PIMCO StocksPLUS Short Fund

Fund Profile

Fund profile

Tickers

PSTIX, PSSAX, PSSCX, PSPLX, PSNNX

Fund manager

Pimco Funds

Total assets

$241.63 mm

Liabilities

$123.90 mm

Net assets

$117.74 mm

Number of holdings

795.00

Top 200 of 795 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	13.91 mm	13.50 mm principal	11.82	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	13.80 mm	13.50 mm principal	11.72	ABS-mortgage backed security	Long	USA
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND	10.56 mm	1.08 mm principal	8.97	Short-term investment vehicle	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	7.60 mm	780.79 k principal	6.46	Short-term investment vehicle	Long	USA
TSY INFL IX N/B 07/25 0.375	6.67 mm	6.76 mm principal	5.66	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	6.26 mm	6.51 mm principal	5.32	ABS-mortgage backed security	Long	USA
CITIGROUP REPO REPO 5807	3.90 mm	3.90 mm principal	3.31	Repurchase agreement	Long	USA
TREASURY BILL 12/24 0.00000	3.79 mm	3.83 mm principal	3.22	Debt	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	3.78 mm	3.78 mm principal	3.21	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/25 0.25	3.41 mm	3.45 mm principal	2.90	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.34 mm	3.30 mm principal	2.84	ABS-mortgage backed security	Long	USA
TREASURY BILL 10/24 0.00000	2.32 mm	2.32 mm principal	1.97	Debt	Long	USA
FNMA POOL CB4820 FN 10/52 FIXED 4.5	2.08 mm	2.11 mm principal	1.76	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	1.97 mm	2.20 mm principal	1.68	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	1.93 mm	2.06 mm principal	1.64	Debt	Long	USA
TSY INFL IX N/B 04/29 2.125	1.36 mm	1.32 mm principal	1.15	Debt	Long	USA
US TREASURY N/B 05/44 4.625	1.33 mm	1.25 mm principal	1.13	Debt	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2005 FR4 M2	1.25 mm	1.34 mm principal	1.06	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A	1.24 mm	1.24 mm principal	1.06	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1	1.11 mm	1.27 mm principal	0.94	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1	1.10 mm	2.67 mm principal	0.94	ABS-mortgage backed security	Long	USA
AEGIS ASSET BACKED SECURITIES AABST 2005 3 M3	1.09 mm	1.30 mm principal	0.92	ABS-mortgage backed security	Long	USA
FNMA POOL AL3365 FN 05/41 FIXED VAR	1.07 mm	1.01 mm principal	0.91	ABS-mortgage backed security	Long	USA
INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 2A1	1.05 mm	1.31 mm principal	0.89	ABS-mortgage backed security	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR	1.05 mm	1.10 mm principal	0.89	Debt	Long	USA
BANK OF AMERICA CORP SR UNSECURED 04/28 VAR	1.01 mm	1.02 mm principal	0.86	Debt	Long	USA
AREIT CRE TRUST AREIT 2022 CRE7 A 144A	1.01 mm	999.96 k principal	0.85	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET SECURITIES C RASC 2005 KS11 M4	999.27 k	1.10 mm principal	0.85	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 2A1	996.13 k	1.10 mm principal	0.85	ABS-mortgage backed security	Long	USA
NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A	984.82 k	1.00 mm principal	0.84	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	984.01 k	1.00 mm principal	0.84	Debt	Long	USA
AREIT CRE TRUST AREIT 2022 CRE6 A 144A	977.81 k	983.60 k principal	0.83	ABS-mortgage backed security	Long	Cayman Islands
ENCORE CREDIT RECEIVABLES TRUS ECR 2005 4 M4	975.88 k	1.00 mm principal	0.83	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	959.30 k	3.50 mm principal	0.81	Debt	Long	Peru
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1	860.73 k	959.00 k principal	0.73	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA5 1A2	856.17 k	2.40 mm principal	0.73	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A	853.01 k	854.91 k principal	0.72	ABS-mortgage backed security	Long	USA
NELNET STUDENT LOAN TRUST NSLT 2021 CA AFL 144A	844.00 k	850.01 k principal	0.72	ABS-other	Long	USA
ACE SECURITIES CORP. ACE 2005 HE2 M5	812.13 k	834.07 k principal	0.69	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1	806.81 k	819.15 k principal	0.69	ABS-mortgage backed security	Long	USA
