Portfolio moves
Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.
Mar 31, 2023 → Jun 30, 2023
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Mar 2023 | Shares Jun 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| B 0 12/14/23 | 0 | 8,400,000 | 8,400,000 | 8.73% | $8.20M |
| FNCL 5.5 7/25 | 0 | 5,125,000 | 5,125,000 | 5.43% | $5.10M |
| FNCL 4.5 7/25 | 0 | 4,225,000 | 4,225,000 | 4.32% | $4.06M |
| FNCL 3.5 7/25 | 0 | 2,825,000 | 2,825,000 | 2.74% | $2.57M |
| FNCL 5 7/25 | 0 | 1,900,000 | 1,900,000 | 1.98% | $1.86M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,225,000 | 1,225,000 | 1.22% | $1.15M |
| FNCL 2.5 7/25 | 0 | 850,000 | 850,000 | 0.77% | $720.61K |
| JPMORGAN CHASE | 0 | 650,000 | 650,000 | 0.70% | $655.45K |
| GEN MOTORS FIN | 0 | 425,000 | 425,000 | 0.45% | $423.59K |
| BNP PARIBAS | 0 | 450,000 | 450,000 | 0.43% | $402.60K |
| VERIZON COMM INC | 0 | 400,000 | 400,000 | 0.34% | $315.73K |
| TRUIST FINANCIAL | 0 | 300,000 | 300,000 | 0.32% | $300.26K |
| FOUNDRY JV HOLDC | 0 | 275,000 | 275,000 | 0.29% | $274.23K |
| ORACLE CORP | 0 | 350,000 | 350,000 | 0.27% | $250.30K |
| JPMORGAN CHASE | 0 | 250,000 | 250,000 | 0.22% | $204.93K |
| US BANCORP | 0 | 200,000 | 200,000 | 0.21% | $200.36K |
| CHARLES SCHWAB | 0 | 185,000 | 185,000 | 0.20% | $187.88K |
| HCA INC | 0 | 225,000 | 225,000 | 0.20% | $185.09K |
| AT&T INC | 0 | 200,000 | 200,000 | 0.20% | $183.97K |
| SOUTHERN CAL ED | 0 | 175,000 | 175,000 | 0.19% | $178.66K |
| WARNERMEDIA HLDG | 0 | 175,000 | 175,000 | 0.17% | $155.28K |
| WARNERMEDIA HLDG | 0 | 150,000 | 150,000 | 0.13% | $122.35K |
| CVS HEALTH CORP | 0 | 100,000 | 100,000 | 0.11% | $102.62K |
| WARNERMEDIA HLDG | 0 | 100,000 | 100,000 | 0.09% | $84.34K |
| LINCOLN NATL CRP | 0 | 100,000 | 100,000 | 0.09% | $82.80K |
| CHENIERE ENERGYP | 0 | 75,000 | 75,000 | 0.08% | $75.31K |
| CAPITAL ONE FINL | 0 | 75,000 | 75,000 | 0.08% | $74.50K |
| EVERSOURCE ENERG | 0 | 75,000 | 75,000 | 0.08% | $73.96K |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/30 6.375 | 0 | 50,000 | 50,000 | 0.05% | $49.63K |
| PURCHASED USD / SOLD JPY | 0 | 1 | 1 | 0.03% | $25.02K |
| CAPITAL ONE FINL | 0 | 25,000 | 25,000 | 0.03% | $24.85K |
| US DOLLARS | 0 | 1 | 1 | 0.00% | $367 |
| Security | Shares Mar 2023 | Shares Jun 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5.5 4/26 | 5,125,000 | 0 | -5,125,000 | 0.00% | -$5.18M |
| FNCL 4.5 4/26 | 4,225,000 | 0 | -4,225,000 | 0.00% | -$4.14M |
| FNCL 3.5 4/26 | 2,825,000 | 0 | -2,825,000 | 0.00% | -$2.63M |
| US TREASURY N/B | 1,850,000 | 0 | -1,850,000 | 0.00% | -$1.34M |
| FNCL 4 4/26 | 1,225,000 | 0 | -1,225,000 | 0.00% | -$1.17M |
| FNCL 5 4/26 | 1,025,000 | 0 | -1,025,000 | 0.00% | -$1.02M |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2020-3 M | 600,000 | 0 | -600,000 | 0.00% | -$517.91K |
| GCAT Trust, Series 2022-NQM3, Class A1 | 492,723 | 0 | -492,723 | 0.00% | -$476.44K |
| Sage AR Funding 2021 Holdings Ltd | 400,000 | 0 | -400,000 | 0.00% | -$447.52K |
| JPMORGAN CHASE | 550,000 | 0 | -550,000 | 0.00% | -$442.82K |
| BANK, Series 2020-BN30, Class MCDF | 725,000 | 0 | -725,000 | 0.00% | -$405.39K |
| Conn's Receivables Funding LLC, Series 2022-A, Class B | 400,000 | 0 | -400,000 | 0.00% | -$398.71K |
| BPR Trust, Series 2022-SSP, Class A | 350,000 | 0 | -350,000 | 0.00% | -$349.35K |
| Hundred Acre Wood Trust 2021-INV2 | 391,892 | 0 | -391,892 | 0.00% | -$318.46K |
| Eurosail-NL BV, Series 2007-NL2X, Class M | 300,000 | 0 | -300,000 | 0.00% | -$317.28K |
| JACKSON PARK TRUST 2019-LIC JAX 2019-LIC E | 400,000 | 0 | -400,000 | 0.00% | -$296.25K |
| BNP PARIBAS SA 144A 08/28 4.4 | 300,000 | 0 | -300,000 | 0.00% | -$284.43K |
| UWM Mortgage Trust 2021-INV3 | 338,679 | 0 | -338,679 | 0.00% | -$275.85K |
| NISSAN MOTOR CO LTD 144A 3.043000% 09/15/2023 | 275,000 | 0 | -275,000 | 0.00% | -$270.94K |
| NEW YORK NY CITY OF NEW YORK NY | 245,000 | 0 | -245,000 | 0.00% | -$270.63K |
| HCA INC | 375,000 | 0 | -375,000 | 0.00% | -$259.45K |
| VMC Finance LLC, Series 2021-HT1, Class A | 261,056 | 0 | -261,056 | 0.00% | -$254.07K |
| Vita Scientia 2022-1 DAC | 250,000 | 0 | -250,000 | 0.00% | -$237.84K |
| Imperial Fund Mortgage Trust 2022-NQM1 | 267,302 | 0 | -267,302 | 0.00% | -$237.59K |
| GALAXY PIPELINE ASSETS SR SECURED 144A 09/27 1.75 | 237,046 | 0 | -237,046 | 0.00% | -$221.03K |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33 | 203,000 | 0 | -203,000 | 0.00% | -$220.83K |
