PIMCO Income Fund

Fund Profile

Fund profile

Tickers

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

Fund manager

Pimco Funds

Total assets

$357.22 bn

Liabilities

$189.98 bn

Net assets

$167.24 bn

Number of holdings

9.64 k

Top 200 of 9638 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	23.44 bn	22.94 bn principal	14.02	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	18.66 bn	18.10 bn principal	11.16	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	11.11 bn	11.12 bn principal	6.64	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	10.74 bn	10.62 bn principal	6.42	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	6.06 bn	5.99 bn principal	3.62	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	5.01 bn	514.61 mm principal	3.00	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	4.73 bn	4.92 bn principal	2.83	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	3.59 bn	3.60 bn principal	2.15	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/34 1.875	3.21 bn	3.13 bn principal	1.92	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	2.90 bn	2.81 bn principal	1.73	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/33 1.375	2.54 bn	2.57 bn principal	1.52	Debt	Long	USA
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE	2.36 bn	2.27 bn principal	1.41	ABS-mortgage backed security	Long	USA
US TREASURY N/B 04/27 4.5	2.27 bn	2.23 bn principal	1.36	Debt	Long	USA
US TREASURY N/B 03/26 4.5	2.23 bn	2.20 bn principal	1.33	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	2.22 bn	12.77 bn principal	1.33	Debt	Long	Brazil
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	2.15 bn	2.10 bn principal	1.28	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/54 4.625	1.72 bn	1.59 bn principal	1.03	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.67 bn	1.70 bn principal	1.00	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH	1.46 bn	1.00 contracts	0.87	Interest rate derivative	N/A	USA
TSY INFL IX N/B 07/29 0.25	1.46 bn	1.54 bn principal	0.87	Debt	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A	1.42 bn	1.39 bn principal	0.85	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/25 0.25	1.40 bn	1.42 bn principal	0.84	Debt	Long	USA
TSY INFL IX N/B 07/30 0.125	1.37 bn	1.47 bn principal	0.82	Debt	Long	USA
DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A	1.25 bn	1.12 bn principal	0.75	ABS-mortgage backed security	Long	Netherlands
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.23 bn	1.25 bn principal	0.73	ABS-mortgage backed security	Long	USA
DURHAM MORTGAGES DRHM 2024 AA A 144A	1.22 bn	907.25 mm principal	0.73	ABS-mortgage backed security	Long	UK
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 A 144A	1.11 bn	1.13 bn principal	0.67	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 A1 144A	1.11 bn	1.27 bn principal	0.66	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 A1 144A	1.11 bn	1.17 bn principal	0.66	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	1.10 bn	1.18 bn principal	0.66	Debt	Long	USA
DURHAM MORTGAGES DRHM 2024 BA A 144A	1.07 bn	795.72 mm principal	0.64	ABS-mortgage backed security	Long	UK
IRS EUR 0.50000 06/17/20-30Y LCH	1.04 bn	1.00 contracts	0.62	Interest rate derivative	N/A	N/A
US TREASURY N/B 03/29 2.375	999.10 mm	1.05 bn principal	0.60	Debt	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	991.59 mm	1.06 bn principal	0.59	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP1 PT 144A	930.88 mm	1.14 bn principal	0.56	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8244 FR 09/52 FIXED 4	871.96 mm	906.79 mm principal	0.52	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	867.57 mm	896.64 mm principal	0.52	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A	820.25 mm	975.94 mm principal	0.49	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL3 PT 144A	782.39 mm	828.76 mm principal	0.47	ABS-mortgage backed security	Long	USA
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN	749.18 mm	723.84 mm principal	0.45	Loan	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	745.27 mm	754.93 mm principal	0.45	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	737.44 mm	549.91 mm principal	0.44	ABS-mortgage backed security	Long	UK
BARROW FUNDING PLC BARRO 1A A 144A	735.39 mm	548.69 mm principal	0.44	ABS-mortgage backed security	Long	UK
TSY INFL IX N/B 04/25 0.125	724.75 mm	737.86 mm principal	0.43	Debt	Long	USA
US TREASURY N/B 08/45 2.875	697.66 mm	858.04 mm principal	0.42	Debt	Long	USA
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	678.81 mm	658.08 mm principal	0.41	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP3 PT 144A	662.91 mm	791.49 mm principal	0.40	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 A1 144A	662.53 mm	719.77 mm principal	0.40	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/44 3.375	633.21 mm	712.35 mm principal	0.38	Debt	Long	USA
RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME	621.71 mm	1.00 contracts	0.37	Interest rate derivative	N/A	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 SPL1 PT 144A	620.86 mm	605.65 mm principal	0.37	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP2 PT 144A	614.08 mm	747.77 mm principal	0.37	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A	605.45 mm	606.71 mm principal	0.36	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 A1 144A	604.46 mm	670.92 mm principal	0.36	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 A1 144A	582.12 mm	606.94 mm principal	0.35	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.90 05/18/22-10Y LCH	570.66 mm	1.00 contracts	0.34	Interest rate derivative	N/A	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5	558.79 mm	9.19 bn principal	0.33	Debt	Long	South Africa
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5	556.22 mm	579.84 mm principal	0.33	Debt	Long	Luxembourg
ROUNDSTONE SECURITIES RNST 2A A 144A	554.62 mm	496.90 mm principal	0.33	ABS-mortgage backed security	Long	Ireland
GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A A 144A	538.24 mm	400.71 mm principal	0.32	ABS-mortgage backed security	Long	UK
FNMA POOL MA5192 FN 11/53 FIXED 6.5	534.80 mm	518.53 mm principal	0.32	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/34 1.75	531.84 mm	525.73 mm principal	0.32	Debt	Long	USA
AVON FINANCE AVON 3A A 144A	531.00 mm	394.79 mm principal	0.32	ABS-mortgage backed security	Long	UK
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP3 PT 144A	529.77 mm	595.17 mm principal	0.32	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/25 0.375	525.55 mm	533.14 mm principal	0.31	Debt	Long	USA
US TREASURY N/B 11/44 3	514.04 mm	615.85 mm principal	0.31	Debt	Long	USA
US TREASURY N/B 08/43 4.375	508.84 mm	494.70 mm principal	0.30	Debt	Long	USA
RFRF USD SF+26.161/0.90 9/12/23-26Y* CME	506.50 mm	1.00 contracts	0.30	Interest rate derivative	N/A	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL3 PT 144A	505.82 mm	593.50 mm principal	0.30	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	496.33 mm	11.20 bn principal	0.30	Debt	Long	Mexico
TSY INFL IX N/B 02/49 1	496.02 mm	607.32 mm principal	0.30	Debt	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL2 PT 144A	493.05 mm	572.09 mm principal	0.29	ABS-mortgage backed security	Long	USA
IRS EUR 2.95000 10/27/22-6Y* LCH	486.42 mm	1.00 contracts	0.29	Interest rate derivative	N/A	N/A
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR	474.61 mm	373.74 mm shares	0.28	Preferred equity	Long	Netherlands
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 A1 144A	459.33 mm	505.79 mm principal	0.27	ABS-mortgage backed security	Long	USA
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A	459.30 mm	467.55 mm principal	0.27	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/44 3.625	456.85 mm	494.81 mm principal	0.27	Debt	Long	USA
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE	452.55 mm	471.78 mm principal	0.27	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A	447.12 mm	470.49 mm principal	0.27	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/43 3.625	445.03 mm	480.38 mm principal	0.27	Debt	Long	USA
SOFTBANK VISION FUND II FIXED TERM LOAN	443.64 mm	448.78 mm principal	0.27	Loan	Long	UK
MEX BONOS DESARR FIX RT BONDS 03/29 8.5	440.55 mm	8.89 bn principal	0.26	Debt	Long	Mexico
US TREASURY N/B 11/46 2.875	436.51 mm	542.70 mm principal	0.26	Debt	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2024 NQM1 PT 144A	431.40 mm	417.15 mm principal	0.26	ABS-mortgage backed security	Long	USA
MEX BONOS DESARR FIX RT BONDS 09/26 7	427.88 mm	8.80 bn principal	0.26	Debt	Long	Mexico
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A	419.41 mm	412.99 mm principal	0.25	ABS-other	Long	USA
US TREASURY N/B 08/44 3.125	408.38 mm	478.71 mm principal	0.24	Debt	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 B 144A	404.08 mm	411.45 mm principal	0.24	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL1 PT 144A	402.51 mm	433.03 mm principal	0.24	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2023 NQM1 PT 144A	391.88 mm	386.94 mm principal	0.23	ABS-mortgage backed security	Long	USA
VICI VICI Properties Inc.	387.24 mm	11.63 mm shares	0.23	Common equity	Long	USA
FNMA POOL MA4783 FN 10/52 FIXED 4	384.16 mm	399.63 mm principal	0.23	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP2 PT 144A	375.11 mm	416.26 mm principal	0.22	ABS-mortgage backed security	Long	USA
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7	370.31 mm	412.74 mm principal	0.22	Debt	Long	Mexico
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP1 PT 144A	368.35 mm	448.96 mm principal	0.22	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B1 144A	356.36 mm	423.16 mm principal	0.21	ABS-mortgage backed security	Long	USA
RESIDENTIAL MORTGAGE SECURITIE RMS 33A A 144A	355.70 mm	265.60 mm principal	0.21	ABS-mortgage backed security	Long	UK
RFR GBP SONIO/0.75000 09/21/22-30Y LCH	350.57 mm	1.00 contracts	0.21	Interest rate derivative	N/A	UK
TURKIYE GOVERNMENT BOND BONDS 05/28 VAR	350.40 mm	12.06 bn principal	0.21	Debt	Long	Turkey
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 A1 144A	349.16 mm	360.03 mm principal	0.21	ABS-mortgage backed security	Long	USA
CHESTER A CESTR 1 AA A 144A	348.81 mm	260.34 mm principal	0.21	ABS-mortgage backed security	Long	UK
PCG+A Pacific Gas & Electric Co.	343.98 mm	346.52 mm principal	0.21	Debt	Long	USA
US TREASURY N/B 11/43 3.75	334.29 mm	355.21 mm principal	0.20	Debt	Long	USA
FED HM LN PC POOL SD8447 FR 07/54 FIXED 6	333.04 mm	325.79 mm principal	0.20	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/28 0.75	332.37 mm	339.82 mm principal	0.20	Debt	Long	USA
FNMA POOL FM0076 FN 03/50 FIXED VAR	329.89 mm	360.85 mm principal	0.20	ABS-mortgage backed security	Long	USA
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 B 144A	327.86 mm	385.42 mm principal	0.20	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	325.25 mm	1.13 bn principal	0.19	Debt	Long	Peru
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP4 PT 144A	322.99 mm	397.47 mm principal	0.19	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV2 PT 144A	322.04 mm	386.34 mm principal	0.19	ABS-mortgage backed security	Long	USA
AMSURG EQUITY EQTYAS910	321.85 mm	5.97 mm shares	0.19	Common equity	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A	320.95 mm	336.97 mm principal	0.19	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 12/26 3	318.92 mm	6.66 bn principal	0.19	Debt	Long	Mexico
CVNA Carvana Co.	315.84 mm	267.93 mm principal	0.19	Debt	Long	USA
GNMA II TBA 30 YR 5 JUMBOS	314.83 mm	314.40 mm principal	0.19	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B2 144A	312.93 mm	423.16 mm principal	0.19	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 A1 144A	312.47 mm	324.58 mm principal	0.19	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL1 PT 144A	311.75 mm	353.29 mm principal	0.19	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	304.45 mm	1.11 bn principal	0.18	Debt	Long	Peru
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	302.87 mm	337.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL2 PT 144A	300.82 mm	350.60 mm principal	0.18	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/53 1.5	298.78 mm	330.13 mm principal	0.18	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A1 144A	296.44 mm	324.86 mm principal	0.18	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 INV1 PT 144A	296.43 mm	284.59 mm principal	0.18	ABS-mortgage backed security	Long	USA
