Fund profile
Tickers
PGSIX, PGSBX, PGVCX, PGVRX, PUSYX
Fund manager
Total assets
$1.01 bn
Liabilities
$581.22 mm
Net assets
$426.61 mm
Number of holdings
472.00
Top 200 of 472 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
GOVERNMENT FUTURES | 111.81 mm | 543.00 contracts | 26.21 | Interest rate derivative | N/A | USA |
FNMA TBA | 84.22 mm | 103.00 mm principal | 19.74 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 77.62 mm | 76.40 mm principal | 18.19 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 67.29 mm | 79.00 mm principal | 15.77 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 41.31 mm | 45.00 mm principal | 9.68 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 29.21 mm | 33.00 mm principal | 6.85 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 29.14 mm | 29.00 mm principal | 6.83 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 28.39 mm | 30.00 mm principal | 6.66 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 25.22 mm | 26.00 mm principal | 5.91 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 21.81 mm | 21.81 mm shares | 5.11 | Short-term investment vehicle | Long | USA |
GNMA TBA | 21.02 mm | 24.00 mm principal | 4.93 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 19.48 mm | 23.00 mm principal | 4.57 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 17.21 mm | 19.00 mm principal | 4.03 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 16.83 mm | 17.00 mm principal | 3.95 | ABS-mortgage backed security | Long | USA |
SHORT TERM INV FUND | 16.48 mm | 16.48 mm shares | 3.86 | Short-term investment vehicle | Long | USA |
GNMA TBA | 16.24 mm | 17.00 mm principal | 3.81 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 16.13 mm | 18.00 mm principal | 3.78 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 13.04 mm | 14.00 mm principal | 3.06 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 12.07 mm | 12.00 mm principal | 2.83 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 11.72 mm | 12.00 mm principal | 2.75 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 9.58 mm | 11.00 mm principal | 2.25 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 8.30 mm | 9.00 mm principal | 1.95 | ABS-mortgage backed security | Long | USA |
CORP CMO | 5.68 mm | 4.52 mm principal | 1.33 | ABS-collateralized bond/debt obligation | Long | USA |
Interest Rate Swap | 5.63 mm | 184.53 mm contracts | 1.32 | Interest rate derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 5.60 mm | 5.76 mm principal | 1.31 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 5.31 mm | 29.13 mm principal | 1.25 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 4.97 mm | 5.00 mm principal | 1.16 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 4.36 mm | 370.00 mm contracts | 1.02 | Interest rate derivative | N/A | USA |
FNMA CMO IO | 4.04 mm | 21.60 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 3.85 mm | 27.49 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 3.77 mm | 4.00 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.63 mm | 3.46 mm principal | 0.85 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.56 mm | 3.28 mm principal | 0.84 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.47 mm | 3.10 mm principal | 0.81 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.42 mm | 2.65 mm principal | 0.80 | ABS-collateralized bond/debt obligation | Long | USA |
ASSET BACKED SECURITY | 3.41 mm | 3.64 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.41 mm | 3.19 mm principal | 0.80 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.28 mm | 2.82 mm principal | 0.77 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 3.14 mm | 18.50 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 3.12 mm | 3.62 mm principal | 0.73 | ABS-mortgage backed security | Long | USA |
CORP CMO | 3.09 mm | 3.05 mm principal | 0.72 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 3.08 mm | 3.01 mm principal | 0.72 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 3.08 mm | 55.21 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
GNMA TBA | 3.05 mm | 3.00 mm principal | 0.71 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.94 mm | 40.17 mm principal | 0.69 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.80 mm | 2.71 mm principal | 0.66 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.78 mm | 2.79 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 2.77 mm | 2.92 mm principal | 0.65 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.76 mm | 5.09 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | USA |
ASSET BACKED SECURITY | 2.71 mm | 2.87 mm principal | 0.63 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.60 mm | 2.11 mm principal | 0.61 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 2.50 mm | 45.06 mm principal | 0.59 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.49 mm | 2.67 mm principal | 0.58 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.41 mm | 2.82 mm principal | 0.57 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.38 mm | 2.24 mm principal | 0.56 | ABS-collateralized bond/debt obligation | Long | USA |
Interest Rate Swap | 2.37 mm | 215.93 mm contracts | 0.56 | Interest rate derivative | N/A | USA |
GNMA CMO IO | 2.26 mm | 17.54 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 2.22 mm | 15.46 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.21 mm | 1.93 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | USA |
U.S. T BILLS | 2.17 mm | 2.20 mm principal | 0.51 | Debt | Long | USA |
U.S. T. NOTE | 2.17 mm | 2.66 mm principal | 0.51 | Debt | Long | USA |
GNMA CMO IO | 2.12 mm | 45.24 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.12 mm | 2.29 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.11 mm | 2.11 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | USA |
FNMA TBA | 2.05 mm | 2.00 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
CORP CMO | 2.03 mm | 2.01 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 2.01 mm | 2.43 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 2.00 mm | 10.35 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.98 mm | 1.89 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
FHLMC CMO IO | 1.98 mm | 10.57 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.97 mm | 2.21 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.95 mm | 3.36 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.94 mm | 1.83 mm principal | 0.46 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.93 mm | 1.75 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.93 mm | 32.43 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FNMA TBA | 1.93 mm | 2.00 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.93 mm | 11.17 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.92 mm | 2.55 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.88 mm | 14.84 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
ASSET BACKED SECURITY | 1.82 mm | 2.09 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.81 mm | 2.42 mm principal | 0.43 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.72 mm | 2.06 mm principal | 0.40 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.70 mm | 11.06 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.68 mm | 2.61 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.66 mm | 2.56 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.66 mm | 1.63 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.64 mm | 12.23 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.64 mm | 13.23 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.63 mm | 2.04 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.57 mm | 2.41 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.56 mm | 1.81 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.56 mm | 1.73 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
