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.
Oct 31, 2023 → Jan 31, 2024
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Oct 2023 | Shares Jan 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MELLO 2022-INV2 A15 | 0 | 2,237,374 | 2,237,374 | 6.09% | $1.88M |
| JPMWM 2020-ATR1 A5 | 0 | 2,000,000 | 2,000,000 | 5.46% | $1.69M |
| COLT 2024-INV1 Mortgage Loan Trust, Series 2024-INV1, Class A3 | 0 | 1,000,000 | 1,000,000 | 3.27% | $1.01M |
| BRAVO Residential Funding Trust 2021-NQM2 | 0 | 536,748 | 536,748 | 1.63% | $502.93K |
| G2 MA8877 | 0 | 490,140 | 490,140 | 1.54% | $477.23K |
| COLT 2022-2 Mortgage Loan Trust | 0 | 500,000 | 500,000 | 1.24% | $383.08K |
| Rate Mortgage Trust 2021-J3 | 0 | 500,000 | 500,000 | 1.01% | $311.64K |
| Sequoia Mortgage Trust 2024-1 | 0 | 300,000 | 300,000 | 0.98% | $302.87K |
| PRPM Trust 2023-NQM3 | 0 | 250,000 | 250,000 | 0.82% | $251.82K |
| GCAT Trust | 0 | 272,570 | 272,570 | 0.81% | $248.98K |
| Morgan Stanley Residential Mortgage Loan Trust 2023-3 | 0 | 250,000 | 250,000 | 0.73% | $225.31K |
| Verus Securitization Trust 2022-3 | 0 | 242,920 | 242,920 | 0.72% | $223.07K |
| New Residential Mortgage Loan Trust 2019-2 | 0 | 289,510 | 289,510 | 0.63% | $195.93K |
| JP Morgan Mortgage Trust 2019-6 | 0 | 91,153 | 91,153 | 0.26% | $79.82K |
| Security | Shares Oct 2023 | Shares Jan 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 1,000,000 | 0 | -1,000,000 | 0.00% | -$991.39K |
| G2 MA8269 | 958,836 | 0 | -958,836 | 0.00% | -$892.16K |
| G2 MA8349 | 872,503 | 0 | -872,503 | 0.00% | -$834.46K |
| FOUNDATION FINANCE TRUST 2021 1 | 570,258 | 0 | -570,258 | 0.00% | -$510.65K |
| US TREASURY N/B | 500,000 | 0 | -500,000 | 0.00% | -$488.70K |
| G2 MA8270 | 480,546 | 0 | -480,546 | 0.00% | -$459.59K |
| G2 MA8491 | 476,788 | 0 | -476,788 | 0.00% | -$456.00K |
| GNMA | 437,327 | 0 | -437,327 | 0.00% | -$418.26K |
| New Fortress Energy, Inc. | 450,000 | 0 | -450,000 | 0.00% | -$417.87K |
| G2 MA8429 | 330,653 | 0 | -330,653 | 0.00% | -$316.24K |
| WELLS FARGO CO | 300,000 | 0 | -300,000 | 0.00% | -$272.34K |
| Mosaic Solar Loan Trust 2021-2 | 347,799 | 0 | -347,799 | 0.00% | -$251.57K |
| SSW 5.5 08/01/29 144A | 300,000 | 0 | -300,000 | 0.00% | -$230.45K |
| HAT Holdings I LLC / HAT Holdings II LLC | 250,000 | 0 | -250,000 | 0.00% | -$220.32K |
| SUBURBAN PROPANE PARTNRS REGD 144A P/P 5.00000000 | 250,000 | 0 | -250,000 | 0.00% | -$206.84K |
| COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A | 200,000 | 0 | -200,000 | 0.00% | -$186.24K |
| BANK OF AMER CRP | 200,000 | 0 | -200,000 | 0.00% | -$181.18K |
| MORGAN STANLEY | 200,000 | 0 | -200,000 | 0.00% | -$180.88K |
| VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125 | 200,000 | 0 | -200,000 | 0.00% | -$160.88K |
| REWORLD HOLDING CORP REGD 144A P/P 4.87500000 | 200,000 | 0 | -200,000 | 0.00% | -$156.31K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION | 150,000 | 0 | -150,000 | 0.00% | -$146.94K |
| AERCAP IRELAND | 150,000 | 0 | -150,000 | 0.00% | -$126.44K |
| GE HEALTHCARE | 100,000 | 0 | -100,000 | 0.00% | -$97.04K |
| DELL INT / EMC | 100,000 | 0 | -100,000 | 0.00% | -$94.75K |
| FISERV INC | 100,000 | 0 | -100,000 | 0.00% | -$94.00K |
| JBS USA LUX/F/LU | 100,000 | 0 | -100,000 | 0.00% | -$93.96K |
| CONTINENTAL RESOURCES REGD 144A P/P 5.75000000 | 100,000 | 0 | -100,000 | 0.00% | -$92.93K |
| AMERICAN TOWER | 100,000 | 0 | -100,000 | 0.00% | -$92.36K |
| MPLX LP | 100,000 | 0 | -100,000 | 0.00% | -$88.81K |
| MTZ 4 1/2 08/15/28 | 100,000 | 0 | -100,000 | 0.00% | -$87.93K |
| LPL HOLDINGS INC REGD 144A P/P 4.00000000 | 100,000 | 0 | -100,000 | 0.00% | -$86.11K |
| NUTRIEN LTD | 100,000 | 0 | -100,000 | 0.00% | -$82.52K |
| BUNGE LTD FIN CP | 100,000 | 0 | -100,000 | 0.00% | -$79.37K |
| BOEING CO | 100,000 | 0 | -100,000 | 0.00% | -$78.18K |
No positions in this category.
