Fund profile
Tickers
VPVGMMV, VPVGMVV, PVGMAPI
Fund manager
Total assets
$569.16 mm
Liabilities
$255.08 mm
Net assets
$314.08 mm
Number of holdings
507.00
Top 200 of 507 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 52.48 mm | 5.40 mm principal | 16.71 | Short-term investment vehicle | Long | USA |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 51.79 mm | 5.34 mm principal | 16.49 | Short-term investment vehicle | Long | USA |
PARIBAS REPO | 34.00 mm | 34.00 mm principal | 10.83 | Repurchase agreement | Long | USA |
JAPAN TREASURY DISC BILL BILLS 01/24 0.00000 | 32.43 mm | 4.57 bn principal | 10.32 | Debt | Long | Japan |
PIMCO INVESTMENT GRADE CREDIT PIMCO INV GRD CRD BND INST
|
24.60 mm | 2.74 mm shares | 7.83 | Common equity | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 19.29 mm | 19.20 mm principal | 6.14 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 12.11 mm | 14.80 mm principal | 3.86 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 11.78 mm | 11.60 mm principal | 3.75 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL BILLS 02/24 0.00000 | 10.29 mm | 1.45 bn principal | 3.27 | Debt | Long | Japan |
JAPAN TREASURY DISC BILL BILLS 03/24 0.00000 | 8.16 mm | 1.15 bn principal | 2.60 | Debt | Long | Japan |
LETRA TESOURO NACIONAL BILLS 04/24 0.00000 | 7.34 mm | 36.60 mm principal | 2.34 | Debt | Long | Brazil |
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 7.33 mm | 8.60 mm principal | 2.33 | ABS-mortgage backed security | Long | USA |
JAPAN TREASURY DISC BILL BILLS 03/24 0.00000 | 6.81 mm | 960.00 mm principal | 2.17 | Debt | Long | Japan |
US TREASURY N/B 11/40 1.375 | 6.31 mm | 9.50 mm principal | 2.01 | Debt | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 5.82 mm | 6.00 mm principal | 1.85 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 5.42 mm | 5.90 mm principal | 1.73 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | 5.23 mm | 5.90 mm principal | 1.66 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 4.95 mm | 5.00 mm principal | 1.58 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4.92 mm | 5.20 mm principal | 1.57 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4.73 mm | 5.00 mm principal | 1.51 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/33 1.375 | 4.73 mm | 4.87 mm principal | 1.50 | Debt | Long | USA |
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 | 4.68 mm | 81.70 mm principal | 1.49 | Debt | Long | South Africa |
S+P500 EMINI FUT MAR24 XCME 20240315 | 4.65 mm | 569.00 contracts | 1.48 | Equity derivative | N/A | USA |
PIMCO PREFERRED AND CAPITAL SE PIMCO PREFER + CAPITAL INST
|
3.18 mm | 358.96 k shares | 1.01 | Common equity | Long | USA |
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FD | 2.67 mm | 2.68 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
TITULOS DE TESORERIA BONDS 09/30 7.75 | 2.52 mm | 10.71 bn principal | 0.80 | Debt | Long | Colombia |
TITULOS DE TESORERIA BONDS 11/27 5.75 | 1.85 mm | 8.10 bn principal | 0.59 | Debt | Long | Colombia |
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A | 1.71 mm | 1.72 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MIDWEST CONNECTOR CAPIT COMPANY GUAR 144A 04/24 3.9 | 1.69 mm | 1.70 mm principal | 0.54 | Debt | Long | USA |
WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 1A1A | 1.40 mm | 1.48 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
BERRY GLOBAL INC SR SECURED 144A 07/26 4.875 | 1.27 mm | 1.30 mm principal | 0.41 | Debt | Long | USA |
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | 1.25 mm | 1.30 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
VENTURE CDO LTD VENTR 2019 38A A1R 144A | 1.20 mm | 1.20 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SOUND POINT CLO LTD SNDPT 2017 3A A1R 144A | 1.06 mm | 1.06 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ET+E Energy Transfer Operating, L.P. | 1.02 mm | 1.10 mm principal | 0.33 | Debt | Long | USA |
LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4 | 997.35 k | 1.15 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 11/42 4 | 962.43 k | 990.00 k principal | 0.31 | Debt | Long | USA |
PCG+A Pacific Gas & Electric Co. | 908.45 k | 1.10 mm principal | 0.29 | Debt | Long | USA |
