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.
Sep 30, 2019 → Dec 31, 2019
Expand a category to
see the positions behind it, ranked by weight.
▶
Opened
· 15 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
CANADIAN GOVERNMENT BOND
0
4,200,000
4,200,000
6.50%
$3.23M
U.S. Treasury Bills
0
2,500,000
2,500,000
5.02%
$2.50M
United States Treasury Floating Rate Note
0
1,000,000
1,000,000
2.01%
$999.98K
MORGAN STANLEY REGD V/R MTN 2.88325000
0
615,000
615,000
1.25%
$620.94K
Wells Fargo Bank NA
0
575,000
575,000
1.16%
$578.25K
Goldman Sachs Group Inc/The
0
570,000
570,000
1.15%
$574.06K
SOLD ZAR/BOUGHT USD
0
2
2
1.11%
$551.09K
VAR.RT. CORP. BONDS
0
435,000
435,000
0.88%
$435.89K
Citigroup Inc
0
185,000
185,000
0.37%
$186.51K
Duke Energy Corporation Floating, Due 11/26/2021
0
140,000
140,000
0.28%
$140.13K
Bank of America Corp
0
70,000
70,000
0.14%
$71.04K
GENERAL ELECTRIC CO SR UNSECURED 04/20 VAR
0
55,000
55,000
0.11%
$55.07K
Bank of America Corp
0
20,000
20,000
0.04%
$20.30K
AT&T Inc.
0
15,000
15,000
0.03%
$15.13K
ZAR/USD FWD 20260116 SCBLGB2L
0
6
6
-0.04%
-$22.05K
▶
Exited
· 18 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
Canadian Government Bond
5,300,000
0
-5,300,000
0.00%
-$3.99M
United States Treasury Bill 10/08/2019 TBLM
1,500,000
0
-1,500,000
0.00%
-$1.50M
United States Treasury Bill 10/31/2019 TBLM
1,215,000
0
-1,215,000
0.00%
-$1.21M
United States Treasury Bill 10/15/2019 TBLM
1,000,000
0
-1,000,000
0.00%
-$999.32K
Westpac Banking Corp.
900,000
0
-900,000
0.00%
-$910.52K
Wells Fargo & Co
865,000
0
-865,000
0.00%
-$870.48K
Morgan Stanley
840,000
0
-840,000
0.00%
-$848.31K
JPMorgan Chase & Co
830,000
0
-830,000
0.00%
-$831.15K
Goldman Sachs Group Inc/The
810,000
0
-810,000
0.00%
-$817.13K
CATERPILLAR FINL SVCS CORP FRN 3ML+28 09/07/2021
414,000
0
-414,000
0.00%
-$414.05K
World Omni Auto Receivables Trust 2019-B
390,000
0
-390,000
0.00%
-$391.60K
CATERPILLAR FINL SERVICE REGD V/R MTN 0.59800000
345,000
0
-345,000
0.00%
-$345.68K
VAR.RT. CORP. BONDS
320,000
0
-320,000
0.00%
-$320.26K
TransCanada PipeLines Ltd
290,000
0
-290,000
0.00%
-$289.90K
AIG GLOBAL FUNDING REGD 144A P/P MTN 1.95000000
185,000
0
-185,000
0.00%
-$184.99K
GlaxoSmithKline Capital PLC
165,000
0
-165,000
0.00%
-$165.27K
Enterprise Products Operating LLC
100,000
0
-100,000
0.00%
-$100.02K
US CPI URBAN CONSUMERS NSA
2
0
-2
0.00%
$52.53K
▶
Increased
· 7 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
JPMorgan Chase & Co
55,000
625,000
570,000
1.26%
$572.41K
ZAR/USD FWD 20260116 MSLNGB2X
1
6
5
0.54%
$192.74K
TRI PARTY GOLDMAN SACHS
31
33
2
0.50%
$839.26K
RBC TRIPARTY MTGE
8
14
6
0.34%
$221.31K
ZAR/USD FWD 20260116 SBOSGB2X
5
7
2
-0.15%
-$62.72K
USD/JPY FORWARD
3
4
1
-0.43%
-$383.55K
ZOOM COMMUNICATIONS INC CLASS A
25
27
2
-1.39%
-$884.77K
▶
Decreased
· 26 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
BLKR-LIQ T-INS
16,105,896
13,356,536
-2,749,359
26.84%
-$2.75M
United Kingdom Gilt
3,100,000
2,450,000
-650,000
6.57%
-$610.97K
United States Treasury Bill
4,000,000
3,250,000
-750,000
6.48%
-$722.31K
Bundesrepublik Deutschland Bundesanleihe
3,500,000
2,800,000
-700,000
6.31%
-$713.42K
French Republic Government Bond OAT
2,900,000
2,300,000
-600,000
5.20%
-$587.45K
Capital One Financial Corp.