| PRPM_21-9 | 212,922 | 0 | -212,922 | 0.00% | -$199.21K |
| SOUTHERN CAL ED | 175,000 | 0 | -175,000 | 0.00% | -$182.45K |
| PRPM LLC, Series 2021-8, Class A1 | 199,903 | 0 | -199,903 | 0.00% | -$181.47K |
| AT&T INC | 225,000 | 0 | -225,000 | 0.00% | -$181.10K |
| VERIZON COMM INC | 250,000 | 0 | -250,000 | 0.00% | -$178.70K |
| ELFI Graduate Loan Program LLC, Series 2022-A, Class A | 183,609 | 0 | -183,609 | 0.00% | -$176.19K |
| Presidencia de la Republica Dominicana | 225,000 | 0 | -225,000 | 0.00% | -$172.87K |
| WARNERMEDIA HLDG | 175,000 | 0 | -175,000 | 0.00% | -$156.37K |
| UNIV OF MICHIGAN-A | 170,000 | 0 | -170,000 | 0.00% | -$154.02K |
| Hellenic Republic Government Bond | 143,000 | 0 | -143,000 | 0.00% | -$145.81K |
| Level 3 Financing Inc | 175,000 | 0 | -175,000 | 0.00% | -$138.57K |
| SUN COMMUNITIES | 150,000 | 0 | -150,000 | 0.00% | -$134.19K |
| Wayfair, Inc. | 180,000 | 0 | -180,000 | 0.00% | -$132.80K |
| WARNERMEDIA HLDG | 150,000 | 0 | -150,000 | 0.00% | -$121.70K |
| ONEOK INC | 125,000 | 0 | -125,000 | 0.00% | -$109.35K |
| Egypt Government International Bond | 200,000 | 0 | -200,000 | 0.00% | -$108.72K |
| STARR 2019-1 A | 118,715 | 0 | -118,715 | 0.00% | -$105.18K |
| PIEDMONT NAT GAS | 125,000 | 0 | -125,000 | 0.00% | -$104.45K |
| CAPITAL ONE FINL | 100,000 | 0 | -100,000 | 0.00% | -$96.72K |
| STARZ CAPITAL HOLDINGS REGD 144A P/P 5.50000000 | 145,000 | 0 | -145,000 | 0.00% | -$95.49K |
| WARNERMEDIA HLDG | 100,000 | 0 | -100,000 | 0.00% | -$83.73K |
| VTR Finance NV | 200,000 | 0 | -200,000 | 0.00% | -$81.00K |
| BELROSE FUNDING TRUST | 100,000 | 0 | -100,000 | 0.00% | -$77.83K |
| Conn's Receivables Funding LLC, Series 2021-A, Class B | 72,233 | 0 | -72,233 | 0.00% | -$71.54K |
| Freddie Mac Gold Pool | 10,921 | 0 | -10,921 | 0.00% | -$11.42K |
| ZSCALER INC CFD | 2 | 0 | -2 | 0.00% | -$10.99K |
| JP Morgan Mortgage Trust 2007-S2 | 4,461 | 0 | -4,461 | 0.00% | -$6.28K |
| Freddie Mac Whole Loan Securities Trust 2015-SC01 | 555 | 0 | -555 | 0.00% | -$553 |
| COMM 2013-CCRE9 MORTGAGE TRUST SER 2013-CR9 CL XA V/R REGD 0.02312500 | 3,252,701 | 0 | -3,252,701 | 0.00% | -$80 |
| SOLD ZAR/BOUGHT USD | 2 | 0 | -2 | 0.00% | $2.29K |
| ZSCALER INC | 5 | 0 | -5 | 0.00% | $3.55K |
| ZIMMER BIOMET HOLDINGS INC | 3 | 0 | -3 | 0.00% | $4.77K |
| TRI-PARTY CREDIT AGRICOLE CIB | 1 | 0 | -1 | 0.00% | $5.05K |
| USD P IDR C @16250.00 EO | 1 | 0 | -1 | 0.00% | $7.10K |
| Security | Shares Mar 2023 | Shares Jun 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| SASC 2007-RM1 M3 | 903,842 | 920,384 | 16,542 | 0.92% | $30.60K |
| BANK OF AMER CRP | 300,000 | 650,000 | 350,000 | 0.65% | $325.67K |
| GAIA Aviation Ltd., Series 2019-1, Class C | 356,141 | 362,410 | 6,269 | 0.20% | $25.33K |
| DICK'S SPORTING | 250,000 | 265,000 | 15,000 | 0.20% | $6.24K |
| BANK, Series 2019-BN21, Class XA | 3,502,744 | 3,747,568 | 244,824 | 0.16% | $8.99K |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C21, Class XA | 2,662,841 | 2,809,739 | 146,898 | 0.01% | -$5.27K |
| COMM Mortgage Trust, Series 2014-CR18, Class XA | 1,509,824 | 1,978,249 | 468,425 | 0.01% | -$967 |
| Security | Shares Mar 2023 | Shares Jun 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MSILF-GOVT-INS | 13,549,244 | 8,184,668 | -5,364,576 | 8.71% | -$5.36M |
| Italy Buoni Poliennali Del Tesoro | 627,660 | 599,526 | -28,134 | 0.67% | -$24.98K |
| FR SD8205 | 748,467 | 737,428 | -11,039 | 0.67% | -$20.40K |
| Seasoned Credit Risk Transfer Trust | 565,081 | 548,016 | -17,065 | 0.56% | -$30.56K |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000 | 568,859 | 554,315 | -14,544 | 0.53% | -$27.72K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 | 537,731 | 530,982 | -6,748 | 0.50% | -$14.73K |
| CSMC Trust, Series 2021-WEHO, Class A | 513,579 | 473,535 | -40,044 | 0.49% | -$33.69K |
| FHMS K126 X3 | 2,950,000 | 2,950,000 | -0 | 0.47% | -$18.93K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 | 494,427 | 482,714 | -11,713 | 0.45% | -$24.21K |
| Rate Mortgage Trust 2021-J4 | 516,915 | 510,092 | -6,823 | 0.43% | -$11.43K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 | 466,520 | 459,290 | -7,230 | 0.43% | -$19.48K |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2016-1 3% 03/25/2058 | 469,161 | 460,810 | -8,351 | 0.43% | -$21.74K |
| Imperial Fund Mortgage Trust 2021-NQM4 | 473,840 | 461,310 | -12,530 | 0.41% | -$16.49K |
| Hundred Acre Wood Trust 2021-INV3 | 481,333 | 470,108 | -11,225 | 0.40% | -$14.85K |
| UWM Mortgage Trust 2021-INV1 | 462,808 | 455,589 | -7,219 | 0.39% | -$8.85K |
| Goodgreen Trust, Series 2020-1A, Class C | 370,709 | 368,534 | -2,176 | 0.33% | -$17.11K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 | 341,039 | 335,702 | -5,336 | 0.31% | -$13.55K |
| FSMT 2021-8INV A3 144A FRN 09-25-51 | 366,697 | 360,697 | -6,000 | 0.31% | -$8.70K |
| CIM Trust 2021-INV1 | 363,821 | 358,524 | -5,297 | 0.31% | -$8.90K |
| LMAT 20-GS4 A1 144A 6.25% 02-25-60/05-28-24 | 299,198 | 285,826 | -13,373 | 0.30% | -$15.60K |
| SCRT 2017-3 MT 3.0% 07-25-56 | 320,457 | 315,640 | -4,817 | 0.30% | -$9.47K |
| FNMA 30YR 2.5% 10/01/2051#BT6781 | 323,474 | 321,443 | -2,031 | 0.29% | -$6.37K |
| PRPM LLC, Series 2022-2, Class A1 | 283,883 | 273,776 | -10,107 | 0.28% | -$13.35K |
| PRPM 2021-11 LLC | 300,585 | 281,084 | -19,500 | 0.28% | -$17.66K |
| SOLRR 2021-1 A 144A 2.636% 10-15-46 | 300,439 | 294,861 | -5,578 | 0.27% | -$5.27K |
| PRPM LLC, Series 2022-3, Class A1 | 262,498 | 257,067 | -5,431 | 0.27% | -$1.94K |
| FG G60038 | 269,459 | 262,658 | -6,801 | 0.26% | -$13.08K |
| FHMS K125 X3 | 1,635,498 | 1,635,498 | -0 | 0.26% | -$4.93K |
| CIM Trust 2021-NR1 | 289,523 | 248,908 | -40,615 | 0.26% | -$36.50K |
| PRET LLC, Series 2022-NPL4, Class A1 | 265,883 | 242,092 | -23,791 | 0.25% | -$19.54K |
| Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M | 250,000 | 245,662 | -4,338 | 0.24% | -$4.64K |
| Fannie Mae Pool | 290,239 | 286,728 | -3,511 | 0.24% | -$5.59K |
| FHMS K-1516 X3 | 800,000 | 800,000 | -0 | 0.24% | -$7.61K |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MT | 253,294 | 249,131 | -4,163 | 0.23% | -$7.80K |
| FNMA, 30 Year | 245,434 | 231,810 | -13,624 | 0.23% | -$16.92K |
| PMC PLS ESR ISSUER LLC 22-PLS1 A STEP 02/25/2027 144A | 242,225 | 221,212 | -21,013 | 0.22% | -$20.85K |
| Brean Asset Backed Securities Trust 2021-RM2 | 240,689 | 240,104 | -584 | 0.22% | -$2.00K |
| FNCL UMBS 2.5 FS1885 02-01-52 | 249,005 | 246,871 | -2,135 | 0.22% | -$5.39K |
| STWH_21-NPB1 | 240,179 | 222,291 | -17,889 | 0.22% | -$13.35K |
| Brean Asset-Backed Securities Trust, Series 2021-RM1, Class A | 237,536 | 236,303 | -1,233 | 0.22% | -$2.93K |
| CIM_21-NR4 | 219,170 | 207,128 | -12,042 | 0.21% | -$10.84K |
| FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class HT | 213,959 | 210,362 | -3,597 | 0.20% | -$9.20K |
| OCEANVIEW MORTGAGE TRUST BVINV 2021 5 A1 144A | 218,921 | 215,283 | -3,639 | 0.19% | -$5.00K |
| Fannie Mae Pool | 187,785 | 180,650 | -7,135 | 0.18% | -$10.30K |
| NovaStar Mortgage Funding Trust Series 2003-3 | 171,834 | 167,593 | -4,242 | 0.18% | -$3.50K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 | 188,521 | 184,711 | -3,810 | 0.17% | -$8.63K |
| JOL Air Ltd., Series 2019-1, Class B | 226,849 | 223,482 | -3,368 | 0.17% | $4.56K |
| FNMA, Other | 184,521 | 183,380 | -1,141 | 0.17% | -$3.63K |
| Fannie Mae Pool | 160,179 | 159,151 | -1,028 | 0.16% | -$4.05K |
| FNMA, 30 Year | 162,302 | 156,038 | -6,263 | 0.15% | -$8.66K |
| Fannie Mae Pool | 140,972 | 138,883 | -2,089 | 0.15% | -$5.90K |
| VOLT CV LLC, Series 2021-CF2, Class A1 | 160,035 | 154,018 | -6,018 | 0.15% | -$1.50K |
| Fannie Mae Pool | 152,075 | 147,729 | -4,346 | 0.15% | -$7.32K |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL M55D 4.00000000 | 156,093 | 152,408 | -3,686 | 0.15% | -$7.47K |
| Freddie Mac Whole Loan Securities Trust | 153,435 | 152,166 | -1,270 | 0.14% | -$3.95K |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | 152,056 | 147,716 | -4,340 | 0.14% | -$6.60K |
| FHLMC Gold Pool, 30 Year | 147,173 | 133,647 | -13,526 | 0.14% | -$16.11K |
| Falcon Aerospace Ltd., Series 2019-1, Class A | 173,045 | 148,869 | -24,176 | 0.14% | -$20.80K |
| Mosaic Solar Loan Trust, Series 2021-3A, Class B | 179,550 | 173,688 | -5,861 | 0.13% | -$16.00K |
| COLT Trust, Series 2021-RPL1, Class A1 | 148,965 | 144,593 | -4,372 | 0.13% | -$6.40K |
| GNMA II, Single Family, 30 Year | 133,949 | 132,266 | -1,682 | 0.13% | -$4.97K |
| Matador Resources Co | 205,000 | 121,000 | -84,000 | 0.12% | -$85.15K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 | 144,202 | 118,169 | -26,034 | 0.12% | -$25.50K |
| PRET LLC, Series 2021-NPL6, Class A1 | 140,765 | 120,720 | -20,046 | 0.12% | -$21.12K |
| Real Estate Asset Liquidity Trust | 3,423,725 | 3,402,717 | -21,008 | 0.11% | -$5.08K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 715,000 | 715,000 | -0 | 0.11% | -$6.06K |
| UNITEDHEALTH GRP | 225,000 | 100,000 | -125,000 | 0.11% | -$127.98K |
| BBCMS Mortgage Trust, Series 2022-C18, Class XA | 2,568,118 | 2,566,383 | -1,735 | 0.11% | -$3.84K |
| GS Mortgage Securities Trust, Series 2015-GC34, Class XA | 4,449,488 | 4,392,084 | -57,404 | 0.10% | -$13.62K |
| GNMA II, Single Family, 30 Year | 101,785 | 101,103 | -682 | 0.10% | -$2.14K |
| FHLG 30YR 4% 12/01/2041#Q04858 | 96,994 | 95,930 | -1,064 | 0.10% | -$3.03K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 | 97,482 | 95,684 | -1,799 | 0.09% | -$4.21K |
| Lunar Aircraft Ltd., Series 2020-1A, Class A | 102,777 | 99,733 | -3,044 | 0.09% | -$2.13K |
| UMBS, 30 Year | 90,749 | 89,868 | -882 | 0.09% | -$2.73K |
| PUBLIC SVC ENTERPRISE GRP INC 2.45% 11/15/2031 | 150,000 | 100,000 | -50,000 | 0.09% | -$43.35K |
| GNMA II, Single Family, 30 Year | 83,202 | 82,583 | -619 | 0.08% | -$1.73K |
| BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A6 | 251,119 | 249,291 | -1,829 | 0.08% | -$2.36K |
| Freddie Mac Whole Loan Securities Trust, Series 2015-SC02, Class 1A | 82,242 | 79,795 | -2,447 | 0.07% | -$3.70K |
| Freddie Mac Whole Loan Securities Trust | 80,147 | 77,458 | -2,689 | 0.07% | -$3.91K |
| Banc of America Alternative Loan Trust 2006-6 | 86,500 | 84,721 | -1,779 | 0.07% | -$642 |
| Freddie Mac Whole Loan Securities Trust 2016-SC02 | 78,510 | 77,073 | -1,437 | 0.07% | -$2.74K |
| Oxford Finance Funding 2019-1 LLC | 105,014 | 67,425 | -37,589 | 0.07% | -$35.97K |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 M55D 4% 10/25/2058 | 72,162 | 70,374 | -1,787 | 0.07% | -$3.52K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | 75,116 | 73,159 | -1,957 | 0.07% | -$3.64K |
| FNMA, Other | 70,251 | 67,664 | -2,587 | 0.07% | -$3.67K |
| Citigroup Commercial Mortgage Trust, Series 2015-GC33, Class XA | 4,140,010 | 4,123,492 | -16,518 | 0.07% | -$8.79K |
| Freddie Mac Whole Loan Securities Trust 2015-SC02 | 67,502 | 66,917 | -585 | 0.06% | -$1.81K |
| Fannie Mae Pool | 60,965 | 60,237 | -728 | 0.06% | -$2.30K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A | 69,570 | 67,519 | -2,051 | 0.06% | -$347 |
| FHLMC Gold Pool, 30 Year | 57,986 | 55,953 | -2,033 | 0.06% | -$3.28K |
| FNMA POOL MA3400 FN 06/48 FIXED 4.5 | 49,891 | 49,635 | -256 | 0.05% | -$1.17K |
| GSR MORTGAGE LOAN TRUST GSR 2007 1F 3A4 | 75,374 | 73,974 | -1,399 | 0.05% | -$2.13K |
| Freddie Mac Whole Loan Securities Trust 2016-SC02 | 51,352 | 50,430 | -921 | 0.05% | -$1.85K |
| Fannie Mae Pool | 43,713 | 43,210 | -503 | 0.05% | -$1.56K |
| Freddie Mac Pool | 53,244 | 52,940 | -304 | 0.04% | -$755 |
| Fannie Mae Pool | 48,861 | 46,692 | -2,169 | 0.04% | -$2.57K |
| Fannie Mae Pool | 44,124 | 41,963 | -2,161 | 0.04% | -$2.80K |
| FHLMC, REMIC, Series 4350, Class DS | 427,091 | 409,386 | -17,705 | 0.04% | -$8.14K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class XA | 2,514,868 | 2,504,993 | -9,875 | 0.04% | -$3.30K |
| Freddie Mac Whole Loan Securities Trust 2016-SC01 | 42,840 | 40,698 | -2,142 | 0.04% | -$2.74K |
| FNMA, Other | 38,941 | 38,687 | -255 | 0.04% | -$923 |
| Citigroup Commercial Mortgage Trust, Series 2015-GC35, Class XA | 2,260,923 | 2,249,522 | -11,401 | 0.03% | -$3.98K |
| Freddie Mac Whole Loan Securities Trust 2015-SC01 | 30,652 | 30,321 | -331 | 0.03% | -$835 |
| UMBS, 30 Year | 25,610 | 25,287 | -323 | 0.03% | -$984 |
| Freddie Mac Gold Pool | 24,497 | 24,224 | -273 | 0.03% | -$968 |
| Freddie Mac REMICS | 379,253 | 346,335 | -32,917 | 0.03% | -$8.26K |
| UMBS, 30 Year | 24,902 | 23,524 | -1,378 | 0.03% | -$2.01K |
| GS Mortgage Securities Trust, Series 2014-GC24, Class XA | 4,054,013 | 4,008,390 | -45,623 | 0.02% | -$7.20K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A7 | 36,699 | 36,412 | -286 | 0.02% | -$630 |
| JP Morgan Alternative Loan Trust 2005-S1 | 31,654 | 31,446 | -208 | 0.02% | -$466 |
| Freddie Mac Whole Loan Securities Trust 2016-SC01 | 25,231 | 25,032 | -199 | 0.02% | -$646 |
| FNMA POOL MA3474 FN 09/48 FIXED 4.5 | 22,565 | 22,408 | -157 | 0.02% | -$568 |
| UMBS, 30 Year | 20,296 | 19,320 | -975 | 0.02% | -$1.45K |
| UMBS, 30 Year | 19,184 | 17,907 | -1,277 | 0.02% | -$1.76K |