ALLY FINANCIAL INC COMPANY GUAR 11/31 8 | 877.33 k | 800.00 k principal | 0.28 | Debt | Long | USA |
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 873.06 k | 684.24 k principal | 0.28 | ABS-mortgage backed security | Long | UK |
MULTIPLAN CORP SR UNSECURED 144A 10/27 6 | 863.20 k | 1.30 mm principal | 0.27 | Debt | Long | USA |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A | 857.60 k | 859.02 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 3A A1 144A | 855.55 k | 858.07 k principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR GBP SONIO/5.50000 03/20/24-2Y LCH | 843.02 k | 1.00 contracts | 0.27 | Interest rate derivative | N/A | UK |
MEXICAN UDIBONOS BONDS 11/31 2.75 | 804.80 k | 15.48 mm principal | 0.26 | Debt | Long | Mexico |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
800.00 k | 800.00 k principal | 0.25 | Repurchase agreement | Long | USA |
RAD CLO LTD RAD 2019 5A AR 144A | 799.57 k | 800.00 k principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | 785.99 k | 1.95 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A | 734.82 k | 735.23 k principal | 0.23 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
US TREASURY N/B 11/52 4 | 730.26 k | 740.00 k principal | 0.23 | Debt | Long | USA |
WIND RIVER CLO LTD WINDR 2019 3A AR 144A | 697.90 k | 700.00 k principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
DAE FUNDING LLC COMPANY GUAR 144A 02/24 1.625 | 696.28 k | 700.00 k principal | 0.22 | Debt | Long | USA |
TREASURY BILL 02/24 0.00000 | 683.16 k | 689.00 k principal | 0.22 | Debt | Long | USA |
OCP EURO CLO OCPE 2020 4A AR 144A | 652.94 k | 600.00 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Ireland |
APIDOS CLO LTD APID 2017 26A A1AR 144A | 645.27 k | 646.21 k principal | 0.21 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875 | 643.59 k | 700.00 k principal | 0.20 | Debt | Long | USA |
REPUBLIC OF PERU SR UNSECURED 12/32 1.862 | 628.45 k | 800.00 k principal | 0.20 | Debt | Long | Peru |
522 FUNDING CLO LTD MORGN 2018 3A AR 144A | 598.50 k | 600.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A | 598.30 k | 598.75 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A | 598.25 k | 600.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR GBP SONIO/5.00000 03/20/24-5Y LCH | 593.90 k | 1.00 contracts | 0.19 | Interest rate derivative | N/A | UK |
SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A | 592.96 k | 600.00 k principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 | 573.61 k | 653.26 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 | 568.95 k | 597.21 k principal | 0.18 | ABS-mortgage backed security | Long | USA |
NATIONAL BK HUNGARY BILL BILLS 01/24 0.00000 | 567.50 k | 197.00 mm principal | 0.18 | Debt | Long | Hungary |
SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A | 544.97 k | 500.00 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Ireland |
GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG | 533.94 k | 544.17 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
OSD CLO 2021 23 LTD OSD 2021 23A A 144A | 529.21 k | 531.16 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VENTURE CDO LTD VENTR 2017 28A A1R 144A | 522.89 k | 523.89 k principal | 0.17 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TCW CLO TCW 2018 1A A1R 144A | 513.49 k | 513.17 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A | 505.86 k | 506.73 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OZLM LTD OZLM 2019 24A A1AR 144A | 498.59 k | 500.00 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARES CLO LTD ARES 2016 40A A1RR 144A | 493.82 k | 494.84 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A | 491.80 k | 491.73 k principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR USD SOFR/4.25000 03/20/24-5Y CME | 488.51 k | 1.00 contracts | 0.16 | Interest rate derivative | N/A | USA |
SARANAC CLO LTD SRANC 2018 6A A1R 144A | 475.90 k | 475.83 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Jersey |
CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A | 472.54 k | 472.59 k principal | 0.15 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2 | 455.75 k | 522.45 k principal | 0.15 | ABS-other | Long | USA |
LEHMAN XS TRUST LXS 2006 8 3A4 | 453.86 k | 481.85 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A | 434.05 k | 433.86 k principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR USD SOFR/3.75000 06/21/23-2Y CME | 430.84 k | 1.00 contracts | 0.14 | Interest rate derivative | N/A | USA |
IRS EUR 3.25000 03/20/24-5Y LCH | 424.31 k | 1.00 contracts | 0.14 | Interest rate derivative | N/A | N/A |
US 5YR NOTE (CBT) MAR24 XCBT 20240328 | 421.09 k | 187.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
OZLM LTD OZLM 2014 8A A1R3 144A | 416.89 k | 417.13 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR USD SOFR/2.75000 06/21/23-30Y CME | 406.39 k | 1.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
RFR USD SOFR/4.25000 03/20/24-5Y LCH | 406.23 k | 1.00 contracts | 0.13 | Interest rate derivative | N/A | USA |
SOUND POINT CLO LTD SNDPT 2017 2A AR 144A | 400.90 k | 401.38 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A | 399.82 k | 367.29 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Ireland |
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A | 399.44 k | 400.00 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 396.99 k | 397.61 k principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ARGENT SECURITIES INC. ARSI 2005 W1 A1 | 385.53 k | 457.21 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
BAC Bank Of America Corp. | 373.33 k | 389.00 k shares | 0.12 | Preferred equity | Long | USA |
RFR JPY MUTK/0.0500 12/15/21-10Y LCH | 369.28 k | 1.00 contracts | 0.12 | Interest rate derivative | N/A | Japan |
LEHMAN XS TRUST LXS 2006 7 1A1A | 368.90 k | 427.28 k principal | 0.12 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/1.75000 06/15/22-10Y LCH | 362.34 k | 1.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
BOUGHT JPY SOLD USD 20240109
BNP PARIBAS
|
344.26 k | 1.00 contracts | 0.11 | DFE | N/A | Japan |
STRATUS CLO STRAS 2021 3A A 144A | 343.27 k | 344.81 k principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
US 10YR NOTE (CBT)MAR24 XCBT 20240319 | 336.56 k | 85.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
RFR USD SOFR/3.00000 06/21/23-10Y CME | 332.08 k | 1.00 contracts | 0.11 | Interest rate derivative | N/A | USA |
MP CLO VII, LTD MP7 2015 1A AR3 144A | 324.56 k | 324.98 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
US 2YR NOTE (CBT) MAR24 XCBT 20240328 | 315.95 k | 149.00 contracts | 0.10 | Interest rate derivative | N/A | USA |
STATE STREET REPO | 311.00 k | 311.00 k principal | 0.10 | Repurchase agreement | Long | USA |
TREASURY BILL 02/24 0.00000 | 302.05 k | 304.00 k principal | 0.10 | Debt | Long | USA |
OAKTREE CLO LTD OAKCL 2019 1A A1R 144A | 299.51 k | 300.00 k principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VIBRANT CLO LTD VIBR 2019 11A A1R1 144A | 297.81 k | 300.00 k principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OIS COP IBR/10.84000 12/02/22-3Y CME | 297.11 k | 1.00 contracts | 0.09 | Interest rate derivative | N/A | Colombia |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A5 | 289.44 k | 377.37 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 288.11 k | 330.58 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1 | 253.48 k | 814.78 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
OIS COP IBR/4.92000 07/28/21-5Y* CME | 249.90 k | 1.00 contracts | 0.08 | Interest rate derivative | N/A | Colombia |
RFR USD SOFR/2.38500 06/08/22-10Y LCH | 248.58 k | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
VOYA CLO LTD INGIM 2012 4A A1R3 144A | 242.65 k | 243.14 k principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1 | 233.15 k | 275.70 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/3.08500 02/13/24-10Y LCH | 231.54 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
STOXX EUROPE 600 MAR24 XEUR 20240315 | 224.94 k | 1.19 k contracts | 0.07 | Equity derivative | N/A | Germany |
RFR USD SOFR/1.75000 06/15/22-30Y LCH | 215.28 k | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A | 214.00 k | 222.94 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3 | 213.65 k | 336.30 k principal | 0.07 | ABS-mortgage backed security | Long | USA |
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A | 200.00 k | 200.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A | 199.78 k | 200.00 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/24 5.584 | 199.76 k | 200.00 k principal | 0.06 | Debt | Long | USA |
