PIMCO CommodityRealReturn Strategy Fund

Fund Profile

Fund profile

Tickers

PCRIX, PCRRX, PCRAX, PCRCX, PCRPX, PCSRX, PCRNX

Fund manager

Pimco Funds

Total assets

$5.66 bn

Liabilities

$1.99 bn

Net assets

$3.67 bn

Number of holdings

968.00

Top 200 of 968 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	268.04 mm	27.53 mm principal	7.31	Short-term investment vehicle	Long	USA
TSY INFL IX N/B 10/26 0.125	250.25 mm	257.31 mm principal	6.82	Debt	Long	USA
TSY INFL IX N/B 07/26 0.125	199.10 mm	204.21 mm principal	5.43	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	193.11 mm	200.89 mm principal	5.26	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/29 2.125	184.10 mm	179.07 mm principal	5.02	Debt	Long	USA
RVPO BANK OF NOVA SCOTIA	170.06 mm	230.00 mm principal	4.63	Repurchase agreement	Long	Canada
TSY INFL IX N/B 07/28 0.75	163.83 mm	167.50 mm principal	4.47	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	161.41 mm	164.00 mm principal	4.40	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/29 0.875	157.04 mm	160.81 mm principal	4.28	Debt	Long	USA
REPO BANK OF MONTREAL ZCP	133.09 mm	180.00 mm principal	3.63	Repurchase agreement	Long	Canada
GNMA II TBA 30 YR 3.5 JUMBOS	131.45 mm	139.90 mm principal	3.58	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	131.13 mm	128.30 mm principal	3.57	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/28 1.25	120.21 mm	121.32 mm principal	3.28	Debt	Long	USA
RVPO BANK OF NOVA SCOTIA	118.30 mm	160.00 mm principal	3.22	Repurchase agreement	Long	Canada
TSY INFL IX N/B 10/27 1.625	115.77 mm	114.99 mm principal	3.16	Debt	Long	USA
TREASURY BILL 10/24 0.00000	113.69 mm	113.93 mm principal	3.10	Debt	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	108.93 mm	98.49 mm principal	2.97	Debt	Long	Italy
TSY INFL IX N/B 07/25 0.375	96.01 mm	97.39 mm principal	2.62	Debt	Long	USA
TSY INFL IX N/B 04/26 0.125	95.82 mm	98.55 mm principal	2.61	Debt	Long	USA
TSY INFL IX N/B 01/28 0.5	85.58 mm	88.37 mm principal	2.33	Debt	Long	USA
JAPAN GOVT CPI LINKED BONDS 03/29 0.1	76.94 mm	10.64 bn principal	2.10	Debt	Long	Japan
TSY INFL IX N/B 07/30 0.125	76.63 mm	82.38 mm principal	2.09	Debt	Long	USA
TSY INFL IX N/B 10/28 2.375	75.31 mm	72.50 mm principal	2.05	Debt	Long	USA
MERRILL LYNCH REPO CAD REPO	73.94 mm	100.00 mm principal	2.02	Repurchase agreement	Long	Canada
TSY INFL IX N/B 01/31 0.125	71.42 mm	77.69 mm principal	1.95	Debt	Long	USA
TSY INFL IX N/B 01/27 0.375	67.82 mm	69.79 mm principal	1.85	Debt	Long	USA
TSY INFL IX N/B 07/31 0.125	66.57 mm	72.73 mm principal	1.81	Debt	Long	USA
TREASURY BILL 10/24 0.00000	66.02 mm	66.22 mm principal	1.80	Debt	Long	USA
TSY INFL IX N/B 07/27 0.375	62.53 mm	64.29 mm principal	1.70	Debt	Long	USA
REPO BANK AMERICA REPO	60.60 mm	60.60 mm principal	1.65	Repurchase agreement	Long	USA
TSY INFL IX N/B 01/28 1.75	60.45 mm	59.95 mm principal	1.65	Debt	Long	USA
TSY INFL IX N/B 01/29 2.5	56.56 mm	54.22 mm principal	1.54	Debt	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	55.44 mm	51.86 mm principal	1.51	Debt	Long	France
TORONTO DOMINION BANK REPO DUMMY ASSET	51.76 mm	70.00 mm principal	1.41	Repurchase agreement	Long	Canada
J P MORGAN TERM REPO	50.39 mm	50.39 mm principal	1.37	Repurchase agreement	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	49.41 mm	283.90 mm principal	1.35	Debt	Long	Brazil
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	39.47 mm	38.30 mm principal	1.08	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/33 1.375	33.30 mm	33.76 mm principal	0.91	Debt	Long	USA
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM Fixed Income Clearing Corp	30.20 mm	30.20 mm principal	0.82	Repurchase agreement	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	29.95 mm	29.30 mm principal	0.82	ABS-mortgage backed security	Long	USA
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	28.47 mm	25.89 mm principal	0.78	Debt	Long	France
