP EM NI 2.68 04/15/23-30Y LCH	86.32 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
CORN FUTURE DEC24 XCBT 20241213	85.97 k	123.00 contracts	0.02	Commodity derivative	N/A	USA
SGX IRON ORE 62 JAN25 XSIM 20250131	85.68 k	55.00 contracts	0.02	Commodity derivative	N/A	Singapore
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA	83.31 k	93.97 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1	79.38 k	81.50 k principal	0.02	ABS-mortgage backed security	Long	USA
SAXON ASSET SECURITIES TRUST SAST 2007 3 1A	77.34 k	80.88 k principal	0.02	ABS-mortgage backed security	Long	USA
LEHMAN XS TRUST LXS 2006 8 3A4	74.75 k	76.69 k principal	0.02	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A	73.09 k	87.41 k principal	0.02	ABS-mortgage backed security	Long	USA
NATURAL GAS FUTR NOV24 XNYM 20241029	72.81 k	23.00 contracts	0.02	Commodity derivative	N/A	USA
INF SWAP US IT 2.573 08/26/21-7Y LCH	71.89 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1	70.27 k	215.04 k principal	0.02	ABS-mortgage backed security	Long	USA
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	69.94 k	77.75 k principal	0.02	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMTR MAC	69.62 k	1.00 contracts	0.02	Commodity derivative	N/A	USA
INF SWAP EM NI 2.59 12/15/22-30Y LCH	69.08 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
TRS R 5.315/91282CDC2 MYC	68.24 k	1.00 contracts	0.02	Credit derivative	N/A	USA
3MO EURO EURIBOR SEP26 IFLL 20260914	67.81 k	132.00 contracts	0.02	Interest rate derivative	N/A	UK
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A	67.81 k	67.79 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
INF SWAP EM NI 2.736 10/15/23-30Y LCH	66.71 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A	66.39 k	66.35 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1	65.30 k	66.26 k principal	0.02	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMTR CBK	62.77 k	1.00 contracts	0.02	Commodity derivative	N/A	USA
GSAMP TRUST GSAMP 2005 HE2 M2	61.86 k	64.60 k principal	0.02	ABS-mortgage backed security	Long	USA
INF SWAP EM NI 2.7 04/15/23-30Y LCH	60.57 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
GREENPOINT MORTGAGE FUNDING TR GPMF 2006 AR4 A6A	59.17 k	65.01 k principal	0.02	ABS-mortgage backed security	Long	USA
LEHMAN XS TRUST LXS 2006 7 1A1A	53.78 k	62.81 k principal	0.01	ABS-mortgage backed security	Long	USA
MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A5	53.11 k	160.83 k principal	0.01	ABS-mortgage backed security	Long	USA
INF SWAP EM NI 2.763 09/15/23-30Y LCH	52.80 k	1.00 contracts	0.01	Interest rate derivative	N/A	N/A
COMM SWAP TBL/BCOMF1TC JPM	51.56 k	1.00 contracts	0.01	Commodity derivative	N/A	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A2	50.79 k	117.85 k principal	0.01	ABS-mortgage backed security	Long	USA
ARGENT SECURITIES INC. ARSI 2005 W1 A1	47.36 k	52.71 k principal	0.01	ABS-mortgage backed security	Long	USA
INF SWAP US IT 1.7975 08/25/20-7Y LCH	46.76 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA