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.
Jun 30, 2020 → Sep 30, 2020
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Jun 2020 | Shares Sep 2020 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Government National Mortgage Association, TBA | 0 | 43,000,000 | 43,000,000 | 3.04% | $44.67M |
| Ginnie Mae | 0 | 41,000,000 | 41,000,000 | 2.89% | $42.51M |
| NETHERLANDS GOVERNMENT OF 0.25% 07/15/2025 144A REGS | 0 | 21,800,000 | 21,800,000 | 1.81% | $26.68M |
| G2SF 2.5 10/25 | 0 | 25,000,000 | 25,000,000 | 1.78% | $26.25M |
| Government National Mortgage Association, TBA | 0 | 21,000,000 | 21,000,000 | 1.50% | $22.01M |
| FNCL 5 10/25 | 0 | 19,000,000 | 19,000,000 | 1.42% | $20.82M |
| FNCL 2 11/25 | 0 | 20,000,000 | 20,000,000 | 1.40% | $20.63M |
| GNII II 4.5% 12/20/2049#MA6341 | 0 | 18,460,362 | 18,460,362 | 1.34% | $19.77M |
| FNCL 3 10/25 | 0 | 14,000,000 | 14,000,000 | 1.00% | $14.67M |
| CHINA GOVT BOND | 0 | 96,280,000 | 96,280,000 | 0.94% | $13.88M |
| FNCL 3 11/25 | 0 | 12,000,000 | 12,000,000 | 0.85% | $12.57M |
| GNMA II POOL MA6286 G2 11/49 FIXED 4.5 | 0 | 11,269,682 | 11,269,682 | 0.82% | $12.06M |
| G2SF 4.5 10/25 | 0 | 10,000,000 | 10,000,000 | 0.73% | $10.72M |
| FNCL 4.5 10/25 | 0 | 9,000,000 | 9,000,000 | 0.66% | $9.74M |
| FR SD0291 | 0 | 8,628,806 | 8,628,806 | 0.64% | $9.45M |
| Agricultural Development Bank of China | 0 | 57,370,000 | 57,370,000 | 0.54% | $7.88M |
| FNCL 4 10/25 | 0 | 7,000,000 | 7,000,000 | 0.51% | $7.46M |
| Fannie Mae REMICS | 0 | 29,865,909 | 29,865,909 | 0.39% | $5.71M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 0 | 5,183,045 | 5,183,045 | 0.38% | $5.64M |
| Atlas Senior Loan Fund XIV | 0 | 5,400,000 | 5,400,000 | 0.37% | $5.38M |
| FNCL 2 10/25 | 0 | 5,000,000 | 5,000,000 | 0.35% | $5.17M |
| BROADCOM INC | 0 | 4,519,000 | 4,519,000 | 0.34% | $4.95M |
| ICG US CLO LTD ICG 2018 1A A1 144A | 0 | 5,000,000 | 5,000,000 | 0.33% | $4.90M |
| SPANISH GOV'T | 0 | 2,550,000 | 2,550,000 | 0.32% | $4.67M |
| Bain Capital Credit CLO 2017-2 Ltd | 0 | 4,600,000 | 4,600,000 | 0.31% | $4.55M |
| G2 MA5711 | 0 | 4,002,349 | 4,002,349 | 0.29% | $4.30M |
| Ocean Trails CLO VII | 0 | 4,300,000 | 4,300,000 | 0.29% | $4.26M |
| G2SF 4 10/23 | 0 | 4,000,000 | 4,000,000 | 0.29% | $4.25M |
| BROADCOM SR UNSEC 4.25% 04-15-26 | 0 | 3,750,000 | 3,750,000 | 0.29% | $4.22M |
| FNMA, Series 2020-62, Class GI | 0 | 21,317,392 | 21,317,392 | 0.27% | $4.00M |
| BROADCOM INC | 0 | 3,600,000 | 3,600,000 | 0.27% | $3.93M |
| NORTH CAROLINA STATE EDUCATION NCSEA 2012 1 A | 0 | 3,559,305 | 3,559,305 | 0.24% | $3.50M |
| CHINA GOVT BOND CNY 3.39% 03-16-50 | 0 | 24,210,000 | 24,210,000 | 0.22% | $3.27M |
| COLUMBIA CENT CLO 29 LTD CECLO 2020-29A A1N | 0 | 3,000,000 | 3,000,000 | 0.20% | $3.00M |
| NASSAU 2019-II LTD AN TSFR3M+171.161 10/15/2032 144A | 0 | 3,000,000 | 3,000,000 | 0.20% | $2.99M |
| CIFC Funding 2018-I Ltd | 0 | 3,000,000 | 3,000,000 | 0.20% | $2.94M |
| FINNISH GOV'T | 0 | 2,130,000 | 2,130,000 | 0.18% | $2.70M |
| AT&T INC | 0 | 2,550,000 | 2,550,000 | 0.17% | $2.56M |
| Parallel 2020-1 Ltd | 0 | 2,500,000 | 2,500,000 | 0.17% | $2.50M |
| BAT CAPITAL CORP | 0 | 2,450,000 | 2,450,000 | 0.17% | $2.46M |
| FNMA CMO IO | 0 | 15,872,787 | 15,872,787 | 0.16% | $2.39M |
| ROMANIA REPUBLIC OF 4% 02/14/2051 144A | 0 | 2,210,000 | 2,210,000 | 0.16% | $2.29M |
| China Government Bond | 0 | 14,880,000 | 14,880,000 | 0.15% | $2.22M |
| G2SF 5 10/25 | 0 | 2,000,000 | 2,000,000 | 0.15% | $2.18M |
| GNII II 4.5% 10/20/2049#MA6221 | 0 | 1,895,492 | 1,895,492 | 0.14% | $2.03M |
| INTERCONTINENT | 0 | 2,000,000 | 2,000,000 | 0.14% | $1.99M |
| Sound Pt CLO XXI Ltd | 0 | 2,000,000 | 2,000,000 | 0.13% | $1.98M |
| Sound Point CLO XXII Ltd., Series 2019-1A, Class A | 0 | 1,900,000 | 1,900,000 | 0.13% | $1.89M |
| FREDDIE MAC REMICS FHR 4905 SA | 0 | 10,600,763 | 10,600,763 | 0.12% | $1.84M |
| Commerzbank AG (pfd) 6.13% 04/09/2174 Perpetual | 0 | 1,600,000 | 1,600,000 | 0.12% | $1.83M |
| ABBVIE INC SR UNSEC 144A LIFE 2.95% 11-21-26 | 0 | 1,650,000 | 1,650,000 | 0.12% | $1.80M |
| STACR 2020-DNA3 B1 144A FRN 06-25-50 | 0 | 1,760,000 | 1,760,000 | 0.12% | $1.79M |
| Upjohn Finance BV | 0 | 1,450,000 | 1,450,000 | 0.12% | $1.77M |
| SANTANDER UK GRP | 0 | 1,800,000 | 1,800,000 | 0.12% | $1.77M |
| STACR 20-DNA2 M2 144A FRN (SOFR30A+196.45) 02-25-50 | 0 | 1,820,000 | 1,820,000 | 0.12% | $1.77M |
| AMER INTL GROUP | 0 | 1,600,000 | 1,600,000 | 0.12% | $1.77M |
| AbbVie Inc | 0 | 1,600,000 | 1,600,000 | 0.12% | $1.76M |
| BPCE SA REGD V/R P/P 1.65200000 | 0 | 1,700,000 | 1,700,000 | 0.12% | $1.70M |
| AMER INTL GROUP | 0 | 1,450,000 | 1,450,000 | 0.12% | $1.69M |
| JPMorgan Chase Bank NA | 0 | 23,443,000,000 | 23,443,000,000 | 0.11% | $1.61M |
| BROADCOM SR UNSEC 4.7% 04-15-25 | 0 | 1,350,000 | 1,350,000 | 0.10% | $1.53M |
| INDONESIA (REP) | 0 | 1,270,000 | 1,270,000 | 0.10% | $1.51M |
| Lloyds Banking Group PLC (pfd) 7.50% 12/27/2173 Perpetual | 0 | 1,200,000 | 1,200,000 | 0.09% | $1.28M |
| Credit Suisse Group AG | 0 | 1,250,000 | 1,250,000 | 0.09% | $1.26M |
| BLACKSTONE PROP PARTNERS EUR HOLD 1.75% 03/12/2029 REGS | 0 | 1,050,000 | 1,050,000 | 0.08% | $1.23M |
| Helvetia Europe SA | 0 | 1,000,000 | 1,000,000 | 0.08% | $1.23M |
| BLACKSTONE PROP | 0 | 1,000,000 | 1,000,000 | 0.08% | $1.21M |
| AIRBUS SE | 0 | 950,000 | 950,000 | 0.08% | $1.20M |
| Legal & General Group PLC | 0 | 900,000 | 900,000 | 0.08% | $1.19M |
| AIRBUS SE 2.375% 06/09/2040 REGS | 0 | 1,000,000 | 1,000,000 | 0.08% | $1.19M |
| Russian Federal Bond - OFZ | 0 | 86,350,000 | 86,350,000 | 0.08% | $1.19M |
| La Mondiale SAM | 0 | 1,000,000 | 1,000,000 | 0.08% | $1.17M |
| AEROPORTS DE PARIS (ADP) 1% 01/05/2029 REGS | 0 | 1,000,000 | 1,000,000 | 0.08% | $1.16M |
| CHTR 4.25 02/01/31 144A | 0 | 1,120,000 | 1,120,000 | 0.08% | $1.16M |
| CENTENE CORP | 0 | 1,100,000 | 1,100,000 | 0.08% | $1.12M |
| VAR.RT. CORP. BONDS | 0 | 1,100,000 | 1,100,000 | 0.08% | $1.11M |
| Sound Point CLO XV Ltd., Series 2017-1A, Class AR | 0 | 1,100,000 | 1,100,000 | 0.07% | $1.09M |
| Republic of Poland Government Bond | 0 | 3,700,000 | 3,700,000 | 0.07% | $1.07M |
| CPN 5 02/01/31 144A | 0 | 1,050,000 | 1,050,000 | 0.07% | $1.07M |
| OTIS WORLDWIDE | 0 | 1,000,000 | 1,000,000 | 0.07% | $1.07M |
| Ford Motor Credit Co LLC | 0 | 925,000 | 925,000 | 0.07% | $1.06M |
| Fannie Mae REMICS | 0 | 6,272,596 | 6,272,596 | 0.07% | $1.06M |
| FNCL 3.5 10/25 | 0 | 1,000,000 | 1,000,000 | 0.07% | $1.05M |
| Freddie Mac REMICS | 0 | 6,839,873 | 6,839,873 | 0.07% | $1.02M |
| NSANY 4.345 09/17/27 144A | 0 | 1,000,000 | 1,000,000 | 0.07% | $1.00M |
| SNF Group SACA | 0 | 850,000 | 850,000 | 0.07% | $994.13K |
| Lukoil Securities BV | 0 | 930,000 | 930,000 | 0.07% | $982.89K |
| T-MOBILE 144A SEC 3.0% 02-15-41 | 0 | 950,000 | 950,000 | 0.06% | $937.13K |
| STACR 20-DNA4 B1 144A FRN (SOFR30A+611.45) 08-25-50 | 0 | 822,000 | 822,000 | 0.06% | $849.22K |
| G1279MM37 BP CAPITAL MAR V/R /PERP//EUR | 0 | 700,000 | 700,000 | 0.06% | $846.54K |
| G1279ML95 BP CAPITAL MAR V/R /PERP//EUR | 0 | 700,000 | 700,000 | 0.06% | $844.74K |
| CZECH REPUBLIC GOVERNMENT BOND CZK REG S 2.5% 08-25-28 | 0 | 16,720,000 | 16,720,000 | 0.06% | $822.56K |
| Nutrition & Biosciences, Inc. | 0 | 800,000 | 800,000 | 0.05% | $799.12K |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 | 0 | 750,000 | 750,000 | 0.05% | $757.07K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1 | 0 | 791,115 | 791,115 | 0.05% | $743.94K |
| STACR 20-DNA4 M2 144A FRN (L+375) 08-25-50 | 0 | 730,000 | 730,000 | 0.05% | $738.80K |
| NUTRITION & BIOSCIENCES 144A LIFE SR UNSEC 3.468% 12-01-50 | 0 | 700,000 | 700,000 | 0.05% | $703.49K |
| Altice France SA | 0 | 575,000 | 575,000 | 0.05% | $674.16K |
| HUNGARY GOVERNMENT BOND HUF 5.5% 06-24-25 | 0 | 170,190,000 | 170,190,000 | 0.04% | $648.44K |
| Landesbank Baden-Wuerttemberg | 0 | 450,000 | 450,000 | 0.04% | $571.09K |
| NISSAN MOTOR CO LTD 144A 3.043000% 09/15/2023 | 0 | 550,000 | 550,000 | 0.04% | $557.43K |
| NUTRITION & BIOSCIENCES 144A LIFE SR UNSEC 2.3% 11-01-30 | 0 | 550,000 | 550,000 | 0.04% | $552.71K |
| FNMA Connecticut Avenue Securities, Series 2014-C01, Class M2 | 0 | 590,954 | 590,954 | 0.04% | $552.35K |
| DBJPM Mortgage Trust, Series 2017-C6, Class D | 0 | 600,000 | 600,000 | 0.04% | $521.08K |
| Fannie Mae REMICS | 0 | 5,972,267 | 5,972,267 | 0.03% | $507.00K |
| UKRAINE GOVERNMENT INTERNATION SR UNSECURED 144A 03/35 7.253 | 0 | 520,000 | 520,000 | 0.03% | $479.70K |
| Government National Mortgage Association | 0 | 2,116,891 | 2,116,891 | 0.03% | $404.56K |
| STACR_20-HQA4 | 0 | 375,000 | 375,000 | 0.03% | $376.00K |
| NUTRITION & BIOSCIENCES 144A LIFE SR UNSEC 1.832% 10-15-27 | 0 | 350,000 | 350,000 | 0.02% | $351.46K |
| Fannie Mae REMICS | 0 | 2,039,954 | 2,039,954 | 0.02% | $326.26K |
| FHR 5009 DI | 0 | 3,371,119 | 3,371,119 | 0.02% | $315.36K |
| Gazprom PJSC via Gaz Finance PLC | 0 | 280,000 | 280,000 | 0.02% | $279.88K |
| FNMA Connecticut Avenue Securities, Series 2013-C01, Class M2 | 0 | 269,574 | 269,574 | 0.02% | $262.63K |
| CNAC HK Finbridge Co. Ltd. | 0 | 250,000 | 250,000 | 0.02% | $247.75K |
| DP World Ltd/United Arab Emirates | 0 | 200,000 | 200,000 | 0.02% | $228.02K |
| Fannie Mae REMICS | 0 | 1,634,940 | 1,634,940 | 0.02% | $220.97K |
| TELECOM ITALIA SPA/MILANO 144A 5.303000% 05/30/2024 | 0 | 200,000 | 200,000 | 0.01% | $217.17K |
| Freddie Mac REMICS | 0 | 2,020,000 | 2,020,000 | 0.01% | $217.15K |
| Prosus NV | 0 | 200,000 | 200,000 | 0.01% | $215.15K |
| CNAC HK Finbridge Co. Ltd. | 0 | 200,000 | 200,000 | 0.01% | $212.12K |
| PROSUS NV SR UNSECURED 144A 08/50 4.027 | 0 | 200,000 | 200,000 | 0.01% | $204.42K |
| NUTRITION & BIOSCIENCES REGD 144A P/P 3.26800000 | 0 | 200,000 | 200,000 | 0.01% | $201.90K |
| SoftBank Group Corp | 0 | 200,000 | 200,000 | 0.01% | $200.58K |
| Kaisa Group Holdings Ltd | 0 | 200,000 | 200,000 | 0.01% | $196.05K |
| SASOL FING USA LLC 5.875% 03/27/2024 | 0 | 200,000 | 200,000 | 0.01% | $192.32K |
| ECUADOR REPUBLIC OF STEP 07/31/2035 144A | 0 | 321,945 | 321,945 | 0.01% | $180.75K |
| Easy Tactic Ltd | 0 | 200,000 | 200,000 | 0.01% | $168.99K |
| T-MOBILE USA INC | 0 | 150,000 | 150,000 | 0.01% | $160.49K |
| Summit Materials LLC / Summit Materials Finance Corp | 0 | 148,000 | 148,000 | 0.01% | $154.04K |
| Freddie Mac REMICS | 0 | 1,296,027 | 1,296,027 | 0.01% | $149.09K |
| FNR 2020-49 IO | 0 | 1,019,104 | 1,019,104 | 0.01% | $129.20K |
| FREDDIE MAC REMICS FHR 5012 DI | 0 | 778,696 | 778,696 | 0.01% | $110.98K |
| FANNIE MAE REMICS FNR 2020 60 NI | 0 | 723,178 | 723,178 | 0.01% | $103.06K |
| FREDDIE MAC REMICS FHR 4989 EI | 0 | 646,230 | 646,230 | 0.01% | $87.35K |
| Gobierno de la Republica del Ecuador | 0 | 122,850 | 122,850 | 0.01% | $83.42K |
| ECUADOR REPUBLIC OF STEP 07/31/2040 144A | 0 | 147,550 | 147,550 | 0.01% | $74.70K |
| BRISTOL-MYERS | 0 | 25,000 | 25,000 | 0.00% | $32.87K |
| Petrobras Global Finance BV | 0 | 20,000 | 20,000 | 0.00% | $21.00K |
| Ecuador Government International Bonds | 0 | 34,149 | 34,149 | 0.00% | $15.92K |
| CDS CDX.NA.IG.35.V1 | 0 | 1 | 1 | 0.00% | $6.12K |
| Security | Shares Jun 2020 | Shares Sep 2020 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 2.5 7/25 | 45,000,000 | 0 | -45,000,000 | 0.00% | -$46.89M |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 18,000,000 | 0 | -18,000,000 | 0.00% | -$18.94M |
| Government National Mortgage Association, TBA | 17,000,000 | 0 | -17,000,000 | 0.00% | -$18.15M |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | 10,000,000 | 0 | -10,000,000 | 0.00% | -$10.40M |
| FNCL 5 7/25 | 7,000,000 | 0 | -7,000,000 | 0.00% | -$7.65M |
| Government National Mortgage Association, TBA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.17M |
| China Government Bond | 14,880,000 | 0 | -14,880,000 | 0.00% | -$2.16M |
| Government National Mortgage Association, TBA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.12M |
| Broadcom Inc | 1,820,000 | 0 | -1,820,000 | 0.00% | -$1.95M |
| BROADCOM INC REGD 144A P/P 4.25000000 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.67M |
| Broadcom Inc | 1,450,000 | 0 | -1,450,000 | 0.00% | -$1.58M |
| SPRINT COMMUNICATIONS REGD 7.00000000 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.31M |
| STRYKER CORP | 1,150,000 | 0 | -1,150,000 | 0.00% | -$1.16M |
| DAVITA INC REGD 5.12500000 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| LEVEL 3 FINANCING INC REGD SER WI 5.62500000 | 950,000 | 0 | -950,000 | 0.00% | -$949.43K |
| WESTPAC BANKING | 800,000 | 0 | -800,000 | 0.00% | -$882.91K |
| CARGILL INC | 800,000 | 0 | -800,000 | 0.00% | -$838.38K |
| IBM CORP | 800,000 | 0 | -800,000 | 0.00% | -$820.13K |
| BRITISH TELECOMM | 600,000 | 0 | -600,000 | 0.00% | -$741.18K |
| UNIVISION COMMUNICATIONS REGD P/P 5.12500000 | 692,000 | 0 | -692,000 | 0.00% | -$698.19K |
| PAYPAL HOLDING | 650,000 | 0 | -650,000 | 0.00% | -$676.24K |
| BROADCOM 144A SR UNSEC 4.7% 04-15-25 | 550,000 | 0 | -550,000 | 0.00% | -$619.31K |
| B&G Foods Inc | 560,000 | 0 | -560,000 | 0.00% | -$563.23K |
| Societe Generale SA | 500,000 | 0 | -500,000 | 0.00% | -$556.92K |
| BAYER US FIN II LLC 4.375% 12/15/2028 144A | 450,000 | 0 | -450,000 | 0.00% | -$526.17K |
| LAM RESEARCH | 500,000 | 0 | -500,000 | 0.00% | -$516.02K |
| JR SUBORDINA 144A 12/99 VAR | 450,000 | 0 | -450,000 | 0.00% | -$469.14K |
| MGIC INVT CORP | 450,000 | 0 | -450,000 | 0.00% | -$464.96K |
| CORPORATE BONDS | 476,000 | 0 | -476,000 | 0.00% | -$459.21K |
| APPLIED MATERIAL | 450,000 | 0 | -450,000 | 0.00% | -$458.84K |
| Otis Worldwide Corp | 400,000 | 0 | -400,000 | 0.00% | -$411.01K |
| ORACLE CORP | 350,000 | 0 | -350,000 | 0.00% | -$395.42K |
| Owens-Brockway Glass Container Inc | 370,000 | 0 | -370,000 | 0.00% | -$376.52K |
| Cincinnati Bell, Inc. | 364,000 | 0 | -364,000 | 0.00% | -$371.82K |
| PAYPAL HOLDING | 300,000 | 0 | -300,000 | 0.00% | -$328.07K |
| INTUIT INC | 300,000 | 0 | -300,000 | 0.00% | -$299.53K |
| Romanian Government International Bond | 260,000 | 0 | -260,000 | 0.00% | -$282.91K |
| GLOBAL PAY INC | 250,000 | 0 | -250,000 | 0.00% | -$267.64K |
| REYNOLDS AMERICAN INC SR UNSEC 4.00% 06-12-22 | 250,000 | 0 | -250,000 | 0.00% | -$263.92K |
| Koninklijke Ahold Delhaize NV | 200,000 | 0 | -200,000 | 0.00% | -$243.25K |
| ARCHER-DANIELS | 200,000 | 0 | -200,000 | 0.00% | -$226.53K |
| KEURIG DR PEPPER | 200,000 | 0 | -200,000 | 0.00% | -$222.01K |
| FOX CORP | 200,000 | 0 | -200,000 | 0.00% | -$221.32K |
| Macquarie Group Ltd. | 200,000 | 0 | -200,000 | 0.00% | -$218.79K |
| TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50 | 200,000 | 0 | -200,000 | 0.00% | -$200.35K |
| Bath & Body Works Inc | 218,000 | 0 | -218,000 | 0.00% | -$172.32K |
| CATERPILLAR INC | 150,000 | 0 | -150,000 | 0.00% | -$167.63K |
| AIR PROD & CHEM | 150,000 | 0 | -150,000 | 0.00% | -$157.92K |
| AIR PROD & CHEM | 150,000 | 0 | -150,000 | 0.00% | -$157.45K |
| TELESAT CANADA/TELESAT L REGD 144A P/P 4.87500000 | 146,000 | 0 | -146,000 | 0.00% | -$143.58K |
| Ecuador Government International Bond | 330,000 | 0 | -330,000 | 0.00% | -$136.20K |
| Ecuador Government International Bond | 320,000 | 0 | -320,000 | 0.00% | -$134.31K |
| G2 MA5933 | 113,460 | 0 | -113,460 | 0.00% | -$123.24K |
| THERMO FISHER SCIENTIFIC SR UNSEC 4.497% 03-25-30 | 100,000 | 0 | -100,000 | 0.00% | -$123.23K |
| OWENS-BROCKWAY REGD 144A P/P 6.62500000 | 112,000 | 0 | -112,000 | 0.00% | -$118.17K |
| EAST OHIO GAS CO | 100,000 | 0 | -100,000 | 0.00% | -$99.96K |
| CALPINE CORP REGD 5.75000000 | 96,000 | 0 | -96,000 | 0.00% | -$96.94K |
| NATIONSTAR MTG HLD INC REGD 144A P/P 8.12500000 | 92,000 | 0 | -92,000 | 0.00% | -$94.34K |
| Energizer Holdings, Inc. | 88,000 | 0 | -88,000 | 0.00% | -$94.05K |
| TransDigm Inc | 94,000 | 0 | -94,000 | 0.00% | -$88.06K |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 3 | 0 | -3 | 0.00% | -$81.17K |
| UNITED PARCEL | 50,000 | 0 | -50,000 | 0.00% | -$72.19K |
| BOMBARDIER INC 144A 7.500000% 03/15/2025 | 98,000 | 0 | -98,000 | 0.00% | -$63.86K |
| DEERE & CO | 50,000 | 0 | -50,000 | 0.00% | -$61.43K |
| HLA 2014-1A A1R | 60,649 | 0 | -60,649 | 0.00% | -$60.60K |
| THE BOOKING HOLDINGS INC 4.1% 04/13/2025 | 50,000 | 0 | -50,000 | 0.00% | -$56.15K |
| AT&T INC | 50,000 | 0 | -50,000 | 0.00% | -$54.87K |
| DIAMOND SPORTS GRP/DIAMOND FIN | 100,000 | 0 | -100,000 | 0.00% | -$53.52K |
| STEEL DYNAMICS | 50,000 | 0 | -50,000 | 0.00% | -$51.40K |
| BRISTOL-MYERS SQUIBB CO REGD 144A P/P 4.25000000 | 25,000 | 0 | -25,000 | 0.00% | -$32.92K |
| Kraft Heinz Foods Co. | 20,000 | 0 | -20,000 | 0.00% | -$20.00K |
| PETROBRAS SR UNSEC 144A 5.093% 01-15-30 | 20,000 | 0 | -20,000 | 0.00% | -$19.91K |
| TPX BANKS INDEX | -2 | 0 | 2 | 0.00% | $1.84K |
| REF: SOFRRATE INDEX BRK: MORGAN STANLEY & CO INTERNATIONAL PLC | -20,670,000 | 0 | 20,670,000 | 0.00% | $36.71K |
| CREDIT SUISSE | 1 | 0 | -1 | 0.00% | $57.32K |
| USD/MXN FORWARD | 11 | 0 | -11 | 0.00% | $62.78K |
| Security | Shares Jun 2020 | Shares Sep 2020 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PGIM Core Ultra Short Bond Fund | 23,456,888 | 79,696,412 | 56,239,525 | 5.42% | $56.24M |
| JAPAN GOVERNMENT OF 0.1% 09/20/2024 | 814,000,000 | 8,166,000,000 | 7,352,000,000 | 5.31% | $70.55M |
| PGIM Institutional Money Market Fund - D | 21,522,788 | 48,261,701 | 26,738,913 | 3.28% | $26.73M |
| JAPAN GOVT 20-YR | 1,867,900,000 | 3,369,900,000 | 1,502,000,000 | 2.47% | $16.71M |
| UK TSY GILT 4.500000% 09/07/2034 | 6,510,000 | 16,540,000 | 10,030,000 | 2.24% | $20.36M |
| French Republic Government Bond OAT | 4,150,000 | 21,040,000 | 16,890,000 | 1.70% | $20.33M |
| JAPAN GOVT 20-YR | 253,700,000 | 1,525,700,000 | 1,272,000,000 | 0.97% | $11.95M |
| China Development Bank | 2,630,000 | 90,050,000 | 87,420,000 | 0.89% | $12.77M |
| SPANISH GOV'T | 5,470,000 | 9,090,000 | 3,620,000 | 0.80% | $5.06M |
| JAPAN GOVT 40-YR | 249,400,000 | 818,400,000 | 569,000,000 | 0.66% | $6.79M |
| French Republic Government Bonds OAT | 680,000 | 4,440,000 | 3,760,000 | 0.60% | $7.63M |
| NXP BV | 2,500,000 | 6,250,000 | 3,750,000 | 0.45% | $3.96M |
| Switzerland Government Bond | 300,000 | 4,110,000 | 3,810,000 | 0.41% | $5.62M |
| Kingdom of Belgium Government Bonds | 960,000 | 2,760,000 | 1,800,000 | 0.40% | $4.00M |
| BPCE SA 4% 09/12/2023 144A | 1,990,000 | 4,990,000 | 3,000,000 | 0.37% | $3.28M |
| ITALY REPUBLIC OF 2.8% 03/01/2067 144A REGS | 2,460,000 | 3,500,000 | 1,040,000 | 0.35% | $2.03M |
| Telefonica Emisiones SA | 1,600,000 | 3,800,000 | 2,200,000 | 0.33% | $2.98M |
| HSBC HOLDINGS | 1,750,000 | 4,350,000 | 2,600,000 | 0.32% | $2.79M |
| JAPAN GOVT 30-YR | 293,900,000 | 386,900,000 | 93,000,000 | 0.30% | $1.15M |
| STACR 20-DNA1 M2 144A FRN (SOFR30A+181.45) 01-25-50 | 1,538,000 | 4,538,000 | 3,000,000 | 0.30% | $2.97M |
| JAPAN GOVT 30-YR | 159,350,000 | 437,350,000 | 278,000,000 | 0.30% | $2.85M |
| BECTON DICKINSON | 1,550,000 | 3,900,000 | 2,350,000 | 0.29% | $2.55M |
| LLOYDS BANKING GROUP PLC 3.5%/VAR 04/01/2026 REGS | 1,350,000 | 3,150,000 | 1,800,000 | 0.28% | $2.47M |
| WELLS FARGO CO | 1,500,000 | 3,550,000 | 2,050,000 | 0.27% | $2.41M |
| SOCIETE GENERALE SA | 1,300,000 | 3,100,000 | 1,800,000 | 0.26% | $2.35M |
| CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48 | 1,050,000 | 3,670,000 | 2,620,000 | 0.26% | $2.76M |
| WELLS FARGO CO | 1,400,000 | 3,550,000 | 2,150,000 | 0.25% | $2.26M |
| BANK OF AMER CRP | 1,350,000 | 3,400,000 | 2,050,000 | 0.24% | $2.17M |
| BNP Paribas SA | 1,200,000 | 2,800,000 | 1,600,000 | 0.24% | $2.12M |
| AL 3.875 07/03/23 | 1,350,000 | 3,400,000 | 2,050,000 | 0.24% | $2.17M |
| Electricite de France SA | 1,150,000 | 2,850,000 | 1,700,000 | 0.23% | $2.05M |
| AERCAP IRELAND CAP LTD / A 3.5% 05/26/22 | 1,250,000 | 3,150,000 | 1,900,000 | 0.22% | $1.94M |
| ANHEUSER BUSCH INBEV SA NV 3.7% 04/02/2040 REGS | 900,000 | 2,100,000 | 1,200,000 | 0.21% | $1.93M |
| CORP. NOTE | 1,200,000 | 3,000,000 | 1,800,000 | 0.21% | $1.86M |
| CITIGROUP INC | 1,100,000 | 2,800,000 | 1,700,000 | 0.20% | $1.80M |
| BAT NETHERLANDS FINANCE BV 3.125% 04/07/2028 REGS | 550,000 | 2,150,000 | 1,600,000 | 0.20% | $2.20M |
| KELLOGG CO | 1,100,000 | 2,800,000 | 1,700,000 | 0.19% | $1.75M |
| UNITED KINGDOM GILT GBP REG S 1.75% 07-22-57 | 890,000 | 1,650,000 | 760,000 | 0.19% | $1.30M |
| JPMORGAN CHASE | 1,050,000 | 2,650,000 | 1,600,000 | 0.19% | $1.71M |
| French Republic Government Bonds OAT | 420,000 | 1,830,000 | 1,410,000 | 0.19% | $2.22M |
| AbbVie Inc | 1,050,000 | 2,650,000 | 1,600,000 | 0.19% | $1.69M |
| SPANISH GOV'T | 550,000 | 1,370,000 | 820,000 | 0.19% | $1.77M |
| Airbus SE | 500,000 | 2,150,000 | 1,650,000 | 0.19% | $2.12M |
| AIB GROUP PLC | 1,000,000 | 2,500,000 | 1,500,000 | 0.18% | $1.63M |
| BARCLAYS PLC (UNGTD) 3.375/VAR 04/02/2025 REGS | 900,000 | 2,100,000 | 1,200,000 | 0.18% | $1.59M |
| WPC EUROBOND BV | 950,000 | 2,250,000 | 1,300,000 | 0.18% | $1.62M |
| NORTHROP GRUMMAN | 950,000 | 2,400,000 | 1,450,000 | 0.18% | $1.58M |
| UNITED KINGDOM GILT GBP REG S 3.5% 07-22-68 | 460,000 | 940,000 | 480,000 | 0.18% | $1.32M |
| CITIGROUP INC | 950,000 | 2,400,000 | 1,450,000 | 0.18% | $1.57M |
| T-MOBILE 144A SEC 3.75% 04-15-27 | 900,000 | 2,250,000 | 1,350,000 | 0.17% | $1.52M |
| DOWDUPONT | 850,000 | 2,100,000 | 1,250,000 | 0.17% | $1.50M |
| ZOOM COMMUNICATIONS INC | 3 | 7 | 4 | 0.17% | $2.23M |
| JAB Holdings BV | 800,000 | 1,800,000 | 1,000,000 | 0.17% | $1.45M |
| UBS GROUP AG 0.65%/VAR 01/14/2028 REGS | 900,000 | 2,100,000 | 1,200,000 | 0.17% | $1.48M |
| BNP PARIBAS | 900,000 | 2,250,000 | 1,350,000 | 0.17% | $1.46M |
| CAPGEMINI SE | 800,000 | 1,800,000 | 1,000,000 | 0.17% | $1.45M |
| BARCLAYS PLC | 1,100,000 | 2,300,000 | 1,200,000 | 0.16% | $1.24M |
| BAYER US FIN II | 800,000 | 2,050,000 | 1,250,000 | 0.16% | $1.42M |
| 1011778 BC ULC | 950,000 | 2,240,000 | 1,290,000 | 0.16% | $1.35M |
| Credit Suisse Group AG | 750,000 | 1,750,000 | 1,000,000 | 0.16% | $1.36M |
| MONDELEZ INT INC | 850,000 | 2,100,000 | 1,250,000 | 0.16% | $1.37M |
| JPMORGAN CHASE | 750,000 | 1,900,000 | 1,150,000 | 0.15% | $1.35M |
| EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A | 510,000 | 1,830,000 | 1,320,000 | 0.15% | $1.63M |
| Commonwealth Bank of Australia | 800,000 | 2,050,000 | 1,250,000 | 0.15% | $1.37M |
| BANK OF AMER CRP | 600,000 | 1,500,000 | 900,000 | 0.15% | $1.33M |
| General Electric Co | 850,000 | 2,100,000 | 1,250,000 | 0.15% | $1.33M |
| SABINE PASS LIQU | 750,000 | 1,900,000 | 1,150,000 | 0.15% | $1.32M |
| SANTANDER UK PLC | 1,300,000 | 2,025,000 | 725,000 | 0.15% | $775.80K |
| ELEVANCE HEALTH | 850,000 | 2,100,000 | 1,250,000 | 0.15% | $1.28M |
| Reynolds Group Issuer, Inc. | 950,000 | 2,106,000 | 1,156,000 | 0.15% | $1.19M |
| COMCAST CORP | 600,000 | 1,500,000 | 900,000 | 0.14% | $1.28M |
| UBS GROUP | 750,000 | 1,900,000 | 1,150,000 | 0.14% | $1.29M |
| BNP Paribas SA | 750,000 | 1,900,000 | 1,150,000 | 0.14% | $1.27M |
| Banco de Sabadell SA | 800,000 | 2,000,000 | 1,200,000 | 0.14% | $1.37M |
| VEREIT Operating Partnership LP | 750,000 | 1,900,000 | 1,150,000 | 0.14% | $1.29M |
| VODAFONE GROUP | 750,000 | 1,900,000 | 1,150,000 | 0.14% | $1.25M |
| HCA INC | 800,000 | 1,890,000 | 1,090,000 | 0.14% | $1.21M |
| BNP PARIBAS SR UNSECURED REGS 01/25 3.375 | 750,000 | 1,900,000 | 1,150,000 | 0.14% | $1.25M |
| T-MOBILE 144A SEC 3.875% 04-15-30 | 700,000 | 1,750,000 | 1,050,000 | 0.14% | $1.22M |
| VAR.RT. CORP. BONDS | 750,000 | 1,900,000 | 1,150,000 | 0.13% | $1.19M |
| FCC Aqualia SA | 650,000 | 1,550,000 | 900,000 | 0.13% | $1.19M |
| AT&T INC | 650,000 | 1,650,000 | 1,000,000 | 0.13% | $1.17M |
| T-MOBILE 144A SEC 2.55% 02-15-31 | 700,000 | 1,750,000 | 1,050,000 | 0.12% | $1.11M |
| CHUBB INA HOLDINGS LLC /EUR/ REGD 1.55000000 | 600,000 | 1,400,000 | 800,000 | 0.12% | $1.05M |
| CARR 2.493 02/15/27 | 650,000 | 1,650,000 | 1,000,000 | 0.12% | $1.07M |
| MITSUB UFJ FIN | 600,000 | 1,500,000 | 900,000 | 0.12% | $1.05M |
| MORGAN STANLEY | 600,000 | 1,500,000 | 900,000 | 0.12% | $1.03M |
| First-Citizens Bank & Trust Co | 950,000 | 1,600,000 | 650,000 | 0.12% | $707.54K |
| BANCO SANTANDER | 600,000 | 1,600,000 | 1,000,000 | 0.12% | $1.06M |
| TransDigm Inc | 1,050,000 | 1,750,000 | 700,000 | 0.11% | $765.35K |
| PROLOGIS EURO FINANCE LLC | 600,000 | 1,400,000 | 800,000 | 0.11% | $1.01M |
| VERIZON COMMUNICATIONS REGD 5.01200000 | 450,000 | 1,150,000 | 700,000 | 0.11% | $1.02M |
| CRED SUIS NY | 600,000 | 1,500,000 | 900,000 | 0.11% | $986.57K |
| DH EUROPE FINANCE II SARL 0.75% 09/18/2031 | 600,000 | 1,400,000 | 800,000 | 0.11% | $971.17K |
| UNITED MEXICAN | 200,000 | 1,430,000 | 1,230,000 | 0.11% | $1.40M |
| SUNCOR ENERGY INC SR UNSEC 3.1% 05-15-25 | 600,000 | 1,500,000 | 900,000 | 0.11% | $972.31K |
| BHCCN 6.25 02/15/29 144A | 596,000 | 1,563,000 | 967,000 | 0.11% | $1.01M |
| KRATON POLYMERS LLC/CAP REGD 144A P/P 7.00000000 | 675,000 | 1,575,000 | 900,000 | 0.11% | $928.98K |
| GE CAPITAL INTL | 600,000 | 1,500,000 | 900,000 | 0.11% | $975.15K |
| GFL Environmental Inc | 650,000 | 1,540,000 | 890,000 | 0.11% | $930.45K |
| ABBVIE INC SR UNSEC 144A 4.25% 11-21-49 | 550,000 | 1,350,000 | 800,000 | 0.11% | $930.27K |
| ANHEUSER-BUSCH | 500,000 | 1,300,000 | 800,000 | 0.11% | $986.31K |
| UBS GROUP | 600,000 | 1,500,000 | 900,000 | 0.11% | $945.21K |
| ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 03/01/2027 144A | 800,000 | 1,890,000 | 1,090,000 | 0.11% | $913.20K |
| THAILAND GOVT | 16,860,000 | 40,480,000 | 23,620,000 | 0.11% | $890.92K |
| COMCAST CORP | 525,000 | 1,325,000 | 800,000 | 0.11% | $939.89K |
| Australia & New Zealand Banking Group Ltd. 2.95%, Fixed unitl 07/22/2025 | 600,000 | 1,500,000 | 900,000 | 0.11% | $942.52K |
| DOWDUPONT | 550,000 | 1,350,000 | 800,000 | 0.11% | $919.71K |
| Albertsons Cos LLC / Safeway Inc / New Albertsons LP / Albertson's LLC | 606,000 | 1,408,000 | 802,000 | 0.11% | $893.37K |
| BACARDI LTD REGD 144A P/P 4.70000000 | 500,000 | 1,300,000 | 800,000 | 0.10% | $947.07K |
| Thames Water Utilities Finance PLC | 650,000 | 1,100,000 | 450,000 | 0.10% | $650.74K |
| CHARTER COMM OPT | 550,000 | 1,350,000 | 800,000 | 0.10% | $887.83K |
| ABBVIE INC REGD 144A P/P 4.05000000 | 500,000 | 1,300,000 | 800,000 | 0.10% | $905.94K |
| GLENLN 4.625 04/29/24 144A | 550,000 | 1,350,000 | 800,000 | 0.10% | $885.76K |
| CHARTER COMM OPT | 500,000 | 1,300,000 | 800,000 | 0.10% | $918.08K |
| VERIZON COMM INC | 550,000 | 1,350,000 | 800,000 | 0.10% | $876.58K |
| BANK OF AMER CRP | 500,000 | 1,300,000 | 800,000 | 0.10% | $908.25K |
| DOMINION ENERGY | 500,000 | 1,300,000 | 800,000 | 0.10% | $910.75K |
| Chemours Co/The | 622,000 | 1,431,000 | 809,000 | 0.10% | $854.34K |
| FISERV INC | 500,000 | 1,300,000 | 800,000 | 0.10% | $891.49K |
| CIGNA GROUP/THE 3.750000% 07/15/2023 | 532,000 | 1,332,000 | 800,000 | 0.10% | $863.53K |
| MORGAN STANLEY | 500,000 | 1,300,000 | 800,000 | 0.10% | $886.32K |
| DUKE ENERGY CAR | 500,000 | 1,300,000 | 800,000 | 0.10% | $877.67K |
| SR UNSECURED 144A 09/24 6.5 | 1,050,000 | 2,538,812 | 1,488,812 | 0.10% | $695.66K |
| BAYER US FIN II LLC 3.875% 12/15/2023 144A | 500,000 | 1,300,000 | 800,000 | 0.10% | $871.81K |
| ANHEUSER-BUSCH | 450,000 | 1,150,000 | 700,000 | 0.09% | $856.27K |
| Dell International LLC | 450,000 | 1,150,000 | 700,000 | 0.09% | $837.69K |
