PIMCO All Authority: Multi-RAE PLUS Fund

Fund Profile

Fund profile

Fund manager

Pimco Funds

Total assets

$325.14 mm

Liabilities

$137.40 mm

Net assets

$187.74 mm

Number of holdings

692.00

Top 200 of 692 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	27.01 mm	26.48 mm principal	14.38	ABS-mortgage backed security	Long	USA
REPO BANK AMERICA REPO	13.40 mm	13.40 mm principal	7.14	Repurchase agreement	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	9.21 mm	10.07 mm principal	4.90	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	4.91 mm	4.89 mm principal	2.61	ABS-mortgage backed security	Long	USA
ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A	4.87 mm	5.00 mm principal	2.59	ABS-mortgage backed security	Long	USA
US TREASURY N/B 01/28 0.75	4.67 mm	5.20 mm principal	2.49	Debt	Long	USA
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A	4.50 mm	4.49 mm principal	2.40	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8402 FR 02/54 FIXED 6	4.45 mm	4.43 mm principal	2.37	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/34 1.875	4.23 mm	4.37 mm principal	2.25	Debt	Long	USA
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	4.13 mm	421.76 k principal	2.20	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	4.08 mm	4.80 mm principal	2.17	ABS-mortgage backed security	Long	USA
MFRA TRUST MFRA 2023 NQM1 A1 144A	3.92 mm	3.93 mm principal	2.09	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8454 FR 08/54 FIXED 6	3.86 mm	3.84 mm principal	2.06	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	3.47 mm	3.69 mm principal	1.85	ABS-mortgage backed security	Long	USA
BX TRUST BX 2022 AHP A 144A	2.99 mm	3.00 mm principal	1.59	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	2.99 mm	11.30 mm principal	1.59	Debt	Long	Peru
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	2.97 mm	3.01 mm principal	1.58	ABS-mortgage backed security	Long	USA
COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A	2.77 mm	2.90 mm principal	1.48	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 04/29 2.125	2.66 mm	2.65 mm principal	1.42	Debt	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	2.65 mm	2.60 mm principal	1.41	ABS-mortgage backed security	Long	USA
US TREASURY N/B 05/44 4.625	2.62 mm	2.70 mm principal	1.39	Debt	Long	USA
EURO GALAXY CLO BV EGLXY 2016 5A ARRR 144A	2.59 mm	2.50 mm principal	1.38	ABS-collateralized bond/debt obligation	Long	Ireland
GNMA II TBA 30 YR 5 JUMBOS	2.36 mm	2.43 mm principal	1.26	ABS-mortgage backed security	Long	USA
CONTEGO CLO DAC CONTE 8A AR 144A	2.31 mm	2.23 mm principal	1.23	ABS-collateralized bond/debt obligation	Long	Ireland
NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A	2.27 mm	2.30 mm principal	1.21	ABS-mortgage backed security	Long	USA
MORGAN STANLEY SR UNSECURED 01/27 VAR	2.11 mm	2.10 mm principal	1.12	Debt	Long	USA
GNMA II TBA 30 YR 4.5 JUMBOS	2.06 mm	2.18 mm principal	1.10	ABS-mortgage backed security	Long	USA
SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A	1.94 mm	1.87 mm principal	1.03	ABS-other	Long	USA
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A	1.91 mm	1.91 mm principal	1.02	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA POOL BM7581 FN 09/31 VARIABLE	1.79 mm	1.80 mm principal	0.95	ABS-mortgage backed security	Long	USA
MSFT Microsoft Corporation	1.76 mm	4.18 k shares	0.94	Common equity	Long	USA
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	1.76 mm	1.74 mm principal	0.93	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 07/33 1.375	1.75 mm	1.87 mm principal	0.93	Debt	Long	USA
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM1 A1 144A	1.75 mm	1.74 mm principal	0.93	ABS-mortgage backed security	Long	USA
BANKERS HEALTHCARE GROUP SECUR BHG 2022 C B 144A	1.71 mm	1.70 mm principal	0.91	ABS-other	Long	USA
RFR USD SOFR/3.00000 06/21/23-10Y CME	1.66 mm	1.00 contracts	0.89	Interest rate derivative	N/A	USA
DRYDEN SENIOR LOAN FUND DRSLF 2017 53A B 144A	1.60 mm	1.60 mm principal	0.85	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOOG Alphabet Inc.	1.50 mm	7.93 k shares	0.80	Common equity	Long	USA