CDX IG41 5Y ICE | 195.67 k | 1.00 contracts | 0.06 | Credit derivative | N/A | USA |
RFR USD SOFR/3.75000 06/20/24-7Y LCH | 195.50 k | 1.00 contracts | 0.06 | Interest rate derivative | N/A | USA |
S+P/TSX 60 IX FUT MAR24 XMOD 20240314 | 193.60 k | 33.00 contracts | 0.06 | Equity derivative | N/A | Canada |
RFR USD SOFR/3.75000 06/20/24-10Y LCH | 176.48 k | 1.00 contracts | 0.06 | Interest rate derivative | N/A | USA |
GSTHREPO TRS EQUITY FEDL01+20 GST
GOLDMAN SACHS INTERNATIONAL
|
176.12 k | 1.00 contracts | 0.06 | Equity derivative | N/A | USA |
OZLM LTD OZLM 2015 11A A1R 144A | 175.56 k | 175.31 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
LCM LTD PARTNERSHIP LCM 13A AR3 144A | 173.93 k | 173.77 k principal | 0.06 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REPUBLIC OF ARGENTINA BONDS 07/30 VAR | 170.89 k | 441.00 k principal | 0.05 | Debt | Long | Argentina |
Broadcom Pte. Ltd. | 170.87 k | 208.00 k principal | 0.05 | Debt | Long | USA |
US LONG BOND(CBT) MAR24 XCBT 20240319 | 167.71 k | 19.00 contracts | 0.05 | Interest rate derivative | N/A | USA |
BOUGHT CAD SOLD USD 20240109
Goldman Sachs Bank USA
|
157.95 k | 1.00 contracts | 0.05 | DFE | N/A | Canada |
OIS COP IBR/10.27000 11/17/22-5Y CME | 157.05 k | 1.00 contracts | 0.05 | Interest rate derivative | N/A | Colombia |
IRS MXN 7.74500 02/17/22-5Y* CME | 150.07 k | 1.00 contracts | 0.05 | Interest rate derivative | N/A | Mexico |
RFR USD SOFR/0.25000 03/16/22-2Y LCH | 129.61 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
WELLFLEET CLO LTD WELF 2015 1A AR4 144A | 126.29 k | 126.33 k principal | 0.04 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RFR USD SOFR/4.25000 03/20/24-10Y LCH | 125.20 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
RFR USD SOFR/3.90000 08/30/23-10Y LCH | 124.67 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | USA |
BOUGHT EUR SOLD USD 20240109
HSBC BANK PLC
|
124.53 k | 1.00 contracts | 0.04 | DFE | N/A | N/A |
ACE SECURITIES CORP. ACE 2005 HE5 M4 | 120.92 k | 124.74 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
RFR EUR ESTRON/3.13200 08/02/24-1Y LCH | 117.56 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | N/A |
COUNTRYWIDE HOME LOANS CWHL 2006 6 A4 | 114.27 k | 220.15 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
ZCS BRL 11.575 11/24/21-01/04/27 CME | 113.92 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | Brazil |
RFR JPY MUTK/0.4500 12/15/21-30Y LCH | 113.87 k | 1.00 contracts | 0.04 | Interest rate derivative | N/A | Japan |
POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1 | 112.82 k | 121.08 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
ACE SECURITIES CORP. ACE 2006 HE3 A2D | 110.92 k | 155.15 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
IRS AUD 4.50000 03/20/24-10Y LCH | 101.11 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | Australia |
SXIE TRS EQUITY 3ME+10 BPS
BNP PARIBAS
|
100.28 k | 1.00 contracts | 0.03 | Equity derivative | N/A | N/A |
REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR | 98.56 k | 289.00 k principal | 0.03 | Debt | Long | Argentina |
OIS CAD CAONREPO/3.50000 06/19/24-5Y LCH | 96.56 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | Canada |
MSCI EMGMKT MAR24 IFUS 20240315 | 96.06 k | 41.00 contracts | 0.03 | Equity derivative | N/A | USA |
STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M6 | 95.78 k | 100.00 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
IMPAC CMB TRUST IMM 2005 2 1M1 | 93.39 k | 104.15 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1 | 88.91 k | 98.39 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
SPI 200 FUTURES MAR24 XSFE 20240321 | 88.26 k | 32.00 contracts | 0.03 | Equity derivative | N/A | Australia |
MAN GLG EURO CLO GLGE 2A A1R 144A | 86.81 k | 78.68 k principal | 0.03 | ABS-collateralized bond/debt obligation | Long | Ireland |
BOUGHT BRL SOLD USD 20240103
JPMorgan Chase Bank, National Association
|
85.87 k | 1.00 contracts | 0.03 | DFE | N/A | Brazil |
BOUGHT HUF SOLD USD 20240124
HSBC BANK PLC
|
84.32 k | 1.00 contracts | 0.03 | DFE | N/A | Hungary |
RFR USD SOFR/3.75000 06/20/24-5Y LCH | 79.54 k | 1.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
BOUGHT JPY SOLD USD 20240109
Bank of America, National Association
