PIMCO CommodityRealReturn Strategy Fund Administrative Class (PCRRX)
NASDAQ · Mutual Fund · Delayed Price · Currency is USD
13.51
+0.02 (0.15%)
Mar 11, 2025, 5:00 PM EST

PCRRX Holdings List

Dec 31, 2024
No.SymbolName WeightShares
1TII 0.375 01.15.27UNITED STATES GOVT - TSY INFL IX N/B 01/27 0.3757.45%266,060,408
2TII 0.125 10.15.26UNITED STATES GOVT - TSY INFL IX N/B 10/26 0.1257.25%258,237,064
3TII 2.125 04.15.29UNITED STATES GOVT - TSY INFL IX N/B 04/29 2.1257.15%247,483,375
4TII 0.125 10.15.25UNITED STATES GOVT - TSY INFL IX N/B 10/25 0.1256.07%212,899,750
5TII 0.125 07.15.26UNITED STATES GOVT - TSY INFL IX N/B 07/26 0.1255.78%204,950,703
6TII 0.75 07.15.28UNITED STATES GOVT - TSY INFL IX N/B 07/28 0.754.66%168,107,947
7n/aPIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND4.63%16,490,905
8TII 0.875 01.15.29UNITED STATES GOVT - TSY INFL IX N/B 01/29 0.8754.28%155,142,374
9TII 0.625 01.15.26UNITED STATES GOVT - TSY INFL IX N/B 01/26 0.6254.06%142,520,407
10FNCL 6 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE3.72%128,300,000
11TII 1.25 04.15.28UNITED STATES GOVT - TSY INFL IX N/B 04/28 1.253.42%121,761,523
12TII 1.625 10.15.27UNITED STATES GOVT - TSY INFL IX N/B 10/27 1.6253.31%115,405,563
13FNCL 4 3.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE3.06%115,789,000
14n/aITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 12.93%98,067,620
15TII 1.875 07.15.34UNITED STATES GOVT - TSY INFL IX N/B 07/34 1.8752.83%101,303,193
16TII 0.125 04.15.26UNITED STATES GOVT - TSY INFL IX N/B 04/26 0.1252.79%98,905,564
17FNCL 4.5 3.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE2.56%94,200,000
18TII 0.125 07.15.30UNITED STATES GOVT - TSY INFL IX N/B 07/30 0.1252.15%82,673,737
19TII 2.375 10.15.28UNITED STATES GOVT - TSY INFL IX N/B 10/28 2.3752.13%72,759,654
20n/aJAPAN GOVT CPI LINKED BONDS 03/29 0.12.04%10,692,186,750
21TII 0.125 01.15.31UNITED STATES GOVT - TSY INFL IX N/B 01/31 0.1252.00%77,971,466
22G2SF 3.5 2.12GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3.5 JUMBOS1.99%77,100,000
23TII 0.125 07.15.31UNITED STATES GOVT - TSY INFL IX N/B 07/31 0.1251.86%72,997,565
24TII 0.375 07.15.27UNITED STATES GOVT - TSY INFL IX N/B 07/27 0.3751.80%64,521,500
25TII 1.75 01.15.28UNITED STATES GOVT - TSY INFL IX N/B 01/28 1.751.72%60,163,819
26B 0 02.06.25UNITED STATES GOVT - TREASURY BILL 02/25 0.000001.67%58,197,000
27n/aRVPO BANK OF NOVA SCOTIA1.61%80,000,000
28TII 2.5 01.15.29UNITED STATES GOVT - TSY INFL IX N/B 01/29 2.51.60%54,414,323
29n/aFRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.11.47%52,049,520
30TII 0.5 01.15.28UNITED STATES GOVT - TSY INFL IX N/B 01/28 0.51.45%52,468,520
31n/aBRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 04/25 0.000001.29%283,900,000
32TII 0.375 07.15.25UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.3751.27%44,325,963
33n/aREPO BANK OF MONTREAL ZCP1.20%60,000,000
34TII 1.625 10.15.29UNITED STATES GOVT - TSY INFL IX N/B 10/29 1.6251.16%40,729,920
35FNCL 6.5 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE1.13%38,300,000
36TII 1.375 07.15.33UNITED STATES GOVT - TSY INFL IX N/B 07/33 1.3750.92%33,883,462
37n/aREPO BANK AMERICA REPO0.89%30,900,000
38n/aFRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.10.77%25,984,584
39B 0 01.16.25UNITED STATES GOVT - TREASURY BILL 01/25 0.000000.73%25,334,000
40n/aJAPAN GOVT CPI LINKED BONDS 03/28 0.10.71%3,730,732,272
41n/aBRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 07/25 0.000000.71%161,600,000
42FNCL 4.5 1.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE0.68%25,000,000
43FNCL 4 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE0.66%25,000,000
44TII 0.125 01.15.30UNITED STATES GOVT - TSY INFL IX N/B 01/30 0.1250.62%23,556,672
