PIMCO Income Fund

Fund Profile

Fund profile

Tickers

PONAX, PONCX, PONRX, PIMIX, PIINX, PONPX, PIPNX

Fund manager

Pimco Funds

Total assets

$383.10 bn

Liabilities

$211.90 bn

Net assets

$171.21 bn

Number of holdings

9.62 k

Top 200 of 9623 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	25.68 bn	25.58 bn principal	15.00	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	19.74 bn	19.36 bn principal	11.53	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	14.39 bn	14.59 bn principal	8.40	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	12.41 bn	12.87 bn principal	7.25	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	6.69 bn	687.04 mm principal	3.91	Short-term investment vehicle	Long	USA
TSY INFL IX N/B 07/34 1.875	4.32 bn	4.46 bn principal	2.52	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	2.52 bn	2.76 bn principal	1.47	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/33 1.375	2.42 bn	2.58 bn principal	1.41	Debt	Long	USA
US TREASURY N/B 04/27 4.5	2.24 bn	2.23 bn principal	1.31	Debt	Long	USA
US TREASURY N/B 03/26 4.5	2.21 bn	2.20 bn principal	1.29	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	2.03 bn	2.22 bn principal	1.18	ABS-mortgage backed security	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	2.01 bn	12.77 bn principal	1.17	Debt	Long	Brazil
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	1.99 bn	2.01 bn principal	1.16	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/54 4.5	1.82 bn	1.91 bn principal	1.06	Debt	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	1.78 bn	1.85 bn principal	1.04	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.78 bn	1.89 bn principal	1.04	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH	1.72 bn	1.00 contracts	1.00	Interest rate derivative	N/A	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.63 bn	1.60 bn principal	0.95	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/54 4.625	1.54 bn	1.59 bn principal	0.90	Debt	Long	USA
TSY INFL IX N/B 07/29 0.25	1.43 bn	1.55 bn principal	0.84	Debt	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A	1.35 bn	1.35 bn principal	0.79	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/30 0.125	1.33 bn	1.48 bn principal	0.78	Debt	Long	USA
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 AE 144A	1.28 bn	1.33 bn principal	0.75	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	1.22 bn	1.29 bn principal	0.71	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.17 bn	1.28 bn principal	0.68	ABS-mortgage backed security	Long	USA
DURHAM MORTGAGES DRHM 2024 AA A 144A	1.08 bn	863.24 mm principal	0.63	ABS-mortgage backed security	Long	UK
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 A1 144A	1.06 bn	1.14 bn principal	0.62	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	1.06 bn	1.18 bn principal	0.62	Debt	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 A1 144A	1.05 bn	1.23 bn principal	0.61	ABS-mortgage backed security	Long	USA
DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A	1.04 bn	1.01 bn principal	0.61	ABS-mortgage backed security	Long	Netherlands
US TREASURY N/B 03/29 2.375	970.58 mm	1.05 bn principal	0.57	Debt	Long	USA
DURHAM MORTGAGES DRHM 2024 BA A 144A	941.15 mm	749.91 mm principal	0.55	ABS-mortgage backed security	Long	UK
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	940.90 mm	1.06 bn principal	0.55	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP1 PT 144A	882.80 mm	1.12 bn principal	0.52	ABS-mortgage backed security	Long	USA
IRS EUR 0.50000 06/17/20-30Y LCH	878.80 mm	1.00 contracts	0.51	Interest rate derivative	N/A	N/A
FNMA POOL MA5297 FN 03/54 FIXED 6.5	862.27 mm	844.33 mm principal	0.50	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	856.60 mm	929.94 mm principal	0.50	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.90 05/18/22-10Y LCH	810.52 mm	1.00 contracts	0.47	Interest rate derivative	N/A	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A	777.47 mm	964.00 mm principal	0.45	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	774.11 mm	819.00 mm principal	0.45	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/25 0.125	735.97 mm	740.53 mm principal	0.43	Debt	Long	USA
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN	734.70 mm	723.84 mm principal	0.43	Loan	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL3 PT 144A	731.12 mm	801.46 mm principal	0.43	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME	717.63 mm	1.00 contracts	0.42	Interest rate derivative	N/A	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	649.74 mm	517.87 mm principal	0.38	ABS-mortgage backed security	Long	UK
BARROW FUNDING PLC BARRO 1A A 144A	644.53 mm	513.62 mm principal	0.38	ABS-mortgage backed security	Long	UK
US TREASURY N/B 08/45 2.875	633.18 mm	858.04 mm principal	0.37	Debt	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 A1 144A	624.50 mm	692.04 mm principal	0.36	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP3 PT 144A	622.54 mm	770.93 mm principal	0.36	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	592.64 mm	580.15 mm principal	0.35	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP2 PT 144A	579.32 mm	733.37 mm principal	0.34	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/0.90 9/12/23-26Y* CME	578.00 mm	1.00 contracts	0.34	Interest rate derivative	N/A	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 SPL1 PT 144A	577.86 mm	571.04 mm principal	0.34	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/44 3.375	577.56 mm	712.35 mm principal	0.34	Debt	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 A1 144A	572.91 mm	653.57 mm principal	0.33	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A	570.72 mm	572.11 mm principal	0.33	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 A1 144A	554.62 mm	585.71 mm principal	0.32	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/25 0.375	531.86 mm	535.06 mm principal	0.31	Debt	Long	USA
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5	520.07 mm	562.31 mm principal	0.30	Debt	Long	Luxembourg
TSY INFL IX N/B 01/34 1.75	505.99 mm	527.63 mm principal	0.30	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP3 PT 144A	494.96 mm	579.39 mm principal	0.29	ABS-mortgage backed security	Long	USA
ROUNDSTONE SECURITIES RNST 2A A 144A	485.92 mm	466.77 mm principal	0.28	ABS-mortgage backed security	Long	Ireland
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A	478.43 mm	583.56 mm principal	0.28	ABS-mortgage backed security	Long	USA
AVON FINANCE AVON 3A A 144A	472.27 mm	375.45 mm principal	0.28	ABS-mortgage backed security	Long	UK
VALLEY FUNDING PLC VFUND 1A A 144A	470.14 mm	375.49 mm principal	0.27	ABS-mortgage backed security	Long	UK
US TREASURY N/B 11/44 3	467.59 mm	615.85 mm principal	0.27	Debt	Long	USA
ALIGNED DATA CNTRS INERNTNL LP TERM LOAN	466.77 mm	468.60 mm principal	0.27	Loan	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL2 PT 144A	465.73 mm	560.46 mm principal	0.27	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/43 4.375	465.67 mm	494.70 mm principal	0.27	Debt	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	457.76 mm	11.33 bn principal	0.27	Debt	Long	Mexico
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP4 PT	451.18 mm	527.84 mm principal	0.26	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/49 1	444.61 mm	609.51 mm principal	0.26	Debt	Long	USA
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A	440.27 mm	451.80 mm principal	0.26	ABS-mortgage backed security	Long	USA
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE	438.98 mm	471.78 mm principal	0.26	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 A1 144A	433.66 mm	486.60 mm principal	0.25	ABS-mortgage backed security	Long	USA
SOFTBANK VISION FUND II FIXED TERM LOAN	429.78 mm	435.36 mm principal	0.25	Loan	Long	UK
IRS EUR 2.95000 10/27/22-6Y* LCH	428.68 mm	1.00 contracts	0.25	Interest rate derivative	N/A	N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A	428.38 mm	457.14 mm principal	0.25	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/44 3.625	417.66 mm	494.81 mm principal	0.24	Debt	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	415.66 mm	1.48 bn principal	0.24	Debt	Long	Peru
