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.
Oct 31, 2024 → Jan 31, 2025
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Oct 2024 | Shares Jan 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 49,700,000 | 49,700,000 | 4.27% | $42.24M |
| FNCL 5 4/26 | 0 | 13,000,000 | 13,000,000 | 1.27% | $12.53M |
| Uniform Mortgage-Backed Security, TBA | 0 | 13,500,000 | 13,500,000 | 1.11% | $11.00M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,800,000 | 6,800,000 | 0.70% | $6.96M |
| U.S. Treasury Bills | 0 | 6,888,000 | 6,888,000 | 0.69% | $6.86M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA FEB | 0 | 7,700,000 | 7,700,000 | 0.68% | $6.70M |
| US TREASURY N/B | 0 | 5,700,000 | 5,700,000 | 0.56% | $5.53M |
| BRAZIL LETRAS DO TESOURO NACIONAL 0% 10/01/2025 | 0 | 28,680,000 | 28,680,000 | 0.45% | $4.49M |
| Canadian Natural Resources Ltd | 0 | 4,200,000 | 4,200,000 | 0.42% | $4.19M |
| Ginnie Mae | 0 | 4,300,000 | 4,300,000 | 0.40% | $3.96M |
| Uniform Mortgage-Backed Security, TBA | 0 | 4,000,000 | 4,000,000 | 0.40% | $3.95M |
| FNCL 6 4/26 | 0 | 3,000,000 | 3,000,000 | 0.30% | $3.01M |
| CROWN CASTLE INTL CORP | 0 | 2,900,000 | 2,900,000 | 0.29% | $2.89M |
| Southern Co/The | 0 | 2,700,000 | 2,700,000 | 0.27% | $2.69M |
| EVERSOURCE ENERGY CP 0% 03/06/2025 | 0 | 2,300,000 | 2,300,000 | 0.23% | $2.29M |
| Constellation Brands Inc | 0 | 2,100,000 | 2,100,000 | 0.21% | $2.10M |
| EUROPEAN UNION REG S UNSEC EUR (B) 2.875% 10-05-29 | 0 | 1,900,000 | 1,900,000 | 0.20% | $2.00M |
| Cencora Inc | 0 | 2,000,000 | 2,000,000 | 0.20% | $2.00M |
| ENTERGY CORP | 0 | 2,000,000 | 2,000,000 | 0.20% | $1.99M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,000,000 | 2,000,000 | 0.18% | $1.83M |
| CBRE Services Inc | 0 | 1,700,000 | 1,700,000 | 0.17% | $1.70M |
| Marriott International Inc/MD | 0 | 1,400,000 | 1,400,000 | 0.14% | $1.40M |
| Bell Telephone Co of Canada or Bell Canada/The | 0 | 1,400,000 | 1,400,000 | 0.14% | $1.40M |
| Jones Lang LaSalle Finance BV | 0 | 1,300,000 | 1,300,000 | 0.13% | $1.30M |
| Enbridge US Inc | 0 | 1,300,000 | 1,300,000 | 0.13% | $1.30M |
| Broadcom Inc | 0 | 1,200,000 | 1,200,000 | 0.12% | $1.19M |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125 | 0 | 1,000,000 | 1,000,000 | 0.10% | $1.01M |
| TPMT 2024-5 A1A | 0 | 958,057 | 958,057 | 0.10% | $951.71K |
| Alimentation Couche-Tard, Inc. | 0 | 900,000 | 900,000 | 0.09% | $898.75K |
| Targa Resources Corp | 0 | 900,000 | 900,000 | 0.09% | $897.82K |
| Bell Telephone Co of Canada or Bell Canada/The | 0 | 900,000 | 900,000 | 0.09% | $897.12K |
| Electricite de France | 0 | 900,000 | 900,000 | 0.09% | $896.29K |
| HARLEY DAVIDSON FND CP | 0 | 900,000 | 900,000 | 0.09% | $890.17K |
| LLOYDS BK GR PLC | 0 | 800,000 | 800,000 | 0.08% | $801.46K |
| Keurig Dr Pepper Inc | 0 | 800,000 | 800,000 | 0.08% | $798.10K |
| EXPERIAN FINANCE PLC | 0 | 750,000 | 750,000 | 0.08% | $748.89K |
| BPCE S.A. | 0 | 600,000 | 600,000 | 0.06% | $620.87K |
| Constellation Brands Inc | 0 | 500,000 | 500,000 | 0.05% | $498.81K |
| SOUTH AFRICA REPUBLIC OF 7.1% 11/19/2036 144A | 0 | 500,000 | 500,000 | 0.05% | $488.78K |
| SOUTH AFRICA REPUBLIC OF 7.95% 11/19/2054 144A | 0 | 500,000 | 500,000 | 0.05% | $478.76K |
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 | 0 | 600,000 | 600,000 | 0.04% | $434.37K |
| BACARDI MARTINI BV SR UNSECURED 144A 02/30 5.55 | 0 | 400,000 | 400,000 | 0.04% | $404.24K |
| BNP PARIBAS | 0 | 400,000 | 400,000 | 0.04% | $404.09K |
| Constellation Brands Inc | 0 | 400,000 | 400,000 | 0.04% | $398.73K |
| PROVINCE OF BRITISH COLUMBIA CANADA | 0 | 500,000 | 500,000 | 0.04% | $357.17K |
| BOEING CO/THE | 0 | 300,000 | 300,000 | 0.03% | $312.08K |
| Citadel L.P. | 0 | 300,000 | 300,000 | 0.03% | $305.08K |
| NLG GLOBAL FUNDING SECURED 144A 01/30 5.4 | 0 | 300,000 | 300,000 | 0.03% | $302.39K |
| CRH SMW FINANCE | 0 | 300,000 | 300,000 | 0.03% | $301.27K |
| HF SINCLAIR CORP | 0 | 300,000 | 300,000 | 0.03% | $300.30K |
| EVERSOURCE ENERGY CP 0% 03/06/2025 | 0 | 300,000 | 300,000 | 0.03% | $299.11K |
| Alimentation Couche-Tard Inc | 0 | 300,000 | 300,000 | 0.03% | $299.01K |
| Toronto-Dominion Bank (The) | 0 | 300,000 | 300,000 | 0.03% | $296.89K |
| OCCIDENTAL PETE | 0 | 300,000 | 300,000 | 0.03% | $296.14K |
| FNCL 5.5 4/26 | 0 | 300,000 | 300,000 | 0.03% | $295.56K |
| RGA GLOBAL | 0 | 300,000 | 300,000 | 0.03% | $295.10K |
| CRED AGRICOLE SA | 0 | 250,000 | 250,000 | 0.03% | $251.57K |
| BOEING CO/THE | 0 | 200,000 | 200,000 | 0.02% | $214.61K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35 | 0 | 200,000 | 200,000 | 0.02% | $201.08K |
| MITSUB UFJ FIN | 0 | 200,000 | 200,000 | 0.02% | $201.06K |
| ROYAL BK CANADA | 0 | 200,000 | 200,000 | 0.02% | $200.83K |
| BANK OF AMER CRP | 0 | 200,000 | 200,000 | 0.02% | $200.62K |
| CANADIAN NATL RE | 0 | 200,000 | 200,000 | 0.02% | $197.63K |
| ARTHUR J GALLAGH | 0 | 200,000 | 200,000 | 0.02% | $194.63K |
| BOEING CO/THE | 0 | 100,000 | 100,000 | 0.01% | $108.15K |
| BOEING CO/THE | 0 | 100,000 | 100,000 | 0.01% | $105.65K |
| BOEING CO/THE | 0 | 100,000 | 100,000 | 0.01% | $105.22K |
| BOEING CO/THE | 0 | 100,000 | 100,000 | 0.01% | $102.58K |
| OneMain Finance Corp. | 0 | 100,000 | 100,000 | 0.01% | $101.60K |
| F+G GLOBAL FUNDING SECURED 144A 01/30 5.875 | 0 | 100,000 | 100,000 | 0.01% | $100.98K |
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR | 0 | 100,000 | 100,000 | 0.01% | $100.26K |
| MICROCHIP TECH | 0 | 100,000 | 100,000 | 0.01% | $99.85K |
| Uniform Mortgage-Backed Security, TBA | 0 | -1,600,000 | -1,600,000 | -0.15% | -$1.50M |
| Security | Shares Oct 2024 | Shares Jan 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 3 12/22 | 43,900,000 | 0 | -43,900,000 | 0.00% | -$37.80M |
| FNCL 5 12/22 | 13,000,000 | 0 | -13,000,000 | 0.00% | -$12.63M |
| Uniform Mortgage-Backed Security, TBA | 13,500,000 | 0 | -13,500,000 | 0.00% | -$11.17M |
| U.S. Treasury Bills | 8,331,000 | 0 | -8,331,000 | 0.00% | -$8.28M |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | 6,800,000 | 0 | -6,800,000 | 0.00% | -$6.94M |
| Government National Mortgage Association, TBA | 7,700,000 | 0 | -7,700,000 | 0.00% | -$6.75M |
| Uniform Mortgage-Backed Security, TBA | 5,300,000 | 0 | -5,300,000 | 0.00% | -$5.25M |
| FNCL 3 11/25 | 5,800,000 | 0 | -5,800,000 | 0.00% | -$4.99M |
| Government National Mortgage Association, TBA | 4,300,000 | 0 | -4,300,000 | 0.00% | -$4.00M |
| PROVINCE OF ONTARIO CANADA | 4,400,000 | 0 | -4,400,000 | 0.00% | -$3.23M |
| Uniform Mortgage-Backed Security, TBA | 3,000,000 | 0 | -3,000,000 | 0.00% | -$3.02M |
| SOUTHERN CALIFORNIA EDISON CO CP 0% 01/06/2025 | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.77M |
| Jones Lang LaSalle Finance BV | 2,100,000 | 0 | -2,100,000 | 0.00% | -$2.10M |
| PRK 2017-280P A | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.85M |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.85M |
| RECKITT BENCKISER TREAS SVCS PLC CP 0% 12/10/2024 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.79M |
| ENTERGY MISSISSI | 1,900,000 | 0 | -1,900,000 | 0.00% | -$1.78M |
| FN BL1276 | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.72M |
| HARLEY DAVIDSON FINL SVCS INC CP 0% 12/05/2024 | 1,400,000 | 0 | -1,400,000 | 0.00% | -$1.39M |
| Targa Resources Corp | 1,350,000 | 0 | -1,350,000 | 0.00% | -$1.35M |
| HARLEY DAVIDSON FINL SVCS INC CP 0% 12/03/2024 | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.19M |
| SALES TAX-B-REF-TXBL | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.06M |
| CROWN CASTLE INC CP 0% 12/03/2024 | 1,050,000 | 0 | -1,050,000 | 0.00% | -$1.05M |
| Jones Lang LaSalle Finance BV | 1,000,000 | 0 | -1,000,000 | 0.00% | -$998.09K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 900,000 | 0 | -900,000 | 0.00% | -$879.75K |
| CROWN CASTLE INTL CORP | 600,000 | 0 | -600,000 | 0.00% | -$596.61K |
| BANNER HEALTH | 500,000 | 0 | -500,000 | 0.00% | -$425.15K |
| KS ST DEV EMPLOYEES-C | 400,000 | 0 | -400,000 | 0.00% | -$411.92K |
| ACGCAP 5.5 12/15/24 144A | 400,000 | 0 | -400,000 | 0.00% | -$399.99K |
| BOEING CO/THE | 300,000 | 0 | -300,000 | 0.00% | -$310.71K |
| FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A2B | 250,642 | 0 | -250,642 | 0.00% | -$250.72K |
| UBS Group AG | 200,000 | 0 | -200,000 | 0.00% | -$217.98K |
| BOEING CO/THE | 200,000 | 0 | -200,000 | 0.00% | -$214.45K |
| SMITH & NEPHEW | 200,000 | 0 | -200,000 | 0.00% | -$201.14K |
| BECTON DICKINSON + CO SR UNSECURED 02/29 4.874 | 200,000 | 0 | -200,000 | 0.00% | -$200.22K |
| BOEING CO/THE | 100,000 | 0 | -100,000 | 0.00% | -$107.64K |
| BOEING CO/THE | 100,000 | 0 | -100,000 | 0.00% | -$105.43K |
| BOEING CO/THE | 100,000 | 0 | -100,000 | 0.00% | -$104.63K |
| GM Financial Automobile Leasing Trust, Series 2023-2, Class A2A | 104,306 | 0 | -104,306 | 0.00% | -$104.34K |
| BOEING CO/THE | 100,000 | 0 | -100,000 | 0.00% | -$102.30K |
| HPLY Trust, Series 2019-HIT, Class A | 82,011 | 0 | -82,011 | 0.00% | -$81.96K |
| MARBLE POINT CLO X LTD SER 2017-1A CL AR V/R REGD 144A P/P 5.95751000 | 73,941 | 0 | -73,941 | 0.00% | -$74.06K |
| BMW CANADA AUTO TRUST SER 2023-1A CL A1 REGD 144A P/P /CAD/ 5.43000000 | 82,930 | 0 | -82,930 | 0.00% | -$60.01K |
| BARCLAYS CASH COLL | -330,000 | 0 | 330,000 | 0.00% | $330.00K |
| FNCL 5.5 12/24 | -1,000,000 | 0 | 1,000,000 | 0.00% | $990.03K |
| FNCL 4.5 12/23 | -1,600,000 | 0 | 1,600,000 | 0.00% | $1.52M |
| Security | Shares Oct 2024 | Shares Jan 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| ZSCALER INC CFD | 100,000,000 | 150,000,000 | 50,000,000 | 15.15% | $50.00M |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 7,782,856 | 7,800,488 | 17,632 | 0.77% | -$52.71K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 5,875,641 | 5,888,930 | 13,288 | 0.55% | -$22.23K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 5,417,150 | 5,429,350 | 12,200 | 0.50% | -$8.06K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 4,201,683 | 4,211,155 | 9,472 | 0.37% | -$410 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 | 1,993,993 | 1,998,496 | 4,503 | 0.20% | $16.35K |
| WORLDCLIMATE PARI MAR26 | 1,138 | 1,170 | 32 | 0.19% | $6.94M |
| WHEAT SEP 26 | -152 | -129 | 23 | 0.16% | -$1.02M |
| QUEBEC PROVINCE CDA 4.45% 09/01/2034 | 400,000 | 2,200,000 | 1,800,000 | 0.16% | $1.31M |
| US TREASURY N/B | 800,000 | 1,700,000 | 900,000 | 0.16% | $790.97K |
| FREDDIE MAC FHR 4745 CZ | 1,269,748 | 1,280,891 | 11,143 | 0.11% | -$1.23K |
| MEXICAN UDIBONOS I/L MXN (TITLES) 2.75% 11-27-31 | 22,147,233 | 22,438,946 | 291,713 | 0.09% | -$27.79K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028 | 616,638 | 618,030 | 1,392 | 0.06% | $3.15K |
| ZSCALER INC | 19 | 31 | 12 | 0.05% | $128.87K |
| Collateral Position | 394,000 | 407,000 | 13,000 | 0.04% | $13.00K |
| Mexican Udibonos | 6,859,031 | 6,949,375 | 90,344 | 0.03% | -$9.65K |
| Collateral Position | 246,000 | 256,000 | 10,000 | 0.03% | $10.00K |
| TBW Mortgage-Backed Trust Series 2006-3 | 625,374 | 626,955 | 1,581 | 0.02% | -$5.46K |
| VSTOXX FUTURE JAN26 | -71 | -68 | 3 | 0.02% | $167.17K |
| Mexican Udibonos | 4,958,336 | 5,023,645 | 65,309 | 0.02% | -$5.89K |
| ZSCALER INC | 22 | 1,800,038 | 1,800,016 | 0.01% | -$251.23K |
| Gobierno Federal de los Estados Unidos Mexicanos | 1,322,223 | 1,339,639 | 17,416 | 0.01% | -$767 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A15 | 102,647 | 103,637 | 989 | 0.01% | $247 |
| ZOOM COMMUNICATIONS INC | 900,000 | 1,200,000 | 300,000 | 0.01% | $97 |
| ZOOM COMMUNICATIONS INC CLASS A | 34 | 42 | 8 | 0.00% | -$177.58K |
| THREE MONTH SONIA (ICE) MAR 26 | 14 | 15 | 1 | 0.00% | $56.76K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 97,601,562 | 187,601,913 | 90,000,351 | -0.10% | -$4.04M |
| Security | Shares Oct 2024 | Shares Jan 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Secured Overnight Financing Rate | 177,400,000 | 148,505,250 | -28,894,750 | 15.00% | -$28.89M |
| WHEAT MAY 26 | 109,215,812 | 46,357,425 | -62,858,387 | 4.68% | -$62.86M |
| FR SD8314 | 39,169,463 | 38,655,650 | -513,813 | 3.68% | -$790.97K |
| Ccbcyxus0 Barclays Coc Futures | 23,681,000 | 23,655,000 | -26,000 | 2.39% | -$26.00K |
| FR SD8329 | 7,325,072 | 7,174,472 | -150,600 | 0.70% | -$179.68K |
| FN MA4894 | 7,287,430 | 6,813,286 | -474,144 | 0.69% | -$465.84K |
| Uniform Mortgage-Backed Securities | 6,773,973 | 6,643,741 | -130,232 | 0.62% | -$195.55K |
| UMBS, 30 Year | 6,326,081 | 6,170,936 | -155,145 | 0.57% | -$200.56K |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 04-01-25 | 32,700,000 | 31,600,000 | -1,100,000 | 0.54% | -$106.34K |
| UMBS, 30 Year | 5,200,180 | 5,091,063 | -109,117 | 0.47% | -$160.49K |
| Freddie Mac Pool | 4,507,942 | 4,397,138 | -110,804 | 0.38% | -$101.25K |
| Fannie Mae Pool | 3,453,017 | 3,325,915 | -127,102 | 0.29% | -$114.03K |
| WOLFSPEED INC | 570 | 396 | -174 | 0.28% | -$350.74K |
| Uniform Mortgage-Backed Securities | 2,527,264 | 2,456,285 | -70,980 | 0.23% | -$95.28K |
| USD-SOFR-OIS Compound---20350226 | 109,860,000 | 102,060,000 | -7,800,000 | 0.22% | $1.16M |
| FANNIE MAE POOL UMBS P#BY7242 6.00000000 | 1,901,987 | 1,817,981 | -84,006 | 0.19% | -$81.12K |
| MORGAN STANLEY MCS | 1,991,000 | 1,812,000 | -179,000 | 0.18% | -$179.00K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 2A1 | 2,079,510 | 1,937,724 | -141,786 | 0.18% | -$109.00K |
| FR SD8347 | 1,903,786 | 1,872,904 | -30,882 | 0.18% | -$44.21K |
| FR SD8396 | 1,797,062 | 1,644,110 | -152,952 | 0.17% | -$151.24K |
| MSBAM 15-C25 3.372% 10/28 | 1,800,000 | 1,478,800 | -321,200 | 0.15% | -$310.37K |
| Collateral Position | 1,433,000 | 1,312,000 | -121,000 | 0.13% | -$121.00K |
| UMBS, 30 Year | 1,279,030 | 1,204,502 | -74,528 | 0.12% | -$71.74K |
| OCTANE RECEIVABLES TRUST OCTL 2023 3A A2 144A | 1,385,273 | 1,137,574 | -247,699 | 0.12% | -$253.70K |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+94.448 08/20/2066 | 1,255,048 | 1,110,799 | -144,249 | 0.11% | -$144.67K |
| LCM LTD PARTNERSHIP LCM 30A AR 144A | 1,263,070 | 1,087,482 | -175,588 | 0.11% | -$174.60K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 1,100,000 | 1,017,715 | -82,285 | 0.10% | -$80.31K |
| Verdelite Static CLO Ltd., Series 2024-1A, Class A | 1,066,154 | 981,940 | -84,214 | 0.10% | -$83.66K |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A | 1,040,615 | 973,057 | -67,558 | 0.10% | -$67.93K |
| FNMA POOL FM3904 FN 03/49 FIXED VAR | 1,077,471 | 1,051,004 | -26,466 | 0.10% | -$34.73K |
| Cross Mortgage Trust, Series 2024-H3, Class A1 | 1,029,405 | 963,734 | -65,671 | 0.10% | -$65.78K |
| QUEBEC PROVINCE CDA 3.6% 09/01/2033 | 1,500,000 | 1,400,000 | -100,000 | 0.10% | -$94.53K |
| Fannie Mae REMICS | 986,401 | 980,418 | -5,982 | 0.09% | -$15.52K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 7 A11 144A | 1,030,539 | 923,474 | -107,065 | 0.09% | -$103.56K |
| CMLTI 2024-1 A11 | 1,030,998 | 924,853 | -106,145 | 0.09% | -$106.17K |
| FNMA, Series 2024-54, Class FC | 1,031,298 | 920,441 | -110,857 | 0.09% | -$115.65K |
| UMBS | 925,176 | 870,157 | -55,019 | 0.09% | -$53.32K |
| FHLG 30YR 6% 11/01/2053#QH4287 | 934,946 | 869,697 | -65,249 | 0.09% | -$63.93K |
| CSMC 2018-RPL9 TRUST SER 2018-RPL9 CL A V/R REGD 144A P/P 3.85000000 | 909,942 | 884,503 | -25,439 | 0.09% | -$20.98K |
| BDS LTD BDS 2022 FL11 ATS 144A | 944,587 | 827,805 | -116,782 | 0.08% | -$116.48K |
| FHLG 30YR 5.5% 08/01/2053#QG8341 | 879,650 | 832,978 | -46,673 | 0.08% | -$47.96K |
| Golub Capital Partners Static Ltd., Series 2024-1A, Class A1 | 935,650 | 812,459 | -123,190 | 0.08% | -$123.97K |
| Government National Mortgage Association | 883,784 | 793,932 | -89,852 | 0.08% | -$90.10K |
| GCAT GCAT 2024 NQM2 A1 144A | 863,544 | 778,337 | -85,207 | 0.08% | -$85.65K |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A | 882,676 | 866,142 | -16,534 | 0.08% | -$12.05K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 931,585 | 758,835 | -172,750 | 0.08% | -$171.00K |
| Fannie Mae REMICS | 817,688 | 755,793 | -61,896 | 0.08% | -$58.08K |
| REGATTA XV FUNDING LTD TSFR3M+120 10/25/2031 144A | 918,355 | 730,724 | -187,631 | 0.07% | -$187.32K |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL1 A1 144A | 732,782 | 698,239 | -34,543 | 0.07% | -$31.72K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A | 795,993 | 785,677 | -10,317 | 0.07% | -$6.49K |
| TSTAT Ltd., Series 2022-1A, Class A1RR | 813,883 | 624,668 | -189,215 | 0.06% | -$188.97K |
| LA HIPOTECARIA SA LHIPO 2016 1A A 144A | 677,665 | 654,717 | -22,948 | 0.06% | -$21.34K |
| Ludgate Funding plc, Series 2008-W1X, Class A1 | 501,893 | 451,867 | -50,026 | 0.06% | -$87.34K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 605,118 | 576,825 | -28,293 | 0.06% | -$25.40K |
| FN BC0247 | 593,994 | 583,680 | -10,314 | 0.05% | -$16.54K |
| FNMA 15YR 1.5% 03/01/2037#BT2213 | 641,446 | 626,454 | -14,992 | 0.05% | -$13.89K |
| FN AL9027 | 597,872 | 575,890 | -21,982 | 0.05% | -$27.19K |
| Crown Point CLO 7 Ltd., Series 2018-7A, Class AR | 739,572 | 506,773 | -232,799 | 0.05% | -$232.28K |
| PROVINCE OF ONTARIO CANADA | 800,000 | 700,000 | -100,000 | 0.05% | -$83.05K |
| Freddie Mac Gold Pool | 494,367 | 490,388 | -3,979 | 0.05% | -$7.63K |
| LFT CRE Ltd., Series 2021-FL1, Class A | 653,300 | 462,367 | -190,933 | 0.05% | -$188.19K |
| COLT Mortgage Loan Trust, Series 2024-3, Class A1 | 477,854 | 455,717 | -22,137 | 0.05% | -$22.16K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4 | 447,325 | 430,273 | -17,052 | 0.04% | -$25.17K |
| FHLG 30YR 4% 01/01/2049#ZA6262 | 445,660 | 433,393 | -12,267 | 0.04% | -$16.57K |
| Ludgate Funding PLC | 343,812 | 328,644 | -15,168 | 0.04% | -$34.79K |
| Government National Mortgage Association | 478,987 | 395,519 | -83,469 | 0.04% | -$83.58K |
| KREF Ltd., Series 2022-FL3, Class A | 392,208 | 387,997 | -4,211 | 0.04% | -$3.11K |
| Romark CLO Ltd., Series 2017-1A, Class A1R | 428,818 | 362,085 | -66,733 | 0.04% | -$65.57K |
| FREMONT HOME LOAN TRUST FHLT 2005 1 M5 | 387,741 | 366,448 | -21,293 | 0.04% | -$21.03K |
| NRZT 2018-3A A1 144A FRN 05-25-58 | 375,307 | 363,985 | -11,322 | 0.04% | -$11.23K |
| FNMA 30YR 4% 07/01/2045#AS5384 | 383,296 | 377,149 | -6,147 | 0.04% | -$10.20K |
| FR SD8323 | 366,546 | 360,234 | -6,312 | 0.04% | -$8.25K |
| CHASEFLEX TRUST CFLX 2007 2 A1 | 376,855 | 365,037 | -11,818 | 0.04% | -$6.08K |
| MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 | 362,985 | 355,164 | -7,820 | 0.03% | -$8.42K |
| FREDDIE MAC REMICS SER 4790 CL F V/R 4.28833000 | 354,843 | 344,101 | -10,743 | 0.03% | -$10.98K |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A | 365,417 | 344,669 | -20,748 | 0.03% | -$18.83K |
| British Airways PLC | 347,801 | 335,365 | -12,436 | 0.03% | -$10.63K |
| FREDDIE MAC REMICS SER 4579 CL FD V/R 4.77904000 | 315,588 | 298,989 | -16,598 | 0.03% | -$16.25K |
| FR SD8454 | 296,714 | 284,949 | -11,765 | 0.03% | -$11.62K |
| HERA Commercial Mortgage Ltd., Series 2021-FL1, Class A | 577,244 | 286,906 | -290,337 | 0.03% | -$286.97K |
| IAGLN 3.35 06/15/29 144A | 319,074 | 302,281 | -16,793 | 0.03% | -$10.37K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 307,875 | 290,857 | -17,018 | 0.03% | -$14.90K |
| VMC FINANCE 2022-FL5 LLC SER 2022-FL5 CL A V/R REGD 144A P/P 6.24031000 | 430,008 | 272,392 | -157,616 | 0.03% | -$157.79K |
| STARR 2019-1 A | 239,697 | 232,577 | -7,120 | 0.02% | -$2.55K |
| Alternative Loan Trust 2007-J1 | 626,622 | 610,803 | -15,819 | 0.02% | -$12.80K |
| FN AS5474 | 244,015 | 241,586 | -2,429 | 0.02% | -$5.06K |
| Alba 2005-1 PLC | 193,250 | 179,314 | -13,935 | 0.02% | -$26.63K |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A | 452,512 | 211,503 | -241,009 | 0.02% | -$237.04K |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2B 144A | 408,730 | 206,666 | -202,064 | 0.02% | -$202.40K |
| FNMA POOL FM4126 FN 07/49 FIXED VAR | 221,867 | 216,817 | -5,050 | 0.02% | -$7.23K |
| Eurosail-UK plc, Series 2007-3X, Class A3C | 175,949 | 154,512 | -21,437 | 0.02% | -$35.24K |
| OCTAGON LOAN FUNDING LTD OCTLF 2014 1A ARR 144A | 228,590 | 183,081 | -45,509 | 0.02% | -$45.33K |
| HGI CRE CLO LTD HGI 2022 FL3 A 144A | 221,247 | 182,807 | -38,440 | 0.02% | -$38.24K |
| FNCL UMBS 3.0 SD8320 02-01-53 | 196,737 | 195,651 | -1,086 | 0.02% | -$2.93K |
| Eurosail-UK plc, Series 2007-3A, Class A3C | 148,880 | 130,741 | -18,139 | 0.02% | -$29.82K |
| PHEAA Student Loan Trust, Series 2016-2A, Class A | 157,264 | 151,214 | -6,050 | 0.02% | -$6.04K |
| Eurosail-UK plc, Series 2007-3X, Class A3A | 132,002 | 115,921 | -16,081 | 0.01% | -$26.37K |
| Uropa Securities plc, Series 2007-1, Class A3A | 130,497 | 116,732 | -13,765 | 0.01% | -$23.57K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 139,186 | 137,868 | -1,318 | 0.01% | -$1.86K |
| IndyMac INDX Mortgage Loan Trust 2005-AR12 | 203,504 | 202,830 | -673 | 0.01% | -$53 |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A | 202,220 | 133,251 | -68,968 | 0.01% | -$69.38K |
| Fannie Mae Pool | 140,976 | 140,048 | -928 | 0.01% | -$2.48K |
| FR SD8290 | 130,035 | 122,680 | -7,355 | 0.01% | -$7.07K |
| CWABS Asset-Backed Certificates Trust 2006-25 | 128,575 | 125,542 | -3,032 | 0.01% | -$3.96K |
| Fannie Mae REMICS | 127,044 | 113,836 | -13,208 | 0.01% | -$13.24K |
| AM AIRLN 15-1 A | 109,985 | 104,938 | -5,048 | 0.01% | -$4.33K |
| AOMT 2020-4 A1 | 119,281 | 107,216 | -12,065 | 0.01% | -$10.82K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 2A6 | 131,712 | 129,505 | -2,207 | 0.01% | -$4.65K |
| HVMLT 2005-4 3A1 | 91,665 | 90,776 | -889 | 0.01% | -$792 |
| Ford Auto Securitization Trust II Series 2023-B Asset-Backed Notes | 240,614 | 94,953 | -145,661 | 0.01% | -$109.06K |
| DLLMT LLC, Series 2023-1A, Class A2 | 174,605 | 62,356 | -112,249 | 0.01% | -$112.51K |
| TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B A2 | 695,055 | 53,990 | -641,064 | 0.01% | -$641.94K |
| FREDDIEMAC STRIP FHS 314 S2 | 594,684 | 580,007 | -14,677 | 0.01% | -$7.42K |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+65 12/20/2063 | 51,546 | 44,670 | -6,877 | 0.00% | -$6.83K |
| Fannie Mae REMICs | 47,463 | 42,597 | -4,866 | 0.00% | -$4.87K |
| FNMA 30YR 4% 11/01/2048#CA2631 | 46,255 | 45,586 | -668 | 0.00% | -$1.12K |
| FREDDIE MAC POOL | 43,886 | 42,743 | -1,143 | 0.00% | -$1.57K |
| FNMA POOL CA2038 FN 07/48 FIXED 4 | 41,679 | 40,536 | -1,143 | 0.00% | -$1.49K |
| Freddie Mac Pool | 63,637 | 28,495 | -35,142 | 0.00% | -$33.23K |
| Freddie Mac Pool | 37,799 | 26,657 | -11,142 | 0.00% | -$10.75K |
| Fannie Mae Pool | 21,613 | 21,021 | -591 | 0.00% | -$544 |
| FREDDIE MAC REMICS SER 4579 CL SD V/R 1.67118500 | 315,588 | 298,989 | -16,598 | 0.00% | -$6.14K |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-B | 48,687 | 14,310 | -34,377 | 0.00% | -$34.41K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A | 10,635 | 10,371 | -264 | 0.00% | -$175 |
| AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 3A11 | 9,460 | 9,402 | -57 | 0.00% | $62 |
| CWABS Asset-Backed Certificates Trust 2007-1 | 13,763 | 7,581 | -6,182 | 0.00% | -$6.08K |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-2 A2A | 130,447 | 7,453 | -122,994 | 0.00% | -$123.03K |
| Freddie Mac Pool | 5,526 | 5,485 | -42 | 0.00% | -$102 |
| FNR 2013-17 TI | 176,984 | 157,342 | -19,643 | 0.00% | -$971 |
| MortgageIT Trust 2005-2 | 6,214 | 4,798 | -1,416 | 0.00% | -$1.37K |
| FANNIE MAE POOL UMBS P#CA2194 4.00000000 | 2,748 | 2,685 | -63 | 0.00% | -$84 |
| USD P ZAR C @16.70000 EO | 6 | -1,799,972 | -1,799,978 | 0.00% | -$59.32K |
| GOLDMAN GLM CASH COLL | -180,000 | -590,000 | -410,000 | -0.06% | -$410.00K |
| Security | Shares Oct 2024 | Shares Jan 2025 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 31,300,000 | 31,300,000 | 0 | 3.04% | -$552.64K |
| US TREASURY N/B | 17,090,000 | 17,090,000 | 0 | 1.07% | -$335.12K |
| US TREASURY N/B | 8,400,000 | 8,400,000 | 0 | 0.82% | -$279.56K |
| US TREASURY N/B | 7,300,000 | 7,300,000 | 0 | 0.75% | -$38.21K |
| US TREASURY N/B | 7,300,000 | 7,300,000 | 0 | 0.72% | -$14.26K |
| US TREASURY N/B | 7,200,000 | 7,200,000 | 0 | 0.71% | -$45.28K |
| US TREASURY N/B | 10,100,000 | 10,100,000 | 0 | 0.69% | -$206.34K |
| US TREASURY N/B | 9,500,000 | 9,500,000 | 0 | 0.62% | -$185.92K |
| US TREASURY N/B | 9,100,000 | 9,100,000 | 0 | 0.62% | -$189.46K |
| US TREASURY N/B | 6,000,000 | 6,000,000 | 0 | 0.55% | -$181.17K |
| US TREASURY N/B | 5,500,000 | 5,500,000 | 0 | 0.53% | -$187.99K |
| US TREASURY N/B | 5,700,000 | 5,700,000 | 0 | 0.51% | -$164.32K |
| US TREASURY N/B | 4,200,000 | 4,200,000 | 0 | 0.43% | -$25.59K |
| US TREASURY N/B | 4,260,000 | 4,260,000 | 0 | 0.43% | -$142.61K |
| US TREASURY N/B | 4,300,000 | 4,300,000 | 0 | 0.41% | -$4.20K |
| US TREASURY N/B | 4,800,000 | 4,800,000 | 0 | 0.40% | -$124.50K |
| US TREASURY N/B | 5,000,000 | 5,000,000 | 0 | 0.40% | -$170.90K |
| US TREASURY N/B | 4,200,000 | 4,200,000 | 0 | 0.39% | $14.27K |
| US TREASURY N/B | 4,200,000 | 4,200,000 | 0 | 0.38% | $9.02K |
| US TREASURY N/B | 4,400,000 | 4,400,000 | 0 | 0.36% | -$111.38K |
| US TREASURY N/B | 3,100,000 | 3,100,000 | 0 | 0.31% | -$10.78K |
| REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 11,100,000 | 11,100,000 | 0 | 0.30% | $109.17K |
| US TREASURY N/B | 3,000,000 | 3,000,000 | 0 | 0.30% | -$9.73K |
| US TREASURY N/B | 3,200,000 | 3,200,000 | 0 | 0.30% | -$5.62K |
| US TREASURY N/B | 2,800,000 | 2,800,000 | 0 | 0.27% | -$11.70K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER W5FX CL AFX V/R 3.21398400 | 2,700,000 | 2,700,000 | 0 | 0.26% | -$2.01K |
| US TREASURY N/B | 2,800,000 | 2,800,000 | 0 | 0.26% | $3.28K |
| US TREASURY N/B | 2,800,000 | 2,800,000 | 0 | 0.24% | -$77.98K |
| US TREASURY N/B | 3,100,000 | 3,100,000 | 0 | 0.22% | -$68.54K |
| US TREASURY N/B | 2,210,000 | 2,210,000 | 0 | 0.22% | -$79.08K |
| CITZN 2023-1 A4 | 1,900,000 | 1,900,000 | 0 | 0.20% | -$1.64K |
| Merrill Lynch Mortgage Investors Trust Series 2005-NC1 | 1,945,179 | 1,945,179 | 0 | 0.19% | -$15.17K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2023-3A, Class A | 1,900,000 | 1,900,000 | 0 | 0.19% | $6.18K |
| PACIFIC GAS & ELECTRIC REGD V/R 5.30593600 | 1,900,000 | 1,900,000 | 0 | 0.19% | -$2.05K |
| US TREASURY N/B | 2,400,000 | 2,400,000 | 0 | 0.18% | -$77.53K |
| UBS GROUP AG SR UNSECURED 144A 07/26 VAR | 1,700,000 | 1,700,000 | 0 | 0.17% | -$1.54K |
| US TREASURY N/B | 1,700,000 | 1,700,000 | 0 | 0.17% | -$17.20K |
| Independence Plaza Trust, Series 2018-INDP, Class A | 1,600,000 | 1,600,000 | 0 | 0.16% | $3.75K |
| NATWEST GROUP | 1,500,000 | 1,500,000 | 0 | 0.15% | -$6.59K |
| WPT 2017-WWP A | 2,100,000 | 2,100,000 | 0 | 0.15% | $75.40K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 10K A 144A | 1,600,000 | 1,600,000 | 0 | 0.15% | -$507 |
| PACIFIC GAS&ELEC | 1,400,000 | 1,400,000 | 0 | 0.14% | -$33.68K |
| GOLDMAN SACHS GP | 1,375,000 | 1,375,000 | 0 | 0.14% | -$8.70K |
| ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625 | 1,400,000 | 1,400,000 | 0 | 0.14% | -$2.40K |
| MORGAN STANLEY 3.79%/VAR 03/21/2030 | 1,300,000 | 1,300,000 | 0 | 0.14% | -$47.95K |
| JPMORGAN CHASE | 1,400,000 | 1,400,000 | 0 | 0.14% | -$2.03K |
| US TREASURY N/B | 1,400,000 | 1,400,000 | 0 | 0.14% | -$10.88K |
| US TREASURY N/B | 2,120,000 | 2,120,000 | 0 | 0.13% | -$40.16K |
| DOMINION ENERGY | 1,200,000 | 1,200,000 | 0 | 0.13% | -$7.55K |
| KKR GROUP FINAN CO XII COMPANY GUAR 144A 05/32 4.85 | 1,300,000 | 1,300,000 | 0 | 0.13% | -$13.62K |
| GEORGIA POWER | 1,300,000 | 1,300,000 | 0 | 0.13% | -$22.54K |
| US TREASURY N/B | 1,300,000 | 1,300,000 | 0 | 0.13% | -$68.86K |
| GROSVENOR PLACE CLO 2024-2 DAC A 3MEUR+124 01/15/2039 144A | 1,200,000 | 1,200,000 | 0 | 0.13% | -$59.56K |
| GMREV 2023-1 A 144A 5.12% 04-11-35 | 1,200,000 | 1,200,000 | 0 | 0.12% | $652 |
| Enterprise Fleet Financing LLC, Series 2024-2, Class A2 | 1,200,000 | 1,200,000 | 0 | 0.12% | -$1.23K |
| FORDF 2024-3 A2 | 1,200,000 | 1,200,000 | 0 | 0.12% | $5.93K |
| ENERGY TRANSFER | 1,200,000 | 1,200,000 | 0 | 0.12% | -$11.15K |
| HSBC HOLDINGS | 1,100,000 | 1,100,000 | 0 | 0.12% | -$6.92K |
| GOODMAN US FIN THREE REGD 144A P/P 3.70000000 | 1,200,000 | 1,200,000 | 0 | 0.12% | $3.97K |
| Stichting AK Rabobank Certificaten II | 945,450 | 945,450 | 0 | 0.11% | -$23.89K |
| LA LOCAL GOVT ENVRN-A | 1,200,000 | 1,200,000 | 0 | 0.11% | -$19.48K |
| AERCAP IRELAND | 1,100,000 | 1,100,000 | 0 | 0.11% | -$4.69K |
| Birch Grove CLO Ltd., Series 19A, Class A1RR | 1,100,000 | 1,100,000 | 0 | 0.11% | $3.46K |
| SANTANDER HOLD | 1,100,000 | 1,100,000 | 0 | 0.11% | $2.11K |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC ARRR TSFR3M+133 01/25/2034 144A | 1,100,000 | 1,100,000 | 0 | 0.11% | $5.39K |
| LCM LTD PARTNERSHIP LCM 31A AR 144A | 1,100,000 | 1,100,000 | 0 | 0.11% | $2.49K |
| TRINITAS CLO XIV LTD SER 2020-14A CL A1R V/R REGD 144A P/P 5.65846000 | 1,100,000 | 1,100,000 | 0 | 0.11% | -$147 |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 1,100,000 | 1,100,000 | 0 | 0.11% | $3.52K |
| OCEAN TRAILS CLO 8 ARR TSFR3M+129 07/15/2034 144A | 1,100,000 | 1,100,000 | 0 | 0.11% | $1.90K |
| KKR FINANCIAL CLO LTD KKR 33A A 144A | 1,100,000 | 1,100,000 | 0 | 0.11% | $0 |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 1,100,000 | 1,100,000 | 0 | 0.11% | $705 |
| SOUTHERN CAL ED | 1,500,000 | 1,500,000 | 0 | 0.11% | -$109.41K |
| Golden Credit Card Trust, Series 2022-4A, Class A | 1,100,000 | 1,100,000 | 0 | 0.11% | $1.74K |
| NATWEST GROUP | 1,100,000 | 1,100,000 | 0 | 0.11% | $254 |
| SOUTHERN CAL GAS | 1,400,000 | 1,400,000 | 0 | 0.11% | -$49.18K |
| DOMREP 4 7/8 09/23/32 | 1,200,000 | 1,200,000 | 0 | 0.11% | -$15.19K |
| Commercial Mortgage Trust, Series 2018-HOME, Class A | 1,100,000 | 1,100,000 | 0 | 0.11% | $16.75K |
| HAROT 2023-2 A3 | 1,000,000 | 1,000,000 | 0 | 0.10% | -$119 |
| CWABS Asset-Backed Certificates Trust 2005-2 | 1,100,000 | 1,100,000 | 0 | 0.10% | -$4.41K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | 1,000,000 | 1,000,000 | 0 | 0.10% | -$923 |
| Recette CLO Ltd., Series 2015-1A, Class ARR | 1,000,000 | 1,000,000 | 0 | 0.10% | $220 |
| PACIFIC GAS&ELEC | 1,300,000 | 1,300,000 | 0 | 0.10% | -$40.17K |
| VICI PROPERTIE | 1,000,000 | 1,000,000 | 0 | 0.10% | $1.41K |
| BOSTON GAS CO | 1,100,000 | 1,100,000 | 0 | 0.10% | $648 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2024 P016 A2 | 1,000,000 | 1,000,000 | 0 | 0.10% | -$8.83K |
| AERCAP IRELAND | 1,000,000 | 1,000,000 | 0 | 0.10% | $5.63K |
| AMT 5.8 11/15/28 | 900,000 | 900,000 | 0 | 0.09% | -$3.29K |
| AT&T INC | 1,300,000 | 1,300,000 | 0 | 0.09% | -$31.41K |
| NXP BV/NXP FDG | 900,000 | 900,000 | 0 | 0.09% | -$6.62K |
| WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2 | 900,000 | 900,000 | 0 | 0.09% | $5.89K |
| CITIZENS FIN GRP | 800,000 | 800,000 | 0 | 0.09% | -$6.89K |
| LIBERTY UTILITIES FIN COMPANY GUAR 144A 09/30 2.05 | 1,000,000 | 1,000,000 | 0 | 0.09% | $4.03K |
| US TREASURY N/B | 800,000 | 800,000 | 0 | 0.08% | -$8.84K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL A REGD 144A P/P 5.78000000 | 800,000 | 800,000 | 0 | 0.08% | $1.52K |
| US TREASURY N/B | 800,000 | 800,000 | 0 | 0.08% | -$8.28K |
| CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55 | 836,000 | 836,000 | 0 | 0.08% | -$3.97K |
| Rochester Gas & Electric Corp 1.85%, DUE 12/01/2030 | 960,000 | 960,000 | 0 | 0.08% | -$218 |
| US TREASURY N/B | 800,000 | 800,000 | 0 | 0.08% | -$7.25K |
| SPR 3.85 06/15/26 | 800,000 | 800,000 | 0 | 0.08% | $10.08K |
| CSWF Trust 2021-SOP2 | 799,160 | 799,160 | 0 | 0.08% | $32.80K |
| UBS Group AG | 750,000 | 750,000 | 0 | 0.08% | -$3.62K |
| US TREASURY N/B | 800,000 | 800,000 | 0 | 0.08% | -$25.91K |
| Romanian Government International Bond | 860,000 | 860,000 | 0 | 0.08% | -$64.77K |
| CITIGROUP INC | 750,000 | 750,000 | 0 | 0.08% | $1.91K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 LVL A 144A | 800,000 | 800,000 | 0 | 0.08% | $6.65K |
| FORD MOTOR CRED | 700,000 | 700,000 | 0 | 0.07% | $397 |
| UBS Group AG | 600,000 | 600,000 | 0 | 0.07% | -$32.22K |
| STATE OF ISRAEL | 700,000 | 700,000 | 0 | 0.07% | $158 |
| ORACLE CORP | 700,000 | 700,000 | 0 | 0.07% | $3.98K |
| SANTANDER HOLDINGS USA REGD 3.45000000 | 700,000 | 700,000 | 0 | 0.07% | $4.00K |
| AMERICAN TOWER | 690,000 | 690,000 | 0 | 0.07% | $1.85K |
| BOEING CO | 700,000 | 700,000 | 0 | 0.07% | $7.80K |
| GBLATL 2.9 01/06/32 144A | 800,000 | 800,000 | 0 | 0.07% | -$2.11K |
| HCA INC | 700,000 | 700,000 | 0 | 0.07% | -$25.54K |
| US TREASURY N/B | 700,000 | 700,000 | 0 | 0.07% | -$21.96K |
| United Airlines Pass-Through Trust, Series A | 681,830 | 681,830 | 0 | 0.06% | $19.05K |
| T-MOBILE USA INC | 700,000 | 700,000 | 0 | 0.06% | -$264 |
| Athene Global Funding | 600,000 | 600,000 | 0 | 0.06% | -$30.75K |
| BARCLAYS PLC | 600,000 | 600,000 | 0 | 0.06% | -$7.44K |
| Imperial Brands PLC 6.125 07/27/2027 | 600,000 | 600,000 | 0 | 0.06% | -$192 |
| DUKE ENERGY PROG | 800,000 | 800,000 | 0 | 0.06% | -$26.20K |
| SYNCHRONY FINANC | 600,000 | 600,000 | 0 | 0.06% | -$1.63K |
| ATHENE HOLDING | 600,000 | 600,000 | 0 | 0.06% | -$3.97K |
| UNTD AIR 16-2 AA | 645,032 | 645,032 | 0 | 0.06% | $7.59K |
| MORGAN STANLEY | 600,000 | 600,000 | 0 | 0.06% | -$1.35K |
| WILLIAMS COS INC | 600,000 | 600,000 | 0 | 0.06% | -$2.19K |
| US TREASURY N/B | 600,000 | 600,000 | 0 | 0.06% | -$4.34K |
| UNTD AIR 16-2 A | 645,032 | 645,032 | 0 | 0.06% | -$3.21K |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 2.125% 03-07-28 | 600,000 | 600,000 | 0 | 0.06% | -$29.27K |
| US TREASURY N/B | 600,000 | 600,000 | 0 | 0.06% | -$4.48K |
| US TREASURY N/B | 600,000 | 600,000 | 0 | 0.06% | -$3.96K |
| BX TRUST BX 2018 GW A 144A | 580,000 | 580,000 | 0 | 0.06% | $362 |
| NORTHWELL HEALTH | 700,000 | 700,000 | 0 | 0.05% | -$13.75K |
| BROADCOM INC | 550,000 | 550,000 | 0 | 0.05% | -$601 |
| WELLS FARGO CO | 500,000 | 500,000 | 0 | 0.05% | -$1.18K |
| CENTENE CORP | 600,000 | 600,000 | 0 | 0.05% | -$2.78K |
| US TREASURY N/B | 500,000 | 500,000 | 0 | 0.05% | -$2.89K |
| FORD MOTOR CRED | 500,000 | 500,000 | 0 | 0.05% | -$5.17K |
| VASA TRUST VASA 2021 VASA A 144A | 500,000 | 500,000 | 0 | 0.05% | $23.20K |
| NOMURA HOLDINGS | 500,000 | 500,000 | 0 | 0.05% | $3.35K |
| PACIFIC GAS&ELEC | 500,000 | 500,000 | 0 | 0.05% | -$4.09K |
| T-MOBILE USA INC | 700,000 | 700,000 | 0 | 0.05% | -$20.72K |
| UNITED MEXICAN | 500,000 | 500,000 | 0 | 0.05% | -$18.05K |
| BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR | 500,000 | 500,000 | 0 | 0.04% | -$4.60K |
| FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A3 144A | 600,000 | 600,000 | 0 | 0.04% | -$999 |
| TURKIYE REP OF | 400,000 | 400,000 | 0 | 0.04% | -$2.30K |
| MORGAN STANLEY | 400,000 | 400,000 | 0 | 0.04% | -$2.20K |
| AM AIRLIN 16-3 A | 436,113 | 436,113 | 0 | 0.04% | $1.06K |
| BERRY GLOBAL INC | 400,000 | 400,000 | 0 | 0.04% | $3.03K |
| AES CORP/THE | 400,000 | 400,000 | 0 | 0.04% | -$642 |
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75 | 400,000 | 400,000 | 0 | 0.04% | -$245 |
