Fund profile
Tickers
PIINCAM, PIINCAV, PIINCIS
Fund manager
Total assets
$1.11 bn
Liabilities
$561.33 mm
Net assets
$551.93 mm
Number of holdings
996.00
Top 200 of 996 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 45.49 mm | 44.80 mm principal | 8.24 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 43.23 mm | 45.70 mm principal | 7.83 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 26.36 mm | 28.70 mm principal | 4.78 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 25.11 mm | 25.00 mm principal | 4.55 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | 24.90 mm | 24.30 mm principal | 4.51 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 24.85 mm | 25.10 mm principal | 4.50 | ABS-mortgage backed security | Long | USA |
FNMA POOL FS5749 FN 09/53 FIXED VAR | 24.78 mm | 24.17 mm principal | 4.49 | ABS-mortgage backed security | Long | USA |
FNMA POOL MA5167 FN 10/53 FIXED 6.5 | 21.57 mm | 21.04 mm principal | 3.91 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 01/25 0.25 | 16.83 mm | 17.34 mm principal | 3.05 | Debt | Long | USA |
US TREASURY N/B 01/25 2.5 | 13.48 mm | 13.80 mm principal | 2.44 | Debt | Long | USA |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 12.22 mm | 12.60 mm principal | 2.21 | ABS-mortgage backed security | Long | USA |
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | 11.77 mm | 13.30 mm principal | 2.13 | ABS-mortgage backed security | Long | USA |
BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A | 11.20 mm | 8.74 mm principal | 2.03 | ABS-mortgage backed security | Long | UK |
ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5 | 9.47 mm | 11.00 mm principal | 1.72 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV3 | 9.42 mm | 9.80 mm principal | 1.71 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/24 0.125 | 8.52 mm | 8.67 mm principal | 1.54 | Debt | Long | USA |
FNMA POOL MA4894 FN 01/53 FIXED 6 | 8.15 mm | 8.02 mm principal | 1.48 | ABS-mortgage backed security | Long | USA |
NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 | 8.03 mm | 8.20 mm principal | 1.45 | ABS-mortgage backed security | Long | USA |
BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3 | 6.77 mm | 6.89 mm principal | 1.23 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/33 1.375 | 6.49 mm | 6.69 mm principal | 1.18 | Debt | Long | USA |
CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A | 6.39 mm | 7.04 mm principal | 1.16 | ABS-mortgage backed security | Long | USA |
AVON FINANCE AVON 4A A 144A | 6.36 mm | 5.00 mm principal | 1.15 | ABS-mortgage backed security | Long | UK |
TSY INFL IX N/B 10/24 0.125 | 6.22 mm | 6.36 mm principal | 1.13 | Debt | Long | USA |
SYMPHONY CLO LTD SYMP 2016 18A A1RR 144A | 5.25 mm | 5.25 mm principal | 0.95 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2 | 5.05 mm | 11.50 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP C 144A | 5.02 mm | 5.08 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A | 4.97 mm | 4.94 mm principal | 0.90 | ABS-other | Long | USA |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 4.95 mm | 5.00 mm principal | 0.90 | ABS-mortgage backed security | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2023 RN1 A1 144A | 4.86 mm | 4.76 mm principal | 0.88 | ABS-mortgage backed security | Long | USA |
ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A | 4.66 mm | 4.65 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A | 4.63 mm | 4.67 mm principal | 0.84 | ABS-mortgage backed security | Long | USA |
UBS GROUP AG SR UNSECURED 144A 01/34 VAR | 4.58 mm | 4.42 mm principal | 0.83 | Debt | Long | Switzerland |
TSY INFL IX N/B 04/24 0.5 | 4.57 mm | 4.62 mm principal | 0.83 | Debt | Long | USA |
OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 1 M1 | 4.55 mm | 5.00 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2004 WMC1 M1 | 4.37 mm | 4.78 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A | 4.35 mm | 4.80 mm principal | 0.79 | ABS-mortgage backed security | Long | USA |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 4.31 mm | 442.91 k principal | 0.78 | Short-term investment vehicle | Long | USA |
CIM TRUST CIM 2023 R4 A1 144A | 4.30 mm | 4.34 mm principal | 0.78 | ABS-mortgage backed security | Long | USA |
ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN | 4.19 mm | 4.19 mm principal | 0.76 | Loan | Long | USA |
NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A2D | 4.15 mm | 4.40 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
MFRA TRUST MFRA 2023 NQM2 A1 144A | 4.13 mm | 4.26 mm principal | 0.75 | ABS-mortgage backed security | Long | USA |
STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M3 144A | 4.06 mm | 4.11 mm principal | 0.74 | ABS-mortgage backed security | Long | USA |
LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A | 3.97 mm | 4.00 mm principal | 0.72 | ABS-collateralized bond/debt obligation | Long | USA |
TSY INFL IX N/B 07/32 0.625 | 3.97 mm | 4.34 mm principal | 0.72 | Debt | Long | USA |
NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A | 3.93 mm | 3.94 mm principal | 0.71 | ABS-other | Long | USA |
REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5 | 3.86 mm | 67.50 mm principal | 0.70 | Debt | Long | South Africa |
INDYMAC RESIDENTIAL ASSET BACK INABS 2006 A A4 | 3.68 mm | 4.20 mm principal | 0.67 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 11/27 0.625 | 3.65 mm | 4.14 mm principal | 0.66 | Debt | Long | USA |
PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A | 3.63 mm | 3.75 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC8 1A2 | 3.62 mm | 4.37 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME | 3.60 mm | 1.00 contracts | 0.65 | Interest rate derivative | N/A | USA |
SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A | 3.60 mm | 3.60 mm principal | 0.65 | ABS-other | Long | USA |
ARGENT SECURITIES INC. ARSI 2006 M1 A2D | 3.52 mm | 13.95 mm principal | 0.64 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/29 0.25 | 3.47 mm | 3.76 mm principal | 0.63 | Debt | Long | USA |
EUROHOME UK MORTGAGES PLC EHMU 2007 2 M1 REGS | 3.45 mm | 2.83 mm principal | 0.63 | ABS-mortgage backed security | Long | UK |
US TREASURY N/B 01/26 2.625 | 3.39 mm | 3.50 mm principal | 0.61 | Debt | Long | USA |
PCG+A Pacific Gas & Electric Co. | 3.38 mm | 3.90 mm principal | 0.61 | Debt | Long | USA |
COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16 | 3.37 mm | 8.66 mm principal | 0.61 | ABS-mortgage backed security | Long | USA |
BX TRUST BX 2018 BILT D 144A | 3.32 mm | 3.37 mm principal | 0.60 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 3.32 mm | 3.30 mm principal | 0.60 | Debt | Long | UK |
TRANSDIGM INC 2023 TERM LOAN I | 3.04 mm | 3.03 mm principal | 0.55 | Loan | Long | USA |
BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 2A AR 144A | 3.00 mm | 3.00 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCP CLO LTD OCP 2015 9A A1R2 144A | 2.99 mm | 3.00 mm principal | 0.54 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GNMA II TBA 30 YR 3.5 JUMBOS | 2.98 mm | 3.20 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1 | 2.93 mm | 3.32 mm principal | 0.53 | ABS-mortgage backed security | Long | USA |
GNMA II TBA 30 YR 4.5 JUMBOS | 2.83 mm | 2.90 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/31 0.125 | 2.81 mm | 3.16 mm principal | 0.51 | Debt | Long | USA |
KKR FINANCIAL CLO LTD KKR 32A A1 144A | 2.80 mm | 2.80 mm principal | 0.51 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BCS Barclays plc | 2.73 mm | 2.44 mm principal | 0.49 | Debt | Long | UK |
VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A | 2.72 mm | 2.70 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
BANK OF AMERICA CORP SR UNSECURED 04/34 VAR | 2.71 mm | 2.70 mm principal | 0.49 | Debt | Long | USA |
VOYA CLO LTD VOYA 2019 3A AR 144A | 2.70 mm | 2.70 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
STRUCTURED ASSET SECURITIES CO SASC 2007 GEL1 A3 144A | 2.70 mm | 3.33 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
SOCIETE GENERALE SR UNSECURED 144A 01/29 VAR | 2.69 mm | 2.60 mm principal | 0.49 | Debt | Long | France |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A | 2.67 mm | 2.60 mm principal | 0.48 | ABS-mortgage backed security | Long | USA |
BANCO SANTANDER SA 11/28 6.607 | 2.66 mm | 2.50 mm principal | 0.48 | Debt | Long | Spain |
POSEIDON BIDCO SASU EUR TERM LOAN B | 2.65 mm | 2.40 mm principal | 0.48 | Loan | Long | UK |
NATIONWIDE BLDG SOCIETY 144A 10/27 VAR | 2.59 mm | 2.50 mm principal | 0.47 | Debt | Long | UK |
PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7 | 2.56 mm | 3.08 mm principal | 0.46 | Debt | Long | Mexico |
WSTN TRUST WSTN 2023 MAUI A 144A | 2.55 mm | 2.50 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A | 2.55 mm | 2.50 mm principal | 0.46 | ABS-other | Long | USA |
SOCIETE GENERALE SR UNSECURED 144A 01/34 VAR | 2.54 mm | 2.40 mm principal | 0.46 | Debt | Long | France |
TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 2.54 mm | 2.70 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
FED HM LN PC POOL SD8323 FR 05/53 FIXED 5 | 2.54 mm | 2.56 mm principal | 0.46 | ABS-mortgage backed security | Long | USA |
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A | 2.53 mm | 2.50 mm principal | 0.46 | ABS-other | Long | USA |
GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A | 2.52 mm | 2.50 mm principal | 0.46 | ABS-other | Long | USA |
RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS6 M6 | 2.51 mm | 2.60 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
MAGNETITE CLO LTD MAGNE 2020 25A A 144A | 2.50 mm | 2.50 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
MAGNETITE CLO LTD MAGNE 2023 39A A 144A | 2.50 mm | 2.50 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
TRINITAS CLO LTD TRNTS 2018 9A ARR 144A | 2.50 mm | 2.50 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AGL CLO 6 LTD AGL 2020 6A AR 144A | 2.50 mm | 2.50 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BALLYROCK LTD BALLY 2021 16A A1 144A | 2.50 mm | 2.50 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
CIFC FUNDING LTD CIFC 2021 3A A 144A | 2.49 mm | 2.50 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A A 144A | 2.48 mm | 2.25 mm principal | 0.45 | ABS-collateralized bond/debt obligation | Long | Ireland |
AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A | 2.47 mm | 2.50 mm principal | 0.45 | ABS-other | Long | USA |
AEGIS ASSET BACKED SECURITIES AABST 2006 1 A2 | 2.43 mm | 3.32 mm principal | 0.44 | ABS-mortgage backed security | Long | USA |
PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A | 2.38 mm | 2.38 mm principal | 0.43 | ABS-other | Long | USA |
FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A | 2.36 mm | 2.34 mm principal | 0.43 | ABS-other | Long | USA |
MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2FP | 2.32 mm | 4.08 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875 | 2.27 mm | 2.24 mm principal | 0.41 | Debt | Long | USA |
ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT3 A2 | 2.27 mm | 3.80 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
NWG NatWest Group Plc | 2.21 mm | 2.20 mm principal | 0.40 | Debt | Long | UK |
NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A | 2.21 mm | 2.21 mm principal | 0.40 | ABS-other | Long | USA |
TSY INFL IX N/B 01/29 0.875 | 2.20 mm | 2.30 mm principal | 0.40 | Debt | Long | USA |
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P D 144A | 2.13 mm | 2.65 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
FNMA POOL CB5211 FN 12/52 FIXED 6 | 2.13 mm | 2.09 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
PROSUS NV SR UNSECURED 144A 01/34 2.778 | 2.12 mm | 2.46 mm principal | 0.38 | Debt | Long | Netherlands |
DISH DBS CORP SR SECURED 144A 12/28 5.75 | 2.10 mm | 2.63 mm principal | 0.38 | Debt | Long | USA |
MORGAN STANLEY SR UNSECURED 02/29 VAR | 2.04 mm | 2.03 mm principal | 0.37 | Debt | Long | USA |
GSAMP TRUST GSAMP 2005 WMC2 M1 | 2.03 mm | 2.27 mm principal | 0.37 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 05/24 2.5 | 2.03 mm | 2.05 mm principal | 0.37 | Debt | Long | USA |
NASSAU 2017 II LTD NCC 2017 IIA AL 144A | 2.01 mm | 2.01 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FED HM LN PC POOL SD8329 FR 06/53 FIXED 5 | 2.01 mm | 2.03 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5 | 2.01 mm | 2.10 mm principal | 0.36 | Debt | Long | Luxembourg |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 11A A 144A | 2.00 mm | 2.00 mm principal | 0.36 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
PCG+A Pacific Gas & Electric Co. | 1.99 mm | 2.07 mm principal | 0.36 | Debt | Long | USA |
GNMA II TBA 30 YR 5 JUMBOS | 1.99 mm | 2.00 mm principal | 0.36 | ABS-mortgage backed security | Long | USA |