45FNCL 5.5 2.12UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE0.62%21,700,000
46n/aDEUTSCHE BANK REPO REPO0.55%18,900,000
47n/aRFR USD SOFR/2.86500 02/13/24-30Y LCH0.53%1
48TII 1.125 01.15.33UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.1250.50%18,863,016
49TII 3.875 04.15.29UNITED STATES GOVT - TSY INFL IX N/B 04/29 3.8750.48%15,651,387
50B 0 03.20.25UNITED STATES GOVT - TREASURY BILL 03/25 0.000000.45%15,717,000
51TII 0.25 07.15.29UNITED STATES GOVT - TSY INFL IX N/B 07/29 0.250.45%16,680,789
52CANRRB 4.25 12.01.26 CPICANADA GOVT - CANADIAN GOVERNMENT RRB BONDS 12/26 4.250.44%20,633,648
53VENTR 2019-38A A1RVENTURE 38 CLO LTD - VENTURE CDO LTD VENTR 2019 38A A1R 144A0.43%14,700,000
54ARCLO 2022-FL1 AARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 - ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A0.42%14,630,334
55n/aINF SWAP US IT 1.79375 08/24/20-7Y LCH0.42%1
56n/aTORONTO DOMINION BANK REPO DUMMY ASSET0.40%20,000,000
57n/aTORONTO DOMINION BANK REPO DUMMY ASSET0.40%20,000,000
58n/aITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 00.31%10,872,596
59B 0 01.30.25UNITED STATES GOVT - TREASURY BILL 01/25 0.000000.30%10,575,000
60n/aOCP EURO CLO 2020-4 DAC 20-4A - OCP EURO CLO OCPE 2020 4A AR 144A0.28%9,273,817
61n/aBRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 10/25 0.000000.28%65,600,000
62CMLTI 2007-SHL1 M1CITIGROUP MTGE LOAN TR INC 2007-SHL1 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A0.26%11,000,000
63n/aBLUEMOUNTAIN FUJI EUR CLO III DAC 3A - BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A0.25%8,457,211
64n/aRFRF USD SOFR/2.28500 11/15/23-30Y LCH0.25%1
65VENTR 2019-36A A1ARVENTURE 36 CLO LTD - VENTURE CDO LTD VENTR 2019 36A A1AR 144A0.25%8,490,178
66RASC 2006-KS7 M2RESIDENTIAL ASSET SECURITIES 2006-KS7 - RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M20.23%8,702,899
67n/aCENCORA INC 01/25 ZCP0.22%7,800,000
68n/aCARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A - CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A0.22%7,438,606
69n/aIRS EUR 0.19700 11/08/22-30Y LCH0.22%1
70n/aCVC CORDATUS LOAN FUND XI DAC 21-1 - CORDATUS CLO PLC CORDA 11A AR 144A0.22%7,204,557
71USH5US LONG BOND(CBT) MAR25 XCBT 202503200.21%-2,556
72MASD 2007-1 AMASTR SPECIALIZED LOAN TRUST 2007-1 - MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A0.21%18,202,427
73n/aIRS EUR 2.50000 03/19/25-10Y LCH0.21%1
74CMLTI 2007-AMC3 A2BCITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2B0.21%8,642,433
75CMLTI 2006-WFH3 M3CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M30.21%7,400,000
76n/aHARVEST CLO XVI DAC 16A - HARVEST CLO HARVT 16A ARR 144A0.21%6,880,822
77n/aCENCORA INC 01/25 ZCP0.20%7,100,000
78n/aRFRF USD SOFR/2.23650 11/21/23-30Y LCH0.20%1
79CWL 2004-7 MV5COUNTRYWIDE ASSET-BACKED CERT 2004-7 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV50.19%7,501,961
80LNCR 2022-CRE7 ALOANCORE 2022-CRE7 ISSUER LTD - LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A0.19%6,555,647
81TII 1.375 02.15.44UNITED STATES GOVT - TSY INFL IX N/B 02/44 1.3750.18%7,693,219
82n/aINF SWAP US IT 1.89 08/27/20-7Y LCH0.18%1
83TRTX 2022-FL5 ATPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 - TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A0.18%6,098,047
84n/aEURO-GALAXY III CLO BV 13-3A - EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A0.18%5,933,262
85SABR 2006-WM3 A3SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3 - SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A30.17%18,117,811
86n/aKEURIG DR PEPPER INC - KEURIG DR PEPPER0.17%5,950,000
87TII 0.125 04.15.27UNITED STATES GOVT - TSY INFL IX N/B 04/27 0.1250.17%6,037,200
88n/aDELL INTERNATIONAL LLC / EMC CORP - DELL INTL LLC 01/25 ZCP0.17%5,750,000
