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.
Nov 30, 2020 → Feb 28, 2021
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 6,300,000 | 6,300,000 | 1.94% | $6.34M |
| Uniform Mortgage-Backed Security, TBA | 0 | 5,200,000 | 5,200,000 | 1.64% | $5.37M |
| FR SD8134 | 0 | 4,500,000 | 4,500,000 | 1.39% | $4.53M |
| G2 MA7052 | 0 | 1,491,193 | 1,491,193 | 0.47% | $1.54M |
| US TREASURY N/B | 0 | 1,431,000 | 1,431,000 | 0.36% | $1.17M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,100,000 | 1,100,000 | 0.33% | $1.08M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,000,000 | 1,000,000 | 0.32% | $1.03M |
| Fannie Mae Pool | 0 | 978,052 | 978,052 | 0.31% | $1.02M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,000,000 | 1,000,000 | 0.31% | $1.01M |
| Fannie Mae Pool | 0 | 966,401 | 966,401 | 0.31% | $1.00M |
| BNP PARIBAS | 0 | 669,000 | 669,000 | 0.20% | $660.82K |
| Uniform Mortgage-Backed Security, TBA | 0 | 500,000 | 500,000 | 0.16% | $522.83K |
| MARRIOTT INTL | 0 | 401,000 | 401,000 | 0.14% | $454.35K |
| OHNAT 5.55 01/24/30 | 0 | 418,000 | 418,000 | 0.14% | $445.93K |
| JOHN DEERE CAP | 0 | 451,000 | 451,000 | 0.14% | $442.95K |
| GEORGIA POWER | 0 | 436,000 | 436,000 | 0.13% | $437.13K |
| BROADCOM INC | 0 | 414,000 | 414,000 | 0.12% | $406.24K |
| CARRIER GLOBAL | 0 | 320,000 | 320,000 | 0.10% | $328.83K |
| Expedia Group Inc | 0 | 292,000 | 292,000 | 0.09% | $287.10K |
| CHEVRON USA INC | 0 | 201,000 | 201,000 | 0.08% | $268.57K |
| SYSCO CORP | 0 | 230,000 | 230,000 | 0.08% | $261.17K |
| Credit Agricole SA | 0 | 276,000 | 276,000 | 0.08% | $259.76K |
| NATIONAL BANK OF CANADA MTN 0.550000% 11/15/2024 | 0 | 250,000 | 250,000 | 0.08% | $250.25K |
| BP CAP MKTS AMER | 0 | 256,000 | 256,000 | 0.07% | $240.60K |
| SYSCO CORP | 0 | 210,000 | 210,000 | 0.07% | $238.53K |
| Principal Life Global Funding II | 0 | 237,000 | 237,000 | 0.07% | $236.88K |
| HUNT INGALLS IND | 0 | 204,000 | 204,000 | 0.07% | $233.04K |
| CAN IMPERIAL BK | 0 | 221,000 | 221,000 | 0.07% | $221.08K |
| HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26 | 0 | 215,000 | 215,000 | 0.06% | $211.39K |
| INTERPUBLIC GRP | 0 | 209,000 | 209,000 | 0.06% | $210.30K |
| Societe Generale SA | 0 | 210,000 | 210,000 | 0.06% | $206.54K |
| JOHN DEERE CAP | 0 | 189,000 | 189,000 | 0.06% | $203.39K |
| NTT FINANCE | 0 | 204,000 | 204,000 | 0.06% | $202.62K |
| US TREASURY N/B | 0 | 210,000 | 210,000 | 0.06% | $199.11K |
| CORPORACION NACIONAL DEL COBRE DE CHILE 3.15% 01/15/2051 144A | 0 | 200,000 | 200,000 | 0.05% | $179.36K |
| MASCO CORP | 0 | 183,000 | 183,000 | 0.05% | $178.51K |
| SVELEV 1.8 02/10/31 144A | 0 | 174,000 | 174,000 | 0.05% | $166.34K |
| CHEVRON USA INC 4.2% 10/15/2049 | 0 | 132,000 | 132,000 | 0.05% | $153.95K |
| COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15 | 0 | 135,000 | 135,000 | 0.05% | $151.13K |
| SPIRIT REALTY LP | 0 | 151,000 | 151,000 | 0.05% | $148.83K |
| NATIONAL FUEL GA | 0 | 148,000 | 148,000 | 0.04% | $145.80K |
| ENERGY TRANSFER | 0 | 135,000 | 135,000 | 0.04% | $144.05K |
| SOUTHERN CAL ED | 0 | 159,000 | 159,000 | 0.04% | $143.83K |
| HALLIBURTON CO | 0 | 130,000 | 130,000 | 0.04% | $143.72K |
| NATIONAL HEALTH | 0 | 143,000 | 143,000 | 0.04% | $138.03K |
| ONEOK INC | 0 | 98,000 | 98,000 | 0.04% | $123.18K |
| CHARTER COMM OPT | 0 | 88,000 | 88,000 | 0.03% | $84.61K |
| ALEXANDRIA REAL | 0 | 72,000 | 72,000 | 0.02% | $69.67K |
| GATX CORP | 0 | 66,000 | 66,000 | 0.02% | $62.13K |
| KENNAMETAL INC | 0 | 57,000 | 57,000 | 0.02% | $56.89K |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 6,300,000 | 0 | -6,300,000 | 0.00% | -$6.54M |
| Uniform Mortgage-Backed Security, TBA | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.72M |
| G2 MA6709 | 1,467,886 | 0 | -1,467,886 | 0.00% | -$1.55M |
| Uniform Mortgage-Backed Security, TBA | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.04M |
| US TREASURY N/B | 672,000 | 0 | -672,000 | 0.00% | -$658.98K |
| BNP PARIBAS SA 144A 01/31 VAR | 599,000 | 0 | -599,000 | 0.00% | -$650.28K |
| UBS GROUP | 500,000 | 0 | -500,000 | 0.00% | -$588.55K |
| FNCL 3 12/22 | 500,000 | 0 | -500,000 | 0.00% | -$522.32K |
| GE CAPITAL FUNDING 144A SR UNSEC 4.4% 05-15-30 | 413,000 | 0 | -413,000 | 0.00% | -$475.81K |
| WELLS FARGO CO | 330,000 | 0 | -330,000 | 0.00% | -$471.27K |
| BNP PARIBAS SR UNSECURED 144A 01/25 VAR | 424,000 | 0 | -424,000 | 0.00% | -$470.78K |
| ILPT TRUST 2019-SURF 4.145% 02/11/2041 144A | 410,000 | 0 | -410,000 | 0.00% | -$464.22K |
| WESTLAKE CORP 3.375% 06/15/2030 | 373,000 | 0 | -373,000 | 0.00% | -$408.42K |
| T-Mobile USA Inc | 358,000 | 0 | -358,000 | 0.00% | -$363.21K |
| JOHN DEERE CAPITAL CORP REGD MTN 2.95000000 | 339,000 | 0 | -339,000 | 0.00% | -$351.20K |
| CARRIER GLOBAL CORP 144A SR UNSEC 3.377% 04-05-40 | 302,000 | 0 | -302,000 | 0.00% | -$332.67K |
| VERIZON COMM INC | 313,000 | 0 | -313,000 | 0.00% | -$329.78K |
| ABB Finance USA, Inc. | 287,000 | 0 | -287,000 | 0.00% | -$306.80K |
| GEORGIA PACIFIC LLC SR UNSECURED 144A 07/23 3.734 | 277,000 | 0 | -277,000 | 0.00% | -$298.16K |
| TSMC GLOBAL LTD 144A 1.375000% 09/28/2030 | 296,000 | 0 | -296,000 | 0.00% | -$289.41K |
| NOBLE ENERGY INC | 201,000 | 0 | -201,000 | 0.00% | -$278.61K |
| NATL RURAL UTIL | 280,000 | 0 | -280,000 | 0.00% | -$277.55K |
| BRANCH BKG & TR | 257,000 | 0 | -257,000 | 0.00% | -$269.06K |
| JAB HOLDINGS | 263,000 | 0 | -263,000 | 0.00% | -$263.91K |
| TAKEDA PHARM | 243,000 | 0 | -243,000 | 0.00% | -$260.28K |
| ADVANCE AUTO PAR | 223,000 | 0 | -223,000 | 0.00% | -$256.29K |
| HOST HOTELS | 248,000 | 0 | -248,000 | 0.00% | -$249.42K |
| DIAGEO CAP PLC | 233,000 | 0 | -233,000 | 0.00% | -$246.48K |
| NVIDIA CORP | 187,000 | 0 | -187,000 | 0.00% | -$241.04K |
| MASCO CORP | 237,000 | 0 | -237,000 | 0.00% | -$240.45K |
| QUANTA SERVICES | 223,000 | 0 | -223,000 | 0.00% | -$238.66K |
| CNH INDUSTRIAL | 230,000 | 0 | -230,000 | 0.00% | -$235.52K |
| COCA-COLA CO/THE | 221,000 | 0 | -221,000 | 0.00% | -$229.81K |
| HUNTINGTON INGALLS INDUSTRIES SR UNSECURED 144A 05/30 4.2 | 193,000 | 0 | -193,000 | 0.00% | -$229.02K |
| Shinhan Bank Co. Ltd. | 200,000 | 0 | -200,000 | 0.00% | -$225.94K |
| JACKSON PARK TRUST 2019-LIC JAX 2019-LIC A | 200,000 | 0 | -200,000 | 0.00% | -$210.42K |
| MYLAN INC | 173,000 | 0 | -173,000 | 0.00% | -$205.25K |
| SYSCO CORP | 192,000 | 0 | -192,000 | 0.00% | -$200.70K |
| OMNICOM GROUP | 189,000 | 0 | -189,000 | 0.00% | -$200.57K |
| BRISTOL-MYERS | 145,000 | 0 | -145,000 | 0.00% | -$197.75K |
| BROADCOM INC | 170,000 | 0 | -170,000 | 0.00% | -$197.43K |
| BORGWARNER INC | 182,000 | 0 | -182,000 | 0.00% | -$194.07K |
| Telecom Italia Capital S.A. | 141,000 | 0 | -141,000 | 0.00% | -$192.91K |
| GATX CORP | 160,000 | 0 | -160,000 | 0.00% | -$187.54K |
| SABINE PASS LIQUEFACTION 144A SEC 4.5% 05-15-30 | 157,000 | 0 | -157,000 | 0.00% | -$183.98K |
| AUTONATION INC | 147,000 | 0 | -147,000 | 0.00% | -$176.85K |
| Entergy Louisiana LLC | 7,025 | 0 | -7,025 | 0.00% | -$176.54K |
| PECO ENERGY CO | 156,000 | 0 | -156,000 | 0.00% | -$171.89K |
| UNITEDHEALTH GRP | 147,000 | 0 | -147,000 | 0.00% | -$170.30K |
| ACTIVISION BLIZZ | 176,000 | 0 | -176,000 | 0.00% | -$169.78K |
| NUTRIEN LTD REGD 3.95000000 | 134,000 | 0 | -134,000 | 0.00% | -$160.92K |
| LEIDOS INC REGD 144A P/P 2.30000000 | 156,000 | 0 | -156,000 | 0.00% | -$158.62K |
| NOBLE ENERGY INC SR UNSEC 4.2% 10-15-49 | 125,000 | 0 | -125,000 | 0.00% | -$157.20K |
| LOWE'S COS INC | 142,000 | 0 | -142,000 | 0.00% | -$152.50K |
| JPMORGAN CHASE | 125,000 | 0 | -125,000 | 0.00% | -$152.35K |
| Pernod Ricard International Finance LLC | 151,000 | 0 | -151,000 | 0.00% | -$149.29K |
| BERKSHIRE HATH | 132,000 | 0 | -132,000 | 0.00% | -$144.43K |
| CARRIER GLOBAL CORP 144A SR UNSEC 2.722% 02-15-30 | 123,000 | 0 | -123,000 | 0.00% | -$131.04K |
| ENERGY TRANSFER | 109,000 | 0 | -109,000 | 0.00% | -$125.58K |
| AMERICAN WATER | 101,000 | 0 | -101,000 | 0.00% | -$120.27K |
| BROADCOM INC | 99,000 | 0 | -99,000 | 0.00% | -$119.85K |
| VMWARE LLC | 98,000 | 0 | -98,000 | 0.00% | -$119.58K |
| PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35 | 101,000 | 0 | -101,000 | 0.00% | -$113.60K |
| Carrier Global Corporation | 104,000 | 0 | -104,000 | 0.00% | -$111.05K |
| AEP TEXAS | 89,000 | 0 | -89,000 | 0.00% | -$109.66K |
| YARA INTERNATIONAL ASA SR UNSECURED 144A 06/30 3.148 | 99,000 | 0 | -99,000 | 0.00% | -$107.11K |
| JPMORGAN CHASE | 93,000 | 0 | -93,000 | 0.00% | -$103.90K |
| ONEOK INC | 102,000 | 0 | -102,000 | 0.00% | -$102.97K |
| REXFORD INDUS RE | 100,000 | 0 | -100,000 | 0.00% | -$100.44K |
| ALEXANDRIA REAL | 98,000 | 0 | -98,000 | 0.00% | -$96.71K |
| WELLS FARGO CO | 71,000 | 0 | -71,000 | 0.00% | -$94.75K |
| COLONIAL ENT IN 3.25 5/30 | 84,000 | 0 | -84,000 | 0.00% | -$94.07K |
| ASTRAZENECA PLC | 88,000 | 0 | -88,000 | 0.00% | -$83.23K |
| OMNICOM GROUP | 53,000 | 0 | -53,000 | 0.00% | -$63.92K |
| CHARTER COMM OPT | 60,000 | 0 | -60,000 | 0.00% | -$62.70K |
| WILLIS NORTH AME | 44,000 | 0 | -44,000 | 0.00% | -$61.91K |
| Freddie Mac Structured Agency Credit Risk Debt Notes | 26,654 | 0 | -26,654 | 0.00% | -$26.65K |
| EQUINOR ASA | 23,000 | 0 | -23,000 | 0.00% | -$25.48K |
| Fannie Mae Pool | 1 | 0 | -1 | 0.00% | -$1 |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| State Street Navigator Securities Lending Portfolio II | 29,850,091 | 48,569,518 | 18,719,427 | 14.87% | $18.72M |
| US TREASURY N/B | 480,000 | 1,090,000 | 610,000 | 0.34% | $590.58K |
| SYNCHRONY FINANC | 827,000 | 876,000 | 49,000 | 0.30% | $45.75K |
| GE CAPITAL INTL | 445,000 | 858,000 | 413,000 | 0.30% | $459.46K |
| JPMORGAN CHASE | 626,000 | 1,020,000 | 394,000 | 0.30% | $325.83K |
| VIACOM INC | 737,000 | 780,000 | 43,000 | 0.27% | $16.34K |
| GEORGIA-PACIFIC | 389,000 | 884,000 | 495,000 | 0.27% | $478.03K |
| JPMORGAN CHASE | 733,000 | 776,000 | 43,000 | 0.25% | $36.52K |
| WELLS FARGO CO | 647,000 | 685,000 | 38,000 | 0.24% | $33.35K |
| BANKUNITED INC 5.125% | 541,000 | 642,000 | 101,000 | 0.23% | $131.83K |
| MORGAN STANLEY | 582,000 | 616,000 | 34,000 | 0.21% | $23.75K |
| NATL RURAL UTIL | 562,000 | 595,000 | 33,000 | 0.19% | $25.61K |
| GOLDMAN SACHS GP | 414,000 | 438,000 | 24,000 | 0.19% | -$162 |
| VERIZON COMMUNICATIONS REGD 144A P/P 2.98700000 | 371,000 | 698,000 | 327,000 | 0.19% | $227.72K |
| AVANGRID INC | 537,000 | 569,000 | 32,000 | 0.19% | $25.57K |
| CITIZENS FIN GRP | 583,000 | 617,000 | 34,000 | 0.19% | $3.26K |
| FIRST HORIZON | 250,000 | 500,000 | 250,000 | 0.19% | $319.53K |
| Teck Resources Ltd | 443,000 | 469,000 | 26,000 | 0.19% | $56.18K |
| BP CAP MKTS AMER | 503,000 | 533,000 | 30,000 | 0.18% | $26.25K |
| ORACLE CORP | 510,000 | 540,000 | 30,000 | 0.17% | $23.69K |
| ANHEUSER-BUSCH | 438,000 | 464,000 | 26,000 | 0.17% | -$18.78K |
| Bank of Montreal | 505,000 | 535,000 | 30,000 | 0.17% | $28.83K |
| PRUDENTIAL FINL INC 1.5% 03/10/2026 | 507,000 | 537,000 | 30,000 | 0.17% | $25.65K |
| CORNING INC | 400,000 | 424,000 | 24,000 | 0.17% | -$3.87K |
| HP ENTERPRISE | 505,000 | 535,000 | 30,000 | 0.17% | $25.36K |
| INT BK RECON&DEV | 502,000 | 532,000 | 30,000 | 0.16% | $11.77K |
| KOHL'S CORP | 316,000 | 440,000 | 124,000 | 0.15% | $191.86K |
| BANK OF AMER CRP | 460,000 | 487,000 | 27,000 | 0.15% | $27.89K |
| ENTERGY TEXAS | 400,000 | 424,000 | 24,000 | 0.15% | -$8.08K |
| HOST HOTELS | 210,000 | 483,000 | 273,000 | 0.15% | $272.45K |
| UPJOHN 144A SR UNSEC 4.0% 06-22-50 | 140,000 | 471,000 | 331,000 | 0.15% | $324.44K |
| CVS HEALTH CORP | 370,000 | 392,000 | 22,000 | 0.15% | $4.37K |
| GOLDMAN SACHS GP | 404,000 | 428,000 | 24,000 | 0.14% | $16.51K |
| CHEVRON CORP | 430,000 | 455,000 | 25,000 | 0.14% | $18.75K |
| REGIONS FINL | 297,000 | 315,000 | 18,000 | 0.14% | $13.16K |
| SUNTRUST BANK | 406,000 | 430,000 | 24,000 | 0.14% | $22.95K |
| HESS CORP | 355,000 | 376,000 | 21,000 | 0.14% | $27.25K |
| ENSTAR GROUP LTD | 377,000 | 399,000 | 22,000 | 0.14% | $35.65K |
| AES CORP 144A SR UNSEC 2.45% 01-15-31 | 437,000 | 463,000 | 26,000 | 0.14% | $7.46K |
| DTE ELECTRIC CO | 357,000 | 378,000 | 21,000 | 0.14% | -$18.08K |
