PIMCO Long-Term U.S. Government Fund

Fund Profile

Fund profile

Tickers

PGOVX, PFGAX, PFGCX, PLTPX

Fund manager

Pimco Funds

Total assets

$1.88 bn

Liabilities

$841.25 mm

Net assets

$1.04 bn

Number of holdings

304.00

Top 200 of 304 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
US TREASURY N/B 08/43 4.375	144.41 mm	140.40 mm principal	13.90	Debt	Long	USA
US TREASURY N/B 11/52 4	102.84 mm	105.65 mm principal	9.90	Debt	Long	USA
US TREASURY N/B 02/43 3.875	85.60 mm	88.70 mm principal	8.24	Debt	Long	USA
US TREASURY N/B 11/42 4	70.88 mm	72.00 mm principal	6.82	Debt	Long	USA
US TREASURY N/B 05/43 3.875	69.53 mm	72.20 mm principal	6.69	Debt	Long	USA
US TREASURY N/B 05/44 4.625	66.58 mm	62.80 mm principal	6.41	Debt	Long	USA
US TREASURY N/B 02/44 4.5	66.07 mm	63.30 mm principal	6.36	Debt	Long	USA
US TREASURY N/B 08/40 1.125	65.39 mm	99.76 mm principal	6.29	Debt	Long	USA
US TREASURY N/B 02/53 3.625	60.30 mm	66.30 mm principal	5.80	Debt	Long	USA
US TREASURY N/B 09/29 3.875	53.88 mm	53.20 mm principal	5.19	Debt	Long	USA
US TREASURY N/B 08/52 3	53.30 mm	66.30 mm principal	5.13	Debt	Long	USA
US TREASURY N/B 02/34 4	52.91 mm	52.00 mm principal	5.09	Debt	Long	USA
US TREASURY N/B 02/49 3	51.95 mm	64.14 mm principal	5.00	Debt	Long	USA
US TREASURY N/B 08/41 1.75	42.85 mm	60.40 mm principal	4.12	Debt	Long	USA
US TREASURY N/B 02/54 4.25	37.31 mm	36.60 mm principal	3.59	Debt	Long	USA
US TREASURY N/B 08/49 2.25	36.11 mm	52.09 mm principal	3.48	Debt	Long	USA
US TREASURY N/B 11/41 2	33.25 mm	45.20 mm principal	3.20	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	32.88 mm	32.50 mm principal	3.16	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/41 4.375	30.88 mm	29.58 mm principal	2.97	Debt	Long	USA
US TREASURY N/B 03/29 2.375	23.28 mm	24.50 mm principal	2.24	Debt	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	21.97 mm	21.50 mm principal	2.12	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/42 2.375	21.82 mm	28.00 mm principal	2.10	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	21.67 mm	22.45 mm principal	2.09	Debt	Long	USA
US TREASURY N/B 06/29 3.25	20.50 mm	20.80 mm principal	1.97	Debt	Long	USA
US TREASURY N/B 05/42 3.25	20.28 mm	22.80 mm principal	1.95	Debt	Long	USA
US TREASURY N/B 11/28 1.5	19.05 mm	20.70 mm principal	1.83	Debt	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	18.81 mm	1.93 mm principal	1.81	Short-term investment vehicle	Long	USA
TSY INFL IX N/B 01/34 1.75	17.91 mm	17.70 mm principal	1.72	Debt	Long	USA
US TREASURY N/B 05/53 3.625	17.66 mm	19.40 mm principal	1.70	Debt	Long	USA
US TREASURY N/B 05/52 2.875	15.98 mm	20.40 mm principal	1.54	Debt	Long	USA
TSY INFL IX N/B 07/32 0.625	14.40 mm	15.37 mm principal	1.39	Debt	Long	USA
US TREASURY N/B 08/43 3.625	14.17 mm	15.30 mm principal	1.36	Debt	Long	USA
US TREASURY N/B 08/53 4.125	12.95 mm	13.00 mm principal	1.25	Debt	Long	USA
US TREASURY N/B 02/51 1.875	11.97 mm	19.10 mm principal	1.15	Debt	Long	USA
US TREASURY N/B 02/41 4.75	11.72 mm	10.75 mm principal	1.13	Debt	Long	USA
US TREASURY N/B 11/43 4.75	11.02 mm	10.21 mm principal	1.06	Debt	Long	USA
FANNIE MAE NOTES 05/30 0.00000	10.72 mm	13.28 mm principal	1.03	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	10.57 mm	11.00 mm principal	1.02	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/32 0.125	10.36 mm	11.46 mm principal	1.00	Debt	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	9.90 mm	9.90 mm principal	0.95	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4745 CZ	9.62 mm	10.41 mm principal	0.93	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	8.17 mm	9.10 mm principal	0.79	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	7.74 mm	8.00 mm principal	0.75	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/40 1.125	6.92 mm	10.47 mm principal	0.67	Debt	Long	USA
