PIMCO Income Portfolio

Fund Profile

Fund profile

Tickers

PIINCAM, PIINCAV, PIINCIS

Fund manager

Pimco Variable Insurance Trust

Total assets

$1.20 bn

Liabilities

$540.98 mm

Net assets

$654.63 mm

Number of holdings

1.07 k

Top 200 of 1074 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	71.82 mm	74.30 mm principal	10.97	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	58.29 mm	59.10 mm principal	8.90	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	46.92 mm	46.80 mm principal	7.17	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	40.29 mm	44.00 mm principal	6.15	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5	31.89 mm	31.31 mm principal	4.87	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	20.87 mm	20.50 mm principal	3.19	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/25 0.25	18.43 mm	18.81 mm principal	2.81	Debt	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	15.85 mm	17.90 mm principal	2.42	ABS-mortgage backed security	Long	USA
US TREASURY N/B 04/27 4.5	13.28 mm	13.30 mm principal	2.03	Debt	Long	USA
US TREASURY N/B 03/26 4.5	13.13 mm	13.20 mm principal	2.01	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	11.88 mm	12.60 mm principal	1.82	ABS-mortgage backed security	Long	USA
BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A	11.24 mm	8.74 mm principal	1.72	ABS-mortgage backed security	Long	UK
FNMA POOL MA5167 FN 10/53 FIXED 6.5	10.23 mm	10.04 mm principal	1.56	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5	9.53 mm	11.00 mm principal	1.46	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV3	9.42 mm	9.80 mm principal	1.44	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	8.94 mm	10.50 mm principal	1.37	ABS-mortgage backed security	Long	USA
FNMA POOL MA4894 FN 01/53 FIXED 6	7.65 mm	7.61 mm principal	1.17	ABS-mortgage backed security	Long	USA
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1	7.53 mm	7.66 mm principal	1.15	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2023 V3 A1 REGS	7.15 mm	5.63 mm principal	1.09	ABS-mortgage backed security	Long	UK
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A	6.57 mm	7.50 mm principal	1.00	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B	6.57 mm	6.60 mm principal	1.00	ABS-other	Long	USA
TSY INFL IX N/B 07/33 1.375	6.53 mm	6.92 mm principal	1.00	Debt	Long	USA
TSY INFL IX N/B 10/24 0.125	6.41 mm	6.48 mm principal	0.98	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	6.41 mm	6.30 mm principal	0.98	ABS-mortgage backed security	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3	6.25 mm	6.43 mm principal	0.96	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A	5.98 mm	6.70 mm principal	0.91	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A	5.89 mm	5.89 mm principal	0.90	ABS-mortgage backed security	Long	USA
AVON FINANCE AVON 4A A 144A	5.48 mm	4.34 mm principal	0.84	ABS-mortgage backed security	Long	UK
LETRA TESOURO NACIONAL BILLS 01/25 0.00000	5.44 mm	32.00 mm principal	0.83	Debt	Long	Brazil
SYMPHONY CLO LTD SYMP 2016 18A A1RR 144A	5.26 mm	5.25 mm principal	0.80	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP C 144A	5.05 mm	5.08 mm principal	0.77	ABS-mortgage backed security	Long	USA
US TREASURY N/B 01/25 2.5	4.72 mm	4.80 mm principal	0.72	Debt	Long	USA
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1	4.55 mm	5.00 mm principal	0.70	ABS-mortgage backed security	Long	USA
MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2	4.53 mm	11.50 mm principal	0.69	ABS-mortgage backed security	Long	USA
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	4.52 mm	4.54 mm principal	0.69	ABS-mortgage backed security	Long	USA
UBS GROUP AG SR UNSECURED 144A 01/34 VAR	4.49 mm	4.42 mm principal	0.69	Debt	Long	Switzerland
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A	4.43 mm	4.45 mm principal	0.68	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN1 A1 144A	4.36 mm	4.31 mm principal	0.67	ABS-mortgage backed security	Long	USA
