Fund profile
Tickers
PFIIX, PFIAX, PFNCX, PFTPX, PFNIX, PLDCX
Fund manager
Total assets
$16.53 bn
Liabilities
$8.05 bn
Net assets
$8.48 bn
Number of holdings
1.93 k
Top 200 of 1926 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 604.15 mm | 701.80 mm principal | 7.13 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 572.16 mm | 580.00 mm principal | 6.75 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 485.81 mm | 545.04 mm principal | 5.73 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 PT 144A | 288.15 mm | 338.48 mm principal | 3.40 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 285.10 mm | 295.00 mm principal | 3.36 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 266.28 mm | 289.90 mm principal | 3.14 | ABS-mortgage backed security | Long | USA |
PARIBAS REPO | 257.80 mm | 257.80 mm principal | 3.04 | Repurchase agreement | Long | USA |
FNMA POOL MA4624 FN 06/52 FIXED 3 | 241.69 mm | 291.69 mm principal | 2.85 | ABS-mortgage backed security | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 PT 144A | 207.37 mm | 248.11 mm principal | 2.45 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | 177.23 mm | 213.98 mm principal | 2.09 | ABS-mortgage backed security | Long | USA |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 171.90 mm | 17.68 mm principal | 2.03 | Short-term investment vehicle | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 170.17 mm | 180.30 mm principal | 2.01 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/24 0.625 | 160.03 mm | 161.58 mm principal | 1.89 | Debt | Long | USA |
FED HM LN PC POOL RA4240 FR 01/51 FIXED 2.5 | 152.82 mm | 191.05 mm principal | 1.80 | ABS-mortgage backed security | Long | USA |
GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A1 144A | 150.37 mm | 166.36 mm principal | 1.77 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/24 0.125 | 138.98 mm | 142.27 mm principal | 1.64 | Debt | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 138.05 mm | 137.50 mm principal | 1.63 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.3* 05/18/22-5Y LCH | 135.73 mm | 1.00 contracts | 1.60 | Interest rate derivative | N/A | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 129.39 mm | 128.80 mm principal | 1.53 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 121.22 mm | 136.14 mm principal | 1.43 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.90 05/18/22-10Y LCH | 120.39 mm | 1.00 contracts | 1.42 | Interest rate derivative | N/A | USA |
TSY INFL IX N/B 10/24 0.125 | 107.06 mm | 110.43 mm principal | 1.26 | Debt | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 96.53 mm | 99.90 mm principal | 1.14 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA5107 FN 08/53 FIXED 5.5 | 94.79 mm | 98.00 mm principal | 1.12 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 04/24 0.5 | 93.96 mm | 95.63 mm principal | 1.11 | Debt | Long | USA |
RFR USD SOFR/1.75000 06/15/22-30Y LCH | 85.34 mm | 1.00 contracts | 1.01 | Interest rate derivative | N/A | USA |
TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A | 82.79 mm | 91.54 mm principal | 0.98 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.70 8/01/23-29Y* CME | 81.61 mm | 1.00 contracts | 0.96 | Interest rate derivative | N/A | USA |
TSY INFL IX N/B 07/32 0.625 | 78.44 mm | 89.96 mm principal | 0.93 | Debt | Long | USA |
GNMA II TBA 30 YR 3.5 JUMBOS | 73.34 mm | 83.70 mm principal | 0.87 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8360 FR 09/53 FIXED 4.5 | 72.79 mm | 79.21 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA5011 FN 05/53 FIXED 6 | 72.61 mm | 73.51 mm principal | 0.86 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 4.5 JUMBOS | 67.95 mm | 73.50 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 5 JUMBOS | 67.76 mm | 71.50 mm principal | 0.80 | ABS-mortgage backed security | Long | USA |
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 | 66.32 mm | 1.22 bn principal | 0.78 | Debt | Long | South Africa |
TRANSDIGM INC 2023 TERM LOAN I | 65.44 mm | 65.33 mm principal | 0.77 | Loan | Long | USA |
FNMA POOL CB3265 FN 04/52 FIXED 3 | 63.46 mm | 76.56 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
Legacy Lifepoint Health, Inc. | 62.81 mm | 64.78 mm principal | 0.74 | Debt | Long | USA |
TSY INFL IX N/B 07/31 0.125 | 60.99 mm | 71.79 mm principal | 0.72 | Debt | Long | USA |
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A | 58.96 mm | 59.41 mm principal | 0.70 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/29 0.25 | 56.99 mm | 63.93 mm principal | 0.67 | Debt | Long | USA |
CIM TRUST CIM 2022 R3 A1 144A | 56.03 mm | 59.94 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 04/25 2.95 | 54.00 mm | 65.90 mm principal | 0.64 | Debt | Long | UK |
BASTILLE FUNDING BAST 2020 3A A 144A | 52.05 mm | 50.00 mm principal | 0.61 | ABS-collateralized bond/debt obligation | Long | Ireland |
GS MORTGAGE SECURITIES TRUST GSMS 2018 HULA E 144A | 51.83 mm | 52.94 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 NPL3 A1 144A | 50.74 mm | 52.15 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/3.25830 03/31/23-7Y* CME | 50.12 mm | 1.00 contracts | 0.59 | Interest rate derivative | N/A | USA |
RFR USD SOFR/2.00000 12/21/22-10Y CME | 49.92 mm | 1.00 contracts | 0.59 | Interest rate derivative | N/A | USA |
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 | 46.59 mm | 46.53 mm principal | 0.55 | Debt | Long | Italy |
FNMA POOL MA5072 FN 07/53 FIXED 5.5 | 45.09 mm | 46.62 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA4129 FN 09/40 FIXED 2.5 | 42.31 mm | 50.74 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
LAURELIN BV LAUR 2016 1A ARR 144A | 42.23 mm | 40.50 mm principal | 0.50 | ABS-collateralized bond/debt obligation | Long | Ireland |
POSEIDON BIDCO SASU EUR TERM LOAN B | 42.18 mm | 39.80 mm principal | 0.50 | Loan | Long | UK |
SLM STUDENT LOAN TRUST SLMA 2012 5 A3 | 42.09 mm | 42.56 mm principal | 0.50 | ABS-other | Long | USA |
SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/99 VAR | 41.95 mm | 35.31 mm principal | 0.49 | Debt | Long | UK |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A | 41.48 mm | 45.61 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 41.22 mm | 41.70 mm principal | 0.49 | Debt | Long | USA |
PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25 | 41.01 mm | 44.28 mm principal | 0.48 | Debt | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 39.91 mm | 42.30 mm principal | 0.47 | ABS-mortgage backed security | Long | USA |
TRANSDIGM INC 2022 TERM LOAN H | 37.86 mm | 37.76 mm principal | 0.45 | Loan | Long | USA |
ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 2A A 144A | 36.06 mm | 36.80 mm principal | 0.43 | ABS-other | Long | USA |
FNMA POOL BV9924 FN 06/52 FIXED 3.5 | 35.96 mm | 41.72 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
HILDENE CLO HITR 2019 2A A1 144A | 35.57 mm | 36.57 mm principal | 0.42 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PCG+A Pacific Gas & Electric Co. | 34.81 mm | 35.00 mm principal | 0.41 | Debt | Long | USA |
TSY INFL IX N/B 01/29 0.875 | 34.76 mm | 37.45 mm principal | 0.41 | Debt | Long | USA |
Credit Suisse Group AG | 33.84 mm | 33.85 mm principal | 0.40 | Debt | Long | Switzerland |
ENVISION HEALTHCARE CORPRTION 2022 TERM LOAN | 33.41 mm | 28.02 mm principal | 0.39 | Loan | Long | USA |
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A2 | 32.76 mm | 34.59 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
FNMA POOL FM5035 FN 07/50 FIXED VAR | 32.62 mm | 36.08 mm principal | 0.38 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/30 0.125 | 32.32 mm | 37.27 mm principal | 0.38 | Debt | Long | USA |
FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5 | 31.11 mm | 32.16 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
DBWF MORTGAGE TRUST DBWF 2018 GLKS D 144A | 30.40 mm | 30.81 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875 | 30.20 mm | 31.84 mm principal | 0.36 | Debt | Long | Italy |
FED HM LN PC POOL QE4621 FR 06/52 FIXED 3.5 | 29.69 mm | 34.47 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
SOCIETE GENERALE SR UNSECURED 144A 01/27 VAR | 29.00 mm | 29.00 mm principal | 0.34 | Debt | Long | France |