US TREASURY N/B 06/30 3.75	6.64 mm	6.60 mm principal	0.64	Debt	Long	USA
US TREASURY N/B 11/40 1.375	6.15 mm	9.06 mm principal	0.59	Debt	Long	USA
FREDDIE MAC FHR 2990 LT	6.13 mm	5.83 mm principal	0.59	ABS-mortgage backed security	Long	USA
TENN VALLEY AUTH BONDS 05/30 0.00000	5.92 mm	7.40 mm principal	0.57	Debt	Long	USA
FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 A2 144A	5.62 mm	6.42 mm principal	0.54	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/30 4.375	5.51 mm	5.30 mm principal	0.53	Debt	Long	USA
RESOLUTION FUNDING STRIP BONDS 10/28 0.00000	5.50 mm	6.37 mm principal	0.53	Debt	Long	USA
US TREASURY N/B 05/54 4.625	4.99 mm	4.60 mm principal	0.48	Debt	Long	USA
FREDDIE MAC FHR 4047 KB	4.97 mm	5.49 mm principal	0.48	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4376 KZ	4.90 mm	4.98 mm principal	0.47	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	4.02 mm	3.90 mm principal	0.39	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/30 4	3.98 mm	3.90 mm principal	0.38	Debt	Long	USA
US TREASURY N/B 05/30 3.75	3.93 mm	3.90 mm principal	0.38	Debt	Long	USA
US TREASURY N/B 03/30 3.625	3.90 mm	3.90 mm principal	0.38	Debt	Long	USA
FANNIE MAE FNR 2014 52 AZ	3.81 mm	3.87 mm principal	0.37	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 131 EZ	3.59 mm	3.77 mm principal	0.35	ABS-mortgage backed security	Long	USA
BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5	3.59 mm	3.70 mm principal	0.35	ABS-mortgage backed security	Long	USA
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A	3.31 mm	3.40 mm principal	0.32	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2014 33 PZ	3.17 mm	3.41 mm principal	0.30	ABS-mortgage backed security	Long	USA
INVITATION HOMES TRUST IHSFR 2024 SFR1 A 144A	3.11 mm	3.20 mm principal	0.30	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/52 2.25	3.07 mm	4.50 mm principal	0.30	Debt	Long	USA
VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432	3.00 mm	3.30 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 10/30 4.875	2.88 mm	2.70 mm principal	0.28	Debt	Long	USA
US TREASURY N/B 09/30 4.625	2.84 mm	2.70 mm principal	0.27	Debt	Long	USA
US TREASURY N/B 08/30 4.125	2.77 mm	2.70 mm principal	0.27	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2014 118 PZ	2.67 mm	2.77 mm principal	0.26	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2014 66 QZ	2.49 mm	2.56 mm principal	0.24	ABS-mortgage backed security	Long	USA
COMM MORTGAGE TRUST COMM 2016 667M A 144A	2.48 mm	2.80 mm principal	0.24	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	2.47 mm	2.50 mm principal	0.24	ABS-mortgage backed security	Long	USA
COMM MORTGAGE TRUST COMM 2018 HOME B 144A	2.44 mm	2.60 mm principal	0.23	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 10/25 0.125	2.38 mm	2.42 mm principal	0.23	Debt	Long	USA
BENCHMARK MORTGAGE TRUST BMARK 2024 V6 A3	2.10 mm	2.00 mm principal	0.20	ABS-mortgage backed security	Long	USA
HILTON USA TRUST HILT 2016 HHV A 144A	2.08 mm	2.13 mm principal	0.20	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2	2.01 mm	2.00 mm principal	0.19	ABS-other	Long	USA
BMO MORTGAGE TRUST BMO 2023 5C2 A3	1.97 mm	1.80 mm principal	0.19	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 10/23/23-30Y CME	1.84 mm	1.00 contracts	0.18	Interest rate derivative	N/A	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A	1.79 mm	1.70 mm principal	0.17	ABS-other	Long	USA
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A	1.72 mm	1.80 mm principal	0.17	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/51 2.375	1.69 mm	2.40 mm principal	0.16	Debt	Long	USA
FREDDIE MAC FHR 2990 DZ	1.59 mm	1.51 mm principal	0.15	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH	1.56 mm	1.00 contracts	0.15	Interest rate derivative	N/A	USA
US TREASURY N/B 05/46 2.5	1.53 mm	2.03 mm principal	0.15	Debt	Long	USA
