Fund profile
Tickers
PZRMX, PIRMX, PPRMX, PFRMX
Fund manager
Total assets
$2.78 bn
Liabilities
$1.02 bn
Net assets
$1.76 bn
Number of holdings
754.00
Top 200 of 754 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
TSY INFL IX N/B 07/31 0.125 | 163.33 mm | 192.24 mm principal | 9.29 | Debt | Long | USA |
GOLD CMX WR FAC 2001 JPM SAL | 130.29 mm | 70.79 k shares | 7.41 | Commodity | Long | USA |
TSY INFL IX N/B 10/26 0.125 | 104.89 mm | 112.76 mm principal | 5.96 | Debt | Long | USA |
PIMCO EMERGING MARKETS CURRENC PIMCO EM MRK CUR + S/T INS
|
103.77 mm | 14.35 mm shares | 5.90 | Common equity | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 98.46 mm | 107.20 mm principal | 5.60 | ABS-mortgage backed security | Long | USA |
PARIBAS REPO | 77.20 mm | 77.20 mm principal | 4.39 | Repurchase agreement | Long | USA |
GOLD CMX WR FAC 5001 HSBC SAL | 57.39 mm | 31.18 k shares | 3.26 | Commodity | Long | USA |
TSY INFL IX N/B 01/24 0.625 | 57.27 mm | 57.83 mm principal | 3.26 | Debt | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 55.47 mm | 7.87 bn principal | 3.15 | Debt | Long | Japan |
TSY INFL IX N/B 01/26 0.625 | 53.93 mm | 56.72 mm principal | 3.07 | Debt | Long | USA |
FRANCE (GOVT OF) BONDS REGS 07/24 0.25 | 51.87 mm | 49.13 mm principal | 2.95 | Debt | Long | France |
TSY INFL IX N/B 07/29 0.25 | 50.37 mm | 56.51 mm principal | 2.86 | Debt | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 50.11 mm | 56.22 mm principal | 2.85 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/25 2.375 | 49.87 mm | 50.47 mm principal | 2.84 | Debt | Long | USA |
TSY INFL IX N/B 07/33 1.375 | 48.81 mm | 52.74 mm principal | 2.77 | Debt | Long | USA |
TSY INFL IX N/B 01/28 0.5 | 45.02 mm | 48.83 mm principal | 2.56 | Debt | Long | USA |
TSY INFL IX N/B 10/24 0.125 | 44.56 mm | 45.96 mm principal | 2.53 | Debt | Long | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1 | 43.97 mm | 42.21 mm principal | 2.50 | Debt | Long | Italy |
TSY INFL IX N/B 07/28 0.75 | 33.96 mm | 36.49 mm principal | 1.93 | Debt | Long | USA |
TSY INFL IX N/B 01/32 0.125 | 33.28 mm | 39.70 mm principal | 1.89 | Debt | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 32.08 mm | 34.00 mm principal | 1.82 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 28.89 mm | 29.90 mm principal | 1.64 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/27 0.375 | 26.99 mm | 29.09 mm principal | 1.53 | Debt | Long | USA |
TSY INFL IX N/B 07/26 0.125 | 26.86 mm | 28.73 mm principal | 1.53 | Debt | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 26.52 mm | 26.40 mm principal | 1.51 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 10/25 0.125 | 25.23 mm | 26.63 mm principal | 1.43 | Debt | Long | USA |
JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 23.41 mm | 3.32 bn principal | 1.33 | Debt | Long | Japan |
TSY INFL IX N/B 10/27 1.625 | 22.55 mm | 23.22 mm principal | 1.28 | Debt | Long | USA |
TSY INFL IX N/B 07/30 0.125 | 22.13 mm | 25.53 mm principal | 1.26 | Debt | Long | USA |
TSY INFL IX N/B 01/29 0.875 | 20.86 mm | 22.48 mm principal | 1.19 | Debt | Long | USA |
TSY INFL IX N/B 07/32 0.625 | 20.83 mm | 23.88 mm principal | 1.18 | Debt | Long | USA |
TSY INFL IX N/B 02/44 1.375 | 20.70 mm | 24.72 mm principal | 1.18 | Debt | Long | USA |
FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 | 20.34 mm | 19.54 mm principal | 1.16 | Debt | Long | France |
TSY INFL IX N/B 02/47 0.875 | 20.29 mm | 27.78 mm principal | 1.15 | Debt | Long | USA |
