PIMCO Total Return Portfolio

Fund Profile

Fund profile

Tickers

VPVTRDV, VPVTRIV, VPVTRVV

Fund manager

Pimco Variable Insurance Trust

Total assets

$9.25 bn

Liabilities

$4.79 bn

Net assets

$4.46 bn

Number of holdings

1.53 k

Top 200 of 1534 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	397.05 mm	402.60 mm principal	8.90	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	363.41 mm	426.76 mm principal	8.15	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	286.90 mm	296.80 mm principal	6.43	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	252.75 mm	268.00 mm principal	5.67	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	173.28 mm	172.85 mm principal	3.89	ABS-mortgage backed security	Long	USA
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	155.39 mm	15.93 mm principal	3.48	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	129.10 mm	141.00 mm principal	2.89	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/44 3	121.33 mm	155.30 mm principal	2.72	Debt	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	110.31 mm	124.62 mm principal	2.47	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/28 1.25	83.30 mm	86.23 mm principal	1.87	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	79.67 mm	84.50 mm principal	1.79	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/40 1.375	67.05 mm	106.20 mm principal	1.50	Debt	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	56.54 mm	58.50 mm principal	1.27	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/41 1.875	54.09 mm	79.00 mm principal	1.21	Debt	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A	34.48 mm	27.26 mm principal	0.77	ABS-mortgage backed security	Long	UK
FNMA POOL CB3122 FN 03/52 FIXED 3	29.52 mm	34.63 mm principal	0.66	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5	29.46 mm	516.40 mm principal	0.66	Debt	Long	South Africa
US TREASURY N/B 08/43 4.375	28.87 mm	29.90 mm principal	0.65	Debt	Long	USA
US TREASURY N/B 08/44 3.125	28.54 mm	35.70 mm principal	0.64	Debt	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	28.51 mm	29.50 mm principal	0.64	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/51 0.125	28.24 mm	48.77 mm principal	0.63	Debt	Long	USA
UNITED KINGDOM GILT BONDS REGS 07/54 4.375	26.49 mm	21.97 mm principal	0.59	Debt	Long	UK
RFR USD SOFR/1.75000 12/21/22-30Y CME	25.33 mm	1.00 contracts	0.57	Interest rate derivative	N/A	USA
US TREASURY N/B 08/41 3.75	25.02 mm	27.70 mm principal	0.56	Debt	Long	USA
DEUTSCHE BANK NY 11/25 VAR	24.99 mm	25.20 mm principal	0.56	Debt	Long	Germany
US TREASURY N/B 05/49 2.875	24.16 mm	32.70 mm principal	0.54	Debt	Long	USA
TSY INFL IX N/B 01/32 0.125	22.24 mm	25.67 mm principal	0.50	Debt	Long	USA
US TREASURY N/B 05/45 3	21.46 mm	27.60 mm principal	0.48	Debt	Long	USA
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	20.60 mm	25.20 mm principal	0.46	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/31 0.125	20.04 mm	22.81 mm principal	0.45	Debt	Long	USA
TSY INFL IX N/B 02/45 0.75	19.97 mm	26.63 mm principal	0.45	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H28 BF	19.87 mm	19.74 mm principal	0.45	ABS-mortgage backed security	Long	USA
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/28 1	19.12 mm	18.14 mm principal	0.43	Debt	Long	Italy
FED HM LN PC POOL QD9898 FR 04/52 FIXED 3	18.76 mm	22.03 mm principal	0.42	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	18.36 mm	17.90 mm principal	0.41	Debt	Long	Switzerland
RIPON MORTGAGES PLC RIPON 1RA A 144A	17.73 mm	14.02 mm principal	0.40	ABS-mortgage backed security	Long	UK
MEX BONOS DESARR FIX RT BONDS 09/26 7	17.60 mm	345.00 mm principal	0.39	Debt	Long	Mexico
VIBRANT CLO LTD VIBR 2016 4A A1RR 144A	17.01 mm	17.00 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 11/41 3.125	16.90 mm	20.50 mm principal	0.38	Debt	Long	USA
ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A	16.85 mm	17.30 mm principal	0.38	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL RA9057 FR 05/53 FIXED 5	16.79 mm	17.36 mm principal	0.38	ABS-mortgage backed security	Long	USA
DOLP TRUST DOLP 2021 NYC A 144A	16.77 mm	20.10 mm principal	0.38	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD0935 FR 04/52 FIXED 3	16.53 mm	19.39 mm principal	0.37	ABS-mortgage backed security	Long	USA
NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25	16.21 mm	19.00 mm principal	0.36	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	16.06 mm	97.00 mm principal	0.36	Debt	Long	Brazil
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125	15.97 mm	16.00 mm principal	0.36	Debt	Long	UK
FNMA POOL FS1405 FN 04/52 FIXED VAR	15.96 mm	18.73 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA POOL CB3669 FN 05/52 FIXED 3	15.94 mm	18.72 mm principal	0.36	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR	15.87 mm	17.00 mm principal	0.36	Debt	Long	USA
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/28 4.75	15.75 mm	16.10 mm principal	0.35	Debt	Long	USA
SCBFY Standard Chartered PLC	15.74 mm	16.00 mm principal	0.35	Debt	Long	UK
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85	15.57 mm	17.00 mm principal	0.35	Debt	Long	USA
MORGAN STANLEY MORTGAGE CAPITA MSSG 2017 237P A 144A	15.56 mm	17.40 mm principal	0.35	ABS-mortgage backed security	Long	USA
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 01/26 3.625	15.48 mm	15.90 mm principal	0.35	Debt	Long	Australia
FNMA POOL FS1073 FN 03/52 FIXED VAR	15.47 mm	18.17 mm principal	0.35	ABS-mortgage backed security	Long	USA
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81	15.43 mm	16.60 mm principal	0.35	Debt	Long	Japan
TSY INFL IX N/B 07/32 0.625	15.29 mm	17.05 mm principal	0.34	Debt	Long	USA
DELL INT LLC / EMC CORP SR UNSECURED 07/25 5.85	15.19 mm	15.15 mm principal	0.34	Debt	Long	USA
Credit Suisse Group AG	15.10 mm	15.20 mm principal	0.34	Debt	Long	Switzerland
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	15.04 mm	15.10 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KREF 2022 FL3 LTD KREF 2022 FL3 A 144A	14.99 mm	15.00 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HII Huntington Ingalls Industries, Inc.	14.97 mm	17.00 mm principal	0.34	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	14.90 mm	17.00 mm principal	0.33	Debt	Long	Japan
GPN Global Payments Inc.	14.90 mm	16.00 mm principal	0.33	Debt	Long	USA
BA The Boeing Company	14.74 mm	15.50 mm principal	0.33	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR	14.69 mm	16.00 mm principal	0.33	Debt	Long	USA
FNMA POOL BV4122 FN 03/52 FIXED 2	14.48 mm	18.46 mm principal	0.32	ABS-mortgage backed security	Long	USA
MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5	14.46 mm	15.00 mm principal	0.32	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A	14.44 mm	14.53 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SUN COMMUNITIES OPER LP COMPANY GUAR 04/32 4.2	14.35 mm	16.00 mm principal	0.32	Debt	Long	USA
MANHATTAN WEST OMW 2020 1MW A 144A	14.33 mm	16.10 mm principal	0.32	ABS-mortgage backed security	Long	USA
AVIATION CAPITAL GROUP SR UNSECURED 144A 08/25 4.125	14.33 mm	14.60 mm principal	0.32	Debt	Long	USA
T AT&T Inc.	14.33 mm	15.55 mm principal	0.32	Debt	Long	USA
OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 4 A2C	14.30 mm	18.15 mm principal	0.32	ABS-mortgage backed security	Long	USA
BNP PARIBAS SR UNSECURED 144A 04/32 VAR	14.26 mm	17.00 mm principal	0.32	Debt	Long	France
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	14.24 mm	15.22 mm principal	0.32	ABS-mortgage backed security	Long	USA
FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A	14.24 mm	14.20 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	USA
BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A	14.20 mm	14.38 mm principal	0.32	ABS-mortgage backed security	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 04/25 5.875	14.01 mm	14.00 mm principal	0.31	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	13.97 mm	14.03 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25	13.87 mm	17.00 mm principal	0.31	Debt	Long	Netherlands
FNMA POOL MA5420 FN 07/54 FIXED 5.5	13.81 mm	14.00 mm principal	0.31	ABS-mortgage backed security	Long	USA
ROMANIA BONDS REGS 05/30 3.624	13.77 mm	14.00 mm principal	0.31	Debt	Long	Romania
DUKE UNIVERSITY UNSECURED 10/44 2.682	13.76 mm	18.90 mm principal	0.31	Debt	Long	USA
US TREASURY N/B 05/41 2.25	13.75 mm	19.00 mm principal	0.31	Debt	Long	USA
Broadcom Pte. Ltd.	13.70 mm	16.90 mm principal	0.31	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A	13.69 mm	13.78 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 05/44 3.375	13.58 mm	16.30 mm principal	0.30	Debt	Long	USA
DANSKE BANK A/S 144A 04/28 VAR	13.56 mm	14.00 mm principal	0.30	Debt	Long	Denmark
AREIT CRE TRUST AREIT 2022 CRE7 A 144A	13.55 mm	13.50 mm principal	0.30	ABS-mortgage backed security	Long	USA
GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95	13.54 mm	15.40 mm principal	0.30	Debt	Long	USA
BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A	13.32 mm	13.30 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BENCHMARK MORTGAGE TRUST BMARK 2022 B33 A5	13.23 mm	15.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
MAN GLG EURO CLO GLGE 5A A1R 144A	12.99 mm	12.13 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Ireland
GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625	12.98 mm	14.00 mm principal	0.29	Debt	Long	USA
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A	12.97 mm	13.68 mm principal	0.29	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 2 JUMBOS	12.87 mm	15.90 mm principal	0.29	ABS-mortgage backed security	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A	12.84 mm	12.80 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
VENTURE CDO LTD VENTR 2017 27A AR 144A	12.81 mm	12.79 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REPUBLIC OF CHILE SR UNSECURED 07/31 0.83	12.79 mm	14.40 mm principal	0.29	Debt	Long	Chile
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A	12.63 mm	12.60 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ENTERGY LOUISIANA LLC 1ST MORTGAGE 06/32 2.35	12.59 mm	15.50 mm principal	0.28	Debt	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	12.59 mm	14.22 mm principal	0.28	ABS-mortgage backed security	Long	USA
AMT American Tower Corporation	12.58 mm	13.40 mm principal	0.28	Debt	Long	USA
HILTON USA TRUST HILT 2016 SFP A 144A	12.56 mm	14.40 mm principal	0.28	ABS-mortgage backed security	Long	USA
FNMA POOL CB3410 FN 03/52 FIXED 3	12.52 mm	14.70 mm principal	0.28	ABS-mortgage backed security	Long	USA
GRAY OAK PIPELINE LLC SR UNSECURED 144A 10/27 3.45	12.52 mm	13.30 mm principal	0.28	Debt	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1	12.48 mm	14.20 mm principal	0.28	Debt	Long	USA
BACARDI LTD COMPANY GUAR 144A 05/25 4.45	12.45 mm	12.60 mm principal	0.28	Debt	Long	Bermuda
LFT CRE LLC LMNT 2021 FL1 A 144A	12.45 mm	12.46 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LANDMARK MORTGAGE SECURITIES P LMS 3 A REGS	12.42 mm	10.07 mm principal	0.28	ABS-mortgage backed security	Long	UK
US TREASURY N/B 05/42 3.25	12.39 mm	14.90 mm principal	0.28	Debt	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	12.31 mm	267.50 mm principal	0.28	Debt	Long	Mexico
DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A	12.24 mm	12.22 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MFG Mizuho Financial Group, Inc.	12.21 mm	12.60 mm principal	0.27	Debt	Long	Japan
ACREC 2021 FL1 LTD. ACREC 2021 FL1 A 144A	11.88 mm	11.96 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 DATA A 144A	11.81 mm	13.20 mm principal	0.26	ABS-mortgage backed security	Long	USA
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A	11.77 mm	11.79 mm principal	0.26	ABS-mortgage backed security	Long	USA
EDP FINANCE BV SR UNSECURED 144A 01/28 1.71	11.76 mm	13.30 mm principal	0.26	Debt	Long	Netherlands
NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875	11.76 mm	12.10 mm principal	0.26	Debt	Long	Netherlands
AREIT CRE TRUST AREIT 2022 CRE6 A 144A	11.70 mm	11.79 mm principal	0.26	ABS-mortgage backed security	Long	Cayman Islands
JP MORGAN MORTGAGE TRUST JPMMT 2022 LTV2 A3 144A	11.68 mm	13.54 mm principal	0.26	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	11.52 mm	9.10 mm principal	0.26	ABS-mortgage backed security	Long	UK
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A	11.52 mm	11.50 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA POOL AL9381 FN 06/30 FIXED VAR	11.51 mm	12.03 mm principal	0.26	ABS-mortgage backed security	Long	USA
HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A	11.44 mm	11.57 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR	11.42 mm	11.00 mm principal	0.26	Debt	Long	USA
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A	11.19 mm	13.48 mm principal	0.25	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2021 HP1 A2 144A	11.03 mm	13.86 mm principal	0.25	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/50 2	11.00 mm	18.10 mm principal	0.25	Debt	Long	USA
Broadcom Pte. Ltd.	10.95 mm	13.66 mm principal	0.25	Debt	Long	USA
CREDIT AGRICOLE LONDON SR UNSECURED 144A 06/26 VAR	10.88 mm	11.30 mm principal	0.24	Debt	Long	France
ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8	10.87 mm	11.07 mm principal	0.24	Debt	Long	USA
EMORY UNIVERSITY UNSECURED 09/30 2.143	10.86 mm	12.70 mm principal	0.24	Debt	Long	USA
GOLDMAN SACHS GROUP INC SR UNSECURED 05/25 3.75	10.72 mm	10.90 mm principal	0.24	Debt	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2022 INV1 A2 144A	10.70 mm	12.91 mm principal	0.24	ABS-mortgage backed security	Long	USA
MUFG Mitsubishi UFJ Financial Group, Inc.	10.68 mm	11.60 mm principal	0.24	Debt	Long	Japan
SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95	10.64 mm	11.30 mm principal	0.24	Debt	Long	USA
EXPE Expedia Group, Inc.	10.55 mm	11.70 mm principal	0.24	Debt	Long	USA
BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC A 144A	10.54 mm	14.00 mm principal	0.24	ABS-mortgage backed security	Long	USA
GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7	10.50 mm	11.20 mm principal	0.24	Debt	Long	USA
UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A3 144A	10.46 mm	13.16 mm principal	0.23	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	10.41 mm	11.00 mm principal	0.23	Debt	Long	USA
FED HM LN PC POOL SD8367 FR 10/53 FIXED 5.5	10.33 mm	10.47 mm principal	0.23	ABS-mortgage backed security	Long	USA
READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A	10.27 mm	10.22 mm principal	0.23	ABS-mortgage backed security	Long	USA
OHI Omega Healthcare Investors, Inc.	10.25 mm	12.00 mm principal	0.23	Debt	Long	USA
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A	10.23 mm	10.21 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FED HM LN PC POOL QD5748 FR 02/52 FIXED 2	10.22 mm	13.02 mm principal	0.23	ABS-mortgage backed security	Long	USA
NOMURA RESECURITIZATION TRUST NMRR 2015 2R 3A2 144A	10.20 mm	12.42 mm principal	0.23	ABS-mortgage backed security	Long	USA
WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A	10.12 mm	7.98 mm principal	0.23	ABS-mortgage backed security	Long	UK
TSY INFL IX N/B 01/25 0.25	10.11 mm	10.32 mm principal	0.23	Debt	Long	USA
UBS GROUP AG SR UNSECURED 144A 04/26 4.125	10.05 mm	10.30 mm principal	0.23	Debt	Long	Switzerland
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 2A3	10.04 mm	33.67 mm principal	0.23	ABS-mortgage backed security	Long	USA
PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A	10.02 mm	10.01 mm principal	0.22	ABS-other	Long	USA
THOMPSON PARK CLO, LTD TPRK 2021 1A A1 144A	10.01 mm	10.00 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H20 PT	10.00 mm	9.79 mm principal	0.22	ABS-mortgage backed security	Long	USA
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A	9.98 mm	9.93 mm principal	0.22	ABS-mortgage backed security	Long	USA
SUTTER HEALTH UNSECURED 08/40 3.161	9.94 mm	13.10 mm principal	0.22	Debt	Long	USA
APIDOS CLO LTD APID 2017 27A A1R 144A	9.85 mm	9.84 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/31 2	9.81 mm	12.00 mm principal	0.22	Debt	Long	USA
MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A	9.80 mm	9.79 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 GF	9.80 mm	9.78 mm principal	0.22	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 09/29 VAR	9.70 mm	9.50 mm principal	0.22	Debt	Long	USA
AQN Algonquin Power & Utilities Corp.	9.66 mm	9.70 mm principal	0.22	Debt	Long	Canada
GNMA II POOL MA7987 G2 04/52 FIXED 2.5	9.64 mm	11.47 mm principal	0.22	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 GF	9.63 mm	9.61 mm principal	0.22	ABS-mortgage backed security	Long	USA
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 4.75	9.59 mm	9.70 mm principal	0.22	Debt	Long	Saudi Arabia
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1	9.50 mm	12.20 mm principal	0.21	ABS-mortgage backed security	Long	USA
EIX Edison International	9.40 mm	9.40 mm principal	0.21	Debt	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ2 A4 144A	9.37 mm	11.78 mm principal	0.21	ABS-mortgage backed security	Long	USA
MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR	9.37 mm	9.30 mm principal	0.21	Debt	Long	USA
LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR	9.32 mm	14.20 mm principal	0.21	Debt	Long	UK
GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR	9.28 mm	9.20 mm principal	0.21	Debt	Long	USA
UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8	9.27 mm	9.10 mm principal	0.21	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 07/29 VAR	9.26 mm	9.20 mm principal	0.21	Debt	Long	USA
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 3.2	9.24 mm	9.70 mm principal	0.21	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR	9.23 mm	9.20 mm principal	0.21	Debt	Long	USA
WELLS FARGO BANK NA SR UNSECURED 12/26 VAR	9.21 mm	9.10 mm principal	0.21	Debt	Long	USA
COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR	9.20 mm	9.20 mm principal	0.21	Debt	Long	Netherlands
SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15	9.19 mm	9.20 mm principal	0.21	Debt	Long	USA
PPWLM PacifiCorp	9.19 mm	9.30 mm principal	0.21	Debt	Long	USA
T MOBILE US TRUST TMUST 2024 1A A 144A	9.19 mm	9.20 mm principal	0.21	ABS-other	Long	USA
VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877	9.18 mm	9.20 mm principal	0.21	Debt	Long	USA
BANK OF NY MELLON CORP SR UNSECURED 03/30 VAR	9.15 mm	9.20 mm principal	0.21	Debt	Long	USA
ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A	9.13 mm	9.10 mm principal	0.20	ABS-other	Long	USA
SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75	9.05 mm	9.20 mm principal	0.20	Debt	Long	Saudi Arabia
SANDERS RE III LTD UNSECURED 144A 04/29 VAR	9.05 mm	10.00 mm principal	0.20	Debt	Long	Bermuda
AXP American Express Company	9.04 mm	9.00 mm principal	0.20	Debt	Long	USA
US TREASURY N/B 05/43 3.875	9.03 mm	10.00 mm principal	0.20	Debt	Long	USA
ATHENE GLOBAL FUNDING SECURED 144A 02/26 5.684	9.03 mm	9.00 mm principal	0.20	Debt	Long	USA
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR	8.98 mm	8.80 mm principal	0.20	Debt	Long	UK
BMW VEHICLE LEASE TRUST BMWLT 2023 2 A3	8.94 mm	8.90 mm principal	0.20	ABS-other	Long	USA
BPCE SA 144A 10/27 VAR	8.94 mm	8.80 mm principal	0.20	Debt	Long	France
UNICREDIT SPA SR UNSECURED 144A 09/26 VAR	8.92 mm	9.30 mm principal	0.20	Debt	Long	Italy
FED HM LN PC POOL RA7130 FR 04/52 FIXED 3	8.91 mm	10.46 mm principal	0.20	ABS-mortgage backed security	Long	USA
MFG Mizuho Financial Group, Inc.	8.89 mm	8.90 mm principal	0.20	Debt	Long	Japan
BANK OF AMERICA CORP SR UNSECURED 01/28 VAR	8.87 mm	9.20 mm principal	0.20	Debt	Long	USA
FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125	8.86 mm	9.20 mm principal	0.20	Debt	Long	Brazil
DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A	8.80 mm	8.79 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FREMONT HOME LOAN TRUST FHLT 2005 D M1	8.79 mm	9.90 mm principal	0.20	ABS-mortgage backed security	Long	USA