MFRA TRUST MFRA 2023 NQM2 A1 144A	794.99 k	804.73 k principal	0.68	ABS-mortgage backed security	Long	USA
DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A	781.62 k	800.00 k principal	0.66	ABS-mortgage backed security	Long	USA
ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A	776.65 k	768.82 k principal	0.66	ABS-mortgage backed security	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2002 5 M1	714.02 k	690.12 k principal	0.61	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A	711.70 k	697.75 k principal	0.60	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ1 A4	703.22 k	733.12 k principal	0.60	ABS-mortgage backed security	Long	USA
TREASURY BILL 11/24 0.00000	701.83 k	705.00 k principal	0.60	Debt	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A	695.62 k	698.18 k principal	0.59	ABS-other	Long	USA
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345	682.68 k	700.00 k principal	0.58	Debt	Long	Japan
OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 4 M1	660.43 k	733.87 k principal	0.56	ABS-mortgage backed security	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	629.02 k	631.39 k principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Credit Suisse Group AG	624.61 k	600.00 k principal	0.53	Debt	Long	Switzerland
FED HM LN PC POOL G18659 FG 09/32 FIXED 3	621.40 k	637.70 k principal	0.53	ABS-mortgage backed security	Long	USA
GS The Goldman Sachs Group, Inc.	613.48 k	600.00 k principal	0.52	Debt	Long	USA
MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 1 A1	608.52 k	1.35 mm principal	0.52	ABS-mortgage backed security	Long	USA
EQUIFIRST LOAN SECURITIZATION EQLS 2007 1 A1 144A	607.80 k	654.89 k principal	0.52	ABS-mortgage backed security	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A	604.69 k	600.00 k principal	0.51	ABS-other	Long	USA
SHELTER GROWTH CRE SGCP 2022 FL4 B 144A	602.12 k	600.00 k principal	0.51	ABS-mortgage backed security	Long	Bermuda
SHELTER GROWTH CRE SGCP 2022 FL4 A 144A	594.43 k	593.01 k principal	0.50	ABS-mortgage backed security	Long	Bermuda
TREASURY BILL 10/24 0.00000	588.32 k	589.00 k principal	0.50	Debt	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3	588.25 k	1.30 mm principal	0.50	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A1	560.35 k	899.58 k principal	0.48	ABS-mortgage backed security	Long	USA
NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 B 2AV4	559.17 k	566.16 k principal	0.47	ABS-mortgage backed security	Long	USA
BX TRUST BX 2022 FOX2 A2 144A	551.21 k	560.53 k principal	0.47	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 08/34 4	546.12 k	11.55 mm principal	0.46	Debt	Long	Mexico
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA2 A3	544.67 k	623.84 k principal	0.46	ABS-mortgage backed security	Long	USA
MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A	521.55 k	532.66 k principal	0.44	ABS-mortgage backed security	Long	USA
FNMA POOL 888129 FN 02/37 FIXED VAR	502.77 k	486.00 k principal	0.43	ABS-mortgage backed security	Long	USA
BANK OF AMERICA CORP SR UNSECURED 04/26 VAR	502.38 k	500.00 k principal	0.43	Debt	Long	USA
CRB SECURITIZATION TRUST CRB 2023 1 A 144A	485.93 k	480.19 k principal	0.41	ABS-other	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B	484.28 k	508.21 k principal	0.41	ABS-mortgage backed security	Long	USA
VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A	481.58 k	478.75 k principal	0.41	ABS-other	Long	USA
TSY INFL IX N/B 04/25 0.125	478.42 k	487.07 k principal	0.41	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 07/27 VAR	475.63 k	500.00 k principal	0.40	Debt	Long	USA
CENTEX HOME EQUITY CXHE 2006 A M3	472.08 k	500.00 k principal	0.40	ABS-mortgage backed security	Long	USA
GNMA POOL 782562 GN 02/39 FIXED 5	462.36 k	449.50 k principal	0.39	ABS-mortgage backed security	Long	USA
ARGENT SECURITIES INC. ARSI 2005 W3 M1	461.88 k	475.16 k principal	0.39	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9	461.22 k	9.10 mm principal	0.39	Debt	Long	South Africa
MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2	458.90 k	871.17 k principal	0.39	ABS-mortgage backed security	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A4	455.63 k	500.00 k principal	0.39	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2007 4F 3A8	448.72 k	678.18 k principal	0.38	ABS-mortgage backed security	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2006 HE2 A2D	438.06 k	1.10 mm principal	0.37	ABS-mortgage backed security	Long	USA
COLT FUNDING LLC COLT 2020 2R A1 144A	433.87 k	473.43 k principal	0.37	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	431.10 k	400.00 k principal	0.37	Debt	Long	UK
HARVEST CLO HARVT 16A ARR 144A	411.13 k	370.21 k principal	0.35	ABS-collateralized bond/debt obligation	Long	Ireland
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A	408.86 k	400.00 k principal	0.35	ABS-other	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2006 FR4 A2A	404.83 k	1.23 mm principal	0.34	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	397.07 k	400.00 k principal	0.34	Debt	Long	USA
FREDDIE MAC FHR 3355 BF	391.78 k	390.05 k principal	0.33	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 01/26 0.625	389.54 k	397.11 k principal	0.33	Debt	Long	USA
LEHMAN MORTGAGE TRUST LMT 2007 8 1A1	377.09 k	395.22 k principal	0.32	ABS-mortgage backed security	Long	USA
BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1	375.48 k	443.00 k principal	0.32	ABS-mortgage backed security	Long	USA
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A	372.20 k	367.91 k principal	0.32	ABS-other	Long	USA
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1	370.42 k	646.98 k principal	0.31	ABS-mortgage backed security	Long	USA
MPLX MPLX LP	360.12 k	400.00 k principal	0.31	Debt	Long	USA
GS MORTGAGE SECURITIES TRUST GSMS 2018 TWR B 144A	348.27 k	494.00 k principal	0.30	ABS-mortgage backed security	Long	USA
UPSTART SECURITIZATION TRUST UPST 2022 3 A 144A	338.47 k	338.89 k principal	0.29	ABS-other	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A	332.79 k	606.34 k principal	0.28	ABS-mortgage backed security	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A	330.93 k	645.95 k principal	0.28	ABS-mortgage backed security	Long	USA
CVS CVS Health Corporation	320.78 k	306.45 k principal	0.27	Debt	Long	USA
RFR USD SOFR/1.75000 06/15/22-10Y CME	308.89 k	1.00 contracts	0.26	Interest rate derivative	N/A	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A	303.37 k	300.00 k principal	0.26	ABS-other	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 1A	302.90 k	564.60 k principal	0.26	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR	298.33 k	300.00 k principal	0.25	Debt	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A	297.01 k	296.03 k principal	0.25	ABS-other	Long	USA
ARGENT SECURITIES INC. ARSI 2006 W3 A2C	296.32 k	923.39 k principal	0.25	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1	294.64 k	327.48 k principal	0.25	ABS-mortgage backed security	Long	USA
WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR	294.32 k	300.00 k principal	0.25	Debt	Long	USA
CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7	288.57 k	300.00 k principal	0.25	Debt	Long	USA
FANNIE MAE FNR 2007 96 AF	274.67 k	273.24 k principal	0.23	ABS-mortgage backed security	Long	USA
TAURUS CMBS TAURS 2021 UK1A A 144A	264.85 k	198.54 k principal	0.22	ABS-mortgage backed security	Long	Ireland
FNMA POOL AE0801 FN 09/39 FIXED VAR	256.91 k	243.98 k principal	0.22	ABS-mortgage backed security	Long	USA
NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A3	251.93 k	896.15 k principal	0.21	ABS-mortgage backed security	Long	USA
THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1	243.90 k	272.78 k principal	0.21	ABS-mortgage backed security	Long	USA
READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL9 A 144A	238.04 k	236.89 k principal	0.20	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 10/25 0.125	237.75 k	242.44 k principal	0.20	Debt	Long	USA
GNMA POOL 704506 GN 05/39 FIXED 5	237.46 k	230.49 k principal	0.20	ABS-mortgage backed security	Long	USA
LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 A 144A	236.78 k	244.31 k principal	0.20	ABS-other	Long	USA
FREDDIE MAC FHR 3289 FG	234.99 k	236.76 k principal	0.20	ABS-mortgage backed security	Long	USA
THEOREM FUNDING TRUST THRM 2022 2A A 144A	230.33 k	229.76 k principal	0.20	ABS-other	Long	USA
FNMA POOL AI8356 FN 08/41 FIXED 4.5	229.36 k	227.84 k principal	0.19	ABS-mortgage backed security	Long	USA
FREDDIE MAC FHR 3368 AF	229.20 k	228.01 k principal	0.19	ABS-mortgage backed security	Long	USA
MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C	228.75 k	936.97 k principal	0.19	ABS-mortgage backed security	Long	USA
LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A	228.12 k	232.69 k principal	0.19	ABS-other	Long	USA
FREDDIE MAC FHR 3360 FC	215.11 k	213.99 k principal	0.18	ABS-mortgage backed security	Long	USA
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A	211.58 k	211.28 k principal	0.18	ABS-other	Long	USA
JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 1A4L	209.76 k	284.23 k principal	0.18	ABS-mortgage backed security	Long	USA
JPM JPMorgan Chase & Co.	197.84 k	200.00 k principal	0.17	Debt	Long	USA
BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A	196.61 k	196.78 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Bermuda
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1	195.22 k	241.55 k principal	0.17	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR	191.66 k	200.00 k principal	0.16	Debt	Long	USA
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A	190.13 k	188.85 k principal	0.16	ABS-other	Long	USA
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81	189.58 k	200.00 k principal	0.16	Debt	Long	Japan
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	184.40 k	3.30 mm principal	0.16	Debt	Long	South Africa
WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR19 A1	182.76 k	188.18 k principal	0.16	ABS-mortgage backed security	Long	USA
GNMA POOL 675181 GN 03/38 FIXED 5	179.77 k	174.22 k principal	0.15	ABS-mortgage backed security	Long	USA
FNMA POOL 888638 FN 09/37 FIXED VAR	170.05 k	164.87 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA POOL AH2695 FN 01/41 FIXED 4.5	169.64 k	167.65 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA POOL 922041 FN 02/37 FIXED 6	167.80 k	159.18 k principal	0.14	ABS-mortgage backed security	Long	USA
FNMA POOL AB2858 FN 01/39 FIXED 5.5	162.63 k	157.95 k principal	0.14	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7	160.76 k	3.10 mm principal	0.14	Debt	Long	South Africa
GNMA POOL 707284 GN 02/39 FIXED 5	154.54 k	150.21 k principal	0.13	ABS-mortgage backed security	Long	USA
BANKERS HEALTHCARE GROUP SECUR BHG 2022 C A 144A	151.87 k	151.90 k principal	0.13	ABS-other	Long	USA
PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 A 144A	148.57 k	147.67 k principal	0.13	ABS-other	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A3	145.52 k	170.64 k principal	0.12	ABS-mortgage backed security	Long	USA
FNMA POOL 929451 FN 05/38 FIXED 5.5	138.48 k	134.43 k principal	0.12	ABS-mortgage backed security	Long	USA
CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG	137.45 k	1.08 mm principal	0.12	Debt	Long	USA
FNMA POOL AJ7522 FN 01/27 FIXED 3	134.20 k	136.29 k principal	0.11	ABS-mortgage backed security	Long	USA
FANNIE MAE FNR 2005 79 NF	134.07 k	134.71 k principal	0.11	ABS-mortgage backed security	Long	USA
FNMA POOL AI2430 FN 05/41 FIXED 4.5	133.67 k	132.31 k principal	0.11	ABS-mortgage backed security	Long	USA
GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1	131.20 k	158.81 k principal	0.11	ABS-mortgage backed security	Long	USA
FNMA POOL 256513 FN 12/36 FIXED 5.5	130.14 k	125.86 k principal	0.11	ABS-mortgage backed security	Long	USA
FNMA POOL 920077 FN 12/36 FIXED 5.5	127.91 k	123.70 k principal	0.11	ABS-mortgage backed security	Long	USA
UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A	127.79 k	129.03 k principal	0.11	ABS-other	Long	USA
FNMA POOL 903812 FN 12/36 FIXED 5.5	124.38 k	120.11 k principal	0.11	ABS-mortgage backed security	Long	USA
RFR GBP SONIO/4.00000 09/18/24-5Y LCH	119.74 k	1.00 contracts	0.10	Interest rate derivative	N/A	UK
GNMA POOL 701603 GN 02/39 FIXED 5	118.76 k	115.20 k principal	0.10	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2A 144A	118.23 k	119.14 k principal	0.10	ABS-other	Long	USA
FNMA POOL AL3223 FN 09/41 FIXED VAR	117.76 k	114.36 k principal	0.10	ABS-mortgage backed security	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	115.54 k	400.00 k principal	0.10	Debt	Long	Peru