| SHIRE ACQ INV IE | 382,000 | 405,000 | 23,000 | 0.14% | $15.20K |
| WILLIAMS COS INC | 330,000 | 349,000 | 19,000 | 0.13% | $17.65K |
| MARATHON OIL COR | 314,000 | 333,000 | 19,000 | 0.13% | $57.60K |
| STANLN 3.265 02/18/36 | 229,000 | 436,000 | 207,000 | 0.13% | $196.71K |
| ANHEUSER-BUSCH | 351,000 | 372,000 | 21,000 | 0.13% | -$18.16K |
| BARCLAYS PLC | 208,000 | 415,000 | 207,000 | 0.13% | $206.31K |
| BANK OF AMER CRP | 377,000 | 399,000 | 22,000 | 0.13% | $21.94K |
| CITIGROUP INC | 284,000 | 301,000 | 17,000 | 0.12% | $7.26K |
| EURO BK RECON&DV | 366,000 | 388,000 | 22,000 | 0.12% | $21.62K |
| BP CAP MKTS AMER | 434,000 | 460,000 | 26,000 | 0.12% | -$31.91K |
| BRIGHTHOUSE FINA | 306,000 | 324,000 | 18,000 | 0.12% | $16.56K |
| T-MOBILE 144A SEC 3.0% 02-15-41 | 38,000 | 416,000 | 378,000 | 0.12% | $348.99K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4 | 334,000 | 354,000 | 20,000 | 0.12% | $17.54K |
| CHARTER COMM OPT | 315,000 | 419,000 | 104,000 | 0.12% | $58.68K |
| CAN IMPERIAL BK | 345,000 | 365,000 | 20,000 | 0.12% | $15.48K |
| DELL INT LLC / EMC CORP REGD P/P 8.10000000 | 244,000 | 258,000 | 14,000 | 0.12% | $29.41K |
| STANLEY BLACK | 337,000 | 357,000 | 20,000 | 0.12% | $21.02K |
| PUBLIC SERV COLO | 370,000 | 392,000 | 22,000 | 0.12% | -$19.80K |
| VERIZON COMM INC | 379,000 | 401,000 | 22,000 | 0.12% | $2.25K |
| Caterpillar Financial Services Corp. | 336,000 | 356,000 | 20,000 | 0.11% | $20.12K |
| SOUTH CAROL E&G | 237,000 | 251,000 | 14,000 | 0.11% | -$23.10K |
| Gray Oak Pipeline LLC | 314,000 | 333,000 | 19,000 | 0.10% | $21.46K |
| DOMINION RES INC | 251,000 | 266,000 | 15,000 | 0.10% | $13.24K |
| JPMORGAN CHASE & CO 0.653000% 09/16/2024 | 314,000 | 333,000 | 19,000 | 0.10% | $19.51K |
| GATX CORP | 277,000 | 293,000 | 16,000 | 0.10% | $16.56K |
| AFRICAN DEVELOPMENT BANK SR UNSECURED 04/23 0.75 | 299,000 | 317,000 | 18,000 | 0.10% | $17.65K |
| BRISTOL-MYERS | 303,000 | 321,000 | 18,000 | 0.10% | $15.39K |
| BANK OF AMER CRP | 266,000 | 282,000 | 16,000 | 0.10% | $11.07K |
| FEDERAL RLTY INV | 297,000 | 315,000 | 18,000 | 0.10% | $15.76K |
| WAL-MART STORES SR UNSEC 2.55% 04-11-23 | 282,000 | 299,000 | 17,000 | 0.10% | $16.25K |
| ENERGY TRANSFER | 136,000 | 271,000 | 135,000 | 0.10% | $157.46K |
| BPLN V4.875 PERP | 274,000 | 290,000 | 16,000 | 0.10% | $9.15K |
| TIME WARNER CABL | 216,000 | 229,000 | 13,000 | 0.09% | $10.37K |
| CNH INDUSTRIAL | 265,000 | 281,000 | 16,000 | 0.09% | $18.88K |
| Columbia Property Trust Operating Partnership LP | 271,000 | 287,000 | 16,000 | 0.09% | $19.31K |
| UNITEDHEALTH GRP | 282,000 | 299,000 | 17,000 | 0.09% | $11.21K |
| BANK OF AMER CRP | 254,000 | 269,000 | 15,000 | 0.09% | $10.50K |
| DIAMONDBACK ENER | 173,000 | 285,000 | 112,000 | 0.09% | $117.64K |
| WALT DISNEY CO | 297,000 | 315,000 | 18,000 | 0.09% | -$10.93K |
| ABBVIE INC | 240,000 | 254,000 | 14,000 | 0.09% | -$12.76K |
| SUZANO AUSTRIA | 255,000 | 270,000 | 15,000 | 0.09% | $16.40K |
| ROSS STORES INC | 279,000 | 295,000 | 16,000 | 0.09% | $2.68K |
| CONAGRA INC | 203,000 | 215,000 | 12,000 | 0.09% | $5.77K |
| ENERGY TRANSFER | 244,000 | 258,000 | 14,000 | 0.09% | $24.12K |
| MASTERCARD INC | 247,000 | 262,000 | 15,000 | 0.08% | $11.70K |
| PEPSICO INC | 243,000 | 257,000 | 14,000 | 0.08% | $10.76K |
| COMCAST CORP | 231,000 | 245,000 | 14,000 | 0.08% | $9.85K |
| Albemarle Wodgina Pty Ltd | 116,000 | 258,000 | 142,000 | 0.08% | $150.09K |
| JPMORGAN CHASE | 228,000 | 241,000 | 13,000 | 0.08% | $6.78K |
| INT BK RECON&DEV | 226,000 | 239,000 | 13,000 | 0.08% | $8.88K |
| CHENIERE CORP CH | 229,000 | 243,000 | 14,000 | 0.08% | $10.78K |
| CITIGROUP INC | 214,000 | 227,000 | 13,000 | 0.08% | $9.86K |
| GOLDMAN SACHS GP | 217,000 | 230,000 | 13,000 | 0.08% | $5.98K |
| RELIANCE STEEL | 251,000 | 266,000 | 15,000 | 0.08% | $3.69K |
| PIEDMONT OPERAT | 245,000 | 259,000 | 14,000 | 0.08% | $12.65K |
| CATERPILLAR FINL | 248,000 | 263,000 | 15,000 | 0.08% | $7.16K |
| MANULIFE FIN COR | 220,000 | 233,000 | 13,000 | 0.08% | $14.10K |
| ATHENE HOLDING | 232,000 | 246,000 | 14,000 | 0.08% | $9.40K |
| ECOLAB INC | 234,000 | 248,000 | 14,000 | 0.08% | $12.57K |
| APPALACHIAN PWR | 224,000 | 237,000 | 13,000 | 0.08% | -$16.49K |
| HP ENTERPRISE | 183,000 | 194,000 | 11,000 | 0.08% | $16.95K |
| UNION ELECTRIC | 219,000 | 232,000 | 13,000 | 0.08% | $10.10K |
| PUBLIC SERV COLO | 211,000 | 223,000 | 12,000 | 0.08% | $4.15K |
| REGENERON PHARM | 251,000 | 266,000 | 15,000 | 0.08% | $3.76K |
| MCDONALD'S CORP | 198,000 | 210,000 | 12,000 | 0.08% | -$6.48K |
| NSTAR ELECTRIC | 202,000 | 214,000 | 12,000 | 0.08% | $4.16K |
| GEN MOTORS FIN | 224,000 | 237,000 | 13,000 | 0.08% | $12.14K |
| JPM V6.125 PERP U | 217,000 | 230,000 | 13,000 | 0.08% | $14.56K |
| KINDER MORGAN | 201,000 | 213,000 | 12,000 | 0.08% | $4.27K |
| CITIGROUP INC | 225,000 | 238,000 | 13,000 | 0.07% | $2.56K |
| ENTERPRISE PRODU | 231,000 | 245,000 | 14,000 | 0.07% | -$8.60K |
| EMERA US FINANCE | 197,000 | 209,000 | 12,000 | 0.07% | -$6.16K |
| SONOCO PRODUCTS | 212,000 | 225,000 | 13,000 | 0.07% | $3.80K |
| PRUDENTIAL FINANCIAL INC SUB (H) 5.625% 06-15-43/23 | 210,000 | 222,000 | 12,000 | 0.07% | $12.57K |
| VODAFONE GROUP | 183,000 | 194,000 | 11,000 | 0.07% | -$4.42K |
| DISCOVERY COMMUN | 178,000 | 189,000 | 11,000 | 0.07% | $2.80K |
| ABBVIE INC | 194,000 | 205,000 | 11,000 | 0.07% | -$2.85K |
| NORFOLK SOUTHERN | 187,000 | 198,000 | 11,000 | 0.07% | -$13.81K |
| UNITED MEXICAN | 198,000 | 210,000 | 12,000 | 0.07% | -$5.87K |
| EMERSON ELECTRIC | 211,000 | 223,000 | 12,000 | 0.07% | $6.35K |
| PHILLIPS 66 | 213,000 | 226,000 | 13,000 | 0.07% | $6.96K |
| GENERAL ELECTRIC | 82,000 | 197,000 | 115,000 | 0.07% | $119.82K |
| BANK OF AMER CRP | 211,000 | 223,000 | 12,000 | 0.07% | $2.79K |
| Schlumberger Holdings Corp. | 180,000 | 191,000 | 11,000 | 0.07% | $11.26K |
| CHARTER COMM OPT | 182,000 | 193,000 | 11,000 | 0.06% | -$7.07K |
| CITIGROUP INC | 173,000 | 183,000 | 10,000 | 0.06% | $6.79K |
| OMEGA HEALTHCARE | 188,000 | 199,000 | 11,000 | 0.06% | $13.76K |
| GRAY OAK PIPELINE LLC SR UNSECURED 144A 10/27 3.45 | 186,000 | 197,000 | 11,000 | 0.06% | $11.20K |
| Ameriprise Financial, Inc. | 185,000 | 196,000 | 11,000 | 0.06% | $10.17K |
| AMERICAN TOWER | 202,000 | 214,000 | 12,000 | 0.06% | -$10.08K |
| ILLINOIS TOOL WK | 173,000 | 183,000 | 10,000 | 0.06% | $9.88K |
| COMCAST CORP | 151,000 | 160,000 | 9,000 | 0.06% | -$2.25K |
| SMITHFIELD FOODS INC COMPANY GUAR 144A 04/29 5.2 | 161,000 | 170,000 | 9,000 | 0.06% | $5.10K |
| EXELON CORP | 151,000 | 160,000 | 9,000 | 0.06% | -$8.14K |
| GLAXOSMITHKLINE CAPITAL PLC SR UNSEC 3.375% 05-15-23 | 174,000 | 184,000 | 10,000 | 0.06% | $9.27K |
| PEPSICO INC | 185,000 | 196,000 | 11,000 | 0.06% | -$14.02K |
| ENTERPRISE PRODU | 168,000 | 178,000 | 10,000 | 0.06% | -$4.64K |
| CITIGROUP INC | 139,000 | 147,000 | 8,000 | 0.06% | $3.94K |
| GENUINE PARTS CO | 191,000 | 202,000 | 11,000 | 0.06% | $1.02K |
| PUBLIC SERV COLO | 149,000 | 158,000 | 9,000 | 0.06% | -$6.36K |
| Hyundai Capital America | 161,000 | 170,000 | 9,000 | 0.06% | $10.56K |
| SMITHFIELD FOODS INC 144A 4.250000% 02/01/2027 | 156,000 | 165,000 | 9,000 | 0.06% | $8.82K |
| UNITED PARCEL | 154,000 | 163,000 | 9,000 | 0.06% | $7.31K |
| SIMON PROP GP LP | 180,000 | 191,000 | 11,000 | 0.06% | $4.74K |
| CMS ENERGY | 154,000 | 163,000 | 9,000 | 0.05% | $9.82K |
| FORD FOUNDATION | 183,000 | 193,000 | 10,000 | 0.05% | -$14.43K |
| ONEOK PARTNERS | 132,000 | 140,000 | 8,000 | 0.05% | $19.34K |
| HONEYWELL INTL SR UNSEC 0.483% 08-19-22 | 168,000 | 178,000 | 10,000 | 0.05% | $9.93K |
| MPLX LP | 170,000 | 180,000 | 10,000 | 0.05% | $5.96K |
| CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 3.3% 05-01-23 | 159,000 | 168,000 | 9,000 | 0.05% | $9.46K |
| STANLEY BLACK | 152,000 | 161,000 | 9,000 | 0.05% | $6.02K |
| VODAFONE GROUP | 131,000 | 139,000 | 8,000 | 0.05% | -$2.17K |
| COMCAST CORP | 194,000 | 205,000 | 11,000 | 0.05% | -$14.08K |
| APPLE INC | 160,000 | 169,000 | 9,000 | 0.05% | $5.07K |
| AMERICAN EXPRESS | 152,000 | 161,000 | 9,000 | 0.05% | $8.76K |
| CANADIAN NATL RE | 158,000 | 167,000 | 9,000 | 0.05% | $7.32K |
| ENERGY TRANS | 142,000 | 150,000 | 8,000 | 0.05% | $28.64K |
| KANSAS CITY SOUT | 151,000 | 160,000 | 9,000 | 0.05% | $4.65K |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP VARIABLE RATE 04/30/2043 | 151,000 | 160,000 | 9,000 | 0.05% | $7.49K |
| ADVANCE AUTO PARTS REGD 1.75000000 | 157,000 | 166,000 | 9,000 | 0.05% | $7.54K |
| LEIDOS INC REGD 144A P/P 3.62500000 | 141,000 | 149,000 | 8,000 | 0.05% | $7.85K |
| UNITEDHEALTH GRP | 139,000 | 147,000 | 8,000 | 0.05% | $5.43K |
| PACCAR FINL CORP 2.000%, Due 02/04/2027 | 152,000 | 161,000 | 9,000 | 0.05% | $8.63K |
| CVS HEALTH CORP | 122,000 | 129,000 | 7,000 | 0.05% | -$3.10K |
| MCDONALD'S CORP | 131,000 | 139,000 | 8,000 | 0.05% | -$7.37K |
| VALERO ENERGY | 152,000 | 161,000 | 9,000 | 0.05% | $9.05K |
| CAN IMPERIAL BK | 150,000 | 159,000 | 9,000 | 0.05% | $6.77K |
| WELLS FARGO CO | 143,000 | 151,000 | 8,000 | 0.05% | $5.37K |
| AMAZON.COM INC | 114,000 | 121,000 | 7,000 | 0.05% | -$2.00K |
| CHEVRON USA INC | 149,000 | 158,000 | 9,000 | 0.05% | $4.45K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 04/27 4.2 | 127,000 | 134,000 | 7,000 | 0.05% | $6.72K |
| T MOBILE USA INC SR SECURED 144A 11/60 3.6 | 150,000 | 159,000 | 9,000 | 0.05% | -$11.85K |
| INTERSTATE P&L | 133,000 | 141,000 | 8,000 | 0.05% | -$2.40K |
| LYB INT FIN III | 139,000 | 147,000 | 8,000 | 0.04% | -$2.67K |
| CHARTER COMM OPT | 104,000 | 110,000 | 6,000 | 0.04% | $5 |
| CITIGROUP INC | 110,000 | 116,000 | 6,000 | 0.04% | -$5.44K |
| AMERICAN EXPRESS | 117,000 | 124,000 | 7,000 | 0.04% | $5.62K |
| LIBERTY UTILITIES FIN COMPANY GUAR 144A 09/30 2.05 | 137,000 | 145,000 | 8,000 | 0.04% | $3.70K |
| MCDONALD'S CORP | 123,000 | 130,000 | 7,000 | 0.04% | -$5.94K |
| EQUINOR ASA | 127,000 | 134,000 | 7,000 | 0.04% | $4.98K |
| CVS HEALTH CORP | 112,000 | 119,000 | 7,000 | 0.04% | -$4.08K |
| MARS INC REGD 144A P/P 2.37500000 | 135,000 | 143,000 | 8,000 | 0.04% | -$4.06K |
| SANTANDER HOLD | 119,000 | 126,000 | 7,000 | 0.04% | $6.03K |
| ESSENTIAL UTIL | 125,000 | 132,000 | 7,000 | 0.04% | -$5.95K |
| Kohl's Corporation | 97,000 | 103,000 | 6,000 | 0.04% | $10.92K |
| REGENERON PHARM | 141,000 | 149,000 | 8,000 | 0.04% | -$6.31K |
| MORGAN STANLEY | 109,000 | 115,000 | 6,000 | 0.04% | $438 |
| VEREIT OPERATING PARTNER REGD 2.85000000 | 120,000 | 127,000 | 7,000 | 0.04% | $2.99K |
| KANSAS CITY SOUT | 99,000 | 105,000 | 6,000 | 0.04% | $1.41K |
| VERIZON COMM INC | 102,000 | 108,000 | 6,000 | 0.04% | -$3.41K |
| DEERE JOHN CAPITAL CORP 3.65% 10/12/2023 | 108,000 | 114,000 | 6,000 | 0.04% | $5.67K |
| ENTERPRISE PRODU | 114,000 | 121,000 | 7,000 | 0.04% | $8.15K |
| COMCAST CORP | 96,000 | 102,000 | 6,000 | 0.03% | -$2.52K |
| SYSCO CORP | 81,000 | 86,000 | 5,000 | 0.03% | $2.85K |
| Unum Group | 90,000 | 95,000 | 5,000 | 0.03% | $6.01K |
| KENTUCKY UTIL | 99,000 | 105,000 | 6,000 | 0.03% | -$7.21K |
| AT&T INC 144A SR UNSEC 3.55% 09-15-55 | 71,000 | 116,000 | 45,000 | 0.03% | $32.51K |
| GE AEROSPACE 4.25% 05/01/2040 | 90,000 | 95,000 | 5,000 | 0.03% | $2.10K |
| PRUDENTIAL FIN | 85,000 | 90,000 | 5,000 | 0.03% | $4.52K |
| JPMORGAN CHASE | 89,000 | 94,000 | 5,000 | 0.03% | $523 |
| TOTAL CAP INTL | 90,000 | 95,000 | 5,000 | 0.03% | -$5.70K |
| PLAINS ALL AMER | 98,000 | 104,000 | 6,000 | 0.03% | $5.41K |
| VERIZON COMM INC | 77,000 | 82,000 | 5,000 | 0.03% | -$610 |
| BRIGHTHOUSE FINA | 81,000 | 92,000 | 11,000 | 0.03% | $12.40K |
| CVS HEALTH CORP | 96,000 | 102,000 | 6,000 | 0.03% | -$1.04K |
| VISA INC | 90,000 | 95,000 | 5,000 | 0.03% | $2.54K |
| LDOS 4.375 05/15/30 144A | 73,000 | 77,000 | 4,000 | 0.03% | $1.02K |
| COMCAST CORP | 68,000 | 72,000 | 4,000 | 0.03% | -$1.20K |
| BANK OF AMER CRP | 57,000 | 60,000 | 3,000 | 0.02% | -$3.99K |
| PRUDENTIAL FIN | 54,000 | 57,000 | 3,000 | 0.02% | -$1.37K |
| MORGAN STANLEY | 52,000 | 55,000 | 3,000 | 0.02% | $2.10K |