SWAPTION | 1.56 mm | 66.16 mm contracts | 0.36 | Interest rate derivative | N/A | USA |
FHLMC CMO IO | 1.56 mm | 7.21 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.55 mm | 1.88 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.55 mm | 47.58 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.54 mm | 1.70 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.54 mm | 1.82 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.51 mm | 1.57 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.49 mm | 2.02 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 1.49 mm | 3.89 mm contracts | 0.35 | Credit derivative | N/A | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.48 mm | 2.33 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.47 mm | 2.16 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GOVT CMO | 1.47 mm | 1.63 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.45 mm | 1.62 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.45 mm | 1.74 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.45 mm | 2.31 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.44 mm | 3.26 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.44 mm | 22.75 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.43 mm | 2.31 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.42 mm | 37.62 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.42 mm | 1.82 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.40 mm | 1.94 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.40 mm | 1.82 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.39 mm | 1.41 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 1.37 mm | 1.38 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.37 mm | 35.32 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.36 mm | 1.82 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 1.36 mm | 3.55 mm contracts | 0.32 | Credit derivative | N/A | USA |
Mortgage Backed Swap Basket Index | 1.34 mm | 3.52 mm contracts | 0.32 | Credit derivative | N/A | USA |
GNMA CMO IO | 1.34 mm | 18.92 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.34 mm | 8.14 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.33 mm | 1.33 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.32 mm | 1.52 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.30 mm | 2.22 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.30 mm | 1.78 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.29 mm | 8.23 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.29 mm | 1.40 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.29 mm | 1.57 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.27 mm | 1.29 mm principal | 0.30 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.27 mm | 1.91 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.25 mm | 1.41 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.24 mm | 1.79 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.22 mm | 1.36 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.22 mm | 1.66 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.22 mm | 2.03 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.22 mm | 9.36 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.21 mm | 1.32 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.20 mm | 1.26 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.19 mm | 9.27 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.19 mm | 1.30 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GOVT CMO | 1.18 mm | 1.14 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.17 mm | 14.07 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.16 mm | 9.81 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.16 mm | 916.00 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.15 mm | 1.86 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.15 mm | 1.77 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FNMA CMO IO | 1.15 mm | 7.30 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.14 mm | 1.07 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.13 mm | 18.04 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.13 mm | 7.79 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.12 mm | 1.29 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.11 mm | 1.66 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.11 mm | 1.70 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.11 mm | 1.37 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.11 mm | 1.00 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.10 mm | 5.82 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.09 mm | 1.19 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.08 mm | 1.24 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Mortgage Backed Swap Basket Index | 1.08 mm | 4.63 mm contracts | 0.25 | Credit derivative | N/A | USA |
GNMA CMO IO | 1.08 mm | 1.08 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Interest Rate Swap | 1.08 mm | 21.44 mm contracts | 0.25 | Interest rate derivative | N/A | USA |
FNMA CMO IO | 1.07 mm | 7.71 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.07 mm | 8.00 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.07 mm | 1.68 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.07 mm | 1.24 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.06 mm | 1.44 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.06 mm | 1.06 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | USA |
GNMA CMO IO | 1.06 mm | 7.95 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.04 mm | 1.55 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.03 mm | 1.45 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.03 mm | 5.17 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.03 mm | 5.17 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.02 mm | 1.84 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 1.02 mm | 7.82 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 1.01 mm | 1.01 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
CORP CMO | 1.01 mm | 1.13 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | USA |
U.S. T. NOTE | 1.01 mm | 1.17 mm principal | 0.24 | Debt | Long | USA |
FNMA CMO IO | 996.55 k | 6.23 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 990.55 k | 1.30 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 990.52 k | 1.82 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 990.39 k | 11.07 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 989.99 k | 10.70 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 989.06 k | 4.76 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 984.21 k | 1.08 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 983.21 k | 4.97 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CORP CMO | 980.47 k | 1.18 mm principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
CORP CMO | 965.64 k | 913.32 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 962.99 k | 1.98 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
CORP CMO | 956.80 k | 1.00 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Bermuda |
SWAPTION | 949.99 k | 41.94 mm contracts | 0.22 | Interest rate derivative | N/A | USA |
FHLMC CMO IO | 949.13 k | 8.96 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 948.03 k | 5.44 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 947.80 k | 12.61 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 936.78 k | 1.83 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 928.88 k | 1.00 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
FHLMC CMO IO | 923.54 k | 7.24 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
COMMERCIAL MORTGAGE BACKED SECURITIES | 922.09 k | 2.29 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 915.05 k | 17.17 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
GNMA CMO IO | 905.51 k | 4.84 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |