PIMCO Commodity Strategy Active Exchange-Traded Fund

Fund Profile

Fund profile

Tickers

CMDT

Fund manager

PIMCO ETF Trust

Total assets

$324.59 mm

Liabilities

$10.41 mm

Net assets

$314.18 mm

Number of holdings

271.00

CMDT stock data

1M 3M 6M 1Y

Top 200 of 271 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
GOLD CMX WR FAC 4001(BRINKS) RDR	23.15 mm	8.82 k shares	7.37	Commodity	Long	USA
PARIBAS REPO	22.20 mm	22.20 mm principal	7.07	Repurchase agreement	Long	USA
PIMCO ETF Trust	15.58 mm	154.78 k shares	4.96	Common equity	Long	USA
REPO BANK AMERICA REPO	9.50 mm	9.50 mm principal	3.02	Repurchase agreement	Long	USA
SILVER CMX WR FAC 5001 HSBC RDR	8.66 mm	279.05 k shares	2.76	Commodity	Long	USA
GOLD CMX WR FAC 2001 JPM RDR	5.20 mm	1.98 k shares	1.66	Commodity	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	5.03 mm	28.90 mm principal	1.60	Debt	Long	Brazil
TREASURY BILL 12/24 0.00000	4.45 mm	4.50 mm principal	1.42	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	3.55 mm	3.50 mm principal	1.13	Debt	Long	Japan
SILVER CMX WR FAC 3002 MTB INC RDR	3.10 mm	99.90 k shares	0.99	Commodity	Long	USA
KRA Kraton Corp	3.06 mm	3.00 mm principal	0.97	Debt	Long	USA
DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/24 VAR	3.00 mm	3.00 mm principal	0.96	Debt	Long	USA
HSBC HSBC Holdings plc	2.99 mm	3.00 mm principal	0.95	Debt	Long	UK
MS Morgan Stanley	2.95 mm	3.00 mm principal	0.94	Debt	Long	USA
ISRAEL FIXED BOND BONDS 08/25 1.75	2.81 mm	10.70 mm principal	0.90	Debt	Long	Israel
LUV Southwest Airlines Co.	2.80 mm	2.80 mm principal	0.89	Debt	Long	USA
CREDIT AGRICOLE LONDON SR UNSECURED 144A 10/24 3.25	2.80 mm	2.80 mm principal	0.89	Debt	Long	France
BANK OF QUEENSLAND LTD COVERED REGS 05/25 VAR	2.78 mm	4.00 mm principal	0.88	Debt	Long	Australia
C Citigroup Inc.	2.72 mm	2.70 mm principal	0.86	Debt	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR	2.59 mm	2.60 mm principal	0.83	Debt	Long	USA
SWEDBANK AB SR UNSECURED REGS 09/27 5.337	2.57 mm	2.50 mm principal	0.82	Debt	Long	Sweden
SVENSKA HANDELSBANKEN AB 144A 05/27 VAR	2.50 mm	2.50 mm principal	0.80	Debt	Long	Sweden
DEUTSCHE BANK NY 11/25 VAR	2.49 mm	2.50 mm principal	0.79	Debt	Long	Germany
HOG Harley-Davidson, Inc.	2.47 mm	2.50 mm principal	0.79	Debt	Long	USA
BERRY GLOBAL INC SR SECURED 01/26 1.57	2.41 mm	2.50 mm principal	0.77	Debt	Long	USA
ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR	2.30 mm	2.30 mm principal	0.73	Debt	Long	USA
HCA INC COMPANY GUAR 02/25 5.375	2.20 mm	2.20 mm principal	0.70	Debt	Long	USA
NYKREDIT REALKREDIT AS COVERED REGS 01/25 2	2.17 mm	14.55 mm principal	0.69	Debt	Long	Denmark
BNP PARIBAS SR UNSECURED 144A 01/25 3.375	2.09 mm	2.10 mm principal	0.66	Debt	Long	France
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 3 A	2.05 mm	2.00 mm principal	0.65	ABS-mortgage backed security	Long	USA
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A	2.03 mm	2.00 mm principal	0.65	ABS-other	Long	USA
CITIBANK CREDIT CARD ISSUANCE CCCIT 2023 A1 A1	2.02 mm	2.00 mm principal	0.64	ABS-mortgage backed security	Long	USA
DELL INT LLC / EMC CORP SR UNSECURED 07/25 5.85	2.02 mm	2.00 mm principal	0.64	Debt	Long	USA