JAPAN GOVT CPI LINKED BONDS 03/28 0.1	26.71 mm	3.71 bn principal	0.73	Debt	Long	Japan
TREASURY BILL 11/24 0.00000	23.44 mm	23.55 mm principal	0.64	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	21.95 mm	21.70 mm principal	0.60	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/30 0.125	21.91 mm	23.47 mm principal	0.60	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	18.59 mm	18.90 mm principal	0.51	ABS-mortgage backed security	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	18.51 mm	18.52 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TREASURY BILL 10/24 0.00000	18.41 mm	18.48 mm principal	0.50	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	18.14 mm	18.80 mm principal	0.49	Debt	Long	USA
TSY INFL IX N/B 04/29 3.875	17.22 mm	15.59 mm principal	0.47	Debt	Long	USA
CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	16.21 mm	20.67 mm principal	0.44	Debt	Long	Canada
COMM SWAP TBL/BCOMF1TC BPS	15.83 mm	1.00 contracts	0.43	Commodity derivative	N/A	USA
TSY INFL IX N/B 07/29 0.25	15.77 mm	16.62 mm principal	0.43	Debt	Long	USA
VENTURE CDO LTD VENTR 2019 38A A1R 144A	14.72 mm	14.70 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM SWAP TBL/BCOMTR GST	14.66 mm	1.00 contracts	0.40	Commodity derivative	N/A	USA
INF SWAP US IT 1.79375 08/24/20-7Y LCH	14.10 mm	1.00 contracts	0.38	Interest rate derivative	N/A	USA
RECKITT BENCKISER TREAS	13.07 mm	13.10 mm principal	0.36	Debt	Long	UK
TSY INFL IX N/B 07/34 1.875	12.74 mm	12.43 mm principal	0.35	Debt	Long	USA
JONES LANG LASALLE FIN BV 4/A2 10/24 ZCP	12.38 mm	12.40 mm principal	0.34	Debt	Long	Netherlands
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	11.53 mm	10.83 mm principal	0.31	Debt	Long	Italy
VMC FINANCE LLC VMC 2022 FL5 A 144A	10.88 mm	10.94 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	USA
BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A	10.86 mm	9.76 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Ireland
OCP EURO CLO OCPE 2020 4A AR 144A	10.72 mm	9.66 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Ireland
COMM SWAP TBL/BCOMTR BPS	9.46 mm	1.00 contracts	0.26	Commodity derivative	N/A	USA
TSY INFL IX N/B 01/26 0.625	9.45 mm	9.64 mm principal	0.26	Debt	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A	9.33 mm	11.00 mm principal	0.25	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMF1TC GST	9.30 mm	1.00 contracts	0.25	Commodity derivative	N/A	USA
COMM SWAP TBL/RBCAECT0 RBC	9.17 mm	1.00 contracts	0.25	Commodity derivative	N/A	USA
VENTURE CDO LTD VENTR 2019 36A A1AR 144A	9.01 mm	9.00 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR USD SOFR/2.86500 02/13/24-30Y LCH	8.89 mm	1.00 contracts	0.24	Interest rate derivative	N/A	USA
COMM SWAP TBL/BCOMTR2 BOA	8.79 mm	1.00 contracts	0.24	Commodity derivative	N/A	USA
CORDATUS CLO PLC CORDA 11A AR 144A	8.70 mm	7.82 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Ireland
IRS EUR 0.19700 11/08/22-30Y LCH	8.67 mm	1.00 contracts	0.24	Interest rate derivative	N/A	N/A
IRS EUR 2.50000 03/19/25-10Y LCH	8.43 mm	1.00 contracts	0.23	Interest rate derivative	N/A	N/A
TSY INFL IX N/B 02/54 2.125	8.43 mm	8.10 mm principal	0.23	Debt	Long	USA
HARVEST CLO HARVT 16A ARR 144A	8.33 mm	7.50 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Ireland
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A	8.27 mm	7.44 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Ireland
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M2	7.96 mm	8.70 mm principal	0.22	ABS-mortgage backed security	Long	USA
WELLFLEET CLO LTD WELF 2019 XA A1R 144A	7.66 mm	7.65 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM SWAP TBL/BCOMTR1 MYC	7.63 mm	1.00 contracts	0.21	Commodity derivative	N/A	USA
MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A	7.60 mm	18.52 mm principal	0.21	ABS-mortgage backed security	Long	USA
