PIMCO Low Duration Income Fund

Fund Profile

Fund profile

Tickers

PFIIX, PFIAX, PFNCX, PFTPX, PFNIX, PLDCX

Fund manager

Pimco Funds

Total assets

$22.25 bn

Liabilities

$11.41 bn

Net assets

$10.85 bn

Number of holdings

2.47 k

Top 200 of 2469 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	1.35 bn	1.32 bn principal	12.48	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.11 bn	1.08 bn principal	10.23	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	637.33 mm	637.60 mm principal	5.88	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	615.43 mm	640.24 mm principal	5.67	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	489.17 mm	483.53 mm principal	4.51	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 PT 144A	272.43 mm	307.43 mm principal	2.51	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	259.00 mm	256.00 mm principal	2.39	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	238.16 mm	24.46 mm principal	2.20	Short-term investment vehicle	Long	USA
FNMA POOL MA5217 FN 12/53 FIXED 6.5	209.49 mm	203.06 mm principal	1.93	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 PT 144A	201.78 mm	231.19 mm principal	1.86	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/34 1.875	201.45 mm	196.56 mm principal	1.86	Debt	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	194.87 mm	198.00 mm principal	1.80	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	175.86 mm	195.68 mm principal	1.62	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/54 4.625	162.52 mm	149.80 mm principal	1.50	Debt	Long	USA
FED HM LN PC POOL RA4240 FR 01/51 FIXED 2.5	158.28 mm	181.43 mm principal	1.46	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	149.97 mm	160.90 mm principal	1.38	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE	136.73 mm	131.60 mm principal	1.26	ABS-mortgage backed security	Long	USA
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A1 144A	129.77 mm	136.75 mm principal	1.20	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/25 0.25	103.20 mm	104.48 mm principal	0.95	Debt	Long	USA
TSY INFL IX N/B 07/33 1.375	89.68 mm	90.93 mm principal	0.83	Debt	Long	USA
TSY INFL IX N/B 07/32 0.625	86.70 mm	92.56 mm principal	0.80	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	82.59 mm	474.56 mm principal	0.76	Debt	Long	Brazil
TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A	77.12 mm	80.20 mm principal	0.71	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	74.62 mm	73.00 mm principal	0.69	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8360 FR 09/53 FIXED 4.5	74.40 mm	75.64 mm principal	0.69	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	72.56 mm	73.50 mm principal	0.67	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 5 JUMBOS	71.60 mm	71.50 mm principal	0.66	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.90 05/18/22-10Y LCH	70.51 mm	1.00 contracts	0.65	Interest rate derivative	N/A	USA
FNMA POOL MA5011 FN 05/53 FIXED 6	69.10 mm	67.49 mm principal	0.64	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.3* 05/18/22-5Y LCH	68.44 mm	1.00 contracts	0.63	Interest rate derivative	N/A	USA
TSY INFL IX N/B 07/31 0.125	67.60 mm	73.86 mm principal	0.62	Debt	Long	USA
RFR USD SOFR/1.75000 06/15/22-30Y LCH	64.57 mm	1.00 contracts	0.60	Interest rate derivative	N/A	USA
RFRF USD SF+26.161/1.70 8/01/23-29Y* CME	64.42 mm	1.00 contracts	0.59	Interest rate derivative	N/A	USA
TSY INFL IX N/B 07/29 0.25	62.43 mm	65.78 mm principal	0.58	Debt	Long	USA
LETRA TESOURO NACIONAL BILLS 01/25 0.00000	57.06 mm	319.00 mm principal	0.53	Debt	Long	Brazil
GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 04/25 2.95	56.85 mm	65.90 mm principal	0.52	Debt	Long	UK
BASTILLE FUNDING BAST 2020 3A A 144A	55.69 mm	50.00 mm principal	0.51	ABS-collateralized bond/debt obligation	Long	Ireland
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	55.66 mm	55.69 mm principal	0.51	ABS-mortgage backed security	Long	USA
MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR	52.80 mm	52.60 mm principal	0.49	Debt	Long	USA