| J.P. Morgan Mortgage Trust, Series 2007-A4, Class 2A3 | 25,567 | 23,733 | -1,833 | 0.02% | -$1.25K |
| Freddie Mac Whole Loan Securities Trust 2017-SC02 | 22,192 | 20,869 | -1,323 | 0.02% | -$1.59K |
| Freddie Mac Gold Pool | 18,079 | 17,857 | -222 | 0.02% | -$742 |
| Freddie Mac Gold Pool | 17,626 | 17,440 | -186 | 0.02% | -$622 |
| FR SD8156 | 21,076 | 20,689 | -388 | 0.02% | -$632 |
| FNMA, 30 Year | 17,188 | 16,974 | -214 | 0.02% | -$711 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2013-LC11, Class XB | 6,000,000 | 6,000,000 | -0 | 0.02% | $90 |
| Fannie Mae REMICs, IO | 86,376 | 83,661 | -2,715 | 0.02% | -$1.01K |
| Freddie Mac Gold Pool | 16,673 | 16,338 | -335 | 0.02% | -$801 |
| GNMA, Series 2010-H26 | 2,032,014 | 1,811,598 | -220,415 | 0.02% | -$2.26K |
| Freddie Mac Gold Pool | 15,278 | 15,094 | -184 | 0.02% | -$623 |
| FNMA, REMIC, Series 2003-71, Class TA | 15,061 | 14,432 | -629 | 0.02% | -$939 |
| Freddie Mac Gold Pool | 14,085 | 13,902 | -183 | 0.02% | -$526 |
| Freddie Mac Gold Pool | 14,109 | 13,389 | -719 | 0.01% | -$1.06K |
| Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M7 | 13,792 | 13,004 | -789 | 0.01% | -$729 |
| COMM 2014-LC17 XA CSTR 10/47 | 2,179,912 | 2,174,680 | -5,233 | 0.01% | -$3.55K |
| Freddie Mac Gold Pool | 13,101 | 11,804 | -1,298 | 0.01% | -$1.64K |
| RALI Series 2006-QS4 Trust | 15,428 | 15,054 | -373 | 0.01% | -$440 |
| Banc of America Funding Trust, Series 2007-5, Class 5A1 | 12,329 | 11,447 | -882 | 0.01% | -$915 |
| Fannie Mae Pool | 10,149 | 10,018 | -130 | 0.01% | -$162 |
| Freddie Mac Gold Pool | 9,871 | 9,751 | -120 | 0.01% | -$361 |
| Banc of America Funding Trust, Series 2007-5, Class 3A1 | 13,215 | 11,731 | -1,484 | 0.01% | -$1.52K |
| Freddie Mac Gold Pool | 9,571 | 9,464 | -108 | 0.01% | -$343 |
| Residential Asset Securitization Trust 2006-A6 | 19,671 | 19,334 | -337 | 0.01% | -$371 |
| Freddie Mac Gold Pool | 9,391 | 9,253 | -138 | 0.01% | -$400 |
| GNMA II, Single Family, 30 Year | 9,706 | 9,660 | -46 | 0.01% | -$223 |
| Freddie Mac Gold Pool | 8,814 | 8,718 | -97 | 0.01% | -$314 |
| Freddie Mac Gold Pool | 8,741 | 8,228 | -513 | 0.01% | -$719 |
| Government National Mortgage Association | 39,762 | 39,525 | -237 | 0.01% | -$130 |
| Freddie Mac Gold Pool | 6,820 | 6,743 | -77 | 0.01% | -$244 |
| Freddie Mac Gold Pool | 6,686 | 6,607 | -79 | 0.01% | -$243 |
| Freddie Mac Whole Loan Securities Trust 2015-SC01 | 7,359 | 7,309 | -51 | 0.01% | -$180 |
| Alternative Loan Trust 2006-4CB | 11,159 | 10,914 | -245 | 0.01% | -$306 |
| FG G08271 | 5,139 | 4,954 | -185 | 0.01% | -$324 |
| Freddie Mac Gold Pool | 4,710 | 4,660 | -51 | 0.01% | -$185 |
| RALI Series 2007-QS2 Trust | 5,876 | 5,608 | -268 | 0.00% | -$229 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | 4,176,642 | 1,952,066 | -2,224,576 | 0.00% | -$14.31K |
| FHLMC Gold Pool, 30 Year | 3,478 | 3,427 | -50 | 0.00% | -$139 |
| Freddie Mac Gold Pool | 3,236 | 3,084 | -153 | 0.00% | -$206 |
| Alternative Loan Trust, Series 2005-86CB, Class A4 | 4,723 | 4,606 | -117 | 0.00% | -$125 |
| UMBS, 30 Year | 2,704 | 2,649 | -55 | 0.00% | -$126 |
| UMBS, 30 Year | 2,536 | 2,371 | -165 | 0.00% | -$207 |
| UMBS, 30 Year | 1,854 | 1,767 | -86 | 0.00% | -$105 |
| FNCT UMBS 6.5 256993 11-01-27 | 1,797 | 1,639 | -158 | 0.00% | -$190 |
| TVC Mortgage Trust 2020-RTL1 | 33,685 | 1,639 | -32,046 | 0.00% | -$31.98K |
| CWALT INC 5.5% 02/25/2036 | 2,407 | 2,347 | -59 | 0.00% | -$64 |
| Fannie Mae REMICs, IO | 5,970 | 5,884 | -86 | 0.00% | -$40 |
| Fannie Mae Pool | 755 | 748 | -7 | 0.00% | -$29 |
| UMBS, 30 Year | 797 | 763 | -34 | 0.00% | -$52 |
| Fannie Mae Pool | 768 | 731 | -37 | 0.00% | -$43 |
| Fannie Mae Interest Strip | 4,175 | 4,002 | -173 | 0.00% | -$59 |
| UMBS, 30 Year | 794 | 670 | -124 | 0.00% | -$132 |
| Freddie Mac STRIPS, IO | 1,498 | 1,440 | -57 | 0.00% | -$19 |
| Fannie Mae Pool | 190 | 181 | -8 | 0.00% | -$10 |
| Fannie Mae Interest Strip | 183 | 148 | -34 | 0.00% | -$2 |
| ZTO EXPRESS CAYMAN INC (GS) (CFD) | 2 | 1 | -1 | 0.00% | -$3.32K |
| SOLD ZAR/BOUGHT USD | 4 | 2 | -2 | 0.00% | -$7.45K |
| ZURN ELKAY WATER SOLUTIONS CORP | 8 | 7 | -1 | -0.01% | $1.58K |
| PURCHASED USD/ SOLD PHP | 4 | 3 | -1 | -0.02% | -$23.00K |
| Security | Shares Mar 2023 | Shares Jun 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Octagon Investment Partners 51 Ltd., Series 2021-1A, Class A | 900,000 | 900,000 | 0 | 0.94% | $6.04K |