| CON EDISON CO | 52,000 | 55,000 | 3,000 | 0.02% | -$2.96K |
| PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/29 3.35 | 37,000 | 39,000 | 2,000 | 0.01% | $1.42K |
| CHARTER COMM OPT | 31,000 | 33,000 | 2,000 | 0.01% | $130 |
| TRIMBLE NAVIG | 22,000 | 24,000 | 2,000 | 0.01% | $1.86K |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Freddie Mac Gold Pool | 3,445,963 | 2,957,577 | -488,386 | 0.96% | -$500.06K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 2,916,217 | 2,526,003 | -390,214 | 0.80% | -$458.93K |
| FR SD8036 | 3,074,905 | 2,463,607 | -611,298 | 0.79% | -$639.69K |
| FN MA3210 | 2,810,411 | 2,318,754 | -491,657 | 0.76% | -$505.28K |
| FN MA4055 | 2,437,917 | 2,142,776 | -295,141 | 0.68% | -$341.04K |
| FN MA4208 | 2,000,000 | 1,977,517 | -22,483 | 0.61% | -$78.85K |
| FANNIE MAE POOL 2.00% | 1,911,929 | 1,803,306 | -108,623 | 0.57% | -$128.21K |
| Fannie Mae Pool | 1,999,034 | 1,705,518 | -293,516 | 0.55% | -$296.51K |
| G2 MA6656 | 1,941,507 | 1,663,665 | -277,842 | 0.53% | -$303.48K |
| Fannie Mae Pool | 1,739,412 | 1,551,299 | -188,113 | 0.51% | -$197.23K |
| FNMA POOL FM3241 FN 03/50 FIXED VAR | 1,768,702 | 1,571,789 | -196,912 | 0.51% | -$206.66K |
| Fannie Mae Pool | 1,471,618 | 1,381,779 | -89,840 | 0.48% | -$96.89K |
| FNMA 30YR 2.5% 07/01/2050#CA6328 | 1,469,649 | 1,433,058 | -36,591 | 0.46% | -$69.98K |
| Fannie Mae Pool | 1,468,864 | 1,364,746 | -104,119 | 0.45% | -$116.24K |
| Fannie Mae Pool | 1,435,509 | 1,378,060 | -57,449 | 0.44% | -$86.23K |
| Freddie Mac Pool | 1,369,014 | 1,252,671 | -116,342 | 0.43% | -$124.53K |
| Uniform Mortgage-Backed Securities | 1,512,531 | 1,310,312 | -202,220 | 0.43% | -$208.48K |
| FN MA3537 | 1,476,155 | 1,229,893 | -246,263 | 0.41% | -$262.97K |
| G2 MA5192 | 1,482,981 | 1,237,167 | -245,813 | 0.41% | -$266.19K |
| G2 MA3596 | 1,475,512 | 1,253,239 | -222,272 | 0.41% | -$243.24K |
| UMBS | 1,396,553 | 1,246,285 | -150,268 | 0.40% | -$148.75K |
| FN MA3745 | 1,555,430 | 1,236,997 | -318,433 | 0.40% | -$328.98K |
| FG G08715 | 1,457,160 | 1,237,942 | -219,218 | 0.40% | -$220.91K |
| FNMA 30YR 4% 03/01/2050#MA3962 | 1,434,544 | 1,189,291 | -245,253 | 0.39% | -$253.90K |
| Uniform Mortgage-Backed Securities | 1,354,025 | 1,150,873 | -203,152 | 0.38% | -$206.71K |
| FNMA UMBS, 15 Year | 1,385,124 | 1,144,848 | -240,276 | 0.37% | -$243.62K |
| FREDDIE MAC POOL | 1,313,258 | 1,091,320 | -221,939 | 0.36% | -$231.04K |
| FN AS9786 | 1,232,554 | 1,050,066 | -182,488 | 0.35% | -$199.77K |
| Fannie Mae Pool | 1,065,820 | 1,028,178 | -37,642 | 0.34% | -$43.02K |
| G2 MA4718 | 1,165,124 | 1,002,674 | -162,451 | 0.32% | -$175.65K |
| G2 MA3375 | 1,136,812 | 987,706 | -149,106 | 0.32% | -$163.69K |
| G2 MA3520 | 1,111,534 | 956,574 | -154,960 | 0.31% | -$169.48K |
| FNMA POOL BH2623 FN 08/47 FIXED 4 | 1,093,298 | 920,509 | -172,790 | 0.30% | -$178.02K |
| Fannie Mae Pool | 1,015,311 | 907,710 | -107,601 | 0.30% | -$120.08K |
| FN CA4372 | 1,021,592 | 898,120 | -123,473 | 0.30% | -$130.88K |
| FNR 2018-27 EA | 983,327 | 915,316 | -68,010 | 0.30% | -$73.97K |
| Fannie Mae Pool | 975,165 | 896,944 | -78,221 | 0.29% | -$77.96K |
| Federal Home Loan Mortgage Corp. | 920,638 | 849,463 | -71,176 | 0.28% | -$71.03K |
| FNMA 30YR 4% 01/49#CA2944 | 960,701 | 794,502 | -166,199 | 0.26% | -$172.22K |
| FN MA3058 | 933,984 | 770,978 | -163,006 | 0.26% | -$169.63K |
| FNMA 30YR 4.5% 06/01/2048#CA1909 | 862,600 | 744,265 | -118,335 | 0.25% | -$129.10K |
| AMGEN INC | 856,000 | 774,000 | -82,000 | 0.24% | -$135.72K |
| G2 MA3243 | 791,069 | 691,036 | -100,033 | 0.22% | -$110.86K |
| FR SD8057 | 823,053 | 685,553 | -137,500 | 0.22% | -$142.02K |
| Freddie Mac Gold Pool | 777,601 | 665,129 | -112,472 | 0.22% | -$120.55K |
| Freddie Mac Gold Pool | 696,358 | 659,611 | -36,747 | 0.22% | -$42.50K |
| Freddie Mac Gold Pool | 731,415 | 653,861 | -77,553 | 0.22% | -$82.46K |
| FNMA POOL MA3313 FN 03/33 FIXED 3.5 | 758,688 | 659,161 | -99,527 | 0.22% | -$101.08K |
| FHLMC | 701,613 | 642,979 | -58,634 | 0.21% | -$61.30K |
| FN MA3831 | 762,215 | 620,499 | -141,716 | 0.20% | -$146.96K |
| FN BE3774 | 699,021 | 575,009 | -124,012 | 0.19% | -$129.31K |
| Fannie Mae Pool | 586,893 | 560,090 | -26,803 | 0.19% | -$24.60K |
| FR SD7504 | 667,542 | 571,842 | -95,700 | 0.19% | -$97.78K |
| Freddie Mac Gold Pool | 610,914 | 569,883 | -41,031 | 0.18% | -$42.23K |
| BANKUNITED INC | 543,000 | 508,000 | -35,000 | 0.18% | -$45.73K |
| Fannie Mae REMICS | 603,457 | 538,985 | -64,472 | 0.17% | -$67.95K |
| Fannie Mae Pool | 549,354 | 528,952 | -20,402 | 0.17% | -$17.23K |
| FN MA3496 | 587,802 | 492,310 | -95,492 | 0.16% | -$101.70K |
| FIRSTENERGY CORP SR UNSECURED 11/31 7.375 | 439,000 | 379,000 | -60,000 | 0.16% | -$80.33K |
| Fannie Mae Pool | 499,424 | 464,894 | -34,530 | 0.16% | -$34.90K |
| FG G18662 | 517,837 | 451,147 | -66,689 | 0.14% | -$68.11K |
| FG Q45095 | 506,978 | 440,398 | -66,580 | 0.14% | -$70.04K |
| Fannie Mae Pool | 481,118 | 447,037 | -34,081 | 0.14% | -$34.22K |
| Fannie Mae Pool | 477,578 | 420,960 | -56,618 | 0.14% | -$65.06K |
| FN AB5937 | 443,733 | 405,392 | -38,340 | 0.14% | -$39.02K |
| Freddie Mac Gold Pool | 429,572 | 401,329 | -28,243 | 0.13% | -$27.46K |
| Fannie Mae Pool | 419,486 | 403,833 | -15,653 | 0.13% | -$13.50K |
| Freddie Mac Pool | 445,519 | 385,014 | -60,505 | 0.13% | -$63.59K |
| FN MA3536 | 480,623 | 383,896 | -96,727 | 0.13% | -$100.50K |
| FG C04306 | 423,921 | 383,515 | -40,406 | 0.13% | -$41.21K |
| UMBS | 439,970 | 383,812 | -56,158 | 0.12% | -$58.43K |
| FG G08540 | 425,591 | 380,218 | -45,374 | 0.12% | -$46.24K |
| Freddie Mac Gold Pool | 414,536 | 367,479 | -47,057 | 0.12% | -$52.11K |
| UMBS | 382,384 | 353,267 | -29,117 | 0.12% | -$29.84K |
| Freddie Mac Gold Pool | 414,236 | 373,682 | -40,554 | 0.12% | -$41.34K |
| FG G08672 | 397,555 | 344,514 | -53,041 | 0.12% | -$54.93K |
| Freddie Mac Gold Pool | 357,544 | 342,177 | -15,367 | 0.11% | -$18.02K |
| Freddie Mac REMICS | 434,243 | 353,768 | -80,475 | 0.11% | -$82.00K |
| FNMA POOL BE3619 FN 05/47 FIXED 4 | 403,470 | 334,595 | -68,875 | 0.11% | -$71.42K |
| FN MA2879 | 373,921 | 329,044 | -44,877 | 0.11% | -$46.60K |
| FN MA2522 | 389,760 | 331,188 | -58,573 | 0.11% | -$59.62K |
| Freddie Mac Gold Pool | 315,129 | 300,096 | -15,032 | 0.11% | -$16.84K |
| FNMA POOL MA3438 FN 08/33 FIXED 3.5 | 386,539 | 323,435 | -63,104 | 0.11% | -$64.58K |
| G2 MA2754 | 360,627 | 313,586 | -47,041 | 0.10% | -$50.16K |
| G2 MA3309 | 364,289 | 311,923 | -52,366 | 0.10% | -$57.65K |
| Freddie Mac Gold Pool | 327,262 | 296,878 | -30,383 | 0.10% | -$30.85K |
| Fannie Mae Pool | 328,892 | 282,327 | -46,565 | 0.09% | -$51.79K |
| FN AS8650 | 326,342 | 282,404 | -43,937 | 0.09% | -$44.20K |
| FEDEX 2020-1 AA | 305,000 | 296,845 | -8,155 | 0.09% | -$15.73K |
| G2 MA4321 | 320,785 | 274,917 | -45,869 | 0.09% | -$51.50K |
| Fannie Mae Pool | 329,838 | 276,579 | -53,259 | 0.09% | -$54.19K |
| Fannie Mae Pool | 286,105 | 262,229 | -23,876 | 0.09% | -$23.90K |
| US TREASURY N/B | 1,175,900 | 360,900 | -815,000 | 0.09% | -$798.46K |
| FNMA POOL AS5629 FN 08/45 FIXED 3.5 | 296,372 | 261,046 | -35,326 | 0.09% | -$38.01K |
| Freddie Mac Gold Pool | 257,225 | 240,550 | -16,675 | 0.09% | -$19.19K |
| FN MA3615 | 321,647 | 259,267 | -62,380 | 0.09% | -$64.79K |
| Freddie Mac Gold Pool | 285,841 | 251,963 | -33,878 | 0.08% | -$34.02K |
| FNMA 15YR 3.0% 10/30#AS6096 | 288,868 | 256,702 | -32,166 | 0.08% | -$31.82K |
| G2 MA2600 | 289,413 | 251,214 | -38,198 | 0.08% | -$41.96K |
| Fannie Mae Pool | 259,253 | 244,441 | -14,811 | 0.08% | -$12.70K |
| Fannie Mae Pool | 278,666 | 227,976 | -50,690 | 0.08% | -$58.08K |
| FNMA POOL 888021 FN 12/36 FIXED VAR | 215,671 | 201,533 | -14,139 | 0.07% | -$15.12K |
| Freddie Mac Gold Pool | 236,212 | 217,374 | -18,838 | 0.07% | -$18.75K |
| FN MA3522 | 254,960 | 211,686 | -43,274 | 0.07% | -$46.70K |
| FNMA POOL AS0765 FN 10/28 FIXED 3.5 | 239,144 | 214,523 | -24,621 | 0.07% | -$26.78K |
| Fannie Mae Pool | 237,167 | 214,385 | -22,782 | 0.07% | -$24.80K |
| FG G08670 | 242,077 | 204,657 | -37,420 | 0.07% | -$37.93K |
| FG G08676 | 232,010 | 196,038 | -35,972 | 0.06% | -$36.88K |
| FN AL7468 | 199,721 | 182,596 | -17,125 | 0.06% | -$19.37K |
| Fannie Mae Pool | 207,598 | 195,352 | -12,246 | 0.06% | -$12.13K |
| Freddie Mac Non Gold Pool | 207,212 | 193,570 | -13,642 | 0.06% | -$13.30K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 222,300 | 192,829 | -29,471 | 0.06% | -$32.47K |
| FNMA 30YR 3.5% 09/01/2045#AS5816 | 218,450 | 188,286 | -30,164 | 0.06% | -$30.40K |
| Fannie Mae REMICS | 209,531 | 187,279 | -22,252 | 0.06% | -$25.19K |
| Uniform Mortgage-Backed Securities | 208,458 | 177,186 | -31,272 | 0.06% | -$31.71K |
| Fannie Mae Pool | 186,562 | 179,679 | -6,883 | 0.06% | -$6.92K |
| CARMX 2018-4 A3 | 227,893 | 185,780 | -42,113 | 0.06% | -$43.61K |
| Fannie Mae Pool | 178,896 | 176,037 | -2,859 | 0.06% | -$2.65K |
| G2 MA2678 | 193,179 | 168,304 | -24,874 | 0.06% | -$26.50K |
| Freddie Mac Gold Pool | 174,538 | 162,458 | -12,080 | 0.05% | -$13.24K |
| Fannie Mae Pool | 178,819 | 166,627 | -12,192 | 0.05% | -$11.16K |
| FNMA, 30 Year | 174,598 | 154,016 | -20,582 | 0.05% | -$21.56K |
| HUNTSMAN INT LLC | 237,000 | 147,000 | -90,000 | 0.05% | -$107.29K |
| FNMA POOL AA0920 FN 08/37 FIXED 5.5 | 144,556 | 139,662 | -4,894 | 0.05% | -$7.57K |
| Fannie Mae Pool | 145,671 | 136,023 | -9,648 | 0.05% | -$11.81K |
| OWENS CORNING | 350,000 | 141,000 | -209,000 | 0.05% | -$256.05K |
| EOG RESOURCES IN | 221,000 | 126,000 | -95,000 | 0.05% | -$145.88K |
| FG A93990 | 161,954 | 141,514 | -20,440 | 0.05% | -$21.22K |
| Fannie Mae Pool | 152,694 | 141,504 | -11,190 | 0.05% | -$11.67K |
| Fannie Mae Pool | 139,667 | 136,590 | -3,076 | 0.04% | -$3.54K |
| Fannie Mae Pool | 184,511 | 130,325 | -54,186 | 0.04% | -$57.59K |
| Fannie Mae Pool | 146,754 | 127,683 | -19,071 | 0.04% | -$19.60K |
| Fannie Mae Pool | 148,790 | 120,258 | -28,532 | 0.04% | -$29.36K |
| G2 MA2962 | 121,065 | 108,761 | -12,303 | 0.04% | -$12.55K |
| Fannie Mae Pool | 114,776 | 113,944 | -832 | 0.04% | -$246 |
| Freddie Mac Gold Pool | 117,180 | 112,928 | -4,252 | 0.04% | -$3.73K |
| Freddie Mac Gold Pool | 119,142 | 109,564 | -9,578 | 0.04% | -$9.82K |
| Fannie Mae Pool | 110,012 | 109,202 | -810 | 0.04% | -$200 |
| Fannie Mae Pool | 99,893 | 99,076 | -817 | 0.03% | -$589 |
| PIONEER NATURAL | 199,000 | 117,000 | -82,000 | 0.03% | -$84.05K |
| G2 MA3803 | 112,878 | 98,291 | -14,587 | 0.03% | -$16.35K |
| Fannie Mae Pool | 108,055 | 98,325 | -9,729 | 0.03% | -$9.72K |
| Freddie Mac Gold Pool | 90,491 | 86,804 | -3,687 | 0.03% | -$3.11K |
| FG G08583 | 91,330 | 80,747 | -10,583 | 0.03% | -$12.05K |
| Freddie Mac Gold Pool | 77,282 | 76,106 | -1,176 | 0.03% | -$1.14K |
| Fannie Mae Pool | 88,162 | 77,087 | -11,075 | 0.02% | -$12.57K |
| JPMorgan Mortgage Trust, Series 2017-6, Class A6 | 188,493 | 81,015 | -107,479 | 0.02% | -$107.82K |
| Fannie Mae Pool | 84,038 | 75,151 | -8,887 | 0.02% | -$8.55K |
| G2 MA2961 | 83,066 | 72,836 | -10,231 | 0.02% | -$10.91K |
| HALLIBURTON CO | 192,000 | 73,000 | -119,000 | 0.02% | -$122.86K |
| GM Financial Consumer Automobile Receivables Trust 2019-3 | 75,000 | 73,470 | -1,530 | 0.02% | -$1.78K |
| Fannie Mae Pool | 69,424 | 68,095 | -1,330 | 0.02% | -$594 |
| Fannie Mae Pool | 86,227 | 65,674 | -20,553 | 0.02% | -$22.65K |
| Fannie Mae Pool | 63,308 | 58,133 | -5,175 | 0.02% | -$5.98K |
| FN AD0095 | 59,343 | 56,576 | -2,767 | 0.02% | -$2.52K |
| FNMA POOL AI9793 FN 08/26 FIXED 3.5 | 67,951 | 61,154 | -6,797 | 0.02% | -$6.72K |
| FNMA 30YR 3% 09/01/2046#BC2848 | 61,127 | 53,021 | -8,106 | 0.02% | -$8.11K |
| FNMA POOL AL0152 FN 06/40 FIXED VAR | 46,972 | 44,529 | -2,442 | 0.02% | -$2.38K |
| Fannie Mae Pool | 51,971 | 46,494 | -5,478 | 0.02% | -$5.38K |
| Freddie Mac Gold Pool | 39,996 | 39,529 | -467 | 0.01% | -$658 |
| Fannie Mae Pool | 45,620 | 38,880 | -6,740 | 0.01% | -$7.02K |
| Freddie Mac REMICS | 61,890 | 40,061 | -21,829 | 0.01% | -$22.48K |
| Fannie Mae Pool | 38,400 | 35,894 | -2,506 | 0.01% | -$2.96K |
| Fannie Mae Pool | 35,467 | 33,002 | -2,465 | 0.01% | -$3.20K |
| Fannie Mae Pool | 35,650 | 34,336 | -1,313 | 0.01% | -$1.01K |
| Fannie Mae Pool | 32,134 | 30,614 | -1,519 | 0.01% | -$2.21K |
| G2 MA2960 | 38,614 | 33,488 | -5,127 | 0.01% | -$5.62K |
| FNMA 30YR 5.0% 06/01/40#AD7849 | 32,463 | 29,275 | -3,187 | 0.01% | -$3.68K |
| FN MA3695 | 38,023 | 30,996 | -7,026 | 0.01% | -$7.13K |
| Fannie Mae Pool | 25,172 | 23,890 | -1,282 | 0.01% | -$1.43K |
| FANNIE MAE POOL FN AA3518 | 30,559 | 26,327 | -4,231 | 0.01% | -$4.20K |
| Fannie Mae Pool | 22,149 | 20,687 | -1,462 | 0.01% | -$1.39K |
| Fannie Mae Pool | 20,861 | 20,143 | -718 | 0.01% | -$621 |
| Honda Auto Receivables Owner Trust, Series 2019-1, Class A3 | 23,000 | 18,491 | -4,509 | 0.01% | -$4.65K |
| FNMA POOL 889992 FN 06/38 FIXED VAR | 15,977 | 15,435 | -542 | 0.01% | -$755 |
| Freddie Mac REMICS | 107,684 | 97,761 | -9,923 | 0.00% | -$2.37K |
| Fannie Mae Pool | 12,788 | 12,664 | -123 | 0.00% | $185 |
| Freddie Mac Non Gold Pool | 16,990 | 12,866 | -4,124 | 0.00% | -$4.23K |
| FNMA 15YR 4.50% 11/22 #888899 | 4,343 | 2,987 | -1,355 | 0.00% | -$1.42K |
| FN 747493 | 1,554 | 1,471 | -83 | 0.00% | -$91 |
| Freddie Mac Gold Pool | 1,349 | 1,335 | -14 | 0.00% | -$31 |
| Freddie Mac Gold Pool | 389 | 366 | -23 | 0.00% | -$22 |
| Freddie Mac Gold Pool | 304 | 298 | -6 | 0.00% | -$6 |
| Security | Shares Nov 2020 | Shares Feb 2021 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| UST NOTES 1.75% 09/30/2022 | 5,137,000 | 5,137,000 | 0 | 1.61% | -$21.27K |
| US TREASURY N/B | 5,000,000 | 5,000,000 | 0 | 1.59% | -$759.38K |
| US TREASURY N/B | 4,839,000 | 4,839,000 | 0 | 1.54% | -$105.66K |
| US TREASURY N/B | 3,596,000 | 3,596,000 | 0 | 1.17% | -$45.79K |
| US TREASURY N/B | 3,500,000 | 3,500,000 | 0 | 1.11% | -$183.48K |
| US TREASURY NOTE 1.375% 10-15-22 | 3,000,000 | 3,000,000 | 0 | 0.94% | -$9.14K |
| US TREASURY N/B | 2,303,000 | 2,303,000 | 0 | 0.83% | -$336.09K |
| U.S. Treasury Notes | 2,401,000 | 2,401,000 | 0 | 0.75% | -$13.60K |
| United States Treasury Note/Bond - When Issued | 2,401,000 | 2,401,000 | 0 | 0.74% | -$13.86K |
| U.S. Treasury Notes | 2,296,000 | 2,296,000 | 0 | 0.72% | -$8.61K |
| US TREASURY N/B | 1,729,000 | 1,729,000 | 0 | 0.61% | -$272.86K |
| US TREASURY NOTE 1.625% 08-31-22 | 1,921,000 | 1,921,000 | 0 | 0.60% | -$6.98K |
| US TREASURY N/B | 1,729,000 | 1,729,000 | 0 | 0.56% | -$24.92K |
| CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST CSAIL 2017-C8 A2 | 1,764,000 | 1,764,000 | 0 | 0.55% | -$1.75K |
| US TREASURY N/B | 1,441,000 | 1,441,000 | 0 | 0.51% | -$232.70K |
| US TREASURY N/B | 1,600,000 | 1,600,000 | 0 | 0.51% | -$46.25K |
| US TREASURY N/B | 1,500,000 | 1,500,000 | 0 | 0.48% | -$17.99K |
| Federal Home Loan Banks | 1,000,000 | 1,000,000 | 0 | 0.32% | -$47.50K |
| US TREASURY N/B | 900,000 | 900,000 | 0 | 0.28% | -$45.14K |
| MSDB TRUST MSDB 2017 712F A 144A | 790,000 | 790,000 | 0 | 0.26% | -$12.70K |
| AT&T INC | 727,000 | 727,000 | 0 | 0.25% | -$49.58K |
| US TREASURY N/B | 564,000 | 564,000 | 0 | 0.24% | -$75.81K |
| FREDDIE MAC | 500,000 | 500,000 | 0 | 0.22% | -$27.58K |
| IBM CREDIT LLC | 628,000 | 628,000 | 0 | 0.20% | -$5.03K |
| Industrial Bank of Korea | 652,000 | 652,000 | 0 | 0.20% | -$9.31K |
| US TREASURY N/B | 576,000 | 576,000 | 0 | 0.19% | -$21.46K |
| NATWEST GROUP | 611,000 | 611,000 | 0 | 0.18% | -$17.47K |
| BENCHMARK 2019-B9 MTG TR 3.9325% 03/15/2052 | 500,000 | 500,000 | 0 | 0.17% | -$9.28K |
| MIZUHO FINANCIAL | 536,000 | 536,000 | 0 | 0.17% | -$869 |
| COOPERATIEVE RABOBANK UA T1Y+NA 09/24/2026 144A | 565,000 | 565,000 | 0 | 0.17% | -$6.24K |
| SIGNATURE BK NY | 531,000 | 531,000 | 0 | 0.17% | $11.45K |
| US TREASURY N/B | 500,000 | 500,000 | 0 | 0.17% | -$25.57K |
| US TREASURY N/B | 538,000 | 538,000 | 0 | 0.16% | -$15.30K |
| INTNED V1.4 07/01/26 144A | 496,000 | 496,000 | 0 | 0.15% | -$5.31K |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/48 5 | 400,000 | 400,000 | 0 | 0.15% | -$38.63K |
| US TREASURY N/B | 392,000 | 392,000 | 0 | 0.14% | -$58.16K |
| US TREASURY N/B | 354,000 | 354,000 | 0 | 0.14% | -$20.58K |
| US TREASURY N/B | 406,000 | 406,000 | 0 | 0.14% | -$58.58K |
| Domtar, Corp.6.75% Due 2/15/2044 | 345,000 | 345,000 | 0 | 0.14% | $39.34K |
| NEW YORK COMMUNITY BANCORP INC | 429,000 | 429,000 | 0 | 0.14% | $2.34K |
| UNICREDIT SPA SUBORDINATED 144A 06/35 VAR | 409,000 | 409,000 | 0 | 0.13% | -$7.75K |
| International Finance Corporation 0.5%, Due 03/20/2023 | 438,000 | 438,000 | 0 | 0.13% | -$326 |
| US TREASURY N/B | 384,000 | 384,000 | 0 | 0.13% | -$60.63K |
| HAROT 2020-3 A4 | 430,000 | 430,000 | 0 | 0.13% | -$756 |
| NATWEST GROUP | 414,000 | 414,000 | 0 | 0.13% | -$713 |
| BANK, Series 2019-BN16, Class A2 | 400,000 | 400,000 | 0 | 0.13% | -$1.21K |
| ZIONS BANCORP | 397,000 | 397,000 | 0 | 0.13% | $2.03K |
| US TREASURY N/B | 384,000 | 384,000 | 0 | 0.12% | -$11.32K |
| AT&T INC | 337,000 | 337,000 | 0 | 0.12% | -$23.28K |
| NATL BANK CANADA | 387,000 | 387,000 | 0 | 0.12% | -$1.17K |
| UNICREDIT SPA 144A LIFE SR UNSEC 6.572% 01-14-22 | 377,000 | 377,000 | 0 | 0.12% | -$3.78K |
| BAE SYSTEMS HLDG | 339,000 | 339,000 | 0 | 0.12% | -$6.54K |
| FREDDIE MAC | 250,000 | 250,000 | 0 | 0.11% | -$14.94K |
| FED HOME LN BANK | 250,000 | 250,000 | 0 | 0.11% | -$19.20K |
| TSMC GLOBAL LTD COMPANY GUAR 144A 09/25 0.75 | 377,000 | 377,000 | 0 | 0.11% | -$5.67K |
| US TREASURY NOTE 1.625% 12-15-22 | 358,000 | 358,000 | 0 | 0.11% | -$1.31K |
| HANWHA ENERGY USA HOLDN COMPANY GUAR 144A 07/22 2.375 | 356,000 | 356,000 | 0 | 0.11% | -$715 |
| WELLS FARGO CO | 356,000 | 356,000 | 0 | 0.11% | -$26.06K |
| CS 2.1 11/12/21 | 349,000 | 349,000 | 0 | 0.11% | -$1.38K |
| UNICREDIT SPA REGD V/R 144A P/P 2.56900000 | 350,000 | 350,000 | 0 | 0.11% | -$3.49K |
| US TREASURY N/B | 256,000 | 256,000 | 0 | 0.11% | -$37.68K |
| Valero Energy Partners LP | 303,000 | 303,000 | 0 | 0.11% | -$741 |
| HSBC HOLDINGS | 342,000 | 342,000 | 0 | 0.10% | -$3.94K |
| SYSCO CORP | 236,000 | 236,000 | 0 | 0.10% | -$15.11K |
| NESTLE HOLDINGS INC 144A 3.500000% 09/24/2025 | 297,000 | 297,000 | 0 | 0.10% | -$6.26K |