CBAM CLO MANAGEMENT CBAM 2018 5A A 144A	1.49 mm	1.49 mm principal	0.79	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A	1.46 mm	1.46 mm principal	0.78	ABS-other	Long	USA
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A	1.40 mm	1.40 mm principal	0.75	ABS-mortgage backed security	Long	Canada
TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A	1.37 mm	1.43 mm principal	0.73	ABS-mortgage backed security	Long	USA
ST PAULS CLO SPAUL 8A AN 144A	1.37 mm	1.32 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Ireland
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A	1.34 mm	1.36 mm principal	0.71	ABS-other	Long	USA
TSY INFL IX N/B 07/32 0.625	1.26 mm	1.41 mm principal	0.67	Debt	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A	1.22 mm	1.22 mm principal	0.65	ABS-mortgage backed security	Long	USA
VISIO TRUST VISIO 2023 2 A1 144A	1.19 mm	1.18 mm principal	0.64	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/27 0.625	1.17 mm	1.30 mm principal	0.62	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A	1.09 mm	1.22 mm principal	0.58	ABS-other	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2017 B B 144A	1.06 mm	1.10 mm principal	0.56	ABS-other	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	1.04 mm	6.60 mm principal	0.55	Debt	Long	Brazil
MEXICAN UDIBONOS BONDS 08/34 4	1.03 mm	24.20 mm principal	0.55	Debt	Long	Mexico
BCS Barclays PLC	1.03 mm	1.00 mm principal	0.55	Debt	Long	UK
TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A	1.03 mm	1.09 mm principal	0.55	ABS-mortgage backed security	Long	USA
BLACK DIAMOND CLO BLACK 2017 2A A1 144A	1.02 mm	986.79 k principal	0.54	ABS-collateralized bond/debt obligation	Long	Ireland
HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A	1.01 mm	1.00 mm principal	0.54	ABS-other	Long	USA
ARES CLO LTD ARES 2015 2A AR3 144A	1.00 mm	1.00 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A	1.00 mm	1.00 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NELNET STUDENT LOAN TRUST NSLT 2021 CA AFL 144A	962.53 k	966.63 k principal	0.51	ABS-other	Long	USA
ALBACORE EURO CLO ALBAC 1A AR 144A	931.78 k	900.00 k principal	0.50	ABS-collateralized bond/debt obligation	Long	Ireland
PRKCM TRUST PRKCM 2023 AFC3 A1 144A	910.81 k	901.65 k principal	0.49	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A	906.76 k	933.51 k principal	0.48	ABS-mortgage backed security	Long	USA
CAPITAL FOUR US CLO C4US 2022 1A AR 144A	904.39 k	900.00 k principal	0.48	ABS-collateralized bond/debt obligation	Long	Jersey
FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5	891.15 k	901.62 k principal	0.47	ABS-mortgage backed security	Long	USA
NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A	882.52 k	880.72 k principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA POOL BM7579 FN 10/29 VARIABLE	879.65 k	900.00 k principal	0.47	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL SD8329 FR 06/53 FIXED 5	872.76 k	902.10 k principal	0.46	ABS-mortgage backed security	Long	USA
FNMA POOL BY0945 FN 05/53 FIXED 5	862.25 k	890.77 k principal	0.46	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9	853.35 k	18.90 mm principal	0.45	Debt	Long	South Africa
REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4	851.82 k	3.50 mm principal	0.45	Debt	Long	Peru
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A	841.25 k	846.65 k principal	0.45	ABS-mortgage backed security	Long	USA
FNMA POOL BS9867 FN 11/30 FIXED 5.3	817.56 k	800.00 k principal	0.44	ABS-mortgage backed security	Long	USA
BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45	814.91 k	800.00 k principal	0.43	Debt	Long	Canada
ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62	807.63 k	800.00 k principal	0.43	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A	806.54 k	809.42 k principal	0.43	ABS-other	Long	USA
BX TRUST BX 2022 FOX2 A2 144A	803.93 k	807.55 k principal	0.43	ABS-mortgage backed security	Long	USA
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR	803.12 k	800.00 k principal	0.43	Debt	Long	USA
TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A	779.07 k	620.94 k principal	0.41	ABS-mortgage backed security	Long	UK
GS The Goldman Sachs Group, Inc.	778.06 k	800.00 k principal	0.41	Debt	Long	USA
NVDA NVIDIA Corporation	747.59 k	5.57 k shares	0.40	Common equity	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A	738.10 k	752.54 k principal	0.39	ABS-mortgage backed security	Long	USA
US TREASURY N/B 09/27 0.375	720.02 k	800.00 k principal	0.38	Debt	Long	USA
ES Eversource Energy	718.43 k	700.00 k principal	0.38	Debt	Long	USA
MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2	696.13 k	2.46 mm principal	0.37	ABS-mortgage backed security	Long	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A	679.60 k	679.96 k principal	0.36	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A	679.09 k	696.05 k principal	0.36	ABS-mortgage backed security	Long	USA
NAVIENT STUDENT LOAN TRUST NAVSL 2017 A SUB 144A	658.15 k	666.82 k principal	0.35	ABS-other	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3B	655.94 k	917.62 k principal	0.35	ABS-mortgage backed security	Long	USA
OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A	643.75 k	642.76 k principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FED HM LN PC POOL QH0361 FR 09/53 FIXED 5	620.74 k	642.55 k principal	0.33	ABS-mortgage backed security	Long	USA
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A	608.65 k	600.00 k principal	0.32	ABS-other	Long	USA
FNMA POOL BS9613 FN 10/28 FIXED 4.77	601.71 k	600.00 k principal	0.32	ABS-mortgage backed security	Long	USA
FNMA POOL BZ2582 FN 12/29 FIXED 4.3	589.34 k	601.00 k principal	0.31	ABS-mortgage backed security	Long	USA
CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A A1R 144A	582.75 k	581.69 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CORDATUS CLO PLC CORDA 24A A 144A	579.87 k	559.29 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Ireland
FREMONT HOME LOAN TRUST FHLT 2006 B 2A3	579.04 k	1.86 mm principal	0.31	ABS-mortgage backed security	Long	USA
RFR USD SOFR/2.75000 06/21/23-30Y CME	576.36 k	1.00 contracts	0.31	Interest rate derivative	N/A	USA
PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A A 144A	575.36 k	554.15 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Ireland
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A	568.04 k	565.95 k principal	0.30	ABS-other	Long	USA
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A	567.49 k	640.35 k principal	0.30	ABS-mortgage backed security	Long	USA
TRINITY SQUARE TRINI 2021 1A AR 144A	562.46 k	448.16 k principal	0.30	ABS-mortgage backed security	Long	UK
GS The Goldman Sachs Group, Inc.	519.94 k	908.00 shares	0.28	Common equity	Long	USA
FED HM LN PC POOL QF3956 FR 12/52 FIXED 4.5	518.90 k	550.60 k principal	0.28	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.50000 12/18/24-30Y CME	518.65 k	1.00 contracts	0.28	Interest rate derivative	N/A	USA
CDX ITRAXX XOV42 5Y 35-100% SP JPM	516.86 k	1.00 contracts	0.28	Credit derivative	N/A	N/A
POLAND GOVERNMENT BOND BONDS 07/29 4.75	516.08 k	2.20 mm principal	0.27	Debt	Long	Poland
SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3	506.43 k	500.00 k principal	0.27	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A	506.24 k	500.00 k principal	0.27	ABS-other	Long	USA
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A	505.70 k	504.90 k principal	0.27	ABS-mortgage backed security	Long	USA
JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6	504.01 k	500.00 k principal	0.27	Debt	Long	USA
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3	503.97 k	500.00 k principal	0.27	ABS-other	Long	USA
FNMA POOL BS9669 FN 10/28 FIXED 4.72	500.55 k	500.00 k principal	0.27	ABS-mortgage backed security	Long	USA
TITULOS DE TESORERIA BONDS 04/28 6	494.39 k	2.48 bn principal	0.26	Debt	Long	Colombia
GOLDMAN SACHS GROUP INC SR UNSECURED 11/26 3.5	489.27 k	500.00 k principal	0.26	Debt	Long	USA
FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A	487.81 k	481.77 k principal	0.26	ABS-other	Long	USA
OXY Occidental Petroleum Corporation	486.66 k	500.00 k principal	0.26	Debt	Long	USA
