PIMCO Long-Term U.S. Government Portfolio

Fund Profile

Fund profile

Tickers

VPVLTDV, VPVLTIV, VPVLTAV

Fund manager

Pimco Variable Insurance Trust

Total assets

$1.16 bn

Liabilities

$713.51 mm

Net assets

$447.98 mm

Number of holdings

269.00

Top 200 of 269 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US TREASURY N/B 11/52 4	76.85 mm	84.34 mm principal	17.15	Debt	Long	USA
US TREASURY N/B 08/40 1.125	62.68 mm	102.88 mm principal	13.99	Debt	Long	USA
US TREASURY N/B 02/49 3	49.30 mm	65.07 mm principal	11.01	Debt	Long	USA
US TREASURY N/B 02/29 4.25	36.54 mm	36.70 mm principal	8.16	Debt	Long	USA
US TREASURY N/B 11/43 4.75	29.10 mm	28.71 mm principal	6.50	Debt	Long	USA
US TREASURY N/B 05/53 3.625	27.07 mm	31.80 mm principal	6.04	Debt	Long	USA
US TREASURY N/B 02/50 2	22.42 mm	36.91 mm principal	5.01	Debt	Long	USA
US TREASURY N/B 11/41 3.125	21.11 mm	25.61 mm principal	4.71	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	17.75 mm	18.00 mm principal	3.96	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/42 4	16.04 mm	17.40 mm principal	3.58	Debt	Long	USA
STRIPS 08/35 0.00000	15.36 mm	25.27 mm principal	3.43	Debt	Long	USA
US TREASURY N/B 02/41 1.875	15.20 mm	22.20 mm principal	3.39	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	14.64 mm	14.60 mm principal	3.27	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/43 3.875	14.08 mm	15.60 mm principal	3.14	Debt	Long	USA
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	13.61 mm	1.40 mm principal	3.04	Short-term investment vehicle	Long	USA
US TREASURY N/B 11/40 1.375	13.40 mm	21.22 mm principal	2.99	Debt	Long	USA
US TREASURY N/B 08/43 4.375	11.30 mm	11.70 mm principal	2.52	Debt	Long	USA
US TREASURY N/B 08/52 3	10.46 mm	13.90 mm principal	2.33	Debt	Long	USA
STRIPS 08/36 0.00000	10.41 mm	18.00 mm principal	2.32	Debt	Long	USA
US TREASURY N/B 05/41 2.25	10.28 mm	14.20 mm principal	2.29	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	10.09 mm	10.70 mm principal	2.25	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/41 4.375	9.73 mm	9.92 mm principal	2.17	Debt	Long	USA
US TREASURY N/B 08/42 3.375	9.55 mm	11.30 mm principal	2.13	Debt	Long	USA
TSY INFL IX N/B 01/34 1.75	9.11 mm	9.38 mm principal	2.03	Debt	Long	USA
US TREASURY N/B 08/48 3	8.33 mm	10.98 mm principal	1.86	Debt	Long	USA
US TREASURY N/B 05/40 1.125	7.89 mm	12.82 mm principal	1.76	Debt	Long	USA
US TREASURY N/B 11/45 3	7.82 mm	10.10 mm principal	1.75	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	7.58 mm	8.19 mm principal	1.69	Debt	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	7.34 mm	7.60 mm principal	1.64	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	6.75 mm	7.30 mm principal	1.51	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	6.49 mm	7.23 mm principal	1.45	Debt	Long	USA
US TREASURY N/B 11/41 2	5.43 mm	7.90 mm principal	1.21	Debt	Long	USA
US TREASURY N/B 02/42 2.375	4.73 mm	6.50 mm principal	1.06	Debt	Long	USA
US TREASURY N/B 11/42 2.75	4.29 mm	5.60 mm principal	0.96	Debt	Long	USA
FREDDIE MAC FHR 4387 AZ	4.14 mm	4.38 mm principal	0.92	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH	3.98 mm	1.00 contracts	0.89	Interest rate derivative	N/A	USA
US TREASURY N/B 05/48 3.125	2.90 mm	3.73 mm principal	0.65	Debt	Long	USA
TSY INFL IX N/B 01/32 0.125	2.84 mm	3.28 mm principal	0.63	Debt	Long	USA
US TREASURY N/B 02/41 4.75	2.76 mm	2.69 mm principal	0.62	Debt	Long	USA
US TREASURY N/B 02/46 2.5	2.59 mm	3.68 mm principal	0.58	Debt	Long	USA
US TREASURY N/B 08/41 1.75	2.18 mm	3.30 mm principal	0.49	Debt	Long	USA
BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5	2.14 mm	2.30 mm principal	0.48	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/43 3.625	2.09 mm	2.40 mm principal	0.47	Debt	Long	USA
HILTON USA TRUST HILT 2016 HHV A 144A	2.00 mm	2.10 mm principal	0.45	ABS-mortgage backed security	Long	USA
DBWF MORTGAGE TRUST DBWF 2016 85T A 144A	1.94 mm	2.10 mm principal	0.43	ABS-mortgage backed security	Long	USA
RFC PRINCIPAL STRIP BONDS 01/30 0.00000	1.93 mm	2.50 mm principal	0.43	Debt	Long	USA
RFRF USD SOFR/2.33000 10/25/23-30Y CME	1.81 mm	1.00 contracts	0.40	Interest rate derivative	N/A	USA
VNO MORTGAGE TRUST VNDO 2016 350P A 144A	1.78 mm	1.90 mm principal	0.40	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 10/23/23-30Y CME	1.69 mm	1.00 contracts	0.38	Interest rate derivative	N/A	USA
FANNIE MAE FNR 2016 61 DL	1.68 mm	2.26 mm principal	0.37	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	1.62 mm	1.70 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA POOL AM9431 FN 08/30 FIXED 3.58	1.59 mm	1.70 mm principal	0.35	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/51 1.875	1.55 mm	2.65 mm principal	0.35	Debt	Long	USA
