Fund profile
Tickers
PTTRX, PTRAX, PTTAX, PTTCX, PTRRX, PTTPX, PTTNX
Fund manager
Total assets
$86.76 bn
Liabilities
$34.30 bn
Net assets
$52.46 bn
Number of holdings
7.79 k
Top 200 of 7786 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 3.16 bn | 3.35 bn principal | 6.02 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | 2.61 bn | 3.15 bn principal | 4.97 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 2.30 bn | 2.68 bn principal | 4.39 | ABS-mortgage backed security | Long | USA |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 2.14 bn | 221.35 mm principal | 4.08 | Short-term investment vehicle | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 1.50 bn | 1.63 bn principal | 2.85 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 1.21 bn | 1.28 bn principal | 2.30 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 1.18 bn | 1.33 bn principal | 2.25 | ABS-mortgage backed security | Long | USA |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 1.13 bn | 116.51 mm principal | 2.16 | Short-term investment vehicle | Long | USA |
US TREASURY N/B 11/40 1.375 | 948.97 mm | 1.60 bn principal | 1.81 | Debt | Long | USA |
US TREASURY N/B 05/45 3 | 753.65 mm | 1.01 bn principal | 1.44 | Debt | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 595.45 mm | 616.12 mm principal | 1.14 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 555.20 mm | 698.26 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 05/42 3.25 | 546.76 mm | 685.94 mm principal | 1.04 | Debt | Long | USA |
RFR USD SOFR/1.75000 12/21/22-30Y CME | 482.55 mm | 1.00 contracts | 0.92 | Interest rate derivative | N/A | USA |
ROUNDSTONE SECURITIES RNST 1A A 144A | 451.36 mm | 427.42 mm principal | 0.86 | ABS-mortgage backed security | Long | Ireland |
US TREASURY N/B 11/42 2.75 | 427.41 mm | 585.20 mm principal | 0.81 | Debt | Long | USA |
FNMA POOL MA4599 FN 05/52 FIXED 3 | 414.29 mm | 499.91 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 3 JUMBOS | 413.29 mm | 487.48 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
LETRA TESOURO NACIONAL BILLS 01/24 0.00000 | 401.73 mm | 2.08 bn principal | 0.77 | Debt | Long | Brazil |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 386.98 mm | 434.62 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 08/43 4.375 | 384.63 mm | 412.20 mm principal | 0.73 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A | 367.55 mm | 368.49 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/32 0.625 | 355.00 mm | 407.12 mm principal | 0.68 | Debt | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 353.57 mm | 365.94 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 | 350.49 mm | 350.05 mm principal | 0.67 | Debt | Long | Italy |
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 327.88 mm | 381.22 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 | 324.30 mm | 5.97 bn principal | 0.62 | Debt | Long | South Africa |
US TREASURY N/B 02/41 1.875 | 319.91 mm | 495.60 mm principal | 0.61 | Debt | Long | USA |
FNMA POOL MA4804 FN 11/52 FIXED 4 | 314.25 mm | 352.54 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 05/43 2.875 | 305.58 mm | 412.26 mm principal | 0.58 | Debt | Long | USA |
US TREASURY N/B 05/49 2.875 | 299.18 mm | 419.26 mm principal | 0.57 | Debt | Long | USA |
US TREASURY N/B 02/50 2 | 290.75 mm | 498.04 mm principal | 0.55 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP3 PT 144A | 290.23 mm | 361.61 mm principal | 0.55 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/28 1.25 | 279.56 mm | 293.92 mm principal | 0.53 | Debt | Long | USA |
DEUTSCHE BANK NY SR UNSECURED 11/25 VAR | 276.73 mm | 286.41 mm principal | 0.53 | Debt | Long | Germany |
US TREASURY N/B 05/43 3.875 | 264.90 mm | 304.65 mm principal | 0.50 | Debt | Long | USA |
JAPAN TREASURY DISC BILL BILLS 10/23 0.00000 | 259.54 mm | 38.78 bn principal | 0.49 | Debt | Long | Japan |