RFR USD SOFR/1.75000 06/15/22-30Y CME | 28.75 mm | 1.00 contracts | 0.34 | Interest rate derivative | N/A | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1 | 27.50 mm | 39.75 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 NPL2 A1 144A | 27.41 mm | 28.13 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
MAGNETITE CLO LTD MAGNE 2023 39A A | 26.90 mm | 26.90 mm principal | 0.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 | 26.64 mm | 26.84 mm principal | 0.31 | Debt | Long | USA |
ARES EURO CLO ARESE 14A A 144A | 26.13 mm | 24.95 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Ireland |
CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A | 25.45 mm | 27.66 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 | 24.27 mm | 27.29 mm principal | 0.29 | Debt | Long | Luxembourg |
WM MORRISON EUR TERM LOAN B1 | 24.06 mm | 24.18 mm principal | 0.28 | Loan | Long | UK |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A | 23.77 mm | 24.52 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/3.70000 06/06/23-10Y LCH | 23.74 mm | 1.00 contracts | 0.28 | Interest rate derivative | N/A | USA |
PCG+A Pacific Gas & Electric Co. | 23.70 mm | 25.47 mm principal | 0.28 | Debt | Long | USA |
RFR USD SOFR/2.00000 12/21/22-7Y CME | 23.36 mm | 1.00 contracts | 0.28 | Interest rate derivative | N/A | USA |
MEXICAN UDIBONOS BONDS 11/31 2.75 | 23.30 mm | 483.79 mm principal | 0.27 | Debt | Long | Mexico |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1 | 23.02 mm | 24.29 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 22.99 mm | 28.90 mm principal | 0.27 | Debt | Long | USA |
REPUBLIC OF TURKEY SR UNSECURED 03/25 4.25 | 22.87 mm | 23.90 mm principal | 0.27 | Debt | Long | Turkey |
REPO BANK AMERICA REPO | 22.60 mm | 22.60 mm principal | 0.27 | Repurchase agreement | Long | USA |
GNMA II TBA 30 YR 4 JUMBOS | 22.54 mm | 25.00 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FNMA POOL CA8139 FN 12/50 FIXED 2.5 | 22.41 mm | 27.98 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF D 144A | 22.39 mm | 23.25 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
Credit Suisse Group AG | 22.38 mm | 22.45 mm principal | 0.26 | Debt | Long | Switzerland |
IRS EUR 0.83000 12/09/42-10Y LCH | 22.12 mm | 1.00 contracts | 0.26 | Interest rate derivative | N/A | N/A |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 22.04 mm | 22.10 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | USA |
GLS AUTO RECEIVABLES TRUST GCAR 2023 2A B 144A | 22.03 mm | 22.40 mm principal | 0.26 | ABS-other | Long | USA |
VICI PROPERTIES / NOTE COMPANY GUAR 144A 05/24 5.625 | 21.93 mm | 22.05 mm principal | 0.26 | Debt | Long | USA |
AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A | 21.72 mm | 22.20 mm principal | 0.26 | ABS-other | Long | USA |
SOFTBANK VISION FUND II FIXED TERM LOAN | 21.68 mm | 23.19 mm principal | 0.26 | Loan | Long | UK |
FNMA POOL CA8026 FN 12/50 FIXED 2.5 | 21.48 mm | 26.84 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 M1 | 21.46 mm | 25.75 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL5 A1 144A | 21.37 mm | 22.63 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M4 | 21.36 mm | 21.96 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 | 21.25 mm | 23.27 mm principal | 0.25 | Debt | Long | Japan |
BANC OF AMERICA MERRILL LYNCH BAMLL 2019 AHT D 144A | 20.71 mm | 21.27 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL RA4179 FR 12/50 FIXED 2.5 | 20.43 mm | 25.52 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH | 20.25 mm | 1.00 contracts | 0.24 | Interest rate derivative | N/A | USA |
MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A | 20.20 mm | 20.99 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 | 19.85 mm | 21.09 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
NOMURA RESECURITIZATION TRUST NMRR 2018 1R 2A1 144A | 19.84 mm | 21.45 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A | 19.68 mm | 19.80 mm principal | 0.23 | ABS-other | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS D 144A | 18.99 mm | 19.91 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
MFRA TRUST MFRA 2022 NQM3 A1 144A | 18.83 mm | 19.24 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 | 18.66 mm | 25.10 mm principal | 0.22 | Debt | Long | Mexico |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A | 18.39 mm | 19.80 mm principal | 0.22 | ABS-other | Long | USA |