89VMC 2022-FL5 AVMC FINANCE 2022-FL5 LLC - VMC FINANCE LLC VMC 2022 FL5 A 144A0.16%5,542,851
90RAMC 2007-3 AF1RENAISSANCE HOME EQUITY LOAN TR 2007-3 - RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF10.16%13,266,043
91n/aPALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A0.16%5,218,271
92n/aBAIN CAPITAL EURO 2018-2 DAC 18-2A - BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A0.15%5,159,650
93n/aARES EUROPEAN CLO XII BV 12A - ARES EURO CLO ARESE 12A AR 144A0.15%5,107,799
94JPMAC 2006-WMC2 A4JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2 - JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A40.15%12,082,458
95n/aSOLD EUR BOUGHT USD 202501150.15%1
96n/aTORO EUROPEAN CLO 6 DAC 6A - TORO EUROPEAN CLO TCLO 6A AR 144A0.15%4,888,153
97n/aCARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A - CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A0.14%4,693,380
98n/aCRH AMERICA FINANCE INC - CRH AMERICA FINANCE IN0.14%4,850,000
99DEN14 2016-1A AR2CRESTLINE DENALI CLO XIV LTD 2016-1A - CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A0.14%4,736,046
100n/aMADISON PARK EURO FUNDING XIII DAC 13A - MADISON PARK EURO FUNDING CADOG 13A AR 144A0.13%4,475,315
101CMLTI 2007-AMC3 A2DCITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D0.13%5,393,111
102GNR 2018-H15 FGGOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG0.13%4,530,526
103TSYMP 2016-1A AR2TCI-SYMPHONY CLO LTD 2016-1A - TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A0.13%4,446,170
104n/aHARVEST CLO XX DAC 20A - HARVEST CLO HARVT 20A AR 144A0.13%4,261,904
105n/aMAN GLG EURO CLO V DAC 5A - MAN GLG EURO CLO GLGE 5A A1R 144A0.12%4,053,105
106n/aITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 10.12%4,084,720
107TYH5US 10YR NOTE (CBT)MAR25 XCBT 202503200.12%-3,502
108POPLR 2006-A M2POPULAR ABS MTGE PASS THRU TRUST 2006-A - POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M20.11%4,140,317
109TII 0.75 02.15.42UNITED STATES GOVT - TSY INFL IX N/B 02/42 0.750.11%5,029,164
110BAC V5.875 PERP FFBANK OF AMERICA CORPORATION - BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR0.11%3,840,000
111JPMAC 2007-CH5 M2JP MORGAN MTGE ACQUIS CORP 2007-CH5 - JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH5 M20.11%4,500,000
112n/aIRS EUR 0.19500 11/04/22-30Y LCH0.11%1
113RXH5EURO-BUND FUTURE MAR25 XEUR 202503060.11%-1,482
114n/aINF SWAP US IT 2.31125 02/24/21-10Y LCH0.11%1
115TII 2.125 02.15.40UNITED STATES GOVT - TSY INFL IX N/B 02/40 2.1250.11%3,943,242
116n/aIRS EUR 0.19000 11/04/22-30Y LCH0.11%1
117CITM 2007-1 1M1CIT MTGE LOAN TRUST 2007-1 - CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A0.10%3,508,936
118TII 1 02.15.46UNITED STATES GOVT - TSY INFL IX N/B 02/46 10.10%4,662,805
119n/aINF SWAP US IT 1.7975 08/25/20-7Y LCH0.10%1
120ARSI 2006-M1 A1ARGENT SECURITIES INC 2006-M1 - ARGENT SECURITIES INC. ARSI 2006 M1 A10.10%3,972,405
121n/aPALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A0.10%3,346,750
122OZLM 2019-24A A1AROZLM XXIV LTD 2019-24A - OZLM LTD OZLM 2019 24A A1AR 144A0.10%3,325,921
123TII 2.125 02.15.41UNITED STATES GOVT - TSY INFL IX N/B 02/41 2.1250.09%3,351,371
124n/aCRH AMERICA FINANCE INC - CRH AMERICA FINANCE IN0.09%3,100,000
125n/aCAIRN CLO X BV 18-10A - CAIRN CLO BV CRNCL 2018 10A AR 144A0.09%2,942,442
126CMLTI 2007-WFH2 M3CITIGROUP MTGE LOAN TR INC 2007-WFH2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M30.09%3,200,000
127HASC 2006-WMC1 A3HSI ASSET SEC CORP TRUST 2006-WMC1 - HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A30.09%6,910,070
128TPMT 2019-HY2 A1TOWD POINT MORTGAGE TRUST 2019-HY2 - TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A0.09%2,910,640
