Fund profile
Tickers
PONAX, PONCX, PONRX, PIMIX, PIINX, PONPX, PIPNX
Fund manager
Total assets
$237.19 bn
Liabilities
$109.83 bn
Net assets
$127.36 bn
Number of holdings
8.57 k
Top 200 of 8569 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 11.04 bn | 1.14 bn principal | 8.67 | Short-term investment vehicle | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 7.72 bn | 7.82 bn principal | 6.06 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 6.61 bn | 6.84 bn principal | 5.19 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 6.30 bn | 6.52 bn principal | 4.95 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 4.44 bn | 4.50 bn principal | 3.49 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 4.15 bn | 4.82 bn principal | 3.26 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 3.86 bn | 4.33 bn principal | 3.03 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | 3.65 bn | 4.41 bn principal | 2.87 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 3.59 bn | 3.80 bn principal | 2.82 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 3.54 bn | 3.52 bn principal | 2.78 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 3.33 bn | 3.63 bn principal | 2.62 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 2.80 bn | 3.15 bn principal | 2.20 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 2.79 bn | 2.95 bn principal | 2.19 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/24 0.125 | 2.25 bn | 2.30 bn principal | 1.77 | Debt | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 1.92 bn | 1.91 bn principal | 1.51 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/24 0.625 | 1.88 bn | 1.89 bn principal | 1.47 | Debt | Long | USA |
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH | 1.76 bn | 1.00 contracts | 1.38 | Interest rate derivative | N/A | USA |
TSY INFL IX N/B 10/24 0.125 | 1.51 bn | 1.56 bn principal | 1.19 | Debt | Long | USA |
TSY INFL IX N/B 07/29 0.25 | 1.33 bn | 1.50 bn principal | 1.05 | Debt | Long | USA |
IRS EUR 0.50000 06/17/20-30Y LCH | 1.29 bn | 1.00 contracts | 1.01 | Interest rate derivative | N/A | N/A |
TSY INFL IX N/B 07/30 0.125 | 1.24 bn | 1.43 bn principal | 0.97 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 A1 144A | 1.18 bn | 1.31 bn principal | 0.92 | ABS-mortgage backed security | Long | USA |
DURHAM MORTGAGES DRHM 2018 BA AR 144A | 1.16 bn | 949.20 mm principal | 0.91 | ABS-mortgage backed security | Long | UK |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP4 A1 144A | 1.15 bn | 1.40 bn principal | 0.90 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/24 0.5 | 1.09 bn | 1.11 bn principal | 0.85 | Debt | Long | USA |
GROSVENOR SQUARE RMBS PLC GVSQR 2023 1A A 144A | 1.06 bn | 870.07 mm principal | 0.84 | ABS-mortgage backed security | Long | UK |
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 1.00 bn | 1.16 bn principal | 0.79 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.90 05/18/22-10Y LCH | 972.72 mm | 1.00 contracts | 0.76 | Interest rate derivative | N/A | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP1 PT 144A | 958.92 mm | 1.20 bn principal | 0.75 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 03/29 2.375 | 936.24 mm | 1.05 bn principal | 0.74 | Debt | Long | USA |
TSY INFL IX N/B 07/32 0.625 | 921.64 mm | 1.06 bn principal | 0.72 | Debt | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 889.47 mm | 924.66 mm principal | 0.70 | Debt | Long | USA |
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 | 870.37 mm | 16.01 bn principal | 0.68 | Debt | Long | South Africa |
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL3 PT 144A | 848.69 mm | 941.04 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/33 1.375 | 794.62 mm | 858.68 mm principal | 0.62 | Debt | Long | USA |
RFRF USD SF+26.161/0.9* 9/11/23-27Y* CME | 737.64 mm | 1.00 contracts | 0.58 | Interest rate derivative | N/A | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP5 A1 144A | 730.02 mm | 834.57 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A | 710.10 mm | 711.91 mm principal | 0.56 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 SPL1 PT 144A | 691.44 mm | 720.14 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP3 PT 144A | 685.49 mm | 857.18 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
ENVISION HEALTHCARE CORPRTION 2022 TERM LOAN | 675.73 mm | 566.65 mm principal | 0.53 | Loan | Long | USA |
GNMA II TBA 30 YR 4 JUMBOS | 665.98 mm | 738.60 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP2 PT 144A | 643.44 mm | 810.37 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP6 A1 144A | 642.66 mm | 750.08 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 A1 144A | 631.55 mm | 684.08 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 08/45 2.875 | 621.74 mm | 858.04 mm principal | 0.49 | Debt | Long | USA |
POSEIDON BIDCO SASU EUR TERM LOAN B | 609.97 mm | 575.50 mm principal | 0.48 | Loan | Long | UK |
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 | 604.30 mm | 603.54 mm principal | 0.47 | Debt | Long | Italy |
RFRF USD SF+26.161/0.90 9/12/23-26Y* CME | 597.53 mm | 1.00 contracts | 0.47 | Interest rate derivative | N/A | USA |
RFRF USD SF+26.161/0.70 12/14/21-3Y LCH | 593.54 mm | 1.00 contracts | 0.47 | Interest rate derivative | N/A | USA |
FED HM LN PC POOL SD8244 FR 09/52 FIXED 4 | 591.76 mm | 663.95 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
AVON FINANCE AVON 3A A 144A | 583.97 mm | 479.08 mm principal | 0.46 | ABS-mortgage backed security | Long | UK |
RFRF USD SF+26.161/0.80 12/14/21-3Y LCH | 577.47 mm | 1.00 contracts | 0.45 | Interest rate derivative | N/A | USA |
US TREASURY N/B 05/44 3.375 | 568.67 mm | 712.35 mm principal | 0.45 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP3 PT 144A | 526.29 mm | 655.72 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
ROUNDSTONE SECURITIES RNST 1A A 144A | 523.50 mm | 495.73 mm principal | 0.41 | ABS-mortgage backed security | Long | Ireland |
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 | 515.68 mm | 579.84 mm principal | 0.40 | Debt | Long | Luxembourg |
RFR USD SOFR/3.50000 05/22/23-10Y LCH | 514.44 mm | 1.00 contracts | 0.40 | Interest rate derivative | N/A | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL2 PT 144A | 506.52 mm | 609.85 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP3 A1 144A | 504.95 mm | 586.76 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/1.75000 06/15/22-7Y LCH | 500.09 mm | 1.00 contracts | 0.39 | Interest rate derivative | N/A | USA |
GNMA II TBA 30 YR 4.5 JUMBOS | 500.08 mm | 540.92 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD7543 FR 08/51 FIXED 2.5 | 492.04 mm | 611.57 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 A1 144A | 487.05 mm | 529.23 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
CHESTER A CESTR 1 AA A 144A | 482.99 mm | 394.84 mm principal | 0.38 | ABS-mortgage backed security | Long | UK |
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A | 478.43 mm | 474.76 mm principal | 0.38 | ABS-other | Long | USA |
US TREASURY N/B 08/43 4.375 | 461.62 mm | 494.70 mm principal | 0.36 | Debt | Long | USA |
US TREASURY N/B 11/44 3 | 459.81 mm | 615.85 mm principal | 0.36 | Debt | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2023 NQM1 PT 144A | 442.15 mm | 437.68 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/49 1 | 436.31 mm | 590.26 mm principal | 0.34 | Debt | Long | USA |
SOFTBANK VISION FUND II FIXED TERM LOAN | 430.04 mm | 459.97 mm principal | 0.34 | Loan | Long | UK |
RFR USD SOFR/3.00000 06/21/23-7Y LCH | 427.57 mm | 1.00 contracts | 0.34 | Interest rate derivative | N/A | USA |
FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE | 426.77 mm | 471.78 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 02/44 3.625 | 411.59 mm | 494.81 mm principal | 0.32 | Debt | Long | USA |
US TREASURY N/B 08/43 3.625 | 400.96 mm | 480.38 mm principal | 0.31 | Debt | Long | USA |
RFR USD SOFR/2.00000 12/21/22-10Y CME | 398.38 mm | 1.00 contracts | 0.31 | Interest rate derivative | N/A | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2023 RP2 PT 144A | 394.04 mm | 453.30 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 11/46 2.875 | 389.94 mm | 542.70 mm principal | 0.31 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL5 A1 144A | 389.68 mm | 417.67 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA4783 FN 10/52 FIXED 4 | 380.11 mm | 426.38 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR | 371.59 mm | 381.44 mm shares | 0.29 | Preferred equity | Long | Netherlands |
US TREASURY N/B 08/44 3.125 | 365.91 mm | 478.71 mm principal | 0.29 | Debt | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 352.79 mm | 369.78 mm principal | 0.28 | Debt | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL2 A1 144A | 350.63 mm | 376.68 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL7 A1 144A | 347.77 mm | 377.56 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
RFR GBP SONIO/0.75000 09/21/22-30Y LCH | 346.89 mm | 1.00 contracts | 0.27 | Interest rate derivative | N/A | UK |
IRS EUR 0.25000 06/17/20-30Y LCH | 346.10 mm | 1.00 contracts | 0.27 | Interest rate derivative | N/A | N/A |
LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 B 144A | 340.47 mm | 363.59 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
VICI VICI Properties Inc | 338.29 mm | 11.63 mm shares | 0.27 | Common equity | Long | USA |
RFRF USD SF+26.161/0.6* 07/15/23-7Y CME | 331.99 mm | 1.00 contracts | 0.26 | Interest rate derivative | N/A | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP4 PT 144A | 328.45 mm | 421.17 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B1 144A | 328.17 mm | 423.16 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
FNMA POOL FM0076 FN 03/50 FIXED VAR | 326.78 mm | 390.91 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 INV2 PT 144A | 324.54 mm | 408.07 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL1 PT 144A | 319.83 mm | 379.79 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 RP2 A1 144A | 314.25 mm | 355.29 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
IRS EUR -0.26000 03/18/20-5Y LCH | 313.35 mm | 1.00 contracts | 0.25 | Interest rate derivative | N/A | N/A |
GS MORTGAGE BACKED SECURITIES GSMBS 2023 RPL2 PT 144A | 311.84 mm | 382.69 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL1 A1 144A | 311.26 mm | 362.13 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CMLTI 2023 A PT 144A | 310.26 mm | 391.71 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/28 0.75 | 307.45 mm | 330.27 mm principal | 0.24 | Debt | Long | USA |
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 | 306.76 mm | 412.74 mm principal | 0.24 | Debt | Long | Mexico |
PCG+A Pacific Gas & Electric Co. | 306.49 mm | 346.52 mm principal | 0.24 | Debt | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1A 144A | 304.16 mm | 316.50 mm principal | 0.24 | ABS-other | Long | USA |
US TREASURY N/B 11/43 3.75 | 301.60 mm | 355.21 mm principal | 0.24 | Debt | Long | USA |
GNMA II TBA 30 YR 5 JUMBOS | 297.94 mm | 314.40 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/1.75000 12/21/22-30Y CME | 295.30 mm | 1.00 contracts | 0.23 | Interest rate derivative | N/A | USA |
RFR USD SOFR/3.70000 06/06/23-10Y LCH | 290.72 mm | 1.00 contracts | 0.23 | Interest rate derivative | N/A | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A | 285.01 mm | 286.83 mm principal | 0.22 | ABS-other | Long | USA |
IRS EUR 0.83000 12/09/42-10Y LCH | 281.77 mm | 1.00 contracts | 0.22 | Interest rate derivative | N/A | N/A |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B2 144A | 280.90 mm | 423.16 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
REPUBLIC OF TURKEY SR UNSECURED 03/25 4.25 | 279.54 mm | 292.10 mm principal | 0.22 | Debt | Long | Turkey |
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL8 A1 144A | 279.09 mm | 335.88 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
PROTEUS RMBS DAC PROTE 1A AR 144A | 277.65 mm | 260.40 mm principal | 0.22 | ABS-mortgage backed security | Long | Ireland |
RFR USD SOFR/2.00000 12/21/22-7Y CME | 272.93 mm | 1.00 contracts | 0.21 | Interest rate derivative | N/A | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A | 269.94 mm | 290.66 mm principal | 0.21 | ABS-other | Long | USA |
KENTMERE KMR 1A A 144A | 269.92 mm | 221.56 mm principal | 0.21 | ABS-mortgage backed security | Long | UK |
TSY INFL IX N/B 02/53 1.5 | 265.76 mm | 320.85 mm principal | 0.21 | Debt | Long | USA |
FNMA POOL BM2002 FN 10/47 FIXED VAR | 261.95 mm | 288.42 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 3.5 JUMBOS | 254.44 mm | 290.40 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 4 JUMBOS | 254.00 mm | 281.89 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE NEW YORK SR UNSECURED 02/28 7.5 | 253.74 mm | 242.45 mm principal | 0.20 | Debt | Long | Switzerland |
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH | 253.26 mm | 1.00 contracts | 0.20 | Interest rate derivative | N/A | Japan |
FNMA POOL FM3241 FN 03/50 FIXED VAR | 246.10 mm | 294.33 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
REPUBLIC OF TURKEY SR UNSECURED 04/29 7.625 | 243.58 mm | 253.32 mm principal | 0.19 | Debt | Long | Turkey |
WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 241.77 mm | 197.98 mm principal | 0.19 | ABS-mortgage backed security | Long | UK |
RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625 | 239.45 mm | 350.80 mm principal | 0.19 | Debt | Long | Russian Federation |
RFRF USD SF+26.161/0.60 12/14/21-3Y LCH | 236.26 mm | 1.00 contracts | 0.19 | Interest rate derivative | N/A | USA |
BARCLAYS MORTGAGE LOAN TRUST BARC 2023 NQM2 PT 144A | 235.62 mm | 235.33 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 233.86 mm | 313.20 mm principal | 0.18 | Debt | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP5 PT 144A | 232.26 mm | 287.49 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
WM MORRISON EUR TERM LOAN B1 | 230.14 mm | 231.30 mm principal | 0.18 | Loan | Long | UK |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL4 PT 144A | 227.03 mm | 257.19 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
MEXICAN UDIBONOS BONDS 11/31 2.75 | 223.25 mm | 4.64 bn principal | 0.18 | Debt | Long | Mexico |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D A1B 144A | 220.15 mm | 218.32 mm principal | 0.17 | ABS-other | Long | USA |
DAVIS SQUARE FUNDING LTD DVSQ 2005 5A A1A 144A | 217.57 mm | 584.51 mm principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REPUBLIC OF TURKEY SR UNSECURED 03/30 5.25 | 216.02 mm | 258.92 mm principal | 0.17 | Debt | Long | Turkey |
NRPL TRUST SERIES NRPL 2019 1A PT 144A | 215.98 mm | 258.55 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL2 PT 144A | 214.84 mm | 245.46 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625 | 214.56 mm | 249.78 mm principal | 0.17 | Debt | Long | USA |
US TREASURY N/B 02/43 3.125 | 214.20 mm | 276.60 mm principal | 0.17 | Debt | Long | USA |
INTELSAT EMERGENCE SA COMMON STOCK
|
213.99 mm | 7.98 mm shares | 0.17 | Common equity | Long | Luxembourg |
Credit Suisse Group AG | 210.45 mm | 212.80 mm principal | 0.17 | Debt | Long | Switzerland |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP1 PT 144A | 204.38 mm | 226.41 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL1 B4W 144A | 203.71 mm | 273.72 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 203.57 mm | 218.78 mm principal | 0.16 | Debt | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 B PT 144A | 202.75 mm | 241.33 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
SCURALPHA 1503 GMBH USD TERM LOAN B1 | 201.20 mm | 215.57 mm principal | 0.16 | Loan | Long | Germany |
GNMA II TBA 30 YR 3.5 JUMBOS | 196.49 mm | 224.30 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP11 PT 144A | 195.98 mm | 237.05 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B1 144A | 195.41 mm | 237.52 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75 | 195.05 mm | 213.30 mm principal | 0.15 | Debt | Long | UK |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP10 A1 144A | 191.81 mm | 200.49 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/42 0.75 | 191.49 mm | 252.51 mm principal | 0.15 | Debt | Long | USA |
KIRKBY RMBS KIRK 1A A 144A | 191.03 mm | 162.03 mm principal | 0.15 | ABS-mortgage backed security | Long | UK |
SOFI ALTERNATIVE TRUST SAT 2020 A A 144A | 190.94 mm | 211.69 mm principal | 0.15 | ABS-other | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV2 A3A 144A | 187.28 mm | 245.52 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 | 183.30 mm | 212.40 mm principal | 0.14 | Debt | Long | Japan |
GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL2 A1 144A | 183.06 mm | 209.32 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