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	1.51 mm	1.51 mm principal	0.15	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4677 KT	1.46 mm	1.67 mm principal	0.14	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 4790 F	1.22 mm	1.25 mm principal	0.12	ABS-mortgage backed security	Long	USA
WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A	1.13 mm	1.60 mm principal	0.11	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A	1.13 mm	1.20 mm principal	0.11	ABS-other	Long	USA
PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A	1.03 mm	1.02 mm principal	0.10	ABS-other	Long	USA
RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH	922.70 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
RFRF USD SF+26.161/0.400 03/30/21-5Y LCH	857.27 k	1.00 contracts	0.08	Interest rate derivative	N/A	USA
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A2A 144A	818.47 k	900.00 k principal	0.08	ABS-mortgage backed security	Long	USA
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A	791.55 k	790.59 k principal	0.08	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A	787.96 k	800.00 k principal	0.08	ABS-other	Long	USA
BANK BANK 2018 BN11 A3	787.80 k	800.00 k principal	0.08	ABS-mortgage backed security	Long	USA
FEDERAL FARM CREDIT BANK BONDS 07/29 5.125	713.93 k	675.00 k principal	0.07	Debt	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A	713.23 k	744.29 k principal	0.07	ABS-mortgage backed security	Long	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1	661.84 k	730.42 k principal	0.06	ABS-mortgage backed security	Long	USA
MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1	658.30 k	680.66 k principal	0.06	ABS-mortgage backed security	Long	USA
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A	601.97 k	617.01 k principal	0.06	ABS-mortgage backed security	Long	USA
IMPAC CMB TRUST IMM 2005 6 1A1	577.41 k	654.74 k principal	0.06	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/45 3	564.19 k	680.00 k principal	0.05	Debt	Long	USA
FEDERAL FARM CREDIT BANK NOTES 12/28 5.75	541.62 k	500.00 k principal	0.05	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA	518.47 k	512.08 k principal	0.05	ABS-mortgage backed security	Long	USA
MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1	468.81 k	466.92 k principal	0.05	ABS-mortgage backed security	Long	USA
ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A	428.82 k	431.49 k principal	0.04	ABS-other	Long	USA
NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1	423.04 k	489.54 k principal	0.04	ABS-mortgage backed security	Long	USA
US LONG BOND(CBT) DEC24 XCBT 20241219	407.02 k	-874.00 contracts	0.04	Interest rate derivative	N/A	USA
STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2	342.55 k	386.03 k principal	0.03	ABS-mortgage backed security	Long	USA
FANNIEMAE WHOLE LOAN FNW 2002 W5 A11	341.45 k	323.73 k principal	0.03	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2927 YZ	294.29 k	300.15 k principal	0.03	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A	280.07 k	303.31 k principal	0.03	ABS-mortgage backed security	Long	USA
DBGS MORTGAGE TRUST DBGS 2018 5BP A 144A	275.84 k	300.00 k principal	0.03	ABS-mortgage backed security	Long	USA
VMC FINANCE LLC VMC 2022 FL5 A 144A	267.48 k	268.76 k principal	0.03	ABS-collateralized bond/debt obligation	Long	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A	245.94 k	247.26 k principal	0.02	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1	231.72 k	294.05 k principal	0.02	ABS-mortgage backed security	Long	USA
FANNIE MAE NOTES 04/28 5.625	213.51 k	200.00 k principal	0.02	Debt	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1	212.48 k	234.82 k principal	0.02	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/50 2	202.09 k	310.00 k principal	0.02	Debt	Long	USA