TSY INFL IX N/B 02/45 0.75 | 19.24 mm | 26.43 mm principal | 1.09 | Debt | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 18.18 mm | 19.05 mm principal | 1.03 | Debt | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 18.06 mm | 184.56 mm principal | 1.03 | Debt | Long | Denmark |
GOLD CMX WR FAC 4001 BRINKS SAL | 17.88 mm | 9.72 k shares | 1.02 | Commodity | Long | USA |
TSY INFL IX N/B 02/46 1 | 17.52 mm | 23.04 mm principal | 1.00 | Debt | Long | USA |
GOLD CMX WR FAC 3002 SCOTIA SAL | 16.52 mm | 8.97 k shares | 0.94 | Commodity | Long | USA |
TSY INFL IX N/B 04/24 0.5 | 16.30 mm | 16.59 mm principal | 0.93 | Debt | Long | USA |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 15.15 mm | 1.56 mm principal | 0.86 | Short-term investment vehicle | Long | USA |
REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 15.05 mm | 154.02 mm principal | 0.86 | Debt | Long | Denmark |
FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 | 13.44 mm | 13.36 mm principal | 0.76 | Debt | Long | France |
TSY INFL IX N/B 01/27 0.375 | 13.40 mm | 14.40 mm principal | 0.76 | Debt | Long | USA |
TSY INFL IX N/B 01/29 2.5 | 12.75 mm | 12.66 mm principal | 0.72 | Debt | Long | USA |
TSY INFL IX N/B 01/31 0.125 | 11.90 mm | 13.90 mm principal | 0.68 | Debt | Long | USA |
GOLD CMX WR FAC 4002 BRINKS2 SAL | 11.85 mm | 6.44 k shares | 0.67 | Commodity | Long | USA |
RFR USD SOFR/2.86500 02/13/24-30Y LCH | 11.56 mm | 1.00 contracts | 0.66 | Interest rate derivative | N/A | USA |
TSY INFL IX N/B 07/25 0.375 | 11.23 mm | 11.73 mm principal | 0.64 | Debt | Long | USA |
TSY INFL IX N/B 04/26 0.125 | 11.11 mm | 11.89 mm principal | 0.63 | Debt | Long | USA |
RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM
Fixed Income Clearing Corp
|
11.00 mm | 11.00 mm principal | 0.63 | Repurchase agreement | Long | USA |
OCP EURO CLO OCPE 2017 2A A 144A | 10.65 mm | 10.14 mm principal | 0.61 | ABS-collateralized bond/debt obligation | Long | Ireland |
TSY INFL IX N/B 04/27 0.125 | 10.34 mm | 11.26 mm principal | 0.59 | Debt | Long | USA |
TSY INFL IX N/B 02/48 1 | 10.25 mm | 13.76 mm principal | 0.58 | Debt | Long | USA |
TSY INFL IX N/B 02/42 0.75 | 9.50 mm | 12.53 mm principal | 0.54 | Debt | Long | USA |
Prologis, L.P. | 8.82 mm | 78.57 k shares | 0.50 | Common equity | Long | USA |
FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1 | 8.77 mm | 9.55 mm principal | 0.50 | Debt | Long | France |
TSY INFL IX N/B 02/41 2.125 | 8.52 mm | 8.79 mm principal | 0.48 | Debt | Long | USA |
GOLD CMX WR FAC 4003 BRINKS3 SAL | 8.13 mm | 4.42 k shares | 0.46 | Commodity | Long | USA |
JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5 | 7.69 mm | 76.03 mm principal | 0.44 | Debt | Long | Denmark |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 2A A1R 144A | 7.66 mm | 7.33 mm principal | 0.44 | ABS-collateralized bond/debt obligation | Long | Ireland |
317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111 | 7.63 mm | 22.60 mm contracts | 0.43 | Interest rate derivative | N/A | USA |
BDS LTD BDS 2022 FL11 ATS 144A | 7.23 mm | 7.30 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | USA |
GOLD CMX WR FAC 6010 DELAWARE SAL | 6.91 mm | 3.75 k shares | 0.39 | Commodity | Long | USA |
EQIX Equinix Inc | 6.82 mm | 9.39 k shares | 0.39 | Common equity | Long | USA |
TSY INFL IX N/B 02/43 0.625 | 6.75 mm | 9.28 mm principal | 0.38 | Debt | Long | USA |