RFR GBP SONIO/0.75000 09/21/22-10Y LCH | 177.60 mm | 1.00 contracts | 0.14 | Interest rate derivative | N/A | UK |
PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A | 176.20 mm | 176.20 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TSY INFL IX N/B 02/48 1 | 175.20 mm | 235.16 mm principal | 0.14 | Debt | Long | USA |
TRALEE CLO LTD TRAL 2017 4A A 144A | 173.14 mm | 173.07 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL3 A1 144A | 172.56 mm | 176.21 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RP12 B2 144A | 171.80 mm | 237.52 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR | 171.54 mm | 1.23 mm shares | 0.13 | Preferred equity | Long | UK |
RFR USD SOFR/1.00000 06/15/22-5Y CME | 169.63 mm | 1.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B1 144A | 169.45 mm | 178.64 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25 | 166.37 mm | 455.80 mm principal | 0.13 | Debt | Long | Russian Federation |
NatWest Markets Plc | 165.70 mm | 177.65 mm principal | 0.13 | Debt | Long | UK |
EUCALYPTUS MORTGAGES 2022 10/50 1 | 165.47 mm | 169.15 mm principal | 0.13 | Debt | Long | UK |
CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP11 1A1 144A | 163.62 mm | 175.41 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN | 163.19 mm | 215.68 mm principal | 0.13 | Loan | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL5 B2 144A | 159.79 mm | 178.64 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 156.91 mm | 176.65 mm principal | 0.12 | Debt | Long | USA |
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 | 155.89 mm | 157.05 mm principal | 0.12 | Debt | Long | USA |
FED HM LN PC POOL SD8256 FR 10/52 FIXED 4 | 154.44 mm | 173.26 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 153.91 mm | 157.35 mm principal | 0.12 | Debt | Long | UK |
PG+E WILDFIRE RECOVERY SR SECURED 12/49 4.451 | 153.19 mm | 186.92 mm principal | 0.12 | Debt | Long | USA |
NRPL TRUST SERIES NRPL 2023 RPL1 PT 144A | 152.99 mm | 182.15 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
TRUPS FINANCIALS NOTE SECURITI TFINS 2018 1A A1 144A | 152.91 mm | 158.05 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CHESTER A CESTR 1 AA B 144A | 152.74 mm | 125.54 mm principal | 0.12 | ABS-mortgage backed security | Long | UK |
FNMA POOL FM3952 FN 07/50 FIXED VAR | 152.26 mm | 182.16 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
BCS Barclays plc | 152.19 mm | 160.55 mm principal | 0.12 | Debt | Long | UK |
AMSURG LLC 2022 REVOLVER | 150.57 mm | 150.57 mm principal | 0.12 | Loan | Long | USA |
SOLD GBP BOUGHT USD 20231003
BNP PARIBAS
|
149.49 mm | 1.00 contracts | 0.12 | DFE | N/A | UK |
Credit Suisse Group AG | 149.32 mm | 149.39 mm principal | 0.12 | Debt | Long | Switzerland |
RIPON MORTGAGES PLC RIPON 1RA B 144A | 149.30 mm | 123.88 mm principal | 0.12 | ABS-mortgage backed security | Long | UK |
TSY INFL IX N/B 02/47 0.875 | 149.24 mm | 204.39 mm principal | 0.12 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL2 B1 144A | 149.18 mm | 186.01 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
LEGACY MORTGAGE ASSET TRUST LMAT 2018 RPL4 PT 144A | 149.14 mm | 175.50 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
NATWEST GROUP PLC SR UNSECURED 05/30 VAR | 147.60 mm | 163.40 mm principal | 0.12 | Debt | Long | UK |
CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL6 B3 144A | 146.24 mm | 413.30 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 145.60 mm | 164.66 mm principal | 0.11 | Debt | Long | USA |
RUSSIA GOVT BOND OFZ BONDS 11/25 7.15 | 145.23 mm | 34.18 bn principal | 0.11 | Debt | Long | Russian Federation |
CORSAIR INTERNATIONAL UNSECURED REGS 01/27 VAR | 144.70 mm | 137.90 mm principal | 0.11 | Debt | Long | Jersey |
GNMA II TBA 30 YR 4.5 JUMBOS | 142.77 mm | 154.54 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 RP1 A1 144A | 142.34 mm | 160.44 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
CHESTER A CESTR 1 AA C 144A | 141.08 mm | 116.57 mm principal | 0.11 | ABS-mortgage backed security | Long | UK |
CVNA Carvana Co. - Ordinary Shares | 140.85 mm | 179.68 mm principal | 0.11 | Debt | Long | USA |