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, 2022 → Sep 30, 2022
Expand a category to
see the positions behind it, ranked by weight.
Security
Shares Jun 2022
Shares Sep 2022
Δ shares
End %
Δ value
US TREASURY N/B
0
667,000
667,000
5.85%
$592.80K
Bank of America Corp
0
120,000
120,000
1.08%
$109.18K
AMERICAN EXPRESS
0
106,000
106,000
1.01%
$102.67K
Golden Credit Card Trust, Series 2022-4A, Class A
0
100,000
100,000
0.97%
$98.24K
AMXCA 2022-3 A
0
100,000
100,000
0.96%
$97.41K
SHERWIN-WILLIAMS
0
70,000
70,000
0.68%
$68.83K
State Street Instl US Govt MMkt Inv
0
15,939
15,939
0.16%
$15.94K
Security
Shares Jun 2022
Shares Sep 2022
Δ shares
End %
Δ value
U.S. Treasury Notes/Bonds
1,562,000
0
-1,562,000
0.00%
-$1.50M
AERCAP IRELAND
265,000
0
-265,000
0.00%
-$244.68K
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.625% 12/13/2024 144A
195,000
0
-195,000
0.00%
-$183.35K
JPMorgan US Government Money Market Fund
154,970
0
-154,970
0.00%
-$154.97K
COMET 2022-A2 A
110,000
0
-110,000
0.00%
-$110.07K
AMXCA 2022-2 A
105,000
0
-105,000
0.00%
-$104.78K
GS MORTGAGE SECURITIES TRUST SERIES 2012-BWTR CLASS A REGD 144A 2.95400000
100,000
0
-100,000
0.00%
-$99.22K
BACCT 2022-A1 A1
50,000
0
-50,000
0.00%
-$50.05K
Security
Shares Jun 2022
Shares Sep 2022
Δ shares
End %
Δ value
US TREASURY N/B
922,000
1,749,000
827,000
16.62%
$768.13K
Security
Shares Jun 2022
Shares Sep 2022
Δ shares
End %
Δ value
US TREASURY N/B
2,174,000
1,579,000
-595,000
14.50%
-$587.65K
US TREASURY N/B
1,709,000
1,265,000
-444,000
11.64%
-$448.72K
US TREASURY N/B
1,886,000
1,007,000
-879,000
9.36%
-$852.28K
AT&T INC
292,000
237,000
-55,000
2.21%
-$54.26K
MORGAN STANLEY
273,000
238,000
-35,000
2.20%
-$35.11K
Goldman Sachs Group Inc/The
205,000
160,000
-45,000
1.50%
-$43.83K
Government National Mortgage Association
154,776
145,281
-9,495
1.39%
-$11.87K
WARNERMEDIA HLDG
167,000
142,000
-25,000
1.33%
-$27.26K
ABBVIE INC
131,000
111,000
-20,000
1.04%
-$21.17K
BWAY 2013-1515 MORTGAGE TRUST BWAY 2013-1515 A1
113,634
103,924
-9,710
0.99%
-$10.45K
Fannie Mae REMICS
122,221
96,519
-25,702
0.94%
-$26.60K
CONTINENTAL RESOURCES REGD 144A P/P 2.26800000
136,000
106,000
-30,000
0.89%
-$30.14K
SLM STUDENT LOAN TRUST SLMA 2005 7 A4
74,421
63,171
-11,250
0.62%
-$11.05K
Fannie Mae REMICS
69,382
62,779
-6,602
0.60%
-$8.04K
Freddie Mac Gold Pool
69,546
63,038
-6,508
0.56%
-$10.04K
FRESB 2016-SB17 A5H
21,374
21,247
-126
0.21%
-$151
Freddie Mac Multifamily Structured Pass Through Certificates
24,053
3,380
-20,672
0.03%
-$20.57K
Security
Shares Jun 2022
Shares Sep 2022
Δ shares
End %
Δ value
COMM MORTGAGE TRUST
170,000
170,000
0
1.68%
-$218
PARK AEROSPACE HOLDINGS LTD 144A 4.500000% 03/15/2023
162,000
162,000
0
1.59%
-$364
CARDS II TRUST CARD2 2021-1A A
150,000
150,000
0
1.39%
-$1.57K
CNP 2012-1 A3
130,043
130,043
0
1.26%
-$1.33K
GM 1.7 08/18/23
125,000
125,000
0
1.20%
-$604
VALET 2021-1 A3
125,000
125,000
0
1.17%
-$1.34K
AbbVie, Inc.
117,000
117,000
0
1.15%
-$50
BMW VEH LEASE TR 2022-1 1.1% 03/25/2025
120,000
120,000
0
1.14%
-$319
WILLIAMS COS INC
116,000
116,000
0
1.13%
-$2.14K
DROCK 2022-1 A
115,000
115,000
0
1.09%
-$2.86K
Commercial Mortgage Trust, Series 2013-CR7, Class A4
110,558
110,558
0
1.08%
-$53
SVELEV 0.8 02/10/24
107,000
107,000
0
1.00%
-$229
Toyota Auto Loan Extended Note Trust, Series 2020-1A, Class A