CROWN CASTLE	7.47 mm	7.50 mm principal	0.20	Debt	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2B	7.46 mm	8.80 mm principal	0.20	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	7.26 mm	7.40 mm principal	0.20	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMTR MEI	7.00 mm	1.00 contracts	0.19	Commodity derivative	N/A	USA
REPO BANK AMERICA REPO	7.00 mm	7.00 mm principal	0.19	Repurchase agreement	Long	USA
TSY INFL IX N/B 02/44 1.375	7.00 mm	7.67 mm principal	0.19	Debt	Long	USA
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	6.97 mm	6.97 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM SWAP TBL/BCOMTR1 MEI	6.92 mm	1.00 contracts	0.19	Commodity derivative	N/A	USA
COMM SWAP TBL/BCOMTR1 GST	6.76 mm	1.00 contracts	0.18	Commodity derivative	N/A	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A	6.66 mm	5.99 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Ireland
COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5	6.63 mm	7.50 mm principal	0.18	ABS-mortgage backed security	Long	USA
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	6.57 mm	5.94 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Ireland
BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A	6.39 mm	5.74 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
RFRF USD SOFR/2.28500 11/15/23-30Y LCH	6.34 mm	1.00 contracts	0.17	Interest rate derivative	N/A	USA
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3	6.24 mm	18.32 mm principal	0.17	ABS-mortgage backed security	Long	USA
CROWN CASTLE	6.23 mm	6.26 mm principal	0.17	Debt	Long	USA
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	6.22 mm	6.21 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	6.17 mm	6.19 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5	6.13 mm	49.11 mm principal	0.17	Debt	Long	Denmark
INF SWAP US IT 1.89 08/27/20-7Y LCH	5.98 mm	1.00 contracts	0.16	Interest rate derivative	N/A	USA
TSY INFL IX N/B 01/32 0.125	5.95 mm	6.58 mm principal	0.16	Debt	Long	USA
ARMADA EURO CLO ARMDA 3A A1R 144A	5.90 mm	5.29 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 04/27 0.125	5.79 mm	6.02 mm principal	0.16	Debt	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	5.78 mm	5.20 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Ireland
ARES EURO CLO ARESE 12A AR 144A	5.77 mm	5.20 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Ireland
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	5.60 mm	13.27 mm principal	0.15	ABS-mortgage backed security	Long	USA
JONES LANG LASALLE FIN BV 4/A2 10/24 ZCP	5.44 mm	5.46 mm principal	0.15	Debt	Long	Netherlands
TORO EUROPEAN CLO TCLO 6A AR 144A	5.44 mm	4.89 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Ireland
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4	5.25 mm	12.12 mm principal	0.14	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMTR JPM	5.05 mm	1.00 contracts	0.14	Commodity derivative	N/A	USA
RFRF USD SOFR/2.23650 11/21/23-30Y LCH	5.03 mm	1.00 contracts	0.14	Interest rate derivative	N/A	USA
COMM SWAP TBL/BCOMTR2 GST	5.02 mm	1.00 contracts	0.14	Commodity derivative	N/A	USA
COMM SWAP TBL/CB CIXBSTR3 CBK	5.02 mm	1.00 contracts	0.14	Commodity derivative	N/A	USA
MADISON PARK EURO FUNDING CADOG 13A AR 144A	5.00 mm	4.49 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
HARVEST CLO HARVT 20A AR 144A	4.96 mm	4.47 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Ireland
MAN GLG EURO CLO GLGE 5A A1R 144A	4.73 mm	4.25 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Ireland
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A	4.67 mm	4.67 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D	4.65 mm	5.49 mm principal	0.13	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	4.56 mm	4.57 mm principal	0.12	ABS-mortgage backed security	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	4.55 mm	4.07 mm principal	0.12	Debt	Long	Italy
IRS EUR 0.19500 11/04/22-30Y LCH	4.44 mm	1.00 contracts	0.12	Interest rate derivative	N/A	N/A
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	4.36 mm	4.48 mm principal	0.12	ABS-mortgage backed security	Long	USA
IRS EUR 0.19000 11/04/22-30Y LCH	4.28 mm	1.00 contracts	0.12	Interest rate derivative	N/A	N/A
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A	4.22 mm	3.79 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Ireland
TSY INFL IX N/B 02/42 0.75	4.18 mm	5.01 mm principal	0.11	Debt	Long	USA
TSY INFL IX N/B 02/40 2.125	4.10 mm	3.93 mm principal	0.11	Debt	Long	USA
POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2	4.06 mm	4.30 mm principal	0.11	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/BCOMF1TC GST	4.05 mm	1.00 contracts	0.11	Commodity derivative	N/A	USA
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH5 M2	4.00 mm	4.50 mm principal	0.11	ABS-mortgage backed security	Long	USA
BAC Bank of America Corporation	3.89 mm	3.84 mm shares	0.11	Preferred equity	Long	USA
TSY INFL IX N/B 02/46 1	3.88 mm	4.65 mm principal	0.11	Debt	Long	USA
CROWN CASTLE	3.80 mm	3.80 mm principal	0.10	Debt	Long	USA
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	3.77 mm	3.71 mm principal	0.10	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.31125 02/24/21-10Y LCH	3.76 mm	1.00 contracts	0.10	Interest rate derivative	N/A	USA
OZLM LTD OZLM 2019 24A A1AR 144A	3.70 mm	3.70 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ARGENT SECURITIES INC. ARSI 2006 M1 A1	3.60 mm	4.06 mm principal	0.10	ABS-mortgage backed security	Long	USA
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A	3.58 mm	3.22 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Ireland
COMM SWAP TBL/BCOMTR1 GST	3.57 mm	1.00 contracts	0.10	Commodity derivative	N/A	USA
TSY INFL IX N/B 02/41 2.125	3.50 mm	3.34 mm principal	0.10	Debt	Long	USA
ICG US CLO LTD ICG 2018 2A A 144A	3.46 mm	3.45 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CAIRN CLO BV CRNCL 2018 10A AR 144A	3.41 mm	3.07 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
INF SWAP US IT 1.7975 08/25/20-7Y LCH	3.38 mm	1.00 contracts	0.09	Interest rate derivative	N/A	USA
VOYA CLO LTD INGIM 2013 1A A1AR 144A	3.36 mm	3.36 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VENTURE CDO LTD VENTR 2018 33A A1LR 144A	3.29 mm	3.29 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A	3.27 mm	3.17 mm principal	0.09	ABS-mortgage backed security	Long	USA
WIND RIVER CLO LTD WINDR 2019 3A AR 144A	3.24 mm	3.23 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HARVEST CLO HARVT 12A AR 144A	3.18 mm	2.85 mm principal	0.09	ABS-collateralized bond/debt obligation	Long	Ireland
HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3	3.10 mm	6.96 mm principal	0.08	ABS-mortgage backed security	Long	USA
COMM SWAP JMABNIC5 JPM	3.09 mm	1.00 contracts	0.08	Commodity derivative	N/A	USA
CORDATUS CLO PLC CORDA 7A ARR 144A	3.07 mm	2.76 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Ireland
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3	3.06 mm	3.20 mm principal	0.08	ABS-mortgage backed security	Long	USA
TCW CLO TCW 2018 1A A1R 144A	3.05 mm	3.05 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A	3.02 mm	3.01 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PARK PLACE SECURITIES INC PPSI 2004 WWF1 M6	3.00 mm	3.10 mm principal	0.08	ABS-mortgage backed security	Long	USA
BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A	2.97 mm	3.10 mm principal	0.08	ABS-mortgage backed security	Long	USA
NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A	2.92 mm	2.92 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A	2.91 mm	2.90 mm principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2	2.89 mm	3.10 mm principal	0.08	ABS-mortgage backed security	Long	USA
ADAGIO CLO ADAGI V A ARR 144A	2.66 mm	2.40 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Ireland