VERIZON MASTER TRUST VZMT 2023 5 A1B	2.01 mm	2.00 mm principal	0.64	ABS-other	Long	USA
TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/26 VAR	2.01 mm	2.00 mm principal	0.64	Debt	Long	USA
ING GROEP NV SR UNSECURED 03/26 VAR	2.01 mm	2.00 mm principal	0.64	Debt	Long	Netherlands
NEXTERA ENERGY CAPITAL COMPANY GUAR 01/26 VAR	2.01 mm	2.00 mm principal	0.64	Debt	Long	USA
TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A	2.01 mm	2.00 mm principal	0.64	ABS-mortgage backed security	Long	Canada
BANCO SANTANDER SA 07/28 VAR	2.00 mm	2.00 mm principal	0.64	Debt	Long	Spain
PSP CAPITAL INC COMPANY GUAR 144A 03/25 VAR	2.00 mm	2.00 mm principal	0.64	Debt	Long	Canada
DTE DTE Energy Company	2.00 mm	2.00 mm principal	0.64	Debt	Long	USA
EIX Edison International	2.00 mm	2.00 mm principal	0.64	Debt	Long	USA
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/25 3.5	1.99 mm	2.00 mm principal	0.63	Debt	Long	Ireland
AMT American Tower Corporation	1.99 mm	2.00 mm principal	0.63	Debt	Long	USA
BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25	1.99 mm	2.00 mm principal	0.63	Debt	Long	USA
NATWEST MARKETS PLC SR UNSECURED 144A 03/25 3.479	1.98 mm	2.00 mm principal	0.63	Debt	Long	UK
CARR Carrier Global Corporation	1.98 mm	2.00 mm principal	0.63	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375	1.96 mm	2.00 mm principal	0.62	Debt	Long	USA
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR	1.90 mm	1.90 mm principal	0.60	Debt	Long	USA
GENERAL MOTORS FINL CO COMPANY GUAR 11/24 3.5	1.90 mm	1.90 mm principal	0.60	Debt	Long	USA
EVERGREEN CREDIT CARD TRUST EVGRN 2021 1 A 144A	1.90 mm	1.90 mm principal	0.60	ABS-mortgage backed security	Long	Canada
NYKREDIT REALKREDIT AS COVERED REGS 01/25 VAR	1.83 mm	12.20 mm principal	0.58	Debt	Long	Denmark
NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR	1.71 mm	1.71 mm principal	0.54	Debt	Long	Canada
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625	1.68 mm	1.70 mm principal	0.54	Debt	Long	France
BCS Barclays PLC	1.68 mm	1.70 mm principal	0.53	Debt	Long	UK
CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A	1.68 mm	1.67 mm principal	0.53	ABS-other	Long	USA
COFFEE 'C' FUTURE MAR25 IFUS 20250319	1.65 mm	149.00 contracts	0.53	Commodity derivative	N/A	USA
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A	1.61 mm	1.60 mm principal	0.51	ABS-mortgage backed security	Long	Canada
ENERGY TRANSFER LP SR UNSECURED 12/25 5.95	1.60 mm	1.59 mm principal	0.51	Debt	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/25 6.25	1.53 mm	1.50 mm principal	0.49	Debt	Long	USA
GOLD CMX WR FAC 3002 MTB RDR	1.51 mm	576.00 shares	0.48	Commodity	Long	USA
SKANDINAVISKA ENSKILDA 144A 06/25 VAR	1.51 mm	1.50 mm principal	0.48	Debt	Long	Sweden
ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625	1.51 mm	1.53 mm principal	0.48	Debt	Long	UK
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 VAR	1.50 mm	1.50 mm principal	0.48	Debt	Long	USA
AMGN Amgen Inc.	1.50 mm	1.50 mm principal	0.48	Debt	Long	USA
BANQUE FED CRED MUTUEL 144A 02/25 VAR	1.50 mm	1.50 mm principal	0.48	Debt	Long	France
REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A	1.50 mm	1.50 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875	1.48 mm	1.50 mm principal	0.47	Debt	Long	Cayman Islands
HONDA AUTO RECEIVABLES OWNER T HAROT 2023 4 A2	1.48 mm	1.48 mm principal	0.47	ABS-other	Long	USA
CPPIB CAPITAL INC COMPANY GUAR REGS 03/26 VAR	1.47 mm	1.45 mm principal	0.47	Debt	Long	Canada
COOPERATIEVE RABOBANK UA SR UNSECURED 144A 12/27 VAR	1.42 mm	1.50 mm principal	0.45	Debt	Long	Netherlands
NMR Nomura Holdings, Inc.	1.42 mm	1.45 mm principal	0.45	Debt	Long	Japan
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85	1.41 mm	1.50 mm principal	0.45	Debt	Long	USA
GEORGIA POWER CO SR UNSECURED 05/25 VAR	1.40 mm	1.40 mm principal	0.45	Debt	Long	USA
NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A	1.40 mm	1.40 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR	1.39 mm	2.00 mm principal	0.44	Debt	Long	Japan
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A	1.37 mm	1.35 mm principal	0.44	ABS-mortgage backed security	Long	USA
COOPERAT RABOBANK UA/NY 08/26 VAR	1.30 mm	1.30 mm principal	0.41	Debt	Long	Netherlands
MFG Mizuho Financial Group, Inc.	1.30 mm	1.32 mm principal	0.41	Debt	Long	Japan
TREASURY BILL 11/24 0.00000	1.29 mm	1.30 mm principal	0.41	Debt	Long	USA
SUGAR 11 (WORLD) MAR25 IFUS 20250228	1.29 mm	540.00 contracts	0.41	Commodity derivative	N/A	USA
GOLD CMX WR FAC 4002 BRINKS2 RDR	1.26 mm	481.00 shares	0.40	Commodity	Long	USA
KUBOTA CREDIT OWNER TRUST KCOT 2023 2A A2 144A	1.25 mm	1.24 mm principal	0.40	ABS-other	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A	1.23 mm	1.10 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Ireland
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A	1.20 mm	1.20 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SCBFY Standard Chartered PLC	1.12 mm	1.13 mm principal	0.36	Debt	Long	UK
ALBACORE EURO CLO ALBAC 4A AR 144A	1.12 mm	1.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Ireland
TREASURY BILL 11/24 0.00000	1.09 mm	1.10 mm principal	0.35	Debt	Long	USA
TREASURY BILL 12/24 0.00000	1.09 mm	1.10 mm principal	0.35	Debt	Long	USA
SILVER CMX WR FAC 8001 ASAHI RBC	1.07 mm	34.45 k shares	0.34	Commodity	Long	USA
ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 6.8	1.02 mm	1.00 mm principal	0.33	Debt	Long	Netherlands
CARMAX AUTO OWNER TRUST CARMX 2023 3 A2B	1.01 mm	1.01 mm principal	0.32	ABS-other	Long	USA
USAA AUTO OWNER TRUST USAOT 2024 A A2 144A	1.01 mm	1.00 mm principal	0.32	ABS-other	Long	USA
CPPIB CAPITAL INC COMPANY GUAR REGS 04/25 VAR	1.01 mm	1.00 mm principal	0.32	Debt	Long	Canada
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA	1.00 mm	994.46 k principal	0.32	ABS-mortgage backed security	Long	USA
SCBFY Standard Chartered PLC	1.00 mm	1.00 mm principal	0.32	Debt	Long	UK
DBS GROUP HOLDINGS LTD SR UNSECURED 144A 09/25 VAR	1.00 mm	1.00 mm principal	0.32	Debt	Long	Singapore
MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A	1.00 mm	1.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR	1.00 mm	1.00 mm principal	0.32	Debt	Long	USA
ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A	1.00 mm	1.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STANDARD CHARTERED PLC SR UNSECURED REGS 11/25 VAR	1.00 mm	1.00 mm principal	0.32	Debt	Long	UK
