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.
Apr 30, 2022 → Jul 31, 2022
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Apr 2022 | Shares Jul 2022 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 0 | 3,500,000 | 3,500,000 | 3.60% | $3.51M |
| APPLE INC | 0 | 1,500,000 | 1,500,000 | 1.43% | $1.39M |
| CVS HEALTH CORP | 0 | 1,250,000 | 1,250,000 | 1.30% | $1.27M |
| INTERCONTINENT | 0 | 1,250,000 | 1,250,000 | 1.29% | $1.26M |
| HUNTINGTON BANCS | 0 | 1,250,000 | 1,250,000 | 1.29% | $1.26M |
| FREMF Mortgage Trust | 0 | 1,200,000 | 1,200,000 | 1.23% | $1.20M |
| STARBUCKS CORP | 0 | 1,000,000 | 1,000,000 | 1.04% | $1.01M |
| DIS 7 3/4 01/20/24 | 0 | 1,000,000 | 1,000,000 | 1.03% | $1.01M |
| ABBVIE INC | 0 | 1,000,000 | 1,000,000 | 1.03% | $1.00M |
| BANK OF AMER CRP | 0 | 1,000,000 | 1,000,000 | 1.03% | $1.00M |
| SHELL INTL FIN | 0 | 1,000,000 | 1,000,000 | 1.03% | $999.88K |
| GOLDMAN SACHS GP | 0 | 1,000,000 | 1,000,000 | 1.03% | $999.39K |
| SR UNSECURED 05/24 3.375 | 0 | 1,000,000 | 1,000,000 | 1.03% | $998.37K |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | 0 | 1,000,000 | 1,000,000 | 1.02% | $994.67K |
| CITIGROUP INC | 0 | 1,000,000 | 1,000,000 | 1.02% | $988.19K |
| T-MOBILE USA INC | 0 | 1,000,000 | 1,000,000 | 1.02% | $987.82K |
| JPMBB Commercial Mortgage Securities Trust 2014-C24 | 0 | 1,000,000 | 1,000,000 | 1.01% | $981.19K |
| JPMORGAN CHASE | 0 | 1,000,000 | 1,000,000 | 0.97% | $940.32K |
| MORGAN STANLEY | 0 | 1,000,000 | 1,000,000 | 0.96% | $933.84K |
| TORONTO DOM BANK | 0 | 1,000,000 | 1,000,000 | 0.94% | $916.32K |
| American Homes 4 Rent Trust, Series 2014-SFR2, Class A | 0 | 888,808 | 888,808 | 0.91% | $885.40K |
| T-MOBILE USA INC | 0 | 750,000 | 750,000 | 0.72% | $700.31K |
| FNMA ACES, Series 2016-M11, Class A1 | 0 | 553,141 | 553,141 | 0.56% | $547.26K |
| FNA 16-M5 A1 (MF) 2.073% 04-25-26 | 0 | 407,323 | 407,323 | 0.41% | $400.86K |
| ROYAL BK CANADA | 0 | 300,000 | 300,000 | 0.31% | $301.81K |
| Security | Shares Apr 2022 | Shares Jul 2022 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 5,485,000 | 0 | -5,485,000 | 0.00% | -$5.37M |
| DISCOVER BANK 4.200000% 08/08/2023 | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.51M |
| ALLY FINANCIAL | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.46M |
| TRANSCANADA PIPELINES SR UNSECURED 10/23 3.75 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.26M |
| NATWEST GROUP PLC 3.875% 09/12/2023 | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.25M |
| KEURIG DR PEPPER | 1,250,000 | 0 | -1,250,000 | 0.00% | -$1.19M |
| BXHPP 2021-FILM B | 1,060,000 | 0 | -1,060,000 | 0.00% | -$1.02M |
| CHARTER COMM OPT | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| NXP BV NXP FUNDING LLC | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| ROPER TECHNOLOGIES INC 3.65% 09/15/2023 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| ABBVIE INC | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 3.125% 05-12-23 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.92K |
| Fannie Mae Pool 2.465% DUE 10/01/2022 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.57K |
| Hyundai Capital America | 1,000,000 | 0 | -1,000,000 | 0.00% | -$994.92K |
| WEC ENERGY GROUP INC SR UNSEC 0.55% 09-15-23 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$965.47K |
| Foundation Finance Trust, Series 2021-1A, Class A | 783,354 | 0 | -783,354 | 0.00% | -$731.76K |
| FREMF Mortgage Trust, Series 2013-K34, Class B | 730,000 | 0 | -730,000 | 0.00% | -$731.72K |
| T-MOBILE 144A SR UNSEC 2.25% 02-15-26 | 750,000 | 0 | -750,000 | 0.00% | -$688.12K |
| WARNERMEDIA HLDG | 500,000 | 0 | -500,000 | 0.00% | -$496.86K |
| GOLDMAN SACHS GP | 500,000 | 0 | -500,000 | 0.00% | -$487.75K |
| Hyatt Hotels Corp. | 500,000 | 0 | -500,000 | 0.00% | -$485.95K |
| Lloyds Banking Group plc | 500,000 | 0 | -500,000 | 0.00% | -$485.33K |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 0.875000% 11/22/2023 | 500,000 | 0 | -500,000 | 0.00% | -$480.17K |
| NATL RURAL UTIL | 500,000 | 0 | -500,000 | 0.00% | -$476.71K |
| OASIS 2020-2 LLC | 143,109 | 0 | -143,109 | 0.00% | -$143.15K |
| FHLMC Multifamily Structured Plan 3.111% DUE 06/25/2025 | 35,202 | 0 | -35,202 | 0.00% | -$35.31K |
| Security | Shares Apr 2022 | Shares Jul 2022 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 8,915,000 | 9,105,000 | 190,000 | 9.04% | $212.17K |
| FREMF Mortgage Trust, Series 2013-K29, Class C | 1,200,000 | 2,495,000 | 1,295,000 | 2.53% | $1.27M |
| Fidelity Treasury Only Portfolio | 340,401 | 1,010,178 | 669,777 | 1.04% | $669.78K |
| Security | Shares Apr 2022 | Shares Jul 2022 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PWNE 2021-1 A2 | 1,200,000 | 1,197,099 | -2,901 | 1.18% | -$4.87K |
| FHLMC Multifamily Structured Plan Floating Rate, DUE 04/25/2027 | 1,000,000 | 996,601 | -3,399 | 1.02% | -$139 |
| American Homes 4 Rent Trust, Series 2014-SFR3, Class A | 998,480 | 993,434 | -5,047 | 1.01% | -$2.42K |
| FHLMC Multifamily Structured Plan Series KJ38 Class A1 | 998,745 | 994,411 | -4,334 | 1.00% | $4.27K |
| FBR SECURITIZATION TRUST FBRSI 2005 5 M2 | 1,000,000 | 944,210 | -55,790 | 0.95% | -$62.48K |
| MSBAM 2014-C14 A5 | 928,182 | 919,216 | -8,966 | 0.94% | -$16.13K |
| ATALAYA EQUIPMENT LEASING TRUST 21-1 AELF 2021-1A A2 | 1,000,000 | 934,465 | -65,535 | 0.94% | -$68.24K |
| FHLMC Multifamily Structured Pass Through Certs | 955,742 | 947,914 | -7,828 | 0.92% | -$1.89K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 998,463 | 944,944 | -53,519 | 0.92% | -$45.77K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 1,180,954 | 908,257 | -272,697 | 0.92% | -$268.04K |
| FHLMC Multifamily Structured Plan Floating Rate, DUE 10/25/2026 | 988,390 | 942,830 | -45,560 | 0.91% | -$36.47K |
| MSC 2015-420 A | 894,848 | 887,383 | -7,465 | 0.88% | -$20.80K |
| WESTR 2022-1A A | 940,175 | 863,307 | -76,868 | 0.85% | -$79.21K |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2021 1A A2 144A | 854,960 | 732,467 | -122,492 | 0.73% | -$126.78K |
| Metlife Securitization Trust, Series 2017-1A, Class A | 658,777 | 624,737 | -34,040 | 0.62% | -$42.67K |
| COMM 2012-CR4 A3 | 901,031 | 605,490 | -295,541 | 0.62% | -$297.73K |
| Accredited Mortgage Loan Trust 2006-1 | 786,206 | 587,895 | -198,311 | 0.60% | -$198.13K |
| CFMT 2021-GRN1 Issuer Trust | 687,950 | 604,051 | -83,898 | 0.59% | -$85.46K |
| MILL CITY MORTGAGE TRUST MCMLT 2018 1 A1 144A | 655,382 | 574,387 | -80,995 | 0.58% | -$84.64K |
| New Residential Mortgage Loan Trust, Series 2016-3A, Class A1B | 607,205 | 569,519 | -37,686 | 0.56% | -$40.92K |
| Aqua Finance Trust, Series 2020-AA, Class A | 636,945 | 552,637 | -84,308 | 0.54% | -$86.72K |
| American Homes 4 Rent Trust, Series 2015-SFR2, Class A | 531,848 | 528,882 | -2,965 | 0.54% | -$1.42K |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST | 750,000 | 523,675 | -226,325 | 0.53% | -$222.96K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K064 CL X1 V/R 0.72246700 | 21,334,126 | 21,225,336 | -108,790 | 0.52% | -$31.74K |