129BAMLL 2021-JACX ABAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX - BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A0.09%3,100,000
130PPSI 2004-WWF1 M6PARK PLACE SECURITIES INC 2004-WWF1 - PARK PLACE SECURITIES INC PPSI 2004 WWF1 M60.09%3,099,568
131n/aOAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A - OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A0.09%2,849,590
132ANCHC 2015-6A AR3ANCHORAGE CAPITAL CLO LTD 2015-6A - ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A0.08%2,900,000
133NEUB 2019-31A ARNEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD - NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A0.08%2,893,030
134ICG 2018-2A AICG US CLO LTD 2018-2A - ICG US CLO LTD ICG 2018 2A A 144A0.08%2,837,434
135n/aCOMM SWAP TBL/BCOMF1TC BPS0.08%1
136ABFC 2006-OPT2 A2ASSET BACKED FUNDING CERT 2006-OPT2 - ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A20.08%3,058,654
137NGH25NATURAL GAS FUTR MAR25 XNYM 202502260.08%984
138n/aCVC CORDATUS LOAN FUND VII DAC 7A - CORDATUS CLO PLC CORDA 7A ARR 144A0.08%2,651,654
139VENTR 2018-33A A1LRVENTURE CLO LTD 2018-33A - VENTURE CDO LTD VENTR 2018 33A A1LR 144A0.08%2,730,321
140B 0 03.27.25UNITED STATES GOVT - TREASURY BILL 03/25 0.000000.07%2,592,000
141n/aHARVEST CLO XII DAC 12A - HARVEST CLO HARVT 12A AR 144A0.07%2,450,311
142OATH5EURO-OAT FUTURE MAR25 XEUR 202503060.07%-1,148
143n/aPENSKE TRUCK LEASING CO LP / P0.07%2,550,000
144n/aRFR USD SOFR/3.50000 06/20/24-30Y CME0.07%1
145n/aVARS GOLDLNPM 0.06325225 04/10/26 JPM0.07%1
146n/aCANADIAN NATURAL RESOURCES LIMITED - CANADIAN NATURAL RESOU0.07%2,500,000
147n/aCANADIAN NATURAL RESOURCES LIMITED - CANADIAN NATURAL RESOU0.07%2,450,000
148RAST 2007-A6 2A1RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6 - RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A10.07%11,861,305
149BAFC 2006-J 2A1BANC OF AMERICA FUNDING CORP 2006-J - BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A10.07%2,842,399
150n/aMEXICO GOVT - MEXICAN UDIBONOS BONDS 08/34 40.07%55,905,476
151n/aCOMM SWAP TBL/BCOMTR GST0.07%1
152NHEL 2006-5 A2CNOVASTAR HOME EQUITY LOAN 2006-5 - NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C0.07%7,782,450
153INGIM 2013-1A A1ARVOYA CLO LTD 2013-1A - VOYA CLO LTD INGIM 2013 1A A1AR 144A0.07%2,314,191
154CWL 2007-1 1ACOUNTRYWIDE ASSET-BACKED CERT 2007-1 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A0.07%2,522,332
155n/aADAGIO V CLO DAC V-A - ADAGIO CLO ADAGI V A ARR 144A0.07%2,240,263
156DRSLF 2013-26A ARDRYDEN XXVI SENIOR LOAN FUND 2013-26A - DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A0.07%2,261,223
157n/aCENCORA INC 01/25 ZCP0.06%2,210,000
158LXS 2006-8 3A4LEHMAN XS TRUST 2006-8 - LEHMAN XS TRUST LXS 2006 8 3A40.06%2,260,245
159n/aINF SWAP US IT 2.7675 05/13/21-5Y LCH0.06%1
160MORGN 2018-3A AR522 FUNDING CLO I LTD 2018-3A - 522 FUNDING CLO LTD MORGN 2018 3A AR 144A0.06%2,125,375
161CWL 2006-19 2A3COUNTRYWIDE ASSET-BACKED CERTI 2006-19 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A30.06%2,250,251
162n/aINF SWAP EM NI 2.763 09/15/23-30Y LCH0.06%1
163CIM 2021-R3 A1ACIM TRUST 2021-R3 - CIM TRUST CIM 2021 R3 A1A 144A0.06%2,248,763
164INGIM 2012-4A A1R3ING INVESTMENT MANAGEMENT CLO LTD 2012-4A - VOYA CLO LTD INGIM 2012 4A A1R3 144A0.06%2,024,155
165BSST 2022-1700 ABEAST MORTGAGE TRUST 2022-1700 - BSST MORTGAGE TRUST BSST 2022 1700 A 144A0.06%2,200,000
166JPALT 2006-A7 1A4JP MORGAN ALTERNATIVE LN TRUST 2006-A7 - J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A40.06%2,128,572
167n/aPENSKE TRUCK LEASING CO LP / P 01/25 ZCP0.06%1,950,000
168GSAMP 2007-HE2 A2DGSAMP TRUST 2007-HE2 - GSAMP TRUST GSAMP 2007 HE2 A2D0.06%2,437,030
169LABMH 2001-B M2LEHMAN ABS MANUFACTURED HOUSING 2001-B - LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M20.06%2,062,609