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN	4.35 mm	4.35 mm principal	0.66	Loan	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2004 WMC1 M1	4.20 mm	4.66 mm principal	0.64	ABS-mortgage backed security	Long	USA
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A	4.15 mm	4.13 mm principal	0.63	ABS-other	Long	USA
NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D	4.14 mm	4.40 mm principal	0.63	ABS-mortgage backed security	Long	USA
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A	4.10 mm	4.56 mm principal	0.63	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M3 144A	4.07 mm	4.11 mm principal	0.62	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	4.07 mm	4.53 mm principal	0.62	Debt	Long	USA
CIM TRUST CIM 2023 R4 A1 144A	4.02 mm	4.09 mm principal	0.61	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME	4.00 mm	1.00 contracts	0.61	Interest rate derivative	N/A	USA
FNMA POOL DA5748 FN 12/53 FIXED 6.5	3.89 mm	3.81 mm principal	0.59	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5	3.85 mm	67.50 mm principal	0.59	Debt	Long	South Africa
MFRA TRUST MFRA 2023 NQM2 A1 144A	3.82 mm	3.94 mm principal	0.58	ABS-mortgage backed security	Long	USA
ARGENT SECURITIES INC. ARSI 2006 M1 A2D	3.69 mm	13.83 mm principal	0.56	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/27 0.625	3.64 mm	4.14 mm principal	0.56	Debt	Long	USA
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A	3.52 mm	3.57 mm principal	0.54	ABS-collateralized bond/debt obligation	Long	USA
TSY INFL IX N/B 07/29 0.25	3.51 mm	3.83 mm principal	0.54	Debt	Long	USA
INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4	3.51 mm	4.03 mm principal	0.54	ABS-mortgage backed security	Long	USA
EUROHOME UK MORTGAGES PLC EHMU 2007 2 M1 REGS	3.49 mm	2.83 mm principal	0.53	ABS-mortgage backed security	Long	UK
US TREASURY N/B 01/26 2.625	3.38 mm	3.50 mm principal	0.52	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	3.35 mm	3.90 mm principal	0.51	Debt	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A	3.31 mm	3.37 mm principal	0.51	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A2	3.30 mm	3.97 mm principal	0.50	ABS-mortgage backed security	Long	USA
ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A	3.30 mm	3.30 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HSBC HSBC Holdings plc	3.27 mm	3.30 mm principal	0.50	Debt	Long	UK
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16	3.22 mm	8.56 mm principal	0.49	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	3.21 mm	3.19 mm principal	0.49	ABS-other	Long	USA
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A	3.21 mm	3.20 mm principal	0.49	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	3.16 mm	2.50 mm principal	0.48	ABS-mortgage backed security	Long	UK
VOYA CLO LTD VOYA 2024 1A A1 144A	3.10 mm	3.10 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A	3.01 mm	3.00 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5	3.01 mm	2.94 mm principal	0.46	Debt	Long	USA
OCP CLO LTD OCP 2015 9A A1R2 144A	3.00 mm	3.00 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 2A AR 144A	3.00 mm	3.00 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A	3.00 mm	3.00 mm principal	0.46	ABS-other	Long	USA
GOLUB CAP PARTNERS STATIC 2024 04/33 1	3.00 mm	3.00 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A	3.00 mm	3.00 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A	2.94 mm	3.08 mm principal	0.45	ABS-mortgage backed security	Long	USA
HSI ASSET SECURITIZATION CORPO HASC 2007 OPT1 2A3	2.94 mm	3.30 mm principal	0.45	ABS-mortgage backed security	Long	USA
PRP ADVISORS, LLC PRPM 2024 2 A1 144A	2.89 mm	2.88 mm principal	0.44	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/31 0.125	2.83 mm	3.22 mm principal	0.43	Debt	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	2.76 mm	2.90 mm principal	0.42	ABS-mortgage backed security	Long	USA
BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1	2.75 mm	3.18 mm principal	0.42	ABS-mortgage backed security	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A	2.74 mm	2.60 mm principal	0.42	ABS-mortgage backed security	Long	USA
VOYA CLO LTD VOYA 2019 3A AR 144A	2.70 mm	2.70 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNMA II TBA 30 YR 3.5 JUMBOS	2.70 mm	3.00 mm principal	0.41	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	2.68 mm	2.44 mm principal	0.41	Debt	Long	UK
BANK OF AMERICA CORP SR UNSECURED 04/34 VAR	2.67 mm	2.70 mm principal	0.41	Debt	Long	USA
BANCO SANTANDER SA 11/28 6.607	2.63 mm	2.50 mm principal	0.40	Debt	Long	Spain
STRUCTURED ASSET SECURITIES CO SASC 2007 GEL1 A3 144A	2.59 mm	3.25 mm principal	0.40	ABS-mortgage backed security	Long	USA
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7	2.58 mm	3.08 mm principal	0.39	Debt	Long	Mexico
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR	2.55 mm	2.50 mm principal	0.39	Debt	Long	UK
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	2.54 mm	261.43 k principal	0.39	Short-term investment vehicle	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A	2.52 mm	2.50 mm principal	0.39	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A	2.52 mm	2.50 mm principal	0.38	ABS-other	Long	USA
WSTN TRUST WSTN 2023 MAUI A 144A	2.51 mm	2.50 mm principal	0.38	ABS-mortgage backed security	Long	USA
AGL CLO 6 LTD AGL 2020 6A AR 144A	2.51 mm	2.50 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC FUNDING LTD CIFC 2021 3A A 144A	2.51 mm	2.50 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MAGNETITE CLO LTD MAGNE 2023 39A A 144A	2.51 mm	2.50 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BALLYROCK LTD BALLY 2021 16A A1 144A	2.50 mm	2.50 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M6	2.50 mm	2.60 mm principal	0.38	ABS-mortgage backed security	Long	USA
SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR	2.48 mm	2.40 mm principal	0.38	Debt	Long	France
MAGNETITE CLO LTD MAGNE 2020 25A A 144A	2.45 mm	2.44 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A	2.41 mm	2.40 mm principal	0.37	ABS-mortgage backed security	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	2.37 mm	2.37 mm principal	0.36	Repurchase agreement	Long	USA
AEGIS ASSET BACKED SECURITIES AABST 2006 1 A2	2.37 mm	3.22 mm principal	0.36	ABS-mortgage backed security	Long	USA
FNMA POOL MA5217 FN 12/53 FIXED 6.5	2.32 mm	2.28 mm principal	0.35	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P D 144A	2.31 mm	2.65 mm principal	0.35	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A	2.29 mm	2.45 mm principal	0.35	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP	2.27 mm	3.99 mm principal	0.35	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/29 0.875	2.22 mm	2.34 mm principal	0.34	Debt	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A	2.22 mm	2.07 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Ireland
NWG NatWest Group plc	2.20 mm	2.20 mm principal	0.34	Debt	Long	UK
PROSUS NV SR UNSECURED 144A 01/34 2.778	2.19 mm	2.46 mm principal	0.33	Debt	Long	Netherlands
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	2.19 mm	2.15 mm principal	0.33	ABS-mortgage backed security	Long	USA
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A2	2.17 mm	3.69 mm principal	0.33	ABS-mortgage backed security	Long	USA
TRANSDIGM, INC. 2023 TERM LOAN J	2.13 mm	2.13 mm principal	0.33	Loan	Long	USA
TSY INFL IX N/B 04/25 0.125	2.13 mm	2.19 mm principal	0.33	Debt	Long	USA
FNMA POOL CB5211 FN 12/52 FIXED 6	2.09 mm	2.08 mm principal	0.32	ABS-mortgage backed security	Long	USA
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A	2.09 mm	2.08 mm principal	0.32	ABS-other	Long	USA
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A	2.07 mm	2.40 mm principal	0.32	ABS-mortgage backed security	Long	USA
FREMONT HOME LOAN TRUST FHLT 2005 D M1	2.04 mm	2.30 mm principal	0.31	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 02/29 VAR	2.02 mm	2.03 mm principal	0.31	Debt	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 11A A 144A	2.00 mm	2.00 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR	2.00 mm	5.07 mm principal	0.31	Debt	Long	Argentina
PCG+A Pacific Gas & Electric Co.	2.00 mm	2.07 mm principal	0.31	Debt	Long	USA
TRINITAS CLO LTD TRNTS 2018 9A ARR 144A	1.98 mm	1.98 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A	1.97 mm	1.97 mm principal	0.30	ABS-other	Long	USA
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5	1.96 mm	2.10 mm principal	0.30	Debt	Long	Luxembourg
GNMA II TBA 30 YR 5 JUMBOS	1.95 mm	2.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR	1.94 mm	1.67 mm shares	0.30	Preferred equity	Long	Netherlands
GSAMP TRUST GSAMP 2005 WMC2 M1	1.92 mm	2.18 mm principal	0.29	ABS-mortgage backed security	Long	USA
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875	1.92 mm	1.91 mm principal	0.29	Debt	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5	1.92 mm	1.99 mm principal	0.29	ABS-mortgage backed security	Long	USA
STATE OF ISRAEL SR UNSECURED 03/34 5.5	1.91 mm	2.00 mm principal	0.29	Debt	Long	Israel
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A	1.89 mm	1.89 mm principal	0.29	ABS-other	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	1.87 mm	40.56 mm principal	0.29	Debt	Long	Mexico
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1	1.83 mm	4.59 mm principal	0.28	ABS-mortgage backed security	Long	USA
DISH DBS CORP SR SECURED 144A 12/28 5.75	1.83 mm	2.63 mm principal	0.28	Debt	Long	USA
MEX BONOS DESARR FIX RT BONDS 09/26 7	1.79 mm	35.00 mm principal	0.27	Debt	Long	Mexico
FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A	1.78 mm	1.77 mm principal	0.27	ABS-other	Long	USA
HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1	1.77 mm	2.42 mm principal	0.27	ABS-mortgage backed security	Long	USA
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528	1.77 mm	1.97 mm principal	0.27	Debt	Long	Cayman Islands
RFR USD SOFR/2.00000 12/21/22-10Y CME	1.77 mm	1.00 contracts	0.27	Interest rate derivative	N/A	USA
SLM STUDENT LOAN TRUST SLMA 2005 B A4	1.76 mm	1.79 mm principal	0.27	ABS-other	Long	USA
GNMA II TBA 30 YR 3 JUMBOS	1.74 mm	2.00 mm principal	0.27	ABS-mortgage backed security	Long	USA
FNMA POOL MA5139 FN 09/53 FIXED 6	1.74 mm	1.73 mm principal	0.27	ABS-mortgage backed security	Long	USA
GSAMP TRUST GSAMP 2005 HE5 M4	1.73 mm	1.83 mm principal	0.26	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M1	1.73 mm	1.88 mm principal	0.26	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M3	1.71 mm	2.00 mm principal	0.26	ABS-mortgage backed security	Long	USA
GNMA II POOL MA9017 G2 07/53 FIXED 5.5	1.70 mm	1.72 mm principal	0.26	ABS-mortgage backed security	Long	USA
SOFTBANK VISION FUND II FIXED TERM LOAN	1.69 mm	1.76 mm principal	0.26	Loan	Long	UK
RFR USD SOFR/3.50000 05/22/23-10Y LCH	1.66 mm	1.00 contracts	0.25	Interest rate derivative	N/A	USA
MEXICAN UDIBONOS BONDS 12/26 3	1.66 mm	32.76 mm principal	0.25	Debt	Long	Mexico
PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000	1.65 mm	2.53 mm principal	0.25	Debt	Long	UK
TSY INFL IX N/B 07/30 0.125	1.64 mm	1.83 mm principal	0.25	Debt	Long	USA
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B	1.63 mm	1.63 mm principal	0.25	Loan	Long	USA
AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M3	1.63 mm	1.82 mm principal	0.25	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/49 1	1.61 mm	2.12 mm principal	0.25	Debt	Long	USA
NMR Nomura Holdings, Inc.	1.60 mm	1.60 mm principal	0.24	Debt	Long	Japan
ESSENT GROUP LTD SR UNSECURED 07/29 6.25	1.60 mm	1.60 mm principal	0.24	Debt	Long	Bermuda
CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4	1.60 mm	1.79 mm principal	0.24	ABS-mortgage backed security	Long	USA
MFG Mizuho Financial Group, Inc.	1.59 mm	1.60 mm principal	0.24	Debt	Long	Japan
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 3A1A	1.59 mm	1.86 mm principal	0.24	ABS-mortgage backed security	Long	USA
BA The Boeing Company	1.56 mm	1.70 mm principal	0.24	Debt	Long	USA
BANCA MONTE DEI PASCHI S REGS 01/26 1.875	1.56 mm	1.52 mm principal	0.24	Debt	Long	Italy
US TREASURY N/B 08/43 4.375	1.54 mm	1.60 mm principal	0.24	Debt	Long	USA
US TREASURY N/B 12/27 0.625	1.53 mm	1.75 mm principal	0.23	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC4 M8	1.52 mm	1.59 mm principal	0.23	ABS-mortgage backed security	Long	USA
SNX TD SYNNEX Corporation	1.51 mm	1.50 mm principal	0.23	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	1.48 mm	1.93 mm principal	0.23	Debt	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2	1.48 mm	1.52 mm principal	0.23	ABS-mortgage backed security	Long	USA
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF2	1.44 mm	4.63 mm principal	0.22	ABS-mortgage backed security	Long	USA
GNMA II POOL MA9106 G2 08/53 FIXED 5.5	1.43 mm	1.44 mm principal	0.22	ABS-mortgage backed security	Long	USA
HSBC HSBC Holdings plc	1.42 mm	1.64 mm principal	0.22	Debt	Long	UK
LENDMARK FUNDING TRUST LFT 2024 1A A 144A	1.41 mm	1.40 mm principal	0.21	ABS-other	Long	USA
US TREASURY N/B 01/28 0.75	1.41 mm	1.60 mm principal	0.21	Debt	Long	USA
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2	1.40 mm	1.50 mm principal	0.21	Debt	Long	USA
INTESA SANPAOLO SPA 144A 11/33 7.2	1.39 mm	1.30 mm principal	0.21	Debt	Long	Italy
VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875	1.37 mm	1.50 mm principal	0.21	Debt	Long	USA
FNMA POOL FM7475 FN 10/50 FIXED VAR	1.35 mm	1.41 mm principal	0.21	ABS-mortgage backed security	Long	USA
BA The Boeing Company	1.34 mm	1.40 mm principal	0.21	Debt	Long	USA
GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4	1.33 mm	1.49 mm principal	0.20	Debt	Long	USA
ROMANIA NOTES 144A 09/28 5.5	1.32 mm	1.20 mm principal	0.20	Debt	Long	Romania
BPCE SA 144A 10/29 VAR	1.30 mm	1.25 mm principal	0.20	Debt	Long	France
CVNA Carvana Co.	1.28 mm	1.14 mm principal	0.20	Debt	Long	USA
BPCE SA 144A 10/27 VAR	1.27 mm	1.25 mm principal	0.19	Debt	Long	France
MASTR ASSET BACKED SECURITIES MABS 2007 HE2 A1	1.27 mm	1.51 mm principal	0.19	ABS-mortgage backed security	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A	1.25 mm	1.25 mm principal	0.19	ABS-other	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR	1.24 mm	1.20 mm principal	0.19	Debt	Long	USA
IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A3	1.23 mm	3.53 mm principal	0.19	ABS-mortgage backed security	Long	USA
SCURALPHA 1503 GMBH USD TERM LOAN B1	1.22 mm	1.28 mm principal	0.19	Loan	Long	Germany
PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A	1.20 mm	1.20 mm principal	0.18	ABS-other	Long	USA
RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME	1.20 mm	1.00 contracts	0.18	Interest rate derivative	N/A	USA
PCG+A Pacific Gas & Electric Co.	1.19 mm	1.26 mm principal	0.18	Debt	Long	USA
RFRF USD SF+26.161/1.75 12/15/21-10Y LCH	1.13 mm	1.00 contracts	0.17	Interest rate derivative	N/A	USA
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A	1.13 mm	1.52 mm principal	0.17	ABS-mortgage backed security	Long	USA
NASSAU 2017 II LTD NCC 2017 IIA AL 144A	1.12 mm	1.12 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 02/51 0.125	1.12 mm	1.93 mm principal	0.17	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4	1.11 mm	1.18 mm principal	0.17	ABS-mortgage backed security	Long	USA
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A3 1A1	1.11 mm	1.33 mm principal	0.17	ABS-mortgage backed security	Long	USA
AMSURG EQUITY EQTYAS910	1.11 mm	22.39 k shares	0.17	Common equity	Long	USA
MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A	1.08 mm	1.40 mm principal	0.17	ABS-mortgage backed security	Long	USA