PIMCO Inflation Response Multi-Asset Fund

Fund Profile

Fund profile

Tickers

PZRMX, PIRMX, PPRMX, PFRMX

Fund manager

Pimco Funds

Total assets

$3.33 bn

Liabilities

$1.54 bn

Net assets

$1.78 bn

Number of holdings

792.00

Top 200 of 792 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	191.13 mm	194.20 mm principal	10.72	ABS-mortgage backed security	Long	USA
GOLD CMX WR FAC 2001 JPM MSC	186.07 mm	70.86 k shares	10.43	Commodity	Long	USA
TSY INFL IX N/B 07/31 0.125	140.64 mm	153.67 mm principal	7.89	Debt	Long	USA
PIMCO EMERGING MARKETS CURRENC PIMCO EM MRK CUR + S/T INS	118.16 mm	15.80 mm shares	6.63	Common equity	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	103.54 mm	101.30 mm principal	5.81	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	89.17 mm	94.90 mm principal	5.00	ABS-mortgage backed security	Long	USA
GOLD CMX WR FAC 5001 HSBC MSC	81.89 mm	31.19 k shares	4.59	Commodity	Long	USA
TSY INFL IX N/B 01/26 0.625	57.25 mm	58.36 mm principal	3.21	Debt	Long	USA
TSY INFL IX N/B 10/26 0.125	56.87 mm	58.47 mm principal	3.19	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	54.32 mm	7.51 bn principal	3.05	Debt	Long	Japan
TSY INFL IX N/B 01/25 2.375	51.58 mm	51.93 mm principal	2.89	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	49.69 mm	51.69 mm principal	2.79	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	49.39 mm	52.72 mm principal	2.77	Debt	Long	USA
TSY INFL IX N/B 01/28 0.5	48.66 mm	50.24 mm principal	2.73	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	46.69 mm	42.21 mm principal	2.62	Debt	Long	Italy
TSY INFL IX N/B 07/34 1.875	40.68 mm	39.69 mm principal	2.28	Debt	Long	USA
TSY INFL IX N/B 07/29 0.25	40.25 mm	42.41 mm principal	2.26	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	38.94 mm	40.34 mm principal	2.18	Debt	Long	USA
TSY INFL IX N/B 07/28 0.75	36.72 mm	37.54 mm principal	2.06	Debt	Long	USA
TSY INFL IX N/B 10/28 2.375	35.20 mm	33.89 mm principal	1.97	Debt	Long	USA
TSY INFL IX N/B 04/28 1.25	33.77 mm	34.08 mm principal	1.89	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	30.25 mm	29.90 mm principal	1.70	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/26 0.125	28.82 mm	29.56 mm principal	1.62	Debt	Long	USA
TSY INFL IX N/B 01/31 0.125	27.81 mm	30.25 mm principal	1.56	Debt	Long	USA
TSY INFL IX N/B 07/33 1.375	27.27 mm	27.65 mm principal	1.53	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	27.21 mm	26.40 mm principal	1.53	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 10/25 0.125	26.87 mm	27.40 mm principal	1.51	Debt	Long	USA
GOLD CMX WR FAC 4001(BRNIKS) MSC	25.53 mm	9.72 k shares	1.43	Commodity	Long	USA
TSY INFL IX N/B 07/30 0.125	24.43 mm	26.26 mm principal	1.37	Debt	Long	USA
TSY INFL IX N/B 10/27 1.625	24.05 mm	23.89 mm principal	1.35	Debt	Long	USA
GOLD CMX WR FAC 3002 SCOTIA MSC	23.57 mm	8.98 k shares	1.32	Commodity	Long	USA
TSY INFL IX N/B 02/44 1.375	23.23 mm	25.44 mm principal	1.30	Debt	Long	USA
TSY INFL IX N/B 02/47 0.875	22.98 mm	28.59 mm principal	1.29	Debt	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	22.01 mm	20.02 mm principal	1.23	Debt	Long	France
TSY INFL IX N/B 02/45 0.75	21.76 mm	27.19 mm principal	1.22	Debt	Long	USA
TSY INFL IX N/B 01/34 1.75	21.22 mm	20.98 mm principal	1.19	Debt	Long	USA
TSY INFL IX N/B 01/32 0.125	20.31 mm	22.47 mm principal	1.14	Debt	Long	USA
TSY INFL IX N/B 02/46 1	19.78 mm	23.71 mm principal	1.11	Debt	Long	USA
TSY INFL IX N/B 02/54 2.125	17.92 mm	17.22 mm principal	1.00	Debt	Long	USA
TSY INFL IX N/B 07/27 0.375	16.98 mm	17.46 mm principal	0.95	Debt	Long	USA
GOLD CMX WR FAC 4002(BRNIKS 2) MSC	16.97 mm	6.46 k shares	0.95	Commodity	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	16.34 mm	93.90 mm principal	0.92	Debt	Long	Brazil
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	14.63 mm	2.03 bn principal	0.82	Debt	Long	Japan
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	14.63 mm	13.69 mm principal	0.82	Debt	Long	France
TSY INFL IX N/B 01/27 0.375	14.40 mm	14.82 mm principal	0.81	Debt	Long	USA
TSY INFL IX N/B 07/25 0.375	11.90 mm	12.07 mm principal	0.67	Debt	Long	USA
TSY INFL IX N/B 04/26 0.125	11.89 mm	12.23 mm principal	0.67	Debt	Long	USA
GOLD CMX WR FAC 4003 (BRINKS 3 MSC	11.65 mm	4.44 k shares	0.65	Commodity	Long	USA
TSY INFL IX N/B 02/48 1	11.65 mm	14.16 mm principal	0.65	Debt	Long	USA
TSY INFL IX N/B 01/29 2.5	11.29 mm	10.83 mm principal	0.63	Debt	Long	USA
TSY INFL IX N/B 04/27 0.125	11.16 mm	11.59 mm principal	0.63	Debt	Long	USA
TSY INFL IX N/B 02/42 0.75	10.76 mm	12.89 mm principal	0.60	Debt	Long	USA
GOLD CMX WR FAC 6010 DELAWARE MSC	9.86 mm	3.75 k shares	0.55	Commodity	Long	USA
JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5	9.34 mm	75.61 mm principal	0.52	Debt	Long	Denmark
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM Fixed Income Clearing Corp	8.40 mm	8.40 mm principal	0.47	Repurchase agreement	Long	USA
PLD Prologis, Inc.	8.19 mm	64.84 k shares	0.46	Common equity	Long	USA
TSY INFL IX N/B 02/49 1	8.06 mm	9.87 mm principal	0.45	Debt	Long	USA
TSY INFL IX N/B 04/29 2.125	7.74 mm	7.52 mm principal	0.43	Debt	Long	USA
TSY INFL IX N/B 02/43 0.625	7.67 mm	9.55 mm principal	0.43	Debt	Long	USA
BDS LTD BDS 2022 FL11 ATS 144A	6.92 mm	6.91 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	USA
TSY INFL IX N/B 02/41 2.125	6.92 mm	6.61 mm principal	0.39	Debt	Long	USA
TSY INFL IX N/B 01/30 0.125	6.85 mm	7.33 mm principal	0.38	Debt	Long	USA
EQIX Equinix, Inc.	6.43 mm	7.25 k shares	0.36	Common equity	Long	USA
RAD CLO LTD RAD 2019 5A AR 144A	6.41 mm	6.40 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/2.86500 02/13/24-30Y LCH	6.26 mm	1.00 contracts	0.35	Interest rate derivative	N/A	USA
TORO EUROPEAN CLO TCLO 7A ARE 144A	6.22 mm	5.60 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Ireland
MADISON PARK EURO FUNDING MDPKE 14A A1R 144A	6.20 mm	5.60 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 01/26 2	5.82 mm	5.83 mm principal	0.33	Debt	Long	USA
WELL Welltower Inc.	5.81 mm	45.35 k shares	0.33	Common equity	Long	USA
REALKREDIT DANMARK COVERED REGS 10/53 3	5.56 mm	38.75 mm principal	0.31	Debt	Long	Denmark
TSY INFL IX N/B 02/40 2.125	5.43 mm	5.20 mm principal	0.30	Debt	Long	USA
IRS EUR 2.50000 03/19/25-10Y LCH	5.42 mm	1.00 contracts	0.30	Interest rate derivative	N/A	N/A
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A	5.08 mm	5.08 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 02/50 0.25	4.96 mm	7.46 mm principal	0.28	Debt	Long	USA
Simon Property Group, Inc.	4.93 mm	29.16 k shares	0.28	Common equity	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	4.57 mm	4.57 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PSA Public Storage	4.56 mm	12.54 k shares	0.26	Common equity	Long	USA
SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1	4.27 mm	8.32 mm principal	0.24	ABS-mortgage backed security	Long	USA
TORO EUROPEAN CLO TCLO 6A AR 144A	4.22 mm	3.79 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Ireland
DLR Digital Realty Trust, Inc.	4.19 mm	25.91 k shares	0.24	Common equity	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A	4.12 mm	3.70 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Ireland
NYKREDIT REALKREDIT AS COVERED REGS 10/53 3	4.10 mm	28.53 mm principal	0.23	Debt	Long	Denmark
BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A	3.97 mm	3.96 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REALKREDIT DANMARK COVERED REGS 10/53 1.5	3.94 mm	31.50 mm principal	0.22	Debt	Long	Denmark
TSY INFL IX N/B 02/51 0.125	3.80 mm	6.02 mm principal	0.21	Debt	Long	USA
OSD CLO LTD OSD 2021 23A A 144A	3.76 mm	3.76 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PROVIDUS CLO PRVD 4A AR 144A	3.67 mm	3.30 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Ireland
TREASURY BILL 10/24 0.00000	3.60 mm	3.60 mm principal	0.20	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	3.50 mm	3.29 mm principal	0.20	Debt	Long	Italy
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3	3.48 mm	10.21 mm principal	0.19	ABS-mortgage backed security	Long	USA
IRS EUR 0.19700 11/08/22-30Y LCH	3.47 mm	1.00 contracts	0.19	Interest rate derivative	N/A	N/A
RFRF USD SOFR/2.28500 11/15/23-30Y LCH	3.47 mm	1.00 contracts	0.19	Interest rate derivative	N/A	USA
AVB AvalonBay Communities, Inc.	3.37 mm	14.95 k shares	0.19	Common equity	Long	USA
JYSKE REALKREDIT A/S COVERED 10/53 1.5	3.20 mm	26.50 mm principal	0.18	Debt	Long	Denmark
VOYA EURO CLO VOYE 2A AR 144A	3.11 mm	2.80 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
O Realty Income Corporation	3.02 mm	47.55 k shares	0.17	Common equity	Long	USA
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A	3.01 mm	2.70 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4	2.79 mm	3.09 mm principal	0.16	ABS-mortgage backed security	Long	USA
COMM SWAP PIMCODB MAC	2.78 mm	1.00 contracts	0.16	Commodity derivative	N/A	USA
INVH Invitation Homes Inc.	2.77 mm	78.47 k shares	0.16	Common equity	Long	USA
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	2.75 mm	1.00 contracts	0.15	Interest rate derivative	N/A	USA
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5	2.74 mm	21.92 mm principal	0.15	Debt	Long	Denmark
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A	2.71 mm	2.70 mm principal	0.15	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1	2.59 mm	11.58 mm principal	0.15	ABS-mortgage backed security	Long	USA
CORDATUS CLO PLC CORDA 21A A1E 144A	2.56 mm	2.30 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
HOME EQUITY ASSET TRUST HEAT 2005 8 M2	2.55 mm	2.61 mm principal	0.14	ABS-mortgage backed security	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	2.48 mm	2.48 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	USA
L3HARRIS TECHNOLOGIES INC 10/24 ZCP	2.45 mm	2.45 mm principal	0.14	Debt	Long	USA
EQR Equity Residential	2.43 mm	32.60 k shares	0.14	Common equity	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A	2.42 mm	2.17 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A	2.26 mm	2.25 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	2.26 mm	2.30 mm principal	0.13	ABS-mortgage backed security	Long	USA
GOLDENTREE LOAN MANAGEMENT EUR GLME 3A AR 144A	2.21 mm	1.98 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
WELLFLEET CLO LTD WELF 2019 XA A1R 144A	2.19 mm	2.19 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3	2.16 mm	4.86 mm principal	0.12	ABS-mortgage backed security	Long	USA
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	2.15 mm	5.09 mm principal	0.12	ABS-mortgage backed security	Long	USA
American Homes 4 Rent	2.14 mm	55.62 k shares	0.12	Common equity	Long	USA
HAYFIN EMERALD CLO HAYEM 10A AR 144A	2.12 mm	1.90 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
CIFC FUNDING LTD CIFC 2018 1A A 144A	2.11 mm	2.11 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	2.05 mm	2.04 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TIKEHAU TIKEH 4A A1 144A	2.03 mm	1.83 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
ELS Equity LifeStyle Properties, Inc.	1.91 mm	26.84 k shares	0.11	Common equity	Long	USA