BANK OF AMERICA CORP SR UNSECURED 02/26 VAR	1.00 mm	1.00 mm principal	0.32	Debt	Long	USA
FIS Fidelity National Information Services, Inc.	998.34 k	1.00 mm principal	0.32	Debt	Long	USA
CARVAL CLO LTD CARVL 2018 1A AR 144A	996.75 k	995.40 k principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ZBH Zimmer Biomet Holdings, Inc.	994.40 k	1.00 mm principal	0.32	Debt	Long	USA
BCS Barclays PLC	994.35 k	1.00 mm principal	0.32	Debt	Long	UK
KT KT Corporation	993.83 k	1.00 mm principal	0.32	Debt	Long	Korea, Republic of
BAX Baxter International Inc.	993.33 k	1.00 mm principal	0.32	Debt	Long	USA
ARW Arrow Electronics, Inc.	895.46 k	900.00 k principal	0.29	Debt	Long	USA
WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2	888.68 k	900.00 k principal	0.28	Debt	Long	USA
NATURAL GAS FUTR NOV24 XNYM 20241029	882.15 k	215.00 contracts	0.28	Commodity derivative	N/A	USA
TREASURY BILL 10/24 0.00000	878.77 k	879.00 k principal	0.28	Debt	Long	USA
GOLD 100 OZ FUTR DEC24 XCEC 20241227	866.05 k	70.00 contracts	0.28	Commodity derivative	N/A	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR	820.51 k	800.00 k principal	0.26	Debt	Long	USA
SGX IRON ORE 62 JAN25 XSIM 20250131	819.67 k	526.00 contracts	0.26	Commodity derivative	N/A	Singapore
TESLA AUTO LEASE TRUST TESLA 2023 A A2 144A	806.53 k	805.73 k principal	0.26	ABS-other	Long	USA
GENERAL MOTORS FINL CO SR UNSECURED 04/25 VAR	802.77 k	800.00 k principal	0.26	Debt	Long	USA
AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR	800.79 k	800.00 k principal	0.25	Debt	Long	USA
CORN FUTURE DEC24 XCBT 20241213	799.01 k	928.00 contracts	0.25	Commodity derivative	N/A	USA
NATWEST MARKETS PLC SR UNSECURED REGS 09/26 VAR	798.63 k	800.00 k principal	0.25	Debt	Long	UK
T MOBILE USA INC COMPANY GUAR 04/25 3.5	794.44 k	800.00 k principal	0.25	Debt	Long	USA
OZLM LTD OZLM 2017 17A A1RR 144A	787.86 k	787.04 k principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CUMULUS STATIC CLO CMLST 2024 1A A 144A	775.65 k	694.79 k principal	0.25	ABS-collateralized bond/debt obligation	Long	Ireland
JPMORGAN CHASE + CO SR UNSECURED 02/26 VAR	701.48 k	700.00 k principal	0.22	Debt	Long	USA
MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR	694.72 k	1.00 mm principal	0.22	Debt	Long	Japan
MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A	675.83 k	671.89 k principal	0.22	ABS-other	Long	USA
NEUBERGER BERMAN CLO LTD NEUB 2013 14A AR2 144A	643.42 k	642.60 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FORD CREDIT AUTO LEASE TRUST FORDL 2023 B A2B	604.95 k	604.66 k principal	0.19	ABS-other	Long	USA
ING GROEP NV SR UNSECURED 03/26 3.869	597.13 k	600.00 k principal	0.19	Debt	Long	Netherlands
WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR	596.30 k	600.00 k principal	0.19	Debt	Long	USA
LCM LOAN INCOME FUND LTD LCMLF 1A A 144A	550.53 k	549.84 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A2B	511.51 k	511.30 k principal	0.16	ABS-other	Long	USA
RAD CLO LTD RAD 2019 4A AR 144A	508.08 k	507.53 k principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BANK OF AMERICA CORP SR UNSECURED 04/26 VAR	502.38 k	500.00 k principal	0.16	Debt	Long	USA