| TPMT 17-3 A1 144A FRN 07-25-57 | 622,126 | 510,642 | -111,484 | 0.52% | -$116.36K |
| FHLMC Multifamily Structured Pass Through Certs | 19,251,459 | 18,933,749 | -317,711 | 0.51% | -$48.95K |
| GSMS 2014-GC26 AAB | 542,860 | 487,576 | -55,285 | 0.50% | -$59.62K |
| FCITL 2021 1A A 144A | 668,629 | 493,121 | -175,509 | 0.49% | -$181.03K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 7,982,054 | 7,975,571 | -6,482 | 0.45% | -$30.84K |
| WFCM 2015-LC20 ASB | 464,615 | 421,562 | -43,053 | 0.43% | -$46.39K |
| Oasis Securitization Funding LLC | 474,239 | 391,911 | -82,327 | 0.39% | -$84.87K |
| STRUCTURED ASSET SECURITIES CO SASC 2006 BC6 A1 | 419,971 | 396,485 | -23,486 | 0.39% | -$28.33K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 9,492,010 | 9,471,526 | -20,484 | 0.39% | -$30.43K |
| Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO | 19,659,836 | 19,618,000 | -41,835 | 0.38% | -$33.18K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 378,492 | 314,288 | -64,205 | 0.33% | -$64.76K |
| FREMF 2016-K59 Mortgage Trust | 96,601,545 | 96,147,446 | -454,099 | 0.32% | -$21.26K |
| FNMA ACES, Series 2019-M21, Class 1A1 | 1,052,952 | 283,590 | -769,362 | 0.29% | -$736.34K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC2 A4 | 303,381 | 277,667 | -25,713 | 0.28% | -$27.20K |
| NRZT 2017-4A A1 | 289,857 | 270,666 | -19,191 | 0.27% | -$21.03K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ30 A1 | 325,753 | 271,525 | -54,228 | 0.27% | -$51.95K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 448,733 | 251,920 | -196,813 | 0.25% | -$184.01K |
| Popular ABS Mortgage Pass-Through Trust 2006-D | 251,109 | 218,247 | -32,862 | 0.22% | -$33.96K |
| TPMT 2018-3 A1 144A FRN 05-25-58 | 232,298 | 216,729 | -15,569 | 0.22% | -$17.93K |
| ASSET BACKED FUNDING CERTIFICA ABFC 2005 WF1 M2 | 256,434 | 186,595 | -69,839 | 0.19% | -$69.23K |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC31 CGCMT 2015-GC31 AAB | 206,171 | 187,529 | -18,641 | 0.19% | -$20.27K |
| TPMT 2017-2 A1 2.75% 04/57 | 239,123 | 184,520 | -54,603 | 0.19% | -$55.45K |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C26 ASB | 200,541 | 180,159 | -20,382 | 0.18% | -$21.74K |
| OASIS SECURITIZATION FUNDING L OASIS 2021 1A A 144A | 220,533 | 162,552 | -57,981 | 0.16% | -$58.99K |
| WFRBS Commercial Mortgage Trust Series 2012-C9 Class A-3 | 549,896 | 124,108 | -425,788 | 0.13% | -$425.76K |
| STRUCTURED ASSET SECURITIES CO SASC 2005 WF2 M1 | 171,524 | 122,187 | -49,337 | 0.12% | -$49.30K |
| JPMBB 2014-C22 ASB 3.5036% 09/15/2047 | 129,210 | 112,285 | -16,924 | 0.11% | -$18.20K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K723 X1 | 14,508,081 | 14,455,698 | -52,383 | 0.11% | -$31.89K |
| First Franklin Mortgage Loan Trust, Series 2006-FF14, Class A5 | 118,819 | 101,411 | -17,408 | 0.10% | -$17.64K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 36,069,888 | 35,920,372 | -149,516 | 0.10% | -$25.00K |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 SER 2017-3A CL A1 V/R REGD 144A P/P 4.00000000 | 102,965 | 95,339 | -7,625 | 0.10% | -$7.52K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KJ33 A1 | 306,038 | 82,544 | -223,494 | 0.08% | -$214.11K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 391,654 | 78,852 | -312,802 | 0.08% | -$312.71K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSMC X1 | 23,033,373 | 22,858,640 | -174,733 | 0.07% | -$41.40K |
