PIMCO ABS and Short-Term Investments Portfolio

Fund Profile

Fund profile

Fund manager

Pimco Funds

Total assets

$14.91 bn

Liabilities

$8.04 bn

Net assets

$6.87 bn

Number of holdings

1.95 k

Top 200 of 1954 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	1.03 bn	1.01 bn principal	14.99	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	688.99 mm	668.24 mm principal	10.03	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	630.47 mm	623.20 mm principal	9.18	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	629.96 mm	630.24 mm principal	9.17	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	252.53 mm	245.06 mm principal	3.68	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	221.97 mm	230.92 mm principal	3.23	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	187.78 mm	19.28 mm principal	2.73	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE	113.40 mm	109.15 mm principal	1.65	ABS-mortgage backed security	Long	USA
FNMA POOL MA5217 FN 12/53 FIXED 6.5	105.73 mm	102.49 mm principal	1.54	ABS-mortgage backed security	Long	USA
VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A	92.38 mm	92.20 mm principal	1.35	ABS-collateralized bond/debt obligation	Long	Jersey
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	79.57 mm	85.37 mm principal	1.16	ABS-mortgage backed security	Long	USA
BANC OF AMERICA FUNDING CORPOR BAFC 2015 R5 1A3 144A	66.10 mm	69.19 mm principal	0.96	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	61.56 mm	68.50 mm principal	0.90	ABS-mortgage backed security	Long	USA
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE	60.38 mm	62.94 mm principal	0.88	ABS-mortgage backed security	Long	USA
BNC MORTGAGE LOAN TRUST BNCMT 2007 3 A1	59.56 mm	64.34 mm principal	0.87	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL RA8393 FR 02/53 FIXED 4.5	53.77 mm	54.60 mm principal	0.78	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 3.5 JUMBOS	53.56 mm	57.00 mm principal	0.78	ABS-mortgage backed security	Long	USA
HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3	53.23 mm	52.30 mm principal	0.78	ABS-other	Long	USA
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A	51.66 mm	51.68 mm principal	0.75	ABS-mortgage backed security	Long	USA
GENERATE CLO LTD. GNRT 3A A2R 144A	50.38 mm	50.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DIAMETER CAPITAL CLO DCLO 2022 4A A1R 144A	50.38 mm	50.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A	49.96 mm	49.31 mm principal	0.73	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1	49.05 mm	60.87 mm principal	0.71	ABS-mortgage backed security	Long	USA
US TREASURY N/B 11/42 4	49.02 mm	49.80 mm principal	0.71	Debt	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV2	48.03 mm	50.40 mm principal	0.70	ABS-mortgage backed security	Long	USA
HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A	45.88 mm	45.30 mm principal	0.67	ABS-other	Long	USA
CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A	44.00 mm	48.42 mm principal	0.64	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 2A4	41.98 mm	47.53 mm principal	0.61	ABS-mortgage backed security	Long	USA
RFR USD SOFR/1.75000 06/15/22-30Y LCH	41.78 mm	1.00 contracts	0.61	Interest rate derivative	N/A	USA
LCM LTD PARTNERSHIP LCM 31A AR 144A	40.97 mm	40.90 mm principal	0.60	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A	40.04 mm	38.95 mm principal	0.58	ABS-other	Long	USA
FED HM LN PC POOL SD8244 FR 09/52 FIXED 4	38.25 mm	39.78 mm principal	0.56	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	37.60 mm	39.15 mm principal	0.55	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME	37.35 mm	1.00 contracts	0.54	Interest rate derivative	N/A	USA
US TREASURY N/B 11/52 4	36.79 mm	37.80 mm principal	0.54	Debt	Long	USA
ARGENT SECURITIES INC. ARSI 2005 W2 M2	34.47 mm	37.50 mm principal	0.50	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2020 2 A1A 144A	31.86 mm	34.88 mm principal	0.46	ABS-mortgage backed security	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1	31.03 mm	33.73 mm principal	0.45	ABS-mortgage backed security	Long	USA
AMSR TRUST AMSR 2020 SFR2 A 144A	30.70 mm	31.44 mm principal	0.45	ABS-mortgage backed security	Long	USA
CAPITAL FOUR US CLO C4US 2022 1A AR 144A	30.25 mm	30.00 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	Jersey
