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.
Jan 29, 2021 → Apr 30, 2021
Expand a category to
see the positions behind it, ranked by weight.
▶
Opened
· 6 positions
Security
Shares Jan 2021
Shares Apr 2021
Δ shares
End %
Δ value
US TREASURY N/B
0
4,000,000
4,000,000
8.44%
$3.98M
US TREASURY N/B
0
3,600,000
3,600,000
8.01%
$3.78M
UNITED STATES DOLLAR
0
805,597
805,597
1.71%
$805.60K
GENERAL MOTORS FINL CO CP 5/
0
500,000
500,000
1.06%
$499.94K
BlackRock Liquidity FedFund - Institutional Class
0
300,000
300,000
0.64%
$300.00K
BOEING CO
0
250,000
250,000
0.53%
$250.86K
▶
Exited
· 13 positions
Security
Shares Jan 2021
Shares Apr 2021
Δ shares
End %
Δ value
UST NOTES 1.75% 06/30/2022
1,150,000
0
-1,150,000
0.00%
-$1.18M
United States Treasury Bill
1,000,000
0
-1,000,000
0.00%
-$999.88K
U.S. Treasury Notes
960,000
0
-960,000
0.00%
-$981.95K
CITIGROUP INC REGD 2.70000000
700,000
0
-700,000
0.00%
-$702.67K
HEALTH CARE REIT
500,000
0
-500,000
0.00%
-$548.83K
FORD MOTOR CRED
500,000
0
-500,000
0.00%
-$544.10K
Digital Realty Trust L.P.
500,000
0
-500,000
0.00%
-$523.75K
EXELON GENERATIO
500,000
0
-500,000
0.00%
-$514.40K
CPB 3.3 03/15/21
275,000
0
-275,000
0.00%
-$276.01K
Carrier Global Corp.
250,000
0
-250,000
0.00%
-$257.28K
NRUC 3.4 11/15/23
52,000
0
-52,000
0.00%
-$55.99K
Deutsche Bank Securities Inc.
21,334
0
-21,334
0.00%
-$21.33K
RRP FNMA 30YR REPO
5,596
0
-5,596
0.00%
-$5.60K
▶
Increased
· 4 positions
Security
Shares Jan 2021
Shares Apr 2021
Δ shares
End %
Δ value
DAIWA CAPITAL MARKETS AMERICA INC
21,334
805,597
784,263
1.71%
$784.26K
ZAR/USD FORWARD
21,334
805,597
784,263
1.71%
$784.26K
USD/SEK FORWARD
21,334
805,597
784,263
1.71%
$784.26K
CITI TREAS TRI-PARTY
21,334
717,573
696,239
1.52%
$696.24K
▶
Decreased
· 44 positions
Security
Shares Jan 2021
Shares Apr 2021
Δ shares
End %
Δ value
U.S. Treasury
3,000,000
2,360,000
-640,000
5.10%
-$664.97K
Fannie Mae REMICS
491,983
429,431
-62,552
0.93%
-$64.87K
UNION PACIFIC CORP REGD 3.20000000
1,375,000
375,000
-1,000,000
0.80%
-$1.01M
Freddie Mac Gold Pool
315,245
306,329
-8,916
0.75%
-$8.01K
CIGNA GROUP/THE 3.750000% 07/15/2023
500,000
272,000
-228,000
0.62%
-$249.33K
KEURIG DR PEPPER SR UNSEC 4.057% 05-25-23
500,000
252,000
-248,000
0.57%
-$270.63K
FREDDIE MAC GOLD POOL
170,581
167,266
-3,315
0.40%
-$4.43K
DREY-GVT CSH-I
1,342,804
162,638
-1,180,167
0.34%
-$1.18M
Fannie Mae Pool
138,424
127,165
-11,259
0.30%
-$13.24K
Ginnie Mae I Pool
114,700
113,064
-1,636
0.28%
-$2.85K
Fannie Mae Pool
65,813
55,525
-10,289
0.12%
-$11.19K
Freddie Mac Gold Pool
62,072
55,290
-6,782
0.12%
-$7.50K
Fannie Mae Pool
48,310
46,629
-1,681
0.11%
-$2.21K
Freddie Mac Gold Pool
46,519
44,881
-1,639
0.11%
-$2.11K
Fannie Mae Pool
50,092
46,554
-3,537
0.11%
-$4.10K
IndyMac MBS, Inc.