| KROGER CO | 450,000 | 1,150,000 | 700,000 | 0.09% | $828.06K |
| AEROPORTS DE PARIS SA | 400,000 | 1,000,000 | 600,000 | 0.09% | $816.87K |
| GENERAL ELECTRIC | 500,000 | 1,300,000 | 800,000 | 0.09% | $827.82K |
| Logicor Financing Sarl | 450,000 | 1,050,000 | 600,000 | 0.09% | $771.78K |
| JAB Holdings BV | 800,000 | 1,100,000 | 300,000 | 0.09% | $413.95K |
| GLENCORE FUNDING LLC REGD 144A P/P 4.12500000 | 475,000 | 1,175,000 | 700,000 | 0.09% | $761.95K |
| E.ON SE | 450,000 | 1,050,000 | 600,000 | 0.09% | $747.24K |
| EXPEDIA GRP INC | 850,000 | 1,300,000 | 450,000 | 0.08% | $457.05K |
| GLENCORE FUNDING LLC 144A 4.125000% 05/30/2023 | 450,000 | 1,150,000 | 700,000 | 0.08% | $751.73K |
| JPMORGAN CHASE | 450,000 | 1,150,000 | 700,000 | 0.08% | $754.25K |
| Heimstaden Bostad AB | 450,000 | 1,050,000 | 600,000 | 0.08% | $736.02K |
| TRI POINTE HOMES INC REGD 5.25000000 | 334,000 | 1,148,000 | 814,000 | 0.08% | $895.15K |
| ABN AMRO Bank NV | 400,000 | 1,000,000 | 600,000 | 0.08% | $760.30K |
| MERCER INTL INC SR UNSECURED 01/26 5.5 | 414,000 | 1,285,000 | 871,000 | 0.08% | $837.09K |
| PETSMART 144A LIFE SR SEC 1ST LIEN 5.875% 06-01-25 | 504,000 | 1,196,000 | 692,000 | 0.08% | $719.20K |
| BARCLAYS BK PLC | 400,000 | 900,000 | 500,000 | 0.08% | $694.63K |
| JELD-WEN INC REGD 144A P/P 4.87500000 | 468,000 | 1,197,000 | 729,000 | 0.08% | $770.85K |
| Danske Bank A/S | 450,000 | 1,050,000 | 600,000 | 0.08% | $732.98K |
| AT&T INC | 450,000 | 1,050,000 | 600,000 | 0.08% | $747.93K |
| BANK OF AMERICA CORP EUR REG S SR UNSEC 3.648% 03-31-29/28 | 350,000 | 850,000 | 500,000 | 0.08% | $747.71K |
| Barclays Bank PLC | 450,000 | 1,150,000 | 700,000 | 0.08% | $731.63K |
| Manitowoc Co Inc/The | 428,000 | 1,172,000 | 744,000 | 0.08% | $787.64K |
| General Electric Co. | 450,000 | 1,150,000 | 700,000 | 0.08% | $735.89K |
| LGF 5.875 11/01/24 144a | 488,000 | 1,224,000 | 736,000 | 0.08% | $736.78K |
| CITIGROUP INC | 400,000 | 1,000,000 | 600,000 | 0.08% | $725.56K |
| KHC 3 7/8 05/15/27 | 425,000 | 1,125,000 | 700,000 | 0.08% | $751.71K |
| Summit Materials LLC / Summit Materials Finance Corp | 487,000 | 1,102,000 | 615,000 | 0.08% | $674.87K |
| MPW 4.625 08/01/29 | 450,000 | 1,127,000 | 677,000 | 0.08% | $717.78K |
| MEG ENERGY CORP REGD P/P 7.00000000 | 526,000 | 1,226,000 | 700,000 | 0.08% | $698.87K |
| BP CAPITAL PLC | 400,000 | 1,000,000 | 600,000 | 0.08% | $695.15K |
| CENTURYLINK SR UNSEC 7.5% 04-01-24 | 433,000 | 1,026,000 | 593,000 | 0.08% | $671.87K |
| UniCredit SpA | 400,000 | 900,000 | 500,000 | 0.08% | $670.06K |
| ALEXANDRIA REAL | 400,000 | 1,000,000 | 600,000 | 0.08% | $680.04K |
| DOLLAR TREE | 400,000 | 1,000,000 | 600,000 | 0.08% | $677.05K |
| Elanco Animal Health Inc | 450,000 | 1,050,000 | 600,000 | 0.08% | $653.50K |
| FIRSTENERGY CORP | 450,000 | 1,150,000 | 700,000 | 0.08% | $673.71K |
| Commerzbank AG 4.00 03/23/2026 | 400,000 | 900,000 | 500,000 | 0.08% | $657.27K |
| BANK OF AMER CRP | 350,000 | 900,000 | 550,000 | 0.08% | $674.98K |
| BANCO SANTANDER | 400,000 | 1,000,000 | 600,000 | 0.07% | $663.13K |
| BAT CAPITAL CORP | 350,000 | 900,000 | 550,000 | 0.07% | $633.67K |
| AT&T INC | 350,000 | 900,000 | 550,000 | 0.07% | $649.83K |
| ORACLE CORP | 350,000 | 900,000 | 550,000 | 0.07% | $642.50K |
| Takeda Pharmaceutical Co Ltd | 350,000 | 850,000 | 500,000 | 0.07% | $638.90K |
| SCRIPPS ESCROW INC REGD 144A P/P 5.87500000 | 460,000 | 1,064,000 | 604,000 | 0.07% | $596.25K |
| BNP V2.219 06/09/26 144A | 400,000 | 1,000,000 | 600,000 | 0.07% | $622.30K |
| NATIONWIDE BUILDING SOCIETY 144A 3.960000% 07/18/2030 | 350,000 | 900,000 | 550,000 | 0.07% | $624.01K |
| THERMO FISHER SCIENTIFIC INC 1.875% 10/01/2049 | 350,000 | 850,000 | 500,000 | 0.07% | $631.37K |
| ORACLE CORP | 350,000 | 900,000 | 550,000 | 0.07% | $613.58K |
| MEDTRONIC GLOBAL HOLDINGS SCA 0.25% 07/02/2025 | 350,000 | 850,000 | 500,000 | 0.07% | $614.03K |
| DEUTSCHE TELEKOM AG SR UNSECURED 144A 01/50 3.625 | 350,000 | 900,000 | 550,000 | 0.07% | $613.30K |
| Diamond Sports Group LLC / Diamond Sports Finance Co | 850,000 | 1,400,000 | 550,000 | 0.07% | $370.03K |
| HPE 4.45 10/02/23 | 350,000 | 900,000 | 550,000 | 0.07% | $606.67K |
| MARRIOTT INTL | 350,000 | 900,000 | 550,000 | 0.07% | $604.62K |
| MATTEL INC 144A LIFE SR UNSEC 6.75% 12-31-25 | 539,000 | 889,000 | 350,000 | 0.06% | $378.60K |
| Telecom Italia SpA | 450,000 | 750,000 | 300,000 | 0.06% | $402.43K |
| ORANGE | 300,000 | 700,000 | 400,000 | 0.06% | $549.22K |
| MORGAN STANLEY | 250,000 | 600,000 | 350,000 | 0.06% | $527.60K |
| Realogy Group LLC | 370,000 | 868,000 | 498,000 | 0.06% | $554.47K |
| Takeda Pharmaceutical Co. Ltd. | 300,000 | 700,000 | 400,000 | 0.06% | $537.80K |
| HCA INC | 300,000 | 750,000 | 450,000 | 0.06% | $520.84K |
| Logicor Financing Sarl | 450,000 | 650,000 | 200,000 | 0.06% | $312.80K |
| Blackstone Property Partners Europe Holdings Sarl | 300,000 | 700,000 | 400,000 | 0.06% | $509.86K |
| UNITED TECH CORP | 277,000 | 727,000 | 450,000 | 0.06% | $533.86K |
| CLEVELAND-CLIFFS INC SR UNSEC 5.875% 06-01-27 | 410,000 | 924,000 | 514,000 | 0.06% | $520.20K |
| BACARDI LTD | 500,000 | 700,000 | 200,000 | 0.06% | $282.72K |
| IHS Markit Ltd | 300,000 | 750,000 | 450,000 | 0.06% | $511.94K |
| CaixaBank SA | 300,000 | 700,000 | 400,000 | 0.06% | $503.83K |
| HSBC HOLDINGS | 250,000 | 700,000 | 450,000 | 0.06% | $543.83K |
| SYSCO CORP | 250,000 | 600,000 | 350,000 | 0.06% | $495.29K |
| Fidelity National Information Services Inc | 300,000 | 700,000 | 400,000 | 0.06% | $496.65K |
| BANCO SABADELL | 300,000 | 700,000 | 400,000 | 0.06% | $498.75K |
| Beacon Roofing Supply, Inc. | 492,000 | 842,000 | 350,000 | 0.06% | $386.17K |
| Huarong Finance 2019 Co. Ltd. | 200,000 | 800,000 | 600,000 | 0.06% | $621.34K |
| T-MOBILE 144A SEC 3.5% 04-15-25 | 300,000 | 750,000 | 450,000 | 0.06% | $495.61K |
| NXP BV / NXP Funding LLC / NXP USA Inc | 300,000 | 750,000 | 450,000 | 0.06% | $498.02K |
| ASTM SpA | 450,000 | 650,000 | 200,000 | 0.06% | $286.09K |
| NATWEST GROUP PLC 4.519000% 06/25/2024 | 550,000 | 750,000 | 200,000 | 0.05% | $211.18K |
| ORIGIN ENERGY FINANCE LTD MTN 1.000000% 09/17/2029 | 500,000 | 700,000 | 200,000 | 0.05% | $277.72K |
| GE CAPITAL FUNDING 144A SR UNSEC 4.4% 05-15-30 | 300,000 | 750,000 | 450,000 | 0.05% | $494.71K |
| CREDIT AGRICOLE | 250,000 | 750,000 | 500,000 | 0.05% | $536.20K |
| Societe Generale SA | 300,000 | 750,000 | 450,000 | 0.05% | $488.24K |
| Aviva PLC | 200,000 | 500,000 | 300,000 | 0.05% | $488.71K |
| BARCLAYS PLC (UNGTD) 3.684% 01/10/2023 | 300,000 | 750,000 | 450,000 | 0.05% | $462.76K |
| VIKING CRUISES LTD REGD 144A P/P 5.87500000 | 596,000 | 996,000 | 400,000 | 0.05% | $418.14K |
| CREDIT AGRICOLE SA LONDON BRH 1.907%/VAR 06/16/2026 144A | 250,000 | 750,000 | 500,000 | 0.05% | $511.24K |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV | 250,000 | 600,000 | 350,000 | 0.05% | $446.20K |
| Erste Group Bank AG | 200,000 | 600,000 | 400,000 | 0.05% | $520.78K |
| NATWEST GROUP PLC 3.875% 09/12/2023 | 250,000 | 700,000 | 450,000 | 0.05% | $481.92K |
| GENERAL ELECTRIC | 250,000 | 600,000 | 350,000 | 0.05% | $445.64K |
| UniCredit SpA | 250,000 | 700,000 | 450,000 | 0.05% | $494.19K |
| Clarios Global LP / Clarios US Finance Co | 420,000 | 720,000 | 300,000 | 0.05% | $322.22K |
| TEGNA, Inc. | 338,000 | 753,000 | 415,000 | 0.05% | $426.27K |
| JPMorgan Chase & Co., Series HH | 300,000 | 750,000 | 450,000 | 0.05% | $461.37K |
| PEPSICO INC | 250,000 | 600,000 | 350,000 | 0.05% | $424.62K |
| SR UNSECURED 144A 04/23 VAR | 250,000 | 700,000 | 450,000 | 0.05% | $466.75K |
| GRUBHUB HOLDINGS INC REGD 144A P/P 5.50000000 | 298,000 | 697,000 | 399,000 | 0.05% | $418.37K |
| MEDTRONIC GLOBAL | 400,000 | 550,000 | 150,000 | 0.05% | $230.06K |
| CORPORATE BONDS | 392,000 | 899,000 | 507,000 | 0.05% | $479.28K |
| AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A | 300,000 | 750,000 | 450,000 | 0.05% | $454.11K |
| Cooperatieve Rabobank UA | 400,000 | 550,000 | 150,000 | 0.05% | $216.67K |
| VERIZON COMM INC | 200,000 | 550,000 | 350,000 | 0.05% | $420.77K |
| VERIZON COMM INC | 203,000 | 553,000 | 350,000 | 0.05% | $426.79K |
| GENERAL MILLS IN | 250,000 | 600,000 | 350,000 | 0.04% | $385.65K |
| BANCO SANTANDER | 200,000 | 600,000 | 400,000 | 0.04% | $436.71K |
| MACQUARIE GROUP LTD SR UNSECURED 144A 11/28 VAR | 250,000 | 600,000 | 350,000 | 0.04% | $383.73K |
| BROADCOM CRP / CAYMN FI REGD SER WI 3.62500000 | 250,000 | 600,000 | 350,000 | 0.04% | $375.44K |
| DHR 0.45 03/18/28 | 250,000 | 550,000 | 300,000 | 0.04% | $366.36K |
| CHARTER COMM OPT | 200,000 | 550,000 | 350,000 | 0.04% | $405.75K |
| CARRIER GLOBAL CORP 144A SR UNSEC 3.377% 04-05-40 | 250,000 | 600,000 | 350,000 | 0.04% | $384.20K |
| NISOURCE INC | 200,000 | 550,000 | 350,000 | 0.04% | $398.26K |
| ZAR/USD FORWARD | -70,839,987 | -35,199,991 | 35,639,996 | 0.04% | $1.13M |
| Hewlett Packard Enterprise Co. | 200,000 | 550,000 | 350,000 | 0.04% | $396.09K |
| NEW YORK LIFE | 200,000 | 550,000 | 350,000 | 0.04% | $393.78K |
| AMERICAN WATER | 200,000 | 550,000 | 350,000 | 0.04% | $393.08K |
| ENTERPRISE PRODU | 200,000 | 550,000 | 350,000 | 0.04% | $390.17K |
| MPLX LP | 250,000 | 600,000 | 350,000 | 0.04% | $361.38K |
| ENERGY TRANSFER | 200,000 | 550,000 | 350,000 | 0.04% | $381.84K |
| FCC Servicios Medio Ambiente Holding SA | 200,000 | 500,000 | 300,000 | 0.04% | $377.30K |
| DH EUROPE | 200,000 | 550,000 | 350,000 | 0.04% | $384.75K |
| ACADIA HEALTHCARE COMPANY INC | 94,000 | 581,000 | 487,000 | 0.04% | $500.36K |
| EQM Midstream Partners LP | 175,000 | 594,000 | 419,000 | 0.04% | $416.60K |
| HLF Financing Sarl LLC / Herbalife International Inc | 94,000 | 577,000 | 483,000 | 0.04% | $498.26K |
| ENEL FINANCE INTL NV 0.375% 06/17/2027 REGS | 200,000 | 500,000 | 300,000 | 0.04% | $366.88K |
| USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 04/01/2026 | 96,000 | 588,000 | 492,000 | 0.04% | $490.19K |
| AMERICAN AXLE & MFG INC REGD SER WI 6.25000000 | 96,000 | 587,000 | 491,000 | 0.04% | $486.52K |
| CARRIER GLOBAL CORP 144A SR UNSEC 2.722% 02-15-30 | 200,000 | 550,000 | 350,000 | 0.04% | $373.98K |
| VEREIT Operating Partnership LP | 200,000 | 550,000 | 350,000 | 0.04% | $372.23K |
| Turkiye Vakiflar Bankasi TAO | 350,000 | 550,000 | 200,000 | 0.04% | $192.68K |
| VSTOXX | 209 | 587 | 378 | 0.04% | $236.98K |
| ELEC DE FRANCE | 200,000 | 400,000 | 200,000 | 0.04% | $280.81K |
| Genesis Energy LP / Genesis Energy Finance Corp | 104,000 | 573,000 | 469,000 | 0.04% | $427.35K |
| PACIFIC GAS&ELEC | 200,000 | 550,000 | 350,000 | 0.04% | $325.47K |
| NGL ENERGY PARTNERS SR UNSEC 7.5% 11-01-23 | 402,000 | 745,000 | 343,000 | 0.03% | $162.06K |
| Bayer Capital Corp BV | 200,000 | 400,000 | 200,000 | 0.03% | $260.01K |
| M&G PLC | 100,000 | 300,000 | 200,000 | 0.03% | $335.98K |
| CVS HEALTH CORP | 150,000 | 400,000 | 250,000 | 0.03% | $288.25K |
| ENTERPRISE PRODUCTS OPER REGD 4.15000000 | 150,000 | 400,000 | 250,000 | 0.03% | $296.01K |
| GEN MOTORS FIN | 150,000 | 400,000 | 250,000 | 0.03% | $299.76K |
| Aviva PLC | 150,000 | 350,000 | 200,000 | 0.03% | $275.27K |
| AXA SA | 150,000 | 350,000 | 200,000 | 0.03% | $275.61K |
| KEURIG DR PEPPER | 150,000 | 400,000 | 250,000 | 0.03% | $287.03K |
| COOPER STANDARD AUTOMOTI COMPANY GUAR 144A 11/26 5.625 | 396,000 | 646,000 | 250,000 | 0.03% | $200.34K |
| AT&T INC | 150,000 | 400,000 | 250,000 | 0.03% | $281.60K |
| Aviva PLC | 100,000 | 300,000 | 200,000 | 0.03% | $306.99K |
| PHILLIPS 66 | 150,000 | 400,000 | 250,000 | 0.03% | $278.00K |
| BP CAPITAL PLC | 150,000 | 400,000 | 250,000 | 0.03% | $274.61K |
| Chubb INA Holdings LLC | 150,000 | 350,000 | 200,000 | 0.03% | $262.99K |
| Credit Suisse Group AG | 200,000 | 400,000 | 200,000 | 0.03% | $227.52K |
| VENTAS REALTY LP | 150,000 | 400,000 | 250,000 | 0.03% | $271.82K |
| WFCM 2017-RC1 D | 150,000 | 550,000 | 400,000 | 0.03% | $325.63K |
| Fidelity National Information Services Inc | 200,000 | 300,000 | 100,000 | 0.03% | $154.56K |
| LOCKHEED MARTIN | 150,000 | 400,000 | 250,000 | 0.03% | $260.99K |
| GENERAL ELECTRIC CO REGD 2.70000000 | 150,000 | 400,000 | 250,000 | 0.03% | $259.63K |
| CIGNA GROUP/THE | 150,000 | 400,000 | 250,000 | 0.03% | $258.97K |
| EAST OHIO GAS CO | 150,000 | 400,000 | 250,000 | 0.03% | $265.01K |
| MEDTRONIC GLOBAL HOLDINGS SCA | 200,000 | 300,000 | 100,000 | 0.03% | $160.54K |
| ENERGY TRANSFER | 150,000 | 400,000 | 250,000 | 0.03% | $229.67K |
| CHUBB INA HOLDINGS LLC 0.875000% 06/15/2027 | 100,000 | 300,000 | 200,000 | 0.02% | $247.73K |
| PACIFIC GAS&ELEC | 150,000 | 400,000 | 250,000 | 0.02% | $214.61K |
| American International Group, Inc. | 125,000 | 325,000 | 200,000 | 0.02% | $213.57K |
| CITIGROUP INC | 125,000 | 325,000 | 200,000 | 0.02% | $212.82K |
| SJM 3 03/15/22 | 125,000 | 325,000 | 200,000 | 0.02% | $206.96K |
| AIG Global Funding | 125,000 | 325,000 | 200,000 | 0.02% | $206.15K |
| GENERAL DYNAMICS | 100,000 | 250,000 | 150,000 | 0.02% | $195.78K |
| ANHEUSER-BUSCH | 100,000 | 250,000 | 150,000 | 0.02% | $183.36K |
| BNP Paribas SA | 150,000 | 250,000 | 100,000 | 0.02% | $131.25K |
| DEUTSCHE BANK NY | 100,000 | 300,000 | 200,000 | 0.02% | $200.95K |
| Thermo Fisher Scientific, Inc. | 150,000 | 250,000 | 100,000 | 0.02% | $133.12K |
| AEP TRANSMISSION | 100,000 | 250,000 | 150,000 | 0.02% | $178.47K |
| MPLX LP | 100,000 | 250,000 | 150,000 | 0.02% | $169.35K |
| HEALTHPEAK OP | 100,000 | 250,000 | 150,000 | 0.02% | $169.72K |
| BP CAP MKTS AMER | 100,000 | 250,000 | 150,000 | 0.02% | $165.84K |
| ENERGY TRANSFER | 100,000 | 250,000 | 150,000 | 0.02% | $159.71K |
Top 300 of 331, by weight.