ING GROEP NV SR UNSECURED 04/27 VAR	502.33 k	500.00 k principal	0.16	Debt	Long	Netherlands
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/25 6.051	502.16 k	500.00 k principal	0.16	Debt	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	501.75 k	500.00 k principal	0.16	Debt	Long	Japan
HCA INC COMPANY GUAR 04/25 5.25	500.65 k	500.00 k principal	0.16	Debt	Long	USA
BAX Baxter International Inc.	499.99 k	500.00 k principal	0.16	Debt	Long	USA
BAYER US FINANCE LLC COMPANY GUAR 144A 10/24 3.375	499.81 k	500.00 k principal	0.16	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 10/25 VAR	499.39 k	500.00 k principal	0.16	Debt	Long	USA
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.65	498.61 k	500.00 k principal	0.16	Debt	Long	Ireland
BNP PARIBAS 144A 11/25 VAR	498.11 k	500.00 k principal	0.16	Debt	Long	France
UBS GROUP AG SR UNSECURED 03/25 3.75	497.46 k	500.00 k principal	0.16	Debt	Long	Switzerland
LLOYDS BANKING GROUP PLC SR UNSECURED 03/26 VAR	496.57 k	500.00 k principal	0.16	Debt	Long	UK
ATHENE GLOBAL FUNDING SECURED 144A 01/25 2.5	496.14 k	500.00 k principal	0.16	Debt	Long	USA
STANDARD CHARTERED PLC SR UNSECURED 144A 01/26 VAR	495.82 k	500.00 k principal	0.16	Debt	Long	UK
NATURAL GAS FUTR DEC24 XNYM 20241126	493.15 k	235.00 contracts	0.16	Commodity derivative	N/A	USA
SILVER CMX WR FAC 2025 CNT RDR	468.74 k	15.10 k shares	0.15	Commodity	Long	USA
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875	465.68 k	466.00 k principal	0.15	Debt	Long	USA
EXPE Expedia Group, Inc.	438.17 k	437.00 k principal	0.14	Debt	Long	USA
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A2B 144A	426.01 k	425.42 k principal	0.14	ABS-other	Long	USA
BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A	420.57 k	419.72 k principal	0.13	ABS-other	Long	USA
JAMESTOWN CLO LTD JTWN 2022 18A A1R 144A	400.37 k	400.00 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NMR Nomura Holdings, Inc.	397.00 k	400.00 k principal	0.13	Debt	Long	Japan
GASOLINE RBOB FUT DEC24 XNYM 20241129	396.03 k	-70.00 contracts	0.13	Commodity derivative	N/A	USA
WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR	393.56 k	400.00 k principal	0.13	Debt	Long	USA
LIVE CATTLE FUTR DEC24 XCME 20241231	375.27 k	143.00 contracts	0.12	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR JAN25 XCBT 20250114	360.32 k	224.00 contracts	0.11	Commodity derivative	N/A	USA
REALKREDIT DANMARK COVERED REGS 01/25 1	349.01 k	2.35 mm principal	0.11	Debt	Long	Denmark
BANK OF QUEENSLAND LTD SR UNSECURED REGS 12/24 VAR	345.93 k	500.00 k principal	0.11	Debt	Long	Australia
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2B 144A	333.82 k	333.33 k principal	0.11	ABS-other	Long	USA
SOYBEAN FUTURE JAN25 XCBT 20250114	330.39 k	164.00 contracts	0.11	Commodity derivative	N/A	USA
SPACE COAST CREDIT UNION SCCU 2023 1A A2 144A	323.35 k	321.98 k principal	0.10	ABS-other	Long	USA
LME ZINC FUTURE NOV24 XLME 20241118	316.34 k	70.00 contracts	0.10	Commodity derivative	N/A	UK
LME COPPER FUTURE DEC24 XLME 20241216	308.93 k	24.00 contracts	0.10	Commodity derivative	N/A	UK