TSY INFL IX N/B 07/31 0.125 | 254.76 mm | 299.85 mm principal | 0.49 | Debt | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 PT 144A | 254.64 mm | 292.26 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 251.55 mm | 255.00 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 3.5 JUMBOS | 241.30 mm | 275.40 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 08/45 2.875 | 232.77 mm | 321.23 mm principal | 0.44 | Debt | Long | USA |
FNMA POOL MA4869 FN 01/53 FIXED 5.5 | 230.62 mm | 238.25 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 02/44 3.625 | 214.16 mm | 257.46 mm principal | 0.41 | Debt | Long | USA |
US TREASURY N/B 08/41 1.75 | 206.33 mm | 331.10 mm principal | 0.39 | Debt | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 203.53 mm | 221.66 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 3.5 JUMBOS | 197.63 mm | 225.60 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/23 VAR | 193.35 mm | 1.36 bn principal | 0.37 | Debt | Long | Denmark |
STRATTON MORTGAGE FUNDING PLC STRA 2021 2A A 144A | 192.55 mm | 157.69 mm principal | 0.37 | ABS-mortgage backed security | Long | UK |
GNMA II TBA 30 YR 3 JUMBOS | 186.33 mm | 219.82 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA4839 FN 12/52 FIXED 4 | 182.16 mm | 204.36 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A | 176.01 mm | 189.09 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A | 173.05 mm | 188.03 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
ENEL FINANCE INTL NV COMPANY GUAR 144A 09/24 2.65 | 172.36 mm | 178.10 mm principal | 0.33 | Debt | Long | Netherlands |
TSY INFL IX N/B 01/32 0.125 | 169.29 mm | 201.92 mm principal | 0.32 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A | 166.15 mm | 188.22 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8213 FR 05/52 FIXED 3 | 165.91 mm | 200.52 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 4 JUMBOS | 164.08 mm | 182.10 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
BAMLL 2023 HTL 10/27 1 | 163.21 mm | 163.00 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA4653 FN 07/52 FIXED 3 | 161.02 mm | 194.34 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A1 144A | 156.41 mm | 181.98 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
FNMA POOL CB2893 FN 02/52 FIXED 3 | 155.43 mm | 187.57 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A3 144A | 150.59 mm | 197.28 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8265 FR 11/52 FIXED 4 | 149.96 mm | 168.26 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 08/44 3.125 | 148.44 mm | 194.20 mm principal | 0.28 | Debt | Long | USA |
TSY INFL IX N/B 02/53 1.5 | 148.02 mm | 178.71 mm principal | 0.28 | Debt | Long | USA |
AT+T INC | 144.95 mm | 149.05 mm principal | 0.28 | Debt | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2022 GR2 A2 144A | 141.00 mm | 177.59 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 136.73 mm | 136.10 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
TRINITY SQUARE TRINI 2021 1A A 144A | 135.64 mm | 111.29 mm principal | 0.26 | ABS-mortgage backed security | Long | UK |
Broadcom Pte. Ltd. | 135.63 mm | 185.94 mm principal | 0.26 | Debt | Long | USA |
US TREASURY N/B 05/41 2.25 | 134.90 mm | 196.50 mm principal | 0.26 | Debt | Long | USA |
TSY INFL IX N/B 02/45 0.75 | 131.14 mm | 180.18 mm principal | 0.25 | Debt | Long | USA |
US TREASURY N/B 05/44 3.375 | 130.60 mm | 163.60 mm principal | 0.25 | Debt | Long | USA |
FNMA POOL MA4730 FN 09/52 FIXED 3 | 128.51 mm | 155.10 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A | 126.99 mm | 128.40 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A | 125.84 mm | 126.80 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 122.80 mm | 128.71 mm principal | 0.23 | Debt | Long | USA |
WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 122.40 mm | 100.23 mm principal | 0.23 | ABS-mortgage backed security | Long | UK |
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 | 121.37 mm | 132.90 mm principal | 0.23 | Debt | Long | Japan |
FED HM LN PC POOL SD8347 FR 08/53 FIXED 4.5 | 119.97 mm | 130.55 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
118.89 mm | 118.89 mm principal | 0.23 | Repurchase agreement | Long | USA |
FED HM LN PC POOL RA9057 FR 05/53 FIXED 5 | 116.13 mm | 122.99 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 | 115.96 mm | 122.70 mm principal | 0.22 | Debt | Long | Japan |
FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 | 112.42 mm | 116.22 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
J P MORGAN TERM REPO | 111.49 mm | 111.49 mm principal | 0.21 | Repurchase agreement | Long | USA |
FED HM LN PC POOL SD8289 FR 01/53 FIXED 5.5 | 111.49 mm | 115.18 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA4916 FN 02/53 FIXED 4 | 111.42 mm | 125.00 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 109.87 mm | 114.22 mm principal | 0.21 | Debt | Long | USA |
PROTEUS RMBS DAC PROTE 1A AR 144A | 109.43 mm | 102.63 mm principal | 0.21 | ABS-mortgage backed security | Long | Ireland |
STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A | 109.15 mm | 111.80 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A | 108.97 mm | 112.20 mm principal | 0.21 | ABS-collateralized bond/debt obligation | Long | USA |
FED HM LN PC POOL SD8286 FR 01/53 FIXED 4 | 108.90 mm | 122.19 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA5070 FN 07/53 FIXED 4.5 | 108.34 mm | 117.88 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA4962 FN 03/53 FIXED 4 | 104.75 mm | 117.53 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8256 FR 10/52 FIXED 4 | 104.30 mm | 117.01 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 08/43 3.625 | 102.83 mm | 123.20 mm principal | 0.20 | Debt | Long | USA |
NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A | 102.21 mm | 114.37 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A | 99.95 mm | 101.60 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 99.39 mm | 99.00 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
BNP PARIBAS SR UNSECURED 144A 01/25 VAR | 97.42 mm | 97.90 mm principal | 0.19 | Debt | Long | France |
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 95.85 mm | 125.85 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
BA Boeing Co. | 94.59 mm | 95.90 mm principal | 0.18 | Debt | Long | USA |
FED HM LN PC POOL SD8348 FR 08/53 FIXED 5 | 92.76 mm | 98.23 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 08/50 1.375 | 91.82 mm | 188.04 mm principal | 0.18 | Debt | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2022 LTV2 A1 144A | 91.16 mm | 115.54 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | 91.05 mm | 92.90 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FED HM LN PC POOL SD8322 FR 05/53 FIXED 4.5 | 90.96 mm | 98.98 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
ONSLOW BAY FINANCIAL LLC OBX 2022 INV2 A1 144A | 89.30 mm | 112.48 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL QE4038 FR 06/52 FIXED 3 | 87.29 mm | 105.41 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/24 0.125 | 87.15 mm | 89.22 mm principal | 0.17 | Debt | Long | USA |
REPUBLIC OF PERU SR UNSECURED REGS 08/28 6.35 | 85.77 mm | 324.10 mm principal | 0.16 | Debt | Long | Peru |
GS MORTGAGE BACKED SECURITIES GSMBS 2020 RPL1 A1 144A | 85.47 mm | 95.15 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
LFT CRE 2021 FL1, LLC LMNT 2021 FL1 A 144A | 85.38 mm | 86.80 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/24 5.584 | 84.95 mm | 85.41 mm principal | 0.16 | Debt | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A | 84.10 mm | 96.08 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8298 FR 02/53 FIXED 4.5 | 84.05 mm | 91.44 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
FNMA POOL FS0831 FN 03/52 FIXED VAR | 83.63 mm | 100.89 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL3 PT 144A | 82.29 mm | 104.48 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8206 FR 04/52 FIXED 3 | 81.88 mm | 98.82 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8343 FR 07/53 FIXED 6 | 81.51 mm | 82.53 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 2.5 JUMBOS | 81.01 mm | 99.00 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H25 FA | 80.48 mm | 79.57 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