| AVOLON HOLDINGS FUNDING LTD | 400,000 | 400,000 | 0 | 0.04% | $2.65K |
| EDISON INTL | 400,000 | 400,000 | 0 | 0.04% | -$33.08K |
| SOUTHERN CAL ED | 480,000 | 480,000 | 0 | 0.04% | -$35.95K |
| SANDS CHINA LTD | 400,000 | 400,000 | 0 | 0.04% | $2.44K |
| AEP TRANSMISSION | 400,000 | 400,000 | 0 | 0.04% | -$8.08K |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375 | 400,000 | 400,000 | 0 | 0.04% | $279 |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 400,000 | 400,000 | 0 | 0.04% | -$136 |
| REP OF POLAND | 400,000 | 400,000 | 0 | 0.04% | -$7.21K |
| SANUSA V2.49 01/06/28 | 400,000 | 400,000 | 0 | 0.04% | $4.03K |
| FAIRFAX FINL HLD | 400,000 | 400,000 | 0 | 0.04% | -$1.35K |
| AMERICAN TOWER | 400,000 | 400,000 | 0 | 0.03% | -$326 |
| ILLUMINA INC | 400,000 | 400,000 | 0 | 0.03% | $326 |
| CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2 | 300,000 | 300,000 | 0 | 0.03% | $1.40K |
| ALLY V6.848 01/03/30 | 300,000 | 300,000 | 0 | 0.03% | $1.85K |
| ING GROEP NV | 300,000 | 300,000 | 0 | 0.03% | -$4.12K |
| UBS V6.327 12/22/27 144A | 300,000 | 300,000 | 0 | 0.03% | -$891 |
| TPG OPERATING GR | 300,000 | 300,000 | 0 | 0.03% | -$5.09K |
| BANK OF AMER CRP | 300,000 | 300,000 | 0 | 0.03% | -$928 |
| BARCLAYS PLC | 300,000 | 300,000 | 0 | 0.03% | -$569 |
| LoanCore Issuer Ltd., Series 2021-CRE5, Class A | 302,401 | 302,401 | 0 | 0.03% | $927 |
| APPALACHIAN PWR | 300,000 | 300,000 | 0 | 0.03% | -$6.11K |
| CHENIERE ENERGY | 300,000 | 300,000 | 0 | 0.03% | -$2.01K |
| EQUIFAX INC | 300,000 | 300,000 | 0 | 0.03% | -$166 |
| AVOLON HDGS | 318,000 | 318,000 | 0 | 0.03% | $1.86K |
| ROMANIA REPUBLIC OF 5.625% 05/30/2037 144A | 300,000 | 300,000 | 0 | 0.03% | -$24.92K |
| WILLIAMS COS INC | 300,000 | 300,000 | 0 | 0.03% | -$3.36K |
| HCA INC | 300,000 | 300,000 | 0 | 0.03% | -$1.24K |
| Spirit Airlines Pass-Through Trust, Series 2017-1A, Class A | 324,318 | 324,318 | 0 | 0.03% | $1.66K |
| PANAMA | 300,000 | 300,000 | 0 | 0.03% | -$10.78K |
| TX NATURAL GAS SECZ | 278,072 | 278,072 | 0 | 0.03% | -$2.57K |
| Romanian Government International Bond | 400,000 | 400,000 | 0 | 0.03% | -$19.87K |
| UBS GROUP | 250,000 | 250,000 | 0 | 0.03% | $813 |
| ARIZONA PUB SERV | 400,000 | 400,000 | 0 | 0.02% | -$7.93K |
| ALABAMA POWER CO | 300,000 | 300,000 | 0 | 0.02% | -$8.53K |
| US TREASURY N/B | 290,000 | 290,000 | 0 | 0.02% | -$8.21K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.02% | -$801 |
| UBS AG LONDON | 200,000 | 200,000 | 0 | 0.02% | -$837 |
| NSTAU 6.125 04/11/33 144A | 200,000 | 200,000 | 0 | 0.02% | -$3.99K |
| EVERSOURCE ENERG | 200,000 | 200,000 | 0 | 0.02% | -$1.07K |
| SUN COMMUNITIES | 200,000 | 200,000 | 0 | 0.02% | $224 |
| BANK OF AMER CRP | 200,000 | 200,000 | 0 | 0.02% | -$245 |
| LLOYDS BK GR PLC | 200,000 | 200,000 | 0 | 0.02% | -$1.99K |
| ZIMMER BIOMET | 200,000 | 200,000 | 0 | 0.02% | -$1.80K |
| REP OF POLAND | 200,000 | 200,000 | 0 | 0.02% | -$2.79K |
| LAZARD GROUP LLC | 200,000 | 200,000 | 0 | 0.02% | -$638 |
| Wynn Macau Ltd | 200,000 | 200,000 | 0 | 0.02% | $1.03K |
| ELEVANCE HEALTH | 200,000 | 200,000 | 0 | 0.02% | -$8.52K |
| BOOZ ALLEN HAMILTON INC REGD 144A P/P 3.87500000 | 200,000 | 200,000 | 0 | 0.02% | -$1.49K |
| APPALACHIAN PWR | 200,000 | 200,000 | 0 | 0.02% | -$2.49K |
| AKER BP ASA SR UNSECURED 144A 01/31 4 | 200,000 | 200,000 | 0 | 0.02% | -$1.71K |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.02% | $1.55K |
| AEP TEXAS INC SR UNSECURED 05/52 5.25 | 200,000 | 200,000 | 0 | 0.02% | -$7.81K |
| EPR PROPERTIES | 200,000 | 200,000 | 0 | 0.02% | -$81 |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.02% | -$9.45K |
| SOUTHERN CAL ED | 200,000 | 200,000 | 0 | 0.02% | -$11.74K |
| REPUBLIC OF PERU | 200,000 | 200,000 | 0 | 0.01% | -$4.34K |
| ALK 4.8 08/15/27 144A | 137,289 | 137,289 | 0 | 0.01% | $225 |
| TSE TOPIX (Tokyo Price Index) Future | -12 | -12 | 0 | 0.01% | $120.63K |
| American Airlines Pass-Through Trust, Series 2016-3, Class A | 124,550 | 124,550 | 0 | 0.01% | $1.27K |
| Turkiye Government International Bond | 100,000 | 100,000 | 0 | 0.01% | -$3.83K |
| LOUISVILLE G & E | 100,000 | 100,000 | 0 | 0.01% | -$1.58K |
| MAREX GROUP | 100,000 | 100,000 | 0 | 0.01% | $868 |
| DTE ENERGY CO | 100,000 | 100,000 | 0 | 0.01% | -$452 |
| DTE ELECTRIC CO | 100,000 | 100,000 | 0 | 0.01% | -$1.85K |
| REP OF POLAND | 100,000 | 100,000 | 0 | 0.01% | -$744 |
| ALEXANDRIA REAL | 100,000 | 100,000 | 0 | 0.01% | -$128 |
| META PLATFORMS | 100,000 | 100,000 | 0 | 0.01% | -$4.23K |
| GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625 | 100,000 | 100,000 | 0 | 0.01% | -$567 |
| BROADCOM INC | 100,000 | 100,000 | 0 | 0.01% | -$861 |
| HIGHWOODS REALTY | 100,000 | 100,000 | 0 | 0.01% | $426 |
| US TREASURY N/B | 100,000 | 100,000 | 0 | 0.01% | -$3.01K |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4 | 63,875 | 63,875 | 0 | 0.01% | $120 |
| ENERGY TRANSFER | 40,000 | 40,000 | 0 | 0.00% | $67 |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.