| NatWest Markets PLC | 315,000 | 315,000 | 0 | 0.10% | $580 |
| MERRILL LYNCH | 234,000 | 234,000 | 0 | 0.10% | -$22.82K |
| First Niagara Financial Group Inc | 300,000 | 300,000 | 0 | 0.10% | -$4.77K |
| MITSUB UFJ FIN | 302,000 | 302,000 | 0 | 0.10% | -$4.60K |
| COCA-COLA FEMSA | 330,000 | 330,000 | 0 | 0.10% | -$21.42K |
| ENEL FIN INTL NV | 248,000 | 248,000 | 0 | 0.09% | -$26.55K |
| BRASKM 4 1/2 01/31/30 | 300,000 | 300,000 | 0 | 0.09% | $1.47K |
| TELEFONICA EMIS | 250,000 | 250,000 | 0 | 0.09% | -$19.58K |
| CARDINAL HEALTH | 253,000 | 253,000 | 0 | 0.09% | -$12.18K |
| ONE BRYANT PK TR 2019-OBP 2.51641% 09/15/2054 144A | 270,000 | 270,000 | 0 | 0.09% | -$9.14K |
| UBS GROUP AG REGD V/R 144A P/P 2.19300000 | 269,000 | 269,000 | 0 | 0.08% | -$2.47K |
| Siemens Financieringsmaatschappij NV | 250,000 | 250,000 | 0 | 0.08% | -$6.39K |
| BA Credit Card Trust, Series 2018-A2, Class A2 | 267,000 | 267,000 | 0 | 0.08% | -$1.88K |
| US TREASURY N/B | 192,000 | 192,000 | 0 | 0.08% | -$29.88K |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 228,000 | 228,000 | 0 | 0.08% | $1.37K |
| Daimler Finance North America LLC | 257,000 | 257,000 | 0 | 0.08% | -$827 |
| DANSKE BANK A/S | 239,000 | 239,000 | 0 | 0.08% | -$853 |
| VAR.RT. CORP. BONDS | 249,000 | 249,000 | 0 | 0.08% | $1.98K |
| CREDIT AGRICOLE SA LONDON BRH 1.907%/VAR 06/16/2026 144A | 250,000 | 250,000 | 0 | 0.08% | -$2.12K |
| UNITED MEXICAN | 228,000 | 228,000 | 0 | 0.08% | -$7.41K |
| INTNED 4.625 01/06/26 144A | 220,000 | 220,000 | 0 | 0.08% | -$5.12K |
| Synovus Bank/Columbus GA | 250,000 | 250,000 | 0 | 0.08% | -$240 |
| MTRO COMMERCIAL MORTGAGE TRUST 2019-TECH MTRO 2019-TECH A | 250,000 | 250,000 | 0 | 0.08% | $1.30K |
| DBSSP 2.85 04/16/22 144A | 231,000 | 231,000 | 0 | 0.07% | -$801 |
| CARMX 2019-3 A3 | 230,000 | 230,000 | 0 | 0.07% | -$796 |
| Toyota Auto Receivables 2018-C Owner Trust | 225,000 | 225,000 | 0 | 0.07% | -$1.05K |
| COLOMBIA TELECOMUNICACIO REGD 144A P/P 4.95000000 | 209,000 | 209,000 | 0 | 0.07% | -$7.47K |
| BAE SYSTEMS PLC | 206,000 | 206,000 | 0 | 0.07% | -$9.27K |
| US TREASURY N/B | 153,000 | 153,000 | 0 | 0.07% | -$21.34K |
| ENGIE ENERGIA CHILE SA 144A LIFE SR UNSEC 3.4% 01-28-30 | 209,000 | 209,000 | 0 | 0.07% | -$5.96K |
| US TREASURY N/B | 167,000 | 167,000 | 0 | 0.07% | -$24.93K |
| BRASKEM NETHERLANDS FIN BV 4.5% 01/10/2028 144A | 209,000 | 209,000 | 0 | 0.07% | -$418 |
| DANSKE BANK AS (UNGTD) 3.244%/VAR 12/20/2025 144A | 200,000 | 200,000 | 0 | 0.07% | $703 |
| SCGAU 5 1/8 09/24/2080 | 206,000 | 206,000 | 0 | 0.07% | -$1.53K |
| SK TELECOM CO | 200,000 | 200,000 | 0 | 0.07% | -$730 |
| PACIFIC GAS&ELEC | 221,000 | 221,000 | 0 | 0.06% | -$19.08K |
| BANCO SANTANDER | 200,000 | 200,000 | 0 | 0.06% | -$812 |
| ANGLO AMERICAN | 209,000 | 209,000 | 0 | 0.06% | -$3.60K |
| NISSAN MOTOR CO LTD 144A 3.043000% 09/15/2023 | 200,000 | 200,000 | 0 | 0.06% | $2.26K |
| AT&T INC | 184,000 | 184,000 | 0 | 0.06% | -$18.63K |
| Australia & New Zealand Banking Group Ltd. 2.95%, Fixed unitl 07/22/2025 | 200,000 | 200,000 | 0 | 0.06% | -$2.08K |
| ITALY GOV'T INT | 200,000 | 200,000 | 0 | 0.06% | -$16.00K |
| Government National Mortgage Association | 200,000 | 200,000 | 0 | 0.06% | -$841 |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2019-2 SER 2019-2 CL A3 REGD 1.92000000 | 200,000 | 200,000 | 0 | 0.06% | -$585 |
| Allianz SE | 200,000 | 200,000 | 0 | 0.06% | $1.01K |
| BNG Bank NV 0.5%, DUE 11/24/2025 | 206,000 | 206,000 | 0 | 0.06% | -$3.56K |
| GM Financial Consumer Automobile Receivables Trust 2017-3 | 200,000 | 200,000 | 0 | 0.06% | -$741 |
| KOREA DEVELOPMENT BANK SR UNSECURED 10/23 0.5 | 200,000 | 200,000 | 0 | 0.06% | -$344 |
| PACIFIC GAS&ELEC | 197,000 | 197,000 | 0 | 0.06% | -$12.80K |
| BENCHMARK 2018-B1 MORTGAGE TRUST SER 2018-B1 CL A2 REGD 3.57100000 | 186,000 | 186,000 | 0 | 0.06% | -$123 |
| US TREASURY N/B | 171,000 | 171,000 | 0 | 0.06% | -$8.59K |
| KIRBY CORP | 169,000 | 169,000 | 0 | 0.06% | $1.25K |
| US TREASURY N/B | 167,000 | 167,000 | 0 | 0.05% | -$1.61K |
| MARATHON OIL COR | 135,000 | 135,000 | 0 | 0.05% | $12.17K |
| T 4.85 07/15/45 | 145,000 | 145,000 | 0 | 0.05% | -$8.73K |
| VOYA FINANCIAL | 144,000 | 144,000 | 0 | 0.05% | $1.48K |
| US TREASURY N/B | 105,000 | 105,000 | 0 | 0.04% | -$16.15K |
| Chase Mortgage Finance Corp., Series 2016-SH2, Class M2 | 132,418 | 132,418 | 0 | 0.04% | $517 |
| COMM MORTGAGE TRUST COMM 2016 787S B 144A | 125,000 | 125,000 | 0 | 0.04% | $4.45K |
| CMS ENERGY | 133,000 | 133,000 | 0 | 0.04% | -$1.26K |
| SYSCO CORP | 90,000 | 90,000 | 0 | 0.04% | -$7.77K |
| ARROW ELECTRONIC | 121,000 | 121,000 | 0 | 0.04% | -$944 |
| SUNCOR ENERGY INC SR UNSECURED 05/35 5.95 | 99,000 | 99,000 | 0 | 0.04% | $911 |
| DOMINION RES | 110,000 | 110,000 | 0 | 0.04% | -$403 |
| ONEOK INC | 89,000 | 89,000 | 0 | 0.04% | $3.80K |
| CANADIAN PACIFIC | 70,000 | 70,000 | 0 | 0.03% | -$4.29K |
| Toyota Auto Loan Extended Note Trust 2019-1 | 100,000 | 100,000 | 0 | 0.03% | -$747 |
| BA Credit Card Trust, Series 2019-A1, Class A1 | 100,000 | 100,000 | 0 | 0.03% | -$310 |
| Honda Auto Receivables 2020-2 Owner Trust | 100,000 | 100,000 | 0 | 0.03% | -$288 |
| BX TRUST | 100,000 | 100,000 | 0 | 0.03% | $3.00K |
| WILLIS NORTH AME | 33,000 | 33,000 | 0 | 0.01% | -$4.05K |
| MORGAN STANLEY CAPITAL BARCLAYS BANK TRUST 2016-MART 2.2004% 09/13/2031 144A | 34,000 | 34,000 | 0 | 0.01% | $113 |
| SOUTHERN CAL ED | 22,000 | 22,000 | 0 | 0.01% | -$3.25K |
| ONEOK INC | 25,000 | 25,000 | 0 | 0.01% | $1.53K |
| KIMBERLY-CLARK | 4,000 | 4,000 | 0 | 0.00% | -$238 |
| Truist Bank | 4,000 | 4,000 | 0 | 0.00% | -$31 |
| LOCKHEED MARTIN | 4,000 | 4,000 | 0 | 0.00% | -$540 |
| ESC LEHMAN BRTH HLDH PROD | 89,000 | 89,000 | 0 | 0.00% | -$89 |
| LEHMAN BRTH HLD 05/38 7.5 | 112,000 | 112,000 | 0 | 0.00% | $0 |
| LEHMAN BRTH HLD ESCROW IN DEFAULT 6.75000000 | 87,000 | 87,000 | 0 | 0.00% | $0 |
| LEHMAN BRTH HLD | 78,000 | 78,000 | 0 | 0.00% | $0 |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.