STRIPS 11/36 0.00000	1.54 mm	2.70 mm principal	0.34	Debt	Long	USA
COMM MORTGAGE TRUST COMM 2016 667M A 144A	1.50 mm	1.70 mm principal	0.34	ABS-mortgage backed security	Long	USA
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	1.18 mm	1.18 mm principal	0.26	ABS-mortgage backed security	Long	USA
STRIPS 02/33 0.00000	1.16 mm	1.70 mm principal	0.26	Debt	Long	USA
US TREASURY N/B 05/49 2.875	1.15 mm	1.55 mm principal	0.26	Debt	Long	USA
FANNIE MAE SR UNSECURED 11/30 0.00000	1.12 mm	1.50 mm principal	0.25	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.12 mm	1.10 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA POOL AM7912 FN 02/40 FIXED 3.6	1.11 mm	1.21 mm principal	0.25	ABS-mortgage backed security	Long	USA
FREDDIE MAC BONDS 07/32 0.00000	1.10 mm	1.60 mm principal	0.25	Debt	Long	USA
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A	1.04 mm	1.10 mm principal	0.23	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4380 ZG	985.81 k	1.24 mm principal	0.22	ABS-mortgage backed security	Long	USA
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A	948.03 k	1.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH	898.89 k	1.00 contracts	0.20	Interest rate derivative	N/A	USA
US TREASURY N/B 05/42 3.25	831.86 k	1.00 mm principal	0.19	Debt	Long	USA
BENCHMARK MORTGAGE TRUST BMARK 2024 V6 A3	818.13 k	800.00 k principal	0.18	ABS-mortgage backed security	Long	USA
STRIPS 08/34 0.00000	809.52 k	1.27 mm principal	0.18	Debt	Long	USA
FREDDIE MAC NOTES 03/31 0.00000	807.40 k	1.10 mm principal	0.18	Debt	Long	USA
FREDDIE MAC FHR 4790 F	792.42 k	812.17 k principal	0.18	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A	787.68 k	865.00 k principal	0.18	ABS-mortgage backed security	Long	USA
FANNIE MAE NOTES 05/30 0.00000	768.09 k	1.00 mm principal	0.17	Debt	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	693.50 k	71.28 k principal	0.15	Short-term investment vehicle	Long	USA
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A	664.86 k	700.00 k principal	0.15	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A	642.90 k	700.00 k principal	0.14	ABS-other	Long	USA
TENN VALLEY AUTH BONDS 05/30 0.00000	606.50 k	800.00 k principal	0.14	Debt	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A	583.07 k	600.00 k principal	0.13	ABS-other	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 2 NG	575.68 k	643.00 k principal	0.13	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.4* 9/23/23-8Y* CME	572.06 k	1.00 contracts	0.13	Interest rate derivative	N/A	USA
FREDDIE MAC FHR 4745 CZ	548.78 k	627.52 k principal	0.12	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A2A 144A	524.30 k	600.00 k principal	0.12	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/30 4.375	500.51 k	500.00 k principal	0.11	Debt	Long	USA
RESOLUTION FUNDING STRIP BONDS 10/28 0.00000	495.23 k	600.00 k principal	0.11	Debt	Long	USA
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A	486.90 k	487.73 k principal	0.11	ABS-mortgage backed security	Long	USA
BANK BANK 2018 BN11 A3	476.77 k	500.00 k principal	0.11	ABS-mortgage backed security	Long	USA
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH A2 144A	463.29 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
GS MORTGAGE SECURITIES TRUST 10/35 1	462.67 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 LVL A 144A	454.51 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
COMM MORTGAGE TRUST COMM 2018 HOME B 144A	450.46 k	500.00 k principal	0.10	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/44 3	421.90 k	540.00 k principal	0.09	Debt	Long	USA
US TREASURY N/B 06/30 3.75	387.24 k	400.00 k principal	0.09	Debt	Long	USA
US TREASURY N/B 05/45 3	365.46 k	470.00 k principal	0.08	Debt	Long	USA
RFR USD SOFR/3.67875 03/01/24-4Y* LCH	356.10 k	1.00 contracts	0.08	Interest rate derivative	N/A	USA
US TREASURY N/B 08/44 3.125	351.78 k	440.00 k principal	0.08	Debt	Long	USA
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A	345.40 k	352.58 k principal	0.08	ABS-mortgage backed security	Long	USA
VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432	344.67 k	396.00 k principal	0.08	Debt	Long	USA
MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1	343.73 k	346.78 k principal	0.08	ABS-mortgage backed security	Long	USA
MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1	335.14 k	351.54 k principal	0.07	ABS-mortgage backed security	Long	USA
STRIPS 05/34 0.00000	322.55 k	500.00 k principal	0.07	Debt	Long	USA
RFR USD SOFR/3.72147 06/03/24-9Y* LCH	321.78 k	1.00 contracts	0.07	Interest rate derivative	N/A	USA
US TREASURY N/B 02/45 2.5	321.13 k	450.00 k principal	0.07	Debt	Long	USA
US TREASURY N/B 10/30 4.875	308.53 k	300.00 k principal	0.07	Debt	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	305.23 k	326.36 k principal	0.07	ABS-mortgage backed security	Long	USA
US TREASURY N/B 09/30 4.625	304.26 k	300.00 k principal	0.07	Debt	Long	USA
US TREASURY N/B 05/52 2.875	293.23 k	400.00 k principal	0.07	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA	273.15 k	272.22 k principal	0.06	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/52 2.25	254.89 k	400.00 k principal	0.06	Debt	Long	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1	235.35 k	260.05 k principal	0.05	ABS-mortgage backed security	Long	USA
WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A	221.18 k	300.00 k principal	0.05	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.4* 07/16/23-8Y CME	219.97 k	1.00 contracts	0.05	Interest rate derivative	N/A	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	211.00 k	211.00 k principal	0.05	Repurchase agreement	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A	206.40 k	228.69 k principal	0.05	ABS-mortgage backed security	Long	USA
US TREASURY N/B 09/28 4.625	201.72 k	200.00 k principal	0.05	Debt	Long	USA
MORGAN STANLEY CAPITAL I TRUST MSC 2018 SUN A 144A	199.88 k	200.00 k principal	0.04	ABS-mortgage backed security	Long	USA
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A	199.08 k	200.00 k principal	0.04	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/30 4.125	197.48 k	200.00 k principal	0.04	Debt	Long	USA
US TREASURY N/B 02/30 4	196.42 k	200.00 k principal	0.04	Debt	Long	USA
RFR USD SOFR/3.66213 03/01/24-4Y* LCH	194.60 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
US TREASURY N/B 05/30 3.75	193.72 k	200.00 k principal	0.04	Debt	Long	USA
US TREASURY N/B 03/30 3.625	192.61 k	200.00 k principal	0.04	Debt	Long	USA
FREDDIE MAC FHR 4677 KT	189.28 k	247.95 k principal	0.04	ABS-mortgage backed security	Long	USA
DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A	185.96 k	200.00 k principal	0.04	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.69116 03/01/24-4Y* LCH	184.18 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A	184.13 k	185.44 k principal	0.04	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.69387 03/01/24-4Y* LCH	183.21 k	1.00 contracts	0.04	Interest rate derivative	N/A	USA
FREDDIE MAC FHR 2797 ZA	163.73 k	170.44 k principal	0.04	ABS-mortgage backed security	Long	USA
STRIPS 05/42 0.00000	135.93 k	320.00 k principal	0.03	Debt	Long	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 67 1A1C	135.28 k	148.09 k principal	0.03	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.83400 03/01/24-7Y* LCH	132.89 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 66 2A1	122.90 k	128.94 k principal	0.03	ABS-mortgage backed security	Long	USA
ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A	122.45 k	122.84 k principal	0.03	ABS-other	Long	USA
RFR USD SOFR/3.86842 03/01/24-7Y* LCH	114.89 k	1.00 contracts	0.03	Interest rate derivative	N/A	USA
STRIPS 11/41 0.00000	113.43 k	260.00 k principal	0.03	Debt	Long	USA
FREDDIE MAC NOTES 03/31 6.75	112.98 k	100.00 k principal	0.03	Debt	Long	USA
RFR USD SOFR/3.75000 06/20/24-10Y LCH	109.29 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
FANNIE MAE FNR 2003 76 EZ	103.19 k	103.37 k principal	0.02	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/28 2.875	94.23 k	100.00 k principal	0.02	Debt	Long	USA
FNMA POOL AS8270 FN 11/46 FIXED 2.5	93.36 k	110.43 k principal	0.02	ABS-mortgage backed security	Long	USA
BSST MORTGAGE TRUST BSST 2021 1818 A 144A	92.53 k	100.00 k principal	0.02	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2752 EZ	91.20 k	89.83 k principal	0.02	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2007 39 ZB	90.28 k	103.58 k principal	0.02	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.82054 03/01/24-7Y* LCH	83.33 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	71.79 k	76.34 k principal	0.02	ABS-mortgage backed security	Long	USA
FANNIE MAE NOTES 09/28 6.08	68.06 k	64.00 k principal	0.02	Debt	Long	USA