FNMA POOL 889982 FN 11/38 FIXED VAR	113.44 k	110.16 k principal	0.10	ABS-mortgage backed security	Long	USA
FNMA POOL AL0520 FN 07/41 FIXED VAR	111.54 k	108.37 k principal	0.09	ABS-mortgage backed security	Long	USA
RFR USD SOFR/2.75000 06/21/23-30Y CME	110.68 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
FNMA POOL 969064 FN 03/38 FIXED 5.5	110.56 k	107.39 k principal	0.09	ABS-mortgage backed security	Long	USA
FNMA POOL 888820 FN 07/37 FIXED VAR	109.32 k	105.88 k principal	0.09	ABS-mortgage backed security	Long	USA
SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 A2	108.23 k	107.88 k principal	0.09	ABS-other	Long	USA
BA The Boeing Company	107.36 k	100.00 k principal	0.09	Debt	Long	USA
MORGAN STANLEY SR UNSECURED 10/28 VAR	105.74 k	100.00 k principal	0.09	Debt	Long	USA
COUNTRYWIDE HOME LOANS CWHL 2004 22 A3	104.38 k	109.92 k principal	0.09	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR	101.69 k	100.00 k principal	0.09	Debt	Long	USA
MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR	101.52 k	100.00 k principal	0.09	Debt	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5	100.61 k	2.00 mm principal	0.09	Debt	Long	South Africa
VICI PROPERTIES LP SR UNSECURED 02/28 4.75	100.47 k	100.00 k principal	0.09	Debt	Long	USA
LENDINGPOINT ASSET SECURITIZAT LDPT 2022 B A 144A	98.03 k	98.26 k principal	0.08	ABS-other	Long	USA
GNMA POOL 782979 GN 09/39 FIXED 5	97.65 k	93.99 k principal	0.08	ABS-mortgage backed security	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR	95.63 k	100.00 k principal	0.08	Debt	Long	USA
FNMA POOL AB3105 FN 05/41 FIXED 4.5	88.21 k	88.52 k principal	0.07	ABS-mortgage backed security	Long	USA
US 5YR NOTE (CBT) DEC24 XCBT 20241231	86.24 k	249.00 contracts	0.07	Interest rate derivative	N/A	USA
IRS AUD 4.50000 09/20/23-10Y LCH	84.85 k	1.00 contracts	0.07	Interest rate derivative	N/A	Australia
FNMA POOL AH0066 FN 02/41 FIXED 4.5	83.78 k	83.55 k principal	0.07	ABS-mortgage backed security	Long	USA
GNMA POOL 697914 GN 03/39 FIXED 5	83.74 k	81.31 k principal	0.07	ABS-mortgage backed security	Long	USA
FNMA POOL 695208 FN 03/33 FIXED 5.5	80.13 k	77.67 k principal	0.07	ABS-mortgage backed security	Long	USA
MASTR ADJUSTABLE RATE MORTGAGE MARM 2005 6 5A2	79.30 k	90.13 k principal	0.07	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 12/26 3	79.02 k	1.65 mm principal	0.07	Debt	Long	Mexico
BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2	78.95 k	82.60 k principal	0.07	ABS-mortgage backed security	Long	USA
RFR USD SOFR/3.00000 06/21/23-7Y CME	77.96 k	1.00 contracts	0.07	Interest rate derivative	N/A	USA
CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1	76.60 k	95.28 k principal	0.07	ABS-mortgage backed security	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3	76.01 k	77.87 k principal	0.06	ABS-mortgage backed security	Long	USA
FNMA POOL 889692 FN 05/38 FIXED VAR	75.94 k	73.73 k principal	0.06	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL A73952 FG 02/38 FIXED 5	74.77 k	72.47 k principal	0.06	ABS-mortgage backed security	Long	USA
FNMA POOL 972305 FN 02/38 FIXED 6	74.30 k	70.72 k principal	0.06	ABS-mortgage backed security	Long	USA
FNMA POOL AL3480 FN 07/40 FIXED VAR	74.21 k	71.74 k principal	0.06	ABS-mortgage backed security	Long	USA
MEXICAN UDIBONOS BONDS 11/31 2.75	73.13 k	1.65 mm principal	0.06	Debt	Long	Mexico
STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A4	73.05 k	74.26 k principal	0.06	ABS-mortgage backed security	Long	USA
GNMA POOL 705997 GN 01/39 FIXED 5	69.29 k	67.16 k principal	0.06	ABS-mortgage backed security	Long	USA
GNMA POOL 697698 GN 12/38 FIXED 5	65.97 k	64.02 k principal	0.06	ABS-mortgage backed security	Long	USA
FNMA POOL AB0293 FN 11/38 FIXED 6	65.23 k	61.87 k principal	0.06	ABS-mortgage backed security	Long	USA
GNMA POOL 760393 GN 10/41 FIXED 5	63.81 k	63.18 k principal	0.05	ABS-mortgage backed security	Long	USA
MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1	63.61 k	63.83 k principal	0.05	ABS-other	Long	USA
FED HM LN PC POOL A75692 FG 04/38 FIXED 5	61.03 k	59.16 k principal	0.05	ABS-mortgage backed security	Long	USA