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2018 ATRM A 144A	199.86 k	200.00 k principal	0.02	ABS-mortgage backed security	Long	USA
BSST MORTGAGE TRUST BSST 2021 1818 A 144A	172.73 k	200.00 k principal	0.02	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 14 2A1	172.73 k	186.86 k principal	0.02	ABS-mortgage backed security	Long	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1	165.71 k	173.45 k principal	0.02	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2007 30 MZ	157.97 k	162.51 k principal	0.02	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2001 28 PZ	145.12 k	141.16 k principal	0.01	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A	140.58 k	165.51 k principal	0.01	ABS-mortgage backed security	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A	124.26 k	130.00 k principal	0.01	ABS-mortgage backed security	Long	USA
BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1	105.19 k	174.93 k principal	0.01	ABS-mortgage backed security	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	104.80 k	108.83 k principal	0.01	ABS-mortgage backed security	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1	104.38 k	105.05 k principal	0.01	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1	103.67 k	136.88 k principal	0.01	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.83000 10/12/23-30Y LCH	97.31 k	1.00 contracts	0.01	Interest rate derivative	N/A	USA
FNMA POOL AS8270 FN 11/46 FIXED 2.5	96.66 k	108.37 k principal	0.01	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 3001 YZ	74.08 k	74.33 k principal	0.01	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 3001 BZ	74.08 k	74.33 k principal	0.01	ABS-mortgage backed security	Long	USA
SEQUOIA MORTGAGE TRUST SEMT 2003 4 2A1	53.73 k	54.36 k principal	0.01	ABS-mortgage backed security	Long	USA
FNMA POOL 775852 FN 03/44 FLOATING VAR	48.66 k	48.06 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 732218 FN 06/43 FLOATING VAR	47.01 k	46.50 k principal	0.00	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1	46.98 k	58.47 k principal	0.00	ABS-mortgage backed security	Long	USA
MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1	40.46 k	40.60 k principal	0.00	ABS-other	Long	USA
FANNIE MAE FNR 2007 73 A1	36.98 k	37.91 k principal	0.00	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A	36.55 k	129.93 k principal	0.00	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3	34.18 k	37.17 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.20000 12/05/24-29Y CME	31.70 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1	30.05 k	29.01 k principal	0.00	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5	29.34 k	29.03 k principal	0.00	ABS-mortgage backed security	Long	USA
GNMA II POOL 080408 G2 05/30 FLOATING VAR	27.38 k	27.31 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.23100 09/18/24-10Y LCH	26.35 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1	26.11 k	71.60 k principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2005 54 AY	24.91 k	25.08 k principal	0.00	ABS-mortgage backed security	Long	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS A 144A	24.77 k	24.96 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 802467 FN 11/34 FLOATING VAR	16.90 k	16.57 k principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 1997 38 PH	16.48 k	16.47 k principal	0.00	ABS-mortgage backed security	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1	14.07 k	14.78 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.23200 09/10/24-10Y LCH	11.88 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
FANNIE MAE FNR 1997 55 Z	11.71 k	11.73 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.10000 12/05/24-7Y* CME	11.50 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