170MVW 2015-9A A1RMOUNTAIN VIEW CLO LTD 2015-9A - MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A0.06%1,902,426
171SABR 2006-FR3 A3SEC ASSET BACKED REC LLC 2006-FR3 - SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A30.05%3,705,284
172n/aSOLD BRL BOUGHT USD 202507020.05%1
173DRSLF 2019-80A ARDRYDEN 80 CLO LTD 2019-80A - DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A0.05%1,850,000
174LCM 17A A1ARLCM XVII LP 17A - LCM LTD PARTNERSHIP LCM 17A A1AR 144A0.05%1,833,904
175n/aINF SWAP EM NI 2.68 04/15/23-30Y LCH0.05%1
176POPLR 2007-A A3POPULAR ABS MTGE PASS THRU TRUST 2007-A - POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A30.05%1,956,513
177ATCLO 2019-13A A1NRATLAS SENIOR LOAN FUND XIII - ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A0.05%1,793,483
178MDPK 2019-35A A1RMADISON PARK FUNDING XXXV LTD - MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A0.05%1,791,715
179n/aDRYDEN 59 EURO CLO 2017 DAC 17-59A - DRYDEN LEVERAGED LOAN CDO DRYD 2017 59A A 144A0.05%1,733,936
180VENTR 2017-27A ARVENTURE XXVII CLO LTD 2017-27A - VENTURE CDO LTD VENTR 2017 27A AR 144A0.05%1,768,363
181CEDF 2016-5A A1RCEDAR FUNDING V CLO LTD 2016-5A - CEDAR FUNDING LTD CEDF 2016 5A A1R 144A0.05%1,761,627
182HEAT 2005-8 M2HOME EQUITY PASS-THRU CERTS 2005-8 - HOME EQUITY ASSET TRUST HEAT 2005 8 M20.05%1,816,968
183CWALT 2006-OA19 A1COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A10.05%2,215,036
184n/aCONAGRA BRANDS INC0.05%1,750,000
185INDX 2006-AR12 A1INDYMAC INDX MORTGAGE LOAN TR 2006-AR12 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A10.05%1,946,686
186MDPK 2017-23A ARMADISON PARK FUNDING XXIII LTD 2017-23A - MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A0.05%1,650,348
187n/aCOMM SWAP TBL/BCOMF1TC GST0.05%1
188n/aCOMM SWAP TBL/BCOMTR2 BOA0.05%1
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199GSAMP 2006-SD3 AGSAMP TRUST 2006-SD3 - GSAMP TRUST GSAMP 2006 SD3 A 144A0.04%1,511,581
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203KKR 18 ARKKR CLO LTD 18 - KKR FINANCIAL CLO LTD KKR 18 AR 144A0.04%1,284,818
204WFHET 2005-2 M9WELLS FARGO HOME EQUITY TRUST 2005-2 - WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M90.04%1,296,879
205BSABS 2007-HE7 2A1BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 - BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A10.04%1,332,708
206n/aAVOCA CLO XIV LTD14A - AVOCA CLO AVOCA 14A A1R 144A0.04%1,228,362
207GALXY 2013-15A ARRGALAXY XV CLO LTD 2013-15A - GALAXY CLO LTD GALXY 2013 15A ARR 144A0.04%1,269,717
208BSAAT 2007-1 1A1BEAR STEARNS ALT-A TRUST II 2007-1 - BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A10.04%2,554,949
209n/aCOMM SWAP TBL/BCOMTR1 MYC0.04%1
210n/aJYSKE REALKREDIT A/S COVERED 10/53 20.04%10,267,129
211INDB 2006-1 A1INDYMAC INDB MORTGAGE LOAN TR 2006-1 - INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A10.04%3,796,888
212CWL 2007-6 1ACOUNTRYWIDE ASSET-BACKED CERT 2007-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A0.03%1,336,206
213ALBT 2007-OA1 A1ALLIANCE BANCORP TRUST 2007-OA1 - ALLIANCE BANCORP TRUST ALBT 2007 OA1 A10.03%1,400,086
214AHMA 2006-5 A1AMERICAN HOME MORTGAGE ASSETS 2006-5 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A10.03%4,591,645
215DRSLF 2018-57A ADRYDEN 57 CLO LTD 2018-57A - DRYDEN SENIOR LOAN FUND DRSLF 2018 57A A 144A0.03%1,187,206
216n/aRAD CLO LTD 2019-5A - RAD CLO LTD RAD 2019 5A AR 144A0.03%1,185,027
217BPCRE 2022-FL2 ABPCRE HOLDER LLC 2022-FL2 - BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A0.03%1,172,408
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219INABS 2007-A 1AINDYMAC RESIDENTIAL ASSET BACKED 2007-A - INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A0.03%1,504,577
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221NCHET 2004-4 M1NEW CENTURY HOME EQUITY LOAN TR 2004-4 - NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M10.03%1,134,519
222SNDPT 2017-4A A1SOUND POINT CLO XVIII LTD 2017-4A - SOUND POINT CLO LTD SNDPT 2017 4A A1 144A0.03%1,093,876
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253WAMU 2006-AR19 1AWASHINGTON MUTUAL 2006-AR19 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A0.02%918,222
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255n/aCOMM SWAP TBL/CB CIXBSTR3 CBK0.02%1
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262SAIL 2003-BC2 A2STRUCTURED ASSET INVEST LN TR 2003-BC2 - STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A20.02%697,045
263n/aCOM FWD NGUSHHUB F25 3.114 01/31/25 MYC0.02%1
264n/aCOMM SWAP TBL/BCOMF1TC GST0.02%1
265n/aCOM FWD NGUSHHUB F25 3.124 01/31/25 CBK0.02%1
266IMSC 2007-HOA1 A11INDYMAC IMSC MTGE LN TRUST 2007-HOA1 - INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A110.02%1,082,184
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269n/aRFR EUR ESTRON/3.47500 02/26/24-1Y LCH0.02%1
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289ARSI 2006-W4 A2CARGENT SECURITIES INC 2006-W4 - ARGENT SECURITIES INC. ARSI 2006 W4 A2C0.02%2,334,085
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305MABS 2006-WMC4 A5MASTR ASSET BACKED SECUR TR 2006-WMC4 - MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A50.01%1,438,837
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320FHLT 2006-C 1A1FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 1A10.01%427,273
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325CWALT 2005-29CB A4COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A40.01%627,677
326WAMU 2006-AR17 1A1AWASHINGTON MUTUAL 2006-AR17 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A0.01%409,487
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354HVMLT 2005-2 2A1AHARBORVIEW MORTGAGE LOAN TR 2005-2 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A0.01%256,831
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360CSMC 2007-4R 1A1CREDIT SUISSE MORTGAGE CAP CERT 2007-4R - CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A0.01%258,742
361RAST 2006-A10 A5RESIDENTIAL ASSET SEC TRUST 2006-A10 - RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A50.01%642,856
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378CWHL 2007-HY4 1A1COUNTRYWIDE HOME LOANS 2007-HY4 - COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A10.01%201,148
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392WFMBS 2006-AR4 2A4WELLS FARGO MTGE BK SEC TR 2006-AR4 - WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A40.00%162,621
393MSM 2007-7AX 2A3MORGAN STANLEY MTGE LN TR 2007-7AX - MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A30.00%573,938
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395DBALT 2005-6 2A3DEUTSCHE ALT-A SEC INC MTGE LO 2005-6 - DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A30.00%183,186
396ATCLO 2018-10A AATLAS SENIOR LOAN FUND LTD 2018-10A - ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A0.00%149,868
397n/aNYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.50.00%1,494,301
398RALI 2005-QA9 NB21RESIDENTIAL ACCREDIT LOANS INC 2005-QA9 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB210.00%390,967
399n/aINF SWAP EM NI 2.55 04/15/22-30Y LCH0.00%1
400WAMU 2006-AR9 1AWASHINGTON MUTUAL 2006-AR9 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A0.00%163,954
401COJUN3BRENT CRUDE FUTR JUN25 IFEU 202504300.00%120
402MANA 2007-A2 A3CMERRILL LYNCH ALTERNATIVE NT 2007-A2 - MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C0.00%610,061
403CWALT 2006-OA17 1A1ACOUNTRYWIDE ALT LOAN TRUST 2006-OA17 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A0.00%167,658