COMM SWAP TBL/BCOMTR2 GST	2.65 mm	1.00 contracts	0.07	Commodity derivative	N/A	USA
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1	2.65 mm	11.84 mm principal	0.07	ABS-mortgage backed security	Long	USA
TRS R FEDL01+13.5/9128283R9 SOG	2.59 mm	1.00 contracts	0.07	Credit derivative	N/A	USA
COMM SWAP PIMCODB CIB	2.59 mm	1.00 contracts	0.07	Commodity derivative	N/A	USA
BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1	2.49 mm	2.90 mm principal	0.07	ABS-mortgage backed security	Long	USA
VOYA CLO LTD INGIM 2012 4A A1R3 144A	2.49 mm	2.48 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A	2.45 mm	2.62 mm principal	0.07	ABS-mortgage backed security	Long	USA
COMM SWAP TBL/RBCAEC0T RBC	2.45 mm	1.00 contracts	0.07	Commodity derivative	N/A	USA
522 FUNDING CLO LTD MORGN 2018 3A AR 144A	2.44 mm	2.44 mm principal	0.07	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C	2.42 mm	7.84 mm principal	0.07	ABS-mortgage backed security	Long	USA
DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A	2.38 mm	2.38 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AQUEDUCT EUROPEAN CLO AQUE 2017 1A AR 144A	2.25 mm	2.02 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
CONAGRA BRANDS INC	2.25 mm	2.25 mm principal	0.06	Debt	Long	USA
LEHMAN XS TRUST LXS 2006 8 3A4	2.24 mm	2.30 mm principal	0.06	ABS-mortgage backed security	Long	USA
VENTURE CDO LTD VENTR 2017 27A AR 144A	2.22 mm	2.22 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A	2.20 mm	2.20 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Bermuda
VARS GOLDLNPM 0.06325225 04/10/26 JPM	2.18 mm	1.00 contracts	0.06	Interest rate derivative	N/A	USA
CIM TRUST CIM 2021 R3 A1A 144A	2.18 mm	2.37 mm principal	0.06	ABS-mortgage backed security	Long	USA
LCM LTD PARTNERSHIP LCM 17A A1AR 144A	2.15 mm	2.15 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A	2.15 mm	2.15 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A	2.14 mm	2.14 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A	2.08 mm	2.08 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DRYDEN LEVERAGED LOAN CDO DRYD 2017 59A A 144A	2.07 mm	1.87 mm principal	0.06	ABS-collateralized bond/debt obligation	Long	Ireland
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A4	2.02 mm	2.19 mm principal	0.06	ABS-mortgage backed security	Long	USA
ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A	2.00 mm	2.00 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3	1.98 mm	3.77 mm principal	0.05	ABS-mortgage backed security	Long	USA
GSAMP TRUST GSAMP 2007 HE2 A2D	1.97 mm	2.45 mm principal	0.05	ABS-mortgage backed security	Long	USA
INF SWAP US IT 2.7675 05/13/21-5Y LCH	1.96 mm	1.00 contracts	0.05	Interest rate derivative	N/A	USA
BSST MORTGAGE TRUST BSST 2022 1700 A 144A	1.96 mm	2.20 mm principal	0.05	ABS-mortgage backed security	Long	USA
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	1.94 mm	2.07 mm principal	0.05	ABS-other	Long	USA
HOME EQUITY ASSET TRUST HEAT 2005 8 M2	1.93 mm	1.97 mm principal	0.05	ABS-mortgage backed security	Long	USA
OCP CLO LTD OCP 2014 7A A1RR 144A	1.92 mm	1.92 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CEDAR FUNDING LTD CEDF 2016 5A A1R 144A	1.91 mm	1.91 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM SWAP TBL/BCOMTR1 BPS	1.90 mm	1.00 contracts	0.05	Commodity derivative	N/A	USA
TREASURY BILL 12/24 0.00000	1.90 mm	1.92 mm principal	0.05	Debt	Long	USA
INF SWAP EM NI 2.763 09/15/23-30Y LCH	1.88 mm	1.00 contracts	0.05	Interest rate derivative	N/A	N/A
POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A3	1.86 mm	2.00 mm principal	0.05	ABS-mortgage backed security	Long	USA
DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A	1.85 mm	1.85 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A	1.85 mm	1.84 mm principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRS R 5.33/91282CDC2 BPS	1.83 mm	1.00 contracts	0.05	Credit derivative	N/A	USA