PIMCO CommodityRealReturn Strategy Portfolio

Fund Profile

Fund profile

Tickers

VPVCRDV, VPVCRVV, PCOMRSI, PCOMRSM

Fund manager

Pimco Variable Insurance Trust

Total assets

$813.81 mm

Liabilities

$423.57 mm

Net assets

$390.24 mm

Number of holdings

518.00

Top 200 of 518 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
PARIBAS REPO	73.00 mm	73.00 mm principal	18.71	Repurchase agreement	Long	USA
TSY INFL IX N/B 10/27 1.625	41.39 mm	42.07 mm principal	10.61	Debt	Long	USA
TSY INFL IX N/B 04/28 1.25	30.29 mm	31.36 mm principal	7.76	Debt	Long	USA
TSY INFL IX N/B 10/28 2.375	28.52 mm	28.15 mm principal	7.31	Debt	Long	USA
TSY INFL IX N/B 07/25 0.375	25.26 mm	25.91 mm principal	6.47	Debt	Long	USA
TSY INFL IX N/B 10/25 0.125	25.24 mm	26.10 mm principal	6.47	Debt	Long	USA
TSY INFL IX N/B 04/26 0.125	24.68 mm	25.83 mm principal	6.32	Debt	Long	USA
TSY INFL IX N/B 01/28 0.5	24.23 mm	25.71 mm principal	6.21	Debt	Long	USA
TSY INFL IX N/B 01/26 0.625	22.76 mm	23.53 mm principal	5.83	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	19.14 mm	20.30 mm principal	4.91	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/26 0.125	14.53 mm	15.20 mm principal	3.72	Debt	Long	USA
CITIGROUP REPO REPO 5807	12.90 mm	12.90 mm principal	3.31	Repurchase agreement	Long	USA
TSY INFL IX N/B 01/29 0.875	11.53 mm	12.17 mm principal	2.95	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	10.16 mm	9.59 mm principal	2.60	Debt	Long	Italy
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	10.10 mm	11.03 mm principal	2.59	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/27 0.375	10.07 mm	10.61 mm principal	2.58	Debt	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	10.06 mm	11.20 mm principal	2.58	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	9.52 mm	9.50 mm principal	2.44	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 10/26 0.125	8.01 mm	8.41 mm principal	2.05	Debt	Long	USA
TSY INFL IX N/B 04/29 2.125	7.92 mm	7.91 mm principal	2.03	Debt	Long	USA
TSY INFL IX N/B 01/27 0.375	7.79 mm	8.19 mm principal	2.00	Debt	Long	USA
TSY INFL IX N/B 07/33 1.375	6.44 mm	6.81 mm principal	1.65	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	6.11 mm	936.19 mm principal	1.57	Debt	Long	Japan
TSY INFL IX N/B 01/30 0.125	5.60 mm	6.21 mm principal	1.43	Debt	Long	USA
TSY INFL IX N/B 07/28 0.75	5.32 mm	5.60 mm principal	1.36	Debt	Long	USA
TSY INFL IX N/B 04/27 0.125	4.08 mm	4.33 mm principal	1.04	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.25 mm	3.30 mm principal	0.83	ABS-mortgage backed security	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	3.14 mm	3.11 mm principal	0.80	Debt	Long	France
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	2.95 mm	2.90 mm principal	0.76	ABS-mortgage backed security	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	2.88 mm	2.75 mm principal	0.74	Debt	Long	France
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	2.82 mm	17.00 mm principal	0.72	Debt	Long	Brazil
TREASURY BILL 08/24 0.00000	2.45 mm	2.46 mm principal	0.63	Debt	Long	USA
TSY INFL IX N/B 01/29 2.5	2.44 mm	2.39 mm principal	0.62	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	2.39 mm	367.09 mm principal	0.61	Debt	Long	Japan
TSY INFL IX N/B 02/46 1	2.17 mm	2.78 mm principal	0.56	Debt	Long	USA
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A	2.00 mm	2.00 mm principal	0.51	ABS-collateralized bond/debt obligation	Long	Jersey
TSY INFL IX N/B 01/28 1.75	1.73 mm	1.76 mm principal	0.44	Debt	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	1.61 mm	165.32 k principal	0.41	Short-term investment vehicle	Long	USA
STEELE CREEK CLO LTD STCR 2018 1A A 144A	1.44 mm	1.44 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VMC FINANCE LLC VMC 2022 FL5 A 144A	1.29 mm	1.29 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3	1.26 mm	3.80 mm principal	0.32	ABS-mortgage backed security	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	1.19 mm	1.20 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/2.86500 02/13/24-30Y LCH	1.11 mm	1.00 contracts	0.28	Interest rate derivative	N/A	USA
TSY INFL IX N/B 07/30 0.125	1.07 mm	1.20 mm principal	0.27	Debt	Long	USA
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A	1.07 mm	1.00 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 02/54 2.125	994.28 k	1.02 mm principal	0.25	Debt	Long	USA
INF SWAP US IT 2.31125 02/24/21-10Y LCH	980.78 k	1.00 contracts	0.25	Interest rate derivative	N/A	USA
MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A	958.52 k	958.04 k principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FRANCE (GOVT OF) BONDS 144A REGS 07/24 0.25	953.71 k	891.02 k principal	0.24	Debt	Long	France
OCP EURO CLO OCPE 2017 2A A 144A	933.62 k	871.72 k principal	0.24	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 04/29 3.875	931.36 k	861.99 k principal	0.24	Debt	Long	USA
IRS EUR 0.19700 11/08/22-30Y LCH	903.87 k	1.00 contracts	0.23	Interest rate derivative	N/A	N/A
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	889.96 k	834.83 k principal	0.23	ABS-collateralized bond/debt obligation	Long	Ireland
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	850.18 k	1.10 mm principal	0.22	Debt	Long	Canada
CORDATUS CLO PLC CORDA 11A AR 144A	824.42 k	770.82 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
TREASURY BILL 07/24 0.00000	822.12 k	825.00 k principal	0.21	Debt	Long	USA
MADISON PARK FUNDING LTD MDPK 2019 34A AR 144A	801.29 k	800.00 k principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WELLFLEET CLO LTD WELF 2019 XA A1R 144A	798.11 k	796.49 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LETRA TESOURO NACIONAL BILLS 10/24 0.00000	784.49 k	4.50 mm principal	0.20	Debt	Long	Brazil
MADISON PARK EURO FUNDING CADOG 13A AR 144A	746.53 k	699.23 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Ireland
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A	742.33 k	692.47 k principal	0.19	ABS-collateralized bond/debt obligation	Long	Ireland
TREASURY BILL 09/24 0.00000	736.90 k	744.00 k principal	0.19	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	717.89 k	727.63 k principal	0.18	Debt	Long	Italy
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	701.11 k	700.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
VENTURE CDO LTD VENTR 2019 36A A1AR 144A	700.41 k	700.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A	700.31 k	700.00 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HUNTINGTON INGALLS	699.56 k	700.00 k principal	0.18	Debt	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1	665.80 k	700.93 k principal	0.17	ABS-mortgage backed security	Long	USA
ARMADA EURO CLO ARMDA 3A A1R 144A	660.37 k	617.02 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A	656.64 k	656.02 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A	653.15 k	608.97 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
LCM LTD PARTNERSHIP LCM 29A AR 144A	600.15 k	600.00 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	598.97 k	598.03 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MADISON PARK FUNDING LTD MDPK 2018 30A A 144A	589.00 k	588.49 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TREASURY BILL 08/24 0.00000	585.91 k	591.00 k principal	0.15	Debt	Long	USA
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2	580.52 k	635.30 k principal	0.15	ABS-mortgage backed security	Long	USA
TREASURY BILL 07/24 0.00000	578.56 k	580.00 k principal	0.15	Debt	Long	USA
RFRF USD SOFR/2.28500 11/15/23-30Y LCH	573.62 k	1.00 contracts	0.15	Interest rate derivative	N/A	USA
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	533.29 k	532.63 k principal	0.14	ABS-mortgage backed security	Long	USA
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	531.13 k	498.99 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	518.07 k	484.97 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
HARVEST CLO HARVT 20A AR 144A	505.82 k	473.04 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
BABSON CLO LTD BABSN 2015 IA AR 144A	496.88 k	496.51 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOLD EUR BOUGHT USD 20240702 Wells Fargo Bank, National Association	492.66 k	1.00 contracts	0.13	DFE	N/A	N/A
MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A	490.05 k	489.52 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LCM LTD PARTNERSHIP LCM 17A A1AR 144A	483.11 k	482.67 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A	479.93 k	450.44 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
IRS EUR 0.19500 11/04/22-30Y LCH	477.76 k	1.00 contracts	0.12	Interest rate derivative	N/A	N/A
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	466.62 k	496.23 k principal	0.12	ABS-mortgage backed security	Long	USA
IRS EUR 0.19000 11/04/22-30Y LCH	453.59 k	1.00 contracts	0.12	Interest rate derivative	N/A	N/A
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	445.23 k	1.00 contracts	0.11	Interest rate derivative	N/A	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A	428.12 k	500.26 k principal	0.11	ABS-mortgage backed security	Long	USA
DRYDEN EURO CLO DRYD 2017 52A AR 144A	407.26 k	380.34 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
CORDATUS CLO PLC CORDA 7A ARR 144A	402.60 k	376.59 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A	400.27 k	400.00 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CAMPBELL SOUP CO.	397.46 k	400.00 k principal	0.10	Debt	Long	USA
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	393.97 k	395.70 k principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	386.66 k	400.00 k principal	0.10	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1	375.51 k	405.71 k principal	0.10	ABS-mortgage backed security	Long	USA
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	367.11 k	883.81 k principal	0.09	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1	360.51 k	532.72 k principal	0.09	ABS-mortgage backed security	Long	USA
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A	354.74 k	354.58 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CORN FUTURE SEP24 XCBT 20240913	344.35 k	-108.00 contracts	0.09	Commodity derivative	N/A	USA
TSY INFL IX N/B 02/40 2.125	330.50 k	333.61 k principal	0.08	Debt	Long	USA
CBAM CLO MANAGEMENT LLC CBAM 2017 1A A1 144A	329.57 k	329.49 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
APIDOS CLO LTD APID 2017 27A A1R 144A	328.26 k	327.83 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A	325.60 k	325.35 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN XS TRUST LXS 2007 20N A1	318.77 k	335.80 k principal	0.08	ABS-mortgage backed security	Long	USA
DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A	317.77 k	317.62 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VOYA CLO LTD VOYA 2017 2A A1R 144A	313.99 k	313.68 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	310.65 k	304.12 k principal	0.08	Debt	Long	Italy
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	302.96 k	306.68 k principal	0.08	ABS-mortgage backed security	Long	USA
VENTURE CDO LTD VENTR 2019 38A A1R 144A	300.27 k	300.00 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TCW CLO TCW 2018 1A A1R 144A	291.36 k	290.94 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A	286.89 k	286.55 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VENTURE CDO LTD VENTR 2017 29A AR 144A	286.66 k	286.59 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM SWAP CMDSKEWLS GST	278.17 k	1.00 contracts	0.07	Commodity derivative	N/A	USA
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A	278.16 k	260.45 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A	272.41 k	272.74 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Bermuda
LCM LTD PARTNERSHIP LCM 26A A1 144A	261.73 k	261.45 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOLD JPY BOUGHT USD 20240702 Wells Fargo Bank, National Association	258.59 k	1.00 contracts	0.07	DFE	N/A	Japan
APIDOS CLO LTD APID 2017 26A A1AR 144A	257.24 k	256.98 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1	255.72 k	294.50 k principal	0.07	ABS-mortgage backed security	Long	USA
SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A	254.48 k	254.59 k principal	0.07	ABS-other	Long	USA
TARGA RES CORP 07/24 ZCP	249.60 k	250.00 k principal	0.06	Debt	Long	USA
INTEL CORPORATION	249.59 k	250.00 k principal	0.06	Debt	Long	USA
NEXTERA ENERGY CAP HLDGS INC	249.58 k	250.00 k principal	0.06	Debt	Long	USA
CONAGRA BRANDS INC	249.57 k	250.00 k principal	0.06	Debt	Long	USA
CROWN CASTLE	249.48 k	250.00 k principal	0.06	Debt	Long	USA
CONSTELLATION BRANDS INC	249.44 k	250.00 k principal	0.06	Debt	Long	USA
ALIMENTATION COUCHE TARD INC 07/24 ZCP	249.31 k	250.00 k principal	0.06	Debt	Long	Canada
ENTERGY CORP	249.23 k	250.00 k principal	0.06	Debt	Long	USA
KEURIG DR PEPPER	249.20 k	250.00 k principal	0.06	Debt	Long	USA
CONSTELLATION BRANDS INC	249.15 k	250.00 k principal	0.06	Debt	Long	USA
TARGA RES CORP 07/24 ZCP	249.01 k	250.00 k principal	0.06	Debt	Long	USA
L3HARRIS TECHNOLOGIES INC 07/24 ZCP	249.01 k	250.00 k principal	0.06	Debt	Long	USA
KEURIG DR PEPPER	249.01 k	250.00 k principal	0.06	Debt	Long	USA
MARRIOTT INTERNATION	248.22 k	250.00 k principal	0.06	Debt	Long	USA
VW CR INC	247.91 k	250.00 k principal	0.06	Debt	Long	USA
TRS R 5.49/91282CDC2 MYC	241.01 k	1.00 contracts	0.06	Credit derivative	N/A	USA
GALAXY CLO LTD GALXY 2013 15A ARR 144A	236.23 k	236.08 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OAK HILL EUROPEAN CREDIT PARTN OHECP 2017 6A A1 144A	234.63 k	219.20 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	232.58 k	232.35 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREDDIEMAC STRIP FHS 278 F1	230.29 k	234.23 k principal	0.06	ABS-mortgage backed security	Long	USA
BAC Bank of America Corporation	229.07 k	230.00 k shares	0.06	Preferred equity	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3	228.08 k	439.59 k principal	0.06	ABS-mortgage backed security	Long	USA
HOME EQUITY ASSET TRUST HEAT 2005 8 M2	218.52 k	226.71 k principal	0.06	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB	214.90 k	211.74 k principal	0.06	ABS-mortgage backed security	Long	USA
JUBILEE CDO BV JUBIL 2014 12A ARRR 144A	206.01 k	192.08 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
SOLD BRL BOUGHT USD 20240702 JPMorgan Chase Bank, National Association	205.94 k	1.00 contracts	0.05	DFE	N/A	Brazil
DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A	199.19 k	199.05 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IRS EUR 2.63492 06/10/24-9Y* LCH	196.93 k	1.00 contracts	0.05	Interest rate derivative	N/A	N/A
ARGENT SECURITIES INC. ARSI 2006 M1 A1	192.65 k	223.98 k principal	0.05	ABS-mortgage backed security	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2	183.84 k	468.14 k principal	0.05	ABS-mortgage backed security	Long	USA
OZLM LTD OZLM 2015 11A A1R 144A	181.25 k	180.86 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A	177.65 k	177.61 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US 10YR ULTRA FUT SEP24 XCBT 20240919	172.75 k	247.00 contracts	0.04	Interest rate derivative	N/A	USA
COMM SWAP PIMCODB MAC	156.46 k	1.00 contracts	0.04	Commodity derivative	N/A	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	155.00 k	155.00 k principal	0.04	Repurchase agreement	Long	USA
TSY INFL IX N/B 02/43 0.625	153.75 k	204.54 k principal	0.04	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	153.26 k	160.88 k principal	0.04	ABS-mortgage backed security	Long	USA
VARS GOLDLNPM 0.06325225 04/10/26 JPM	152.31 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
VARS GOLDLNPM 0.042025 10/22/25 JPM	151.50 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A	148.63 k	669.17 k principal	0.04	ABS-mortgage backed security	Long	USA
US ULTRA BOND CBT SEP24 XCBT 20240919	140.94 k	131.00 contracts	0.04	Interest rate derivative	N/A	USA
FREDDIE MAC FHR 4779 WF	139.51 k	138.69 k principal	0.04	ABS-mortgage backed security	Long	USA
RFR EUR ESTRON/3.47500 02/26/24-1Y LCH	134.58 k	1.00 contracts	0.03	Interest rate derivative	N/A	N/A
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4	133.70 k	138.89 k principal	0.03	ABS-mortgage backed security	Long	USA
ARGENT SECURITIES INC. ARSI 2006 W4 A2C	133.35 k	553.35 k principal	0.03	ABS-mortgage backed security	Long	USA
STATE STREET REPO	132.00 k	132.00 k principal	0.03	Repurchase agreement	Long	USA
UBS GROUP AG SR UNSECURED REGS 03/29 VAR	121.06 k	100.00 k principal	0.03	Debt	Long	Switzerland
TSY INFL IX N/B 02/44 1.375	115.40 k	134.52 k principal	0.03	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 3R 5A2 144A	113.87 k	117.11 k principal	0.03	ABS-mortgage backed security	Long	USA
EUROSAIL PLC ESAIL 2007 3X A3A REGS	112.45 k	89.20 k principal	0.03	ABS-mortgage backed security	Long	UK
ARES CLO LTD ARES 2016 40A A1RR 144A	108.35 k	108.26 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A	107.59 k	107.46 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2C	107.36 k	271.75 k principal	0.03	ABS-mortgage backed security	Long	USA
COMM SWAP JMABFNJ2 JPM	100.38 k	1.00 contracts	0.03	Commodity derivative	N/A	USA
DEUTSCHE BANK REPO REPO	100.00 k	100.00 k principal	0.03	Repurchase agreement	Long	USA
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	99.45 k	119.28 k principal	0.03	ABS-mortgage backed security	Long	USA
UBS GROUP AG SR UNSECURED REGS 01/28 VAR	99.11 k	100.00 k principal	0.03	Debt	Long	Switzerland
RFR USD SOFR/3.50000 06/20/24-30Y CME	97.20 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
TSY INFL IX N/B 07/32 0.625	96.80 k	107.90 k principal	0.02	Debt	Long	USA
INF SWAP US IT 1.79375 08/24/20-7Y LCH	96.69 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
TRS R 5.49/912828Y38 MYC	93.04 k	1.00 contracts	0.02	Credit derivative	N/A	USA
MP CLO VII, LTD MP7 2015 1A AR3 144A	92.69 k	92.61 k principal	0.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA	88.63 k	100.07 k principal	0.02	ABS-mortgage backed security	Long	USA
CA CARBON ALLOW 24DEC24 IFED 20241224	86.73 k	114.00 contracts	0.02	Commodity derivative	N/A	USA
INF SWAP EM NI 2.763 09/15/23-30Y LCH	85.64 k	1.00 contracts	0.02	Interest rate derivative	N/A	N/A
SOLD JPY BOUGHT USD 20240802 Wells Fargo Bank, National Association	83.24 k	1.00 contracts	0.02	DFE	N/A	Japan
INF SWAP US IT 2.573 08/26/21-7Y LCH	80.73 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
LEHMAN XS TRUST LXS 2006 8 3A4	80.71 k	86.77 k principal	0.02	ABS-mortgage backed security	Long	USA
WHEAT FUTURE(CBT) SEP24 XCBT 20240913	80.62 k	-15.00 contracts	0.02	Commodity derivative	N/A	USA
COCOA FUTURE SEP24 IFUS 20240913	79.36 k	-4.00 contracts	0.02	Commodity derivative	N/A	USA
SAXON ASSET SECURITIES TRUST SAST 2007 3 1A	79.01 k	83.98 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1	78.98 k	82.76 k principal	0.02	ABS-mortgage backed security	Long	USA
RFR USD SOFR/4.25000 12/20/23-2Y LCH	74.11 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	70.51 k	80.66 k principal	0.02	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA4 1A	69.64 k	87.81 k principal	0.02	ABS-mortgage backed security	Long	USA
TRS R 5.49/912828S50 MYC	68.77 k	1.00 contracts	0.02	Credit derivative	N/A	USA