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 28, 2024 → Jun 28, 2024
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Mar 2024 | Shares Jun 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 0 | 2,710,000 | 2,710,000 | 1.11% | $2.73M |
| UMBS, 30 Year | 0 | 2,057,296 | 2,057,296 | 0.84% | $2.06M |
| FORDF 2024-1 A1 | 0 | 1,200,000 | 1,200,000 | 0.49% | $1.20M |
| US TREASURY N/B | 0 | 1,035,000 | 1,035,000 | 0.42% | $1.03M |
| TAOT 2024-B A3 | 0 | 1,000,000 | 1,000,000 | 0.41% | $1.00M |
| CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2 | 0 | 1,000,000 | 1,000,000 | 0.38% | $926.56K |
| US TREASURY N/B | 0 | 840,000 | 840,000 | 0.34% | $838.98K |
| Mauser Packaging Solutions Holding Co | 0 | 700,000 | 700,000 | 0.29% | $714.87K |
| FORDO 2024-B A3 | 0 | 700,000 | 700,000 | 0.29% | $699.16K |
| ELEVANCE HEALTH | 0 | 535,000 | 535,000 | 0.22% | $537.74K |
| DIAMONDBACK ENER | 0 | 463,000 | 463,000 | 0.19% | $458.56K |
| MORGAN STANLEY | 0 | 365,000 | 365,000 | 0.15% | $374.29K |
| JPMORGAN CHASE | 0 | 345,000 | 345,000 | 0.14% | $354.10K |
| JPMORGAN CHASE | 0 | 335,000 | 335,000 | 0.14% | $337.78K |
| ENERGY TRANS | 0 | 330,000 | 330,000 | 0.13% | $325.62K |
| CHENIERE ENERGYP | 0 | 320,000 | 320,000 | 0.13% | $321.47K |
| US TREASURY N/B | 0 | 295,000 | 295,000 | 0.12% | $299.84K |
| GOLDMAN SACHS GP | 0 | 255,000 | 255,000 | 0.11% | $261.31K |
| HOME DEPOT INC | 0 | 260,000 | 260,000 | 0.10% | $257.39K |
| Frontier Issuer LLC, Series 2024-1, Class A2 | 0 | 250,000 | 250,000 | 0.10% | $249.95K |
| AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375 | 0 | 250,000 | 250,000 | 0.10% | $247.16K |
| Engie | 0 | 240,000 | 240,000 | 0.10% | $239.68K |
| Engie | 0 | 225,000 | 225,000 | 0.09% | $224.08K |
| GOLDMAN SACHS GP | 0 | 220,000 | 220,000 | 0.09% | $223.96K |
| ENI SPA | 0 | 220,000 | 220,000 | 0.09% | $216.23K |
| Eni S.p.A. | 0 | 210,000 | 210,000 | 0.08% | $208.15K |
| LLOYDS BK GR PLC | 0 | 200,000 | 200,000 | 0.08% | $201.71K |
| FORD MOTOR CRED | 0 | 200,000 | 200,000 | 0.08% | $197.96K |
| Freddie Mac Pool | 0 | 222,474 | 222,474 | 0.08% | $191.77K |
| DIAMONDBACK ENER | 0 | 190,000 | 190,000 | 0.08% | $184.32K |
| AMPHENOL CORP | 0 | 175,000 | 175,000 | 0.07% | $174.91K |
| DIAMONDBACK ENER | 0 | 165,000 | 165,000 | 0.07% | $165.08K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/31 5.4 | 0 | 155,000 | 155,000 | 0.06% | $153.75K |
| Vistra Operations Co. LLC | 0 | 145,000 | 145,000 | 0.06% | $145.44K |
| GEN MOTORS FIN | 0 | 145,000 | 145,000 | 0.06% | $145.18K |
| HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.27500000 | 0 | 145,000 | 145,000 | 0.06% | $144.41K |
| AMPHENOL CORP | 0 | 135,000 | 135,000 | 0.05% | $110.88K |
| GEN MOTORS FIN | 0 | 110,000 | 110,000 | 0.04% | $109.22K |
| ENBRIDGE INC SUBORDINATED 07/80 VAR | 0 | 110,000 | 110,000 | 0.04% | $103.97K |
| OGLETHORPE POWER | 0 | 100,000 | 100,000 | 0.04% | $102.70K |
| ELEVANCE HEALTH | 0 | 100,000 | 100,000 | 0.04% | $100.29K |
| HOME DEPOT INC | 0 | 100,000 | 100,000 | 0.04% | $99.82K |
| HOME DEPOT INC | 0 | 85,000 | 85,000 | 0.03% | $84.36K |
| Freddie Mac Pool | 0 | 63,054 | 63,054 | 0.02% | $52.76K |
| AMPHENOL CORP | 0 | 30,000 | 30,000 | 0.01% | $29.92K |
| Security | Shares Mar 2024 | Shares Jun 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 12,815,000 | 0 | -12,815,000 | 0.00% | -$12.83M |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR CGCMT 2018-TBR A | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.94M |
| US TREASURY N/B | 9,320,000 | 0 | -9,320,000 | 0.00% | -$9.28M |
| US TREASURY N/B | 5,895,000 | 0 | -5,895,000 | 0.00% | -$5.93M |
| US TREASURY N/B | 5,545,000 | 0 | -5,545,000 | 0.00% | -$5.45M |
| Truist Financial Corp., Series L | 2,165,000 | 0 | -2,165,000 | 0.00% | -$2.19M |
| Uniform Mortgage-Backed Securities | 1,988,227 | 0 | -1,988,227 | 0.00% | -$1.89M |
| G2 MA9489 | 1,780,737 | 0 | -1,780,737 | 0.00% | -$1.80M |
| FR SD8257 | 1,470,485 | 0 | -1,470,485 | 0.00% | -$1.40M |
| FR SD8278 | 1,299,324 | 0 | -1,299,324 | 0.00% | -$1.31M |
| US TREASURY N/B | 1,155,000 | 0 | -1,155,000 | 0.00% | -$1.16M |
| FMCN 8.625 06/01/31 144A | 1,055,000 | 0 | -1,055,000 | 0.00% | -$1.03M |
| SHERWIN-WILLIAMS | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.03M |
| BROADCOM INC | 1,190,000 | 0 | -1,190,000 | 0.00% | -$1.02M |
| MORGAN STANLEY | 980,000 | 0 | -980,000 | 0.00% | -$991.54K |
| NEXTERA ENERGY | 945,000 | 0 | -945,000 | 0.00% | -$949.37K |
| CONOCOPHIL CO | 940,000 | 0 | -940,000 | 0.00% | -$949.12K |
| DISCOVERY COMMUN | 1,280,000 | 0 | -1,280,000 | 0.00% | -$876.70K |
| LIMA METRO LINE 2 FIN LT SR SECURED 144A 04/36 4.35 | 861,702 | 0 | -861,702 | 0.00% | -$799.36K |
| IAGLN 4.25 11/15/32 144A | 822,372 | 0 | -822,372 | 0.00% | -$766.88K |
| Uniform Mortgage-Backed Securities | 915,817 | 0 | -915,817 | 0.00% | -$762.14K |
| AMGEN INC | 741,000 | 0 | -741,000 | 0.00% | -$747.57K |
| FR SD8329 | 750,247 | 0 | -750,247 | 0.00% | -$731.94K |
| MAUSER PACKAGING SOLUT REGD 144A P/P 7.87500000 | 700,000 | 0 | -700,000 | 0.00% | -$713.65K |
| AUTODESK INC | 850,000 | 0 | -850,000 | 0.00% | -$712.25K |
| CITIGROUP INC | 710,000 | 0 | -710,000 | 0.00% | -$706.90K |
| T-MOBILE USA INC | 735,000 | 0 | -735,000 | 0.00% | -$680.34K |
| US TREASURY N/B | 635,000 | 0 | -635,000 | 0.00% | -$587.20K |
| NEW YORK LIFE GLOBAL FUNDING MTN 5.450000% 09/18/2026 | 570,000 | 0 | -570,000 | 0.00% | -$574.86K |
| JPMORGAN CHASE | 545,000 | 0 | -545,000 | 0.00% | -$547.34K |
| VST 5.125 05/13/25 144A | 528,000 | 0 | -528,000 | 0.00% | -$523.83K |
| DEUTSCHE BANK NY | 612,000 | 0 | -612,000 | 0.00% | -$515.88K |
| Credit Agricole SA | 505,000 | 0 | -505,000 | 0.00% | -$506.72K |
| DUKE ENERGY CAR | 415,000 | 0 | -415,000 | 0.00% | -$413.02K |
| DIAMONDBACK ENER | 465,000 | 0 | -465,000 | 0.00% | -$412.19K |
| US BANCORP | 416,000 | 0 | -416,000 | 0.00% | -$407.91K |
| GEN MOTORS FIN | 400,000 | 0 | -400,000 | 0.00% | -$404.48K |
| STATE STREET CRP | 400,000 | 0 | -400,000 | 0.00% | -$400.89K |
| US TREASURY N/B | 400,000 | 0 | -400,000 | 0.00% | -$399.70K |
| VERIZON COMM INC | 385,000 | 0 | -385,000 | 0.00% | -$389.44K |
| UNITEDHEALTH GRP | 360,000 | 0 | -360,000 | 0.00% | -$360.33K |
| FN MA5137 | 368,318 | 0 | -368,318 | 0.00% | -$359.36K |
| FNCL UMBS 2.5 CB2408 12-01-51 | 418,454 | 0 | -418,454 | 0.00% | -$346.98K |
| UNITEDHEALTH GRP | 340,000 | 0 | -340,000 | 0.00% | -$346.05K |
| PNC FINANCIAL | 305,000 | 0 | -305,000 | 0.00% | -$307.92K |
| MORGAN STANLEY | 295,000 | 0 | -295,000 | 0.00% | -$295.34K |
| FNMA 30YR 2.5% 02/01/2052#FS2660 | 349,227 | 0 | -349,227 | 0.00% | -$290.45K |
| AMGEN INC | 270,000 | 0 | -270,000 | 0.00% | -$274.21K |
| KEYCORP | 260,000 | 0 | -260,000 | 0.00% | -$265.67K |
| BANCO SANTANDER | 200,000 | 0 | -200,000 | 0.00% | -$200.05K |
| ERAC USA FINANCE | 195,000 | 0 | -195,000 | 0.00% | -$195.44K |
| MORGAN STANLEY | 164,000 | 0 | -164,000 | 0.00% | -$162.78K |
| US BANCORP | 146,000 | 0 | -146,000 | 0.00% | -$146.83K |
| OGLETHORPE POWER | 100,000 | 0 | -100,000 | 0.00% | -$105.22K |
| US TREASURY N/B | 65,000 | 0 | -65,000 | 0.00% | -$67.45K |
| Freddie Mac Pool | 40,969 | 0 | -40,969 | 0.00% | -$42.83K |
| FNMA 6.50% 3/35 #735417 | 38,698 | 0 | -38,698 | 0.00% | -$39.85K |
| Federal National Mortgage Association | 19,082 | 0 | -19,082 | 0.00% | -$19.52K |
| Federal National Mortgage Association | 16,969 | 0 | -16,969 | 0.00% | -$17.50K |
| Federal National Mortgage Association | 16,951 | 0 | -16,951 | 0.00% | -$17.48K |
| Federal National Mortgage Association | 13,336 | 0 | -13,336 | 0.00% | -$13.75K |
| Federal National Mortgage Association | 11,864 | 0 | -11,864 | 0.00% | -$12.34K |
| Federal Home Loan Mortgage Corp. | 11,713 | 0 | -11,713 | 0.00% | -$12.08K |
| Federal National Mortgage Association | 10,580 | 0 | -10,580 | 0.00% | -$11.02K |
| Federal National Mortgage Association | 8,609 | 0 | -8,609 | 0.00% | -$8.96K |
| Federal Home Loan Mortgage Corp. | 7,867 | 0 | -7,867 | 0.00% | -$8.29K |
| Federal National Mortgage Association | 5,884 | 0 | -5,884 | 0.00% | -$6.13K |
| Federal National Mortgage Association | 4,985 | 0 | -4,985 | 0.00% | -$5.15K |
| Freddie Mac Pool | 4,804 | 0 | -4,804 | 0.00% | -$4.92K |
| FNMA POOL 729682 FN 08/33 FIXED 6.5 | 4,697 | 0 | -4,697 | 0.00% | -$4.88K |
| Federal National Mortgage Association | 4,185 | 0 | -4,185 | 0.00% | -$4.32K |
| FNMA UMBS, 30 Year | 3,671 | 0 | -3,671 | 0.00% | -$3.79K |
| Fannie Mae Pool | 3,355 | 0 | -3,355 | 0.00% | -$3.46K |
| Federal National Mortgage Association | 2,661 | 0 | -2,661 | 0.00% | -$2.77K |
| Federal National Mortgage Association | 2,132 | 0 | -2,132 | 0.00% | -$2.23K |
| Federal National Mortgage Association | 1,927 | 0 | -1,927 | 0.00% | -$2.01K |
| Federal National Mortgage Association | 1,936 | 0 | -1,936 | 0.00% | -$2.00K |
| Fannie Mae Pool | 1,725 | 0 | -1,725 | 0.00% | -$1.78K |
| Fannie Mae Pool | 1,630 | 0 | -1,630 | 0.00% | -$1.69K |
| Federal National Mortgage Association | 1,608 | 0 | -1,608 | 0.00% | -$1.66K |
| Federal National Mortgage Association | 1,516 | 0 | -1,516 | 0.00% | -$1.58K |
| Fannie Mae Pool | 1,310 | 0 | -1,310 | 0.00% | -$1.36K |
| ZOOM COMMUNICATIONS INC | 1 | 0 | -1 | 0.00% | $290.68K |
| Security | Shares Mar 2024 | Shares Jun 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MORGAN STANLEY | 335,000 | 378,000 | 43,000 | 0.16% | $43.08K |
| Security | Shares Mar 2024 | Shares Jun 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FN MA4625 | 8,794,256 | 8,630,983 | -163,273 | 3.12% | -$230.47K |
| FN MA4281 | 8,277,926 | 6,897,071 | -1,380,855 | 2.21% | -$1.16M |
| JP Morgan Mortgage Trust 2017-4 | 5,810,917 | 5,704,084 | -106,833 | 2.01% | -$12.02K |
| Fannie Mae Pool | 5,066,565 | 4,903,109 | -163,456 | 1.98% | -$232.36K |
| Home Partners of America Trust, Series 2021-3, Class B | 4,714,130 | 4,699,184 | -14,946 | 1.70% | -$20.34K |
| Freddie Mac Pool | 4,095,787 | 4,011,988 | -83,800 | 1.55% | -$113.99K |
| FREDDIE MAC POOL UMBS P#RA6815 2.50000000 | 3,990,624 | 3,885,059 | -105,565 | 1.31% | -$112.83K |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 1 A 144A | 3,815,046 | 3,790,982 | -24,064 | 1.30% | $16.84K |
| MEAG TXB-PLT VOGTLE | 2,470,000 | 2,439,000 | -31,000 | 1.09% | -$191.36K |
| FN MA4732 | 2,742,219 | 2,699,432 | -42,787 | 1.01% | -$70.31K |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5 | 2,657,134 | 2,598,658 | -58,476 | 1.00% | -$77.79K |
| FR SD7548 | 2,906,405 | 2,840,000 | -66,405 | 0.96% | -$81.50K |
| Freddie Mac Pool | 2,433,345 | 2,320,581 | -112,764 | 0.96% | -$137.22K |
| FNMA 30YR 2.5% 02/01/2052#FS0605 | 2,904,267 | 2,839,605 | -64,662 | 0.96% | -$78.02K |
| FNMA POOL MA4729 FN 09/42 FIXED 4 | 2,499,336 | 2,402,569 | -96,767 | 0.91% | -$108.19K |
| Freddie Mac Pool | 2,121,249 | 2,090,160 | -31,090 | 0.80% | -$47.45K |
| FR RB5146 | 2,104,971 | 2,047,131 | -57,840 | 0.72% | -$61.37K |
| Freddie Mac Pool | 1,646,746 | 1,640,332 | -6,414 | 0.67% | -$17.16K |
| Fannie Mae Pool | 1,890,132 | 1,830,038 | -60,094 | 0.66% | -$67.05K |
| Freddie Mac Pool | 1,661,596 | 1,598,333 | -63,262 | 0.60% | -$60.61K |
| Freddie Mac Pool | 1,730,735 | 1,694,397 | -36,338 | 0.58% | -$35.29K |
| FN MA4404 | 1,588,154 | 1,538,791 | -49,363 | 0.57% | -$55.50K |
| Ginnie Mae II Pool | 1,424,195 | 1,366,583 | -57,612 | 0.56% | -$67.44K |
| US TREASURY N/B | 2,665,000 | 1,425,000 | -1,240,000 | 0.55% | -$1.26M |
| CSMC Trust | 1,561,608 | 1,469,349 | -92,259 | 0.52% | -$88.54K |
| Freddie Mac Pool | 1,283,140 | 1,247,107 | -36,033 | 0.47% | -$46.70K |
| FR SD7556 | 3,669,531 | 1,333,706 | -2,335,825 | 0.47% | -$2.05M |
| G2 MA7768 | 1,353,474 | 1,317,314 | -36,160 | 0.47% | -$45.48K |
| Fannie Mae Pool | 1,202,830 | 1,138,932 | -63,898 | 0.47% | -$70.85K |
| BPLN V4.875 PERP | 1,575,000 | 1,175,000 | -400,000 | 0.45% | -$396.09K |
| GOLDMAN SACHS GP | 1,445,000 | 960,000 | -485,000 | 0.41% | -$518.31K |
| FREDDIE MAC POOL 5.50% | 1,011,755 | 1,004,487 | -7,268 | 0.41% | -$17.00K |
| Bank of New York Mellon Corp. (The), Series G | 1,430,000 | 995,000 | -435,000 | 0.40% | -$426.80K |
| Freddie Mac Pool | 1,028,558 | 981,809 | -46,748 | 0.40% | -$56.43K |
| Enterprise Products Operating LLC | 2,875,000 | 975,000 | -1,900,000 | 0.39% | -$1.85M |
| Tenet Healthcare Corp. | 2,015,000 | 1,015,000 | -1,000,000 | 0.39% | -$928.80K |
| Freddie Mac Pool | 1,070,646 | 1,045,721 | -24,925 | 0.37% | -$33.12K |
| CSMC Trust 2013-7 | 1,156,099 | 1,109,380 | -46,719 | 0.37% | -$49.01K |
| Fannie Mae Pool | 902,585 | 870,260 | -32,324 | 0.34% | -$40.75K |
| AIR LEASE CORP | 1,628,000 | 848,000 | -780,000 | 0.34% | -$762.68K |
| TENNESSEE GAS PIPELINE COMPANY GUAR 06/32 8.375 | 1,795,000 | 700,000 | -1,095,000 | 0.33% | -$1.25M |
| El Paso Natural Gas Co., L.L.C. | 1,440,000 | 690,000 | -750,000 | 0.33% | -$862.03K |
| SPRINT CAP CORP | 1,505,000 | 750,000 | -755,000 | 0.32% | -$809.36K |
| CHARTER COMM OPT | 2,270,000 | 1,360,000 | -910,000 | 0.32% | -$553.41K |
| FR SC0459 | 949,509 | 928,672 | -20,836 | 0.32% | -$17.71K |
| Fannie Mae Pool | 906,235 | 876,476 | -29,759 | 0.32% | -$36.11K |
| Fannie Mae Pool | 3,171,000 | 863,247 | -2,307,753 | 0.31% | -$2.09M |
| Ginnie Mae I Pool | 775,731 | 747,507 | -28,224 | 0.31% | -$33.95K |
| Alfa Transmisora De Energia S.A. | 993,761 | 992,940 | -821 | 0.30% | -$13.78K |
| FN MA4784 | 2,170,243 | 773,098 | -1,397,145 | 0.30% | -$1.34M |
| Freddie Mac Pool | 782,281 | 764,473 | -17,809 | 0.29% | -$23.45K |
| Fannie Mae Pool | 1,598,330 | 774,905 | -823,425 | 0.27% | -$721.21K |
| Government National Mortgage Association | 827,316 | 756,160 | -71,156 | 0.27% | -$71.19K |
| HUNTINGTON BANCS | 1,000,000 | 640,000 | -360,000 | 0.27% | -$370.53K |
| CRED AGRICOLE SA | 915,000 | 600,000 | -315,000 | 0.25% | -$332.59K |
| FNMA 30YR 3.0% 09/01/2042#AP4782 | 649,288 | 629,890 | -19,398 | 0.23% | -$25.29K |
| DEUTSCHE BANK NY | 915,000 | 530,000 | -385,000 | 0.22% | -$399.67K |
| ROYALTY PHARM | 3,531,000 | 831,000 | -2,700,000 | 0.22% | -$1.79M |
| FNCL UMBS 5.5 CB4421 08-01-52 | 762,004 | 536,381 | -225,623 | 0.22% | -$229.69K |
| JEFFERIES GROUP | 1,150,000 | 505,000 | -645,000 | 0.22% | -$677.56K |
| BANK OF AMER CRP | 1,130,000 | 660,000 | -470,000 | 0.21% | -$377.74K |
| AT&T INC | 1,818,000 | 778,000 | -1,040,000 | 0.21% | -$747.26K |
| BANK OF AMER CRP | 773,000 | 513,000 | -260,000 | 0.21% | -$269.04K |
| FR ZS4697 | 601,165 | 588,309 | -12,856 | 0.21% | -$15.12K |
| JSW Hydro Energy Ltd. | 603,750 | 570,000 | -33,750 | 0.21% | -$28.81K |
| Fannie Mae Pool | 506,816 | 487,605 | -19,211 | 0.20% | -$26.56K |
| FNMA POOL MA4697 FN 08/42 FIXED 4 | 524,069 | 507,007 | -17,062 | 0.19% | -$21.58K |
| Freddie Mac Whole Loan Securities Trust 2015-SC01 | 540,691 | 535,747 | -4,945 | 0.19% | -$5.99K |
| Federal Home Loan Mortgage Corp. | 528,474 | 498,678 | -29,796 | 0.18% | -$32.03K |
| MORGAN STANLEY | 460,000 | 370,000 | -90,000 | 0.16% | -$103.78K |
| Fannie Mae Pool | 458,637 | 455,201 | -3,436 | 0.16% | -$6.58K |
| DEUTSCHE BANK NY | 620,000 | 370,000 | -250,000 | 0.16% | -$263.58K |
| ORACLE CORP | 535,000 | 385,000 | -150,000 | 0.15% | -$147.42K |
| Fannie Mae Pool | 423,588 | 412,430 | -11,158 | 0.15% | -$13.67K |
| Federal Home Loan Mortgage Corp. | 414,028 | 407,550 | -6,478 | 0.15% | -$11.09K |
| Ginnie Mae II Pool | 335,806 | 327,298 | -8,508 | 0.12% | -$11.81K |
| FNMA UMBS, 30 Year | 382,309 | 375,922 | -6,387 | 0.12% | -$8.49K |
| Freddie Mac Pool | 1,920,217 | 301,457 | -1,618,761 | 0.12% | -$1.60M |
| MONEYMKT | 496,960 | 293,035 | -203,925 | 0.12% | -$203.92K |
| BlackRock Liquidity FedFund - Institutional Class | 496,960 | 293,035 | -203,925 | 0.12% | -$203.92K |
| MSILF-GOVT-INS | 496,960 | 293,035 | -203,925 | 0.12% | -$203.92K |
| MONEYMKT | 496,960 | 293,035 | -203,925 | 0.12% | -$203.92K |
| Government National Mortgage Association | 296,829 | 291,789 | -5,040 | 0.11% | -$4.84K |
| Freddie Mac Pool | 1,539,828 | 273,006 | -1,266,822 | 0.10% | -$1.18M |
| BANK OF AMER CRP | 490,000 | 250,000 | -240,000 | 0.10% | -$243.54K |
| FR ZS4693 | 224,998 | 220,018 | -4,980 | 0.08% | -$5.85K |
| Ginnie Mae II Pool | 209,009 | 197,622 | -11,387 | 0.08% | -$11.33K |
| Government National Mortgage Association | 168,024 | 162,842 | -5,182 | 0.06% | -$6.81K |
| Freddie Mac Whole Loan Securities Trust 2016-SC02 | 168,909 | 167,481 | -1,427 | 0.06% | -$1.40K |
| Government National Mortgage Association | 153,442 | 149,347 | -4,095 | 0.06% | -$5.56K |
| FNMA POOL AB6965 FN 11/27 FIXED 2.5 | 130,588 | 115,787 | -14,801 | 0.05% | -$13.99K |
| G2 MA2446 | 117,199 | 114,421 | -2,779 | 0.04% | -$3.98K |
| Government National Mortgage Association | 117,694 | 108,344 | -9,350 | 0.04% | -$10.25K |
| Fannie Mae Pool | 110,722 | 110,021 | -701 | 0.04% | -$1.86K |
| Citigroup Global Markets Mortgage Securities VII Inc | 542,247 | 480,042 | -62,205 | 0.04% | -$8.45K |
| Government National Mortgage Association | 91,698 | 87,449 | -4,249 | 0.03% | -$5.02K |
| GNMA POOL 782011 GN 12/35 FIXED 5 | 63,218 | 60,549 | -2,669 | 0.02% | -$2.94K |
| Freddie Mac REMICS | 17,173 | 16,429 | -744 | 0.01% | -$790 |
| CHL Mortgage Pass-Through Trust 2004-J4 | 14,706 | 14,421 | -286 | 0.01% | -$298 |
| Federal Home Loan Mortgage Corp. | 8,327 | 7,864 | -462 | 0.00% | -$472 |
| FNMA POOL 580989 FN 05/31 FIXED 7.5 | 3,990 | 3,868 | -122 | 0.00% | -$120 |
| Bear Stearns Mortgage Securities, Inc. | 12,710 | 11,582 | -1,128 | 0.00% | -$798 |
| FNMA POOL AD3832 FN 04/25 FIXED 4.5 | 4,300 | 2,861 | -1,439 | 0.00% | -$1.42K |
| JP Morgan Mortgage Trust 2004-A3 | 2,703 | 2,656 | -47 | 0.00% | -$56 |
| Vendee Mortgage Trust 1995-1 | 1,813 | 1,004 | -809 | 0.00% | -$807 |
| MRFC Mortgage Pass-Through Trust Series 1998-2 | 326 | 286 | -40 | 0.00% | -$38 |
| Ginnie Mae I Pool | 1,065 | 196 | -869 | 0.00% | -$866 |
| Freddie Mac Pool | 181 | 178 | -3 | 0.00% | -$7 |
| Structured Asset Mortgage Investments, Inc. | 3,241 | 3,236 | -5 | 0.00% | -$3 |
| Structured Asset Mortgage Investments, Inc. | 1,471 | 1,469 | -2 | 0.00% | $0 |
| VENDEE MORTGAGE TRUST 1995-1 VENDE 1995-1 2 | 121 | 29 | -92 | 0.00% | -$92 |
| Government National Mortgage Association | 56,861 | 56,074 | -788 | 0.00% | $0 |
| WHEAT (CBT) | 716 | 108 | -608 | -0.08% | -$311.84K |
| Security | Shares Mar 2024 | Shares Jun 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FirstKey Homes Trust, Series 2021-SFR1, Class B | 4,800,000 | 4,800,000 | 0 | 1.80% | $33.08K |
| BMARK 2021-B25 A5 | 5,000,000 | 5,000,000 | 0 | 1.66% | -$12.61K |
| FirstKey Homes Trust, Series 2021-SFR2, Class D | 4,400,000 | 4,400,000 | 0 | 1.64% | $44.84K |
| JP Morgan Mortgage Trust | 6,000,000 | 6,000,000 | 0 | 1.60% | $106.08K |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2014 520M A 144A | 4,130,000 | 4,130,000 | 0 | 1.36% | -$68.85K |
| BlueMountain CLO XXX Ltd | 3,300,000 | 3,300,000 | 0 | 1.35% | $12.66K |
| ASSET BACKED SECURITY | 3,000,000 | 3,000,000 | 0 | 1.23% | $5.44K |
| CIFC Funding Ltd. | 3,000,000 | 3,000,000 | 0 | 1.23% | $5.50K |
| Progress Residential Trust | 3,450,000 | 3,450,000 | 0 | 1.21% | $20.17K |
| ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A | 2,921,791 | 2,921,791 | 0 | 1.07% | -$84.33K |
| Benchmark Mortgage Trust, Series 2020-B18, Class A5 | 3,000,000 | 3,000,000 | 0 | 1.00% | $5.19K |
| NY & PRES HOSP | 2,445,000 | 2,445,000 | 0 | 0.67% | -$25.47K |
| MXCN 5 1/4 12/15/29 | 1,645,000 | 1,645,000 | 0 | 0.65% | $12.89K |
| United Airlines Pass Through Certificates, Series 2015-1 | 1,680,000 | 1,680,000 | 0 | 0.64% | $1.70K |
| NUSTAR LOGISTICS LP REGD 6.37500000 | 1,530,000 | 1,530,000 | 0 | 0.63% | $15.45K |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | 2,000,000 | 2,000,000 | 0 | 0.62% | $8.30K |
| Iron Mountain Information Management Services, Inc. | 1,660,000 | 1,660,000 | 0 | 0.62% | $25 |
| CDW LLC / CDW FIN CORP 3.276% 12/01/2028 | 1,640,000 | 1,640,000 | 0 | 0.61% | -$6.08K |
| Truist Financial Corp., Series P | 1,505,000 | 1,505,000 | 0 | 0.60% | -$2.34K |
| JPMCC 2017-JP5 A5 | 1,500,000 | 1,500,000 | 0 | 0.58% | -$54 |
| Puerto Rico, GDB Debt Recovery Authority Commonwealth Bonds, Taxable Series 2018 | 1,458,700 | 1,458,700 | 0 | 0.58% | $18.23K |
| AERCAP IRELAND | 1,555,000 | 1,555,000 | 0 | 0.58% | $5.86K |
| OGLETHORPE POWER | 1,725,000 | 1,725,000 | 0 | 0.57% | -$30.92K |
| AON CORP/AON GLO | 2,155,000 | 2,155,000 | 0 | 0.54% | -$57.58K |
| APTIV SWISS HOLD | 1,950,000 | 1,950,000 | 0 | 0.49% | -$39.15K |
| ARDAGH METAL PACKAGING SR SECURED 144A 09/28 3.25 | 1,330,000 | 1,330,000 | 0 | 0.48% | $19.76K |
| AIR LEASE CORP SR UNSECURED 03/29 5.1 | 1,178,000 | 1,178,000 | 0 | 0.48% | -$5.17K |
| Agate Bay Mortgage Trust 2013-1 | 1,482,562 | 1,482,562 | 0 | 0.46% | $2.05K |
| US BANCORP | 1,415,000 | 1,415,000 | 0 | 0.45% | $382 |
| MAF Global Securities Ltd. | 1,000,000 | 1,000,000 | 0 | 0.42% | -$23.75K |
| NYU HOSPITALS | 1,455,000 | 1,455,000 | 0 | 0.41% | -$38.65K |
| VMED O2 UK FINC. I 4.25% | 1,215,000 | 1,215,000 | 0 | 0.41% | -$19.65K |
| BANK OF AMER CRP | 970,000 | 970,000 | 0 | 0.41% | -$4.61K |
| GRNST 2024-1A A2 | 1,000,000 | 1,000,000 | 0 | 0.41% | -$483 |
| Petrobras Global Finance BV | 1,000,000 | 1,000,000 | 0 | 0.41% | -$20.28K |
| AMERICAN TOWER | 1,220,000 | 1,220,000 | 0 | 0.41% | -$569 |
| FRIDPT 5.315 04/14/32 144A | 1,000,000 | 1,000,000 | 0 | 0.40% | -$8.69K |
| STANDRD INDS NY | 1,150,000 | 1,150,000 | 0 | 0.40% | $4.69K |
| GSMS 2020-GC47 A5 | 1,128,000 | 1,128,000 | 0 | 0.39% | -$2.07K |
| ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS | 1,000,000 | 1,000,000 | 0 | 0.39% | -$6.41K |
| BBVASM 5 7/8 09/13/34 | 1,000,000 | 1,000,000 | 0 | 0.38% | -$19.18K |
| NY & PRES HOSP | 1,600,000 | 1,600,000 | 0 | 0.37% | -$16.66K |
| CITIZENS BANK NA | 900,000 | 900,000 | 0 | 0.37% | $3.06K |
| Aviation Capital Group LLC | 955,000 | 955,000 | 0 | 0.36% | $5.17K |
| ABBVIE INC | 835,000 | 835,000 | 0 | 0.34% | -$8.27K |
| BERKSHIRE HATHAW | 1,360,000 | 1,360,000 | 0 | 0.34% | -$46.97K |
| FELLS POINT FUNDING TRUST 3.046% 01/31/2027 144A | 820,000 | 820,000 | 0 | 0.31% | $2.87K |
| BOEING CO | 815,000 | 815,000 | 0 | 0.31% | $3.03K |
| ET 6.1 12/01/28 | 740,000 | 740,000 | 0 | 0.31% | -$4.80K |
| FYBR 5 05/01/28 144A | 800,000 | 800,000 | 0 | 0.31% | $11.35K |
| Directv Financing LLC / Directv Financing Co-Obligor Inc. | 800,000 | 800,000 | 0 | 0.31% | -$4.19K |
| OMAN SULTANATE 6.75% 01/17/2048 144A | 710,000 | 710,000 | 0 | 0.30% | -$4.01K |
| TARGA RES PRTNRS | 725,000 | 725,000 | 0 | 0.29% | -$4.55K |
| DOMREP 4 7/8 09/23/32 | 789,000 | 789,000 | 0 | 0.29% | -$509 |
| HCA INC | 1,049,000 | 1,049,000 | 0 | 0.29% | -$23.38K |
| APPALACHIAN PWR | 755,000 | 755,000 | 0 | 0.28% | -$10.15K |
| PNC FINANCIAL | 640,000 | 640,000 | 0 | 0.28% | -$3.35K |
| NOVELIS CORP REGD 144A P/P 4.75000000 | 745,000 | 745,000 | 0 | 0.28% | $3.89K |
| CARDINAL HEALTH INC SR UNSECURED 02/29 5.125 | 685,000 | 685,000 | 0 | 0.28% | -$3.11K |
| SVB FINANCIAL GR | 1,127,000 | 1,127,000 | 0 | 0.28% | -$36.95K |
| ATHENE HOLDING | 1,040,000 | 1,040,000 | 0 | 0.27% | -$17.70K |
| FIFTH THIRD BANK | 665,000 | 665,000 | 0 | 0.27% | -$79 |
| OCCIDENTAL PETE | 635,000 | 635,000 | 0 | 0.27% | -$7.88K |
| CITIBANK NA | 645,000 | 645,000 | 0 | 0.26% | -$3.31K |
| EXTRA SPACE STOR | 650,000 | 650,000 | 0 | 0.26% | -$10.72K |
| URI 3.875 02/15/31 | 705,000 | 705,000 | 0 | 0.26% | -$2.77K |
| CCL 4 08/01/28 144A | 665,000 | 665,000 | 0 | 0.25% | $5.04K |
| Summit Digitel Infrastructure Pvt Ltd | 750,000 | 750,000 | 0 | 0.25% | -$5.27K |
| ISATLN 6.75 10/01/26 144A | 638,000 | 638,000 | 0 | 0.25% | -$9.53K |
| KEY BANK NA | 624,000 | 624,000 | 0 | 0.25% | $5.32K |
| AON NORTH AMER | 590,000 | 590,000 | 0 | 0.24% | -$6.24K |
| LYB INT FIN III | 580,000 | 580,000 | 0 | 0.23% | -$7.20K |
| UNITED MEXICAN | 700,000 | 700,000 | 0 | 0.23% | -$13.50K |
| ROGERS COMMUNIC | 555,000 | 555,000 | 0 | 0.22% | -$5.46K |
| CHENIERE ENERGYP | 560,000 | 560,000 | 0 | 0.22% | $303 |
| Vistra Corp. | 535,000 | 535,000 | 0 | 0.22% | $602 |
| NORTHROP GRUMMAN | 560,000 | 560,000 | 0 | 0.21% | -$21.05K |
| DVA 4.625 06/01/30 144A | 570,000 | 570,000 | 0 | 0.21% | $4.86K |
| ALSEA SAB DE CV | 500,000 | 500,000 | 0 | 0.21% | -$6.98K |
| ROGERS COMMUNIC | 500,000 | 500,000 | 0 | 0.20% | -$2.80K |
| Presidence de la Republique de Cote d'Ivoire | 550,000 | 550,000 | 0 | 0.20% | -$8.36K |
| ORACLE CORP | 694,000 | 694,000 | 0 | 0.20% | -$15.63K |
| JEFFERIES GROUP | 474,000 | 474,000 | 0 | 0.20% | -$3.86K |
| Bidvest Group UK PLC/The | 500,000 | 500,000 | 0 | 0.19% | $438 |
| CNTL AMR BOTTLING CORP REGD 144A P/P 5.25000000 | 500,000 | 500,000 | 0 | 0.19% | -$11.43K |
| MORGAN STANLEY | 450,000 | 450,000 | 0 | 0.19% | -$1.27K |
| Vistra Operations Co. LLC | 430,000 | 430,000 | 0 | 0.19% | $1.16K |
| GACI FIRST INVST | 486,000 | 486,000 | 0 | 0.19% | -$4.65K |
| GEOPARK LTD 5.5% 01/17/2027 144A | 500,000 | 500,000 | 0 | 0.19% | $450 |
| SAUDI ARABIAN OIL COMPANY 4.25% 04/16/2039 144A | 500,000 | 500,000 | 0 | 0.18% | -$2.26K |
| ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30 | 500,000 | 500,000 | 0 | 0.18% | $5.42K |
| REPUBLIC OF COLOMBIA SR UNSECURED 04/32 3.25 | 550,000 | 550,000 | 0 | 0.17% | -$7.12K |
| NEXTERA ENERGY | 440,000 | 440,000 | 0 | 0.17% | -$16.08K |
| Bank of Montreal | 405,000 | 405,000 | 0 | 0.17% | $3.90K |
| FORD MOTOR CRED | 405,000 | 405,000 | 0 | 0.17% | -$1.50K |
| Jefferies Financial Group Inc. | 405,000 | 405,000 | 0 | 0.17% | -$682 |
| BANCO SANTANDER | 400,000 | 400,000 | 0 | 0.16% | -$2.04K |
| CONSTL ENRGY GEN | 410,000 | 410,000 | 0 | 0.16% | -$13.28K |
| DTE ENERGY CO | 370,000 | 370,000 | 0 | 0.15% | -$1.57K |
| SOUTHERN CAL ED | 375,000 | 375,000 | 0 | 0.15% | -$5.10K |
| JPMORGAN CHASE | 360,000 | 360,000 | 0 | 0.15% | -$1.36K |
| DEUTSCHE BANK NY | 345,000 | 345,000 | 0 | 0.14% | -$1.21K |
| HCA INC | 355,000 | 355,000 | 0 | 0.14% | -$9.64K |
| GS Mortgage Securities Corp Trust 2012-BWTR | 1,000,000 | 1,000,000 | 0 | 0.14% | $20.15K |
| POPULAR INC SR UNSECURED 03/28 7.25 | 325,000 | 325,000 | 0 | 0.14% | $760 |
| ATHENE HOLDING | 460,000 | 460,000 | 0 | 0.13% | -$8.97K |
| GENERAL MOTORS C | 360,000 | 360,000 | 0 | 0.13% | -$8.15K |
| US BANCORP | 310,000 | 310,000 | 0 | 0.13% | -$1.84K |
| ENERGY TRANS | 305,000 | 305,000 | 0 | 0.12% | -$7.37K |
| BARCLAYS PLC | 289,000 | 289,000 | 0 | 0.12% | -$1.93K |
| CELLNEX FINANCE REGD 144A P/P 3.87500000 | 350,000 | 350,000 | 0 | 0.11% | $1.78K |
| FORD MOTOR CRED | 275,000 | 275,000 | 0 | 0.11% | -$2.06K |
| DVA 3.75 02/15/31 144A | 315,000 | 315,000 | 0 | 0.11% | $4.99K |
| Republic of Paraguay | 300,000 | 300,000 | 0 | 0.11% | -$1.71K |
| AMERICAN TOWER | 260,000 | 260,000 | 0 | 0.11% | -$805 |
| HCA INC | 255,000 | 255,000 | 0 | 0.10% | -$1.53K |
| ING GROEP NV | 245,000 | 245,000 | 0 | 0.10% | -$283 |
| LYB INT FIN III | 330,000 | 330,000 | 0 | 0.09% | -$6.82K |
| AMERICAN TOWER | 225,000 | 225,000 | 0 | 0.09% | -$2.33K |
| JPM V6.254 10/23/34 | 207,000 | 207,000 | 0 | 0.09% | -$1.59K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.08% | -$2.14K |
| UBS V5.699 02/08/35 144A | 200,000 | 200,000 | 0 | 0.08% | -$1.23K |
| ATHENE HOLDING | 195,000 | 195,000 | 0 | 0.08% | -$2.84K |
| ABBVIE INC | 190,000 | 190,000 | 0 | 0.08% | -$5.91K |
| VYX 5 1/8 04/15/29 | 190,000 | 190,000 | 0 | 0.07% | $2.67K |
| PACIFICORP | 170,000 | 170,000 | 0 | 0.07% | -$2.63K |
| FREEPORT-MC C&G | 170,000 | 170,000 | 0 | 0.07% | -$1.31K |
| PACIFICORP | 155,000 | 155,000 | 0 | 0.06% | -$2.79K |
| KINDER MORGAN | 145,000 | 145,000 | 0 | 0.06% | -$1.07K |
| US BANCORP | 140,000 | 140,000 | 0 | 0.06% | -$252 |
| NCR VOYIX CORP REGD 144A P/P 5.00000000 | 135,000 | 135,000 | 0 | 0.05% | $1.59K |
| GENERAL MOTORS C | 120,000 | 120,000 | 0 | 0.05% | -$1.89K |
| PACIFICORP | 100,000 | 100,000 | 0 | 0.04% | -$829 |
| AON NORTH AMER | 95,000 | 95,000 | 0 | 0.04% | -$4.49K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.