PIMCO Real Return Portfolio

Fund Profile

Fund profile

Tickers

VPVRRDV, VPVRRIV, VPVRRVV

Fund manager

Pimco Variable Insurance Trust

Total assets

$2.92 bn

Liabilities

$1.50 bn

Net assets

$1.41 bn

Number of holdings

476.00

Top 200 of 476 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
TSY INFL IX N/B 07/32 0.625	79.08 mm	88.16 mm principal	5.59	Debt	Long	USA
TSY INFL IX N/B 01/28 0.5	76.88 mm	81.57 mm principal	5.44	Debt	Long	USA
TSY INFL IX N/B 10/28 2.375	72.81 mm	71.85 mm principal	5.15	Debt	Long	USA
TSY INFL IX N/B 04/29 3.875	57.88 mm	53.57 mm principal	4.09	Debt	Long	USA
TSY INFL IX N/B 01/28 1.75	52.32 mm	53.15 mm principal	3.70	Debt	Long	USA
TSY INFL IX N/B 02/44 1.375	51.40 mm	59.91 mm principal	3.64	Debt	Long	USA
TSY INFL IX N/B 04/28 3.625	48.99 mm	46.60 mm principal	3.46	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	46.36 mm	43.77 mm principal	3.28	Debt	Long	Italy
TSY INFL IX N/B 02/45 0.75	44.37 mm	59.17 mm principal	3.14	Debt	Long	USA
TSY INFL IX N/B 07/30 0.125	43.67 mm	48.79 mm principal	3.09	Debt	Long	USA
TSY INFL IX N/B 07/25 0.375	43.09 mm	44.20 mm principal	3.05	Debt	Long	USA
TSY INFL IX N/B 10/25 0.125	42.42 mm	43.86 mm principal	3.00	Debt	Long	USA
TSY INFL IX N/B 07/33 1.375	41.93 mm	44.39 mm principal	2.97	Debt	Long	USA
TSY INFL IX N/B 10/26 0.125	40.85 mm	42.91 mm principal	2.89	Debt	Long	USA
TSY INFL IX N/B 07/28 0.75	39.40 mm	41.45 mm principal	2.79	Debt	Long	USA
TSY INFL IX N/B 01/30 0.125	37.78 mm	41.97 mm principal	2.67	Debt	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	37.29 mm	41.50 mm principal	2.64	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/26 0.125	36.49 mm	38.16 mm principal	2.58	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	35.74 mm	37.90 mm principal	2.53	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	33.28 mm	33.20 mm principal	2.35	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/42 0.75	32.71 mm	41.83 mm principal	2.31	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	27.82 mm	30.40 mm principal	1.97	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/26 0.625	27.70 mm	28.63 mm principal	1.96	Debt	Long	USA
TSY INFL IX N/B 01/26 2	27.42 mm	27.76 mm principal	1.94	Debt	Long	USA
TSY INFL IX N/B 07/31 0.125	26.22 mm	29.85 mm principal	1.85	Debt	Long	USA
TSY INFL IX N/B 02/46 1	23.55 mm	30.14 mm principal	1.67	Debt	Long	USA
TSY INFL IX N/B 10/27 1.625	23.12 mm	23.49 mm principal	1.63	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	20.96 mm	20.60 mm principal	1.48	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/47 0.875	20.80 mm	27.67 mm principal	1.47	Debt	Long	USA
TSY INFL IX N/B 04/26 0.125	19.07 mm	19.96 mm principal	1.35	Debt	Long	USA
TSY INFL IX N/B 01/29 2.5	18.40 mm	18.07 mm principal	1.30	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	17.44 mm	18.50 mm principal	1.23	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	17.26 mm	17.50 mm principal	1.22	ABS-mortgage backed security	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	15.76 mm	15.05 mm principal	1.11	Debt	Long	France
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	15.48 mm	2.37 bn principal	1.09	Debt	Long	Japan
TSY INFL IX N/B 01/31 0.125	13.79 mm	15.62 mm principal	0.98	Debt	Long	USA
TSY INFL IX N/B 01/29 0.875	13.38 mm	14.12 mm principal	0.95	Debt	Long	USA
TSY INFL IX N/B 04/29 2.125	11.88 mm	11.86 mm principal	0.84	Debt	Long	USA
TSY INFL IX N/B 02/51 0.125	11.47 mm	19.81 mm principal	0.81	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	11.11 mm	12.00 mm principal	0.79	Debt	Long	USA
TSY INFL IX N/B 02/40 2.125	10.52 mm	10.62 mm principal	0.74	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	10.11 mm	1.55 bn principal	0.71	Debt	Long	Japan