404BSARM 2005-10 A3BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A30.00%145,390
405n/aSOLD KRW BOUGHT USD 202501220.00%1
406CWALT 2005-62 2A1COUNTRYWIDE ALTERNATIVE LN TR 2005-62 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A10.00%166,205
407n/aSOLD MXN BOUGHT USD 202503190.00%1
408n/aSOLD DKK BOUGHT USD 202501150.00%1
409n/aSOLD KRW BOUGHT USD 202501220.00%1
410n/aSOLD KRW BOUGHT USD 202501150.00%1
411n/aSOLD KRW BOUGHT USD 202501150.00%1
412JPMMT 2008-R2 1A1JP MORGAN MORTGAGE TRUST 2008-R2 - JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A0.00%138,039
413CWHL 2006-6 A4COUNTRYWIDE HOME LOANS 2006-6 - COUNTRYWIDE HOME LOANS CWHL 2006 6 A40.00%263,659
414RFMSI 2003-S9 A1RESIDENTIAL FUNDING MTG SEC I 2003-S9 - RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A10.00%120,003
415SVHE 2006-NLC1 A1SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A0.00%420,378
416n/aSOLD EUR BOUGHT USD 202501150.00%1
417CWALT 2005-63 3A1COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A10.00%125,294
418n/aSOLD JPY BOUGHT USD 202501150.00%1
419INDX 2005-AR14 1A1AINDYMAC INDX MORTGAGE LOAN TR 2005-AR14 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A0.00%156,369
420LCM5LIVE CATTLE FUTR JUN25 XCME 202506300.00%41
421PLJ5PLATINUM FUTURE APR25 XNYM 202504280.00%-43
422n/aSOLD KRW BOUGHT USD 202501150.00%1
423BTSH5SHORT EURO-BTP FU MAR25 XEUR 202503060.00%-908
424CECLO 2014-21A A1R3CENT CLO LTD 2014-21A - CENT CLO LP CECLO 2014 21A A1R3 144A0.00%109,181
425CMALT 2007-A6 1A5CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 - CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A50.00%128,815
426INDX 2005-AR15 A2INDYMAC INDX MORTGAGE LOAN TR 2005-AR15 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A20.00%132,666
427CMLTI 2005-10 1A2ACITIGROUP MORTGAGE LOAN TRUST 2005-10 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A0.00%175,793
428CLN5WTI CRUDE FUTURE JUL25 XNYM 202506200.00%94
429n/aSOLD KRW BOUGHT USD 202501080.00%1
430HOM5NY HARB ULSD FUT JUN25 XNYM 202505300.00%56
431LMNIDP 20250319LME NICKEL FUTURE MAR25 XLME 202503170.00%-36
432PAH5PALLADIUM FUTURE MAR25 XNYM 202503270.00%-13
433MLMI 2005-A5 A9MERRILL LYNCH MORTGAGE INVS 2005-A5 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A90.00%103,773
434SARM 2006-1 8A1STRUCTURED ADJ RATE MTGE LOAN 2006-1 - STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 8A10.00%186,576
435MARM 2007-HF1 A1MASTR ADJ RATE MTGE TRUST 2007-HF1 - MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A10.00%238,287
436XBM5GASOLINE RBOB FUT JUN25 XNYM 202505300.00%48
437n/aBRENT CRUDE FUTR AUG25 IFEU 202506300.00%41
438LCJ5LIVE CATTLE FUTR APR25 XCME 202504300.00%81
439BOAMS 2005-F 2A2BANK OF AMERICA MTGE SEC 2005-F - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A20.00%99,720
440VENTR 2017-26A ARVENTURE XXVI CLO LTD 2017-26A - VENTURE CDO LTD VENTR 2017 26A AR 144A0.00%93,235
441CWALT 2007-2CB 1A13COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A130.00%178,837
442NGN25NATURAL GAS FUTR JUL25 XNYM 202506260.00%48
443MANA 2007-AF1 AV1MERRILL LYNCH ALTERNATIVE NT 2007-AF1 - MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV10.00%201,990
444BOAMS 2005-J 2A4BANK OF AMERICA MTGE SECS-2005-J - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A40.00%104,054
445ARMT 2005-7 4A1ADJUSTABLE RATE MORTAGE TRUST 2005-7 - ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A10.00%92,960
446n/aSOLD TWD BOUGHT USD 202501210.00%1
447WMALT 2005-7 3CBWMALT MTGE PASS-THRU CERT 2005-7 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB0.00%102,406
448HOH5NY HARB ULSD FUT MAR25 XNYM 202502280.00%32
449n/aSOLD KRW BOUGHT USD 202501150.00%1
450n/aSOLD BRL BOUGHT USD 202504020.00%1