FR First Industrial Realty Trust, Inc.	1.91 mm	34.16 k shares	0.11	Common equity	Long	USA
ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A	1.87 mm	1.87 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A	1.85 mm	1.85 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	1.85 mm	1.90 mm principal	0.10	ABS-mortgage backed security	Long	USA
IRS EUR 0.19500 11/04/22-30Y LCH	1.84 mm	1.00 contracts	0.10	Interest rate derivative	N/A	N/A
IRS EUR 0.19000 11/04/22-30Y LCH	1.79 mm	1.00 contracts	0.10	Interest rate derivative	N/A	N/A
BACARDI MARTINI B V	1.75 mm	1.75 mm principal	0.10	Debt	Long	USA
GLPI Gaming and Leisure Properties, Inc.	1.74 mm	33.79 k shares	0.10	Common equity	Long	USA
VICI VICI Properties Inc.	1.73 mm	51.83 k shares	0.10	Common equity	Long	USA
DOC Healthpeak Properties, Inc.	1.73 mm	75.44 k shares	0.10	Common equity	Long	USA
MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1	1.72 mm	1.72 mm principal	0.10	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	1.68 mm	1.73 mm principal	0.09	ABS-mortgage backed security	Long	USA
PROVIDUS CLO PRVD 2A ARR 144A	1.67 mm	1.50 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	1.66 mm	1.67 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREMONT HOME LOAN TRUST FHLT 2006 C 2A2	1.66 mm	4.10 mm principal	0.09	ABS-mortgage backed security	Long	USA
EXR Extra Space Storage Inc.	1.64 mm	9.08 k shares	0.09	Common equity	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A	1.62 mm	1.63 mm principal	0.09	ABS-mortgage backed security	Long	USA
TREASURY BILL 10/24 0.00000	1.58 mm	1.59 mm principal	0.09	Debt	Long	USA
INF SWAP US IT 2.41875 03/05/21-5Y LCH	1.56 mm	1.00 contracts	0.09	Interest rate derivative	N/A	USA
UDR UDR, Inc.	1.53 mm	33.80 k shares	0.09	Common equity	Long	USA
INF SWAP US IT 2.31375 02/26/21-5Y LCH	1.48 mm	1.00 contracts	0.08	Interest rate derivative	N/A	USA
REG Regency Centers Corporation	1.38 mm	19.17 k shares	0.08	Common equity	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	1.37 mm	1.22 mm principal	0.08	Debt	Long	Italy
SUI Sun Communities, Inc.	1.34 mm	9.95 k shares	0.08	Common equity	Long	USA
CONTEGO CLO DAC CONTE 4A AR 144A	1.32 mm	1.19 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
COMM SWAP PIMCODB CIB	1.32 mm	1.00 contracts	0.07	Commodity derivative	N/A	USA
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A	1.30 mm	1.30 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOUND POINT CLO LTD SNDPT 2013 3RA A 144A	1.27 mm	1.27 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CPT Camden Property Trust	1.27 mm	10.27 k shares	0.07	Common equity	Long	USA
STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1	1.24 mm	1.27 mm principal	0.07	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2017 6 A1 144A	1.23 mm	1.26 mm principal	0.07	ABS-mortgage backed security	Long	USA
RHP Ryman Hospitality Properties, Inc.	1.22 mm	11.40 k shares	0.07	Common equity	Long	USA
CAPITAL FOUR US CLO C4US 2022 1A AR 144A	1.21 mm	1.20 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Jersey
BABSON CLO LTD BABSN 2015 IA AR 144A	1.20 mm	1.20 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VTR Ventas, Inc.	1.19 mm	18.61 k shares	0.07	Common equity	Long	USA
INF SWAP EM NI 2.763 09/15/23-30Y LCH	1.16 mm	1.00 contracts	0.07	Interest rate derivative	N/A	N/A
ESS Essex Property Trust, Inc.	1.15 mm	3.88 k shares	0.06	Common equity	Long	USA
RFR GBP SONIO/4.25000 09/18/24-2Y LCH	1.14 mm	1.00 contracts	0.06	Interest rate derivative	N/A	UK
