PIMCO Total Return Fund

Fund Profile

Fund profile

Tickers

PTTRX, PTRAX, PTTAX, PTTCX, PTRRX, PTTPX, PTTNX

Fund manager

Pimco Funds

Total assets

$95.30 bn

Liabilities

$45.15 bn

Net assets

$50.15 bn

Number of holdings

7.56 k

Top 200 of 7557 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	4.93 bn	4.94 bn principal	9.84	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	3.35 bn	3.73 bn principal	6.69	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	2.65 bn	2.62 bn principal	5.29	ABS-mortgage backed security	Long	USA
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	2.28 bn	233.93 mm principal	4.55	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	1.81 bn	1.77 bn principal	3.60	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.77 bn	1.80 bn principal	3.54	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.62 bn	1.65 bn principal	3.24	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.42 bn	1.47 bn principal	2.82	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	1.34 bn	1.36 bn principal	2.66	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	1.15 bn	1.28 bn principal	2.29	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/40 1.375	1.09 bn	1.60 bn principal	2.17	Debt	Long	USA
US TREASURY N/B 05/45 3	666.05 mm	800.85 mm principal	1.33	Debt	Long	USA
US TREASURY N/B 05/42 3.25	586.31 mm	659.14 mm principal	1.17	Debt	Long	USA
US TREASURY N/B 11/42 2.75	480.07 mm	585.20 mm principal	0.96	Debt	Long	USA
ROUNDSTONE SECURITIES RNST 2A A 144A	478.25 mm	428.48 mm principal	0.95	ABS-mortgage backed security	Long	Ireland
LEGACY MORTGAGE ASSET TRUST LMAT 2024 INV1 PT 144A	460.42 mm	450.00 mm principal	0.92	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/51 0.125	460.11 mm	727.63 mm principal	0.92	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	435.48 mm	2.50 bn principal	0.87	Debt	Long	Brazil
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	415.82 mm	411.00 mm principal	0.83	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	392.40 mm	418.88 mm principal	0.78	Debt	Long	USA
US TREASURY N/B 02/41 1.875	363.64 mm	495.60 mm principal	0.73	Debt	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5	362.75 mm	5.97 bn principal	0.72	Debt	Long	South Africa
GNMA II TBA 30 YR 3 JUMBOS	362.44 mm	397.40 mm principal	0.72	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/43 2.875	342.40 mm	412.26 mm principal	0.68	Debt	Long	USA
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	342.40 mm	396.16 mm principal	0.68	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 RP3 PT 144A	303.38 mm	360.96 mm principal	0.60	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A	299.76 mm	300.39 mm principal	0.60	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/28 1.25	299.64 mm	302.42 mm principal	0.60	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP3 PT 144A	292.16 mm	328.22 mm principal	0.58	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK NY 11/25 VAR	285.69 mm	286.40 mm principal	0.57	Debt	Long	Germany
TSY INFL IX N/B 07/31 0.125	282.35 mm	308.52 mm principal	0.56	Debt	Long	USA
US TREASURY N/B 08/45 2.875	261.19 mm	321.23 mm principal	0.52	Debt	Long	USA
BARROW FUNDING PLC BARRO 1A A 144A	258.38 mm	192.78 mm principal	0.52	ABS-mortgage backed security	Long	UK
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 PT 144A	248.67 mm	271.74 mm principal	0.50	ABS-mortgage backed security	Long	USA
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 A 144A	244.69 mm	248.67 mm principal	0.49	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/54 4.625	241.40 mm	222.50 mm principal	0.48	Debt	Long	USA
US TREASURY N/B 08/41 1.75	234.89 mm	331.10 mm principal	0.47	Debt	Long	USA
FNMA POOL MA4869 FN 01/53 FIXED 5.5	222.34 mm	219.62 mm principal	0.44	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	218.88 mm	212.40 mm principal	0.44	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8372 FR 11/53 FIXED 5.5	218.44 mm	215.82 mm principal	0.44	ABS-mortgage backed security	Long	USA
UNITED KINGDOM GILT BONDS REGS 07/54 4.375	205.19 mm	158.90 mm principal	0.41	Debt	Long	UK
GNMA II TBA 30 YR 3.5 JUMBOS	201.42 mm	214.37 mm principal	0.40	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	200.39 mm	207.10 mm principal	0.40	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 12/21/22-30Y CME	193.81 mm	1.00 contracts	0.39	Interest rate derivative	N/A	USA
TSY INFL IX N/B 01/32 0.125	187.85 mm	207.75 mm principal	0.37	Debt	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	187.68 mm	19.27 mm principal	0.37	Short-term investment vehicle	Long	USA
US TREASURY N/B 08/44 3.125	165.67 mm	194.20 mm principal	0.33	Debt	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A	161.12 mm	169.15 mm principal	0.32	ABS-mortgage backed security	Long	USA
BAMLL 2023 HTL 10/27 1	161.06 mm	160.99 mm principal	0.32	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A	158.89 mm	171.05 mm principal	0.32	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A	158.86 mm	167.16 mm principal	0.32	ABS-mortgage backed security	Long	USA
FNMA POOL CB2893 FN 02/52 FIXED 3	158.02 mm	175.65 mm principal	0.32	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/53 1.5	156.93 mm	173.40 mm principal	0.31	Debt	Long	USA
UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A3 144A	155.98 mm	184.91 mm principal	0.31	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 2 JUMBOS	153.24 mm	180.70 mm principal	0.31	ABS-mortgage backed security	Long	USA
PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6	153.16 mm	206.08 mm principal	0.31	Debt	Long	Canada
US TREASURY N/B 05/41 2.25	152.37 mm	196.50 mm principal	0.30	Debt	Long	USA
Broadcom Pte. Ltd.	149.88 mm	175.20 mm principal	0.30	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A1 144A	148.96 mm	163.25 mm principal	0.30	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/45 0.75	148.36 mm	185.39 mm principal	0.30	Debt	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 GR2 A2 144A	147.55 mm	168.14 mm principal	0.29	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/25 0.125	147.18 mm	149.85 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 05/49 2.875	146.62 mm	185.66 mm principal	0.29	Debt	Long	USA
US TREASURY N/B 05/44 3.375	145.43 mm	163.60 mm principal	0.29	Debt	Long	USA
ONTARIO (PROVINCE OF) SR UNSECURED 06/34 4.15	136.80 mm	177.50 mm principal	0.27	Debt	Long	Canada
BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15	133.09 mm	172.90 mm principal	0.27	Debt	Long	Canada
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345	129.03 mm	132.30 mm principal	0.26	Debt	Long	Japan
US TREASURY N/B 02/44 3.625	122.30 mm	132.46 mm principal	0.24	Debt	Long	USA
FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5	122.15 mm	120.71 mm principal	0.24	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/44 4.625	121.81 mm	114.90 mm principal	0.24	Debt	Long	USA
NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522	120.68 mm	122.70 mm principal	0.24	Debt	Long	Japan
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	118.81 mm	118.86 mm principal	0.24	ABS-mortgage backed security	Long	USA
FNMA POOL MA5107 FN 08/53 FIXED 5.5	118.09 mm	116.67 mm principal	0.24	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL RA9057 FR 05/53 FIXED 5	118.00 mm	117.94 mm principal	0.24	ABS-mortgage backed security	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	117.38 mm	117.44 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DUTCH MORTGAGE FINANCE DMFI 2024 1A A 144A	115.78 mm	103.87 mm principal	0.23	ABS-mortgage backed security	Long	Netherlands
GNMA II TBA 30 YR 2.5 JUMBOS	115.43 mm	130.95 mm principal	0.23	ABS-mortgage backed security	Long	USA
J P MORGAN TERM REPO	114.15 mm	114.15 mm principal	0.23	Repurchase agreement	Long	USA
FED HM LN PC POOL SD8286 FR 01/53 FIXED 4	111.78 mm	116.35 mm principal	0.22	ABS-mortgage backed security	Long	USA
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A	111.16 mm	114.37 mm principal	0.22	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5	109.98 mm	108.65 mm principal	0.22	ABS-mortgage backed security	Long	USA
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A	109.62 mm	110.50 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FED HM LN PC POOL SD8289 FR 01/53 FIXED 5.5	108.29 mm	106.93 mm principal	0.22	ABS-mortgage backed security	Long	USA
FNMA POOL MA5445 FN 08/54 FIXED 6	106.53 mm	104.21 mm principal	0.21	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8256 FR 10/52 FIXED 4	106.07 mm	110.35 mm principal	0.21	ABS-mortgage backed security	Long	USA
US TREASURY N/B 08/50 1.375	103.64 mm	188.04 mm principal	0.21	Debt	Long	USA
FNMA POOL MA5190 FN 11/53 FIXED 5.5	103.15 mm	101.92 mm principal	0.21	ABS-mortgage backed security	Long	USA
WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A	102.09 mm	76.13 mm principal	0.20	ABS-mortgage backed security	Long	UK
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB2 A 144A	100.85 mm	102.66 mm principal	0.20	ABS-mortgage backed security	Long	USA
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	94.46 mm	94.41 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GS MORTGAGE BACKED SECURITIES GSMBS 2022 LTV2 A1 144A	93.91 mm	107.09 mm principal	0.19	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/50 0.25	93.75 mm	141.06 mm principal	0.19	Debt	Long	USA
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A	92.09 mm	104.93 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 3 JUMBOS	90.37 mm	99.00 mm principal	0.18	ABS-mortgage backed security	Long	USA
GNMA II POOL MA8425 G2 11/52 FIXED 3.5	86.20 mm	91.73 mm principal	0.17	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8206 FR 04/52 FIXED 3	83.27 mm	92.56 mm principal	0.17	ABS-mortgage backed security	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A	81.74 mm	86.18 mm principal	0.16	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/49 3	81.70 mm	100.88 mm principal	0.16	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 PT 144A	80.95 mm	96.55 mm principal	0.16	ABS-mortgage backed security	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H25 FA	80.94 mm	79.54 mm principal	0.16	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8349 FR 08/53 FIXED 5.5	80.49 mm	79.53 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA POOL MA5165 FN 10/53 FIXED 5.5	79.73 mm	78.79 mm principal	0.16	ABS-mortgage backed security	Long	USA
FNMA POOL CB6622 FN 06/53 FIXED 5	79.67 mm	79.65 mm principal	0.16	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/25 0.375	79.23 mm	80.37 mm principal	0.16	Debt	Long	USA
ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65	78.24 mm	104.70 mm principal	0.16	Debt	Long	Canada
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 GF	77.99 mm	77.59 mm principal	0.16	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 A1 144A	77.93 mm	82.76 mm principal	0.16	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8454 FR 08/54 FIXED 6	77.30 mm	75.62 mm principal	0.15	ABS-mortgage backed security	Long	USA
GNMA II POOL MA7988 G2 04/52 FIXED 3	77.03 mm	84.42 mm principal	0.15	ABS-mortgage backed security	Long	USA
CASTLELAKE LP FIRST LIEN TERM LOAN	74.77 mm	78.90 mm principal	0.15	Loan	Long	USA
FED HM LN PC POOL RA7041 FR 03/52 FIXED 3	74.68 mm	83.00 mm principal	0.15	ABS-mortgage backed security	Long	USA
RAD CLO LTD RAD 2019 5A AR 144A	73.11 mm	73.05 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H26 DF	72.94 mm	72.03 mm principal	0.15	ABS-mortgage backed security	Long	USA
BA The Boeing Company	72.81 mm	75.58 mm principal	0.15	Debt	Long	USA
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A	72.56 mm	73.32 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BANC OF AMERICA MERRILL LYNCH BAMLL 2024 LB1 B 144A	71.97 mm	84.60 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA POOL MA4866 FN 01/53 FIXED 4	71.66 mm	74.56 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA POOL MA5192 FN 11/53 FIXED 6.5	71.55 mm	69.37 mm principal	0.14	ABS-mortgage backed security	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 07/25 6	71.01 mm	70.30 mm principal	0.14	Debt	Long	USA