|
77.82 k | 1.00 contracts | 0.02 | DFE | N/A | Japan |
IMPAC CMB TRUST IMM 2005 2 1A2 | 73.77 k | 80.28 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1 | 72.95 k | 80.14 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A | 66.46 k | 68.27 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/3.76000 08/23/23-10Y LCH | 62.03 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
RFR USD SOFR/4.25000 12/20/23-2Y CME | 61.67 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 | 60.67 k | 68.52 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
SUNAC SERVICES HOLDINGS LTD COMMON STOCK HKD.01
|
58.33 k | 243.57 k shares | 0.02 | Common equity | Long | Cayman Islands |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2 | 57.63 k | 58.68 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A5 | 56.17 k | 68.89 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 | 52.83 k | 222.82 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
RFR USD SOFR/4.15500 10/02/23-10Y LCH | 52.65 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
BOUGHT AUD SOLD USD 20240109
Australia and New Zealand Banking Group
|
52.52 k | 1.00 contracts | 0.02 | DFE | N/A | Australia |
RFR USD SOFR/3.25000 12/20/23-30Y CME | 50.48 k | 1.00 contracts | 0.02 | Interest rate derivative | N/A | USA |
SOLD COP BOUGHT USD 20240320
Bank of America, National Association
|
46.79 k | 1.00 contracts | 0.01 | DFE | N/A | Colombia |
RFR USD SOFR/4.17000 10/03/23-10Y LCH | 45.57 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
APEX CREDIT CLO LLC JFIN 2017 2A AR 144A | 43.54 k | 43.58 k principal | 0.01 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
KAISA GROUP HOLDINGS LTD SR SECURED REGS 06/24 9.375 | 43.37 k | 1.20 mm principal | 0.01 | Debt | Long | Cayman Islands |
RFR USD SOFR/3.80000 08/30/23-10Y LCH | 43.21 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
BOUGHT JPY SOLD USD 20240109
THE TORONTO-DOMINION BANK
|
42.42 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
RFR USD SOFR/4.17500 10/10/23-10Y LCH | 39.00 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
RFR USD SOFR/4.15000 10/12/23-10Y LCH | 37.73 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
MEXICAN UDIBONOS BONDS 11/28 4 | 37.70 k | 654.70 k principal | 0.01 | Debt | Long | Mexico |
TOPIX INDX FUTR MAR24 XOSE 20240307 | 37.55 k | 67.00 contracts | 0.01 | Equity derivative | N/A | Japan |
BOUGHT JPY SOLD USD 20240109
BNP PARIBAS
|
37.55 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
RFR USD SOFR/3.50000 06/20/24-30Y LCH | 36.82 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
BOUGHT ZAR SOLD USD 20240117
HSBC BANK PLC
|
35.76 k | 1.00 contracts | 0.01 | DFE | N/A | South Africa |
LONG GILT FUTURE MAR24 IFLL 20240326 | 35.64 k | 4.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
IRS HUF 3.70000 11/08/21-5Y CME | 34.78 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | Hungary |
DWRTFT TRS EQUITY FEDL01+29 MYI
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
34.58 k | 1.00 contracts | 0.01 | Equity derivative | N/A | USA |
RFR USD SOFR/4.20000 10/18/23-10Y LCH | 32.99 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
RFR USD SOFR/1.75000 06/15/22-7Y CME | 31.94 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
IRS KRW 3.25000 03/20/24-5Y LCH | 31.27 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | Korea, Republic of |
FORD MOTOR CREDIT COMPANY LLC SNR S* ICE | 30.52 k | 1.00 contracts | 0.01 | Credit derivative | N/A | USA |
RFR USD SOFR/4.39250 10/25/23-10Y LCH | 30.28 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | USA |
BOUGHT JPY SOLD USD 20240109
MORGAN STANLEY & CO. INTERNATIONAL PLC
|
28.97 k | 1.00 contracts | 0.01 | DFE | N/A | Japan |
BOUGHT NOK SOLD USD 20240109
Goldman Sachs Bank USA
|
27.72 k | 1.00 contracts | 0.01 | DFE | N/A | Norway |
BOUGHT AUD SOLD USD 20240109
HSBC BANK PLC
|
23.62 k | 1.00 contracts | 0.01 | DFE | N/A | Australia |
OIS THB THORON/2.75000 03/20/24-5Y LCH | 22.43 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | Thailand |
OIS COP IBR/7.21500 02/09/22-5Y CME | 21.02 k | 1.00 contracts | 0.01 | Interest rate derivative | N/A | Colombia |
BOUGHT AUD SOLD USD 20240109
BNP PARIBAS
|
20.89 k | 1.00 contracts | 0.01 | DFE | N/A | Australia |