VOYA CLO LTD VOYA 2019 3A AR 144A	28.92 mm	28.90 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A	28.91 mm	28.90 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Bermuda
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 17 MV3	28.10 mm	32.30 mm principal	0.41	ABS-mortgage backed security	Long	USA
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 A 144A	27.98 mm	27.90 mm principal	0.41	ABS-collateralized bond/debt obligation	Long	USA
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH	27.25 mm	1.00 contracts	0.40	Interest rate derivative	N/A	USA
TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A	26.93 mm	28.13 mm principal	0.39	ABS-mortgage backed security	Long	USA
ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A	26.65 mm	26.80 mm principal	0.39	ABS-mortgage backed security	Long	USA
CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A	25.75 mm	25.34 mm principal	0.37	ABS-mortgage backed security	Long	USA
CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A	25.57 mm	25.00 mm principal	0.37	ABS-other	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A	25.50 mm	25.60 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A3 144A	25.41 mm	25.00 mm principal	0.37	ABS-other	Long	USA
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	25.41 mm	29.40 mm principal	0.37	ABS-mortgage backed security	Long	USA
SMRT SMRT 2022 MINI A 144A	25.37 mm	25.57 mm principal	0.37	ABS-mortgage backed security	Long	USA
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	25.29 mm	28.12 mm principal	0.37	ABS-mortgage backed security	Long	USA
TRICON AMERICAN HOMES TAH 2020 SFR1 A 144A	25.22 mm	26.32 mm principal	0.37	ABS-mortgage backed security	Long	USA
CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A	25.19 mm	25.00 mm principal	0.37	ABS-other	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A	24.88 mm	24.94 mm principal	0.36	ABS-mortgage backed security	Long	USA
SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A1	24.76 mm	25.90 mm principal	0.36	ABS-mortgage backed security	Long	USA
NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M3	24.17 mm	25.00 mm principal	0.35	ABS-mortgage backed security	Long	USA
TIAA CLO LTD TIA 2018 1A A1AR 144A	24.11 mm	24.10 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1	24.11 mm	25.07 mm principal	0.35	ABS-mortgage backed security	Long	USA
BARINGS LOAN PARTNERS CLO LTD. BABSN LP 3A AR 144A	24.04 mm	24.00 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	23.51 mm	23.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1	23.29 mm	25.00 mm principal	0.34	ABS-mortgage backed security	Long	USA
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M2	23.24 mm	24.35 mm principal	0.34	ABS-mortgage backed security	Long	USA
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A	21.98 mm	21.60 mm principal	0.32	ABS-other	Long	USA
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2	21.91 mm	21.90 mm principal	0.32	ABS-other	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1	21.74 mm	24.57 mm principal	0.32	ABS-mortgage backed security	Long	USA
ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A	21.51 mm	21.50 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIM TRUST CIM 2023 R2 A1 144A	21.46 mm	21.19 mm principal	0.31	ABS-mortgage backed security	Long	USA
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2B 144A	21.38 mm	21.37 mm principal	0.31	ABS-other	Long	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL6 A 144A	21.37 mm	21.48 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CPS AUTO TRUST CPS 2024 C A 144A	21.34 mm	21.20 mm principal	0.31	ABS-other	Long	USA
PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A	21.23 mm	20.86 mm principal	0.31	ABS-mortgage backed security	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A6	21.03 mm	25.26 mm principal	0.31	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A1 144A	20.99 mm	54.27 mm principal	0.31	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE1 M2	20.61 mm	21.78 mm principal	0.30	ABS-mortgage backed security	Long	USA
GM FINANCIAL SECURITIZED TERM GMCAR 2024 3 A3	20.44 mm	20.00 mm principal	0.30	ABS-other	Long	USA
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3	20.30 mm	20.00 mm principal	0.30	ABS-other	Long	USA
GM FINANCIAL SECURITIZED TERM GMCAR 2024 3 A2A	20.15 mm	20.00 mm principal	0.29	ABS-other	Long	USA
WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A2A	20.14 mm	20.00 mm principal	0.29	ABS-other	Long	USA
SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE2 A1	20.09 mm	46.94 mm principal	0.29	ABS-mortgage backed security	Long	USA
GM FINANCIAL SECURITIZED TERM GMCAR 2024 3 A2B	20.00 mm	20.00 mm principal	0.29	ABS-other	Long	USA
GOLDENTREE LOAN MANAGEMENT US GLM 2019 4A ARR 144A	19.92 mm	19.91 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
NEW CENTURY HOME EQUITY LOAN T NCHET 2005 3 M7	19.83 mm	23.61 mm principal	0.29	ABS-mortgage backed security	Long	USA
RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME	19.70 mm	1.00 contracts	0.29	Interest rate derivative	N/A	USA
MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A	19.66 mm	19.73 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A	19.30 mm	19.48 mm principal	0.28	ABS-other	Long	USA
BSPRT ISSUER, LTD. BSPRT 2021 FL7 A 144A	19.25 mm	19.27 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFX 144A	19.24 mm	23.18 mm principal	0.28	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 NPL1 A1 144A	18.95 mm	18.58 mm principal	0.28	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 1A1	18.65 mm	21.57 mm principal	0.27	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET SECURITIES CO SASC 2007 BC3 2A4	18.36 mm	21.13 mm principal	0.27	ABS-mortgage backed security	Long	USA
JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M3	17.89 mm	20.65 mm principal	0.26	ABS-mortgage backed security	Long	USA
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A	17.82 mm	20.10 mm principal	0.26	ABS-mortgage backed security	Long	USA
LEHMAN XS TRUST LXS 2007 9 1A3	17.77 mm	20.08 mm principal	0.26	ABS-mortgage backed security	Long	USA
MFRA TRUST MFRA 2023 NQM4 A1 144A	17.76 mm	17.59 mm principal	0.26	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M3	17.53 mm	17.65 mm principal	0.26	ABS-mortgage backed security	Long	USA
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS3 A4	16.66 mm	19.57 mm principal	0.24	ABS-mortgage backed security	Long	USA
PREFERRED TERM SECS XXI SECURED 144A 03/38 VAR	16.65 mm	17.53 mm principal	0.24	Debt	Long	Cayman Islands
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS6 M2	16.64 mm	18.51 mm principal	0.24	ABS-mortgage backed security	Long	USA
BXMT LTD BXMT 2020 FL3 A 144A	16.56 mm	16.82 mm principal	0.24	ABS-mortgage backed security	Long	Cayman Islands
MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 M1	16.47 mm	19.09 mm principal	0.24	ABS-mortgage backed security	Long	USA
WELLFLEET CLO LTD WELF 2018 2A A1 144A	16.46 mm	16.45 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	16.39 mm	16.36 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 3 M2	16.38 mm	16.66 mm principal	0.24	ABS-mortgage backed security	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 1A A1 144A	16.35 mm	16.73 mm principal	0.24	ABS-mortgage backed security	Long	USA
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A	16.19 mm	18.20 mm principal	0.24	ABS-mortgage backed security	Long	USA
PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A	15.95 mm	15.76 mm principal	0.23	ABS-other	Long	USA
FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5	15.91 mm	15.72 mm principal	0.23	ABS-mortgage backed security	Long	USA
GNMA II TBA 30 YR 3 JUMBOS	15.79 mm	17.30 mm principal	0.23	ABS-mortgage backed security	Long	USA
FED HM LN PC POOL QG2198 FR 05/53 FIXED 5.5	15.68 mm	15.46 mm principal	0.23	ABS-mortgage backed security	Long	USA
PALMER SQUARE CLO LTD PLMRS 2022 1A A 144A	15.61 mm	15.60 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GCAT GCAT 2023 NQM4 A1 144A	15.53 mm	15.92 mm principal	0.23	ABS-mortgage backed security	Long	USA
CAPITAL ONE MULTI ASSET EXECUT COMET 2022 A1 A1	15.50 mm	15.64 mm principal	0.23	ABS-mortgage backed security	Long	USA
ARES CLO LTD ARES 2015 2A AR3 144A	15.31 mm	15.30 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A	15.27 mm	15.39 mm principal	0.22	ABS-mortgage backed security	Long	USA
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A	15.27 mm	15.10 mm principal	0.22	ABS-other	Long	USA
BEAR STEARNS ASSET BACKED SECU BSABS 2006 4 M1	15.25 mm	16.07 mm principal	0.22	ABS-mortgage backed security	Long	USA
SECURITIZED ASSET BACKED RECEI SABR 2007 BR5 A2B	15.19 mm	19.96 mm principal	0.22	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 2A4	15.18 mm	16.02 mm principal	0.22	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A	15.14 mm	15.07 mm principal	0.22	ABS-other	Long	USA