MASTR ASSET BACKED SECURITIES MABS 2007 HE1 A3	480.99 k	498.73 k principal	0.26	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A	477.88 k	474.53 k principal	0.25	ABS-other	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	475.48 k	11.76 mm principal	0.25	Debt	Long	Mexico
MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A1	465.01 k	751.62 k principal	0.25	ABS-mortgage backed security	Long	USA
BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7	464.58 k	480.00 mm principal	0.25	Debt	Long	Chile
FED HM LN PC POOL RJ0049 FR 10/53 FIXED 5	463.46 k	479.53 k principal	0.25	ABS-mortgage backed security	Long	USA
UNH UnitedHealth Group Incorporated	459.32 k	908.00 shares	0.24	Common equity	Long	USA
GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A	449.31 k	448.47 k principal	0.24	ABS-other	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A	444.79 k	437.28 k principal	0.24	ABS-other	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1	437.94 k	551.38 k principal	0.23	ABS-mortgage backed security	Long	USA
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A	429.07 k	427.15 k principal	0.23	ABS-other	Long	USA
GS The Goldman Sachs Group, Inc.	409.68 k	400.00 k principal	0.22	Debt	Long	USA
BMW CANADA AUTO TRUST BMWC 2024 1A A1 144A	404.64 k	575.48 k principal	0.22	ABS-other	Long	Canada
FNMA POOL BZ1029 FN 06/29 FIXED 4.93	404.31 k	400.00 k principal	0.22	ABS-mortgage backed security	Long	USA
MFG Mizuho Financial Group, Inc.	404.24 k	400.00 k principal	0.22	Debt	Long	Japan
FANNIE MAE FNR 2011 35 PE	404.04 k	429.60 k principal	0.22	ABS-mortgage backed security	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8	403.87 k	400.00 k principal	0.22	Debt	Long	USA
SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15	402.68 k	400.00 k principal	0.21	Debt	Long	USA
GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3	402.24 k	400.00 k principal	0.21	ABS-other	Long	USA
MEX BONOS DESARR FIX RT BONDS 03/29 8.5	400.94 k	8.80 mm principal	0.21	Debt	Long	Mexico
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A	397.51 k	732.10 k principal	0.21	ABS-mortgage backed security	Long	USA
ROYAL BANK OF CANADA SR UNSECURED 08/30 VAR	397.08 k	400.00 k principal	0.21	Debt	Long	Canada
JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR	397.00 k	400.00 k principal	0.21	Debt	Long	USA
AXP American Express Company	395.84 k	400.00 k principal	0.21	Debt	Long	USA
THEOREM FUNDING TRUST THRM 2022 3A A 144A	393.84 k	390.62 k principal	0.21	ABS-other	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR	390.88 k	400.00 k principal	0.21	Debt	Long	USA
MEXICAN UDIBONOS BONDS 12/26 3	377.83 k	8.34 mm principal	0.20	Debt	Long	Mexico
UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 NYCH A 144A	368.52 k	368.61 k principal	0.20	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	360.53 k	7.10 mm principal	0.19	Debt	Long	South Africa
HD The Home Depot, Inc.	353.20 k	908.00 shares	0.19	Common equity	Long	USA
WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79	351.41 k	335.00 k principal	0.19	Debt	Long	USA
CAT Caterpillar Inc.	329.39 k	908.00 shares	0.18	Common equity	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7	310.86 k	6.60 mm principal	0.17	Debt	Long	South Africa
SHW The Sherwin-Williams Company	308.66 k	908.00 shares	0.16	Common equity	Long	USA
CITIBANK NA SR UNSECURED 12/26 5.488	304.56 k	300.00 k principal	0.16	Debt	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A	303.81 k	300.00 k principal	0.16	ABS-other	Long	USA
CRM Salesforce, Inc.	303.57 k	908.00 shares	0.16	Common equity	Long	USA
CDX IG43 5Y ICE	301.44 k	1.00 contracts	0.16	Credit derivative	N/A	USA
BANK OF AMERICA CORP SR UNSECURED 04/26 VAR	300.84 k	300.00 k principal	0.16	Debt	Long	USA
JPM JPMorgan Chase & Co.	293.71 k	300.00 k principal	0.16	Debt	Long	USA
TURKIYE GOVERNMENT BOND BONDS 05/28 VAR	290.22 k	10.40 mm principal	0.15	Debt	Long	Turkey
JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR	288.15 k	300.00 k principal	0.15	Debt	Long	USA
V Visa Inc.	286.96 k	908.00 shares	0.15	Common equity	Long	USA