451BALTA 2005-7 22A1BEAR STEARNS ALT-A TRUST 2005-7 - BEAR STEARNS ALT A TRUST BALTA 2005 7 22A10.00%141,940
452DUH5EURO-SCHATZ FUT MAR25 XEUR 202503060.00%-385
453BAFC 2007-C 1A3BANC OF AMERICA FUNDING CORP 2007-C - BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A30.00%91,029
454GSR 2005-AR7 4A1GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A10.00%154,882
455n/aSOLD TWD BOUGHT USD 202501210.00%1
456n/aSOLD TWD BOUGHT USD 202501210.00%1
457n/aSOLD KRW BOUGHT USD 202501080.00%1
458BSARM 2005-12 23A1BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A10.00%82,217
459CIM 2019-INV1 A2CIM TRUST 2019-INV1 - CIM TRUST CIM 2019 INV1 A2 144A0.00%74,615
460NGJ25NATURAL GAS FUTR APR25 XNYM 202503270.00%51
461KWN5KC HRW WHEAT FUT JUL25 XCBT 202507140.00%-173
462JPMMT 2005-A8 1A1JP MORGAN MORTGAGE TRUST 2005-A8 - JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A10.00%87,951
463n/aSOLD KRW BOUGHT USD 202501080.00%1
464CTN5COTTON NO.2 FUTR JUL25 IFUS 202507090.00%-113
465CODEC4BRENT CRUDE FUTR DEC26 IFEU 202610300.00%60
466WAMU 2007-HY1 3A2WAMU MTGE P/T CERT 2007-HY1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A20.00%77,534
467AHMA 2006-1 2A1AMERICAN HOME MORTGAGE ASSETS 2006-1 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A10.00%76,817
468MLMI 2004-A3 2AMERRILL LYNCH MTGE INVESTORS 2004-A3 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A0.00%73,913
469SAMI 2006-AR4 2A1STRUCTURED ASSET MTG INV INC 2005-AR4 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A10.00%65,910
470CWALT 2005-26CB A3COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A30.00%89,353
471GSR 2005-AR7 2A1GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A10.00%65,709
472n/aSOLD TWD BOUGHT USD 202501220.00%1
473WAMU 2006-AR5 A12AWASHINGTON MUTUAL 2006-AR5 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A0.00%68,882
474CWALT 2007-1T1 1A1COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A10.00%178,595
475TZTF6TTF NAT GAS F JAN26 NDEX 202512300.00%18
476CWHL 2008-1 A4COUNTRYWIDE HOME LOANS 2008-1 - COUNTRYWIDE HOME LOANS CWHL 2008 1 A40.00%62,234
477WMLT 2005-A 2A1WACHOVIA MORTGAGE LN TRUST LLC 2005-A - WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A10.00%66,975
478n/aSOLD BRL BOUGHT USD 202510020.00%1
479LHG5LEAN HOGS FUTURE FEB25 XCME 202502140.00%-38
480n/aSOLD EUR BOUGHT USD 202501150.00%1
481BALTA 2004-9 6A1BEAR STEARNS ALT-A TRUST 2004-9 - BEAR STEARNS ALT A TRUST BALTA 2004 9 6A10.00%62,484
482n/aSOLD TWD BOUGHT USD 202501220.00%1
483n/aSOLD CNH BOUGHT USD 202501150.00%1
484n/aSOLD CAD BOUGHT USD 202501150.00%1
485RFMSI 2007-S6 1A11RESIDENTIAL FUNDING MTGE SEC 2007-S6 - RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A110.00%74,250
486CWALT 2006-OA6 1A2COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A20.00%63,292
487n/aSOLD TWD BOUGHT USD 202501220.00%1
488n/aRFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH0.00%1
489n/aSOLD TWD BOUGHT USD 202501220.00%1
490NRZT 2018-3A A1NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A0.00%56,660
491C K5CORN FUTURE MAY25 XCBT 202505140.00%71
492n/aCOM FWD EUROBOBCO CAL25 7.8 12/31/25 BPS0.00%1
493XBU5GASOLINE RBOB FUT SEP25 XNYM 202508290.00%27
494NDF30HENRY HB LD1 JAN30 IFED 202912270.00%20
495BAFC 2006-J 4A1BANC OF AMERICA FUNDING CORP 2006-J - BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A10.00%60,467
496n/aCOMM SWAP TBL/BCOMTR UAG0.00%1
497n/aSOLD TWD BOUGHT USD 202501220.00%1
498LMAHDP 20250319LME PRI ALUM FUTR MAR25 XLME 202503170.00%-36
499BAFC 2005-E 1A1BANC OF AMERICA FUNDING CORP 2005-E - BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A10.00%54,501
500n/aSOLD TWD BOUGHT USD 202501220.00%1
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