GOLD 100 OZ FUTR APR25 XCEC 20250428	301.55 k	52.00 contracts	0.10	Commodity derivative	N/A	USA
LME ZINC FUTURE MAR25 XLME 20250317	299.86 k	77.00 contracts	0.10	Commodity derivative	N/A	UK
COPPER FUTURE DEC24 XCEC 20241227	294.00 k	28.00 contracts	0.09	Commodity derivative	N/A	USA
LIVE CATTLE FUTR APR25 XCME 20250430	292.37 k	162.00 contracts	0.09	Commodity derivative	N/A	USA
LME COPPER FUTURE MAR25 XLME 20250317	281.33 k	18.00 contracts	0.09	Commodity derivative	N/A	UK
LME NICKEL FUTURE MAR25 XLME 20250317	279.10 k	89.00 contracts	0.09	Commodity derivative	N/A	UK
SVENSKA HANDELSBANKEN AB REGS 06/25 VAR	250.97 k	250.00 k principal	0.08	Debt	Long	Sweden
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H05 FT	234.10 k	234.15 k principal	0.07	ABS-mortgage backed security	Long	USA
NASSAU 2017 II LTD NCC 2017 IIA AL 144A	233.62 k	233.55 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/25 2.3	197.78 k	200.00 k principal	0.06	Debt	Long	USA
SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2B 144A	186.81 k	186.57 k principal	0.06	ABS-other	Long	USA
LME ZINC FUTURE JAN25 XLME 20250113	185.77 k	46.00 contracts	0.06	Commodity derivative	N/A	UK
TREASURY BILL 12/24 0.00000	172.58 k	174.00 k principal	0.05	Debt	Long	USA
SILVER CMX WR FAC 4001 BRINKS RDR	158.32 k	5.10 k shares	0.05	Commodity	Long	USA
COMM SWAP JMABNIC5 JPM	157.71 k	1.00 contracts	0.05	Commodity derivative	N/A	USA
LME PRI ALUM FUTR MAR25 XLME 20250317	155.21 k	105.00 contracts	0.05	Commodity derivative	N/A	UK
LME PRI ALUM FUTR JAN25 XLME 20250113	153.04 k	207.00 contracts	0.05	Commodity derivative	N/A	UK
NATURAL GAS FUTR MAR25 XNYM 20250226	140.30 k	72.00 contracts	0.04	Commodity derivative	N/A	USA
CA CARBON ALLOW 25DEC25 IFED 20251224	129.78 k	324.00 contracts	0.04	Commodity derivative	N/A	USA
COMM SWAP PIMCODB GST	123.68 k	1.00 contracts	0.04	Commodity derivative	N/A	USA
AMERICAN HONDA FINANCE SR UNSECURED 11/24 VAR	100.08 k	100.00 k principal	0.03	Debt	Long	USA
PSP CAPITAL INC COMPANY GUAR REGS 03/25 VAR	100.04 k	100.00 k principal	0.03	Debt	Long	Canada
BANQUE FED CRED MUTUEL REGS 02/25 0.998	98.64 k	100.00 k principal	0.03	Debt	Long	France
COMM SWAP PIMCODB CIB	89.48 k	1.00 contracts	0.03	Commodity derivative	N/A	USA
NAT GAS EURO OPT NOV24C 3.4 EXP 10/28/2024	88.70 k	154.00 contracts	0.03	Commodity derivative	N/A	USA
SILVER FUTURE MAR25 XCEC 20250327	75.67 k	20.00 contracts	0.02	Commodity derivative	N/A	USA
LME NICKEL FUTURE NOV24 XLME 20241118	71.51 k	-109.00 contracts	0.02	Commodity derivative	N/A	UK
LME NICKEL FUTURE JAN25 XLME 20250113	69.19 k	117.00 contracts	0.02	Commodity derivative	N/A	UK
COTTON NO.2 FUTR DEC24 IFUS 20241206	55.80 k	31.00 contracts	0.02	Commodity derivative	N/A	USA
BOUGHT AUD SOLD USD 20241002 Citibank, National Association	51.55 k	1.00 contracts	0.02	DFE	N/A	Australia
WORLD OMNI AUTOMOBILE LEASE SE WOLS 2023 A A2B	45.98 k	45.94 k principal	0.01	ABS-other	Long	USA
JOHN DEERE CAPITAL CORP SR UNSECURED 03/26 VAR	45.12 k	45.00 k principal	0.01	Debt	Long	USA
TREASURY BILL 10/24 0.00000	42.91 k	43.00 k principal	0.01	Debt	Long	USA
ECX EMISSION DEC24 NDEX 20241216	40.40 k	36.00 contracts	0.01	Commodity derivative	N/A	Netherlands