SPTR TRS EQUITY FEDL01+70 BOA BANK OF AMERICA CORPORATION	282.31 k	1.00 contracts	0.15	Equity derivative	N/A	USA
TREASURY BILL 01/25 0.00000	272.55 k	273.00 k principal	0.15	Debt	Long	USA
PRP ADVISORS, LLC PRPM 2022 1 A1 144A	270.96 k	271.53 k principal	0.14	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A	270.14 k	313.16 k principal	0.14	ABS-mortgage backed security	Long	USA
US TREASURY N/B 10/27 0.5	270.08 k	300.00 k principal	0.14	Debt	Long	USA
FED HM LN PC POOL SD8299 FR 02/53 FIXED 5	269.51 k	278.31 k principal	0.14	ABS-mortgage backed security	Long	USA
AXP American Express Company	269.49 k	908.00 shares	0.14	Common equity	Long	USA
SOLD EUR BOUGHT USD 20250115 HSBC BANK PLC	266.73 k	1.00 contracts	0.14	DFE	N/A	N/A
MCD McDonald's Corporation	263.22 k	908.00 shares	0.14	Common equity	Long	USA
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	252.86 k	900.00 k principal	0.13	Debt	Long	Peru
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 3 AF3	248.05 k	748.26 k principal	0.13	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA8 A1	243.12 k	269.23 k principal	0.13	ABS-mortgage backed security	Long	USA
MARLETTE FUNDING TRUST MFT 2022 3A B 144A	243.03 k	242.73 k principal	0.13	ABS-other	Long	USA
FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A	241.72 k	240.17 k principal	0.13	ABS-other	Long	USA
RFR USD SOFR/3.75000 12/18/24-10Y CME	239.99 k	1.00 contracts	0.13	Interest rate derivative	N/A	USA
REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9	239.13 k	900.00 k principal	0.13	Debt	Long	Peru
MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A1 144A	239.03 k	546.28 k principal	0.13	ABS-mortgage backed security	Long	USA
AMGN Amgen Inc.	236.66 k	908.00 shares	0.13	Common equity	Long	USA
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A	230.51 k	227.19 k principal	0.12	ABS-other	Long	USA
RFR USD SOFR/3.50000 12/20/23-7Y CME	227.83 k	1.00 contracts	0.12	Interest rate derivative	N/A	USA
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A	227.63 k	227.19 k principal	0.12	ABS-other	Long	USA
AAPL Apple Inc.	227.38 k	908.00 shares	0.12	Common equity	Long	USA
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A	224.93 k	223.01 k principal	0.12	ABS-other	Long	USA
DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR1 1A3	222.06 k	230.17 k principal	0.12	ABS-mortgage backed security	Long	USA
TRV The Travelers Companies, Inc.	218.73 k	908.00 shares	0.12	Common equity	Long	USA
JPM JPMorgan Chase & Co.	217.66 k	908.00 shares	0.12	Common equity	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2	213.82 k	232.09 k principal	0.11	ABS-mortgage backed security	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35	209.48 k	200.00 k principal	0.11	Debt	Long	USA
Credit Suisse Group AG	207.29 k	200.00 k principal	0.11	Debt	Long	Switzerland
LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A	206.59 k	207.32 k principal	0.11	ABS-mortgage backed security	Long	USA
HON Honeywell International Inc.	205.11 k	908.00 shares	0.11	Common equity	Long	USA
BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5	203.57 k	200.00 k principal	0.11	Debt	Long	USA
HSBC HSBC Holdings plc	202.96 k	200.00 k principal	0.11	Debt	Long	UK
SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR	202.92 k	200.00 k principal	0.11	Debt	Long	UK
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A4	202.58 k	669.42 k principal	0.11	ABS-mortgage backed security	Long	USA
NOMURA HOLDINGS INC SR UNSECURED 07/34 5.783	202.32 k	200.00 k principal	0.11	Debt	Long	Japan
SMFG Sumitomo Mitsui Financial Group, Inc.	202.08 k	200.00 k principal	0.11	Debt	Long	Japan
GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR	201.17 k	200.00 k principal	0.11	Debt	Long	USA
FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A	201.10 k	200.69 k principal	0.11	ABS-other	Long	USA
ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875	200.80 k	200.00 k principal	0.11	Debt	Long	Canada
JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR	200.77 k	200.00 k principal	0.11	Debt	Long	USA