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.
Dec 31, 2023 → Mar 31, 2024
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 2 4/26 | 0 | 7,935,458 | 7,935,458 | 2.83% | $6.28M |
| US TREASURY N/B | 0 | 6,130,100 | 6,130,100 | 2.72% | $6.03M |
| FNCL 6 4/26 | 0 | 5,142,936 | 5,142,936 | 2.34% | $5.19M |
| FNCL 5 4/26 | 0 | 5,082,000 | 5,082,000 | 2.24% | $4.96M |
| US TREASURY N/B | 0 | 4,567,100 | 4,567,100 | 2.20% | $4.88M |
| G2SF 2.5 4/24 | 0 | 4,465,000 | 4,465,000 | 1.72% | $3.80M |
| FNCL 5.5 4/26 | 0 | 3,800,000 | 3,800,000 | 1.71% | $3.78M |
| US TREASURY N/B | 0 | 2,897,600 | 2,897,600 | 1.31% | $2.90M |
| FNCL 3.5 4/26 | 0 | 2,800,000 | 2,800,000 | 1.13% | $2.51M |
| G2SF 4.5 4/26 | 0 | 2,206,000 | 2,206,000 | 0.96% | $2.12M |
| G2SF 5.5 4/25 | 0 | 1,715,000 | 1,715,000 | 0.77% | $1.71M |
| US TREASURY N/B | 0 | 1,332,000 | 1,332,000 | 0.60% | $1.33M |
| WALT DISNEY CO/T | 0 | 9,356 | 9,356 | 0.52% | $1.14M |
| WALMART INC | 0 | 18,675 | 18,675 | 0.51% | $1.12M |
| US TREASURY N/B | 0 | 1,087,300 | 1,087,300 | 0.49% | $1.09M |
| CRH PLC | 0 | 12,353 | 12,353 | 0.48% | $1.07M |
| FNCL 4.5 4/26 | 0 | 1,039,000 | 1,039,000 | 0.45% | $989.52K |
| FNCL 4 4/26 | 0 | 1,039,000 | 1,039,000 | 0.43% | $962.28K |
| INTL BUS MACH CORP | 0 | 4,863 | 4,863 | 0.42% | $928.64K |
| AMERICAN ELECTRIC POWER CO INC | 0 | 9,423 | 9,423 | 0.37% | $811.32K |
| US TREASURY N/B | 0 | 783,700 | 783,700 | 0.36% | $788.23K |
| BECTON DICKINSON and CO | 0 | 2,342 | 2,342 | 0.26% | $579.53K |
| AUST & NZ BK NY | 0 | 551,000 | 551,000 | 0.25% | $550.87K |
| VW 5.4 03/20/26 144A | 0 | 549,000 | 549,000 | 0.25% | $549.37K |
| AGL CLO 29 Ltd., Series 2024-29A, Class A1 | 0 | 533,000 | 533,000 | 0.24% | $533.49K |
| MERCEDES-BENZ FIN NA REGD 144A P/P 4.90000000 | 0 | 523,000 | 523,000 | 0.24% | $521.93K |
| MERCEDES-BNZ FIN | 0 | 493,000 | 493,000 | 0.22% | $491.39K |
| AIR LEASE CORP CL A | 0 | 8,838 | 8,838 | 0.21% | $454.63K |
| DELL TECHNOLOGIES INC CL C | 0 | 3,824 | 3,824 | 0.20% | $436.36K |
| WFCIT 2024-A1 A | 0 | 421,000 | 421,000 | 0.19% | $422.07K |
| MORGAN STANLEY B | 0 | 399,000 | 399,000 | 0.18% | $397.47K |
| US TREASURY N/B | 0 | 369,000 | 369,000 | 0.17% | $369.72K |
| ABBVIE INC | 0 | 366,000 | 366,000 | 0.17% | $366.51K |
| GA GLOBAL FNDING | 0 | 356,000 | 356,000 | 0.16% | $357.60K |
| VOLKSWAGEN GRP | 0 | 354,000 | 354,000 | 0.16% | $354.85K |
| APIDOS CLO XXV TSFR3M+115 10/20/2031 144A | 0 | 329,000 | 329,000 | 0.15% | $329.30K |
| AOMT 2024-2 A1 144A 5.985% 01-25-69 | 0 | 329,933 | 329,933 | 0.15% | $329.10K |
| BALN 5 03/26/27 144A | 0 | 311,000 | 311,000 | 0.14% | $310.46K |
| Bank of Montreal | 0 | 299,000 | 299,000 | 0.14% | $303.26K |
| NATL RURAL UTIL | 0 | 297,000 | 297,000 | 0.13% | $297.31K |
| Bank of Nova Scotia (The) | 0 | 286,000 | 286,000 | 0.13% | $291.74K |
| SOLVENTUM CORP | 0 | 287,000 | 287,000 | 0.13% | $288.07K |
| Sumitomo Life Insurance Co. | 0 | 288,000 | 288,000 | 0.13% | $287.59K |
| NextEra Energy Capital Holdings, Inc. | 0 | 287,000 | 287,000 | 0.13% | $285.75K |
| CREDIT AGRICOLE SA 144A LIFE SR NON PREF 5.335% 01-10-30/29 | 0 | 267,000 | 267,000 | 0.12% | $266.32K |
| NATL RURAL UTIL | 0 | 254,000 | 254,000 | 0.12% | $264.09K |
| HONEYWELL INTL | 0 | 253,000 | 253,000 | 0.12% | $255.52K |
| ELI LILLY & CO | 0 | 255,000 | 255,000 | 0.11% | $254.35K |
| BPCE SA REGD V/R 144A P/P 5.71600000 | 0 | 253,000 | 253,000 | 0.11% | $254.32K |
| CREDIT AGRICOLE SA SUBORDINATED 144A 01/35 VAR | 0 | 250,000 | 250,000 | 0.11% | $254.28K |
| BPCE SA REGD V/R 144A P/P 6.50800000 | 0 | 250,000 | 250,000 | 0.11% | $254.28K |
| BPCE SA 5.203% 01/18/2027 144A | 0 | 250,000 | 250,000 | 0.11% | $250.59K |
| Carlyle US CLO Ltd., Series 2021-1A, Class A1 | 0 | 250,000 | 250,000 | 0.11% | $250.16K |
| Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR | 0 | 250,000 | 250,000 | 0.11% | $250.14K |
| Empower CLO Ltd., Series 2024-1A, Class A1 | 0 | 250,000 | 250,000 | 0.11% | $250.07K |
| WELLS FARGO BANK | 0 | 250,000 | 250,000 | 0.11% | $248.81K |
| UBS GROUP AG REGD V/R /PERP/ 144A P/P 7.75000000 | 0 | 229,000 | 229,000 | 0.11% | $236.09K |
| SUMITOMO MITSUI FINL GRP JR SUBORDINA 12/99 VAR | 0 | 234,000 | 234,000 | 0.11% | $234.88K |
| ING GROEP NV | 0 | 234,000 | 234,000 | 0.10% | $232.33K |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.100000% 01/25/2029 | 0 | 228,000 | 228,000 | 0.10% | $227.65K |
| SUMITR 5.2 03/07/27 144A | 0 | 226,000 | 226,000 | 0.10% | $226.28K |
| ASTRAZENECA FIN | 0 | 223,000 | 223,000 | 0.10% | $222.98K |
| AMERICAN HONDA F | 0 | 223,000 | 223,000 | 0.10% | $222.57K |
| Citigroup Inc., Series BB | 0 | 215,000 | 215,000 | 0.10% | $221.02K |
| SAUDI INT BOND | 0 | 220,000 | 220,000 | 0.10% | $218.35K |
| STATE STREET CRP | 0 | 216,000 | 216,000 | 0.10% | $216.48K |
| SOCIETE GENERALE SA SUBORDINATED 144A 01/55 VAR | 0 | 212,000 | 212,000 | 0.10% | $211.80K |
| JP Morgan Mortgage Trust, Series 2024-VIS1, Class A1 | 0 | 210,000 | 210,000 | 0.10% | $210.76K |
| SOLVENTUM CORP | 0 | 209,000 | 209,000 | 0.09% | $209.48K |
| BBVASM V8.125 01/08/39 144A | 0 | 200,000 | 200,000 | 0.09% | $207.34K |
| Sumitomo Mitsui Trust Bank, Ltd. | 0 | 200,000 | 200,000 | 0.09% | $204.02K |
| Volkswagen Group of America Finance, LLC | 0 | 200,000 | 200,000 | 0.09% | $202.11K |
| Sumitomo Mitsui Trust Bank, Ltd. | 0 | 200,000 | 200,000 | 0.09% | $201.45K |
| SOCIETE GENERALE SA | 0 | 200,000 | 200,000 | 0.09% | $201.33K |
| UBS V5.699 02/08/35 144A | 0 | 200,000 | 200,000 | 0.09% | $201.10K |
| BAE SYSTEMS PLC | 0 | 200,000 | 200,000 | 0.09% | $201.08K |
| BAE Systems PLC | 0 | 200,000 | 200,000 | 0.09% | $200.79K |
| UBS GROUP | 0 | 200,000 | 200,000 | 0.09% | $200.36K |
| BANCO SANTANDER | 0 | 200,000 | 200,000 | 0.09% | $200.29K |
| Volkswagen Group of America Finance, LLC | 0 | 200,000 | 200,000 | 0.09% | $200.23K |
| Swiss RE Subordinated Finance PLC | 0 | 200,000 | 200,000 | 0.09% | $200.19K |
| BANCO SANTANDER | 0 | 200,000 | 200,000 | 0.09% | $200.10K |
| BANCO SANTANDER | 0 | 200,000 | 200,000 | 0.09% | $200.05K |
| SMBC AVIATION CAPITAL FI REGD 144A P/P 5.30000000 | 0 | 200,000 | 200,000 | 0.09% | $199.63K |
| ING GROEP NV | 0 | 200,000 | 200,000 | 0.09% | $199.58K |
| SAUDI INT BOND | 0 | 200,000 | 200,000 | 0.09% | $199.10K |
| SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75 | 0 | 200,000 | 200,000 | 0.09% | $198.70K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3 | 0 | 196,000 | 196,000 | 0.09% | $196.09K |
| HONEYWELL INTL | 0 | 189,000 | 189,000 | 0.09% | $191.65K |
| ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516 | 0 | 188,000 | 188,000 | 0.08% | $188.27K |
| Global Atlantic (Fin) Co. | 0 | 182,000 | 182,000 | 0.08% | $186.87K |
| PHILIP MORRIS IN | 0 | 185,000 | 185,000 | 0.08% | $184.04K |
| ELI LILLY & CO | 0 | 183,000 | 183,000 | 0.08% | $182.07K |
| UNION ELECTRIC | 0 | 181,000 | 181,000 | 0.08% | $181.42K |
| CITIGROUP INC | 0 | 183,000 | 183,000 | 0.08% | $181.26K |
| DLLST LLC, Series 2024-1A, Class A3 | 0 | 180,000 | 180,000 | 0.08% | $179.28K |
| NWMLIC 5.07 03/25/27 144A | 0 | 177,000 | 177,000 | 0.08% | $177.79K |
| Pacific Life Global Funding II | 0 | 177,000 | 177,000 | 0.08% | $176.89K |
| NORTHWESTERN MUTUAL GLOBAL FUNDING | 0 | 177,000 | 177,000 | 0.08% | $175.28K |
| SOLVENTUM CORP | 0 | 171,000 | 171,000 | 0.08% | $170.72K |
| KKR CLO 27 Ltd., Series 27A, Class AR | 0 | 170,000 | 170,000 | 0.08% | $170.07K |
| GLENCORE FDG LLC | 0 | 166,000 | 166,000 | 0.08% | $166.53K |
| Cross Mortgage Trust, Series 2024-H2, Class A1 | 0 | 165,000 | 165,000 | 0.07% | $165.60K |
| FISERV INC | 0 | 156,000 | 156,000 | 0.07% | $158.06K |
| PHILIP MORRIS IN | 0 | 156,000 | 156,000 | 0.07% | $155.11K |
| SEMPRA | 0 | 141,000 | 141,000 | 0.06% | $142.59K |
| SMITH & NEPHEW | 0 | 143,000 | 143,000 | 0.06% | $142.35K |
| HONEYWELL INTL | 0 | 141,000 | 141,000 | 0.06% | $142.13K |
| COMMONSPIRIT | 0 | 139,000 | 139,000 | 0.06% | $139.29K |
| PROLOGIS LP | 0 | 139,000 | 139,000 | 0.06% | $138.24K |
| ABBVIE INC | 0 | 134,000 | 134,000 | 0.06% | $138.03K |
| NEXTERA ENERGY | 0 | 138,000 | 138,000 | 0.06% | $137.75K |
| JPMorgan Chase & Co., Series NN | 0 | 132,000 | 132,000 | 0.06% | $136.92K |
| SOLVENTUM CORP | 0 | 138,000 | 138,000 | 0.06% | $136.91K |
| ABBVIE INC | 0 | 133,000 | 133,000 | 0.06% | $134.71K |
| NextEra Energy, Inc. 4.90 03/15/2029 | 0 | 129,000 | 129,000 | 0.06% | $128.53K |
| NEXTERA ENERGY | 0 | 129,000 | 129,000 | 0.06% | $128.26K |
| HONEYWELL INTL | 0 | 126,000 | 126,000 | 0.06% | $126.92K |
| ALEXANDRIA REAL | 0 | 128,000 | 128,000 | 0.06% | $126.04K |
| Hyundai Capital America | 0 | 126,000 | 126,000 | 0.06% | $125.92K |
| Bain Capital Credit CLO Ltd., Series 2021-1A, Class A | 0 | 125,000 | 125,000 | 0.06% | $125.08K |
| Avolon Holdings Funding Ltd. | 0 | 124,000 | 124,000 | 0.06% | $123.49K |
| MERCEDES-BNZ FIN | 0 | 119,000 | 119,000 | 0.05% | $118.45K |
| SAN DIEGO G & E | 0 | 113,000 | 113,000 | 0.05% | $114.71K |
| MORGAN STANLEY | 0 | 114,000 | 114,000 | 0.05% | $113.37K |
| ABBVIE INC | 0 | 110,000 | 110,000 | 0.05% | $110.22K |
| SOLVENTUM CORP | 0 | 109,000 | 109,000 | 0.05% | $109.40K |
| ABBVIE INC | 0 | 105,000 | 105,000 | 0.05% | $108.07K |
| ASTRAZENECA FIN | 0 | 104,000 | 104,000 | 0.05% | $104.40K |
| LOCKHEED MARTIN | 0 | 105,000 | 105,000 | 0.05% | $103.89K |
| SMURFIT KAPPA | 0 | 102,000 | 102,000 | 0.05% | $102.51K |
| RADIAN GROUP INC | 0 | 99,000 | 99,000 | 0.05% | $100.54K |
| SMURFIT KAPPA | 0 | 100,000 | 100,000 | 0.05% | $100.12K |
| HONEYWELL INTL | 0 | 97,000 | 97,000 | 0.04% | $97.41K |
| NISOURCE INC | 0 | 97,000 | 97,000 | 0.04% | $96.51K |
| CONSTL ENRGY GEN | 0 | 95,000 | 95,000 | 0.04% | $95.23K |
| FAIRFAX FINL HLD | 0 | 93,000 | 93,000 | 0.04% | $94.96K |
| BRISTOL-MYERS | 0 | 94,000 | 94,000 | 0.04% | $94.03K |
| GLENCORE FDG LLC | 0 | 91,000 | 91,000 | 0.04% | $91.21K |
| ATHENE GLOBAL FU | 0 | 89,000 | 89,000 | 0.04% | $89.64K |
| ATHENE HOLDING | 0 | 86,000 | 86,000 | 0.04% | $87.38K |
| EVERSOURCE ENERG | 0 | 83,000 | 83,000 | 0.04% | $82.81K |
| ERAC USA FINANCE | 0 | 83,000 | 83,000 | 0.04% | $82.80K |
| NATL RURAL UTIL | 0 | 81,000 | 81,000 | 0.04% | $81.00K |
| THE CAMPBELLS CO | 0 | 79,000 | 79,000 | 0.04% | $79.63K |
| ALGONQUIN POWER | 0 | 80,000 | 80,000 | 0.04% | $79.59K |
| ASTRAZENECA FIN | 0 | 79,000 | 79,000 | 0.04% | $79.36K |
| BAT CAPITAL CORP | 0 | 76,000 | 76,000 | 0.03% | $76.69K |
| NATL RURAL UTIL | 0 | 76,000 | 76,000 | 0.03% | $75.54K |
| PHILIP MORRIS IN | 0 | 76,000 | 76,000 | 0.03% | $75.36K |
| AGCO CORP | 0 | 73,000 | 73,000 | 0.03% | $73.95K |
| COREBRIDGE GF | 0 | 71,000 | 71,000 | 0.03% | $71.13K |
| ALIMENTATION COUCHE-TARD REGD 144A P/P 5.26700000 | 0 | 71,000 | 71,000 | 0.03% | $70.85K |
| CUMMINS INC | 0 | 69,000 | 69,000 | 0.03% | $70.59K |
| LOCKHEED MARTIN | 0 | 71,000 | 71,000 | 0.03% | $70.37K |
| ELI LILLY & CO | 0 | 70,000 | 70,000 | 0.03% | $69.72K |
| GLENCORE FDG LLC | 0 | 68,000 | 68,000 | 0.03% | $68.95K |
| CITIGROUP INC | 0 | 67,000 | 67,000 | 0.03% | $66.71K |
| JPMORGAN CHASE | 0 | 66,000 | 66,000 | 0.03% | $65.79K |
| ESSEX PORTFOLIO | 0 | 65,000 | 65,000 | 0.03% | $65.10K |
| BRUNSWICK CORP | 0 | 64,000 | 64,000 | 0.03% | $64.73K |
| COXENT 5.8 12/15/53 144A | 0 | 64,000 | 64,000 | 0.03% | $63.49K |
| OCCIDENTAL PETE | 0 | 57,000 | 57,000 | 0.03% | $60.81K |
| EXTRA SPACE STOR | 0 | 61,000 | 61,000 | 0.03% | $60.75K |
| THE CAMPBELLS CO | 0 | 60,000 | 60,000 | 0.03% | $60.31K |
| ASTRAZENECA FIN | 0 | 59,000 | 59,000 | 0.03% | $59.20K |
| ERAC USA FINANCE | 0 | 59,000 | 59,000 | 0.03% | $59.13K |
| ELI LILLY & CO | 0 | 59,000 | 59,000 | 0.03% | $58.71K |
| CHENIERE ENERGY | 0 | 58,000 | 58,000 | 0.03% | $58.45K |
| SMITH & NEPHEW | 0 | 58,000 | 58,000 | 0.03% | $58.01K |
| Macquarie Airfinance Holdings Ltd. | 0 | 56,000 | 56,000 | 0.03% | $57.04K |
| CONSTELLATION ST | 0 | 55,000 | 55,000 | 0.02% | $55.39K |
| PACIFICORP | 0 | 55,000 | 55,000 | 0.02% | $55.21K |
| ABBVIE INC | 0 | 54,000 | 54,000 | 0.02% | $55.10K |
| BROOKFIELD FIN | 0 | 53,000 | 53,000 | 0.02% | $54.86K |
| ARES CAPITAL COR | 0 | 55,000 | 55,000 | 0.02% | $54.86K |
| THE CAMPBELLS CO | 0 | 54,000 | 54,000 | 0.02% | $54.15K |
| EXELON CO | 0 | 54,000 | 54,000 | 0.02% | $54.14K |
| EXELON CO | 0 | 52,000 | 52,000 | 0.02% | $52.37K |
| PRINCIPAL LIFE GLOBAL FUNDING II 144A 5.000000% 01/16/2027 | 0 | 52,000 | 52,000 | 0.02% | $52.03K |
| CUMMINS INC | 0 | 49,000 | 49,000 | 0.02% | $49.47K |
| US BANCORP | 0 | 49,000 | 49,000 | 0.02% | $49.23K |
| MIDAMERICAN ENER | 0 | 49,000 | 49,000 | 0.02% | $48.51K |
| AMERICAN HONDA F | 0 | 49,000 | 49,000 | 0.02% | $48.27K |
| Macquarie Airfinance Holdings Ltd. | 0 | 47,000 | 47,000 | 0.02% | $47.78K |
| MARRIOTT INTL | 0 | 47,000 | 47,000 | 0.02% | $46.50K |
| COMMONSPIRIT | 0 | 45,000 | 45,000 | 0.02% | $45.57K |
| PACIFICORP | 0 | 45,000 | 45,000 | 0.02% | $45.36K |
| DTE ELECTRIC CO | 0 | 45,000 | 45,000 | 0.02% | $45.23K |
| CENCORA INC | 0 | 45,000 | 45,000 | 0.02% | $44.94K |
| ROYAL BK CANADA | 0 | 45,000 | 45,000 | 0.02% | $44.92K |
| Duke Energy Corp. | 0 | 45,000 | 45,000 | 0.02% | $44.60K |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/34 5.29 | 0 | 43,000 | 43,000 | 0.02% | $42.34K |
| WELLS FARGO CO | 0 | 42,000 | 42,000 | 0.02% | $42.11K |
| ONCOR ELECTRIC D | 0 | 40,000 | 40,000 | 0.02% | $41.64K |
| PACIFICORP | 0 | 42,000 | 42,000 | 0.02% | $41.46K |
| PROLOGIS LP | 0 | 42,000 | 42,000 | 0.02% | $41.28K |
| CARDINAL HEALTH | 0 | 40,000 | 40,000 | 0.02% | $40.46K |
| BANK OF AMER CRP | 0 | 40,000 | 40,000 | 0.02% | $40.28K |
| Hyundai Capital America | 0 | 40,000 | 40,000 | 0.02% | $40.17K |
| EVERSOURCE ENERG | 0 | 40,000 | 40,000 | 0.02% | $40.03K |
| ENERGY TRANS | 0 | 39,000 | 39,000 | 0.02% | $39.14K |
| PACIFICORP | 0 | 38,000 | 38,000 | 0.02% | $38.14K |
| BANK OF NY MELLO | 0 | 38,000 | 38,000 | 0.02% | $38.05K |
| THE CAMPBELLS CO | 0 | 38,000 | 38,000 | 0.02% | $38.04K |
| PHILIP MORRIS IN | 0 | 38,000 | 38,000 | 0.02% | $37.77K |
| MICRON TECH | 0 | 37,000 | 37,000 | 0.02% | $37.23K |
| BLACKSTONE PRIVA | 0 | 35,000 | 35,000 | 0.02% | $35.18K |
| VICI PROPERTIE | 0 | 35,000 | 35,000 | 0.02% | $34.56K |
| CUMMINS INC | 0 | 34,000 | 34,000 | 0.02% | $34.22K |
| FIFTH THIRD FIN | 0 | 34,000 | 34,000 | 0.02% | $33.61K |
| VICI PROPERTIE | 0 | 33,000 | 33,000 | 0.01% | $32.72K |
| US BANCORP | 0 | 31,000 | 31,000 | 0.01% | $31.31K |
| BRISTOL-MYERS | 0 | 31,000 | 31,000 | 0.01% | $31.15K |
| ENERGY TRANS | 0 | 31,000 | 31,000 | 0.01% | $30.96K |
| VIRGINIA EL&PWR | 0 | 31,000 | 31,000 | 0.01% | $30.41K |
| AGCO CORP | 0 | 29,000 | 29,000 | 0.01% | $29.14K |
| BRISTOL-MYERS | 0 | 29,000 | 29,000 | 0.01% | $29.07K |
| TRUIST FINANCIAL | 0 | 29,000 | 29,000 | 0.01% | $28.97K |
| REGENCY CENTERS | 0 | 29,000 | 29,000 | 0.01% | $28.90K |
| BANK OF NY MELLO | 0 | 29,000 | 29,000 | 0.01% | $28.88K |
| CISCO SYSTEMS | 0 | 27,000 | 27,000 | 0.01% | $27.74K |
| MARRIOTT INTL | 0 | 28,000 | 28,000 | 0.01% | $27.73K |
| Alexandria Real Estate Equities, Inc. | 0 | 28,000 | 28,000 | 0.01% | $27.49K |
| MORGAN STANLEY | 0 | 27,000 | 27,000 | 0.01% | $27.25K |
| MORGAN STANLEY | 0 | 27,000 | 27,000 | 0.01% | $27.03K |
| WELLS FARGO CO | 0 | 27,000 | 27,000 | 0.01% | $26.95K |
| Northern Natural Gas Co. | 0 | 26,000 | 26,000 | 0.01% | $26.50K |
| Alimentation Couche-Tard, Inc. | 0 | 26,000 | 26,000 | 0.01% | $26.27K |
| JPMORGAN CHASE | 0 | 24,000 | 24,000 | 0.01% | $23.91K |
| APOLLO DEBT SOLU | 0 | 23,000 | 23,000 | 0.01% | $23.24K |
| BAT CAPITAL CORP | 0 | 18,000 | 18,000 | 0.01% | $18.24K |
| JPMORGAN CHASE | 0 | 18,000 | 18,000 | 0.01% | $18.08K |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 01/54 5.664 | 0 | 17,000 | 17,000 | 0.01% | $16.93K |
| KITE REALTY GRP | 0 | 15,000 | 15,000 | 0.01% | $14.91K |
| ROYAL BK CANADA | 0 | 14,000 | 14,000 | 0.01% | $14.04K |
| CARRIER GLOBAL | 0 | 12,000 | 12,000 | 0.01% | $12.62K |
| CHENIERE ENERGYP | 0 | 12,000 | 12,000 | 0.01% | $12.28K |
| FIFTH THIRD BANC | 0 | 11,000 | 11,000 | 0.00% | $11.02K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 0 | 9,000 | 9,000 | 0.00% | $9.01K |
| REALTY INCOME | 0 | 3,000 | 3,000 | 0.00% | $2.84K |
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 2 1/26 | 7,935,458 | 0 | -7,935,458 | 0.00% | -$6.49M |
| US TREASURY N/B | 5,794,000 | 0 | -5,794,000 | 0.00% | -$6.08M |
| FNCL 6 1/26 | 5,142,936 | 0 | -5,142,936 | 0.00% | -$5.22M |
| FNCL 5 1/26 | 5,082,000 | 0 | -5,082,000 | 0.00% | -$5.03M |
| US TREASURY N/B | 4,915,400 | 0 | -4,915,400 | 0.00% | -$4.97M |
| Government National Mortgage Association, TBA | 4,465,000 | 0 | -4,465,000 | 0.00% | -$3.91M |
| FNCL 5.5 1/26 | 3,800,000 | 0 | -3,800,000 | 0.00% | -$3.82M |
| US TREASURY N/B | 3,205,300 | 0 | -3,205,300 | 0.00% | -$3.24M |
| FNCL 3.5 1/26 | 2,800,000 | 0 | -2,800,000 | 0.00% | -$2.57M |
| G2SF 4.5 1/26 | 2,206,000 | 0 | -2,206,000 | 0.00% | -$2.15M |
| US TREASURY N/B | 1,689,600 | 0 | -1,689,600 | 0.00% | -$1.73M |
| G2SF 5.5 1/25 | 1,715,000 | 0 | -1,715,000 | 0.00% | -$1.73M |
| BOEING CO/THE | 4,372 | 0 | -4,372 | 0.00% | -$1.14M |
| FNCL 4.5 1/26 | 1,039,000 | 0 | -1,039,000 | 0.00% | -$1.01M |
| FNCL 4 1/26 | 1,039,000 | 0 | -1,039,000 | 0.00% | -$982.79K |
| PEPSICO INC | 5,112 | 0 | -5,112 | 0.00% | -$868.22K |
| MOTOROLA SOLUTIONS INC | 2,711 | 0 | -2,711 | 0.00% | -$848.79K |
| VULCAN MATERIALS CO | 3,592 | 0 | -3,592 | 0.00% | -$815.42K |
| ARM HOLDINGS LTD | 10,765 | 0 | -10,765 | 0.00% | -$808.94K |
| DEUTSCHE TELEKOM | 32,795 | 0 | -32,795 | 0.00% | -$788.50K |
| US TREASURY N/B | 765,600 | 0 | -765,600 | 0.00% | -$787.43K |
| WEC ENERGY GROUP INC | 9,066 | 0 | -9,066 | 0.00% | -$763.09K |
| US TREASURY N/B | 703,700 | 0 | -703,700 | 0.00% | -$755.05K |
| US TREASURY N/B | 596,000 | 0 | -596,000 | 0.00% | -$601.91K |
| COCA COLA CONSOLIDATED INC | 564 | 0 | -564 | 0.00% | -$523.62K |
| CarMax Auto Owner Trust, Series 2022-4, Class A4 | 450,000 | 0 | -450,000 | 0.00% | -$458.39K |
| ACADIA HEALTHCARE CO INC | 4,991 | 0 | -4,991 | 0.00% | -$388.10K |
| Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1 | 339,000 | 0 | -339,000 | 0.00% | -$339.44K |
| Qdoba Funding LLC, Series 2023-1A, Class A2 | 303,000 | 0 | -303,000 | 0.00% | -$312.50K |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A | 342,125 | 0 | -342,125 | 0.00% | -$297.78K |
| SUMITOMO MITSUI | 235,000 | 0 | -235,000 | 0.00% | -$251.28K |
| ISPIM 7.8 11/28/53 144A | 214,000 | 0 | -214,000 | 0.00% | -$235.17K |
| INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 | 200,000 | 0 | -200,000 | 0.00% | -$213.34K |
| BANCO SANTANDER | 200,000 | 0 | -200,000 | 0.00% | -$213.10K |
| MITSUB UFJ FIN | 200,000 | 0 | -200,000 | 0.00% | -$203.16K |
| OCTAGON INVT PARTNERS 31 LTD / OCTAGON INVT PARTNERS 31 LLC TSFR3M+131.161 07/20/2030 144A | 201,663 | 0 | -201,663 | 0.00% | -$201.79K |
| CONCENTRIX CORP | 184,000 | 0 | -184,000 | 0.00% | -$189.38K |
| WFRBS 2014-LC14 AS | 165,000 | 0 | -165,000 | 0.00% | -$163.86K |
| HUNTINGTON BANCS | 155,000 | 0 | -155,000 | 0.00% | -$159.92K |
| CHARLES SCHWAB | 140,000 | 0 | -140,000 | 0.00% | -$146.89K |
| JPMORGAN CHASE | 144,000 | 0 | -144,000 | 0.00% | -$146.14K |
| COMM Mortgage Trust, Series 2014-LC15, Class AM | 140,000 | 0 | -140,000 | 0.00% | -$138.27K |
| UNTD AIR 23-1 A | 124,000 | 0 | -124,000 | 0.00% | -$126.23K |
| BANK OF AMER CRP | 113,000 | 0 | -113,000 | 0.00% | -$118.35K |
| TAPESTRY INC | 103,000 | 0 | -103,000 | 0.00% | -$108.11K |
| TAPESTRY INC | 100,000 | 0 | -100,000 | 0.00% | -$106.73K |
| PHILIP MORRIS IN | 104,000 | 0 | -104,000 | 0.00% | -$105.77K |
| PFIZER INVSTMNT | 87,000 | 0 | -87,000 | 0.00% | -$88.88K |
| ONCOR ELECTRIC D | 83,000 | 0 | -83,000 | 0.00% | -$88.48K |
| TAPESTRY INC | 82,000 | 0 | -82,000 | 0.00% | -$86.39K |
| HIGHWOODS REALTY LP SR UNSEC 7.65% 02-01-34 | 79,000 | 0 | -79,000 | 0.00% | -$85.31K |
| OPI 4 1/4 05/15/24 | 88,000 | 0 | -88,000 | 0.00% | -$83.46K |
| UNITED PARCEL | 76,000 | 0 | -76,000 | 0.00% | -$78.84K |
| ARTHUR J GALLAGH | 61,000 | 0 | -61,000 | 0.00% | -$66.75K |
| US TREASURY N/B | 57,000 | 0 | -57,000 | 0.00% | -$57.85K |
| HOME DEPOT INC | 55,000 | 0 | -55,000 | 0.00% | -$55.80K |
| STATE STREET CRP | 52,000 | 0 | -52,000 | 0.00% | -$52.41K |
| CARRIER GLOBAL | 39,000 | 0 | -39,000 | 0.00% | -$45.13K |
| AMGEN INC | 44,000 | 0 | -44,000 | 0.00% | -$45.13K |
| LOWE'S COS INC | 39,000 | 0 | -39,000 | 0.00% | -$40.09K |
| CARRIER GLOBAL | 37,000 | 0 | -37,000 | 0.00% | -$40.03K |
| AMGEN INC | 37,000 | 0 | -37,000 | 0.00% | -$38.26K |
| ERAC USA FINANCE | 34,000 | 0 | -34,000 | 0.00% | -$35.72K |
| CHENIERE ENERGYP | 34,000 | 0 | -34,000 | 0.00% | -$34.95K |
| MARRIOTT INTL | 30,000 | 0 | -30,000 | 0.00% | -$30.21K |
| PRINCIPAL FINL | 28,000 | 0 | -28,000 | 0.00% | -$28.67K |
| T-MOBILE USA INC | 28,000 | 0 | -28,000 | 0.00% | -$28.23K |
| STACR 14-DN3 M3 SOFR30A+411.448 8/24 | 26,266 | 0 | -26,266 | 0.00% | -$26.40K |
| TEXTRON INC | 22,000 | 0 | -22,000 | 0.00% | -$23.48K |
| VICI PROPERTIES LP / VICI NOTE CO INC 5.625% 05/01/2024 144A | 23,000 | 0 | -23,000 | 0.00% | -$22.94K |
| TRUIST FINANCIAL | 18,000 | 0 | -18,000 | 0.00% | -$17.44K |
| WFCM 2015-NXS1 ASB | 17,069 | 0 | -17,069 | 0.00% | -$17.00K |
| PIEDMONT HLTH | 23,000 | 0 | -23,000 | 0.00% | -$16.67K |
| BECTON DICKINSON | 16,000 | 0 | -16,000 | 0.00% | -$16.08K |
| ORACLE CORP | 16,000 | 0 | -16,000 | 0.00% | -$16.02K |
| CVS HEALTH CORP | 15,000 | 0 | -15,000 | 0.00% | -$15.80K |
| US BANCORP | 13,000 | 0 | -13,000 | 0.00% | -$13.40K |
| BPLN V4.875 PERP | 13,000 | 0 | -13,000 | 0.00% | -$12.39K |
| Goldman Sachs Group, Inc. | 11,000 | 0 | -11,000 | 0.00% | -$11.00K |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KC02, Class X1, IO | 3,951,464 | 0 | -3,951,464 | 0.00% | -$10.95K |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM VARIABLE RATE 02/01/2024 | 7,000 | 0 | -7,000 | 0.00% | -$7.00K |
| MORGAN STANLEY SR UNSECURED 01/25 VAR | 7,000 | 0 | -7,000 | 0.00% | -$6.99K |
| PRUDENTIAL FIN | 7,000 | 0 | -7,000 | 0.00% | -$6.98K |
| LOCKHEED MARTIN | 6,000 | 0 | -6,000 | 0.00% | -$6.05K |
| SPIRIT REALTY LP | 6,000 | 0 | -6,000 | 0.00% | -$5.68K |
| SEE 1.573 10/15/26 144A | 6,000 | 0 | -6,000 | 0.00% | -$5.41K |
| US TREASURY N/B | 2,000 | 0 | -2,000 | 0.00% | -$1.85K |
| COLT Mortgage Loan Trust, Series 2020-2, Class A1 | 1,385 | 0 | -1,385 | 0.00% | -$1.38K |
| Fannie Mae REMICs | 40 | 0 | -40 | 0.00% | -$40 |
| Government National Mortgage Association | 29 | 0 | -29 | 0.00% | -$29 |
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Invesco Private Prime Fund | 3,755,188 | 7,551,056 | 3,795,868 | 3.41% | $3.80M |
| ALPHABET INC CL A | 24,497 | 27,162 | 2,665 | 1.85% | $677.57K |
| Invesco Private Government Fund | 1,460,352 | 3,887,661 | 2,427,309 | 1.75% | $2.43M |
| VERIZON COMMUNICATIONS INC | 27,184 | 35,934 | 8,750 | 0.68% | $482.95K |
| AMERICAN INTERNATIONAL GROUP | 11,989 | 16,066 | 4,077 | 0.57% | $443.62K |
| TEXAS INSTRUMENTS INC | 5,311 | 6,212 | 901 | 0.49% | $176.88K |
| EMERSON ELECTRIC CO | 6,851 | 8,928 | 2,077 | 0.46% | $345.81K |
| MORGAN STANLEY | 9,124 | 10,660 | 1,536 | 0.45% | $152.93K |
| LOWES COS INC | 2,699 | 3,800 | 1,101 | 0.44% | $367.31K |
| PHILIP MORRIS INTL INC | 9,116 | 10,470 | 1,354 | 0.43% | $101.63K |
| PAYLOCITY HOLDING CORP | 3,499 | 3,799 | 300 | 0.29% | $76.09K |
| BELLRING BRANDS INC | 9,335 | 10,348 | 1,013 | 0.28% | $93.40K |
| HUNTINGTON INGALLS INDUSTRIES INC | 1,575 | 1,930 | 355 | 0.25% | $153.60K |
| EXELON CO | 24,000 | 53,000 | 29,000 | 0.02% | $28.49K |
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MICROSOFT CORP | 16,606 | 16,228 | -378 | 3.08% | $582.92K |
| NVIDIA CORP | 6,067 | 5,993 | -74 | 2.44% | $2.41M |
| AMAZON.COM INC | 26,550 | 24,610 | -1,940 | 2.00% | $405.14K |
| META PLATFORMS INC CL A | 7,288 | 6,703 | -585 | 1.47% | $675.18K |
| LILLY ELI and CO | 2,416 | 2,118 | -298 | 0.74% | $239.38K |
| APPLIED MATERIALS INC | 6,548 | 6,115 | -433 | 0.57% | $199.86K |
| HOWMET AEROSPACE INC | 15,298 | 13,712 | -1,586 | 0.42% | $110.38K |
| CONSTELLATION BRANDS INC CL A | 4,147 | 3,352 | -795 | 0.41% | -$91.60K |
| BOSTON SCIENTIFIC CORP | 13,804 | 12,885 | -919 | 0.40% | $84.48K |
| LONZA GROUP -REG | 1,531 | 1,411 | -120 | 0.38% | $197.76K |
| HARTFORD INSURANCE GROUP INC/THE | 10,592 | 7,417 | -3,175 | 0.34% | -$87.06K |
| UNITED PARCEL SERVICE INC CL B | 5,605 | 4,995 | -610 | 0.34% | -$138.87K |
| EQUITABLE HOLDINGS INC | 20,648 | 17,316 | -3,332 | 0.30% | -$29.40K |
| ASTRAZENECA PLC SPONS ADR | 10,595 | 8,574 | -2,021 | 0.26% | -$132.68K |
| Federal National Mortgage Association | 556,984 | 548,065 | -8,919 | 0.23% | -$18.88K |
| FREDDIE MAC POOL 5.50% | 378,543 | 371,285 | -7,258 | 0.17% | -$10.22K |
| PIEDMONT OPERAT | 661,000 | 323,000 | -338,000 | 0.16% | -$354.45K |
| PRKCM Trust, Series 2023-AFC4, Class A1 | 304,641 | 296,142 | -8,498 | 0.14% | -$11.19K |
| OBX Trust, Series 2022-NQM8, Class A1 | 309,427 | 300,214 | -9,213 | 0.14% | -$11.32K |
| Flagstar Mortgage Trust, Series 2021-11IN, Class A6 | 288,129 | 281,349 | -6,781 | 0.11% | -$6.31K |
| Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR | 250,078 | 240,439 | -9,638 | 0.11% | -$9.48K |
| OCP CLO 2017-13 Ltd | 242,676 | 235,582 | -7,094 | 0.11% | -$6.97K |
| SG Residential Mortgage Trust, Series 2022-1, Class A1 | 260,735 | 256,596 | -4,139 | 0.11% | -$2.01K |
| Corebridge Global Funding | 286,000 | 223,000 | -63,000 | 0.10% | -$63.17K |
| CEDF 2018-9A A1 | 245,907 | 218,124 | -27,784 | 0.10% | -$27.86K |
| CSMC Trust, Series 2022-ATH2, Class A1 | 226,701 | 219,082 | -7,619 | 0.10% | -$8.89K |
| Ellington Financial Mortgage Trust, Series 2022-3, Class A1 | 216,281 | 212,397 | -3,884 | 0.09% | -$5.95K |
| Tricon American Homes Trust, Series 2020-SFR2, Class A | 239,678 | 236,185 | -3,492 | 0.09% | -$2.00K |
| COLT Mortgage Loan Trust, Series 2022-3, Class A1 | 219,883 | 214,022 | -5,861 | 0.09% | -$4.71K |
| Progress Residential Trust, Series 2022-SFR5, Class A | 207,216 | 206,943 | -274 | 0.09% | $1.08K |
| Federal National Mortgage Assoc. | 202,396 | 191,953 | -10,443 | 0.09% | -$10.07K |
| AOMT 2022-1 A1 | 218,821 | 215,240 | -3,582 | 0.09% | -$2.75K |
| Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2 | 233,994 | 229,038 | -4,956 | 0.08% | -$8.13K |
| Starwood Mortgage Residential Trust, Series 2021-6, Class A1 | 218,697 | 212,092 | -6,605 | 0.08% | -$2.65K |
| J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1 | 204,631 | 201,565 | -3,066 | 0.08% | -$2.45K |
| OBX Trust | 184,270 | 180,769 | -3,501 | 0.07% | $1.21K |
| Race Point VIII CLO Ltd., Series 2013-8A, Class AR2 | 184,884 | 160,333 | -24,552 | 0.07% | -$24.76K |
| OCEANVIEW MORTGAGE TRUST BVINV 2021 5 A1 144A | 191,766 | 187,705 | -4,062 | 0.07% | -$6.84K |
| Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3 | 182,066 | 179,927 | -2,139 | 0.07% | -$4.83K |
| Verus Securitization Trust, Series 2021-7, Class A1 | 175,981 | 172,345 | -3,636 | 0.07% | -$3.67K |
| Pacific Life Global Funding II | 328,000 | 148,000 | -180,000 | 0.07% | -$179.94K |
| VERUS SECURITIZATION TRUST VERUS 2022 3 A1 144A | 163,073 | 158,424 | -4,649 | 0.07% | -$3.49K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A | 180,494 | 177,665 | -2,828 | 0.07% | -$683 |
| Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3 | 183,347 | 181,987 | -1,360 | 0.07% | -$4.33K |
| Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4 | 182,066 | 179,927 | -2,139 | 0.07% | -$4.71K |
| Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8 | 168,088 | 165,236 | -2,852 | 0.07% | -$2.73K |
| CHARTER COMM OPT | 247,000 | 142,000 | -105,000 | 0.06% | -$109.44K |
| CSMC 2022-ATH1 A1A | 152,499 | 150,710 | -1,790 | 0.06% | -$2.32K |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A | 143,449 | 134,949 | -8,500 | 0.06% | -$8.07K |
| Starwood Mortgage Residential Trust, Series 2022-1, Class A1 | 159,958 | 156,113 | -3,845 | 0.06% | -$2.77K |
| GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6 | 152,373 | 150,205 | -2,168 | 0.06% | -$2.12K |
| TMCL 2021-2A A 4/46 | 149,467 | 145,667 | -3,800 | 0.06% | -$2.88K |
| ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A | 151,383 | 149,424 | -1,959 | 0.06% | -$1.65K |
| NRZT 2022-NQM2 A1 | 140,570 | 138,379 | -2,191 | 0.06% | -$2.88K |
| MFRA 2021-INV2 A1 | 147,026 | 143,137 | -3,889 | 0.06% | -$1.32K |
| RUN Trust, Series 2022-NQM1, Class A1 | 125,108 | 122,733 | -2,375 | 0.05% | -$1.71K |
| COLT Mortgage Loan Trust, Series 2022-2, Class A1 | 128,963 | 125,553 | -3,411 | 0.05% | -$3.04K |
| Oceanview Mortgage Trust, Series 2021-3, Class A5 | 132,359 | 130,055 | -2,304 | 0.05% | -$2.24K |
| Verus Securitization Trust, Series 2022-1, Class A1 | 121,033 | 119,177 | -1,856 | 0.05% | -$1.10K |
| BX TRUST BX 2021 ACNT A 144A | 110,000 | 108,343 | -1,657 | 0.05% | -$1.21K |
| COLT Mortgage Loan Trust, Series 2022-1, Class A1 | 124,834 | 122,531 | -2,303 | 0.05% | -$2.27K |
| VERUS SECURITIZATION TRUST VERUS 2022 INV2 A1 144A | 107,758 | 103,721 | -4,037 | 0.05% | -$5.03K |
| WESTPAC BANKING | 279,000 | 95,000 | -184,000 | 0.05% | -$199.98K |
| Fannie Mae 03/25/2042 VAR% 144A | 107,910 | 102,108 | -5,802 | 0.05% | -$5.63K |
| Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4 | 119,448 | 117,770 | -1,678 | 0.05% | -$1.65K |
| SG Residential Mortgage Trust, Series 2022-1, Class A2 | 114,900 | 113,076 | -1,824 | 0.05% | -$475 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A | 110,892 | 107,917 | -2,975 | 0.05% | -$1.36K |
| Progress Residential Trust, Series 2021-SFR10, Class A | 113,550 | 112,615 | -935 | 0.05% | $1.45K |
| Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4 | 116,466 | 114,109 | -2,357 | 0.04% | -$2.23K |
| AOMT 2021-7 A1 | 119,005 | 117,200 | -1,805 | 0.04% | -$2.57K |
| EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A | 98,011 | 95,997 | -2,014 | 0.04% | -$503 |
| Ellington Financial Mortgage Trust, Series 2022-1, Class A1 | 116,218 | 112,446 | -3,772 | 0.04% | -$2.17K |
| STATE STREET CRP | 212,000 | 93,000 | -119,000 | 0.04% | -$123.79K |
| Morgan Stanley Re-REMIC Trust, Series 2012-R3, Class 1B | 111,386 | 109,905 | -1,481 | 0.04% | $4.31K |
| FNMA, REMIC, Series 2005-31, Class PB | 95,796 | 91,334 | -4,462 | 0.04% | -$4.98K |
| AOMT 2023-6 A1 144A 6.5% 12-25-67 | 92,687 | 90,303 | -2,384 | 0.04% | -$2.28K |
| Verus Securitization Trust, Series 2022-7, Class A1 | 87,056 | 85,649 | -1,407 | 0.04% | -$2.16K |
| Sonic Capital LLC, Series 2021-1A, Class A2I | 97,750 | 97,500 | -250 | 0.04% | $853 |
| WELLS FARGO CO | 220,000 | 75,000 | -145,000 | 0.04% | -$158.98K |
| Sonic Capital LLC, Series 2021-1A, Class A2II | 97,750 | 97,500 | -250 | 0.04% | $1.03K |
| CATERPILLAR FINL | 173,000 | 79,000 | -94,000 | 0.04% | -$95.25K |
| Bear Stearns ARM Trust, Series 2005-9, Class A1 | 83,294 | 82,027 | -1,266 | 0.03% | -$1.82K |
| STAR Trust, Series 2021-1, Class A1 | 89,375 | 86,139 | -3,236 | 0.03% | -$3.91K |
| Angel Oak Mortgage Trust, Series 2020-3, Class A1 | 82,927 | 80,568 | -2,359 | 0.03% | -$2.68K |
| FNMA Connecticut Avenue Securities Trust, Series 2023-R02, Class 1M1 | 73,713 | 71,147 | -2,566 | 0.03% | -$2.63K |
| COLT Mortgage Loan Trust, Series 2021-5, Class A1 | 85,515 | 82,727 | -2,788 | 0.03% | -$1.78K |
| Freddie Mac Gold Pool | 68,844 | 66,702 | -2,142 | 0.03% | -$2.82K |
| JPM V6.254 10/23/34 | 189,000 | 63,000 | -126,000 | 0.03% | -$137.65K |
| STACR 2022-DNA6 M1A 144A FRN 09-25-42 | 68,966 | 63,887 | -5,079 | 0.03% | -$4.92K |
| Flagstar Mortgage Trust, Series 2021-8INV, Class A6 | 75,849 | 74,069 | -1,781 | 0.03% | -$1.64K |
| MCDONALD'S CORP | 165,000 | 63,000 | -102,000 | 0.03% | -$104.76K |
| COREBRIDGE FIN | 179,000 | 61,000 | -118,000 | 0.03% | -$120.83K |
| CHARTER COMM OPT | 178,000 | 60,000 | -118,000 | 0.03% | -$126.25K |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO | 1,589,986 | 1,588,165 | -1,821 | 0.03% | -$3.64K |
| STACR 2023-DNA1 M1A | 61,098 | 58,706 | -2,391 | 0.03% | -$2.18K |
| AMERIPRISE FINL | 134,000 | 58,000 | -76,000 | 0.03% | -$80.68K |
| PNC FINANCIAL | 128,000 | 58,000 | -70,000 | 0.03% | -$73.10K |
| Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1 | 65,429 | 60,691 | -4,738 | 0.03% | -$5.62K |
| HUMANA INC | 162,000 | 55,000 | -107,000 | 0.03% | -$116.33K |
| STATE STREET CRP | 156,000 | 53,000 | -103,000 | 0.02% | -$110.40K |
| Fiserv, Inc. | 111,000 | 54,000 | -57,000 | 0.02% | -$59.70K |
| VERALTO CORP | 120,000 | 54,000 | -66,000 | 0.02% | -$67.36K |
| CHARLES SCHWAB | 152,000 | 51,000 | -101,000 | 0.02% | -$107.04K |
| Pacific Life Global Funding II | 113,000 | 53,000 | -60,000 | 0.02% | -$59.93K |
| APOLLO GLOBAL | 114,000 | 49,000 | -65,000 | 0.02% | -$70.14K |
| POLARIS INC SR NT 6.95%, DUE 03/15/2029 | 195,000 | 49,000 | -146,000 | 0.02% | -$155.45K |
| Bank, Series 2019-BN16, Class XA | 1,497,554 | 1,492,623 | -4,932 | 0.02% | -$1.93K |
| BHP FINANCE USA | 154,000 | 51,000 | -103,000 | 0.02% | -$108.16K |
| PUBLIC SERVICE | 133,000 | 50,000 | -83,000 | 0.02% | -$87.97K |
| BANK OF AMER CRP | 149,000 | 50,000 | -99,000 | 0.02% | -$102.62K |
| Aviation Capital Group LLC | 126,000 | 49,000 | -77,000 | 0.02% | -$80.57K |
| ENERGY TRANS | 112,000 | 50,000 | -62,000 | 0.02% | -$64.20K |
| Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA | 1,814,714 | 1,808,560 | -6,154 | 0.02% | -$3.80K |
| WELLS FARGO CO | 150,000 | 50,000 | -100,000 | 0.02% | -$102.58K |
| VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A | 58,171 | 54,550 | -3,621 | 0.02% | -$3.36K |
| GENUINE PARTS CO | 128,000 | 43,000 | -85,000 | 0.02% | -$94.59K |
| HOME DEPOT INC | 137,000 | 47,000 | -90,000 | 0.02% | -$93.34K |
| US ULTRA BOND CBT Sep25 | 68 | -5 | -73 | 0.02% | -$202.62K |
| MCDONALD'S CORP | 137,000 | 47,000 | -90,000 | 0.02% | -$93.79K |
| Enbridge Inc., Series NC5 | 121,000 | 45,000 | -76,000 | 0.02% | -$78.21K |
| WILLIAMS COS INC | 119,000 | 46,000 | -73,000 | 0.02% | -$75.48K |
| REPUBLIC SVCS | 134,000 | 46,000 | -88,000 | 0.02% | -$90.51K |
| BHP FINANCE USA | 117,000 | 45,000 | -72,000 | 0.02% | -$74.65K |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/31 5.75 | 127,000 | 43,000 | -84,000 | 0.02% | -$90.89K |
| AvalonBay Communities, Inc. | 129,000 | 44,000 | -85,000 | 0.02% | -$89.75K |
| VERALTO CORP | 113,000 | 43,000 | -70,000 | 0.02% | -$72.15K |
| Verus Securitization Trust, Series 2020-1, Class A2 | 49,382 | 44,962 | -4,419 | 0.02% | -$4.31K |
| TAPESTRY INC | 91,000 | 42,000 | -49,000 | 0.02% | -$50.18K |
| RTX CORP | 117,000 | 40,000 | -77,000 | 0.02% | -$84.25K |
| JPMORGAN CHASE | 122,000 | 41,000 | -81,000 | 0.02% | -$85.70K |
| REPUBLIC SVCS | 125,000 | 42,000 | -83,000 | 0.02% | -$85.95K |
| Element Fleet Management Corp. | 119,000 | 40,000 | -79,000 | 0.02% | -$81.71K |
| ONEOK INC | 107,000 | 37,000 | -70,000 | 0.02% | -$79.08K |
| PNC FINANCIAL | 107,000 | 37,000 | -70,000 | 0.02% | -$78.29K |
| AMER ELEC PWR | 121,000 | 40,000 | -81,000 | 0.02% | -$82.59K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4 | 72,870 | 71,637 | -1,232 | 0.02% | -$1.84K |
| AOMT 2021-3 A1 | 47,934 | 46,414 | -1,520 | 0.02% | -$882 |
| PHILIP MORRIS IN | 97,000 | 38,000 | -59,000 | 0.02% | -$61.39K |
| CSMC Mortgage-Backed Trust, Series 2006-6, Class 1A4 | 80,043 | 79,860 | -183 | 0.02% | -$1.19K |
| Exeter Automobile Receivables Trust, Series 2019-4A, Class D | 61,805 | 38,245 | -23,560 | 0.02% | -$23.15K |
| Federal National Mortgage Association | 37,646 | 36,598 | -1,048 | 0.02% | -$1.41K |
| MORGAN STANLEY | 105,000 | 36,000 | -69,000 | 0.02% | -$73.59K |
| CSMC 2021-NQM2 SER 2021-NQM2 CL A1 V/R REGD 144A P/P 1.17900000 | 42,818 | 42,046 | -772 | 0.02% | -$81 |
| Visio Trust, Series 2020-1R, Class A1 | 40,927 | 38,253 | -2,674 | 0.02% | -$1.34K |
| T-MOBILE USA INC | 100,000 | 34,000 | -66,000 | 0.02% | -$70.68K |
| CAPITAL ONE FINL | 76,000 | 34,000 | -42,000 | 0.02% | -$43.55K |
| BLACK HILLS CORP | 100,000 | 34,000 | -66,000 | 0.02% | -$69.15K |
| PHILIP MORRIS IN | 92,000 | 35,000 | -57,000 | 0.02% | -$58.11K |
| INTUIT INC | 100,000 | 34,000 | -66,000 | 0.02% | -$70.10K |
| American Airlines Pass-Through Trust, Series B | 75,530 | 37,195 | -38,335 | 0.02% | -$32.92K |
| Verus Securitization Trust, Series 2021-1, Class A1B | 41,554 | 39,010 | -2,544 | 0.02% | -$1.50K |
| WFRBS 2013-C14 AS | 41,192 | 36,091 | -5,101 | 0.02% | -$3.83K |
| GILEAD SCIENCES | 98,000 | 33,000 | -65,000 | 0.02% | -$68.49K |
| BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1 | 37,299 | 34,778 | -2,521 | 0.01% | -$2.34K |
| RTX CORP | 93,000 | 31,000 | -62,000 | 0.01% | -$65.17K |
| VERUS SECURITIZATION TRUST VERUS 2020 1 A1 144A | 36,973 | 33,524 | -3,449 | 0.01% | -$3.35K |
| CAPITAL ONE FINL | 87,000 | 29,000 | -58,000 | 0.01% | -$63.63K |
| RYDER SYSTEM INC | 89,000 | 29,000 | -60,000 | 0.01% | -$67.27K |
| NORFOLK SOUTHERN | 87,000 | 29,000 | -58,000 | 0.01% | -$66.20K |
| CON EDISON CO | 89,000 | 29,000 | -60,000 | 0.01% | -$67.11K |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO | 1,974,158 | 1,966,404 | -7,754 | 0.01% | -$4.43K |
| MORGAN STANLEY | 92,000 | 31,000 | -61,000 | 0.01% | -$61.27K |
| Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3 | 34,836 | 33,911 | -926 | 0.01% | -$1.08K |
| WELLS FARGO CO | 85,000 | 29,000 | -56,000 | 0.01% | -$59.42K |
| MORGAN STANLEY | 89,000 | 30,000 | -59,000 | 0.01% | -$59.58K |
| COREBRIDGE FIN | 90,000 | 29,000 | -61,000 | 0.01% | -$63.95K |
| PHILIP MORRIS IN | 86,000 | 29,000 | -57,000 | 0.01% | -$60.19K |
| BHP FINANCE USA | 87,000 | 29,000 | -58,000 | 0.01% | -$60.68K |
| CITIGROUP INC | 87,000 | 29,000 | -58,000 | 0.01% | -$60.59K |
| PUBLIC SERVICE | 84,000 | 28,000 | -56,000 | 0.01% | -$60.95K |
| PNC FINANCIAL | 86,000 | 29,000 | -57,000 | 0.01% | -$58.53K |
| UBS Commercial Mortgage Trust, Series 2017-C5, Class XA | 1,165,035 | 1,159,581 | -5,454 | 0.01% | -$844 |
| FISERV INC | 85,000 | 28,000 | -57,000 | 0.01% | -$60.47K |
| JPMORGAN CHASE | 85,000 | 28,000 | -57,000 | 0.01% | -$58.08K |
| AMGEN INC | 59,000 | 28,000 | -31,000 | 0.01% | -$31.23K |
| Vistra Operations Co. LLC | 78,000 | 26,000 | -52,000 | 0.01% | -$54.41K |
| TRUIST FINANCIAL | 76,000 | 26,000 | -50,000 | 0.01% | -$54.40K |
| MARSH & MCLENNAN | 82,000 | 27,000 | -55,000 | 0.01% | -$58.68K |
| PROLOGIS LP | 85,000 | 28,000 | -57,000 | 0.01% | -$61.29K |
| GENUINE PARTS CO | 70,000 | 26,000 | -44,000 | 0.01% | -$46.91K |
| ONEOK INC | 76,000 | 26,000 | -50,000 | 0.01% | -$53.43K |
| BANK OF AMER CRP | 81,000 | 27,000 | -54,000 | 0.01% | -$54.52K |
| CSMC 2021-NQM1 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 0.80900000 | 33,323 | 31,686 | -1,637 | 0.01% | -$1.58K |
| JOHN DEERE CAP | 81,000 | 27,000 | -54,000 | 0.01% | -$55.49K |
| ONEOK INC | 77,000 | 26,000 | -51,000 | 0.01% | -$53.29K |
| BRISTOL-MYERS | 73,000 | 25,000 | -48,000 | 0.01% | -$52.84K |
| COREBRIDGE GF | 69,000 | 26,000 | -43,000 | 0.01% | -$44.53K |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA | 1,026,406 | 1,022,645 | -3,761 | 0.01% | -$1.73K |
| MERCK & CO INC | 82,000 | 27,000 | -55,000 | 0.01% | -$56.75K |
| PUBLIC STORAGE | 76,000 | 26,000 | -50,000 | 0.01% | -$52.61K |
| MARSH & MCLENNAN | 73,000 | 25,000 | -48,000 | 0.01% | -$53.52K |
| BANK OF AMER CRP | 77,000 | 26,000 | -51,000 | 0.01% | -$51.29K |
| LOWE'S COS INC | 72,000 | 24,000 | -48,000 | 0.01% | -$50.76K |
| Bear Stearns ARM Trust, Series 2006-1, Class A1 | 26,918 | 26,322 | -596 | 0.01% | -$754 |
| Fannie Mae REMICs, IO | 307,421 | 301,600 | -5,821 | 0.01% | -$1.32K |
| BRISTOL-MYERS | 65,000 | 21,000 | -44,000 | 0.01% | -$51.36K |
| GALLAGHER (ARTHUR J.) and CO 6.75% 02/15/2054 | 66,000 | 21,000 | -45,000 | 0.01% | -$53.34K |
| Ellington Financial Mortgage Trust, Series 2021-1, Class A1 | 28,754 | 28,014 | -740 | 0.01% | -$723 |
| Benchmark Mortgage Trust, Series 2018-B1, Class XA | 1,503,684 | 1,499,016 | -4,668 | 0.01% | -$1.67K |
| NORFOLK SOUTHERN | 70,000 | 22,000 | -48,000 | 0.01% | -$51.07K |
| Freddie Mac REMICs | 23,209 | 22,187 | -1,021 | 0.01% | -$1.14K |
| FNMA, REMIC, Series 2006-11, Class PS | 20,056 | 19,610 | -446 | 0.01% | -$1.51K |
| Quest Diagnostics Inc. | 61,000 | 21,000 | -40,000 | 0.01% | -$44.98K |
| Wells Fargo & Co. | 65,000 | 21,000 | -44,000 | 0.01% | -$45.87K |
| Avolon Holdings Funding Ltd. | 62,000 | 22,000 | -40,000 | 0.01% | -$40.81K |
| WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1 | 25,242 | 24,610 | -632 | 0.01% | -$520 |
| INTUIT INC | 62,000 | 21,000 | -41,000 | 0.01% | -$46.05K |
| CON EDISON CO | 63,000 | 21,000 | -42,000 | 0.01% | -$44.42K |
| AOMT 2020-1 A1 | 24,009 | 22,754 | -1,255 | 0.01% | -$974 |
| US BANCORP | 66,000 | 21,000 | -45,000 | 0.01% | -$46.70K |
| US BANCORP | 65,000 | 21,000 | -44,000 | 0.01% | -$45.45K |
| WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4 | 24,762 | 24,170 | -592 | 0.01% | -$1.13K |
| VERALTO CORP | 62,000 | 21,000 | -41,000 | 0.01% | -$42.99K |
| MORGAN STANLEY | 67,000 | 21,000 | -46,000 | 0.01% | -$46.96K |
| BLACKROCK INC | 66,000 | 21,000 | -45,000 | 0.01% | -$45.72K |
| Mars, Incorporated | 57,000 | 21,000 | -36,000 | 0.01% | -$36.54K |
| SAN DIEGO G & E | 60,000 | 21,000 | -39,000 | 0.01% | -$40.12K |
| PENSKE TRUCK LE | 53,000 | 20,000 | -33,000 | 0.01% | -$34.40K |
| PROLOGIS LP | 61,000 | 21,000 | -40,000 | 0.01% | -$41.27K |
| HUMANA INC | 53,000 | 20,000 | -33,000 | 0.01% | -$34.93K |
| AMERIPRISE FINL | 60,000 | 20,000 | -40,000 | 0.01% | -$41.65K |
| Mastercard Inc. | 60,000 | 20,000 | -40,000 | 0.01% | -$41.85K |
| JP MORGAN CH CMS 13-LC11 3.216% 04/15/2046 | 23,857 | 21,585 | -2,272 | 0.01% | -$2.01K |
| LXP INDUSTRIAL T | 41,000 | 19,000 | -22,000 | 0.01% | -$23.31K |
| A.P. Moller - Maersk A/S | 58,000 | 19,000 | -39,000 | 0.01% | -$41.01K |
| INGERSOLL RAND | 58,000 | 19,000 | -39,000 | 0.01% | -$41.89K |
| WALMART INC | 65,000 | 21,000 | -44,000 | 0.01% | -$43.80K |
| Fannie Mae REMICs, IO | 177,758 | 170,274 | -7,483 | 0.01% | -$1.32K |
| TRUIST FINANCIAL | 44,000 | 19,000 | -25,000 | 0.01% | -$25.54K |
| WELLS FARGO CO | 58,000 | 19,000 | -39,000 | 0.01% | -$40.03K |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.65 | 45,000 | 19,000 | -26,000 | 0.01% | -$26.25K |
| Goldman Sachs Group, Inc. (The) | 31,000 | 19,000 | -12,000 | 0.01% | -$11.66K |
| Government National Mortgage Association, IO | 129,893 | 125,719 | -4,174 | 0.01% | -$1.01K |
| Freddie Mac REMICs | 19,234 | 18,511 | -723 | 0.01% | -$681 |
| WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7 | 21,056 | 19,267 | -1,789 | 0.01% | -$1.71K |
| RTX CORP | 57,000 | 18,000 | -39,000 | 0.01% | -$40.07K |
| NORFOLK SOUTHERN | 56,000 | 18,000 | -38,000 | 0.01% | -$40.40K |
| ERAC USA FINANCE | 57,000 | 18,000 | -39,000 | 0.01% | -$39.30K |
| META PLATFORMS | 51,000 | 16,000 | -35,000 | 0.01% | -$38.73K |
| AUTOZONE INC | 39,000 | 17,000 | -22,000 | 0.01% | -$22.22K |
| UPMC | 47,000 | 17,000 | -30,000 | 0.01% | -$30.68K |
| Bristol-Myers Squibb Co. | 47,000 | 15,000 | -32,000 | 0.01% | -$36.92K |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO | 2,010,426 | 1,970,939 | -39,487 | 0.01% | -$2.89K |
| PFIZER INVSTMNT | 49,000 | 17,000 | -32,000 | 0.01% | -$32.38K |
| CONOCOPHIL CO | 50,000 | 16,000 | -34,000 | 0.01% | -$36.63K |
| CAPITAL ONE FINL | 51,000 | 16,000 | -35,000 | 0.01% | -$35.89K |
| CHARLES SCHWAB | 50,000 | 16,000 | -34,000 | 0.01% | -$35.24K |
| Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA | 614,256 | 612,688 | -1,568 | 0.01% | -$934 |
| CHARLES SCHWAB | 50,000 | 16,000 | -34,000 | 0.01% | -$35.07K |
| JPMorgan Mortgage Trust, Series 2007-A1, Class 5A1 | 17,298 | 16,650 | -648 | 0.01% | -$707 |
| Hyundai Capital America | 44,000 | 16,000 | -28,000 | 0.01% | -$28.50K |
| US BANCORP | 49,000 | 17,000 | -32,000 | 0.01% | -$30.81K |
| HCA INC | 50,000 | 16,000 | -34,000 | 0.01% | -$35.23K |
| JM SMUCKER CO | 47,000 | 15,000 | -32,000 | 0.01% | -$35.28K |
| CD Mortgage Trust, Series 2017-CD6, Class XA | 747,153 | 743,851 | -3,302 | 0.01% | -$1.74K |
| RTX CORP | 47,000 | 15,000 | -32,000 | 0.01% | -$34.31K |
| RMLT 2020-1 A1 | 17,085 | 16,236 | -849 | 0.01% | -$810 |
| BHP FINANCE USA | 47,000 | 15,000 | -32,000 | 0.01% | -$35.81K |
| AT&T INC | 47,000 | 15,000 | -32,000 | 0.01% | -$33.29K |
| TRUIST FINANCIAL | 48,000 | 15,000 | -33,000 | 0.01% | -$33.81K |
| First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A6 | 35,256 | 35,199 | -57 | 0.01% | -$233 |
| AMGEN INC | 41,000 | 15,000 | -26,000 | 0.01% | -$26.89K |
| AUTOZONE INC | 47,000 | 15,000 | -32,000 | 0.01% | -$32.83K |
| GOLDMAN SACHS GROUP INC (THE) FRN SOFR+92 10/21/2027 | 24,000 | 15,000 | -9,000 | 0.01% | -$8.58K |