| Security | Shares Jun 2020 | Shares Sep 2020 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Japan Government CPI-Linked Bonds | 876,098,496 | 875,320,992 | -777,504 | 0.56% | $191.32K |
| G2 MA5819 | 5,409,088 | 4,563,645 | -845,443 | 0.34% | -$910.88K |
| ECMC Group Student Loan Trust 5.18867 12/27/2066 | 4,318,199 | 4,254,062 | -64,136 | 0.29% | $74.77K |
| CATAMARAN CLO 2013-1 LTD SER 2013-1A CL AR V/R REGD 144A P/P 0.98450000 | 3,485,534 | 3,288,283 | -197,251 | 0.22% | -$178.82K |
| G2 MA2962 | 2,858,142 | 2,553,410 | -304,732 | 0.19% | -$333.07K |
| Precise Mortgage Funding 2017-1B PLC | 2,103,009 | 2,036,775 | -66,234 | 0.18% | $41.86K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 2,486,054 | 2,157,824 | -328,230 | 0.16% | -$359.50K |
| Stratton Mortgage Funding plc, Series 2019-1, Class A | 1,629,198 | 1,604,946 | -24,252 | 0.14% | $62.36K |
| G2 MA5530 | 1,907,650 | 1,668,661 | -238,988 | 0.12% | -$260.12K |
| Inflation Linked Korea Treasury Bond | 1,949,242,804 | 1,947,578,878 | -1,663,926 | 0.12% | $73.77K |
| SLM Student Loan Trust 4.50412 12/15/2032 | 1,920,337 | 1,863,402 | -56,935 | 0.11% | -$27.04K |
| Freddie Mac REMICS | 10,335,516 | 9,513,806 | -821,711 | 0.10% | -$119.92K |
| Cutwater Ltd., Series 2014-1A, Class A1AR | 1,458,362 | 1,397,041 | -61,321 | 0.09% | -$54.09K |
| Japan Government CPI-Linked Bonds | 118,574,000 | 118,456,600 | -117,400 | 0.08% | $27.75K |
| Freddie Mac STACR Debt Notes 2015-HQA2 | 1,282,663 | 1,087,085 | -195,578 | 0.08% | -$215.40K |
| IndyMac INDX Mortgage Loan Trust 2006-AR8 | 1,221,805 | 1,142,799 | -79,006 | 0.08% | -$55.78K |
| London Wall Mortgage Capital PLC | 885,386 | 832,627 | -52,759 | 0.07% | -$18.13K |
| GreenPoint MTA Trust, Series 2005-AR1, Class A2 | 1,205,948 | 1,144,878 | -61,070 | 0.07% | -$34.57K |
| FANNIE MAE REMICS FNR 2016-69 BS | 5,398,192 | 5,074,215 | -323,977 | 0.07% | -$73.23K |
| GNR 2014 117 SJ | 5,494,469 | 4,836,417 | -658,052 | 0.06% | -$113.28K |
| FREDDIE MAC REMICS FHR 4980 KI | 8,734,531 | 7,942,763 | -791,769 | 0.06% | -$190.01K |
| G2 MA5468 | 970,158 | 842,432 | -127,727 | 0.06% | -$139.34K |
| Navient Student Loan Trust 5.03867 12/27/2066 | 929,500 | 913,253 | -16,247 | 0.06% | $1.81K |
| CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 CAS 2019-R02 1M2 | 1,147,302 | 902,573 | -244,729 | 0.06% | -$232.56K |
| Soundview Home Loan Trust 2007-NS1 | 931,859 | 870,984 | -60,876 | 0.06% | -$52.64K |
| Freddie Mac REMICS | 4,857,267 | 4,236,192 | -621,076 | 0.05% | -$67.51K |
| Freddie Mac Pool | 810,648 | 697,135 | -113,513 | 0.05% | -$121.69K |
| Fannie Mae Pool | 784,131 | 687,237 | -96,894 | 0.05% | -$103.43K |
| FN CA2364 | 745,720 | 670,895 | -74,824 | 0.05% | -$85.13K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A | 800,266 | 753,671 | -46,595 | 0.05% | -$26.58K |
| Scholar Funding Trust 2010-A | 740,144 | 728,148 | -11,995 | 0.05% | -$18.42K |
| ZAR/USD FORWARD | 25 | 15 | -10 | 0.05% | $1.01M |
| Tower Bridge Funding No.1 PLC | 515,075 | 480,130 | -34,945 | 0.04% | -$17.46K |
| Mill City Mortgage Loan Trust 2017-2 | 647,644 | 591,966 | -55,678 | 0.04% | -$53.23K |
| Fannie Mae Connecticut Avenue Securities, Series 2018-R07, Class 1M2 | 729,333 | 582,723 | -146,610 | 0.04% | -$141.55K |
| FNMA 30YR 4.5% 08/01/2046#AL8964 | 578,231 | 520,133 | -58,097 | 0.04% | -$61.44K |
| Freddie Mac REMICS | 6,614,000 | 3,040,106 | -3,573,894 | 0.04% | -$671.55K |
| Freddie Mac Pool | 507,015 | 505,352 | -1,663 | 0.04% | -$36 |
| Federal National Mortgage Association, Inc. | 691,227 | 533,011 | -158,216 | 0.04% | -$148.47K |
| Citigroup Mortgage Loan Trust 2007-AR5 | 648,651 | 554,070 | -94,581 | 0.04% | -$70.48K |
| G2 MA4839 | 537,588 | 462,952 | -74,637 | 0.03% | -$79.86K |
| Deutsche Bank AG 4.50 05/19/2026 | 500,000 | 400,000 | -100,000 | 0.03% | -$81.76K |
| Harben Finance 2017-1 PLC | 380,702 | 371,952 | -8,750 | 0.03% | $10.16K |
| Ripon Mortgages PLC | 329,126 | 321,481 | -7,645 | 0.03% | $8.58K |
| STACR 2016-DNA4 M3 | 400,000 | 385,006 | -14,994 | 0.03% | -$5.51K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-158 SA | 2,668,058 | 2,357,136 | -310,922 | 0.03% | -$136.10K |
| Freddie Mac Pool | 407,168 | 330,065 | -77,103 | 0.02% | -$83.52K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-124 CS | 1,931,928 | 1,690,389 | -241,539 | 0.02% | -$47.06K |
| STACR 2016-DNA3 M3 FRN 12-25-28 | 346,551 | 322,307 | -24,244 | 0.02% | -$24.92K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-151 NI | 3,799,986 | 3,734,160 | -65,825 | 0.02% | -$50.59K |
| Fannie Mae Connecticut Avenue Securities | 347,854 | 275,897 | -71,957 | 0.02% | -$71.26K |
| WESTERN MIDSTRM | 350,000 | 268,000 | -82,000 | 0.02% | -$75.49K |
| IRS ZAR | 63 | 50 | -13 | 0.02% | $3.71M |
| Freddie Mac REMICS | 1,147,888 | 1,028,637 | -119,251 | 0.01% | -$34.79K |
| FHR 4320 SD | 960,173 | 904,559 | -55,613 | 0.01% | -$15.80K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-4 SJ | 1,096,192 | 1,015,180 | -81,012 | 0.01% | $12.93K |
| Government National Mortgage Association | 1,571,660 | 1,410,321 | -161,339 | 0.01% | -$33.84K |
| Impac Secured Assets Trust 2007-1 | 172,460 | 155,754 | -16,707 | 0.01% | -$13.89K |
| WESTERN GAS PART | 200,000 | 150,000 | -50,000 | 0.01% | -$47.10K |
| Government National Mortgage Association | 1,953,372 | 1,693,319 | -260,053 | 0.01% | -$21.75K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-67 PS | 924,821 | 841,854 | -82,967 | 0.01% | -$17.66K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-52 SK | 1,165,300 | 1,035,492 | -129,809 | 0.01% | -$21.76K |
| Structured Asset Mortgage Investments II Trust 2006-AR1 | 136,439 | 129,259 | -7,180 | 0.01% | -$6.59K |
| Government National Mortgage Association | 942,240 | 849,866 | -92,374 | 0.01% | -$6.08K |
| Fannie Mae Connecticut Avenue Securities | 156,288 | 124,220 | -32,069 | 0.01% | -$30.60K |
| SWP: IFS 3.185000 15-NOV-2027 UKR | 3 | 2 | -1 | 0.01% | -$54.32K |
| Government National Mortgage Association | 921,395 | 851,229 | -70,166 | 0.01% | $6.04K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 126,758 | 108,380 | -18,378 | 0.01% | -$19.90K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 126,676 | 107,158 | -19,518 | 0.01% | -$21.06K |
| GNR 2019-20 SF | 1,528,982 | 1,405,479 | -123,503 | 0.01% | $4.05K |
| FN 254985 | 111,369 | 97,994 | -13,375 | 0.01% | -$14.29K |
| Freddie Mac Pool | 109,218 | 94,925 | -14,293 | 0.01% | -$15.32K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-109 IH | 1,259,045 | 1,114,560 | -144,485 | 0.01% | -$47.74K |
| IRS INR | 6 | 3 | -3 | 0.01% | $24.19K |
| GNR 2019-69 S | 1,173,709 | 1,088,510 | -85,199 | 0.01% | -$7.41K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-1 SN | 674,750 | 623,060 | -51,690 | 0.01% | -$7.89K |
| FNMA POOL BN5883 FN 03/49 FIXED 5 | 83,901 | 77,548 | -6,353 | 0.01% | -$6.71K |
| FHR 4248 S | 519,240 | 471,289 | -47,952 | 0.01% | -$8.25K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-105 SC | 493,170 | 443,996 | -49,174 | 0.00% | $2.13K |
| Freddie Mac Gold Pool | 70,907 | 63,535 | -7,371 | 0.00% | -$7.77K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-78 SE | 463,739 | 426,426 | -37,313 | 0.00% | -$4.01K |
| FN MA3818 | 55,592 | 48,688 | -6,905 | 0.00% | -$7.38K |
| Fannie Mae Pool | 54,933 | 46,228 | -8,705 | 0.00% | -$9.35K |
| Freddie Mac Gold Pool | 45,064 | 40,338 | -4,726 | 0.00% | -$4.90K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-6 SA | 333,241 | 283,865 | -49,376 | 0.00% | $24 |
| G2 MA2827 | 41,258 | 37,020 | -4,239 | 0.00% | -$4.63K |
| G2 MA3174 | 37,345 | 32,992 | -4,352 | 0.00% | -$4.89K |
| FN BK4769 | 31,285 | 27,353 | -3,932 | 0.00% | -$4.16K |
| Fannie Mae Pool | 25,739 | 25,611 | -129 | 0.00% | -$61 |
| US DOLLARS | 6 | 2 | -4 | 0.00% | -$110.86K |
| UMBS, 20 Year | 14,708 | 13,141 | -1,567 | 0.00% | -$1.67K |
| Freddie Mac Gold Pool | 12,939 | 11,958 | -981 | 0.00% | -$996 |
| Freddie Mac Gold Pool | 7,909 | 6,610 | -1,299 | 0.00% | -$1.48K |
| XAV HEALTH CARE | 7 | 5 | -2 | 0.00% | -$66.90K |
| USD/TWD FORWARD | 20 | -63,999,981 | -64,000,001 | 0.00% | $140.65K |
| ZOOM COMMUNICATIONS INC CLASS A | 2 | 1 | -1 | 0.00% | $108.52K |
| ZIJIN MINING GROUP LTD H | -2,919,984 | -17,719,982 | -14,799,998 | -0.01% | -$409.15K |
| PURCHASED ZAR / SOLD USD | 9 | 6 | -3 | -0.01% | -$192.54K |
| ZAR/USD FORWARD | 19 | 13 | -6 | -0.01% | -$378.31K |
| ZURN ELKAY WATER SOLUTIONS CORP | -16,040,000 | -33,760,000 | -17,720,000 | -0.02% | $55.90K |
| ZURICH INSURANCE GROUP AG | -24,220,000 | -94,330,000 | -70,110,000 | -0.03% | -$103.82K |
| ZAR/USD FORWARD | 15 | 9 | -6 | -0.16% | -$2.07M |
| Security | Shares Jun 2020 | Shares Sep 2020 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| JAPAN GOVT 2-YR | 1,047,050,000 | 1,047,050,000 | 0 | 0.68% | $226.24K |
| Japan Government Five Year Bond | 682,200,000 | 682,200,000 | 0 | 0.44% | $146.55K |
| Bundesrepublik Deutschland Bundesanleihe | 4,460,000 | 4,460,000 | 0 | 0.37% | $202.42K |
| MADISON PK FDG XXX LTD / LLC TSFR3M+101.161 04/15/2029 144A | 5,550,000 | 5,550,000 | 0 | 0.37% | $79.93K |
| Kreditanstalt fuer Wiederaufbau | 4,450,000 | 4,450,000 | 0 | 0.36% | $229.10K |
| China Development Bank | 31,900,000 | 31,900,000 | 0 | 0.34% | $102.82K |
| Japan Government Two Year Bond | 504,000,000 | 504,000,000 | 0 | 0.33% | $111.67K |
| GERMANY FEDERAL REPUBLIC OF 2.5% 08/15/2046 REGS | 2,320,000 | 2,320,000 | 0 | 0.31% | $269.25K |
| Italy Certificati di Credito del Tesoro/ CCTS-eu | 3,720,000 | 3,720,000 | 0 | 0.31% | $253.35K |
| United Kingdom Gilt | 1,860,000 | 1,860,000 | 0 | 0.30% | $61.54K |
| CarVal CLO II Ltd., Series 2019-1A, Class AN | 4,000,000 | 4,000,000 | 0 | 0.27% | $94.62K |
| Elmwood CLO Ltd., Series 2020-1A, Class A | 4,000,000 | 4,000,000 | 0 | 0.27% | $61.76K |
| THAILAND GOVERNMENT BOND 1.875000% 06/17/2022 | 115,260,000 | 115,260,000 | 0 | 0.25% | -$114.74K |
| SOUND POINT CLO LTD SNDPT 2013 2RA A1 144A | 3,150,000 | 3,150,000 | 0 | 0.21% | $61.52K |
| VENTURE CDO LTD VENTR 2020 39A A1 144A | 2,675,000 | 2,675,000 | 0 | 0.18% | $46.68K |
| Province of Ontario Canada | 2,380,000 | 2,380,000 | 0 | 0.18% | $31.65K |
| KOREA TRSY BD | 2,821,770,000 | 2,821,770,000 | 0 | 0.16% | $59.20K |
| Singapore Government Bond | 2,870,000 | 2,870,000 | 0 | 0.15% | $38.75K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R11 M2 | 2,200,000 | 2,200,000 | 0 | 0.15% | $33.56K |
| JTWN 18-6R A1 CLO 144A FRN (TSFR3M+141.2) 04-25-30 | 2,150,000 | 2,150,000 | 0 | 0.14% | $29.37K |
| JAPAN GOVT 20-YR | 198,100,000 | 198,100,000 | 0 | 0.13% | $52.32K |
| CHINA PEOPLES REP CNY 3.29% 05-23-29 | 12,350,000 | 12,350,000 | 0 | 0.12% | $33.96K |
| IRISH GOVT | 1,370,000 | 1,370,000 | 0 | 0.12% | $87.17K |
| China Government Bond | 11,240,000 | 11,240,000 | 0 | 0.12% | -$20.15K |
| AGL CLO 3 LTD AGL 2020-3A A | 1,600,000 | 1,600,000 | 0 | 0.11% | $21.95K |
| China Government Bond | 10,590,000 | 10,590,000 | 0 | 0.11% | $36.34K |
| PORTUGUESE OT'S | 1,090,000 | 1,090,000 | 0 | 0.10% | $85.31K |
| Mountain View CLO 2016-1 LLC | 1,400,000 | 1,400,000 | 0 | 0.09% | $19.10K |
| KINGDOM OF DENMARK 4.500000% 11/15/2039 | 4,255,000 | 4,255,000 | 0 | 0.09% | $72.69K |
| Republic of Austria Government Bonds | 500,000 | 500,000 | 0 | 0.08% | $151.63K |
| Agricultural Development Bank of China | 8,240,000 | 8,240,000 | 0 | 0.08% | $15.30K |
| Crown City CLO I | 1,200,000 | 1,200,000 | 0 | 0.08% | -$73 |
| BLUESTAR FINANCE HOLDINGS LTD PRP REG S SUB (H) 3.875% 12-31-79/06-24-23 | 1,160,000 | 1,160,000 | 0 | 0.08% | $3.62K |
| Gazprom PJSC Via Gaz Capital SA | 960,000 | 960,000 | 0 | 0.07% | $6.21K |
| People's Republic of China | 6,260,000 | 6,260,000 | 0 | 0.06% | $15.67K |
| Israel Government Bonds - Fixed | 2,680,000 | 2,680,000 | 0 | 0.06% | $6.21K |
| Dominican Republic International Bond | 830,000 | 830,000 | 0 | 0.06% | $73.77K |
| EUROPEAN INVT BK | 560,000 | 560,000 | 0 | 0.05% | $36.00K |
| Republic of Austria Government Bonds | 510,000 | 510,000 | 0 | 0.05% | $107.67K |
| Republic of Korea | 735,370,000 | 735,370,000 | 0 | 0.04% | $16.23K |
| MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26 | 680,000 | 680,000 | 0 | 0.04% | -$40.70K |
| VITAL ENERGY INC REGD 9.50000000 | 1,000,000 | 1,000,000 | 0 | 0.04% | -$95.69K |
| Ukraine Government International Bond | 600,000 | 600,000 | 0 | 0.04% | -$4.41K |
| SYNNVX 4.441 04/24/23 144A | 500,000 | 500,000 | 0 | 0.04% | $4.12K |
| Romanian Government International Bond | 380,000 | 380,000 | 0 | 0.03% | $43.16K |
| Indonesia Treasury Bonds | 6,616,000,000 | 6,616,000,000 | 0 | 0.03% | -$4.37K |
| Citigroup Commercial Mortgage Trust, Series 2020-GC46, Class D | 650,000 | 650,000 | 0 | 0.03% | $50.17K |
| SYNGENTA FINANCE NV REGD 144A P/P 4.89200000 | 450,000 | 450,000 | 0 | 0.03% | $15.84K |
| MEREDITH CORP SR UNSEC 6.875% 02-01-26 | 564,000 | 564,000 | 0 | 0.03% | $175 |
| CFAMC II Co Ltd | 400,000 | 400,000 | 0 | 0.03% | $6.49K |
| Trust Fibra Uno | 400,000 | 400,000 | 0 | 0.03% | $8.89K |
| Banco do Brasil SA/Cayman | 410,000 | 410,000 | 0 | 0.03% | $24.35K |
| COMM 2019-GC44 Mortgage Trust | 400,000 | 400,000 | 0 | 0.02% | $57.81K |
| Lukoil Securities BV | 300,000 | 300,000 | 0 | 0.02% | $4.20K |
| GS MTG SECS TR 2019-GC42 2.8% 09/10/2052 144A | 350,000 | 350,000 | 0 | 0.02% | $46.33K |
| COMM Mortgage Trust, Series 2017-COR2, Class D | 350,000 | 350,000 | 0 | 0.02% | $27.45K |
| Syngenta Finance NV | 250,000 | 250,000 | 0 | 0.02% | $8.38K |
| CSAIL Commercial Mortgage Trust, Series 2018-C14, Class D | 300,000 | 300,000 | 0 | 0.02% | $25.98K |
| Egypt Government International Bond | 270,000 | 270,000 | 0 | 0.02% | $2.63K |
| MEXICO CITY ARPT TRUST REGD 144A P/P 3.87500000 | 310,000 | 310,000 | 0 | 0.02% | -$18.10K |
| Gazprom PJSC Via Gaz Capital SA | 180,000 | 180,000 | 0 | 0.02% | -$4.06K |
| MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46 | 305,000 | 305,000 | 0 | 0.02% | -$19.72K |
| MEXICO CITY ARPT TRUST REGD 144A P/P 5.50000000 | 300,000 | 300,000 | 0 | 0.02% | -$20.20K |
| INDONESIA (REP) | 200,000 | 200,000 | 0 | 0.02% | $3.72K |
| AT&T INC | 200,000 | 200,000 | 0 | 0.02% | $874 |
| CFAMC II Co. Ltd. | 200,000 | 200,000 | 0 | 0.02% | $4.17K |
| PROSUS NV SR UNSECURED 144A 01/30 3.68 | 200,000 | 200,000 | 0 | 0.01% | $5.86K |
| SASOL 4.5 11/14/22 | 200,000 | 200,000 | 0 | 0.01% | $12.94K |
| OCCIDENTAL PETE | 200,000 | 200,000 | 0 | 0.01% | -$1.33K |
| ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND 144A 7.562000% MATURITY: PERPETUAL | 200,000 | 200,000 | 0 | 0.01% | $9.55K |
| Petroleos de Venezuela, S.A. | 6,730,000 | 6,730,000 | 0 | 0.01% | $6.73K |
| MEXICO CITY ARPT TR 5.5% 10/31/2046 144A | 200,000 | 200,000 | 0 | 0.01% | -$12.93K |
| Romanian Government International Bond | 120,000 | 120,000 | 0 | 0.01% | $13.70K |
| BBCMS Mortgage Trust, Series 2017-C1, Class D | 200,000 | 200,000 | 0 | 0.01% | $22.76K |
| Presidencia de la Republica Dominicana | 150,000 | 150,000 | 0 | 0.01% | $11.18K |
| BANK, Series 2018-BN10, Class D | 200,000 | 200,000 | 0 | 0.01% | $11.42K |
| SRI LANKA (REPUBLIC OF) | 200,000 | 200,000 | 0 | 0.01% | $8.08K |
| OCCIDENTAL PETE | 150,000 | 150,000 | 0 | 0.01% | -$1.74K |
| MEDTRONIC GLOBAL HOLDINGS SCA | 100,000 | 100,000 | 0 | 0.01% | $10.86K |
| VALE OVERSEAS | 100,000 | 100,000 | 0 | 0.01% | $492 |
| Egypt Government International Bond | 100,000 | 100,000 | 0 | 0.01% | $5.22K |
| Romanian Government International Bond | 70,000 | 70,000 | 0 | 0.01% | $7.62K |
| Nabors Industries, Inc. | 95,000 | 95,000 | 0 | 0.01% | $1.48K |
| VERIZON COMMUNICATIONS INC SNR S ICE | 9 | 9 | 0 | 0.00% | $82.23K |
| PETROLEOS DE VENEZUELA SA VARIABLE RATE 04/12/2027 | 1,800,000 | 1,800,000 | 0 | 0.00% | $1.80K |
| WESTERN GAS PART | 50,000 | 50,000 | 0 | 0.00% | $1.30K |
| WESTERN GAS PART | 50,000 | 50,000 | 0 | 0.00% | -$27 |
| WELLS FARGO CO | 25,000 | 25,000 | 0 | 0.00% | -$220 |
| KEURIG DR PEPPER | 25,000 | 25,000 | 0 | 0.00% | $297 |
| WALT DISNEY CO | 25,000 | 25,000 | 0 | 0.00% | $213 |
| SR UNSECURED 11/23 4.25 | 12,000 | 12,000 | 0 | 0.00% | $37 |
| METLIFE INC | 10,000 | 10,000 | 0 | 0.00% | -$25 |
| ZURICH INSURANCE GROUP AG TRS 0.0000% 05-15-2033 | 22 | 22 | 0 | 0.00% | $9.94K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.