FNMA POOL 902150 FN 10/36 FIXED 6.5	11.45 k	10.99 k principal	0.00	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2551 FD	11.42 k	11.45 k principal	0.00	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1	10.00 k	10.55 k principal	0.00	ABS-mortgage backed security	Long	USA
SLM STUDENT LOAN TRUST SLMA 2004 10 A7B 144A	8.80 k	8.80 k principal	0.00	ABS-other	Long	USA
FNMA POOL 313968 FN 12/27 FLOATING VAR	8.49 k	8.46 k principal	0.00	ABS-mortgage backed security	Long	USA
US 5YR NOTE (CBT) DEC24 XCBT 20241231	8.13 k	24.00 contracts	0.00	Interest rate derivative	N/A	USA
GNMA II POOL 080133 G2 11/27 FLOATING VAR	7.72 k	7.70 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 826082 FN 07/35 FLOATING VAR	6.51 k	6.42 k principal	0.00	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2059 C	5.67 k	5.58 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 970372 FN 02/38 FIXED 7	5.42 k	5.22 k principal	0.00	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2585 FD	5.18 k	5.21 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.28000 09/16/24-10Y LCH	4.99 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
FNMA POOL 417953 FN 06/27 FIXED 9	4.85 k	4.86 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.27750 09/16/24-10Y LCH	4.81 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
GNMA II POOL 080152 G2 01/28 FLOATING VAR	4.70 k	4.70 k principal	0.00	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2477 FZ	4.30 k	4.30 k principal	0.00	ABS-mortgage backed security	Long	USA
CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1	4.25 k	9.31 k principal	0.00	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL 786067 FH 01/28 FLOATING VAR	3.96 k	3.96 k principal	0.00	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 2469 FV	3.83 k	3.84 k principal	0.00	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.24000 09/16/24-10Y LCH	3.78 k	1.00 contracts	0.00	Interest rate derivative	N/A	USA
GNMA II POOL 008968 G2 09/26 FLOATING VAR	3.76 k	3.75 k principal	0.00	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A	3.72 k	4.02 k principal	0.00	ABS-mortgage backed security	Long	USA
GNMA II POOL 616624 G2 09/34 FIXED 6.5	3.45 k	3.28 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 624085 FN 01/32 FIXED 6.5	3.36 k	3.26 k principal	0.00	ABS-mortgage backed security	Long	USA
GNMA II POOL 080054 G2 03/27 FLOATING VAR	3.07 k	3.08 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 851183 FN 04/36 FIXED 6.5	2.97 k	2.85 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 901457 FN 10/36 FIXED 6.5	2.80 k	2.68 k principal	0.00	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1	2.61 k	2.59 k principal	0.00	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL 786064 FH 01/28 FLOATING VAR	2.58 k	2.58 k principal	0.00	ABS-mortgage backed security	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 4A	2.48 k	2.78 k principal	0.00	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2002 21 FD	2.19 k	2.18 k principal	0.00	ABS-mortgage backed security	Long	USA
SEQUOIA MORTGAGE TRUST SEMT 5 A	2.12 k	2.17 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 505597 FN 04/28 FLOATING VAR	1.69 k	1.69 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 885414 FN 06/36 FIXED 6.5	1.50 k	1.42 k principal	0.00	ABS-mortgage backed security	Long	USA
FNMA POOL 878140 FN 07/36 FIXED 6.5	1.27 k	1.22 k principal	0.00	ABS-mortgage backed security	Long	USA
BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A2	1.26 k	1.64 k principal	0.00	ABS-mortgage backed security	Long	USA
GNMA II POOL 008699 G2 09/25 FLOATING VAR	1.11 k	1.11 k principal	0.00	ABS-mortgage backed security	Long	USA
GNMA II POOL 080030 G2 01/27 FLOATING VAR	1.09 k	1.09 k principal	0.00	ABS-mortgage backed security	Long	USA
GNMA II POOL 080051 G2 03/27 FLOATING VAR	1.08 k	1.08 k principal	0.00	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1	1.01 k	1.05 k principal	0.00	ABS-mortgage backed security	Long	USA