54,122
52,147
-1,974
0.11%
-$1.74K
FN 255933
40,053
36,297
-3,756
0.09%
-$4.15K
BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 A 2A1
41,740
39,676
-2,064
0.08%
-$1.90K
Ginnie Mae I Pool
31,036
30,603
-432
0.08%
-$489
Freddie Mac Gold Pool
30,615
30,080
-535
0.07%
-$879
Fannie Mae Pool
17,073
16,639
-434
0.04%
-$616
FNMA POOL 545051 FN 09/29 FIXED VAR
17,216
16,584
-632
0.04%
-$685
GNMA 7.00% 9/28 #484269
16,260
15,785
-474
0.04%
-$694
Fannie Mae Pool
15,633
13,315
-2,318
0.03%
-$3.21K
FN 334593
12,697
11,319
-1,378
0.03%
-$1.73K
FN MA0909
20,814
11,761
-9,053
0.03%
-$9.16K
Fannie Mae Pool
9,296
9,018
-278
0.02%
-$337
UMBS, 30 Year
8,578
8,124
-454
0.02%
-$584
FG C80328
8,157
7,686
-471
0.02%
-$548
Fannie Mae Pool
14,081
6,877
-7,204
0.02%
-$8.26K
Freddie Mac Gold Pool
9,701
7,185
-2,515
0.02%
-$2.63K
Fannie Mae REMICS
6,148
5,375
-774
0.01%
-$851
Fannie Mae REMICS
5,341
4,637
-704
0.01%
-$756
Fannie Mae REMICS
5,008
4,010
-998
0.01%
-$1.07K
Fannie Mae REMICS
4,389
3,726
-663
0.01%
-$716
Freddie Mac REMICS
3,630
3,077
-553
0.01%
-$594
Ginnie Mae II Pool
3,406
3,024
-382
0.01%
-$432
Fannie Mae REMICS
3,304
2,780
-524
0.01%
-$564
FHLMC, REMIC, Series 1644, Class K
2,750
2,321
-429
0.01%
-$465
Fannie Mae REMICS
7,252
1,278
-5,974
0.00%
-$5.99K
GNMA I, 30 Year
1,390
1,184
-206
0.00%
-$237
Freddie Mac REMICS
271
222
-49
0.00%
-$59
Fannie Mae Pool
32
30
-1
0.00%
-$1
Ginnie Mae I Pool
150
25
-125
0.00%
-$127
▶
Unchanged
· 60 positions
Security
Shares Jan 2021
Shares Apr 2021
Δ shares
End %
Δ value
EASTERN ENERGY
1,000,000
1,000,000
0
2.26%
-$8.84K
KROGER CO/THE SR UNSECURED 08/22 2.8
1,000,000
1,000,000
0
2.18%
-$5.34K
U.S. Treasury Notes 0.50%, DUE 04/30/2027
1,000,000
1,000,000
0
2.17%
-$4.39K
VAR.RT. CORP. BONDS
1,000,000
1,000,000
0
2.14%
-$1.24K
Bank of America Corp.
1,000,000
1,000,000
0
2.13%
-$5.08K
GOLDMAN SACHS GP
750,000
750,000
0
1.68%
-$3.01K
CITIGROUP INC 2.7% 10/27/2022
750,000
750,000
0
1.64%
-$4.24K
Verizon Communications Inc
750,000
750,000
0
1.63%
-$3.73K
TRUIST BANK SR UNSECURED 05/22 2.8
750,000
750,000
0
1.63%
-$4.18K
RAYTHEON TECHNOLOGIES SR UNSEC 2.8% 03-15-22
680,000
680,000
0
1.47%
-$3.67K
Bristol-Myers Squibb Co.
650,000
650,000
0
1.38%
$7
US BANCORP MTN 2.950000% 07/15/2022
620,000
620,000
0
1.35%
-$4.75K
MONDELEZ INTL INC 0.625% 07/01/2022
625,000
625,000
0
1.33%
-$1.15K
PHILLIPS 66
625,000
625,000
0
1.33%
-$421
Public Service Electric and Gas Co.