HONDA AUTO RECEIVABLES OWNER T HAROT 2024 3 A2	51.76 mm	51.50 mm principal	0.48	ABS-other	Long	USA
CIM TRUST CIM 2022 R3 A1 144A	51.35 mm	52.06 mm principal	0.47	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5	49.78 mm	818.60 mm principal	0.46	Debt	Long	South Africa
JOHN DEERE OWNER TRUST JDOT 2024 C A2A	49.55 mm	49.50 mm principal	0.46	ABS-other	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	46.98 mm	50.00 mm principal	0.43	ABS-mortgage backed security	Long	USA
TRANSDIGM, INC. 2023 TERM LOAN J	46.56 mm	46.69 mm principal	0.43	Loan	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A	45.64 mm	44.74 mm principal	0.42	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/25 0.375	44.60 mm	45.24 mm principal	0.41	Debt	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	43.45 mm	32.40 mm principal	0.40	ABS-mortgage backed security	Long	UK
FNMA POOL MA5192 FN 11/53 FIXED 6.5	42.39 mm	41.11 mm principal	0.39	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	42.32 mm	41.03 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA POOL MA4129 FN 09/40 FIXED 2.5	42.04 mm	46.22 mm principal	0.39	ABS-mortgage backed security	Long	USA
ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A	41.91 mm	41.80 mm principal	0.39	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FED HM LN PC POOL SD8404 FR 02/54 FIXED 7	41.86 mm	40.27 mm principal	0.39	ABS-mortgage backed security	Long	USA
FNMA POOL MA5166 FN 10/53 FIXED 6	41.33 mm	40.42 mm principal	0.38	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC 07/37 1	40.52 mm	42.94 mm principal	0.37	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A	39.29 mm	39.39 mm principal	0.36	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/29 0.875	37.63 mm	38.53 mm principal	0.35	Debt	Long	USA
BROADCOM INC 2023 TERM LOAN A3	37.56 mm	37.65 mm principal	0.35	Loan	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	37.47 mm	845.25 mm principal	0.35	Debt	Long	Mexico
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN	37.04 mm	35.79 mm principal	0.34	Loan	Long	USA
ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 2A A 144A	36.81 mm	36.80 mm principal	0.34	ABS-other	Long	USA
FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5	36.09 mm	35.66 mm principal	0.33	ABS-mortgage backed security	Long	USA
HILDENE CLO HITR 2019 2A A1 144A	35.78 mm	36.05 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 07/30 0.125	35.67 mm	38.35 mm principal	0.33	Debt	Long	USA
Credit Suisse Group AG	35.62 mm	33.85 mm principal	0.33	Debt	Long	Switzerland
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	35.24 mm	34.20 mm principal	0.32	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 12/26 3	34.05 mm	710.66 mm principal	0.31	Debt	Long	Mexico
SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A	33.49 mm	33.40 mm principal	0.31	ABS-other	Long	USA
SLM STUDENT LOAN TRUST SLMA 2012 5 A3	33.11 mm	33.14 mm principal	0.31	ABS-other	Long	USA
FNMA POOL FM5035 FN 07/50 FIXED VAR	31.90 mm	32.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4 JUMBOS	31.83 mm	32.90 mm principal	0.29	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8439 FR 06/54 FIXED 6	31.69 mm	31.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
FNMA POOL MA5421 FN 07/54 FIXED 6	31.69 mm	31.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8447 FR 07/54 FIXED 6	30.88 mm	30.21 mm principal	0.28	ABS-mortgage backed security	Long	USA
RFR USD SOFR/2.00000 12/21/22-10Y CME	30.62 mm	1.00 contracts	0.28	Interest rate derivative	N/A	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A2	30.60 mm	31.07 mm principal	0.28	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/25 0.125	30.59 mm	31.14 mm principal	0.28	Debt	Long	USA
MEX BONOS DESARR FIX RT BONDS 03/29 8.5	30.58 mm	617.20 mm principal	0.28	Debt	Long	Mexico
NEUBERGER BERMAN CLO LTD NEUB 2023 53A A 144A	30.54 mm	30.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Jersey
FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5	30.43 mm	30.06 mm principal	0.28	ABS-mortgage backed security	Long	USA