SLM STUDENT LOAN TRUST SLMA 2005 B A4 | 1.94 mm | 2.00 mm principal | 0.35 | ABS-other | Long | USA |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 CTX1 M5 | 1.92 mm | 1.99 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1 | 1.92 mm | 4.70 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
US 10YR NOTE (CBT)MAR24 XCBT 20240319 | 1.88 mm | 512.00 contracts | 0.34 | Interest rate derivative | N/A | USA |
HSI ASSET SECURITIZATION CORPO HASC 2007 HE1 1A1 | 1.86 mm | 2.47 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A | 1.86 mm | 2.40 mm principal | 0.34 | ABS-mortgage backed security | Long | USA |
STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR | 1.85 mm | 1.67 mm shares | 0.34 | Preferred equity | Long | Netherlands |
CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 5A A1RR 144A | 1.84 mm | 1.84 mm principal | 0.33 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GNMA II POOL MA9017 G2 07/53 FIXED 5.5 | 1.79 mm | 1.78 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
MEXICAN UDIBONOS BONDS 12/26 3 | 1.76 mm | 32.18 mm principal | 0.32 | Debt | Long | Mexico |
AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 | 1.75 mm | 1.97 mm principal | 0.32 | Debt | Long | Cayman Islands |
REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR | 1.73 mm | 5.07 mm principal | 0.31 | Debt | Long | Argentina |
GSAMP TRUST GSAMP 2005 HE5 M4 | 1.73 mm | 1.83 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4 | 1.71 mm | 1.90 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
SOFTBANK VISION FUND II FIXED TERM LOAN | 1.68 mm | 1.76 mm principal | 0.31 | Loan | Long | UK |
RESIDENTIAL ASSET SECURITIES C RASC 2005 AHL2 M3 | 1.68 mm | 2.00 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 02/49 1 | 1.68 mm | 2.08 mm principal | 0.30 | Debt | Long | USA |
AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M3 | 1.67 mm | 1.82 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
US TREASURY N/B 08/43 4.375 | 1.63 mm | 1.60 mm principal | 0.30 | Debt | Long | USA |
TSY INFL IX N/B 07/30 0.125 | 1.63 mm | 1.80 mm principal | 0.29 | Debt | Long | USA |
WM MORRISON EUR TERM LOAN B1 | 1.62 mm | 1.55 mm principal | 0.29 | Loan | Long | UK |
SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2 | 1.61 mm | 1.65 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
BANCA MONTE DEI PASCHI S REGS 01/26 1.875 | 1.59 mm | 1.52 mm principal | 0.29 | Debt | Long | Italy |
WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B | 1.56 mm | 1.64 mm principal | 0.28 | Loan | Long | USA |
RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF2 | 1.55 mm | 4.63 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
MEXICAN UDIBONOS BONDS 11/31 2.75 | 1.54 mm | 29.70 mm principal | 0.28 | Debt | Long | Mexico |
US TREASURY N/B 12/27 0.625 | 1.54 mm | 1.75 mm principal | 0.28 | Debt | Long | USA |
STRATTON MORTGAGE FUNDING PLC STRA 2020 1 D REGS | 1.53 mm | 1.20 mm principal | 0.28 | ABS-mortgage backed security | Long | UK |
PCG+A Pacific Gas & Electric Co. | 1.51 mm | 1.93 mm principal | 0.27 | Debt | Long | USA |
GNMA II POOL MA9106 G2 08/53 FIXED 5.5 | 1.50 mm | 1.49 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR8 3A1A | 1.48 mm | 1.92 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FNMA POOL FM7475 FN 10/50 FIXED VAR | 1.46 mm | 1.48 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
HSBC HSBC Holdings plc | 1.41 mm | 1.64 mm principal | 0.26 | Debt | Long | UK |
US TREASURY N/B 01/28 0.75 | 1.41 mm | 1.60 mm principal | 0.26 | Debt | Long | USA |
INTESA SANPAOLO SPA INTESA SANPAOLO SPA | 1.39 mm | 1.30 mm principal | 0.25 | Debt | Long | Italy |
HILTON USA TRUST HILT 2018 ORL C 144A | 1.38 mm | 1.40 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2 | 1.38 mm | 1.50 mm principal | 0.25 | Debt | Long | USA |
ROMANIA NOTES 144A 09/28 5.5 | 1.36 mm | 1.20 mm principal | 0.25 | Debt | Long | Romania |
VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875 | 1.36 mm | 1.50 mm principal | 0.25 | Debt | Long | USA |
GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4 | 1.34 mm | 1.49 mm principal | 0.24 | Debt | Long | USA |
TSY INFL IX N/B 04/25 0.125 | 1.32 mm | 1.37 mm principal | 0.24 | Debt | Long | USA |
BPCE SA BPCE SA | 1.32 mm | 1.25 mm principal | 0.24 | Debt | Long | France |
BPCE SA 144A 10/27 VAR | 1.29 mm | 1.25 mm principal | 0.23 | Debt | Long | France |
MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P E 144A | 1.29 mm | 1.68 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE3 A3 | 1.26 mm | 3.53 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR | 1.26 mm | 1.20 mm principal | 0.23 | Debt | Long | USA |
RFR USD SOFR/2.00000 12/21/22-10Y CME | 1.26 mm | 1.00 contracts | 0.23 | Interest rate derivative | N/A | USA |
CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A3 1A1 | 1.25 mm | 1.39 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4 | 1.22 mm | 1.30 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
CDX HY41 5Y ICE | 1.21 mm | 1.00 contracts | 0.22 | Credit derivative | N/A | USA |
PCG+A Pacific Gas & Electric Co. | 1.20 mm | 1.26 mm principal | 0.22 | Debt | Long | USA |
INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A | 1.19 mm | 1.58 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
SCURALPHA 1503 GMBH USD TERM LOAN B1 | 1.19 mm | 1.29 mm principal | 0.22 | Loan | Long | Germany |
TSY INFL IX N/B 02/51 0.125 | 1.17 mm | 1.89 mm principal | 0.21 | Debt | Long | USA |
BRANDYWINE OPER PARTNERS COMPANY GUAR 11/27 3.95 | 1.16 mm | 1.30 mm principal | 0.21 | Debt | Long | USA |
AMSURG EQUITY EQTYAS910
|
1.15 mm | 22.39 k shares | 0.21 | Common equity | Long | USA |
TSY INFL IX N/B 02/53 1.5 | 1.13 mm | 1.24 mm principal | 0.20 | Debt | Long | USA |
US TREASURY N/B 11/46 2.875 | 1.12 mm | 1.40 mm principal | 0.20 | Debt | Long | USA |
CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/27 5.625 | 1.10 mm | 1.18 mm principal | 0.20 | Debt | Long | USA |
MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2FP | 1.05 mm | 2.02 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME | 1.04 mm | 1.00 contracts | 0.19 | Interest rate derivative | N/A | USA |
PCG+A Pacific Gas & Electric Co. | 1.04 mm | 1.10 mm principal | 0.19 | Debt | Long | USA |
NATIONAL BK HUNGARY BILL BILLS 01/24 0.00000 | 1.01 mm | 352.00 mm principal | 0.18 | Debt | Long | Hungary |
WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR | 1.01 mm | 1.10 mm principal | 0.18 | Debt | Long | USA |
RFRF USD SF+26.161/1.75 12/15/21-10Y LCH | 975.75 k | 1.00 contracts | 0.18 | Interest rate derivative | N/A | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 20 1A | 973.57 k | 1.01 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A4 | 944.97 k | 6.16 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
STRUCTURED ASSET SECURITIES CO SASC 2006 GEL3 M1 144A | 935.34 k | 981.13 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE3 M3 | 933.56 k | 945.87 k principal | 0.17 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC1 1A | 932.88 k | 1.01 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2 | 928.23 k | 1.02 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
CVNA Carvana Co. - Ordinary Shares | 915.87 k | 1.07 mm principal | 0.17 | Debt | Long | USA |
MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 A2SS | 902.89 k | 1.00 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
MARKET BIDCO FINCO PLC SR SECURED REGS 11/27 4.75 | 893.54 k | 900.00 k principal | 0.16 | Debt | Long | UK |
Broadcom Pte. Ltd. | 866.96 k | 996.00 k principal | 0.16 | Debt | Long | USA |
RFRF USD SF+26.161/0.75 06/16/21-10Y LCH | 866.62 k | 1.00 contracts | 0.16 | Interest rate derivative | N/A | USA |
GAZPROM PJSC (GAZ FN) SR UNSECURED 144A 01/29 2.95 | 862.50 k | 1.50 mm principal | 0.16 | Debt | Long | UK |
RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH | 862.09 k | 1.00 contracts | 0.16 | Interest rate derivative | N/A | Japan |
NEIMAN MARCUS USD COMMON STOCK EQUITY
|
854.41 k | 5.70 k shares | 0.15 | Common equity | Long | USA |
RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH | 845.27 k | 1.00 contracts | 0.15 | Interest rate derivative | N/A | USA |
STRUCTURED ASSET SECURITIES CO SASC 2005 RMS1 M1 | 845.10 k | 859.08 k principal | 0.15 | ABS-mortgage backed security | Long | USA |
TSY INFL IX N/B 07/28 0.75 | 834.30 k | 871.47 k principal | 0.15 | Debt | Long | USA |
BOUGHT BRL SOLD USD 20240202
Citibank, National Association
|
829.21 k | 1.00 contracts | 0.15 | DFE | N/A | Brazil |