| Foundation Finance Trust 2017-1 | 127,602 | 34,769 | -92,833 | 0.04% | -$93.22K |
| WHEAT SEP 26 | 8 | -21 | -29 | 0.01% | -$173.09K |
| Mill City Mortgage Trust 2.75% DUE 11/25/2058 | 117,072 | 2,479 | -114,594 | 0.00% | -$114.46K |
| Security | Shares Apr 2022 | Shares Jul 2022 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FREMF 2013-K33 Mortgage Trust | 1,430,000 | 1,430,000 | 0 | 1.45% | -$11.98K |
| NMEF FUNDING 2022 A LLC | 1,360,000 | 1,360,000 | 0 | 1.36% | -$10.39K |
| PARKER-HANNIFIN | 1,250,000 | 1,250,000 | 0 | 1.27% | -$1.72K |
| FREMF MORTGAGE TRUST SERIES #2014-K36 CLASS C | 1,175,000 | 1,175,000 | 0 | 1.21% | -$12.11K |
| COMM 2014-277P A | 1,190,000 | 1,190,000 | 0 | 1.19% | -$21.64K |
| ENERGY TRANSFER | 1,150,000 | 1,150,000 | 0 | 1.19% | -$6.02K |
| FREMF Mortgage Trust, Series 2013-K35, Class C | 1,158,000 | 1,158,000 | 0 | 1.18% | -$10.70K |
| Commercial Mortgage Trust, Series 2013-CR7, Class A4 | 1,084,203 | 1,084,203 | 0 | 1.11% | -$6.17K |
| PFS Financing Corp., Series 2021-A, Class A | 1,130,000 | 1,130,000 | 0 | 1.09% | -$1.21K |
| MARRIOTT INTL | 1,000,000 | 1,000,000 | 0 | 1.07% | -$5.42K |
| SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE A 144A | 1,070,000 | 1,070,000 | 0 | 1.05% | -$11.53K |
| SPECTRA PARTNERS | 1,000,000 | 1,000,000 | 0 | 1.04% | -$7.07K |
| FREEPORT-MCMORAN | 1,000,000 | 1,000,000 | 0 | 1.03% | -$7.25K |
| CMS ENERGY CORP SR UNSEC 3.875% 03-01-24 | 1,000,000 | 1,000,000 | 0 | 1.03% | -$7.38K |
| SYNCHRONY FINANC | 1,000,000 | 1,000,000 | 0 | 1.03% | -$10.60K |
| COMM 2014-UBS3 A4 | 1,000,000 | 1,000,000 | 0 | 1.02% | -$8.64K |
| FREMF Mortgage Trust, Series 2013-K26, Class C | 980,000 | 980,000 | 0 | 1.00% | -$5.26K |
| CLMT 2016-CLNE A | 1,000,000 | 1,000,000 | 0 | 1.00% | -$11.41K |
| FREMF Mortgage Trust | 975,000 | 975,000 | 0 | 0.99% | -$1.46K |
| CAPITAL ONE FINL | 1,000,000 | 1,000,000 | 0 | 0.99% | -$1.08K |
| KNDR 2021-KIND A | 970,000 | 970,000 | 0 | 0.95% | -$29.67K |
| UBS 7.75 09/01/26 | 750,000 | 750,000 | 0 | 0.86% | -$10.73K |
| FREMF 2014-K37 MORTGAGE TRUST FREMF 2014-K37 C | 700,000 | 700,000 | 0 | 0.72% | -$6.46K |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2021-2 A3 | 700,000 | 700,000 | 0 | 0.69% | $861 |
| WFRBS COMMERCIAL MORTGAGE TRUST 2013-C12 SER 2013-C12 CL A4 REGD 3.19800000 | 634,384 | 634,384 | 0 | 0.65% | -$3.64K |
| MRCD MORTGAGE TRUST MRCD 2019 PARK A 144A | 650,000 | 650,000 | 0 | 0.64% | -$3.62K |
| Freddie Mac Multiclass Certificates Series 2021-RR19 | 7,355,000 | 7,355,000 | 0 | 0.61% | -$28.66K |
| FREMF Mortgage Trust, Series 2013-K25, Class C | 600,000 | 600,000 | 0 | 0.61% | -$2.98K |
| ABBVIE INC | 500,000 | 500,000 | 0 | 0.52% | -$1.89K |
| COMM 2014-CR20 A4 | 500,000 | 500,000 | 0 | 0.51% | -$2.65K |
| Delta Air Lines Inc / SkyMiles IP Ltd. | 500,000 | 500,000 | 0 | 0.51% | -$2.97K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 4,250,000 | 4,250,000 | 0 | 0.48% | -$17.87K |
| AIR LEASE CORP | 500,000 | 500,000 | 0 | 0.48% | -$1.19K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 11,100,000 | 11,100,000 | 0 | 0.46% | -$34.15K |
| Freddie Mac Multiclass Certs Series 2015-P001 | 4,665,000 | 4,665,000 | 0 | 0.44% | -$21.40K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 7,811,000 | 7,811,000 | 0 | 0.40% | -$24.47K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 6,500,000 | 6,500,000 | 0 | 0.37% | -$22.84K |
| FHLMC REMIC K-725 Class XAM | 27,364,000 | 27,364,000 | 0 | 0.24% | -$46.07K |
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