PIMCO Income Portfolio

Fund Profile

Fund profile

Tickers

PIINCAM, PIINCAV, PIINCIS

Fund manager

Pimco Variable Insurance Trust

Total assets

$1.84 bn

Liabilities

$1.01 bn

Net assets

$823.43 mm

Number of holdings

1.19 k

Top 200 of 1188 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	98.48 mm	98.10 mm principal	11.96	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	91.64 mm	95.00 mm principal	11.13	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	72.97 mm	71.55 mm principal	8.86	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	57.54 mm	58.35 mm principal	6.99	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	37.95 mm	41.50 mm principal	4.61	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5	25.39 mm	24.86 mm principal	3.08	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/34 1.875	18.23 mm	18.81 mm principal	2.21	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	17.88 mm	17.80 mm principal	2.17	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	15.83 mm	17.90 mm principal	1.92	ABS-mortgage backed security	Long	USA
US TREASURY N/B 04/27 4.5	13.37 mm	13.30 mm principal	1.62	Debt	Long	USA
US TREASURY N/B 03/26 4.5	13.24 mm	13.20 mm principal	1.61	Debt	Long	USA
BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A	11.10 mm	8.74 mm principal	1.35	ABS-mortgage backed security	Long	UK
TSY INFL IX N/B 07/33 1.375	10.70 mm	11.43 mm principal	1.30	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV3	9.55 mm	9.80 mm principal	1.16	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5	9.40 mm	11.00 mm principal	1.14	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	8.92 mm	10.50 mm principal	1.08	ABS-mortgage backed security	Long	USA
FNMA POOL MA5167 FN 10/53 FIXED 6.5	8.71 mm	8.52 mm principal	1.06	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/54 4.5	8.58 mm	9.00 mm principal	1.04	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	8.18 mm	8.70 mm principal	0.99	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	7.69 mm	789.35 k principal	0.93	Short-term investment vehicle	Long	USA
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A	7.45 mm	7.51 mm principal	0.90	ABS-mortgage backed security	Long	USA
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1	7.27 mm	7.31 mm principal	0.88	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL4 A1 144A	6.96 mm	6.92 mm principal	0.85	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A	6.92 mm	7.18 mm principal	0.84	ABS-mortgage backed security	Long	USA
FNMA POOL MA4894 FN 01/53 FIXED 6	6.91 mm	6.87 mm principal	0.84	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	6.90 mm	7.30 mm principal	0.84	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A	6.66 mm	6.63 mm principal	0.81	ABS-mortgage backed security	Long	USA
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A	6.43 mm	7.26 mm principal	0.78	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A	6.40 mm	6.50 mm principal	0.78	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS	6.33 mm	5.04 mm principal	0.77	ABS-mortgage backed security	Long	UK
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A	6.31 mm	6.26 mm principal	0.77	ABS-other	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3	5.99 mm	6.10 mm principal	0.73	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A	5.68 mm	6.29 mm principal	0.69	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/54 4.625	5.64 mm	5.80 mm principal	0.68	Debt	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A	5.43 mm	5.40 mm principal	0.66	ABS-mortgage backed security	Long	USA
LETRA TESOURO NACIONAL BILLS 10/25 0.00000	4.91 mm	33.65 mm principal	0.60	Debt	Long	Brazil
AVON FINANCE AVON 4A A 144A	4.86 mm	3.88 mm principal	0.59	ABS-mortgage backed security	Long	UK
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1	4.66 mm	5.00 mm principal	0.57	ABS-mortgage backed security	Long	USA
UBS GROUP AG SR UNSECURED 144A 01/34 VAR	4.53 mm	4.42 mm principal	0.55	Debt	Long	Switzerland
MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2	4.51 mm	11.31 mm principal	0.55	ABS-mortgage backed security	Long	USA
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN	4.49 mm	4.43 mm principal	0.55	Loan	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A	4.49 mm	4.48 mm principal	0.54	ABS-mortgage backed security	Long	USA
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	4.41 mm	4.40 mm principal	0.54	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/34 1.75	4.33 mm	4.52 mm principal	0.53	Debt	Long	USA
NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D	4.22 mm	4.40 mm principal	0.51	ABS-mortgage backed security	Long	USA
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A	4.10 mm	4.09 mm principal	0.50	ABS-mortgage backed security	Long	USA
PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A	4.10 mm	4.10 mm principal	0.50	ABS-other	Long	USA
ICG US CLO LTD ICG 2021 3A AR 144A	4.10 mm	4.10 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M3 144A	4.09 mm	4.11 mm principal	0.50	ABS-mortgage backed security	Long	USA
LETRA TESOURO NACIONAL BILLS 07/25 0.00000	4.09 mm	26.90 mm principal	0.50	Debt	Long	Brazil
TSY INFL IX N/B 07/32 0.625	4.08 mm	4.56 mm principal	0.50	Debt	Long	USA
GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS	4.07 mm	3.90 mm principal	0.49	ABS-other	Long	Italy
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2004 WMC1 M1	4.02 mm	4.43 mm principal	0.49	ABS-mortgage backed security	Long	USA
PRP ADVISORS, LLC PRPM 2024 8 A1 144A	4.01 mm	4.00 mm principal	0.49	ABS-mortgage backed security	Long	USA
GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A	4.01 mm	4.00 mm principal	0.49	ABS-other	Long	USA
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A	4.01 mm	4.38 mm principal	0.49	ABS-mortgage backed security	Long	USA
522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A	4.01 mm	4.00 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRYSAIL CLO LTD TRYSL 2022 1A A 144A	4.00 mm	4.00 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Jersey
CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR	4.00 mm	4.00 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BBCCRE TRUST BBCCR 2015 GTP A 144A	3.99 mm	4.10 mm principal	0.49	ABS-mortgage backed security	Long	USA
OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A	3.91 mm	3.90 mm principal	0.47	ABS-other	Long	USA
GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A	3.91 mm	3.90 mm principal	0.47	ABS-other	Long	USA
PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A	3.90 mm	3.90 mm principal	0.47	ABS-other	Long	USA
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A	3.90 mm	3.90 mm principal	0.47	ABS-other	Long	USA
OSCAR US FUNDING TRUST OSCAR 2021 2A A4 144A	3.86 mm	3.94 mm principal	0.47	ABS-other	Long	Japan
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3	3.84 mm	3.90 mm principal	0.47	Debt	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A	3.82 mm	3.91 mm principal	0.46	ABS-mortgage backed security	Long	USA
GSAA HOME EQUITY TRUST GSAA 2005 8 M2	3.82 mm	4.83 mm principal	0.46	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A	3.80 mm	3.88 mm principal	0.46	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A	3.78 mm	3.81 mm principal	0.46	ABS-other	Long	USA
CIM TRUST CIM 2023 R4 A1 144A	3.76 mm	3.79 mm principal	0.46	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME	3.74 mm	1.00 contracts	0.45	Interest rate derivative	N/A	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A	3.74 mm	3.74 mm principal	0.45	ABS-mortgage backed security	Long	USA
ARBOUR CLO ARBR 7A AR 144A	3.73 mm	3.60 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Ireland
US TREASURY N/B 11/27 0.625	3.73 mm	4.14 mm principal	0.45	Debt	Long	USA
INVESCO EURO CLO INVSC 3A AR 144A	3.73 mm	3.60 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Ireland
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.65 mm	3.70 mm principal	0.44	ABS-mortgage backed security	Long	USA
LUGO FUNDING DAC 05/66 1	3.62 mm	3.50 mm principal	0.44	ABS-mortgage backed security	Long	Ireland
AG TRUST AG 2024 NLP A 144A	3.62 mm	3.60 mm principal	0.44	ABS-mortgage backed security	Long	USA
ARGENT SECURITIES INC. ARSI 2006 M1 A2D	3.62 mm	13.61 mm principal	0.44	ABS-mortgage backed security	Long	USA
37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A	3.61 mm	3.60 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	Jersey
ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A	3.61 mm	3.60 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COMM MORTGAGE TRUST COMM 2016 667M A 144A	3.58 mm	4.10 mm principal	0.43	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/29 0.25	3.57 mm	3.85 mm principal	0.43	Debt	Long	USA
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3	3.52 mm	3.50 mm principal	0.43	ABS-other	Long	USA
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3	3.52 mm	3.50 mm principal	0.43	ABS-other	Long	USA
MFRA TRUST MFRA 2023 NQM2 A1 144A	3.52 mm	3.60 mm principal	0.43	ABS-mortgage backed security	Long	USA
SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A	3.51 mm	3.50 mm principal	0.43	ABS-other	Long	USA
MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR	3.51 mm	3.50 mm principal	0.43	Debt	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A2	3.51 mm	3.87 mm principal	0.43	ABS-mortgage backed security	Long	USA
TRALEE CDO LTD TRAL 2019 6A A1RR 144A	3.51 mm	3.50 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A	3.49 mm	3.37 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Ireland
EUROHOME UK MORTGAGES PLC EHMU 2007 2 M1 REGS	3.48 mm	2.83 mm principal	0.42	ABS-mortgage backed security	Long	UK
INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4	3.47 mm	3.90 mm principal	0.42	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	3.46 mm	3.90 mm principal	0.42	Debt	Long	USA
CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A	3.45 mm	3.44 mm principal	0.42	ABS-other	Long	USA
PFP III PFP 2024 11 A 144A	3.44 mm	3.41 mm principal	0.42	ABS-mortgage backed security	Long	Cayman Islands
US TREASURY N/B 01/26 2.625	3.44 mm	3.50 mm principal	0.42	Debt	Long	USA
MFRA TRUST MFRA 2024 RPL1 A1 144A	3.39 mm	3.56 mm principal	0.41	ABS-mortgage backed security	Long	USA
CIM TRUST CIM 2024 R1 A1 144A	3.39 mm	3.48 mm principal	0.41	ABS-mortgage backed security	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A	3.31 mm	3.20 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Ireland
LCM LTD PARTNERSHIP LCM 31A AR 144A	3.31 mm	3.30 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A	3.31 mm	3.28 mm principal	0.40	ABS-mortgage backed security	Long	USA
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A	3.26 mm	3.23 mm principal	0.40	ABS-other	Long	USA
FNMA POOL DA5748 FN 12/53 FIXED 6.5	3.24 mm	3.16 mm principal	0.39	ABS-mortgage backed security	Long	USA
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR	3.18 mm	5.07 mm principal	0.39	Debt	Long	Argentina
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A2	3.15 mm	3.14 mm principal	0.38	ABS-other	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	3.13 mm	3.40 mm principal	0.38	ABS-mortgage backed security	Long	USA
VOYA CLO LTD VOYA 2024 1A A1 144A	3.13 mm	3.10 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16	3.11 mm	8.48 mm principal	0.38	ABS-mortgage backed security	Long	USA
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2	3.05 mm	3.04 mm principal	0.37	ABS-other	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A	3.03 mm	3.03 mm principal	0.37	ABS-mortgage backed security	Long	USA
TRANSDIGM, INC. 2023 TERM LOAN J	3.02 mm	3.01 mm principal	0.37	Loan	Long	USA
OCP CLO LTD OCP 2015 9A A1R2 144A	3.00 mm	3.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A	3.00 mm	3.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5	2.99 mm	2.94 mm principal	0.36	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	2.97 mm	2.93 mm principal	0.36	ABS-other	Long	USA
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A	2.95 mm	2.93 mm principal	0.36	ABS-mortgage backed security	Long	USA
MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A	2.94 mm	2.83 mm principal	0.36	ABS-mortgage backed security	Long	Ireland
TSY INFL IX N/B 07/31 0.125	2.85 mm	3.24 mm principal	0.35	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815	2.84 mm	2.96 mm principal	0.34	Debt	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FFH2 M3	2.82 mm	2.91 mm principal	0.34	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	2.78 mm	2.22 mm principal	0.34	ABS-mortgage backed security	Long	UK
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A	2.74 mm	2.74 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A	2.74 mm	2.83 mm principal	0.33	ABS-mortgage backed security	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A	2.72 mm	2.60 mm principal	0.33	ABS-mortgage backed security	Long	USA
VOYA CLO LTD VOYA 2019 3A AR 144A	2.70 mm	2.70 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TIAA CLO LTD TIA 2018 1A A1AR 144A	2.70 mm	2.70 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BCS Barclays PLC	2.68 mm	2.44 mm principal	0.33	Debt	Long	UK
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7	2.68 mm	3.08 mm principal	0.33	Debt	Long	Mexico
GNMA II TBA 30 YR 3.5 JUMBOS	2.68 mm	3.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
PRP ADVISORS, LLC PRPM 2024 2 A1 144A	2.68 mm	2.67 mm principal	0.33	ABS-mortgage backed security	Long	USA
BANCO SANTANDER SA 11/28 6.607	2.63 mm	2.50 mm principal	0.32	Debt	Long	Spain
BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1	2.63 mm	2.95 mm principal	0.32	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 M1 144A	2.58 mm	3.18 mm principal	0.31	ABS-mortgage backed security	Long	USA
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR	2.57 mm	2.50 mm principal	0.31	Debt	Long	UK
HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3	2.54 mm	2.91 mm principal	0.31	ABS-mortgage backed security	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A	2.54 mm	2.50 mm principal	0.31	ABS-other	Long	USA
WSTN TRUST WSTN 2023 MAUI A 144A	2.54 mm	2.50 mm principal	0.31	ABS-mortgage backed security	Long	USA
REACH FINANCIAL LLC REACH 2024 2A A 144A	2.53 mm	2.52 mm principal	0.31	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A	2.53 mm	2.50 mm principal	0.31	ABS-other	Long	USA
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M6	2.52 mm	2.60 mm principal	0.31	ABS-mortgage backed security	Long	USA
AGL CLO 6 LTD AGL 2020 6A AR 144A	2.50 mm	2.50 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC FUNDING LTD CIFC 2021 3A A 144A	2.50 mm	2.50 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BALLYROCK LTD BALLY 2021 16A A1 144A	2.50 mm	2.50 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STRUCTURED ASSET SECURITIES CO SASC 2007 GEL1 A3 144A	2.47 mm	3.07 mm principal	0.30	ABS-mortgage backed security	Long	USA
SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR	2.47 mm	2.40 mm principal	0.30	Debt	Long	France
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A	2.43 mm	2.41 mm principal	0.29	ABS-other	Long	USA
ROYAL BANK OF CANADA SR UNSECURED 08/30 VAR	2.38 mm	2.40 mm principal	0.29	Debt	Long	Canada
ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A	2.35 mm	2.35 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P D 144A	2.35 mm	2.65 mm principal	0.29	ABS-mortgage backed security	Long	USA
GOLUB CAP PARTNERS STATIC 2024 04/33 1	2.34 mm	2.34 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNMA II TBA 30 YR 6 JUMBOS	2.31 mm	2.30 mm principal	0.28	ABS-mortgage backed security	Long	USA
PROSUS NV SR UNSECURED 144A 01/34 2.778	2.29 mm	2.46 mm principal	0.28	Debt	Long	Netherlands
AEGIS ASSET BACKED SECURITIES AABST 2006 1 A2	2.28 mm	3.10 mm principal	0.28	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.50000 05/22/23-10Y LCH	2.27 mm	1.00 contracts	0.28	Interest rate derivative	N/A	USA
DISH DBS CORP SR SECURED 144A 12/28 5.75	2.25 mm	2.63 mm principal	0.27	Debt	Long	USA
TSY INFL IX N/B 01/29 0.875	2.25 mm	2.36 mm principal	0.27	Debt	Long	USA
MEXICAN UDIBONOS BONDS 12/26 3	2.24 mm	49.47 mm principal	0.27	Debt	Long	Mexico
NWG NatWest Group plc	2.23 mm	2.20 mm principal	0.27	Debt	Long	UK
PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A	2.21 mm	2.18 mm principal	0.27	ABS-other	Long	USA
VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7	2.19 mm	2.16 mm principal	0.27	Debt	Long	USA
TSY INFL IX N/B 04/25 0.125	2.19 mm	2.20 mm principal	0.27	Debt	Long	USA
GNMA II TBA 30 YR 5.5 JUMBOS	2.18 mm	2.20 mm principal	0.26	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP	2.18 mm	3.90 mm principal	0.26	ABS-mortgage backed security	Long	USA
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A	2.16 mm	2.15 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A	2.13 mm	2.40 mm principal	0.26	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	2.11 mm	2.22 mm principal	0.26	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A	2.11 mm	2.09 mm principal	0.26	ABS-mortgage backed security	Long	USA
MEX BONOS DESARR FIX RT BONDS 09/26 7	2.07 mm	45.00 mm principal	0.25	Debt	Long	Mexico
FREMONT HOME LOAN TRUST FHLT 2005 D M1	2.05 mm	2.27 mm principal	0.25	ABS-mortgage backed security	Long	USA
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A2	2.05 mm	3.51 mm principal	0.25	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	2.04 mm	2.07 mm principal	0.25	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 02/29 VAR	2.03 mm	2.03 mm principal	0.25	Debt	Long	USA
SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A	2.00 mm	2.00 mm principal	0.24	ABS-other	Long	USA
MAGNETITE CLO LTD MAGNE 2020 25A A 144A	1.97 mm	1.97 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA POOL CB5211 FN 12/52 FIXED 6	1.96 mm	1.94 mm principal	0.24	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5	1.94 mm	1.99 mm principal	0.24	ABS-mortgage backed security	Long	USA
GSAMP TRUST GSAMP 2005 WMC2 M1	1.94 mm	2.07 mm principal	0.24	ABS-mortgage backed security	Long	USA
MEX BONOS DESARR FIX RT BONDS 03/29 8.5	1.94 mm	42.60 mm principal	0.24	Debt	Long	Mexico
GNMA II TBA 30 YR 5 JUMBOS	1.94 mm	2.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR	1.92 mm	1.67 mm shares	0.23	Preferred equity	Long	Netherlands
FNMA POOL MA5217 FN 12/53 FIXED 6.5	1.91 mm	1.87 mm principal	0.23	ABS-mortgage backed security	Long	USA
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5	1.85 mm	2.00 mm principal	0.23	Debt	Long	Luxembourg
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528	1.83 mm	1.97 mm principal	0.22	Debt	Long	Cayman Islands
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	1.80 mm	6.81 mm principal	0.22	Debt	Long	Peru
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	1.80 mm	6.41 mm principal	0.22	Debt	Long	Peru
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	1.79 mm	1.75 mm principal	0.22	ABS-mortgage backed security	Long	USA
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1	1.78 mm	4.49 mm principal	0.22	ABS-mortgage backed security	Long	USA
STATE OF ISRAEL SR UNSECURED 03/34 5.5	1.77 mm	1.80 mm principal	0.21	Debt	Long	Israel
MEXICAN UDIBONOS BONDS 11/31 2.75	1.75 mm	43.38 mm principal	0.21	Debt	Long	Mexico
GSAMP TRUST GSAMP 2005 HE5 M4	1.74 mm	1.81 mm principal	0.21	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M3	1.74 mm	2.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 3 JUMBOS	1.73 mm	2.00 mm principal	0.21	ABS-mortgage backed security	Long	USA
HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1	1.73 mm	2.34 mm principal	0.21	ABS-mortgage backed security	Long	USA
PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000	1.71 mm	2.53 mm principal	0.21	Debt	Long	UK
TSY INFL IX N/B 07/30 0.125	1.67 mm	1.85 mm principal	0.20	Debt	Long	USA
AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M3	1.66 mm	1.82 mm principal	0.20	ABS-mortgage backed security	Long	USA
SOFTBANK VISION FUND II FIXED TERM LOAN	1.66 mm	1.68 mm principal	0.20	Loan	Long	UK
ESSENT GROUP LTD SR UNSECURED 07/29 6.25	1.63 mm	1.60 mm principal	0.20	Debt	Long	Bermuda