PIMCO Low Duration Opportunities Fund

Fund Profile

Fund profile

Tickers

PUTIX, ATMAX, ATMCX, PUTPX

Fund manager

Pimco Funds

Total assets

$258.93 mm

Liabilities

$169.11 mm

Net assets

$89.81 mm

Number of holdings

595.00

Top 200 of 595 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM Fixed Income Clearing Corp	17.60 mm	17.60 mm principal	19.60	Repurchase agreement	Long	USA
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	16.79 mm	16.80 mm principal	18.70	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	16.56 mm	16.20 mm principal	18.44	ABS-mortgage backed security	Long	USA
PIMCO PRV SHORT TERM FLT III MUTUAL FUND	12.44 mm	1.28 mm principal	13.85	Short-term investment vehicle	Long	USA
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE	6.90 mm	7.40 mm principal	7.68	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/33 1.375	4.34 mm	4.40 mm principal	4.83	Debt	Long	USA
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	3.95 mm	3.90 mm principal	4.39	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/32 0.625	2.43 mm	2.60 mm principal	2.71	Debt	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	2.43 mm	2.70 mm principal	2.70	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	2.15 mm	2.40 mm principal	2.40	ABS-mortgage backed security	Long	USA
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	2.07 mm	2.10 mm principal	2.30	ABS-mortgage backed security	Long	USA
TSY INFL IX N/B 07/34 1.875	1.80 mm	1.75 mm principal	2.00	Debt	Long	USA
TSY INFL IX N/B 01/33 1.125	1.73 mm	1.80 mm principal	1.93	Debt	Long	USA
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.35 mm	1.40 mm principal	1.50	ABS-mortgage backed security	Long	USA
LETRA TESOURO NACIONAL BILLS 04/25 0.00000	1.34 mm	7.70 mm principal	1.49	Debt	Long	Brazil
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX5 A4	946.16 k	1.06 mm principal	1.05	ABS-mortgage backed security	Long	USA
SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR	929.20 k	950.00 k principal	1.03	Debt	Long	UK
RFR USD SOFR/1.75000 12/21/22-30Y CME	911.21 k	1.00 contracts	1.01	Interest rate derivative	N/A	USA
WELLFLEET CLO LTD WELF 2019 XA A1R 144A	810.30 k	809.51 k principal	0.90	ABS-collateralized bond/debt obligation	Long	Cayman Islands
LAZARD GROUP LLC SR UNSECURED 09/28 4.5	796.79 k	800.00 k principal	0.89	Debt	Long	USA
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7	758.71 k	2.60 mm principal	0.84	Debt	Long	Peru
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15	712.62 k	2.60 mm principal	0.79	Debt	Long	Peru
BCS Barclays PLC	707.91 k	700.00 k principal	0.79	Debt	Long	UK
RAD CLO LTD RAD 2019 5A AR 144A	700.58 k	700.00 k principal	0.78	ABS-collateralized bond/debt obligation	Long	Cayman Islands
US TREASURY N/B 04/26 4.875	610.34 k	600.00 k principal	0.68	Debt	Long	USA
BPCE SA 144A 10/27 VAR	571.07 k	550.00 k principal	0.64	Debt	Long	France
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A4	570.86 k	591.47 k principal	0.64	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8	564.38 k	10.10 mm principal	0.63	Debt	Long	South Africa
JUBILEE CDO BV JUBIL 2016 17A A1RR 144A	556.08 k	500.00 k principal	0.62	ABS-collateralized bond/debt obligation	Long	Ireland
HARVEST CLO HARVT 22A AR 144A	555.71 k	500.00 k principal	0.62	ABS-collateralized bond/debt obligation	Long	Ireland
SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3D	524.36 k	700.00 k principal	0.58	ABS-mortgage backed security	Long	USA
BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A	511.90 k	460.31 k principal	0.57	ABS-collateralized bond/debt obligation	Long	Ireland
AREIT CRE TRUST AREIT 2022 CRE7 A 144A	502.57 k	499.98 k principal	0.56	ABS-mortgage backed security	Long	USA
NATWEST GROUP PLC SR UNSECURED 04/26 4.8	502.48 k	500.00 k principal	0.56	Debt	Long	UK
UBS GROUP AG SR UNSECURED 04/26 4.55	501.47 k	500.00 k principal	0.56	Debt	Long	Switzerland
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	489.33 k	491.18 k principal	0.54	ABS-collateralized bond/debt obligation	Long	Cayman Islands
VENTURE CDO LTD VENTR 2017 27A AR 144A	485.39 k	485.05 k principal	0.54	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SIERRA MADRE FUNDING LTD MADRE 2004 1A ALTB 144A	420.30 k	656.17 k principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OSD CLO LTD OSD 2021 23A A 144A	405.13 k	404.63 k principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR	403.62 k	400.00 k principal	0.45	Debt	Long	USA
ENTERGY CORP	399.17 k	400.00 k principal	0.44	Debt	Long	USA
RECKITT BENCKISER TREAS	399.02 k	400.00 k principal	0.44	Debt	Long	UK
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5	397.41 k	7.90 mm principal	0.44	Debt	Long	South Africa
WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5	397.27 k	400.00 k principal	0.44	Debt	Long	Cayman Islands
RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH	394.49 k	1.00 contracts	0.44	Interest rate derivative	N/A	USA
WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR	392.51 k	400.00 k principal	0.44	Debt	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85	389.07 k	400.00 k principal	0.43	Debt	Long	South Africa
FNMA POOL BM4855 FN 04/48 FIXED VAR	375.52 k	383.88 k principal	0.42	ABS-mortgage backed security	Long	USA
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A	370.68 k	370.36 k principal	0.41	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A	361.33 k	359.98 k principal	0.40	ABS-collateralized bond/debt obligation	Long	USA
ING GROEP NV SR UNSECURED 04/32 VAR	357.02 k	400.00 k principal	0.40	Debt	Long	Netherlands
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	342.78 k	336.94 k principal	0.38	ABS-mortgage backed security	Long	USA
HSI ASSET SECURITIZATION CORPO HASC 2006 OPT2 M4	342.38 k	400.00 k principal	0.38	ABS-mortgage backed security	Long	USA
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1	333.77 k	478.74 k principal	0.37	ABS-mortgage backed security	Long	USA
AURIUM CLO ACLO 4A AR 144A	331.89 k	298.77 k principal	0.37	ABS-collateralized bond/debt obligation	Long	Ireland
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95	317.74 k	1.10 mm principal	0.35	Debt	Long	Peru
ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125	307.40 k	300.00 k principal	0.34	Debt	Long	Netherlands
BNPQY BNP Paribas SA	307.21 k	300.00 k principal	0.34	Debt	Long	France
LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR	306.79 k	300.00 k principal	0.34	Debt	Long	UK
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A	306.70 k	348.53 k principal	0.34	ABS-mortgage backed security	Long	USA
GEORGIA POWER CO SR UNSECURED 05/32 4.7	305.80 k	300.00 k principal	0.34	Debt	Long	USA
STZ Constellation Brands, Inc.	302.57 k	300.00 k principal	0.34	Debt	Long	USA
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M2	301.22 k	302.95 k principal	0.34	ABS-mortgage backed security	Long	USA
VENTURE CDO LTD VENTR 2019 38A A1R 144A	300.32 k	300.00 k principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
HSBC HSBC Holdings plc	298.72 k	300.00 k principal	0.33	Debt	Long	UK
STANDARD CHARTERED PLC SR UNSECURED 144A 01/26 VAR	297.49 k	300.00 k principal	0.33	Debt	Long	UK
NATIONWIDE BLDG SOCIETY 144A 03/29 VAR	297.32 k	300.00 k principal	0.33	Debt	Long	UK
GS The Goldman Sachs Group, Inc.	295.20 k	300.00 k principal	0.33	Debt	Long	USA
WFC Wells Fargo & Company	294.86 k	300.00 k principal	0.33	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375	294.37 k	300.00 k principal	0.33	Debt	Long	USA
UNITED AIRLINES INC SR SECURED 144A 04/29 4.625	290.08 k	300.00 k principal	0.32	Debt	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4	278.99 k	1.10 mm principal	0.31	Debt	Long	Peru
BNP PARIBAS 144A 09/28 VAR	278.80 k	300.00 k principal	0.31	Debt	Long	France
REGATTA XV FUNDING LTD. REG15 2018 4A A1R 144A	277.66 k	277.38 k principal	0.31	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Credit Suisse Group AG	276.10 k	250.00 k principal	0.31	Debt	Long	Switzerland
HSBC HSBC Holdings plc	263.89 k	300.00 k principal	0.29	Debt	Long	UK
WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 1A	260.67 k	274.97 k principal	0.29	ABS-mortgage backed security	Long	USA
MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A	258.38 k	258.18 k principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 2A1	253.97 k	299.48 k principal	0.28	ABS-mortgage backed security	Long	USA
DUKE ENERGY CORP	249.93 k	250.00 k principal	0.28	Debt	Long	USA
JONES LANG LASALLE FIN BV 4/A2 10/24 ZCP	249.69 k	250.00 k principal	0.28	Debt	Long	Netherlands
AVANGRID INC	249.27 k	250.00 k principal	0.28	Debt	Long	USA
UBS AG STAMFORD CT SR UNSECURED 02/25 3.7	248.86 k	250.00 k principal	0.28	Debt	Long	Switzerland
FREMONT HOME LOAN TRUST FHLT 2006 E 1A1	248.56 k	482.86 k principal	0.28	ABS-mortgage backed security	Long	USA
HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375	245.62 k	250.00 k principal	0.27	Debt	Long	USA
BEAR STEARNS ALT A TRUST BALTA 2006 3 35A1	239.69 k	495.18 k principal	0.27	ABS-mortgage backed security	Long	USA
RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA5 2A1	239.27 k	346.21 k principal	0.27	ABS-mortgage backed security	Long	USA
INTESA SANPAOLO SPA JR SUBORDINA REGS 12/49 VAR	232.80 k	200.00 k principal	0.26	Debt	Long	Italy
MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2C	218.73 k	632.56 k principal	0.24	ABS-mortgage backed security	Long	USA
MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2SS	216.03 k	231.29 k principal	0.24	ABS-mortgage backed security	Long	USA
DEUTSCHE BANK AG REGS 01/27 1.625	215.45 k	200.00 k principal	0.24	Debt	Long	Germany
FRONTIER COMMUNICATIONS SR SECURED 144A 05/30 8.75	213.30 k	200.00 k principal	0.24	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR	207.31 k	200.00 k principal	0.23	Debt	Long	USA
GRIFOLS SA COMPANY GUAR REGS 10/28 3.875	207.26 k	200.00 k principal	0.23	Debt	Long	Spain
ABBV AbbVie Inc.	205.89 k	200.00 k principal	0.23	Debt	Long	USA
REPUBLIC OF POLAND SR UNSECURED 03/29 4.625	204.77 k	200.00 k principal	0.23	Debt	Long	Poland
UNITED MEXICAN STATES SR UNSECURED 02/28 5.4	204.73 k	200.00 k principal	0.23	Debt	Long	Mexico
HSBC HSBC Holdings plc	204.11 k	200.00 k principal	0.23	Debt	Long	UK
HUM Humana Inc.	203.63 k	200.00 k principal	0.23	Debt	Long	USA
DEUTSCHE BANK AG REGS 11/30 VAR	203.60 k	200.00 k principal	0.23	Debt	Long	Germany
STATE OF ISRAEL SR UNSECURED 03/29 5.375	203.40 k	200.00 k principal	0.23	Debt	Long	Israel
LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR	199.80 k	200.00 k principal	0.22	Debt	Long	UK
LEASEPLAN CORPORATION NV SR UNSECURED 144A 10/24 2.875	199.68 k	200.00 k principal	0.22	Debt	Long	Netherlands
BROADCOM INC 2023 TERM LOAN A3	199.50 k	200.00 k principal	0.22	Loan	Long	USA
TIBX TIBCO Software Inc	199.16 k	200.00 k principal	0.22	Debt	Long	USA
ING GROEP NV SR UNSECURED 03/28 VAR	198.58 k	200.00 k principal	0.22	Debt	Long	Netherlands
LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR	197.02 k	200.00 k principal	0.22	Debt	Long	UK
NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522	196.72 k	200.00 k principal	0.22	Debt	Long	Japan
COTY Coty Inc.	195.80 k	200.00 k principal	0.22	Debt	Long	USA
BIO Bio-Rad Laboratories, Inc.	195.24 k	200.00 k principal	0.22	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	194.83 k	200.00 k principal	0.22	Debt	Long	USA
SOUTHERN CALIF GAS CO SR UNSECURED 04/27 2.95	194.71 k	200.00 k principal	0.22	Debt	Long	USA
T MOBILE USA INC COMPANY GUAR 04/30 3.875	194.55 k	200.00 k principal	0.22	Debt	Long	USA
IRB HOLDING CORP 2024 TERM LOAN B	194.01 k	194.03 k principal	0.22	Loan	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR	194.00 k	200.00 k principal	0.22	Debt	Long	USA
KKR FINANCIAL CLO LTD KKR 12 AR2A 144A	193.82 k	193.53 k principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45	192.13 k	200.00 k principal	0.21	Debt	Long	Ireland
TGNA TEGNA Inc.	191.59 k	200.00 k principal	0.21	Debt	Long	USA
EQIX Equinix, Inc.	191.57 k	200.00 k principal	0.21	Debt	Long	USA