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	70.74 mm	68.58 mm principal	0.14	ABS-mortgage backed security	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A	70.58 mm	70.51 mm principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GCAT GCAT 2022 INV2 A5 144A	70.49 mm	80.43 mm principal	0.14	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/54 2.125	70.08 mm	67.33 mm principal	0.14	Debt	Long	USA
C Citigroup Inc.	69.89 mm	71.90 mm principal	0.14	Debt	Long	USA
FNMA POOL MA5039 FN 06/53 FIXED 5.5	69.69 mm	68.86 mm principal	0.14	ABS-mortgage backed security	Long	USA
BANK BANK 2020 BN25 A5	69.66 mm	76.90 mm principal	0.14	ABS-mortgage backed security	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 1.65	69.35 mm	73.10 mm principal	0.14	Debt	Long	USA
US TREASURY N/B 02/43 3.125	68.99 mm	79.70 mm principal	0.14	Debt	Long	USA
UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A3 144A	68.64 mm	81.56 mm principal	0.14	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	68.49 mm	67.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
PROTEUS RMBS DAC PROTE 1A AR 144A	67.81 mm	61.25 mm principal	0.14	ABS-mortgage backed security	Long	Ireland
BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A	67.06 mm	66.75 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
FED HM LN PC POOL SD8297 FR 02/53 FIXED 4	67.02 mm	69.77 mm principal	0.13	ABS-mortgage backed security	Long	USA
BDS LTD BDS 2022 FL11 ATS 144A	66.96 mm	66.79 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	USA
US TREASURY N/B 11/45 3	66.96 mm	80.70 mm principal	0.13	Debt	Long	USA
HSBC HSBC Holdings plc	66.59 mm	61.50 mm principal	0.13	Debt	Long	UK
JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A	66.20 mm	75.28 mm principal	0.13	ABS-mortgage backed security	Long	USA
GHH HOLDINGS LIMITED 2018 GBP TERM LOAN B	65.70 mm	49.32 mm principal	0.13	Loan	Long	UK
VENTURE CDO LTD VENTR 2019 38A A1R 144A	65.17 mm	65.10 mm principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1	65.15 mm	60.13 mm principal	0.13	Loan	Long	Spain
FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5	63.63 mm	64.68 mm principal	0.13	ABS-mortgage backed security	Long	USA
TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102	63.55 mm	61.40 mm principal	0.13	Debt	Long	USA
GATEWAY LEASE CTL A WHLN03785	62.64 mm	89.46 mm principal	0.12	ABS-other	Long	Canada
FNMA POOL CB6728 FN 07/53 FIXED 5	62.63 mm	62.33 mm principal	0.12	ABS-mortgage backed security	Long	USA
KREF 2022 FL3 LTD KREF 2022 FL3 A 144A	62.16 mm	62.20 mm principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BA The Boeing Company	61.45 mm	63.29 mm principal	0.12	Debt	Long	USA
KIRKBY RMBS KIRK 1A A 144A	59.82 mm	45.11 mm principal	0.12	ABS-mortgage backed security	Long	UK
KRE 1330 BROADWAY OWNER 2018 TERM LOAN	59.74 mm	105.36 mm principal	0.12	Loan	Long	USA
NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25	59.73 mm	66.79 mm principal	0.12	Debt	Long	USA
MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR	59.72 mm	59.50 mm principal	0.12	Debt	Long	USA
GNMA II POOL MA8345 G2 10/52 FIXED 3.5	59.25 mm	63.05 mm principal	0.12	ABS-mortgage backed security	Long	USA
MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 07/26 VAR	59.24 mm	58.80 mm principal	0.12	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8	58.87 mm	57.90 mm principal	0.12	Debt	Long	USA
GNMA II POOL MA7937 G2 03/52 FIXED 3	58.49 mm	64.10 mm principal	0.12	ABS-mortgage backed security	Long	USA
PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45	58.29 mm	74.00 mm principal	0.12	Debt	Long	Canada
FED HM LN PC POOL QF3364 FR 11/52 FIXED 4	58.20 mm	60.50 mm principal	0.12	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 HP1 A2 144A	57.76 mm	65.87 mm principal	0.12	ABS-mortgage backed security	Long	USA
FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125	57.35 mm	55.30 mm principal	0.11	Debt	Long	Brazil
LFT CRE LLC LMNT 2021 FL1 A 144A	57.04 mm	57.29 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B1 144A	56.76 mm	66.95 mm principal	0.11	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8439 FR 06/54 FIXED 6	56.68 mm	55.44 mm principal	0.11	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B1 144A	56.62 mm	66.09 mm principal	0.11	ABS-mortgage backed security	Long	USA