REPUBLIC OF TURKIYE SR UNSECURED 03/25 4.25	292.15 mm	292.10 mm principal	0.17	Debt	Long	Turkey
UPFIELD BV 2024 EUR TERM LOAN B9	291.38 mm	261.60 mm principal	0.17	Loan	Long	Netherlands
IRS EUR 0.25000 06/17/20-30Y LCH	287.34 mm	1.00 contracts	0.17	Interest rate derivative	N/A	N/A
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	282.35 mm	967.57 mm principal	0.17	Debt	Long	Peru
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A1 144A	274.85 mm	296.02 mm principal	0.16	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1A 144A	272.31 mm	270.69 mm principal	0.16	ABS-other	Long	USA
RFR USD SOFR/1.75000 06/15/22-7Y LCH	271.27 mm	1.00 contracts	0.16	Interest rate derivative	N/A	USA
REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625	270.47 mm	253.32 mm principal	0.16	Debt	Long	Turkey
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 A PT 144A	268.07 mm	344.43 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA POOL MA5218 FN 12/53 FIXED 7	266.46 mm	256.39 mm principal	0.16	ABS-mortgage backed security	Long	USA
UBS AG STAMFORD CT SR UNSECURED 02/28 7.5	266.37 mm	242.45 mm principal	0.16	Debt	Long	Switzerland
IRS EUR 0.83000 12/09/42-10Y LCH	265.75 mm	1.00 contracts	0.16	Interest rate derivative	N/A	N/A
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 A1 144A	264.25 mm	299.38 mm principal	0.16	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8463 FR 09/54 FIXED 6	259.66 mm	253.96 mm principal	0.16	ABS-mortgage backed security	Long	USA
CVNA Carvana Co.	256.22 mm	235.45 mm principal	0.15	Debt	Long	USA
FNMA POOL BM2002 FN 10/47 FIXED VAR	256.02 mm	262.86 mm principal	0.15	ABS-mortgage backed security	Long	USA
MEX BONOS DESARR FIX RT BONDS 05/31 7.75	254.69 mm	5.39 bn principal	0.15	Debt	Long	Mexico
TRINITY SQUARE TRINI 2021 1A AR 144A	253.37 mm	188.84 mm principal	0.15	ABS-mortgage backed security	Long	UK
REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25	250.37 mm	258.92 mm principal	0.15	Debt	Long	Turkey
GNMA II TBA 30 YR 4.5 JUMBOS	249.57 mm	252.72 mm principal	0.15	ABS-mortgage backed security	Long	USA
FNMA POOL FM3241 FN 03/50 FIXED VAR	248.10 mm	270.65 mm principal	0.15	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/33 1.125	247.89 mm	256.79 mm principal	0.15	Debt	Long	USA
PERFORMER FUNDING PERFF 1A B 144A	247.10 mm	185.23 mm principal	0.15	ABS-other	Long	UK
RFR USD SOFR/2.00000 12/21/22-10Y CME	244.37 mm	1.00 contracts	0.15	Interest rate derivative	N/A	USA
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625	240.30 mm	350.80 mm principal	0.14	Debt	Long	Russian Federation
US TREASURY N/B 02/43 3.125	239.42 mm	276.60 mm principal	0.14	Debt	Long	USA
INTELSAT EMERGENCE SA COMMON STOCK	237.11 mm	7.98 mm shares	0.14	Common equity	Long	Luxembourg
MEXICAN UDIBONOS BONDS 11/28 4	235.08 mm	4.79 bn principal	0.14	Debt	Long	Mexico
Credit Suisse Group AG	235.02 mm	212.80 mm principal	0.14	Debt	Long	Switzerland
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	230.44 mm	229.34 mm principal	0.14	ABS-other	Long	USA
RFR USD SOFR/1.75000 12/21/22-30Y CME	227.71 mm	1.00 contracts	0.14	Interest rate derivative	N/A	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A	226.58 mm	232.40 mm principal	0.14	ABS-other	Long	USA
DISH DBS CORP SR SECURED 144A 12/26 5.25	225.11 mm	243.10 mm principal	0.13	Debt	Long	USA
RFRF USD SF+26.161/0.6* 07/15/23-7Y CME	224.78 mm	1.00 contracts	0.13	Interest rate derivative	N/A	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP5 PT 144A	224.01 mm	269.74 mm principal	0.13	ABS-mortgage backed security	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 B4W 144A	221.31 mm	273.71 mm principal	0.13	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8369 FR 10/53 FIXED 6.5	221.15 mm	214.14 mm principal	0.13	ABS-mortgage backed security	Long	USA
DAVIS SQUARE FUNDING LTD DVSQ 2005 5A A1A 144A	219.78 mm	583.58 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NRPL TRUST SERIES NRPL 2019 1A PT 144A	218.19 mm	239.24 mm principal	0.13	ABS-mortgage backed security	Long	USA
HONDA AUTO RECEIVABLES OWNER T HAROT 2024 3 A2	217.58 mm	216.50 mm principal	0.13	ABS-other	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A	217.11 mm	233.73 mm principal	0.13	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/42 0.75	216.79 mm	259.81 mm principal	0.13	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	214.72 mm	218.78 mm principal	0.13	Debt	Long	USA
KENTMERE KMR 1A A 144A	211.96 mm	158.52 mm principal	0.13	ABS-mortgage backed security	Long	UK
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B1 144A	209.83 mm	237.52 mm principal	0.13	ABS-mortgage backed security	Long	USA
BARCLAYS MORTGAGE LOAN TRUST BARC 2023 NQM2 PT 144A	209.80 mm	205.38 mm principal	0.13	ABS-mortgage backed security	Long	USA
BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM2 PT1 144A	209.38 mm	200.83 mm principal	0.13	ABS-mortgage backed security	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A	208.82 mm	220.17 mm principal	0.12	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP11 PT 144A	206.89 mm	221.78 mm principal	0.12	ABS-mortgage backed security	Long	USA
STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A	206.77 mm	154.03 mm principal	0.12	ABS-mortgage backed security	Long	UK
NATIONWIDE BUILDING SOC CCDS PREFERENCE	206.13 mm	1.16 mm shares	0.12	Preferred equity	Long	UK
SCURALPHA 1503 GMBH USD TERM LOAN B1	203.98 mm	213.42 mm principal	0.12	Loan	Long	Germany
DISH DBS CORP SR SECURED 144A 12/28 5.75	203.57 mm	232.49 mm principal	0.12	Debt	Long	USA
POSEIDON BIDCO SASU 2023 EUR TERM LOAN B	203.07 mm	235.20 mm principal	0.12	Loan	Long	France
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH	203.04 mm	1.00 contracts	0.12	Interest rate derivative	N/A	Japan
GNMA II TBA 30 YR 3.5 JUMBOS	202.48 mm	215.50 mm principal	0.12	ABS-mortgage backed security	Long	USA
WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A	201.65 mm	150.37 mm principal	0.12	ABS-mortgage backed security	Long	UK
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81	201.33 mm	212.40 mm principal	0.12	Debt	Long	Japan
MEX BONOS DESARR FIX RT BONDS 06/27 7.5	199.72 mm	4.09 bn principal	0.12	Debt	Long	Mexico
TSY INFL IX N/B 02/48 1	199.03 mm	241.96 mm principal	0.12	Debt	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 B PT 144A	197.31 mm	224.97 mm principal	0.12	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/25 2.375	197.16 mm	198.46 mm principal	0.12	Debt	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 A3A 144A	195.32 mm	231.71 mm principal	0.12	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	191.45 mm	210.38 mm principal	0.11	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D A1B 144A	185.69 mm	182.35 mm principal	0.11	ABS-other	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B2 144A	184.62 mm	237.52 mm principal	0.11	ABS-mortgage backed security	Long	USA
TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A	183.47 mm	136.60 mm principal	0.11	ABS-mortgage backed security	Long	UK
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7	182.40 mm	618.87 mm principal	0.11	Debt	Long	Peru
NatWest Markets Plc	181.02 mm	177.65 mm principal	0.11	Debt	Long	UK
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5	180.48 mm	3.59 bn principal	0.11	Debt	Long	South Africa
GSMBS 2024 RPL5 PT 144A	178.70 mm	201.74 mm principal	0.11	ABS-mortgage backed security	Long	USA
ROMANIA SR UNSECURED 144A 09/31 5.125	178.60 mm	159.60 mm principal	0.11	Debt	Long	Romania
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B1 144A	178.01 mm	178.64 mm principal	0.11	ABS-mortgage backed security	Long	USA
REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR	177.49 mm	288.37 mm principal	0.11	Debt	Long	Argentina
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875	177.03 mm	3.30 bn principal	0.11	Debt	Long	South Africa
NRPL TRUST SERIES NRPL 2024 RPL1 PT 144A	176.95 mm	195.80 mm principal	0.11	ABS-mortgage backed security	Long	USA