STATE OF ISRAEL SR UNSECURED 03/34 5.5	29.62 mm	29.40 mm principal	0.27	Debt	Long	Israel
GNMA II POOL MA8044 G2 05/52 FIXED 3.5	29.54 mm	31.43 mm principal	0.27	ABS-mortgage backed security	Long	USA
SOCIETE GENERALE SR UNSECURED 144A 01/27 VAR	29.52 mm	29.00 mm principal	0.27	Debt	Long	France
TSY INFL IX N/B 01/34 1.75	29.19 mm	28.85 mm principal	0.27	Debt	Long	USA
CVNA Carvana Co.	28.97 mm	26.62 mm principal	0.27	Debt	Long	USA
BANCA MONTE DEI PASCHI S REGS 01/26 1.875	28.82 mm	26.44 mm principal	0.27	Debt	Long	Italy
BA The Boeing Company	28.20 mm	27.30 mm principal	0.26	Debt	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1	28.20 mm	40.44 mm principal	0.26	ABS-mortgage backed security	Long	USA
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2	28.11 mm	28.10 mm principal	0.26	ABS-other	Long	USA
ARBOUR CLO ARBR 7A A 144A	27.83 mm	25.00 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	Ireland
MEXICAN UDIBONOS BONDS 11/28 4	27.56 mm	561.55 mm principal	0.25	Debt	Long	Mexico
BPCE SA 144A 10/27 VAR	27.31 mm	26.30 mm principal	0.25	Debt	Long	France
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A1 144A	27.31 mm	27.22 mm principal	0.25	ABS-other	Long	USA
MAGNETITE CLO LTD MAGNE 2023 39A A 144A	26.91 mm	26.90 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA POOL MA5218 FN 12/53 FIXED 7	26.46 mm	25.46 mm principal	0.24	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	26.33 mm	28.90 mm principal	0.24	Debt	Long	USA
CVNA Carvana Co.	26.23 mm	22.25 mm principal	0.24	Debt	Long	USA
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5	26.18 mm	27.29 mm principal	0.24	Debt	Long	Luxembourg
GS The Goldman Sachs Group, Inc.	26.06 mm	24.20 mm principal	0.24	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	25.00 mm	25.47 mm principal	0.23	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A	24.99 mm	25.22 mm principal	0.23	ABS-other	Long	USA
VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875	24.24 mm	21.80 mm principal	0.22	Debt	Long	USA
REPUBLIC OF TURKIYE SR UNSECURED 03/25 4.25	23.90 mm	23.90 mm principal	0.22	Debt	Long	Turkey
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A	23.89 mm	23.95 mm principal	0.22	ABS-mortgage backed security	Long	USA
RAD CLO LTD RAD 2023 21A A 144A	23.80 mm	23.80 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SBNA AUTO LEASE TRUST SBALT 2024 C A2 144A	23.54 mm	23.50 mm principal	0.22	ABS-other	Long	USA
ARES EURO CLO ARESE 14A A 144A	23.50 mm	21.08 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Ireland
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 M1	23.45 mm	25.75 mm principal	0.22	ABS-mortgage backed security	Long	USA
VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25	23.08 mm	22.60 mm principal	0.21	Debt	Long	USA
FNMA POOL CA8139 FN 12/50 FIXED 2.5	23.07 mm	26.58 mm principal	0.21	ABS-mortgage backed security	Long	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF D 144A	22.85 mm	23.25 mm principal	0.21	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A	22.76 mm	22.93 mm principal	0.21	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	22.70 mm	22.45 mm principal	0.21	Debt	Long	Switzerland
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345	22.69 mm	23.27 mm principal	0.21	Debt	Long	Japan
TURKIYE GOVERNMENT BOND BONDS 05/28 VAR	22.64 mm	778.80 mm principal	0.21	Debt	Long	Turkey
GNMA II POOL MA8043 G2 05/52 FIXED 3	22.62 mm	24.80 mm principal	0.21	ABS-mortgage backed security	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8	22.61 mm	22.20 mm principal	0.21	Debt	Long	USA
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7	22.52 mm	25.10 mm principal	0.21	Debt	Long	Mexico
GLS AUTO RECEIVABLES TRUST GCAR 2023 2A B 144A	22.51 mm	22.40 mm principal	0.21	ABS-other	Long	USA
EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A2	22.47 mm	22.40 mm principal	0.21	ABS-other	Long	USA
SOFTBANK VISION FUND II FIXED TERM LOAN	22.37 mm	22.63 mm principal	0.21	Loan	Long	UK
PCG+A Pacific Gas & Electric Co.	22.01 mm	22.00 mm principal	0.20	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	21.95 mm	21.91 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	USA
ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR	21.84 mm	21.80 mm principal	0.20	Debt	Long	Canada
FNMA POOL CA8026 FN 12/50 FIXED 2.5	21.80 mm	25.12 mm principal	0.20	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 06/15/22-30Y CME	21.63 mm	1.00 contracts	0.20	Interest rate derivative	N/A	USA
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A	21.60 mm	23.56 mm principal	0.20	ABS-mortgage backed security	Long	USA
FNMA POOL MA5167 FN 10/53 FIXED 6.5	21.53 mm	20.87 mm principal	0.20	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR	21.40 mm	21.20 mm principal	0.20	Debt	Long	USA
TSY INFL IX N/B 10/25 0.125	21.40 mm	21.82 mm principal	0.20	Debt	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	21.21 mm	73.44 mm principal	0.20	Debt	Long	Peru
IRS EUR 0.83000 12/09/42-10Y LCH	20.86 mm	1.00 contracts	0.19	Interest rate derivative	N/A	N/A
GM FINANCIAL SECURITIZED TERM GMCAR 2024 3 A3	20.85 mm	20.40 mm principal	0.19	ABS-other	Long	USA
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A	20.73 mm	20.99 mm principal	0.19	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL RA4179 FR 12/50 FIXED 2.5	20.72 mm	23.85 mm principal	0.19	ABS-mortgage backed security	Long	USA
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875	20.19 mm	19.77 mm principal	0.19	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1	20.14 mm	20.68 mm principal	0.19	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3	20.12 mm	20.00 mm principal	0.19	ABS-other	Long	USA
TSY INFL IX N/B 02/53 1.5	19.92 mm	22.01 mm principal	0.18	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR	19.90 mm	19.20 mm principal	0.18	Debt	Long	USA
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	19.87 mm	72.50 mm principal	0.18	Debt	Long	Peru
RFR USD SOFR/3.25830 03/31/23-7Y* CME	19.86 mm	1.00 contracts	0.18	Interest rate derivative	N/A	USA
DISH DBS CORP SR SECURED 144A 12/26 5.25	19.48 mm	21.04 mm principal	0.18	Debt	Long	USA
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS D 144A	19.31 mm	19.91 mm principal	0.18	ABS-mortgage backed security	Long	USA
UPFIELD BV 2024 EUR TERM LOAN B9	19.27 mm	17.30 mm principal	0.18	Loan	Long	Netherlands
TSY INFL IX N/B 02/49 1	19.20 mm	23.51 mm principal	0.18	Debt	Long	USA
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	19.11 mm	65.50 mm principal	0.18	Debt	Long	Peru
BCS Barclays PLC	18.96 mm	18.30 mm principal	0.17	Debt	Long	UK
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A	18.92 mm	18.98 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA POOL MA5140 FN 09/53 FIXED 6.5	18.81 mm	18.23 mm principal	0.17	ABS-mortgage backed security	Long	USA
CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M4	18.64 mm	18.73 mm principal	0.17	ABS-mortgage backed security	Long	USA
IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5	18.64 mm	19.00 mm principal	0.17	Debt	Long	UK
WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A	18.64 mm	18.50 mm principal	0.17	ABS-other	Long	USA
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR	18.54 mm	17.80 mm principal	0.17	Debt	Long	UK
VICI PROPERTIES / NOTE COMPANY GUAR 144A 06/25 4.625	18.53 mm	18.63 mm principal	0.17	Debt	Long	USA
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR	18.36 mm	38.10 mm principal	0.17	Debt	Long	Argentina
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP C 144A	18.33 mm	18.34 mm principal	0.17	ABS-mortgage backed security	Long	USA
PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A	18.30 mm	18.30 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NOMURA RESECURITIZATION TRUST NMRR 2018 1R 2A1 144A	18.28 mm	19.27 mm principal	0.17	ABS-mortgage backed security	Long	USA
FNMA POOL CA8513 FN 01/51 FIXED 2.5	18.26 mm	21.13 mm principal	0.17	ABS-mortgage backed security	Long	USA
GNMA II POOL MA8098 G2 06/52 FIXED 3	18.08 mm	19.81 mm principal	0.17	ABS-mortgage backed security	Long	USA
MEX BONOS DESARR FIX RT BONDS 05/31 7.75	18.06 mm	382.50 mm principal	0.17	Debt	Long	Mexico
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1	18.00 mm	29.82 mm principal	0.17	ABS-mortgage backed security	Long	USA
HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI E 144A	17.96 mm	18.02 mm principal	0.17	ABS-mortgage backed security	Long	USA
CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A	17.87 mm	17.40 mm principal	0.16	ABS-other	Long	USA
FNMA POOL MA5136 FN 09/53 FIXED 4.5	17.81 mm	18.11 mm principal	0.16	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 M1	17.36 mm	18.40 mm principal	0.16	ABS-mortgage backed security	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE8 M3	17.28 mm	17.76 mm principal	0.16	ABS-mortgage backed security	Long	USA
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM Fixed Income Clearing Corp	17.20 mm	17.20 mm principal	0.16	Repurchase agreement	Long	USA
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A2A	17.17 mm	17.10 mm principal	0.16	ABS-other	Long	USA
AMSURG EQUITY EQTYAS910	17.15 mm	317.95 k shares	0.16	Common equity	Long	USA
SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A	17.00 mm	16.90 mm principal	0.16	ABS-other	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	16.82 mm	17.10 mm principal	0.16	ABS-mortgage backed security	Long	USA
CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A	16.82 mm	16.70 mm principal	0.16	ABS-other	Long	USA
GNMA II TBA 30 YR 2.5 JUMBOS	16.66 mm	18.90 mm principal	0.15	ABS-mortgage backed security	Long	USA
WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3	16.53 mm	16.40 mm principal	0.15	ABS-other	Long	USA
VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A	16.53 mm	16.50 mm principal	0.15	ABS-other	Long	USA
RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH	16.49 mm	1.00 contracts	0.15	Interest rate derivative	N/A	USA
BANCO SANTANDER SA 03/28 VAR	16.35 mm	16.00 mm principal	0.15	Debt	Long	Spain
MFRA TRUST MFRA 2022 NQM3 A1 144A	16.29 mm	16.31 mm principal	0.15	ABS-mortgage backed security	Long	USA
NWG NatWest Group plc	16.25 mm	16.10 mm principal	0.15	Debt	Long	UK
AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A	16.08 mm	16.00 mm principal	0.15	ABS-other	Long	USA
LIBERTY STREET TRUST LBTY 2016 225L E 144A	16.00 mm	20.35 mm principal	0.15	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4	15.99 mm	16.64 mm principal	0.15	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 B	15.99 mm	16.00 mm principal	0.15	ABS-other	Long	USA
BX TRUST BX 2021 ARIA D 144A	15.92 mm	16.04 mm principal	0.15	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	15.91 mm	15.83 mm principal	0.15	ABS-other	Long	USA
FED HM LN PC POOL SD8445 FR 07/54 FIXED 5	15.80 mm	15.81 mm principal	0.15	ABS-mortgage backed security	Long	USA
CHASE AUTO OWNER TRUST CHAOT 2024 2A A2 144A	15.80 mm	15.71 mm principal	0.15	ABS-other	Long	USA
SCURALPHA 1503 GMBH USD TERM LOAN B1	15.72 mm	16.45 mm principal	0.14	Loan	Long	Germany
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3	15.70 mm	15.70 mm principal	0.14	ABS-other	Long	USA
FED HM LN PC POOL SD8452 FR 08/54 FIXED 5	15.56 mm	15.56 mm principal	0.14	ABS-mortgage backed security	Long	USA
CRSNT TRUST CRSNT 2021 MOON B 144A	15.50 mm	16.00 mm principal	0.14	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A	15.44 mm	15.83 mm principal	0.14	ABS-other	Long	USA
ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR	15.23 mm	15.00 mm principal	0.14	Debt	Long	Canada
AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375	15.17 mm	15.95 mm principal	0.14	Debt	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2022 DSC1 A1 144A	15.17 mm	15.40 mm principal	0.14	ABS-mortgage backed security	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR	15.09 mm	14.10 mm principal	0.14	Debt	Long	USA
TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A	15.04 mm	11.20 mm principal	0.14	ABS-mortgage backed security	Long	UK
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYX B REGS	15.00 mm	15.15 mm principal	0.14	ABS-mortgage backed security	Long	USA