EQIX Equinix, Inc.	56.49 mm	58.50 mm principal	0.11	Debt	Long	USA
FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A	56.46 mm	56.99 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	USA
US TREASURY N/B 08/49 2.25	56.37 mm	81.32 mm principal	0.11	Debt	Long	USA
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H03 FA	56.36 mm	56.08 mm principal	0.11	ABS-mortgage backed security	Long	USA
MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655	55.99 mm	48.88 mm principal	0.11	Debt	Long	USA
TSY INFL IX N/B 02/47 0.875	55.83 mm	69.45 mm principal	0.11	Debt	Long	USA
TSY INFL IX N/B 07/34 1.875	55.47 mm	54.13 mm principal	0.11	Debt	Long	USA
FNMA POOL MA5420 FN 07/54 FIXED 5.5	55.22 mm	54.57 mm principal	0.11	ABS-mortgage backed security	Long	USA
AMERICAN HOMES 4 RENT SR UNSECURED 02/29 4.9	54.49 mm	53.90 mm principal	0.11	Debt	Long	USA
AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR	54.25 mm	54.20 mm principal	0.11	Debt	Long	USA
TSY INFL IX N/B 02/52 0.125	53.91 mm	86.55 mm principal	0.11	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR	53.54 mm	56.45 mm principal	0.11	Debt	Long	USA
FNMA POOL MA5072 FN 07/53 FIXED 5.5	53.47 mm	52.82 mm principal	0.11	ABS-mortgage backed security	Long	USA
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A	53.28 mm	48.02 mm principal	0.11	ABS-collateralized bond/debt obligation	Long	Ireland
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H02 FN	52.86 mm	53.75 mm principal	0.11	ABS-mortgage backed security	Long	USA
FNMA POOL CB6672 FN 07/53 FIXED 5	52.34 mm	52.08 mm principal	0.10	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8432 FR 05/54 FIXED 6	52.31 mm	51.17 mm principal	0.10	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	52.28 mm	53.25 mm principal	0.10	Debt	Long	Switzerland
FNMA POOL CB5405 FN 10/52 FIXED 4.5	52.19 mm	53.00 mm principal	0.10	ABS-mortgage backed security	Long	USA
UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A	51.80 mm	59.06 mm principal	0.10	ABS-mortgage backed security	Long	USA
ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A	51.76 mm	61.22 mm principal	0.10	ABS-mortgage backed security	Long	USA
FNMA POOL MA5010 FN 05/53 FIXED 5.5	51.55 mm	50.93 mm principal	0.10	ABS-mortgage backed security	Long	USA
GNMA II POOL MA8266 G2 09/52 FIXED 3.5	51.41 mm	54.70 mm principal	0.10	ABS-mortgage backed security	Long	USA
SOFI ALTERNATIVE TRUST SAT 2018 A P1 144A	51.26 mm	53.49 mm principal	0.10	ABS-other	Long	USA
AIRCASTLE LTD SR UNSECURED 144A 01/28 2.85	51.00 mm	54.50 mm principal	0.10	Debt	Long	Bermuda
FNMA POOL MA5108 FN 08/53 FIXED 6	50.61 mm	49.48 mm principal	0.10	ABS-mortgage backed security	Long	USA
DOLP TRUST DOLP 2021 NYC A 144A	50.58 mm	56.70 mm principal	0.10	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG REGS 01/27 1.625	50.52 mm	46.90 mm principal	0.10	Debt	Long	Germany
Broadcom Pte. Ltd.	50.39 mm	50.41 mm principal	0.10	Debt	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B2 144A	50.35 mm	66.09 mm principal	0.10	ABS-mortgage backed security	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR	50.28 mm	48.32 mm principal	0.10	Debt	Long	USA
BANK OF AMERICA CORP SR UNSECURED 09/27 VAR	49.65 mm	48.20 mm principal	0.10	Debt	Long	USA
FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A	49.65 mm	49.46 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	USA
PCG+A Pacific Gas & Electric Co.	49.54 mm	49.90 mm principal	0.10	Debt	Long	USA
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	49.52 mm	49.71 mm principal	0.10	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OKE ONEOK, Inc.	49.48 mm	49.43 mm principal	0.10	Debt	Long	USA
GNMA II POOL MA7987 G2 04/52 FIXED 2.5	49.41 mm	56.05 mm principal	0.10	ABS-mortgage backed security	Long	USA
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 B2 144A	49.16 mm	66.95 mm principal	0.10	ABS-mortgage backed security	Long	USA