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2	191.05 k	200.00 k principal	0.21	Debt	Long	USA
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 1A13	190.56 k	272.39 k principal	0.21	ABS-mortgage backed security	Long	USA
MFG Mizuho Financial Group, Inc.	190.17 k	200.00 k principal	0.21	Debt	Long	Japan
ROMANIA SR UNSECURED 144A 07/30 1.75	190.04 k	200.00 k principal	0.21	Debt	Long	Romania
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75	189.72 k	200.00 k principal	0.21	Debt	Long	USA
D Dominion Energy, Inc.	189.62 k	200.00 k principal	0.21	Debt	Long	USA
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81	189.58 k	200.00 k principal	0.21	Debt	Long	Japan
SAXON ASSET SECURITIES TRUST SAST 2007 3 1A	189.05 k	197.71 k principal	0.21	ABS-mortgage backed security	Long	USA
PROSUS NV SR UNSECURED 144A 01/30 3.68	188.68 k	200.00 k principal	0.21	Debt	Long	Netherlands
MELCO RESORTS FINANCE SR UNSECURED 144A 12/29 5.375	187.74 k	200.00 k principal	0.21	Debt	Long	Cayman Islands
CRBG Corebridge Financial, Inc.	187.69 k	200.00 k principal	0.21	Debt	Long	USA
CCI Crown Castle Inc.	187.25 k	200.00 k principal	0.21	Debt	Long	USA
GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/29 FIXED 2.587	185.51 k	200.00 k principal	0.21	Debt	Long	USA
BRIXMOR OPERATING PART SR UNSECURED 04/28 2.25	184.49 k	200.00 k principal	0.21	Debt	Long	USA
AMGN Amgen Inc.	182.73 k	200.00 k principal	0.20	Debt	Long	USA
FDS FactSet Research Systems Inc.	182.60 k	200.00 k principal	0.20	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	182.19 k	200.00 k principal	0.20	Debt	Long	USA
CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A	182.09 k	182.04 k principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
SCHYF Sands China Ltd.	181.78 k	200.00 k principal	0.20	Debt	Long	Cayman Islands
KENNEDY WILSON INC COMPANY GUAR 02/30 4.75	181.55 k	200.00 k principal	0.20	Debt	Long	USA
MAR Marriott International, Inc.	180.15 k	200.00 k principal	0.20	Debt	Long	USA
JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR	180.05 k	200.00 k principal	0.20	Debt	Long	USA
DEUTSCHE BANK NY SUBORDINATED 01/32 VAR	179.55 k	200.00 k principal	0.20	Debt	Long	Germany
CNC Centene Corporation	179.19 k	200.00 k principal	0.20	Debt	Long	USA
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7	178.54 k	199.00 k principal	0.20	Debt	Long	Mexico
BNP PARIBAS 144A 04/32 VAR	178.25 k	200.00 k principal	0.20	Debt	Long	France
RFR USD SOFR/1.99850 07/03/23-30Y LCH	176.53 k	1.00 contracts	0.20	Interest rate derivative	N/A	USA
NHI National Health Investors, Inc.	174.59 k	200.00 k principal	0.19	Debt	Long	USA
AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375	174.02 k	200.00 k principal	0.19	Debt	Long	USA
SMFG Sumitomo Mitsui Financial Group, Inc.	172.34 k	200.00 k principal	0.19	Debt	Long	Japan
AMT American Tower Corporation	172.19 k	200.00 k principal	0.19	Debt	Long	USA
AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375	156.85 k	164.98 k principal	0.17	Debt	Long	USA
APIDOS CLO LTD APID 2017 27A A1R 144A	155.52 k	155.48 k principal	0.17	ABS-collateralized bond/debt obligation	Long	Cayman Islands
MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013	154.86 k	117.51 k principal	0.17	Debt	Long	UK
COTY Coty Inc.	149.48 k	150.00 k principal	0.17	Debt	Long	USA
AIR CANADA SR SECURED 144A 08/29 4.625	145.66 k	200.00 k principal	0.16	Debt	Long	Canada
CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5	140.59 k	200.00 k principal	0.16	Debt	Long	USA
REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9	139.10 k	500.00 k principal	0.15	Debt	Long	Peru
RFR USD SOFR/1.84200 09/19/23-30Y LCH	137.11 k	1.00 contracts	0.15	Interest rate derivative	N/A	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/25 4.535	132.91 k	100.00 k principal	0.15	Debt	Long	USA
AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R9 M1	132.57 k	134.92 k principal	0.15	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9	131.78 k	2.60 mm principal	0.15	Debt	Long	South Africa