FRANCE (GOVT OF) BONDS 144A REGS 07/24 0.25	9.67 mm	9.04 mm principal	0.68	Debt	Long	France
TSY INFL IX N/B 01/32 0.125	9.50 mm	10.97 mm principal	0.67	Debt	Long	USA
TSY INFL IX N/B 02/41 2.125	9.31 mm	9.38 mm principal	0.66	Debt	Long	USA
TSY INFL IX N/B 07/27 0.375	8.83 mm	9.30 mm principal	0.62	Debt	Long	USA
TSY INFL IX N/B 04/27 0.125	8.57 mm	9.10 mm principal	0.61	Debt	Long	USA
TSY INFL IX N/B 01/27 0.375	8.27 mm	8.70 mm principal	0.58	Debt	Long	USA
TSY INFL IX N/B 01/25 2.375	8.26 mm	8.33 mm principal	0.58	Debt	Long	USA
TSY INFL IX N/B 07/29 0.25	8.08 mm	8.80 mm principal	0.57	Debt	Long	USA
TSY INFL IX N/B 02/50 0.25	7.43 mm	12.16 mm principal	0.53	Debt	Long	USA
TSY INFL IX N/B 02/54 2.125	7.26 mm	7.46 mm principal	0.51	Debt	Long	USA
TSY INFL IX N/B 04/25 0.125	7.21 mm	7.42 mm principal	0.51	Debt	Long	USA
TSY INFL IX N/B 02/43 0.625	6.79 mm	9.03 mm principal	0.48	Debt	Long	USA
TSY INFL IX N/B 02/53 1.5	5.85 mm	6.96 mm principal	0.41	Debt	Long	USA
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	5.33 mm	6.87 mm principal	0.38	Debt	Long	Canada
TSY INFL IX N/B 02/48 1	5.29 mm	6.90 mm principal	0.37	Debt	Long	USA
CIFC EUROPEAN FUNDING CLO CIFCE 3A A 144A	5.09 mm	4.75 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Ireland
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	5.03 mm	5.20 mm principal	0.36	ABS-mortgage backed security	Long	USA
IRS EUR 0.19700 11/08/22-30Y LCH	4.97 mm	1.00 contracts	0.35	Interest rate derivative	N/A	N/A
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	4.68 mm	4.70 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RAD CLO LTD RAD 2019 5A AR 144A	4.21 mm	4.20 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 02/52 0.125	3.84 mm	6.76 mm principal	0.27	Debt	Long	USA
RFR USD SOFR/2.86500 02/13/24-30Y LCH	3.70 mm	1.00 contracts	0.26	Interest rate derivative	N/A	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	3.47 mm	3.52 mm principal	0.25	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
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	3.02 mm	3.02 mm principal	0.21	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/32 3.375	2.91 mm	2.66 mm principal	0.21	Debt	Long	USA
IRS EUR 0.19500 11/04/22-30Y LCH	2.82 mm	1.00 contracts	0.20	Interest rate derivative	N/A	N/A
CUMULUS STATIC CLO CMLST 2023 1A A 144A	2.79 mm	2.60 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Ireland
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	2.73 mm	2.90 mm principal	0.19	ABS-mortgage backed security	Long	USA
IRS EUR 0.19000 11/04/22-30Y LCH	2.72 mm	1.00 contracts	0.19	Interest rate derivative	N/A	N/A
ANCHORAGE CAPITAL EUROPE CLO ANCHE 1A A1R 144A	2.69 mm	2.51 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 2.31125 02/24/21-10Y LCH	2.58 mm	1.00 contracts	0.18	Interest rate derivative	N/A	USA
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	2.53 mm	2.51 mm principal	0.18	Debt	Long	France
HAYFIN EMERALD CLO HAYEM 12A A 144A	2.36 mm	2.20 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
DRYDEN EURO CLO DRYD 2015 44A A1RR 144A	2.34 mm	2.19 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 04/28 1.25	2.22 mm	2.30 mm principal	0.16	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 F	2.21 mm	2.20 mm principal	0.16	ABS-mortgage backed security	Long	USA
RFRF USD SOFR/2.28500 11/15/23-30Y LCH	2.11 mm	1.00 contracts	0.15	Interest rate derivative	N/A	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1	2.03 mm	2.19 mm principal	0.14	ABS-mortgage backed security	Long	USA
PROVIDUS CLO PRVD 4A AR 144A	2.02 mm	1.90 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
SOLD EUR BOUGHT USD 20240702 Wells Fargo Bank, National Association	2.00 mm	1.00 contracts	0.14	DFE	N/A	N/A
BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A	1.99 mm	1.99 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CVC CORDATUS OPPORTUNITY LOAN COLFR 1A A 144A	1.93 mm	1.80 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
CIFC FUNDING LTD CIFC 2017 4A A1R 144A	1.84 mm	1.84 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	1.80 mm	1.79 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	1.76 mm	1.85 mm principal	0.12	ABS-mortgage backed security	Long	USA
ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A	1.72 mm	1.60 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	1.69 mm	1.00 contracts	0.12	Interest rate derivative	N/A	USA
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4	1.67 mm	1.74 mm principal	0.12	ABS-mortgage backed security	Long	USA
DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A	1.61 mm	1.61 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	1.60 mm	1.60 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	1.60 mm	1.62 mm principal	0.11	ABS-mortgage backed security	Long	USA
WIND RIVER CLO LTD WINDR 2019 3A AR 144A	1.60 mm	1.60 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BDS LTD BDS 2022 FL11 ATS 144A	1.59 mm	1.60 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 1A A1R 144A	1.59 mm	1.58 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A	1.58 mm	1.48 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A	1.53 mm	1.53 mm principal	0.11	ABS-other	Long	USA
CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A	1.51 mm	1.50 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Jersey
OSD CLO LTD OSD 2021 23A A 144A	1.49 mm	1.49 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HARVEST CLO HARVT 21A A1R 144A	1.49 mm	1.39 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A	1.48 mm	1.48 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	1.48 mm	1.48 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PARK PLACE SECURITIES INC PPSI 2004 WCW2 M3	1.44 mm	1.47 mm principal	0.10	ABS-mortgage backed security	Long	USA
LEHMAN XS TRUST LXS 2007 20N A1	1.44 mm	1.52 mm principal	0.10	ABS-mortgage backed security	Long	USA
THORNBURG MORTGAGE SECURITIES TMST 2004 2 A1	1.41 mm	1.55 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
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	1.35 mm	1.32 mm principal	0.10	Debt	Long	Italy
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	1.29 mm	1.21 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
FREDDIEMAC STRIP FHS 278 F1	1.22 mm	1.24 mm principal	0.09	ABS-mortgage backed security	Long	USA
BAC Bank of America Corporation	1.22 mm	1.22 mm shares	0.09	Preferred equity	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB	1.20 mm	1.19 mm principal	0.09	ABS-mortgage backed security	Long	USA
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A	1.20 mm	1.20 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HOME EQUITY ASSET TRUST HEAT 2005 8 M2	1.20 mm	1.25 mm principal	0.08	ABS-mortgage backed security	Long	USA
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
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A	1.18 mm	1.11 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 1.7975 08/25/20-7Y LCH	1.13 mm	1.00 contracts	0.08	Interest rate derivative	N/A	USA
INF SWAP US IT 2.41875 03/05/21-5Y LCH	1.10 mm	1.00 contracts	0.08	Interest rate derivative	N/A	USA
INF SWAP US IT 1.89 08/27/20-7Y LCH	1.09 mm	1.00 contracts	0.08	Interest rate derivative	N/A	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 2A A 144A	1.05 mm	984.10 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
SARANAC CLO LTD SRANC 2018 6A A1R 144A	1.04 mm	1.03 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Jersey
APIDOS CLO LTD APID 2017 26A A1AR 144A	1.03 mm	1.03 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B	1.01 mm	1.10 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
NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B	1.01 mm	1.05 mm principal	0.07	ABS-mortgage backed security	Long	USA
APEX CREDIT CLO LLC APEXC 2018 2A A1RR	1.00 mm	1.00 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	965.52 k	1.01 mm principal	0.07	ABS-mortgage backed security	Long	USA
US 10YR ULTRA FUT SEP24 XCBT 20240919	949.39 k	1.11 k contracts	0.07	Interest rate derivative	N/A	USA
522 FUNDING CLO LTD MORGN 2018 3A AR 144A	946.06 k	945.56 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A	931.46 k	930.72 k principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1	930.95 k	2.61 mm principal	0.07	ABS-mortgage backed security	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C	899.61 k	2.59 mm principal	0.06	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1	884.88 k	1.31 mm principal	0.06	ABS-mortgage backed security	Long	USA
TRS R 5.49/91282CDX6 MYC	869.89 k	1.00 contracts	0.06	Credit derivative	N/A	USA
CONTEGO CLO DAC CONTE 4A AR 144A	852.01 k	796.56 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
TRS R 5.49/91282CCM1 MYC	848.21 k	1.00 contracts	0.06	Credit derivative	N/A	USA
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A	846.90 k	846.68 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARES EURO CLO ARESE 2013 6A ARR 144A	843.57 k	787.98 k principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1	793.31 k	810.41 k principal	0.06	ABS-mortgage backed security	Long	USA
SOLD JPY BOUGHT USD 20240702 Wells Fargo Bank, National Association	778.01 k	1.00 contracts	0.06	DFE	N/A	Japan
RFR USD SOFR/4.25000 12/20/23-2Y LCH	777.38 k	1.00 contracts	0.05	Interest rate derivative	N/A	USA
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A	765.21 k	764.69 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIDELITY GRAND HARBOUR CLO GRANH 2019 1A A 144A	750.01 k	699.80 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
FREDDIE MAC FHR 4779 WF	748.12 k	743.72 k principal	0.05	ABS-mortgage backed security	Long	USA
BLACKROCK EUROPEAN CLO DAC BECLO 9A A 144A	747.29 k	700.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	740.98 k	76.16 k principal	0.05	Short-term investment vehicle	Long	USA
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	728.60 k	811.26 k principal	0.05	ABS-other	Long	USA
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A	701.05 k	700.00 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A	697.26 k	696.19 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LCM LOAN INCOME FUND LTD LCMLF 1A A 144A	695.29 k	694.61 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A	694.07 k	854.96 k principal	0.05	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D	679.93 k	1.55 mm principal	0.05	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4687 FG	678.56 k	695.54 k principal	0.05	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH	662.12 k	1.00 contracts	0.05	Interest rate derivative	N/A	USA
ARES CLO LTD ARES 2018 50A AR 144A	660.98 k	660.27 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1	651.13 k	719.48 k principal	0.05	ABS-mortgage backed security	Long	USA
TCW CLO TCW 2018 1A A1R 144A	640.99 k	640.07 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A	638.34 k	599.09 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Ireland
MIDOCEAN CREDIT CLO MIDO 2018 8A A1R 144A	635.99 k	634.48 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR	634.16 k	600.00 k principal	0.04	Debt	Long	UK
HARVEST CLO HARVT 18A A1 144A	633.16 k	590.36 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
ST PAULS CLO SPAUL 4A ARR1 144A	630.93 k	590.48 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC	617.34 k	608.26 k principal	0.04	ABS-mortgage backed security	Long	USA
TRS R 5.49/9128287D6 MYC	606.31 k	1.00 contracts	0.04	Credit derivative	N/A	USA
APIDOS CLO LTD APID 2017 27A A1R 144A	601.82 k	601.03 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A	600.84 k	600.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OZLM LTD OZLM 2019 24A A1AR 144A	600.51 k	600.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A	600.50 k	600.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EUROSAIL PLC ESAIL 2007 3X A3A REGS	597.38 k	473.88 k principal	0.04	ABS-mortgage backed security	Long	UK
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 2A3	574.32 k	649.96 k principal	0.04	ABS-mortgage backed security	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	563.00 k	563.00 k principal	0.04	Repurchase agreement	Long	USA
DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A	556.62 k	556.38 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 2A1	550.64 k	579.69 k principal	0.04	ABS-mortgage backed security	Long	USA
KKR FINANCIAL CLO LTD KKR 9 AR2 144A	542.54 k	541.78 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5	536.13 k	568.05 k principal	0.04	ABS-mortgage backed security	Long	USA
BASTILLE FUNDING BAST 2020 3A A 144A	535.91 k	500.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2018 2A A1A 144A	531.77 k	496.05 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
CEDAR FUNDING LTD CEDF 2016 5A A1R 144A	530.44 k	529.96 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A	530.23 k	529.83 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
INF SWAP US IT 2.703 05/25/21-5Y LCH	526.85 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
MAN GLG EURO CLO GLGE 4A A1 144A	520.72 k	486.28 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Ireland
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	517.06 k	591.53 k principal	0.04	ABS-mortgage backed security	Long	USA
ROMARK CLO LTD RMRK 2017 1A A1R 144A	508.49 k	507.78 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
IRS EUR 2.63492 06/10/24-9Y* LCH	506.62 k	1.00 contracts	0.04	Interest rate derivative	N/A	N/A
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A	506.49 k	620.98 k principal	0.04	ABS-mortgage backed security	Long	USA
VOYA CLO LTD VOYA 2019 2A AR 144A	501.18 k	500.00 k principal	0.04	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR EUR ESTRON/3.47500 02/26/24-1Y LCH	498.83 k	1.00 contracts	0.04	Interest rate derivative	N/A	N/A
MP CLO VII, LTD MP7 2015 1A AR3 144A	494.32 k	493.93 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A	490.05 k	489.52 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEHMAN XS TRUST LXS 2006 7 1A1A	486.84 k	571.39 k principal	0.03	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/27 2.375	481.78 k	481.93 k principal	0.03	Debt	Long	USA
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	473.56 k	473.35 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP EURO CLO OCPE 2017 2A A 144A	466.81 k	435.86 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Ireland
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A	444.13 k	443.53 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	436.89 k	523.98 k principal	0.03	ABS-mortgage backed security	Long	USA
LCM LTD PARTNERSHIP LCM 25A AR 144A	407.09 k	406.97 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A	402.74 k	405.28 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC FUNDING LTD CIFC 2018 1A A 144A	402.04 k	401.64 k principal	0.03	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WACHOVIA MORTGAGE LOAN TRUST, WMLT 2006 ALT1 A3	397.50 k	1.07 mm principal	0.03	ABS-mortgage backed security	Long	USA