PALMER SQUARE CLO LTD PLMRS 2023 4A A 144A | 18.30 mm | 18.30 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BCS Barclays plc | 18.26 mm | 18.30 mm principal | 0.22 | Debt | Long | UK |
ALTICE FRANCE SA SR SECURED 144A 02/27 8.125 | 18.26 mm | 20.56 mm principal | 0.22 | Debt | Long | France |
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A | 18.24 mm | 23.56 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL QF3340 FR 11/52 FIXED 3 | 18.15 mm | 21.92 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA4802 FN 11/52 FIXED 3 | 18.11 mm | 21.86 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
VICI PROPERTIES / NOTE COMPANY GUAR 144A 06/25 4.625 | 18.01 mm | 18.63 mm principal | 0.21 | Debt | Long | USA |
FNMA POOL CA8513 FN 01/51 FIXED 2.5 | 18.00 mm | 22.48 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP C 144A | 17.95 mm | 18.34 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1 | 17.90 mm | 30.49 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/53 1.5 | 17.72 mm | 21.39 mm principal | 0.21 | Debt | Long | USA |
HAWAII HOTEL TRUST 2019 MAUI HHT 2019 MAUI E 144A | 17.60 mm | 18.02 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 17.57 mm | 18.26 mm principal | 0.21 | Debt | Long | USA |
FNMA POOL MA5136 FN 09/53 FIXED 4.5 | 17.27 mm | 18.79 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8 | 17.11 mm | 17.93 mm principal | 0.20 | Debt | Long | USA |
TSY INFL IX N/B 02/49 1 | 16.89 mm | 22.85 mm principal | 0.20 | Debt | Long | USA |
RFR USD SOFR/1.75000 06/15/22-3Y LCH | 16.88 mm | 1.00 contracts | 0.20 | Interest rate derivative | N/A | USA |
MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75 | 16.55 mm | 18.10 mm principal | 0.20 | Debt | Long | UK |
FNMA POOL FS0129 FN 11/34 FIXED VAR | 16.53 mm | 17.26 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
LCM LOAN INCOME FUND LTD LCMLF 1A A 144A | 16.44 mm | 16.52 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C2 C 144A | 16.27 mm | 15.00 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A | 15.91 mm | 16.37 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 M1 | 15.91 mm | 18.40 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
JP MORGAN MORTGAGE TRUST JPMMT 2022 DSC1 A1 144A | 15.88 mm | 17.19 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 B | 15.70 mm | 16.00 mm principal | 0.19 | ABS-other | Long | USA |
AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375 | 15.56 mm | 17.42 mm principal | 0.18 | Debt | Long | USA |
SCURALPHA 1503 GMBH USD TERM LOAN B1 | 15.51 mm | 16.62 mm principal | 0.18 | Loan | Long | Germany |
GNMA II TBA 30 YR 2.5 JUMBOS | 15.46 mm | 18.90 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
ROYAL CARIBBEAN CRUISES SR SECURED 144A 06/25 11.5 | 15.44 mm | 14.62 mm principal | 0.18 | Debt | Long | Liberia |
BX TRUST BX 2021 ARIA D 144A | 15.34 mm | 16.04 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
FNMA POOL BU0080 FN 08/51 FIXED 3.5 | 15.29 mm | 17.67 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A | 15.26 mm | 15.30 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NEIMAN MARCUS USD COMMON STOCK EQUITY
|
15.08 mm | 110.89 k shares | 0.18 | Common equity | Long | USA |
CRSNT TRUST CRSNT 2021 MOON B 144A | 14.95 mm | 16.00 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
DISH DBS CORP SR SECURED 144A 12/26 5.25 | 14.94 mm | 17.54 mm principal | 0.18 | Debt | Long | USA |
SPRINT Corp | 14.91 mm | 14.81 mm principal | 0.18 | Debt | Long | USA |
STRATTON MORTGAGE FUNDING PLC STRA 2021 2A A 144A | 14.84 mm | 12.15 mm principal | 0.18 | ABS-mortgage backed security | Long | UK |
ASHFORD HOSPITALITY TRUST AHT1 2018 KEYX B REGS | 14.73 mm | 15.15 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8272 FR 12/52 FIXED 3 | 14.53 mm | 17.55 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE8 M3 | 14.51 mm | 14.89 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS C 144A | 14.50 mm | 15.07 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/1.00000 06/15/22-7Y LCH | 14.41 mm | 1.00 contracts | 0.17 | Interest rate derivative | N/A | USA |
PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A | 14.36 mm | 14.30 mm principal | 0.17 | ABS-other | Long | USA |
FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5 | 14.31 mm | 15.57 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
LIBERTY STREET TRUST LBTY 2016 225L E 144A | 14.19 mm | 20.35 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/3.50000 05/22/23-10Y LCH | 13.98 mm | 1.00 contracts | 0.16 | Interest rate derivative | N/A | USA |
BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A | 13.96 mm | 16.70 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
FNMA POOL CA8140 FN 12/50 FIXED 2.5 | 13.96 mm | 17.43 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
ROMANIA NOTES 144A 09/28 5.5 | 13.95 mm | 13.30 mm principal | 0.16 | Debt | Long | Romania |
FNMA POOL MA4867 FN 01/53 FIXED 4.5 | 13.79 mm | 15.00 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 C | 13.65 mm | 14.00 mm principal | 0.16 | ABS-other | Long | USA |
CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67 | 13.64 mm | 15.10 mm principal | 0.16 | Debt | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL6 A1 144A | 13.60 mm | 14.25 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 13.54 mm | 13.70 mm principal | 0.16 | Debt | Long | UK |
COUNTRYWIDE HOME LOANS CWHL 2007 HY6 4A1 | 13.54 mm | 14.83 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
FNMA POOL BQ2373 FN 09/50 FIXED 2.5 | 13.17 mm | 16.44 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 A4 | 13.11 mm | 14.51 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GREYWOLF CLO LTD GWOLF 2015 1A A1R 144A | 12.88 mm | 12.90 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REPUBLIC OF TURKEY SR UNSECURED 03/30 5.25 | 12.85 mm | 15.40 mm principal | 0.15 | Debt | Long | Turkey |
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH | 12.85 mm | 1.00 contracts | 0.15 | Interest rate derivative | N/A | Japan |
GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/26 2.5 | 12.85 mm | 16.20 mm principal | 0.15 | Debt | Long | Luxembourg |
UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5 | 12.84 mm | 13.09 mm principal | 0.15 | Debt | Long | USA |
PCG+A Pacific Gas & Electric Co. | 12.77 mm | 14.92 mm principal | 0.15 | Debt | Long | USA |
DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE C 144A | 12.75 mm | 15.65 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
BX TRUST BX 2021 ARIA C 144A | 12.74 mm | 13.20 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS E 144A | 12.61 mm | 13.27 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 12.61 mm | 12.73 mm principal | 0.15 | Debt | Long | USA |
CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M6 | 12.45 mm | 15.33 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
PCG+A Pacific Gas & Electric Co. | 12.41 mm | 12.70 mm principal | 0.15 | Debt | Long | USA |
CAIXABANK SA SR UNSECURED 144A 09/27 VAR | 12.40 mm | 12.40 mm principal | 0.15 | Debt | Long | Spain |
OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A | 12.33 mm | 12.35 mm principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
UPSTART SECURITIZATION TRUST UPST 2022 2 A 144A | 12.18 mm | 12.26 mm principal | 0.14 | ABS-other | Long | USA |
BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A | 12.17 mm | 12.20 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AMERICAN AIRLINES, INC. 2021 TERM LOAN | 12.09 mm | 11.71 mm principal | 0.14 | Loan | Long | Cayman Islands |
AUSTIN FAIRMONT HOTEL TRUST AFHT 2019 FAIR B 144A | 12.08 mm | 12.16 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
FNMA POOL CA8607 FN 01/51 FIXED 2.5 | 12.08 mm | 15.08 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2007 SL3 H 144A | 12.02 mm | 12.49 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
GLS AUTO RECEIVABLES TRUST GCAR 2023 2A C 144A | 11.98 mm | 12.26 mm principal | 0.14 | ABS-other | Long | USA |
FNMA POOL CB5405 FN 10/52 FIXED 4.5 | 11.95 mm | 13.00 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A | 11.88 mm | 9.73 mm principal | 0.14 | ABS-mortgage backed security | Long | UK |
TRINITY SQUARE TRINI 2021 1A B 144A | 11.79 mm | 9.70 mm principal | 0.14 | ABS-mortgage backed security | Long | UK |