FNMA POOL BV2451 FN 06/52 FIXED 3 | 79.46 mm | 95.94 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
AMERICAN HONDA FINANCE SR UNSECURED 01/25 VAR | 79.26 mm | 79.20 mm principal | 0.15 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 GF | 79.00 mm | 79.19 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CASTLELAKE LP FIRST LIEN TERM LOAN | 78.59 mm | 89.31 mm principal | 0.15 | Loan | Long | USA |
LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A | 78.51 mm | 80.90 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SOLD EUR BOUGHT USD 20231003
Royal Bank of Canada
|
77.88 mm | 1.00 contracts | 0.15 | DFE | N/A | N/A |
RFR JPY MUTK/0.5000 03/15/22-20Y LCH | 77.67 mm | 1.00 contracts | 0.15 | Interest rate derivative | N/A | Japan |
FNMA POOL CB6622 FN 06/53 FIXED 5 | 77.51 mm | 82.08 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A | 75.82 mm | 76.20 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A | 75.09 mm | 75.34 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FNMA POOL CB2896 FN 02/52 FIXED 3 | 74.89 mm | 90.44 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
ROUNDSTONE SECURITIES RNST 1A Z 144A | 74.47 mm | 79.61 mm principal | 0.14 | ABS-mortgage backed security | Long | Ireland |
AMERICAN HONDA FINANCE SR UNSECURED 06/24 VAR | 74.47 mm | 74.40 mm principal | 0.14 | Debt | Long | USA |
FED HM LN PC POOL RA7041 FR 03/52 FIXED 3 | 74.46 mm | 89.84 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A | 74.29 mm | 75.25 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PROJECT QUASAR PLEDGCO SLU 2022 EUR TERM LOAN A1 | 74.19 mm | 72.60 mm principal | 0.14 | Loan | Long | Spain |
US TREASURY N/B 02/49 3 | 73.76 mm | 100.88 mm principal | 0.14 | Debt | Long | USA |
RAD CLO LTD RAD 2019 5A AR 144A | 72.85 mm | 73.05 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H26 DF | 72.42 mm | 72.04 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA5039 FN 06/53 FIXED 5.5 | 71.88 mm | 74.32 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
BA Boeing Co. | 71.15 mm | 72.29 mm principal | 0.14 | Debt | Long | USA |
FNMA POOL MA4866 FN 01/53 FIXED 4 | 71.03 mm | 79.69 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/50 0.25 | 70.27 mm | 119.14 mm principal | 0.13 | Debt | Long | USA |
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 07/25 6 | 70.09 mm | 70.30 mm principal | 0.13 | Debt | Long | USA |
BDS LTD BDS 2022 FL11 ATS 144A | 69.97 mm | 70.61 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
US 10YR ULTRA FUT DEC23 XCBT 20231219 | 69.89 mm | -22.46 k contracts | 0.13 | Interest rate derivative | N/A | USA |
KRE 1330 BROADWAY OWNER 2018 TERM LOAN | 69.63 mm | 100.00 mm principal | 0.13 | Loan | Long | USA |
FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A | 68.12 mm | 68.70 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | USA |
FED HM LN PC POOL QE0764 FR 04/52 FIXED 3 | 68.01 mm | 82.08 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
GCAT GCAT 2022 INV2 A5 144A | 67.71 mm | 85.28 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
KIRKBY RMBS KIRK 1A A 144A | 67.65 mm | 57.38 mm principal | 0.13 | ABS-mortgage backed security | Long | UK |
SHELTER GROWTH CRE SGCP 2022 FL4 A 144A | 66.97 mm | 66.90 mm principal | 0.13 | ABS-mortgage backed security | Long | Bermuda |
LETRA TESOURO NACIONAL BILLS 04/24 0.00000 | 66.96 mm | 355.20 mm principal | 0.13 | Debt | Long | Brazil |
UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A3 144A | 66.52 mm | 87.15 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/3.75000 06/21/23-2Y LCH | 66.50 mm | 1.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A | 66.35 mm | 66.61 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ROUNDSTONE SECURITIES RNST 1A B 144A | 65.92 mm | 62.55 mm principal | 0.13 | ABS-mortgage backed security | Long | Ireland |
FNMA POOL MA5027 FN 05/53 FIXED 4 | 65.58 mm | 73.58 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8314 FR 04/53 FIXED 4.5 | 65.54 mm | 71.32 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8297 FR 02/53 FIXED 4 | 65.39 mm | 73.37 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
C Citigroup Inc | 65.25 mm | 71.90 mm principal | 0.12 | Debt | Long | USA |
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 1.65 | 64.54 mm | 73.10 mm principal | 0.12 | Debt | Long | USA |
VENTURE CDO LTD VENTR 2019 38A A1R 144A | 64.46 mm | 65.10 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A | 64.05 mm | 64.13 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HSBC HSBC Holdings plc | 63.65 mm | 61.50 mm principal | 0.12 | Debt | Long | UK |
BANK BANK 2020 BN25 A5 | 63.41 mm | 76.90 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 63.32 mm | 79.75 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5 | 63.19 mm | 68.74 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
SOFI ALTERNATIVE TRUST SAT 2018 A P1 144A | 62.98 mm | 66.05 mm principal | 0.12 | ABS-other | Long | USA |
FNMA POOL MA5107 FN 08/53 FIXED 5.5 | 62.77 mm | 64.90 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A | 62.20 mm | 62.20 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Jersey |
TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102 | 62.13 mm | 63.30 mm principal | 0.12 | Debt | Long | USA |
FNMA POOL CB6728 FN 07/53 FIXED 5 | 62.07 mm | 65.64 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 02/43 3.125 | 61.72 mm | 79.70 mm principal | 0.12 | Debt | Long | USA |
KREF 2022 FL3 LTD KREF 2022 FL3 A 144A | 61.54 mm | 62.20 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FED HM LN PC POOL SD8287 FR 01/53 FIXED 4.5 | 61.11 mm | 66.49 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
CHARTER COMM OPT LLC/CAP SR SECURED 02/24 VAR | 60.71 mm | 60.50 mm principal | 0.12 | Debt | Long | USA |
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 60.49 mm | 58.08 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Ireland |
FED HM LN PC POOL QD5189 FR 01/52 FIXED 3 | 59.91 mm | 72.27 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
GATEWAY LEASE CTL A WHLN03785 | 59.90 mm | 92.98 mm principal | 0.11 | ABS-other | Long | Canada |
US TREASURY N/B 11/45 3 | 59.72 mm | 80.70 mm principal | 0.11 | Debt | Long | USA |
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A | 59.72 mm | 59.85 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
WALGREENS BOOTS | 59.56 mm | 59.60 mm principal | 0.11 | Debt | Long | USA |
ORACLE CORPORATION | 59.48 mm | 59.70 mm principal | 0.11 | Debt | Long | USA |
BA Boeing Co. | 59.14 mm | 63.29 mm principal | 0.11 | Debt | Long | USA |
MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 07/26 VAR | 58.92 mm | 58.80 mm principal | 0.11 | Debt | Long | USA |
GHH HOLDINGS LIMITED 2018 GBP TERM LOAN B | 58.90 mm | 49.32 mm principal | 0.11 | Loan | Long | UK |
FNMA POOL MA5105 FN 08/53 FIXED 4.5 | 58.82 mm | 64.00 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNMA POOL FS1372 FN 03/52 FIXED VAR | 57.62 mm | 69.53 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 2.25 | 57.52 mm | 71.79 mm principal | 0.11 | Debt | Long | USA |
APIDOS CLO LTD APID 2017 27A A1R 144A | 57.48 mm | 57.62 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/23 3.37 | 57.12 mm | 57.40 mm principal | 0.11 | Debt | Long | USA |
FED HM LN PC POOL QF3364 FR 11/52 FIXED 4 | 56.87 mm | 63.79 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FNMA POOL CB3495 FN 05/52 FIXED 3 | 56.83 mm | 68.63 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Broadcom Pte. Ltd. | 56.67 mm | 65.71 mm principal | 0.11 | Debt | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H03 FA | 56.58 mm | 56.76 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
CAPE LOOKOUT RE LTD UNSECURED 144A 03/29 VAR | 56.02 mm | 57.70 mm principal | 0.11 | Debt | Long | Bermuda |