GOLD 100 OZ FUTR DEC23 XCEC 20231227 | 6.42 mm | -542.00 contracts | 0.36 | Commodity derivative | N/A | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 6.39 mm | 61.24 mm principal | 0.36 | Debt | Long | Denmark |
RAD CLO LTD RAD 2019 5A AR 144A | 6.38 mm | 6.40 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TSY INFL IX N/B 01/30 0.125 | 6.22 mm | 7.13 mm principal | 0.35 | Debt | Long | USA |
OSD CLO 2021 23 LTD OSD 2021 23A A 144A | 6.09 mm | 6.12 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A | 6.08 mm | 6.10 mm principal | 0.35 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MADISON PARK EURO FUNDING MDPKE 14A A1R 144A | 5.82 mm | 5.60 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Ireland |
TORO EUROPEAN CLO TCLO 7A ARE 144A | 5.80 mm | 5.60 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Ireland |
TSY INFL IX N/B 01/26 2 | 5.55 mm | 5.66 mm principal | 0.32 | Debt | Long | USA |
US LONG BOND(CBT) DEC23 XCBT 20231219 | 5.30 mm | -1.01 k contracts | 0.30 | Interest rate derivative | N/A | USA |
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp
|
5.18 mm | 5.18 mm principal | 0.29 | Repurchase agreement | Long | USA |
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | 5.15 mm | 5.46 mm principal | 0.29 | Debt | Long | Italy |
UNICREDIT SPA SR UNSECURED 144A 12/23 7.83 | 5.06 mm | 5.05 mm principal | 0.29 | Debt | Long | Italy |
AT+T INC | 4.96 mm | 5.10 mm principal | 0.28 | Debt | Long | USA |
ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A | 4.95 mm | 5.00 mm principal | 0.28 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 4.91 mm | 5.20 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/51 0.125 | 4.90 mm | 8.78 mm principal | 0.28 | Debt | Long | USA |
TSY INFL IX N/B 02/40 2.125 | 4.90 mm | 5.05 mm principal | 0.28 | Debt | Long | USA |
REALKREDIT DANMARK COVERED REGS 10/53 3 | 4.86 mm | 39.68 mm principal | 0.28 | Debt | Long | Denmark |
SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1 | 4.83 mm | 8.66 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
ELEVATION CLO LTD AWPT 2017 8A A1R2 144A | 4.78 mm | 4.79 mm principal | 0.27 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TSY INFL IX N/B 01/33 1.125 | 4.73 mm | 5.23 mm principal | 0.27 | Debt | Long | USA |
TSY INFL IX N/B 02/52 0.125 | 4.59 mm | 8.35 mm principal | 0.26 | Debt | Long | USA |
BARINGS CLO LTD. 2016 II BABSN 2016 2A AR2 144A | 4.58 mm | 4.60 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VIBRANT CLO LTD VIBR 2016 4A A1RR 144A | 4.47 mm | 4.50 mm principal | 0.25 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SOLD EUR BOUGHT USD 20231003
HSBC BANK PLC
|
4.35 mm | 1.00 contracts | 0.25 | DFE | N/A | N/A |
RFR USD SOFR/4.25000 12/20/23-2Y LCH | 4.32 mm | 1.00 contracts | 0.25 | Interest rate derivative | N/A | USA |
TSY INFL IX N/B 02/50 0.25 | 4.28 mm | 7.25 mm principal | 0.24 | Debt | Long | USA |
SPG Simon Property Group, Inc. | 4.24 mm | 39.28 k shares | 0.24 | Common equity | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4.16 mm | 4.67 mm principal | 0.24 | ABS-mortgage backed security | Long | USA |
MAGNETITE CLO LTD MAGNE 2016 18A AR2 144A | 4.15 mm | 4.16 mm principal | 0.24 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PSA Public Storage | 4.14 mm | 15.72 k shares | 0.24 | Common equity | Long | USA |
IRS EUR 0.19700 11/08/22-30Y LCH | 4.11 mm | 1.00 contracts | 0.23 | Interest rate derivative | N/A | N/A |
TORO EUROPEAN CLO TCLO 6A AR 144A | 3.95 mm | 3.80 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Ireland |
CALCARBALLOWV2023 DEC23 IFED 20231222 | 3.95 mm | 524.00 contracts | 0.22 | Commodity derivative | N/A | USA |
STRATUS CLO STRAS 2021 2A A 144A | 3.91 mm | 3.92 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EURO-BUXL 30Y BND DEC23 XEUR 20231207 | 3.86 mm | -476.00 contracts | 0.22 | Interest rate derivative | N/A | Germany |
317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311 | 3.80 mm | 11.00 mm contracts | 0.22 | Interest rate derivative | N/A | USA |
IRS EUR 2.75000 03/20/24-30Y LCH | 3.63 mm | 1.00 contracts | 0.21 | Interest rate derivative | N/A | N/A |
DLR Digital Realty Trust Inc | 3.62 mm | 29.90 k shares | 0.21 | Common equity | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/53 3 | 3.58 mm | 29.21 mm principal | 0.20 | Debt | Long | Denmark |
SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3 | 3.56 mm | 10.45 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
INVH Invitation Homes Inc | 3.46 mm | 109.03 k shares | 0.20 | Common equity | Long | USA |
REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 3.39 mm | 32.44 mm principal | 0.19 | Debt | Long | Denmark |
VICI VICI Properties Inc | 3.38 mm | 116.30 k shares | 0.19 | Common equity | Long | USA |
PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A | 3.38 mm | 3.40 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 3.38 mm | 34.59 mm principal | 0.19 | Debt | Long | Denmark |
RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH | 3.36 mm | 1.00 contracts | 0.19 | Interest rate derivative | N/A | USA |
BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A1R 144A | 3.31 mm | 3.32 mm principal | 0.19 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AVB Avalonbay Communities Inc. | 3.23 mm | 18.80 k shares | 0.18 | Common equity | Long | USA |
REGATTA VIII FUNDING LTD REGT8 2017 1A A 144A | 3.17 mm | 3.17 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GOLDENTREE LOAN MANAGEMENT EUR GLME 3A AR 144A | 3.11 mm | 3.00 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Ireland |
CIFC FUNDING LTD CIFC 2018 1A A 144A | 3.09 mm | 3.10 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HOME EQUITY ASSET TRUST HEAT 2005 8 M2 | 3.05 mm | 3.19 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
TREASURY BILL 12/23 0.00000 | 3.01 mm | 3.05 mm principal | 0.17 | Debt | Long | USA |
RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4 | 2.91 mm | 3.38 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
JYSKE REALKREDIT A/S COVERED REGS 10/50 1 | 2.82 mm | 28.28 mm principal | 0.16 | Debt | Long | Denmark |
GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A | 2.70 mm | 2.70 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
NYKREDIT REALKREDIT AS COVERED REGS 10/53 2 | 2.70 mm | 27.43 mm principal | 0.15 | Debt | Long | Denmark |
RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1 | 2.63 mm | 11.56 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 2.60 mm | 26.58 mm principal | 0.15 | Debt | Long | Denmark |
AMH American Homes 4 Rent | 2.49 mm | 74.00 k shares | 0.14 | Common equity | Long | USA |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 2.49 mm | 2.50 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | USA |
GLOBAL PMTS INC | 2.49 mm | 2.50 mm principal | 0.14 | Debt | Long | USA |
EQR Equity Residential Properties Trust | 2.43 mm | 41.45 k shares | 0.14 | Common equity | Long | USA |
CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A | 2.39 mm | 2.40 mm principal | 0.14 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A | 2.36 mm | 2.38 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 2A A1 144A | 2.36 mm | 2.37 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ELS Equity Lifestyle Properties Inc. | 2.30 mm | 36.12 k shares | 0.13 | Common equity | Long | USA |
RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 2.19 mm | 5.20 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 | 2.19 mm | 2.30 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
WELLFLEET CLO LTD WELF 2019 XA A1R 144A | 2.18 mm | 2.20 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
IRS EUR 0.19500 11/04/22-30Y LCH | 2.17 mm | 1.00 contracts | 0.12 | Interest rate derivative | N/A | N/A |
LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A | 2.16 mm | 2.20 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3 | 2.13 mm | 4.97 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
O Realty Income Corp. | 2.12 mm | 42.54 k shares | 0.12 | Common equity | Long | USA |
NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1 | 2.12 mm | 21.26 mm principal | 0.12 | Debt | Long | Denmark |
IRS EUR 0.19000 11/04/22-30Y LCH | 2.12 mm | 1.00 contracts | 0.12 | Interest rate derivative | N/A | N/A |
MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1 | 2.11 mm | 2.17 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
ALLEGRO CLO LTD ALLEG 2018 3A A 144A | 2.09 mm | 2.10 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FR First Industrial Realty Trust, Inc. | 2.07 mm | 43.45 k shares | 0.12 | Common equity | Long | USA |
FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2 | 2.05 mm | 2.17 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
BABSON CLO LTD BABSN 2015 IA AR 144A | 2.04 mm | 2.05 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
VOYA CLO LTD INGIM 2013 1A A1AR 144A | 1.93 mm | 1.93 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SUI Sun Communities, Inc. | 1.92 mm | 16.24 k shares | 0.11 | Common equity | Long | USA |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 3A A 144A | 1.91 mm | 1.80 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Ireland |
LCM LTD PARTNERSHIP LCM 14A AR 144A | 1.89 mm | 1.90 mm principal | 0.11 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3 | 1.81 mm | 1.93 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A | 1.81 mm | 1.92 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.84 11/21/23-5Y LCH | 1.79 mm | 1.00 contracts | 0.10 | Interest rate derivative | N/A | USA |
CROWN CASTLE | 1.79 mm | 1.80 mm principal | 0.10 | Debt | Long | USA |
CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A | 1.78 mm | 1.78 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M2 | 1.75 mm | 1.76 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 1.72 mm | 16.43 mm principal | 0.10 | Debt | Long | Denmark |
FREMONT HOME LOAN TRUST FHLT 2006 C 2A2 | 1.70 mm | 4.22 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GLPI Gaming and Leisure Properties Inc | 1.70 mm | 37.35 k shares | 0.10 | Common equity | Long | USA |
TOWD POINT MORTGAGE TRUST TPMT 2017 6 A1 144A | 1.67 mm | 1.75 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A | 1.66 mm | 1.70 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MADISON PARK FUNDING LTD MDPK 2018 30A A 144A | 1.60 mm | 1.61 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A | 1.60 mm | 1.60 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GLOBAL PMTS INC | 1.59 mm | 1.60 mm principal | 0.09 | Debt | Long | USA |
ARE Alexandria Real Estate Equities Inc. | 1.59 mm | 15.89 k shares | 0.09 | Common equity | Long | USA |
SOUND POINT CLO LTD SNDPT 2013 3RA A 144A | 1.59 mm | 1.60 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TOWD POINT MORTGAGE FUNDING TPMF 2019 GR4A A1 144A | 1.59 mm | 1.30 mm principal | 0.09 | ABS-mortgage backed security | Long | UK |
TARGA RES CORP | 1.55 mm | 1.55 mm principal | 0.09 | Debt | Long | USA |
STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1 | 1.53 mm | 1.59 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
RFR JPY MUTK/0.50000 12/15/21-10Y LCH | 1.52 mm | 1.00 contracts | 0.09 | Interest rate derivative | N/A | Japan |
CPT Camden Property Trust | 1.52 mm | 16.07 k shares | 0.09 | Common equity | Long | USA |
KKR FINANCIAL CLO LTD KKR 11 AR 144A | 1.50 mm | 1.50 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ORACLE CORPORATION | 1.49 mm | 1.50 mm principal | 0.08 | Debt | Long | USA |
INF SWAP US IT 2.41875 03/05/21-5Y LCH | 1.48 mm | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
US ULTRA BOND CBT DEC23 XCBT 20231219 | 1.48 mm | -181.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A | 1.46 mm | 1.46 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Jersey |
RLJ RLJ Lodging Trust | 1.45 mm | 148.39 k shares | 0.08 | Common equity | Long | USA |
TCW CLO TCW 2018 1A A1R 144A | 1.42 mm | 1.42 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
EURO-SCHATZ FUT DEC23 XEUR 20231207 | 1.42 mm | -4.02 k contracts | 0.08 | Interest rate derivative | N/A | Germany |
AMT American Tower Corp. | 1.41 mm | 8.59 k shares | 0.08 | Common equity | Long | USA |
SBAC SBA Communications Corp - Ordinary Shares | 1.41 mm | 7.05 k shares | 0.08 | Common equity | Long | USA |
ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A | 1.40 mm | 1.52 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
DOC Healthpeak Properties Inc. | 1.40 mm | 76.29 k shares | 0.08 | Common equity | Long | USA |
INF SWAP US IT 2.31375 02/26/21-5Y LCH | 1.40 mm | 1.00 contracts | 0.08 | Interest rate derivative | N/A | USA |
REALKREDIT DANMARK COVERED REGS 10/50 1.5 | 1.38 mm | 13.69 mm principal | 0.08 | Debt | Long | Denmark |
VOYA CLO LTD VOYA 2017 2A A1R 144A | 1.38 mm | 1.38 mm principal | 0.08 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RHP Ryman Hospitality Properties Inc | 1.35 mm | 16.20 k shares | 0.08 | Common equity | Long | USA |
SOLD DKK BOUGHT USD 20231003
BNP PARIBAS
|
1.34 mm | 1.00 contracts | 0.08 | DFE | N/A | Denmark |
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 | 1.31 mm | 1.33 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 | 1.30 mm | 1.35 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A | 1.30 mm | 1.30 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
REXR Rexford Industrial Realty Inc | 1.29 mm | 26.15 k shares | 0.07 | Common equity | Long | USA |
VTR Ventas Inc | 1.29 mm | 30.57 k shares | 0.07 | Common equity | Long | USA |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 2A A 144A | 1.28 mm | 1.22 mm principal | 0.07 | ABS-collateralized bond/debt obligation | Long | Ireland |
SOLD DKK BOUGHT USD 20231003
Bank of America, National Association
|
1.28 mm | 1.00 contracts | 0.07 | DFE | N/A | Denmark |
WALGREENS BOOTS | 1.25 mm | 1.25 mm principal | 0.07 | Debt | Long | USA |