IMPAC CMB TRUST IMM 2004 4 2A2	68.02 k	64.43 k principal	0.02	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.75000 06/20/24-7Y LCH	67.87 k	1.00 contracts	0.02	Interest rate derivative	N/A	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A	55.80 k	56.18 k principal	0.01	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.61000 12/12/22-10Y LCH	53.43 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A	48.97 k	53.72 k principal	0.01	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.80000 06/03/24-7Y* LCH	46.85 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
RFR USD SOFR/3.65543 03/01/24-4Y* LCH	42.22 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
FANNIE MAE FNR 2005 110 GL	37.31 k	36.56 k principal	0.01	ABS-mortgage backed security	Long	USA
STRIPS 08/42 0.00000	33.55 k	80.00 k principal	0.01	Debt	Long	USA
SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A	31.92 k	31.90 k principal	0.01	ABS-other	Long	USA
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2	26.77 k	31.53 k principal	0.01	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1	23.46 k	27.43 k principal	0.01	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.63761 03/01/24-4Y* LCH	20.76 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
FANNIE MAE FNR 2003 18 TB	19.08 k	20.00 k principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2001 28 PZ	18.38 k	18.17 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/4.09000 04/30/24-10Y LCH	17.70 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A	16.83 k	18.95 k principal	0.00	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A	16.82 k	17.50 k principal	0.00	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5	16.82 k	17.33 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.64750 01/08/24-10Y LCH	16.56 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1	16.21 k	18.22 k principal	0.00	ABS-mortgage backed security	Long	USA
SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1	16.16 k	16.38 k principal	0.00	ABS-other	Long	USA
US 2YR NOTE (CBT) SEP24 XCBT 20240930	15.95 k	50.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/3.75000 01/02/24-10Y LCH	14.90 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/3.60000 01/17/24-10Y LCH	14.66 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/4.23000 10/23/23-10Y LCH	13.56 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/4.25500 10/23/23-10Y LCH	12.99 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1	12.91 k	17.16 k principal	0.00	ABS-mortgage backed security	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1	12.11 k	12.29 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.81000 01/02/24-10Y LCH	11.89 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/3.80740 03/01/24-4Y* LCH	11.63 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/4.17000 10/03/23-10Y LCH	11.62 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A	11.41 k	12.28 k principal	0.00	ABS-mortgage backed security	Long	USA
SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1	10.69 k	11.11 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.95000 12/19/23-10Y LCH	10.50 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/4.10500 04/24/24-10Y LCH	9.41 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
STRIPS 08/41 0.00000	8.85 k	20.00 k principal	0.00	Debt	Long	USA
RFR USD SOFR/4.16500 09/27/23-10Y LCH	8.67 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
STRIPS 11/42 0.00000	8.28 k	20.00 k principal	0.00	Debt	Long	USA
RFR USD SOFR/4.15000 04/22/24-10Y LCH	7.82 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3	7.51 k	8.38 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/4.13000 05/03/24-10Y LCH	7.11 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/3.84200 12/26/23-10Y LCH	6.99 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/4.08500 04/22/24-10Y LCH	6.90 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/3.85400 12/29/23-10Y LCH	6.53 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/4.08000 04/17/24-10Y LCH	6.33 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1	5.36 k	5.63 k principal	0.00	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1	4.87 k	5.09 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL BK8819 FN 08/48 FIXED 4	4.54 k	4.88 k principal	0.00	ABS-mortgage backed security	Long	USA
STRIPS 05/41 0.00000	4.49 k	10.00 k principal	0.00	Debt	Long	USA
FANNIE MAE FNR 2003 71 AC	4.38 k	4.39 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/4.20000 10/18/23-10Y LCH	3.84 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR2 1A2	3.63 k	3.83 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/4.17500 10/10/23-10Y LCH	3.59 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
RFR USD SOFR/3.87000 10/17/23-30Y LCH	3.15 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA