PIMCO All Asset: Multi-RAE PLUS Fund

Fund Profile

Fund profile

Fund manager

Pimco Funds

Total assets

$3.84 bn

Liabilities

$1.64 bn

Net assets

$2.20 bn

Number of holdings

1.95 k

Top 200 of 1948 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	301.72 mm	295.84 mm principal	13.71	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	104.22 mm	113.98 mm principal	4.74	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	96.24 mm	95.87 mm principal	4.37	ABS-mortgage backed security	Long	USA
REPO BANK AMERICA REPO	89.50 mm	89.50 mm principal	4.07	Repurchase agreement	Long	USA
TSY INFL IX N/B 07/34 1.875	76.15 mm	78.57 mm principal	3.46	Debt	Long	USA
FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5	70.56 mm	69.07 mm principal	3.21	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8329 FR 06/53 FIXED 5	50.04 mm	51.72 mm principal	2.27	ABS-mortgage backed security	Long	USA
TREASURY BILL 03/25 0.00000	41.64 mm	42.01 mm principal	1.89	Debt	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	41.54 mm	48.90 mm principal	1.89	ABS-mortgage backed security	Long	USA
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	39.11 mm	3.99 mm principal	1.78	Short-term investment vehicle	Long	USA
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	33.57 mm	126.90 mm principal	1.53	Debt	Long	Peru
AMZN Amazon.com, Inc.	27.56 mm	125.62 k shares	1.25	Common equity	Long	USA
TSY INFL IX N/B 04/29 2.125	26.78 mm	26.74 mm principal	1.22	Debt	Long	USA
US TREASURY N/B 05/44 4.625	26.47 mm	27.30 mm principal	1.20	Debt	Long	USA
GNMA II TBA 30 YR 5 JUMBOS	26.19 mm	27.01 mm principal	1.19	ABS-mortgage backed security	Long	USA
MSFT Microsoft Corporation	25.43 mm	60.34 k shares	1.16	Common equity	Long	USA
INTOWN 2022 STAY TOWN 2022 STAY B 144A	23.77 mm	23.70 mm principal	1.08	ABS-mortgage backed security	Long	USA
GOOG Alphabet Inc.	21.31 mm	112.59 k shares	0.97	Common equity	Long	USA
FNMA POOL BM7581 FN 09/31 VARIABLE	20.24 mm	20.40 mm principal	0.92	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5	19.99 mm	21.22 mm principal	0.91	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	18.47 mm	19.64 mm principal	0.84	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	17.85 mm	18.10 mm principal	0.81	ABS-mortgage backed security	Long	USA
BX TRUST BX 2021 ARIA B 144A	15.97 mm	16.00 mm principal	0.73	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4	15.53 mm	17.41 mm principal	0.71	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A	15.19 mm	15.18 mm principal	0.69	ABS-mortgage backed security	Long	USA
MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 WMC2 A1	14.92 mm	61.18 mm principal	0.68	ABS-mortgage backed security	Long	USA
AAPL Apple Inc.	12.69 mm	50.69 k shares	0.58	Common equity	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 AS 144A	12.66 mm	12.80 mm principal	0.58	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 02/49 3	12.59 mm	17.30 mm principal	0.57	Debt	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 B 144A	12.48 mm	12.80 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A	12.32 mm	12.50 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ACE SECURITIES CORP. ACE 2007 ASP1 A1	12.05 mm	28.38 mm principal	0.55	ABS-mortgage backed security	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A	11.94 mm	13.24 mm principal	0.54	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.00 9/16/23-7Y* CME	11.55 mm	1.00 contracts	0.52	Interest rate derivative	N/A	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE4 1A4	11.11 mm	13.64 mm principal	0.50	ABS-mortgage backed security	Long	USA
AUTONATION, INC	11.04 mm	11.05 mm principal	0.50	Debt	Long	USA
KEURIG DR PEPPER	10.99 mm	11.02 mm principal	0.50	Debt	Long	USA
SCULPTOR EUROPEAN CLO SCULE 6A AR 144A	10.88 mm	10.51 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Ireland
FNMA POOL BM7579 FN 10/29 VARIABLE	10.85 mm	11.10 mm principal	0.49	ABS-mortgage backed security	Long	USA
NVDA NVIDIA Corporation	10.76 mm	80.10 k shares	0.49	Common equity	Long	USA
GS The Goldman Sachs Group, Inc.	10.75 mm	10.50 mm principal	0.49	Debt	Long	USA
RFR USD SOFR/3.00000 06/21/23-10Y CME	10.66 mm	1.00 contracts	0.48	Interest rate derivative	N/A	USA
FNMA POOL MA5165 FN 10/53 FIXED 5.5	10.59 mm	10.72 mm principal	0.48	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 08/34 4	10.55 mm	247.62 mm principal	0.48	Debt	Long	Mexico
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A	10.48 mm	10.40 mm principal	0.48	ABS-other	Long	USA
FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5	10.23 mm	10.36 mm principal	0.46	ABS-mortgage backed security	Long	USA
FNMA POOL BS9867 FN 11/30 FIXED 5.3	10.22 mm	10.00 mm principal	0.46	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4	10.05 mm	41.30 mm principal	0.46	Debt	Long	Peru
US TREASURY N/B 09/25 3	9.95 mm	10.04 mm principal	0.45	Debt	Long	USA
TREASURY BILL 03/25 0.00000	9.92 mm	10.02 mm principal	0.45	Debt	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF14 A1	9.87 mm	11.08 mm principal	0.45	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2024 77 FM	9.82 mm	9.86 mm principal	0.45	ABS-mortgage backed security	Long	USA
IMPAC SECURED ASSETS CORP. IMSA 2006 5 1A1C	9.79 mm	10.84 mm principal	0.45	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A	9.70 mm	10.17 mm principal	0.44	ABS-other	Long	USA
TREASURY BILL 03/25 0.00000	9.54 mm	9.62 mm principal	0.43	Debt	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 2A3	9.45 mm	11.43 mm principal	0.43	ABS-mortgage backed security	Long	USA
OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 4 M1	9.26 mm	10.47 mm principal	0.42	ABS-mortgage backed security	Long	USA
VIBRANT CLO LTD VIBR 2019 11A A2R 144A	9.15 mm	9.13 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9	9.05 mm	200.50 mm principal	0.41	Debt	Long	South Africa
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	9.05 mm	57.60 mm principal	0.41	Debt	Long	Brazil
SHELTER GROWTH CRE SGCP 2022 FL4 B 144A	8.68 mm	8.66 mm principal	0.39	ABS-mortgage backed security	Long	Bermuda
BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45	8.56 mm	8.40 mm principal	0.39	Debt	Long	Canada
OXY Occidental Petroleum Corporation	8.27 mm	8.50 mm principal	0.38	Debt	Long	USA
CARLYLE EURO CLO CGMSE 2019 2A A1R 144A	8.16 mm	7.89 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Ireland
SHELTER GROWTH CRE SGCP 2022 FL4 A 144A	8.13 mm	8.12 mm principal	0.37	ABS-mortgage backed security	Long	Bermuda
PG The Procter & Gamble Company	8.06 mm	48.09 k shares	0.37	Common equity	Long	USA
GS The Goldman Sachs Group, Inc.	7.97 mm	13.92 k shares	0.36	Common equity	Long	USA
AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A	7.92 mm	7.80 mm principal	0.36	ABS-other	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A1	7.65 mm	23.12 mm principal	0.35	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A	7.58 mm	7.61 mm principal	0.34	ABS-mortgage backed security	Long	USA
FNMA POOL BZ2582 FN 12/29 FIXED 4.3	7.57 mm	7.72 mm principal	0.34	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	7.56 mm	8.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A	7.38 mm	7.40 mm principal	0.34	ABS-mortgage backed security	Long	USA
GE WMC MORTGAGE SECURITIES LLC GEWMC 2005 2 A2D	7.24 mm	7.54 mm principal	0.33	ABS-mortgage backed security	Long	USA
US TREASURY N/B 10/25 3	7.18 mm	7.25 mm principal	0.33	Debt	Long	USA
ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62	7.17 mm	7.10 mm principal	0.33	Debt	Long	USA
FNMA POOL BZ2327 FN 10/33 FIXED 5.06	7.11 mm	7.07 mm principal	0.32	ABS-mortgage backed security	Long	USA
UNH UnitedHealth Group Incorporated	7.04 mm	13.92 k shares	0.32	Common equity	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	6.90 mm	5.50 mm principal	0.31	ABS-mortgage backed security	Long	UK
PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5	6.85 mm	7.59 mm principal	0.31	ABS-mortgage backed security	Long	USA
ARES CLO LTD ARES 2015 2A AR3 144A	6.71 mm	6.70 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SAXON ASSET SECURITIES TRUST SAST 2006 2 M2	6.71 mm	8.37 mm principal	0.30	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 02/48 1	6.70 mm	9.10 mm principal	0.30	Debt	Long	USA
OZLM LTD OZLM 2019 24A A1CR 144A	6.67 mm	6.65 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1	6.64 mm	7.03 mm principal	0.30	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4	6.47 mm	7.60 mm principal	0.29	ABS-mortgage backed security	Long	USA
ES Eversource Energy	6.47 mm	6.30 mm principal	0.29	Debt	Long	USA
BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A	6.46 mm	6.43 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A	6.46 mm	6.47 mm principal	0.29	ABS-mortgage backed security	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR	6.42 mm	6.40 mm principal	0.29	Debt	Long	USA
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	6.42 mm	6.38 mm principal	0.29	ABS-mortgage backed security	Long	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A	6.40 mm	6.18 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Ireland
M360 LTD. M360 2021 CRE3 B 144A	6.36 mm	6.46 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A	6.35 mm	6.12 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Ireland
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL8 A 144A	6.34 mm	6.34 mm principal	0.29	ABS-mortgage backed security	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4	6.27 mm	6.96 mm principal	0.29	ABS-mortgage backed security	Long	USA
CDX ITRAXX XOV42 5Y 35-100% SP JPM	6.18 mm	1.00 contracts	0.28	Credit derivative	N/A	N/A
GNMA II TBA 30 YR 4.5 JUMBOS	6.17 mm	6.53 mm principal	0.28	ABS-mortgage backed security	Long	USA
POLAND GOVERNMENT BOND BONDS 07/29 4.75	6.12 mm	26.10 mm principal	0.28	Debt	Long	Poland
FNMA POOL BS9669 FN 10/28 FIXED 4.72	6.11 mm	6.10 mm principal	0.28	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	6.01 mm	6.00 mm principal	0.27	Debt	Long	USA
CORDATUS CLO PLC CORDA 24A A 144A	5.99 mm	5.78 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Ireland
NATIONSTAR HOME EQUITY LOAN TR NSTR 2006 B M2	5.93 mm	6.04 mm principal	0.27	ABS-mortgage backed security	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A	5.92 mm	5.90 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
TITULOS DE TESORERIA BONDS 04/28 6	5.92 mm	29.66 bn principal	0.27	Debt	Long	Colombia
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A	5.91 mm	5.90 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	USA
RFR USD SOFR/3.00000 06/21/23-7Y CME	5.91 mm	1.00 contracts	0.27	Interest rate derivative	N/A	USA
JUBILEE CDO BV JUBIL 2016 17A A1RR 144A	5.86 mm	5.70 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Ireland
ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875	5.82 mm	5.80 mm principal	0.26	Debt	Long	Canada
RFR USD SOFR/2.75000 06/21/23-30Y CME	5.74 mm	1.00 contracts	0.26	Interest rate derivative	N/A	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF12 A5	5.73 mm	6.04 mm principal	0.26	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/33 1.375	5.64 mm	6.03 mm principal	0.26	Debt	Long	USA
BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7	5.64 mm	5.83 bn principal	0.26	Debt	Long	Chile
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A	5.56 mm	5.36 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Ireland
MAN GLG EURO CLO GLGE 5A A1R 144A	5.54 mm	5.35 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Ireland
RAAC SERIES RAAC 2006 SP2 M2	5.52 mm	5.78 mm principal	0.25	ABS-mortgage backed security	Long	USA
FNMA POOL CB7197 FN 07/53 FIXED 5.5	5.45 mm	5.51 mm principal	0.25	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 07/27 VAR	5.42 mm	5.70 mm principal	0.25	Debt	Long	USA
HD The Home Depot, Inc.	5.42 mm	13.92 k shares	0.25	Common equity	Long	USA
JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6	5.24 mm	5.20 mm principal	0.24	Debt	Long	USA
PRP ADVISORS, LLC PRPM 2022 1 A1 144A	5.22 mm	5.23 mm principal	0.24	ABS-mortgage backed security	Long	USA
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75	5.18 mm	5.70 mm principal	0.24	Debt	Long	USA
RFR USD SOFR/3.50000 12/18/24-30Y CME	5.15 mm	1.00 contracts	0.23	Interest rate derivative	N/A	USA
GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A	5.13 mm	5.13 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A	5.10 mm	5.10 mm principal	0.23	ABS-mortgage backed security	Long	USA
FNMA POOL BZ1029 FN 06/29 FIXED 4.93	5.05 mm	5.00 mm principal	0.23	ABS-mortgage backed security	Long	USA
CAT Caterpillar Inc.	5.05 mm	13.92 k shares	0.23	Common equity	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO7 1A1	5.04 mm	5.96 mm principal	0.23	ABS-mortgage backed security	Long	USA
ARGENT SECURITIES INC. ARSI 2006 W3 A2C	5.04 mm	16.03 mm principal	0.23	ABS-mortgage backed security	Long	USA
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A	5.01 mm	5.00 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A	4.96 mm	4.96 mm principal	0.23	ABS-mortgage backed security	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4	4.94 mm	5.47 mm principal	0.22	ABS-mortgage backed security	Long	USA
BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A	4.88 mm	4.87 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2D	4.88 mm	15.32 mm principal	0.22	ABS-mortgage backed security	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A	4.87 mm	4.86 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS1 M3	4.79 mm	4.97 mm principal	0.22	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 12/26 3	4.76 mm	105.12 mm principal	0.22	Debt	Long	Mexico
SG MORTGAGE SECURITIES TRUST SGMS 2005 OPT1 M4	4.76 mm	5.88 mm principal	0.22	ABS-mortgage backed security	Long	USA
SHW The Sherwin-Williams Company	4.73 mm	13.92 k shares	0.22	Common equity	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M4	4.72 mm	4.93 mm principal	0.21	ABS-mortgage backed security	Long	USA
ABBV AbbVie Inc.	4.72 mm	26.55 k shares	0.21	Common equity	Long	USA
CRM Salesforce, Inc.	4.66 mm	13.92 k shares	0.21	Common equity	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A1	4.65 mm	5.35 mm principal	0.21	ABS-mortgage backed security	Long	USA
BACARDI MARTINI B V	4.48 mm	4.50 mm principal	0.20	Debt	Long	USA
TREASURY BILL 01/25 0.00000	4.46 mm	4.47 mm principal	0.20	Debt	Long	USA
V Visa Inc.	4.40 mm	13.92 k shares	0.20	Common equity	Long	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2014 7R 5A3 144A	4.34 mm	5.09 mm principal	0.20	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A	4.34 mm	4.71 mm principal	0.20	ABS-other	Long	USA
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81	4.33 mm	4.60 mm principal	0.20	Debt	Long	Japan
DEUTSCHE BANK NY 11/26 VAR	4.29 mm	4.40 mm principal	0.19	Debt	Long	Germany
ACE SECURITIES CORP. ACE 2005 HE3 M4	4.27 mm	4.76 mm principal	0.19	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	4.25 mm	105.12 mm principal	0.19	Debt	Long	Mexico
FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A	4.23 mm	4.18 mm principal	0.19	ABS-other	Long	USA
DEUTSCHE BANK NY 09/31 VAR	4.16 mm	4.63 mm principal	0.19	Debt	Long	Germany
TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A	4.16 mm	4.31 mm principal	0.19	ABS-mortgage backed security	Long	USA
AXP American Express Company	4.13 mm	13.92 k shares	0.19	Common equity	Long	USA
MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1	4.13 mm	5.20 mm principal	0.19	ABS-mortgage backed security	Long	USA
LEHMAN XS TRUST LXS 2007 4N 3A1A	4.13 mm	4.67 mm principal	0.19	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/26 0.5	4.12 mm	4.30 mm principal	0.19	Debt	Long	USA
CMCSA Comcast Corporation	4.08 mm	108.67 k shares	0.19	Common equity	Long	USA
OZLM LTD OZLM 2019 24A A2AR 144A	4.06 mm	4.05 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CITIBANK NA SR UNSECURED 12/26 5.488	4.06 mm	4.00 mm principal	0.18	Debt	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1	4.04 mm	4.50 mm principal	0.18	ABS-mortgage backed security	Long	USA
MCD McDonald's Corporation	4.04 mm	13.92 k shares	0.18	Common equity	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3	3.98 mm	4.05 mm principal	0.18	ABS-mortgage backed security	Long	USA
ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375	3.98 mm	4.30 mm principal	0.18	Debt	Long	Isle of Man
GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A	3.96 mm	3.95 mm principal	0.18	ABS-other	Long	USA
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	3.96 mm	14.10 mm principal	0.18	Debt	Long	Peru
RFR USD SOFR/3.25000 06/21/23-5Y CME	3.94 mm	1.00 contracts	0.18	Interest rate derivative	N/A	USA
MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A3	3.90 mm	7.94 mm principal	0.18	ABS-mortgage backed security	Long	USA
TIKEHAU TIKEH 2015 1A ARR 144A	3.90 mm	3.77 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Ireland
OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A	3.86 mm	3.86 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KKR FINANCIAL CLO LTD KKR 21 B 144A	3.86 mm	3.85 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M3	3.86 mm	4.11 mm principal	0.18	ABS-mortgage backed security	Long	USA
HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3	3.85 mm	4.04 mm principal	0.17	ABS-mortgage backed security	Long	USA
DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR6 A6	3.82 mm	4.49 mm principal	0.17	ABS-mortgage backed security	Long	USA
PARK PLACE SECURITIES INC PPSI 2004 MHQ1 M5	3.81 mm	4.10 mm principal	0.17	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A	3.76 mm	4.23 mm principal	0.17	ABS-mortgage backed security	Long	USA
IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4	3.73 mm	10.87 mm principal	0.17	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	3.73 mm	73.40 mm principal	0.17	Debt	Long	South Africa
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	3.72 mm	3.59 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Ireland
AREIT CRE TRUST AREIT 2021 CRE5 B 144A	3.70 mm	3.70 mm principal	0.17	ABS-mortgage backed security	Long	Cayman Islands
MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1	3.70 mm	5.21 mm principal	0.17	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A1	3.70 mm	6.06 mm principal	0.17	ABS-mortgage backed security	Long	USA
US TREASURY N/B 02/40 4.625	3.68 mm	3.73 mm principal	0.17	Debt	Long	USA
AMGN Amgen Inc.	3.63 mm	13.92 k shares	0.16	Common equity	Long	USA
SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15	3.62 mm	3.60 mm principal	0.16	Debt	Long	USA
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A	3.53 mm	3.52 mm principal	0.16	ABS-other	Long	USA
FNMA POOL BZ2331 FN 08/30 FIXED 4.86	3.52 mm	3.50 mm principal	0.16	ABS-mortgage backed security	Long	USA
FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A	3.49 mm	3.46 mm principal	0.16	ABS-other	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR	3.42 mm	3.50 mm principal	0.16	Debt	Long	USA
PIKES PEAK CLO PIPK 2018 2A ARR 144A	3.41 mm	3.40 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRV The Travelers Companies, Inc.	3.35 mm	13.92 k shares	0.15	Common equity	Long	USA
JPM JPMorgan Chase & Co.	3.34 mm	13.92 k shares	0.15	Common equity	Long	USA
FNMA POOL MA3218 FN 12/32 FIXED 3	3.33 mm	3.52 mm principal	0.15	ABS-mortgage backed security	Long	USA
POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2	3.30 mm	3.54 mm principal	0.15	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9	3.29 mm	12.40 mm principal	0.15	Debt	Long	Peru
FED HM LN PC POOL QG1008 FR 04/53 FIXED 5.5	3.25 mm	3.29 mm principal	0.15	ABS-mortgage backed security	Long	USA
EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	3.25 mm	3.14 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Ireland
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A	3.24 mm	3.25 mm principal	0.15	ABS-mortgage backed security	Long	USA