TCW CLO TCW 2018 1A A1R 144A	130.87 k	130.80 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RFR GBP SONIO/4.00000 09/18/24-5Y LCH	129.91 k	1.00 contracts	0.14	Interest rate derivative	N/A	UK
317U6RTA4 PIMCO SWAPTION 3.75 CALL USD 2025080	123.79 k	15.30 mm contracts	0.14	Interest rate derivative	N/A	USA
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1	122.11 k	202.22 k principal	0.14	ABS-mortgage backed security	Long	USA
REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25	119.38 k	2.20 mm principal	0.13	Debt	Long	South Africa
REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7	119.27 k	2.30 mm principal	0.13	Debt	Long	South Africa
CSAB MORTGAGE BACKED TRUST CSAB 2006 3 A1B1	118.14 k	853.78 k principal	0.13	ABS-mortgage backed security	Long	USA
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5	116.43 k	116.67 k principal	0.13	Debt	Long	USA
MARBLE POINT CLO X LTD MP10 2017 1A AR 144A	113.88 k	113.82 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR	111.62 k	100.00 k principal	0.12	Debt	Long	USA
FORD MOTOR CREDIT CO LLC SR UNSECURED 12/24 VAR	111.45 k	100.00 k principal	0.12	Debt	Long	USA
COTY INC SR SECURED 144A 04/26 3.875	111.34 k	100.00 k principal	0.12	Debt	Long	USA
INEOS QUATTRO FINANCE 2 SR SECURED REGS 01/26 2.5	110.97 k	100.00 k principal	0.12	Debt	Long	UK
AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A	110.66 k	110.58 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TSY INFL IX N/B 01/34 1.75	103.51 k	102.32 k principal	0.12	Debt	Long	USA
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875	102.75 k	100.59 k principal	0.11	Debt	Long	USA
HSBC HSBC Holdings plc	100.15 k	100.00 k principal	0.11	Debt	Long	UK
HARLEY DAVIDSON FND CP	99.97 k	100.00 k principal	0.11	Debt	Long	USA
AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/29 5.75	99.92 k	100.00 k principal	0.11	Debt	Long	USA
LIFEPOINT HEALTH INC 2024 INCREMENTAL TERM LOAN B	99.88 k	99.75 k principal	0.11	Loan	Long	USA
AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M2	98.61 k	99.93 k principal	0.11	ABS-mortgage backed security	Long	USA
UNITED AIRLINES INC SR SECURED 144A 04/26 4.375	98.47 k	100.00 k principal	0.11	Debt	Long	USA
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A	97.76 k	97.69 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1	93.49 k	95.99 k principal	0.10	ABS-mortgage backed security	Long	USA
STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/29 5	92.00 k	100.00 k principal	0.10	Debt	Long	Virgin Islands (British)
BOSTON GAS COMPANY SR UNSECURED 144A 03/32 3.757	91.22 k	100.00 k principal	0.10	Debt	Long	USA
HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625	90.43 k	100.00 k principal	0.10	Debt	Long	USA
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE	86.33 k	100.00 k principal	0.10	ABS-mortgage backed security	Long	USA
IRS EUR 2.50000 03/19/25-10Y LCH	86.12 k	1.00 contracts	0.10	Interest rate derivative	N/A	N/A
RFRF USD SOFR/2.06000 10/27/23-30Y LCH	85.69 k	1.00 contracts	0.10	Interest rate derivative	N/A	USA
BONOS DE TESORERIA BONDS 02/29 5.94	83.86 k	300.00 k principal	0.09	Debt	Long	Peru
VZ Verizon Communications Inc.	82.04 k	100.00 k principal	0.09	Debt	Long	USA
RFR USD SOFR/1.87400 09/19/23-30Y CME	79.71 k	1.00 contracts	0.09	Interest rate derivative	N/A	USA
317U6LIA9 PIMCO FPPSWAPTION 3.8 CALL USD	76.58 k	1.10 mm contracts	0.09	Interest rate derivative	N/A	Ireland
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1	73.77 k	193.92 k principal	0.08	ABS-mortgage backed security	Long	USA
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A	69.54 k	69.47 k principal	0.08	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1	65.88 k	94.76 k principal	0.07	ABS-mortgage backed security	Long	USA
AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR	65.66 k	100.00 k principal	0.07	Debt	Long	USA
317U6LHA0 PIMCO FPPSWAPTION 3.8 PUT USD	62.49 k	1.10 mm contracts	0.07	Interest rate derivative	N/A	USA