665,000
555,000
-110,000
1.13%
-$109.45K
NBCUNIVERSAL ENTERPRISE REGD V/R 144A P/P 0.63750000
815,000
555,000
-260,000
1.12%
-$260.32K
AT&T INC REGD V/R 1.13375000
800,000
520,000
-280,000
1.06%
-$282.19K
VERIZON COMMUNICATIONS INC FRN 3ML+100 03/16/2022
809,000
514,000
-295,000
1.05%
-$298.71K
Bank of America Corp
830,000
515,000
-315,000
1.04%
-$315.24K
CVS Health Corp
670,000
465,000
-205,000
0.94%
-$205.46K
John Deere Capital Corp., Series B
665,000
465,000
-200,000
0.94%
-$199.94K
VAR.RT. CORP. BONDS
665,000
465,000
-200,000
0.94%
-$199.28K
AXP F 05/17/21
810,000
450,000
-360,000
0.91%
-$360.38K
Citigroup Inc
860,000
410,000
-450,000
0.84%
-$453.85K
Eastern Energy Gas Holdings LLC
600,000
345,000
-255,000
0.70%
-$256.28K
FORDO 2019-B A2B
325,000
318,590
-6,410
0.64%
-$6.37K
Ally Auto Receivables Trust, Series 2018-1, Class A3
368,548
291,114
-77,434
0.59%
-$77.57K
International Business Machines Corp.
440,000
230,000
-210,000
0.46%
-$210.90K
GM Financial Consumer Automobile Receivables Trust 2017-3
274,597
216,014
-58,583
0.43%
-$58.51K
VZOT 17-3A A1A 144A 2.06% 04-20-22
230,000
180,630
-49,370
0.36%
-$49.32K
ZSCALER INC
5
2
-3
0.32%
$547.36K
Nissan Auto Receivables 2019-A Owner Trust
145,000
111,734
-33,266
0.23%
-$33.48K
NAVIENT STUDENT LOAN TRUST 2019-1
64,613
49,219
-15,394
0.10%
-$15.34K
ZAR/USD FORWARD
10
7
-3
-0.16%
-$204.05K
ZAR/USD FORWARD
27
21
-6
-0.67%
-$96.26K
▶
Unchanged
· 25 positions
Security
Shares Sep 2019
Shares Dec 2019
Δ shares
End %
Δ value
Citibank Credit Card Issuance Trust, Series 2016-A3, Class A3
670,000
670,000
0
1.35%
-$4
Royal Bank of Canada
465,000
465,000
0
0.94%
$1.36K
VAR.RT. CORP. BONDS
431,000
431,000
0
0.87%
$68
CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2016-A7 CL A7 V/R REGD 0.59375000
405,000
405,000
0
0.82%
-$62
VZOT 18-1A A1B FRN 09-20-22
376,000
376,000
0
0.76%
$263
USAA Auto Owner Trust 2019-1
350,000
350,000
0
0.70%
$22
FORDL 2019-B A2B
350,000
350,000
0
0.70%
$85
VAR.RT. CORP. BONDS
345,000
345,000
0
0.69%
-$85
New York Life Global Funding
330,000
330,000
0
0.67%
$384
COMET_16-A2
325,000
325,000
0
0.66%
$201
VAR.RT. CORP. BONDS
310,000
310,000
0
0.63%
-$7
BMW US Capital LLC
300,000
300,000
0
0.60%
$126
TORONTO DOMINION SR MTN BK FRN 3ML+43 06/11/2021
295,000
295,000
0
0.60%
$147
TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/21 VAR
295,000
295,000
0
0.60%
-$106
Anheuser-Busch InBev Finance, Inc.
290,000
290,000
0
0.59%
-$528
United Technologies Corp
270,000
270,000
0
0.54%
$10
Capital One Multi-Asset Execution Trust
250,000
250,000
0
0.50%
$585
Chase Issuance Trust
248,000
248,000
0
0.50%
$35
CHASE ISSUANCE TRUST CHAIT 2016 A3 A3
212,000
212,000
0
0.43%
-$98
BMW US CAP LLC SR GLBL 144A 22
195,000
195,000
0
0.39%
$138
VAR.RT. CORP. BONDS
190,000
190,000
0
0.38%
$158
CARDS II TRUST CARD2 2019 1A A 144A
150,000
150,000
0
0.30%
$158
Phillips 66
135,000
135,000
0
0.27%
$10
EVGRN 2019-1 A
120,000
120,000
0
0.24%
-$61
DAIMLER FIN NORTH AMER LLC FRN 3ML+67 11/05/2021 144A
110,000
110,000
0
0.22%
$168
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