| Sculptor CLO XXVI Ltd | 840,000 | 840,000 | 0 | 0.88% | $5.86K |
| B 0 11/30/23 | 833,000 | 833,000 | 0 | 0.87% | $6.68K |
| IL TWY TXB-A-SR PRIOR | 705,000 | 705,000 | 0 | 0.82% | -$19.59K |
| MEXICAN BONOS MXN 7.75% 05-29-31 | 12,500,000 | 12,500,000 | 0 | 0.74% | $39.83K |
| SOUTH AFRICA REPUBLIC OF 8.25% 03/31/2032 | 15,048,000 | 15,048,000 | 0 | 0.72% | -$65.70K |
| PMT Issuer Trust-FMSR, Series 2021-FT1, Class A | 650,000 | 650,000 | 0 | 0.67% | -$17.27K |
| AIMCO CLO, Series 2018-BA, Class AR | 625,000 | 625,000 | 0 | 0.66% | $2.16K |
| Newday Funding Master Issuer PLC - Series 2022-1 | 500,000 | 500,000 | 0 | 0.53% | $1.14K |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class E | 490,000 | 490,000 | 0 | 0.51% | -$9.71K |
| HSBC HOLDINGS | 450,000 | 450,000 | 0 | 0.47% | $1.12K |
| TCO_22-DPM | 450,000 | 450,000 | 0 | 0.47% | $3.85K |
| MF1X, Series 2021-W10, Class E | 475,000 | 475,000 | 0 | 0.47% | $2.95K |
| Commonwealth of Australia | 825,000 | 825,000 | 0 | 0.47% | -$26.86K |
| Republic of Indonesia, The Government of, The | 5,580,000,000 | 5,580,000,000 | 0 | 0.46% | $15.90K |
| GS Mortgage Securities Trust 2013-GCJ14 | 500,000 | 500,000 | 0 | 0.46% | $17.83K |
| Natixis Commercial Mortgage Securities Trust 2019-MILE | 500,000 | 500,000 | 0 | 0.46% | -$34.47K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 | 450,000 | 450,000 | 0 | 0.44% | -$3.16K |
| SG Commercial Mortgage Securities Trust, Series 2020-COVE, Class E | 450,000 | 450,000 | 0 | 0.43% | -$2.82K |
| Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class AR | 390,000 | 390,000 | 0 | 0.41% | $2.48K |
| Highways 2021 PLC | 299,998 | 299,998 | 0 | 0.39% | $9.99K |
| WFRBS Commercial Mortgage Trust 2013-C13 | 385,000 | 385,000 | 0 | 0.39% | -$271 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625 | 16,000,000 | 16,000,000 | 0 | 0.38% | $28.26K |
| NATIONWIDE BUILDING SOCIETY | 375,000 | 375,000 | 0 | 0.37% | $1.45K |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | 448,000 | 448,000 | 0 | 0.36% | -$15.92K |
| IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.12500000 | 350,000 | 350,000 | 0 | 0.36% | -$916 |
| BANK OF AMER CRP | 350,000 | 350,000 | 0 | 0.36% | -$2.57K |
| Headlands Residential LLC, Series 2021-RPL1, Class NOTE | 350,000 | 350,000 | 0 | 0.35% | -$5.33K |
| CFMT 2021-HB7 LLC | 350,000 | 350,000 | 0 | 0.34% | -$2.48K |
| United Overseas Bank Ltd. | 325,000 | 325,000 | 0 | 0.32% | -$2.42K |
| PNMSR 2022-FT1 A | 300,000 | 300,000 | 0 | 0.32% | $6.34K |
| FMC GMSR Issuer Trust, Series 2022-GT2, Class A | 300,000 | 300,000 | 0 | 0.31% | -$4.66K |
| BPCE | 300,000 | 300,000 | 0 | 0.31% | $272 |
| SYNGENTA FINANCE NV REGD 144A P/P 4.89200000 | 300,000 | 300,000 | 0 | 0.31% | $360 |
| Freddie Mac Multifamily Structured Pass Through Certificates | 1,050,000 | 1,050,000 | 0 | 0.31% | -$10.64K |
| TELEFONICA EMIS | 300,000 | 300,000 | 0 | 0.31% | -$2.47K |
| BANQUE OUEST AFRICAINE D REGD 144A P/P 4.70000000 | 350,000 | 350,000 | 0 | 0.30% | -$2.65K |
| CFMT LLC, Series 2022-HB8, Class M2 | 300,000 | 300,000 | 0 | 0.29% | $9.96K |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A | 400,000 | 400,000 | 0 | 0.29% | -$356 |
| CITIGROUP INC | 325,000 | 325,000 | 0 | 0.29% | -$3.79K |
| CHARTER COMM OPT | 400,000 | 400,000 | 0 | 0.29% | -$2.69K |
| VW 4 3/4 11/13/28 | 275,000 | 275,000 | 0 | 0.28% | -$6.56K |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K144, Class X3 | 1,300,000 | 1,300,000 | 0 | 0.28% | -$9.96K |
| MISS POWER CO | 275,000 | 275,000 | 0 | 0.28% | -$5.96K |
| UBS GROUP | 250,000 | 250,000 | 0 | 0.27% | -$1.25K |
| NEWCASTLE COAL INFRASTRU SR SECURED 144A 09/27 4.4 | 275,000 | 275,000 | 0 | 0.27% | $3.18K |
| Hyundai Capital America | 250,000 | 250,000 | 0 | 0.26% | -$1.71K |
| CELANESE US HLDS | 250,000 | 250,000 | 0 | 0.26% | -$2.90K |
| Allegro CLO XI Ltd., Series 2019-2A, Class A1A | 250,000 | 250,000 | 0 | 0.26% | $917 |
| ASHTEAD CAPITAL | 250,000 | 250,000 | 0 | 0.26% | -$3.33K |
| Blackbird Capital Aircraft Lease Securitization Ltd., Series 2016-1A, Class B | 346,915 | 346,915 | 0 | 0.26% | $16.96K |
| CENTENE CORP | 300,000 | 300,000 | 0 | 0.26% | -$3.67K |
| ENERGY TRANSFER | 250,000 | 250,000 | 0 | 0.25% | -$1.40K |
| BAT CAPITAL CORP | 275,000 | 275,000 | 0 | 0.25% | -$88 |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A | 250,000 | 250,000 | 0 | 0.24% | -$2.19K |
| LEHMAN MORTGAGE TRUST LMT 2007 8 2A1 | 623,279 | 623,279 | 0 | 0.24% | -$1.84K |
| ROGERS COMM INC | 275,000 | 275,000 | 0 | 0.24% | -$5.09K |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/27 VAR | 250,000 | 250,000 | 0 | 0.23% | -$63 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K147, Class X3 | 900,000 | 900,000 | 0 | 0.23% | -$7.66K |
| SOCIETE GENERALE SR UNSECURED 144A 01/25 2.625 | 225,000 | 225,000 | 0 | 0.23% | $531 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 1.8 | 250,000 | 250,000 | 0 | 0.22% | -$1.21K |
| VONTIER CORP | 250,000 | 250,000 | 0 | 0.22% | -$1.90K |
| VARNO 7.5 01/15/28 144A | 200,000 | 200,000 | 0 | 0.22% | -$1.53K |
| GOLDMAN SACHS GP | 250,000 | 250,000 | 0 | 0.22% | -$3.30K |
| TORONTO DOM BANK | 200,000 | 200,000 | 0 | 0.22% | $176 |
| Cologix Data Centers US Issuer LLC, Series 2021-1A, Class A2 | 225,000 | 225,000 | 0 | 0.21% | -$2.75K |
| GRIFOLS SA | 200,000 | 200,000 | 0 | 0.21% | $13.24K |
| NORDEA BANK ABP 5.375% 09/22/2027 144A | 200,000 | 200,000 | 0 | 0.21% | -$3.50K |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc | 225,000 | 225,000 | 0 | 0.21% | -$2.78K |
| BANK HAPOALIM BM 144A 3.255000% 01/21/2032 | 225,000 | 225,000 | 0 | 0.21% | $5.45K |
| Citigroup Commercial Mortgage Trust 2020-555 | 300,000 | 300,000 | 0 | 0.20% | -$273 |
| NBN CO LTD | 225,000 | 225,000 | 0 | 0.20% | $165 |
| BANCO SANTANDER | 200,000 | 200,000 | 0 | 0.20% | -$597 |
| Banco de Credito e Inversiones SA | 225,000 | 225,000 | 0 | 0.20% | $4.17K |
| DELL INT / EMC | 275,000 | 275,000 | 0 | 0.20% | $5.43K |
| Garda World Security Corp | 200,000 | 200,000 | 0 | 0.20% | $3.41K |
| OVERSEA-CHINESE BANKING REGD V/R 144A P/P 1.83200000 | 200,000 | 200,000 | 0 | 0.19% | -$1.13K |
| CFMT LLC, Series 2022-HB9, Class M3 | 230,000 | 230,000 | 0 | 0.19% | -$1.49K |
| SLGN 1.4 04/01/26 144A | 200,000 | 200,000 | 0 | 0.19% | -$2.67K |
| EXPORT IMPORT BK INDIA SR UNSECURED 144A 01/30 3.25 | 200,000 | 200,000 | 0 | 0.19% | $759 |
| SIRIUS XM RADIO LLC REGD 144A P/P 3.87500000 | 225,000 | 225,000 | 0 | 0.19% | -$953 |
| WELLS FARGO CO | 200,000 | 200,000 | 0 | 0.18% | -$1.03K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 775,000 | 775,000 | 0 | 0.18% | -$6.53K |
| PHILIPPINES(REP) | 200,000 | 200,000 | 0 | 0.18% | -$866 |
| FHLMC, Multi-Family Structured Pass-Through Certificates, Series K148, Class X3 | 650,000 | 650,000 | 0 | 0.18% | -$2.84K |
| AMERICAN INTERNA | 175,000 | 175,000 | 0 | 0.18% | -$3.03K |
| LIFE MORTGAGE TRUST US | 175,000 | 175,000 | 0 | 0.18% | $1.65K |
| CSFB Mortgage-Backed Pass-Through Certificates Trust, Series 2005-10, Class 4A1 | 752,368 | 752,368 | 0 | 0.18% | -$4.60K |
| RESORTS WORLD/RWLV CAP REGD P/P 4.62500000 | 200,000 | 200,000 | 0 | 0.18% | $10.57K |
| COMCAST CORP | 200,000 | 200,000 | 0 | 0.17% | -$2.79K |
| ALIBABA GROUP | 200,000 | 200,000 | 0 | 0.17% | -$2.65K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA E 144A | 200,000 | 200,000 | 0 | 0.17% | -$710 |
| Grupo Aval Ltd. | 200,000 | 200,000 | 0 | 0.17% | $2.18K |
| American Airlines Inc/AAdvantage Loyalty IP Ltd | 160,000 | 160,000 | 0 | 0.17% | $1.85K |
| AUST & NZ BANK | 200,000 | 200,000 | 0 | 0.16% | -$2.41K |
| Aviation Capital Group LLC | 150,000 | 150,000 | 0 | 0.16% | -$437 |
| CITIGROUP INC | 150,000 | 150,000 | 0 | 0.16% | -$682 |
| GEORGIA-PACIFIC | 175,000 | 175,000 | 0 | 0.16% | -$1.90K |
| MET LIFE GLOB | 150,000 | 150,000 | 0 | 0.16% | -$2.89K |
| DELTA AIR 2019AA | 150,000 | 150,000 | 0 | 0.16% | $87 |
| BANK OF AMER CRP | 175,000 | 175,000 | 0 | 0.15% | -$1.05K |
| BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7 | 150,000 | 150,000 | 0 | 0.15% | $6 |
| FHMS K137 X3 | 800,000 | 800,000 | 0 | 0.15% | -$5.54K |
| ROCKET MTGE. LLC / 3.875% | 170,000 | 170,000 | 0 | 0.15% | -$3.12K |
| NOVA CHEMS. CORP 4.25% | 165,000 | 165,000 | 0 | 0.14% | -$238 |
| UBER TECHNOLOGIES INC CONV 0% 12/15/2025 | 145,000 | 145,000 | 0 | 0.14% | $4.68K |
| MCLAREN HEALTH | 150,000 | 150,000 | 0 | 0.14% | -$1.68K |
| CROWN CASTLE INT | 150,000 | 150,000 | 0 | 0.14% | -$2.66K |
| MARSH & MCLENNAN | 125,000 | 125,000 | 0 | 0.14% | -$2.88K |
| CHICAGO ARPT-BABS-B | 115,000 | 115,000 | 0 | 0.14% | -$4.84K |
| ENELIM 2.875 07/12/41 144A | 200,000 | 200,000 | 0 | 0.14% | -$44 |
