Aegon USA is still the largest U.S. based investor in asset-backed securities, with more than $5.2 billion in visible ABS, according to Thomson Financial BondWatch. Aegon's $5.2 billion in ABS represents about 10% of its total fixed income portfolio, which is approximately $53.7 billion in size. MBS and CMO investments make up roughly 20% of Aegon's portfolio.
Pacific Investment Management Co. runs the fund with the largest nominal amount of ABS, roughly $1.4 billion, although that figure apparently has not been updated since the start of 2Q01. Pimco is the eighth largest holder of ABS, with $2.8 billion, which is approximately 4.15% of its $68 billion fixed income portfolio.