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	1.14 mm	1.02 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A	1.13 mm	1.13 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COLD Americold Realty Trust, Inc.	1.12 mm	39.64 k shares	0.06	Common equity	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2	1.11 mm	1.13 mm principal	0.06	ABS-mortgage backed security	Long	USA
DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A	1.11 mm	1.00 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	1.10 mm	1.10 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A	1.10 mm	1.10 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Jersey
Host Hotels & Resorts, Inc.	1.09 mm	61.73 k shares	0.06	Common equity	Long	USA
REXR Rexford Industrial Realty, Inc.	1.08 mm	21.52 k shares	0.06	Common equity	Long	USA
FNMA POOL FS3519 FN 11/52 FIXED VAR	1.08 mm	1.10 mm principal	0.06	ABS-mortgage backed security	Long	USA
AMT American Tower Corporation	1.07 mm	4.61 k shares	0.06	Common equity	Long	USA
EURO-BTP FUTURE DEC24 XEUR 20241206	1.06 mm	364.00 contracts	0.06	Interest rate derivative	N/A	Germany
TREASURY BILL 10/24 0.00000	1.05 mm	1.05 mm principal	0.06	Debt	Long	USA
TREASURY BILL 12/24 0.00000	1.04 mm	1.05 mm principal	0.06	Debt	Long	USA
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A	1.04 mm	1.04 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RLJ RLJ Lodging Trust	1.02 mm	111.55 k shares	0.06	Common equity	Long	USA
OHI Omega Healthcare Investors, Inc.	1.02 mm	25.12 k shares	0.06	Common equity	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4	1.02 mm	1.11 mm principal	0.06	ABS-mortgage backed security	Long	USA
ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A	1.01 mm	1.11 mm principal	0.06	ABS-mortgage backed security	Long	USA
OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A	1.01 mm	1.01 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KIM Kimco Realty Corporation	1.01 mm	43.33 k shares	0.06	Common equity	Long	USA
BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A	1.00 mm	1.00 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LCM LTD PARTNERSHIP LCM 14A AR 144A	988.58 k	987.51 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4	983.50 k	992.21 k principal	0.06	ABS-mortgage backed security	Long	USA
KKR FINANCIAL CLO LTD KKR 11 AR 144A	958.31 k	955.80 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CORN FUTURE DEC24 XCBT 20241213	958.18 k	1.11 k contracts	0.05	Commodity derivative	N/A	USA
FNMA POOL MA4733 FN 09/52 FIXED 4.5	943.44 k	958.83 k principal	0.05	ABS-mortgage backed security	Long	USA
EPRT Essential Properties Realty Trust, Inc.	942.30 k	27.59 k shares	0.05	Common equity	Long	USA
MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A	933.15 k	931.95 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HARVEST CLO HARVT 12A AR 144A	928.89 k	834.69 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC	920.71 k	923.01 k principal	0.05	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH	918.52 k	1.00 contracts	0.05	Interest rate derivative	N/A	USA
FRT Federal Realty Investment Trust	918.04 k	7.99 k shares	0.05	Common equity	Long	USA
TREASURY BILL 10/24 0.00000	912.00 k	912.00 k principal	0.05	Debt	Long	USA
FREMONT HOME LOAN TRUST FHLT 2006 C 2A3	910.53 k	2.25 mm principal	0.05	ABS-mortgage backed security	Long	USA
FNMA POOL MA4700 FN 08/52 FIXED 4	907.29 k	943.65 k principal	0.05	ABS-mortgage backed security	Long	USA
VOYA CLO LTD INGIM 2013 1A A1AR 144A	888.21 k	887.47 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ST PAULS CLO SPAUL 10A AR 144A	885.91 k	800.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 2A A 144A	883.63 k	792.63 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
NATURAL GAS FUTR NOV24 XNYM 20241029	874.18 k	218.00 contracts	0.05	Commodity derivative	N/A	USA