Pimco’s Brazilian real deal swells its swaps portfolio

Counterparty Radar: Bond investor held an 83% market share of BRL swaps traded with mutual funds at Q3 2021


More than half of all interest rate swap notionals held by US mutual funds in the third quarter of 2021 were owned by one firm – Pimco – with a surge in Brazilian swaps taking the bond giant’s swaps portfolio to new highs.

The Newport Beach-headquartered firm has long prided itself on using derivatives to boost investment returns, but Pimco’s exposure to the swaps market increased markedly in 2021.

While Pimco sits in tenth place among US mutual funds by assets under management, it’s far and

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