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	15.13 mm	15.71 mm principal	0.22	ABS-mortgage backed security	Long	USA
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH4 M2	15.04 mm	15.39 mm principal	0.22	ABS-mortgage backed security	Long	USA
NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A	15.03 mm	15.03 mm principal	0.22	ABS-other	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS15 A1	14.92 mm	17.18 mm principal	0.22	ABS-mortgage backed security	Long	USA
RAD CLO LTD RAD 2019 5A AR 144A	14.71 mm	14.70 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM8 A1 144A	14.67 mm	14.61 mm principal	0.21	ABS-mortgage backed security	Long	USA
IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A4	14.63 mm	41.21 mm principal	0.21	ABS-mortgage backed security	Long	USA
GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A	14.59 mm	18.28 mm principal	0.21	ABS-mortgage backed security	Long	USA
GREAT AMERICA LEASING RECEIVAB GALC 2024 2 A2 144A	14.46 mm	14.30 mm principal	0.21	ABS-other	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 1A	14.18 mm	15.59 mm principal	0.21	ABS-mortgage backed security	Long	USA
STEELE CREEK CLO LTD STCR 2018 1A A 144A	14.10 mm	14.09 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ELMWOOD CLO 24 LTD ELM24 2023 3A A1 144A	13.84 mm	13.80 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 3 M1	13.71 mm	15.86 mm principal	0.20	ABS-mortgage backed security	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL1 M4	13.67 mm	13.98 mm principal	0.20	ABS-mortgage backed security	Long	USA
WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A	13.64 mm	15.19 mm principal	0.20	ABS-mortgage backed security	Long	USA
UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 NYCH A 144A	13.56 mm	13.58 mm principal	0.20	ABS-mortgage backed security	Long	USA
VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A	13.42 mm	13.20 mm principal	0.20	ABS-mortgage backed security	Long	USA
PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A	13.20 mm	13.20 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CBAM CLO MANAGEMENT CBAM 2018 7A A 144A	12.96 mm	12.94 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VENTURE CDO LTD VENTR 2019 38A A1R 144A	12.91 mm	12.90 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3	12.91 mm	12.80 mm principal	0.19	ABS-other	Long	USA
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A	12.84 mm	12.50 mm principal	0.19	ABS-other	Long	USA
ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A	12.84 mm	12.60 mm principal	0.19	ABS-other	Long	USA
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A2 144A	12.75 mm	12.71 mm principal	0.19	ABS-other	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 7 1A	12.70 mm	13.42 mm principal	0.18	ABS-mortgage backed security	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A	12.69 mm	13.61 mm principal	0.18	ABS-other	Long	USA
FIRST NLC TRUST FNLC 2007 1 A2 144A	12.68 mm	24.96 mm principal	0.18	ABS-mortgage backed security	Long	USA
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 3 2A3	12.66 mm	40.58 mm principal	0.18	ABS-mortgage backed security	Long	USA
AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R8 M4	12.62 mm	12.87 mm principal	0.18	ABS-mortgage backed security	Long	USA
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A	12.48 mm	12.55 mm principal	0.18	ABS-mortgage backed security	Long	USA
BX TRUST BX 2021 ACNT A 144A	12.40 mm	12.46 mm principal	0.18	ABS-mortgage backed security	Long	USA
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3	12.20 mm	12.20 mm principal	0.18	ABS-other	Long	USA
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A	12.18 mm	12.49 mm principal	0.18	ABS-other	Long	USA
GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP3 1AF 144A	12.10 mm	14.33 mm principal	0.18	ABS-mortgage backed security	Long	USA
FNMA POOL MA5297 FN 03/54 FIXED 6.5	11.92 mm	11.56 mm principal	0.17	ABS-mortgage backed security	Long	USA
ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A	11.87 mm	11.80 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A1	11.83 mm	12.31 mm principal	0.17	ABS-mortgage backed security	Long	USA
TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 M2 144A	11.83 mm	11.62 mm principal	0.17	ABS-mortgage backed security	Long	USA