600,000
600,000
0
1.32%
-$3.98K
Enbridge, Inc.
600,000
600,000
0
1.28%
$699
AMERICAN TOWER
500,000
500,000
0
1.18%
-$7.51K
DUKE ENERGY CORP SR UNSECURED 10/23 3.95
500,000
500,000
0
1.14%
-$5.05K
SR UNSECURED 03/23 3.7
500,000
500,000
0
1.12%
-$3.85K
Enterprise Products Operating LLC
500,000
500,000
0
1.11%
-$4.63K
Morgan Stanley
500,000
500,000
0
1.11%
-$3.91K
GOLDMAN SACHS GROUP SR UNSEC 5.75% 01-24-22
500,000
500,000
0
1.10%
-$6.09K
Bank of America Corp
500,000
500,000
0
1.10%
-$3.91K
DISCOVERY COMMUN
475,000
475,000
0
1.10%
-$8.53K
CATERPILLAR FINL SVCS CORP 2.55% 11/29/2022
500,000
500,000
0
1.10%
-$2.49K
WASTE MANAGEMENT INC DEL 2.9% 09/15/2022
500,000
500,000
0
1.09%
-$3.05K
AbbVie, Inc.
500,000
500,000
0
1.09%
-$3.05K
DTE ENERGY CO SR UNSECURED 11/22 2.25
500,000
500,000
0
1.09%
-$2.41K
RYDER SYSTEM INC SR UNSECURED 06/22 2.875
500,000
500,000
0
1.09%
-$3.05K
Elanco Animal Health Inc
500,000
500,000
0
1.07%
-$5.35K
Lloyds Banking Group plc
500,000
500,000
0
1.07%
-$829
Valero Energy Corp.
500,000
500,000
0
1.07%
-$470
American Electric Power Co Inc
500,000
500,000
0
1.06%
-$200
Wells Fargo Bank NA
500,000
500,000
0
1.06%
-$316
Southern Co/The
475,000
475,000
0
1.01%
-$2.53K
Pioneer Natural Resources Co.
450,000
450,000
0
0.95%
-$722
iShares Trust 0-5YR HIGH YEILD CORP BD ET
9,500
9,500
0
0.92%
$5.32K
CS 2.1 11/12/21
390,000
390,000
0
0.83%
-$2.10K
Capital One NA
375,000
375,000
0
0.80%
-$126
CORP. NOTE
350,000
350,000
0
0.75%
-$2.72K
PACCAR Financial Corp.
340,000
340,000
0
0.74%
-$1.97K
CAMPBELL SOUP CO
300,000
300,000
0
0.69%
-$3.13K
KeyBank NA
315,000
315,000
0
0.68%
-$1.91K
QUALCOMM INC
275,000
275,000
0
0.62%
-$1.92K
Ford Motor Credit Company LLC
250,000
250,000
0
0.58%
$2.75K
DowDuPont, Inc.
250,000
250,000
0
0.58%
-$3.93K
GLOBAL PAY INC
250,000
250,000
0
0.56%
-$2.38K
Boeing Co.
250,000
250,000
0
0.54%
-$29
MPLX LP REGD V/R 1.33038000
250,000
250,000
0
0.53%
$595
CRED SUIS NY
250,000
250,000
0
0.53%
-$2.18K
HP ENTERPRISE
240,000
240,000
0
0.52%
-$1.11K
LINCOLN NATIONAL CORP IND 4% 09/01/2023
225,000
225,000
0
0.51%
-$2.25K
FORD MOTOR CO SR UNSEC 8.5% 04-21-23
200,000
200,000
0
0.48%
$61
Caterpillar Financial Services Corp.
200,000
200,000
0
0.43%
-$685
Consolidated Edison Inc
200,000
200,000
0
0.42%
-$15
GENERAL MOTORS CO SR UNSEC 5.4% 10-02-23
165,000
165,000
0
0.39%
-$2.14K
PACCAR Financial Corp.
130,000
130,000
0
0.29%
-$615
AMERICAN TOWER CORP SR UNSECURED 03/22 4.7
100,000
100,000
0
0.22%
-$906
VAR.RT. CORP. BONDS
85,000
85,000
0
0.18%
-$50
W.R. Berkley Corp.
44,000
44,000
0
0.10%
-$403
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