| AMAZON.COM INC | 175,000 | 175,000 | 0 | 0.14% | -$2.00K |
| McAfee Corp | 150,000 | 150,000 | 0 | 0.14% | $4.67K |
| Medline Borrower, L.P. | 150,000 | 150,000 | 0 | 0.14% | $202 |
| Splunk Inc | 150,000 | 150,000 | 0 | 0.14% | $1.20K |
| PTON 0 02/15/26 | 170,000 | 170,000 | 0 | 0.14% | -$264 |
| INTEL CORP | 125,000 | 125,000 | 0 | 0.14% | $391 |
| ChaseFlex Trust, Series 2007-1, Class 2A8 | 308,899 | 308,899 | 0 | 0.14% | -$187 |
| FHLMC, Multifamily Structured Pass-Through Certificates, Series K1522, Class X3 | 475,000 | 475,000 | 0 | 0.13% | -$4.09K |
| ENTERPRISE PRODU | 175,000 | 175,000 | 0 | 0.13% | -$1.82K |
| MFT TRUST MOFT 2020 ABC D 144A | 200,000 | 200,000 | 0 | 0.13% | -$86 |
| JERSEY CENTRAL PWR + LT SR UNSECURED 144A 03/32 2.75 | 150,000 | 150,000 | 0 | 0.13% | -$1.74K |
| NRG ENERGY INC REGD 144A P/P 3.87500000 | 160,000 | 160,000 | 0 | 0.13% | -$4.71K |
| GLP CAP/FIN II | 125,000 | 125,000 | 0 | 0.13% | $1.05K |
| BOEING CO | 150,000 | 150,000 | 0 | 0.13% | -$915 |
| Standard Industries, Inc. | 125,000 | 125,000 | 0 | 0.13% | $3.50K |
| Egypt Government International Bond | 200,000 | 200,000 | 0 | 0.13% | -$8.69K |
| CHARTER COMM OPT | 150,000 | 150,000 | 0 | 0.13% | -$64 |
| SPOTIFY USA INC CV SR UNSEC 0.0% 03-15-26 | 140,000 | 140,000 | 0 | 0.13% | $1.75K |
| BANK OF MONTREAL | 150,000 | 150,000 | 0 | 0.13% | -$2.70K |
| COINBASE GLOBAL INC REGD 144A P/P 3.37500000 | 170,000 | 170,000 | 0 | 0.12% | $8.71K |
| AIRBNB INC ZERO COUPON 03/15/2026 | 130,000 | 130,000 | 0 | 0.12% | -$325 |
| Freddie Mac Multifamily Structured Pass Through Certificates | 625,000 | 625,000 | 0 | 0.12% | -$4.29K |
| CITIGROUP INC | 125,000 | 125,000 | 0 | 0.12% | -$1.67K |
| CHILD HEALTH TX | 175,000 | 175,000 | 0 | 0.12% | -$2.39K |
| Republic of Cote d'Ivoire | 125,000 | 125,000 | 0 | 0.11% | $2.83K |
| RINGCENTRAL INC SR UNSECURED 03/26 0.00000 | 125,000 | 125,000 | 0 | 0.11% | $2.65K |
| NORTHERN ST PR-M | 150,000 | 150,000 | 0 | 0.11% | -$2.66K |
| Last Mile Logistics Pan Euro Finance DAC | 98,186 | 98,186 | 0 | 0.11% | $1.41K |
| MACQUARIE GROUP | 125,000 | 125,000 | 0 | 0.11% | -$1.41K |
| LIFE STORAGE | 125,000 | 125,000 | 0 | 0.11% | -$1.68K |
| NEXTERA ENERGY CAPITAL REGD 3.00000000 | 150,000 | 150,000 | 0 | 0.11% | -$2.42K |
| ENTERGY LA LLC | 125,000 | 125,000 | 0 | 0.10% | -$1.12K |
| JOHNS HOPKINS | 145,000 | 145,000 | 0 | 0.10% | -$595 |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 05/25 3.6 | 100,000 | 100,000 | 0 | 0.10% | $972 |
| WELLS FARGO CO | 125,000 | 125,000 | 0 | 0.10% | -$1.30K |
| CNO FINANCIAL | 95,000 | 95,000 | 0 | 0.10% | -$1.96K |
| VIRGINIA EL&PWR | 125,000 | 125,000 | 0 | 0.09% | -$1.67K |
| MKT Mortgage Trust, Series 2020-525M, Class F | 200,000 | 200,000 | 0 | 0.09% | -$26.70K |
| GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027 | 80,000 | 80,000 | 0 | 0.08% | $873 |
| GENERAL MOTORS C | 75,000 | 75,000 | 0 | 0.08% | -$228 |
| ENTERPRISE PRODU | 75,000 | 75,000 | 0 | 0.08% | -$1.47K |
| GENERAL MOTORS C | 75,000 | 75,000 | 0 | 0.08% | -$50 |
| NEXTERA ENERGY | 75,000 | 75,000 | 0 | 0.08% | -$1.02K |
| SWAP MORGAN STANLEY COC | 75,000 | 75,000 | 0 | 0.08% | $0 |
| LOWE'S COS INC | 75,000 | 75,000 | 0 | 0.08% | -$1.40K |
| ENERGY TRANSFER | 75,000 | 75,000 | 0 | 0.08% | -$768 |
| MARRIOTT INTL | 75,000 | 75,000 | 0 | 0.08% | -$1.38K |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875 | 80,000 | 80,000 | 0 | 0.08% | $278 |
| BPLN V4.875 PERP | 75,000 | 75,000 | 0 | 0.07% | $19 |
| ANHEUSER-BUSCH | 73,000 | 73,000 | 0 | 0.07% | -$1.13K |
| WESTPAC BANKING | 75,000 | 75,000 | 0 | 0.06% | -$860 |
| SLG OFFICE TRUST SLG 2021 OVA X 144A | 3,650,000 | 3,650,000 | 0 | 0.06% | -$2.54K |
| DUKE ENERGY IND | 83,000 | 83,000 | 0 | 0.06% | -$1.87K |
| ONEOK INC | 50,000 | 50,000 | 0 | 0.05% | -$985 |
| BANK OF AMER CRP | 50,000 | 50,000 | 0 | 0.05% | $113 |
| FREMF Mortgage Trust, Series 2016-KF21, Class B | 41,871 | 41,871 | 0 | 0.04% | -$1.30K |
| FREMF Mortgage Trust, Series 2017-KF27, Class B | 39,468 | 39,468 | 0 | 0.04% | -$3 |
| AT&T INC | 50,000 | 50,000 | 0 | 0.04% | -$914 |
| AIR LEASE CORP | 25,000 | 25,000 | 0 | 0.02% | -$69 |
| VSTOXX FUTURE JAN26 | -4 | -4 | 0 | -0.02% | -$2.13K |
| ZOOM COMMUNICATIONS INC | 878,000 | 878,000 | 0 | -0.03% | -$11.23K |
| WHEAT SEP 26 | 153 | 153 | 0 | -0.12% | -$572.31K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.