| KENVUE INC | 47,000 | 15,000 | -32,000 | 0.01% | -$33.47K |
| KeyCorp | 25,000 | 15,000 | -10,000 | 0.01% | -$9.51K |
| Freddie Mac Gold Pool | 14,147 | 13,970 | -177 | 0.01% | -$194 |
| Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-26, Class 1A8 | 24,119 | 23,464 | -655 | 0.01% | -$791 |
| MCDONALD'S CORP | 42,000 | 14,000 | -28,000 | 0.01% | -$30.51K |
| NEXTERA ENERGY | 29,000 | 14,000 | -15,000 | 0.01% | -$15.22K |
| PATTERSON-UTI | 45,000 | 13,000 | -32,000 | 0.01% | -$33.73K |
| ERAC USA FIN LLC 4.6% 05/01/2028 144A | 40,000 | 14,000 | -26,000 | 0.01% | -$25.95K |
| CAPITAL ONE FINL | 44,000 | 13,000 | -31,000 | 0.01% | -$31.80K |
| Banc of America Funding Trust, Series 2007-1, Class 1A3 | 16,511 | 15,929 | -581 | 0.01% | -$654 |
| PUBLIC STORAGE | 45,000 | 13,000 | -32,000 | 0.01% | -$33.99K |
| PROLOGIS LP | 39,000 | 13,000 | -26,000 | 0.01% | -$26.51K |
| ST JOSEPH HLTH | 38,000 | 21,000 | -17,000 | 0.01% | -$10.18K |
| Government National Mortgage Association, IO | 111,479 | 107,095 | -4,384 | 0.01% | -$1.95K |
| MIDAMERICAN ENER | 41,000 | 12,000 | -29,000 | 0.01% | -$32.66K |
| ATMOS ENERGY COR | 42,000 | 12,000 | -30,000 | 0.01% | -$32.86K |
| NORDSON CORP | 43,000 | 12,000 | -31,000 | 0.01% | -$33.14K |
| RTX CORP | 137,000 | 11,000 | -126,000 | 0.01% | -$146.26K |
| Banc of America Mortgage Trust, Series 2004-E, Class 2A6 | 13,321 | 13,093 | -227 | 0.01% | -$251 |
| DOMINION ENERGY | 37,000 | 11,000 | -26,000 | 0.01% | -$30.44K |
| AMGEN INC | 41,000 | 12,000 | -29,000 | 0.01% | -$30.93K |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp. | 37,000 | 12,000 | -25,000 | 0.01% | -$25.46K |
| MORGAN STANLEY | 31,000 | 12,000 | -19,000 | 0.01% | -$19.50K |
| NVENT FINANCE | 39,000 | 12,000 | -27,000 | 0.01% | -$27.56K |
| CVS HEALTH CORP | 43,000 | 12,000 | -31,000 | 0.01% | -$32.11K |
| Fannie Mae REMICs, IO | 117,476 | 115,378 | -2,098 | 0.01% | -$1.79K |
| Goldman Sachs Group, Inc. (The) | 28,000 | 12,000 | -16,000 | 0.01% | -$15.61K |
| Federal National Mortgage Association | 13,807 | 11,766 | -2,041 | 0.01% | -$2.25K |
| BP CAP MKTS AMER | 34,000 | 12,000 | -22,000 | 0.01% | -$22.69K |
| PIEDMONT HLTH | 34,000 | 18,000 | -16,000 | 0.01% | -$10.91K |
| BANK OF NY MELLO | 30,000 | 12,000 | -18,000 | 0.01% | -$18.08K |
| GILEAD SCIENCES | 39,000 | 11,000 | -28,000 | 0.01% | -$30.90K |
| WILLIAMS COS INC | 39,000 | 11,000 | -28,000 | 0.01% | -$29.48K |
| ENBRIDGE INC | 37,000 | 11,000 | -26,000 | 0.01% | -$27.20K |
| KENVUE INC | 37,000 | 11,000 | -26,000 | 0.01% | -$27.10K |
| PIEDMONT NAT GAS | 36,000 | 11,000 | -25,000 | 0.01% | -$25.94K |
Top 300 of 649, by weight.
| Security | Shares Dec 2023 | Shares Mar 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| APPLE INC | 20,975 | 20,975 | 0 | 1.62% | -$441.52K |
| JPMORGAN CHASE and CO | 12,854 | 12,854 | 0 | 1.16% | $388.19K |
| EXXON MOBIL CORP | 15,633 | 15,633 | 0 | 0.82% | $254.19K |
| MERCK & CO | 10,731 | 10,731 | 0 | 0.64% | $246.06K |
| UNITEDHEALTH GRP | 2,861 | 2,861 | 0 | 0.64% | -$90.89K |
| PROCTER & GAMBLE | 8,096 | 8,096 | 0 | 0.59% | $127.19K |
| AMERICAN EXPRESS CO | 5,303 | 5,303 | 0 | 0.54% | $213.98K |
| FIRST INDUSTRIAL REALTY TRUST | 21,445 | 21,445 | 0 | 0.51% | -$2.79K |
| RAYMOND JAMES FINANCIAL INC. | 7,427 | 7,427 | 0 | 0.43% | $125.66K |
| ARTHUR J GALLAGHAR AND CO | 3,683 | 3,683 | 0 | 0.42% | $92.66K |
| ZIMMER BIOMET HO | 6,594 | 6,594 | 0 | 0.39% | $67.79K |
| SCHWAB CHARLES CORP | 11,603 | 11,603 | 0 | 0.38% | $41.07K |
| UNION PACIFIC CORP | 3,399 | 3,399 | 0 | 0.38% | $1.05K |
| GILEAD SCIENCES INC | 11,357 | 11,357 | 0 | 0.38% | -$88.13K |
| COMM Mortgage Trust, Series 2014-CR21, Class AM | 865,000 | 865,000 | 0 | 0.37% | $7.26K |
| M&T BANK CORP | 5,647 | 5,647 | 0 | 0.37% | $47.21K |
| PPG INDUSTRIES INC | 5,453 | 5,453 | 0 | 0.36% | -$25.36K |
| AUTODESK INC | 2,836 | 2,836 | 0 | 0.33% | $48.04K |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class AS | 720,000 | 720,000 | 0 | 0.32% | $2.28K |
| HUNTINGTON NATL | 700,000 | 700,000 | 0 | 0.31% | $4.48K |
| HUBBELL INC | 1,663 | 1,663 | 0 | 0.31% | $143.22K |
| CFD_EQS GOLDUS33 2256908 | 7,110 | 7,110 | 0 | 0.29% | $17.63K |
| MARATHON OIL CORP | 21,936 | 21,936 | 0 | 0.28% | $91.69K |
| MDPK 2021-48A A CLO 144A FRN 04-19-33 | 618,000 | 618,000 | 0 | 0.28% | -$277 |
| REGAL REXNORD CORP | 3,421 | 3,421 | 0 | 0.28% | $109.75K |
| TENET HEALTHCARE CORP | 5,651 | 5,651 | 0 | 0.27% | $166.93K |
| MITSUB UFJ FIN | 593,000 | 593,000 | 0 | 0.27% | $710 |
| DR HORTON INC | 3,494 | 3,494 | 0 | 0.26% | $43.92K |
| SILGAN HOLDINGS INC | 11,700 | 11,700 | 0 | 0.26% | $38.73K |
| LINCOLN ELECTRIC HLDGS INC | 2,132 | 2,132 | 0 | 0.25% | $80.97K |
| AUTONATION INC | 3,271 | 3,271 | 0 | 0.24% | $50.37K |
| LKQ CORP | 10,011 | 10,011 | 0 | 0.24% | $56.26K |
| BIOGEN INC | 2,454 | 2,454 | 0 | 0.24% | -$105.87K |
| STARBUCKS CORP | 5,747 | 5,747 | 0 | 0.24% | -$26.55K |
| KEYSIGHT TECHNOLOGIES INC | 3,286 | 3,286 | 0 | 0.23% | -$8.91K |
| WELLS FARGO BANK | 506,000 | 506,000 | 0 | 0.23% | -$2.89K |
| MID AMERICA APT CMNTY INC | 3,839 | 3,839 | 0 | 0.23% | -$11.06K |
| CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3 | 571,000 | 571,000 | 0 | 0.22% | $2.16K |
| EXPAND ENERGY CORP | 5,418 | 5,418 | 0 | 0.22% | $64.42K |
| COMM 2014-UBS6 AM | 495,000 | 495,000 | 0 | 0.21% | $8.67K |
| AMEREN CORP | 6,370 | 6,370 | 0 | 0.21% | $10.32K |
| Goldman Sachs Group, Inc. (The), Series W | 437,000 | 437,000 | 0 | 0.21% | $7.41K |
| BANK OF AMERICA | 458,000 | 458,000 | 0 | 0.21% | -$3.86K |
| DEXCOM INC | 3,334 | 3,334 | 0 | 0.21% | $48.71K |
| WYNDHAM HOTELS and RESORTS INC | 5,899 | 5,899 | 0 | 0.20% | -$21.59K |
| TYLER TECHNOLOGIES INC | 1,046 | 1,046 | 0 | 0.20% | $7.21K |
| MAG Mutual Holding Co. | 509,000 | 509,000 | 0 | 0.20% | $33.71K |
| CMS ENERGY CORP | 7,292 | 7,292 | 0 | 0.20% | $16.55K |
| GITLAB INC-CL A | 7,399 | 7,399 | 0 | 0.19% | -$34.33K |
| Australia and New Zealand Banking Group Ltd. | 425,000 | 425,000 | 0 | 0.19% | -$587 |
| BCC 17-2 AR2 CLO 144A FRN (TSFR3M+144.16) 07-25-34 | 424,000 | 424,000 | 0 | 0.19% | $298 |
| APTIV PLC | 5,289 | 5,289 | 0 | 0.19% | -$53.26K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2022-1A, Class A | 415,000 | 415,000 | 0 | 0.18% | $2.05K |
| APA CORP | 11,566 | 11,566 | 0 | 0.18% | -$17.35K |
| ROCKWELL AUTOMATION INC | 1,317 | 1,317 | 0 | 0.17% | -$25.22K |
| OCP CLO Ltd., Series 2020-8RA, Class A1 | 366,000 | 366,000 | 0 | 0.17% | -$218 |
| CITIZENS BANK NA | 358,000 | 358,000 | 0 | 0.16% | $7.25K |
| MANUF & TRADERS | 359,000 | 359,000 | 0 | 0.16% | -$953 |
| JP MORGAN CHASE | 345,000 | 345,000 | 0 | 0.16% | -$2.15K |
| MOSAIC CO/THE | 10,526 | 10,526 | 0 | 0.15% | -$34.42K |
| Mitsubishi Ufj Financial Group, Inc. | 304,000 | 304,000 | 0 | 0.15% | -$1.82K |
| TESLA INC | 1,809 | 1,809 | 0 | 0.14% | -$131.50K |
| C V7.375 PERP Z | 304,000 | 304,000 | 0 | 0.14% | $8.41K |
| Apollo Global Management, Inc., Pfd. | 11,550 | 11,550 | 0 | 0.14% | -$11.78K |
| Citigroup Inc., Series AA | 287,000 | 287,000 | 0 | 0.14% | $8.26K |
| CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25 | 304,000 | 304,000 | 0 | 0.14% | $166 |
| Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A | 291,000 | 291,000 | 0 | 0.13% | $35 |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC | 280,000 | 280,000 | 0 | 0.12% | -$2.17K |
| Golub Capital Partners CLO 40B Ltd., Series 2019-40A, Class AR | 275,000 | 275,000 | 0 | 0.12% | $3.06K |