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR	413.35 mm	359.04 mm shares	0.24	Preferred equity	Long	Netherlands
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	407.67 mm	1.54 bn principal	0.24	Debt	Long	Peru
GNMA II TBA 30 YR 4 JUMBOS	407.21 mm	442.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/43 3.625	407.07 mm	480.38 mm principal	0.24	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A	405.51 mm	394.92 mm principal	0.24	ABS-other	Long	USA
MEX BONOS DESARR FIX RT BONDS 03/29 8.5	405.16 mm	8.89 bn principal	0.24	Debt	Long	Mexico
MEX BONOS DESARR FIX RT BONDS 09/26 7	404.37 mm	8.80 bn principal	0.24	Debt	Long	Mexico
GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A	400.25 mm	390.90 mm principal	0.23	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 06/15/22-7Y LCH	396.86 mm	1.00 contracts	0.23	Interest rate derivative	N/A	USA
US TREASURY N/B 11/46 2.875	394.44 mm	542.70 mm principal	0.23	Debt	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 B 144A	389.54 mm	397.01 mm principal	0.23	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.50000 05/22/23-10Y LCH	381.83 mm	1.00 contracts	0.22	Interest rate derivative	N/A	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 PT 144A	380.08 mm	421.12 mm principal	0.22	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2023 NQM1 PT 144A	379.69 mm	376.30 mm principal	0.22	ABS-mortgage backed security	Long	USA
GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A A 144A	373.08 mm	296.69 mm principal	0.22	ABS-mortgage backed security	Long	UK
US TREASURY N/B 08/44 3.125	371.93 mm	478.71 mm principal	0.22	Debt	Long	USA
RFR GBP SONIO/0.75000 09/21/22-30Y LCH	360.93 mm	1.00 contracts	0.21	Interest rate derivative	N/A	UK
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5	359.45 mm	6.53 bn principal	0.21	Debt	Long	South Africa
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7	359.38 mm	412.74 mm principal	0.21	Debt	Long	Mexico
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP2 PT 144A	354.89 mm	407.98 mm principal	0.21	ABS-mortgage backed security	Long	USA
PROJECT PANAMA SPV LLC CR LKD NTSER 2024 1 144A	349.60 mm	349.31 mm principal	0.20	ABS-other	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A	346.32 mm	439.10 mm principal	0.20	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B1 144A	341.90 mm	423.16 mm principal	0.20	ABS-mortgage backed security	Long	USA
VICI VICI Properties Inc.	339.57 mm	11.63 mm shares	0.20	Common equity	Long	USA
TURKIYE GOVERNMENT BOND BONDS 05/28 VAR	336.41 mm	12.06 bn principal	0.20	Debt	Long	Turkey
PCG+A Pacific Gas & Electric Co.	335.60 mm	346.52 mm principal	0.20	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 A1 144A	333.04 mm	347.81 mm principal	0.19	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/28 0.75	327.65 mm	341.05 mm principal	0.19	Debt	Long	USA
RFR USD SOFR/3.00000 06/21/23-7Y LCH	323.15 mm	1.00 contracts	0.19	Interest rate derivative	N/A	USA
MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM4 PT 144A	322.13 mm	317.67 mm principal	0.19	ABS-mortgage backed security	Long	USA
CVNA Carvana Co.	321.52 mm	267.93 mm principal	0.19	Debt	Long	USA
RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A	317.15 mm	252.85 mm principal	0.19	ABS-mortgage backed security	Long	UK
FED HM LN PC POOL SD8447 FR 07/54 FIXED 6	313.21 mm	311.22 mm principal	0.18	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/54 4.25	308.92 mm	338.20 mm principal	0.18	Debt	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	308.53 mm	363.18 mm principal	0.18	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP4 PT 144A	306.94 mm	392.43 mm principal	0.18	ABS-mortgage backed security	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A	306.40 mm	327.25 mm principal	0.18	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/43 3.75	305.97 mm	355.21 mm principal	0.18	Debt	Long	USA
MEXICAN UDIBONOS BONDS 12/26 3	304.97 mm	6.73 bn principal	0.18	Debt	Long	Mexico
FNMA POOL FM0076 FN 03/50 FIXED VAR	304.65 mm	353.17 mm principal	0.18	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV2 PT 144A	302.54 mm	380.54 mm principal	0.18	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B2 144A	301.00 mm	423.16 mm principal	0.18	ABS-mortgage backed security	Long	USA
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	300.25 mm	1.07 bn principal	0.18	Debt	Long	Peru
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 A1 144A	295.41 mm	310.72 mm principal	0.17	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL1 PT 144A	294.25 mm	346.21 mm principal	0.17	ABS-mortgage backed security	Long	USA
CDX HY43 5Y ICE	293.10 mm	1.00 contracts	0.17	Credit derivative	N/A	USA
FNMA POOL MA5273 FN 02/54 FIXED 6.5	292.93 mm	286.78 mm principal	0.17	ABS-mortgage backed security	Long	USA
CHESTER A CESTR 1 AA A 144A	287.72 mm	229.33 mm principal	0.17	ABS-mortgage backed security	Long	UK
RFR USD SOFR/2.00000 12/21/22-10Y CME	287.16 mm	1.00 contracts	0.17	Interest rate derivative	N/A	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL2 PT 144A	286.07 mm	345.52 mm principal	0.17	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A1 144A	281.92 mm	313.26 mm principal	0.16	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8286 FR 01/53 FIXED 4	281.18 mm	307.10 mm principal	0.16	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A	274.50 mm	273.12 mm principal	0.16	ABS-mortgage backed security	Long	USA
AMSURG EQUITY EQTYAS910	273.44 mm	5.97 mm shares	0.16	Common equity	Long	USA
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR	272.04 mm	408.47 mm principal	0.16	Debt	Long	Argentina
RFR USD SOFR/1.75000 12/21/22-30Y CME	269.43 mm	1.00 contracts	0.16	Interest rate derivative	N/A	USA
TSY INFL IX N/B 02/53 1.5	265.62 mm	331.32 mm principal	0.16	Debt	Long	USA
KENTMERE KMR 3A A 144A	264.11 mm	210.34 mm principal	0.15	ABS-mortgage backed security	Long	UK
INTELSAT EMERGENCE SA COMMON STOCK	263.60 mm	7.98 mm shares	0.15	Common equity	Long	Luxembourg
REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625	262.96 mm	253.32 mm principal	0.15	Debt	Long	Turkey
RFRF USD SF+26.161/0.6* 07/15/23-7Y CME	262.06 mm	1.00 contracts	0.15	Interest rate derivative	N/A	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A1 144A	260.60 mm	282.38 mm principal	0.15	ABS-mortgage backed security	Long	USA
UBS AG STAMFORD CT SR UNSECURED 02/28 7.5	259.68 mm	242.45 mm principal	0.15	Debt	Long	Switzerland
CVNA Carvana Co.	258.75 mm	235.45 mm principal	0.15	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1A 144A	256.46 mm	258.84 mm principal	0.15	ABS-other	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A PT 144A	254.52 mm	338.64 mm principal	0.15	ABS-mortgage backed security	Long	USA
UPFIELD BV 2024 EUR TERM LOAN B9	250.88 mm	241.60 mm principal	0.15	Loan	Long	Netherlands
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 A1 144A	248.31 mm	289.03 mm principal	0.15	ABS-mortgage backed security	Long	USA
IRS EUR 0.25000 06/17/20-30Y LCH	247.01 mm	1.00 contracts	0.14	Interest rate derivative	N/A	N/A
FED HM LN PC POOL SD8463 FR 09/54 FIXED 6	245.31 mm	243.68 mm principal	0.14	ABS-mortgage backed security	Long	USA
REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25	242.27 mm	258.92 mm principal	0.14	Debt	Long	Turkey
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR	240.51 mm	383.59 mm principal	0.14	Debt	Long	Argentina
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625	240.30 mm	350.80 mm principal	0.14	Debt	Long	Russian Federation
FNMA POOL BM2002 FN 10/47 FIXED VAR	238.22 mm	256.69 mm principal	0.14	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/33 1.125	237.15 mm	257.72 mm principal	0.14	Debt	Long	USA
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH	231.60 mm	1.00 contracts	0.14	Interest rate derivative	N/A	Japan
PERFORMER FUNDING PERFF 1A B 144A	231.42 mm	185.23 mm principal	0.14	ABS-other	Long	UK
MEX BONOS DESARR FIX RT BONDS 05/31 7.75	231.12 mm	5.39 bn principal	0.13	Debt	Long	Mexico
REPUBLIC OF TURKIYE SR UNSECURED 03/25 4.25	228.39 mm	228.90 mm principal	0.13	Debt	Long	Turkey
GNMA II TBA 30 YR 5 JUMBOS	228.27 mm	235.40 mm principal	0.13	ABS-mortgage backed security	Long	USA
FNMA POOL FM3241 FN 03/50 FIXED VAR	227.83 mm	264.60 mm principal	0.13	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	225.69 mm	212.80 mm principal	0.13	Debt	Long	Switzerland
FNMA POOL MA5217 FN 12/53 FIXED 6.5	224.42 mm	219.68 mm principal	0.13	ABS-mortgage backed security	Long	USA
TRINITY SQUARE TRINI 2021 1A AR 144A	223.52 mm	178.10 mm principal	0.13	ABS-mortgage backed security	Long	UK
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR	222.91 mm	288.37 mm principal	0.13	Debt	Long	Argentina
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	222.65 mm	219.57 mm principal	0.13	ABS-other	Long	USA
DISH DBS CORP SR SECURED 144A 12/26 5.25	221.42 mm	243.10 mm principal	0.13	Debt	Long	USA
MEXICAN UDIBONOS BONDS 11/28 4	220.24 mm	4.85 bn principal	0.13	Debt	Long	Mexico
US TREASURY N/B 02/43 3.125	218.58 mm	276.60 mm principal	0.13	Debt	Long	USA
HONDA AUTO RECEIVABLES OWNER T HAROT 2024 3 A2	217.17 mm	216.50 mm principal	0.13	ABS-other	Long	USA
DAVIS SQUARE FUNDING LTD DVSQ 2005 5A A1A 144A	216.12 mm	583.58 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DATABRICKS INC LAST OUT TERM LOAN	215.89 mm	216.98 mm principal	0.13	Loan	Long	USA
PCG+A Pacific Gas & Electric Co.	215.06 mm	218.78 mm principal	0.13	Debt	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 B4W 144A	213.14 mm	273.69 mm principal	0.12	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A	213.10 mm	222.51 mm principal	0.12	ABS-other	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP5 PT 144A	211.67 mm	264.68 mm principal	0.12	ABS-mortgage backed security	Long	USA
GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A	208.79 mm	220.50 mm principal	0.12	ABS-mortgage backed security	Long	Canada
VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5	207.80 mm	187.90 mm principal	0.12	Debt	Long	USA
NRPL TRUST SERIES NRPL 2019 1A PT 144A	206.68 mm	234.64 mm principal	0.12	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A	203.91 mm	226.48 mm principal	0.12	ABS-mortgage backed security	Long	USA
SCURALPHA 1503 GMBH USD TERM LOAN B1	203.57 mm	212.89 mm principal	0.12	Loan	Long	Germany
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875	203.31 mm	4.21 bn principal	0.12	Debt	Long	South Africa
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B1 144A	201.66 mm	237.52 mm principal	0.12	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 08/34 4	200.86 mm	4.72 bn principal	0.12	Debt	Long	Mexico
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7	200.49 mm	715.17 mm principal	0.12	Debt	Long	Peru
TSY INFL IX N/B 02/42 0.75	199.96 mm	260.75 mm principal	0.12	Debt	Long	USA
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81	199.80 mm	212.40 mm principal	0.12	Debt	Long	Japan
BARCLAYS MORTGAGE LOAN TRUST BARC 2023 NQM2 PT 144A	199.73 mm	196.92 mm principal	0.12	ABS-mortgage backed security	Long	USA
DISH DBS CORP SR SECURED 144A 12/28 5.75	199.22 mm	232.49 mm principal	0.12	Debt	Long	USA
IRS EUR 0.83000 12/09/42-10Y LCH	198.44 mm	1.00 contracts	0.12	Interest rate derivative	N/A	N/A
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A	196.77 mm	213.70 mm principal	0.11	ABS-mortgage backed security	Long	USA
LUGO FUNDING DAC 05/66 1	196.74 mm	190.20 mm principal	0.11	ABS-mortgage backed security	Long	Ireland
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP11 PT 144A	196.56 mm	217.51 mm principal	0.11	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.70000 06/06/23-10Y LCH	195.53 mm	1.00 contracts	0.11	Interest rate derivative	N/A	USA
FED HM LN PC POOL SD8369 FR 10/53 FIXED 6.5	195.22 mm	191.15 mm principal	0.11	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	191.13 mm	213.80 mm principal	0.11	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 B PT 144A	188.85 mm	220.36 mm principal	0.11	ABS-mortgage backed security	Long	USA
BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A	187.08 mm	181.76 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA POOL CB7739 FN 01/54 FIXED 6.5	186.62 mm	182.51 mm principal	0.11	ABS-mortgage backed security	Long	USA
MEX BONOS DESARR FIX RT BONDS 06/27 7.5	186.28 mm	4.09 bn principal	0.11	Debt	Long	Mexico