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A3 1A4	11.80 mm	13.10 mm principal	0.17	ABS-mortgage backed security	Long	USA
DIAMETER CAPITAL CLO DCLO 2024 6A A1 144A	11.77 mm	11.70 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2019 C A2FX 144A	11.77 mm	12.25 mm principal	0.17	ABS-other	Long	USA
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 M1	11.74 mm	12.12 mm principal	0.17	ABS-mortgage backed security	Long	USA
J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A4	11.69 mm	31.59 mm principal	0.17	ABS-mortgage backed security	Long	USA
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A	11.42 mm	11.50 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA
SYNCHRONY CARD ISSUANCE TRUST SYNIT 2022 A1 A	11.42 mm	11.50 mm principal	0.17	ABS-mortgage backed security	Long	USA
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 2 M5	11.40 mm	11.40 mm principal	0.17	ABS-mortgage backed security	Long	USA
MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A6 M1	11.38 mm	12.00 mm principal	0.17	ABS-mortgage backed security	Long	USA
NMLT TRUST NLT 2023 1 A1 144A	11.38 mm	12.50 mm principal	0.17	ABS-mortgage backed security	Long	USA
GSAMP TRUST GSAMP 2006 HE4 M1	11.37 mm	13.06 mm principal	0.17	ABS-mortgage backed security	Long	USA
TRUPS FINANCIALS NOTE SECURITI TFINS 2017 2A A1 144A	11.35 mm	11.45 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HOMEBANC MORTGAGE TRUST HMBT 2005 4 M2	11.27 mm	11.34 mm principal	0.16	ABS-mortgage backed security	Long	USA
REGATTA XXIV FUNDING LTD. REG24 2021 5A A1 144A	11.11 mm	11.10 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MADISON PARK FUNDING LTD MDPK 2016 21A AARR 144A	11.01 mm	11.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MAGNETITE CLO LTD MAGNE 2023 39A A 144A	11.01 mm	11.00 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GNMA II TBA 30 YR 5.5 JUMBOS	10.90 mm	10.80 mm principal	0.16	ABS-mortgage backed security	Long	USA
ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M4	10.87 mm	11.43 mm principal	0.16	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A	10.82 mm	10.85 mm principal	0.16	ABS-mortgage backed security	Long	USA
ASSET BACKED SECURITIES CORP H ABSHE 2006 HE1 M1	10.79 mm	11.04 mm principal	0.16	ABS-mortgage backed security	Long	USA
AMSR TRUST AMSR 2020 SFR2 B 144A	10.77 mm	11.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
WIND RIVER CLO LTD WINDR 2019 3A AR 144A	10.75 mm	10.74 mm principal	0.16	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ENCORE CREDIT RECEIVABLES TRUS ECR 2005 4 M6	10.72 mm	12.71 mm principal	0.16	ABS-mortgage backed security	Long	USA
SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C	10.70 mm	18.00 mm principal	0.16	ABS-mortgage backed security	Long	USA
SLM STUDENT LOAN TRUST SLMA 2003 7A A5A 144A	10.69 mm	10.81 mm principal	0.16	ABS-other	Long	USA
FORD CREDIT AUTO OWNER TRUST FORDO 2024 C A2A	10.50 mm	10.50 mm principal	0.15	ABS-other	Long	USA
APEX CREDIT CLO LLC APEXC 2018 2A A1RR 144A	10.43 mm	10.42 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A	10.40 mm	10.23 mm principal	0.15	ABS-other	Long	USA
FREMONT HOME LOAN TRUST FHLT 2005 2 M5	10.32 mm	12.45 mm principal	0.15	ABS-mortgage backed security	Long	USA
STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1	10.30 mm	12.79 mm principal	0.15	ABS-mortgage backed security	Long	USA
SOUND POINT CLO LTD SNDPT 2018 1A A 144A	10.30 mm	10.29 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A	10.29 mm	10.20 mm principal	0.15	ABS-other	Long	USA
MORGAN STANLEY REREMIC TRUST MSRR 2014 R8 2B 144A	10.28 mm	11.63 mm principal	0.15	ABS-mortgage backed security	Long	USA
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A	10.25 mm	11.36 mm principal	0.15	ABS-mortgage backed security	Long	USA
HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A	10.25 mm	10.00 mm principal	0.15	ABS-other	Long	USA
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A	10.25 mm	10.23 mm principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A33	10.24 mm	30.73 mm principal	0.15	ABS-mortgage backed security	Long	USA
PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A	10.23 mm	10.14 mm principal	0.15	ABS-mortgage backed security	Long	USA
TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2A 144A	10.22 mm	10.18 mm principal	0.15	ABS-other	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 1 M1	10.17 mm	11.21 mm principal	0.15	ABS-mortgage backed security	Long	USA