| HSBC HOLDINGS | 256,000 | 256,000 | 0 | 0.12% | -$1.49K |
| OHA Loan Funding Ltd., Series 2016-1A, Class AR | 272,907 | 272,907 | 0 | 0.12% | $7 |
| FOUNDRY JV HOLDC | 272,000 | 272,000 | 0 | 0.12% | -$6.98K |
| FYBR 2023-1 A2 144A 6.6% 08-20-53 | 266,934 | 266,934 | 0 | 0.12% | $3.95K |
| KKR FINANCIAL CLO LTD KKR 30A A1R 144A | 268,000 | 268,000 | 0 | 0.12% | -$197 |
| Bank of Nova Scotia (The) | 246,000 | 246,000 | 0 | 0.12% | $564 |
| TICP CLO XV Ltd., Series 2020-15A, Class A | 256,000 | 256,000 | 0 | 0.12% | $7 |
| MORGAN STANLEY B | 250,000 | 250,000 | 0 | 0.12% | -$2.28K |
| NATIONAL SECS CL | 250,000 | 250,000 | 0 | 0.11% | -$3.20K |
| BPCE SA REGD V/R 144A P/P 5.25206600 | 250,000 | 250,000 | 0 | 0.11% | $976 |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-40A, Class A | 250,000 | 250,000 | 0 | 0.11% | -$89 |
| AUST & NZ BK NY | 250,000 | 250,000 | 0 | 0.11% | -$1.57K |
| Symphony CLO XXII Ltd., Series 2020-22A, Class A1A | 250,000 | 250,000 | 0 | 0.11% | $120 |
| PNC BANK NA | 252,000 | 252,000 | 0 | 0.11% | $1.61K |
| SYNOVUS BANK GA | 250,000 | 250,000 | 0 | 0.11% | $2.52K |
| JPMBB Commercial Mortgage Securities Trust, Series 2014-C24, Class B | 270,000 | 270,000 | 0 | 0.11% | $8.96K |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2014-C20, Class AS | 245,000 | 245,000 | 0 | 0.11% | $2.32K |
| UBS V9.25 PERP 144A | 201,000 | 201,000 | 0 | 0.10% | $4.07K |
| SANTANDER UK GRP | 221,000 | 221,000 | 0 | 0.10% | -$483 |
| SANTAN 9 5/8 PERP | 200,000 | 200,000 | 0 | 0.10% | $1.79K |
| FORD MOTOR CRED | 204,000 | 204,000 | 0 | 0.10% | -$268 |
| MERCEDES-BNZ FIN | 217,000 | 217,000 | 0 | 0.10% | -$3.42K |
| UBS V9.25 PERP 144a | 200,000 | 200,000 | 0 | 0.10% | $940 |
| BANCO SANTANDER SA REGD V/R /PERP/ SER * 9.62500000 | 200,000 | 200,000 | 0 | 0.10% | -$802 |
| AMSR Trust, Series 2021-SFR3, Class B | 235,000 | 235,000 | 0 | 0.10% | $2.97K |
| BARCLAYS PLC | 200,000 | 200,000 | 0 | 0.10% | -$783 |
| TORONTO DOM BANK | 200,000 | 200,000 | 0 | 0.09% | $1.61K |
| UBS GROUP | 200,000 | 200,000 | 0 | 0.09% | -$2.40K |
| STANDARD CHARTERED PLC REGD V/R 144A P/P 6.29600000 | 200,000 | 200,000 | 0 | 0.09% | -$716 |
| FORD MOTOR CRED | 200,000 | 200,000 | 0 | 0.09% | -$525 |
| Life Mortgage Trust, Series 2021-BMR, Class B | 211,339 | 211,339 | 0 | 0.09% | $2.47K |
| BX 2021-VOLT A | 210,000 | 210,000 | 0 | 0.09% | $3.75K |
| Citigroup, Inc., Series U | 209,000 | 209,000 | 0 | 0.09% | $4.83K |
| GREENSAIF PIPELI | 200,000 | 200,000 | 0 | 0.09% | -$3.79K |
| SUMITOMO MITSUI TRUST BANK LTD 144A LIFE SR UNSEC 5.55% 09-14-28 | 203,000 | 203,000 | 0 | 0.09% | -$2.00K |
| Nationwide Building Society | 200,000 | 200,000 | 0 | 0.09% | -$1.90K |
| BANCO SANTANDER | 200,000 | 200,000 | 0 | 0.09% | -$1.74K |
| UBS AG LONDON | 200,000 | 200,000 | 0 | 0.09% | -$2.72K |
| BAYER US FIN LLC 6.375% 11/21/2030 144A | 200,000 | 200,000 | 0 | 0.09% | -$1.31K |
| MIZUHO FINANCIAL | 200,000 | 200,000 | 0 | 0.09% | -$1.40K |
| HSBC HOLDINGS | 205,000 | 205,000 | 0 | 0.09% | -$463 |
| Enel Finance International N.V. | 200,000 | 200,000 | 0 | 0.09% | -$1.06K |
| BAYER US FIN LLC 6.5% 11/21/2033 144A | 200,000 | 200,000 | 0 | 0.09% | -$3.22K |
| BAYER US FINANCE | 200,000 | 200,000 | 0 | 0.09% | -$1.01K |
| KOMATSU FINANCE AMERICA REGD 144A P/P 5.49900000 | 200,000 | 200,000 | 0 | 0.09% | -$2.24K |
| TX TRANSPRTN COMM | 265,000 | 265,000 | 0 | 0.09% | $2.58K |
| Sumitomo Mitsui Trust Bank, Ltd. | 200,000 | 200,000 | 0 | 0.09% | -$1.35K |
| ALCON FINANCE CO | 200,000 | 200,000 | 0 | 0.09% | -$4.54K |
| UBS Group AG | 205,000 | 205,000 | 0 | 0.09% | -$1.05K |
| MITSUB UFJ FIN | 200,000 | 200,000 | 0 | 0.09% | -$891 |
| MET LIFE GLOB | 196,000 | 196,000 | 0 | 0.09% | -$3.23K |
| GSMS 2020-GC47 A5 | 225,000 | 225,000 | 0 | 0.09% | $2.04K |
| HSBC Holdings PLC | 225,000 | 225,000 | 0 | 0.09% | $2.69K |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class B | 190,000 | 190,000 | 0 | 0.08% | $2.80K |
| HSBC HOLDINGS | 200,000 | 200,000 | 0 | 0.08% | $736 |
| BX Trust, Series 2022-LBA6, Class A | 185,000 | 185,000 | 0 | 0.08% | $2.03K |
| DANSKE BANK A/S | 200,000 | 200,000 | 0 | 0.08% | $1.88K |
| MANUF & TRADERS | 189,000 | 189,000 | 0 | 0.08% | -$1.53K |
| BPCE SA SUBORDINATED 144A 03/25 4.5 | 184,000 | 184,000 | 0 | 0.08% | $714 |
| HSBC HOLDINGS | 183,000 | 183,000 | 0 | 0.08% | $55 |
| UBS Group AG | 200,000 | 200,000 | 0 | 0.07% | $6.51K |
| STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR | 200,000 | 200,000 | 0 | 0.07% | $1.83K |
| AEP Texas Inc. | 172,000 | 172,000 | 0 | 0.07% | -$1.47K |
| TAKEDA PHARMACEU | 160,000 | 160,000 | 0 | 0.07% | -$2.18K |
| UBS GROUP | 154,000 | 154,000 | 0 | 0.07% | -$477 |
| DAIMLER TRUCK | 150,000 | 150,000 | 0 | 0.07% | -$968 |
| Commonwealth Bank of Australia | 200,000 | 200,000 | 0 | 0.07% | $979 |
| WFRBS 2014-C20 AS | 150,000 | 150,000 | 0 | 0.06% | $1.86K |
| MERRILL LYNCH | 115,000 | 115,000 | 0 | 0.06% | -$434 |
| Med Trust, Series 2021-MDLN, Class A | 139,331 | 139,331 | 0 | 0.06% | $2.30K |
| NATIONWIDE BUILDING SOCIETY 144A 3.960000% 07/18/2030 | 150,000 | 150,000 | 0 | 0.06% | -$1.29K |
| C V4.7 PERP V | 140,000 | 140,000 | 0 | 0.06% | $6.36K |
| ENELIM 2.875 07/12/41 144A | 200,000 | 200,000 | 0 | 0.06% | -$387 |
| FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A | 150,000 | 150,000 | 0 | 0.06% | $167 |
| HSBC HOLDINGS | 135,000 | 135,000 | 0 | 0.06% | $36 |
| LIFE 2021-BMR A | 127,786 | 127,786 | 0 | 0.06% | $1.35K |
| DISCOVER BANK | 122,000 | 122,000 | 0 | 0.05% | $1.90K |
| BX Trust, Series 2022-LBA6, Class B | 110,000 | 110,000 | 0 | 0.05% | $1.07K |
| BX Trust, Series 2022-CLS, Class A | 105,000 | 105,000 | 0 | 0.05% | $229 |
| MHP, Series 2021-STOR, Class A | 105,000 | 105,000 | 0 | 0.05% | $930 |
| MHPA Commercial Mortgage Trust, Series 2021-STOR, Class B | 105,000 | 105,000 | 0 | 0.05% | $1.09K |
| Hertz Vehicle Financing LP, Series 2021-2A, Class A | 113,000 | 113,000 | 0 | 0.05% | $762 |
| Life Mortgage Trust, Series 2021-BMR, Class C | 103,212 | 103,212 | 0 | 0.05% | $1.81K |
| HPEFS Equipment Trust, Series 2023-2A, Class A2 | 100,000 | 100,000 | 0 | 0.05% | -$350 |
| Dryden 93 CLO Ltd., Series 2021-93A, Class A1A | 100,056 | 100,056 | 0 | 0.05% | $65 |
| Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A | 100,000 | 100,000 | 0 | 0.05% | $463 |
| BX Trust, Series 2022-LBA6, Class C | 100,000 | 100,000 | 0 | 0.04% | $977 |
| JPMBB 2014-C25 AS | 105,000 | 105,000 | 0 | 0.04% | $2.44K |
| OBX Trust, Series 2022-NQM2, Class A1B | 110,000 | 110,000 | 0 | 0.04% | $997 |
| CA ST HLTH FACS AUTH | 100,000 | 100,000 | 0 | 0.04% | $407 |
| Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B | 100,000 | 100,000 | 0 | 0.04% | -$1.39K |
| ANGLO AMERICAN CAPITAL REGD 144A P/P 3.62500000 | 86,000 | 86,000 | 0 | 0.04% | $374 |
| BLACKSTONE SECURED LEND REGD SER WI 2.12500000 | 89,000 | 89,000 | 0 | 0.04% | $1.17K |
| CA ST HLTH FACS AUTH | 75,000 | 75,000 | 0 | 0.03% | $708 |
| Advance Auto Parts, Inc. | 39,000 | 39,000 | 0 | 0.02% | $180 |
| Office Properties Income Trust | 36,000 | 36,000 | 0 | 0.01% | $1.47K |
| Office Properties Income Trust | 39,000 | 39,000 | 0 | 0.01% | -$2.73K |
| Office Properties Income Trust | 9,000 | 9,000 | 0 | 0.00% | -$380 |
| CITIZENS FIN GRP | 3,000 | 3,000 | 0 | 0.00% | $7 |
| SUN COMMUNITIES OPER LP REGD 2.70000000 | 3,000 | 3,000 | 0 | 0.00% | -$30 |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.