| Security | Shares Oct 2023 | Shares Jan 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FN CB4289 | 956,449 | 950,093 | -6,355 | 2.97% | $62.64K |
| Freddie Mac Pool | 936,453 | 921,025 | -15,427 | 2.95% | $45.93K |
| FN CB4290 | 904,272 | 882,205 | -22,067 | 2.83% | $37.26K |
| FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND - CLASS U | 1,311,628 | 867,369 | -444,259 | 2.81% | -$444.26K |
| GNMA II POOL MA8646 G2 02/53 FIXED 4.5 | 840,806 | 830,234 | -10,572 | 2.62% | $48.92K |
| G2 MA8201 | 809,405 | 796,079 | -13,326 | 2.51% | $44.03K |
| Uniform Mortgage-Backed Securities | 888,933 | 875,139 | -13,794 | 2.48% | $54.34K |
| SUNNOVA HELIOS II ISSUER LLC 2021-B SNVA 2021-B A | 826,670 | 812,621 | -14,049 | 2.25% | $38.66K |
| G2 MA8428 | 477,826 | 469,864 | -7,962 | 1.51% | $22.12K |
| G2 MA8348 | 472,836 | 464,571 | -8,265 | 1.50% | $21.50K |
| Fannie Mae Pool | 481,393 | 469,293 | -12,100 | 1.46% | $24.96K |
| FREDDIE MAC POOL UMBS P#RA7618 5.00000000 | 377,727 | 375,241 | -2,485 | 1.21% | $22.21K |
| Fannie Mae Pool 4.50 | 372,545 | 366,480 | -6,066 | 1.15% | $20.93K |
| Freddie Mac Pool | 367,806 | 358,467 | -9,339 | 1.04% | $10.01K |
| FR SD8243 | 332,426 | 328,622 | -3,804 | 0.97% | $22.00K |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A | 379,283 | 371,874 | -7,409 | 0.95% | $8.06K |
| WFMBS 2021-2 A3 | 342,078 | 335,002 | -7,076 | 0.94% | $11.53K |
| JP Morgan Mortgage Trust 2020-3 | 349,707 | 347,392 | -2,315 | 0.92% | $21.94K |
| JP Morgan Mortgage Trust 2020-2 | 351,504 | 349,225 | -2,278 | 0.92% | $15.02K |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-A SER 2021-A CL A1 V/R REGD 144A P/P 4.99100000 | 275,336 | 265,728 | -9,609 | 0.84% | -$4.74K |
| LPSLT 2021-1GS A 1/48 | 317,457 | 310,623 | -6,833 | 0.80% | $17.69K |
| US ULTRA BOND CBT Sep25 | 66 | 56 | -10 | 0.76% | $614.09K |
| OBX 2021-NQM2 TRUST OBX 2021-NQM2 A3 | 295,239 | 291,366 | -3,873 | 0.75% | $4.60K |
| Ginnie Mae II Pool | 246,019 | 244,353 | -1,666 | 0.69% | $15.36K |
| Starwood Mortgage Residential Trust, Series 2022-3, Class A1 | 222,259 | 218,850 | -3,409 | 0.67% | $7.06K |
| Imperial Fund Mortgage Trust, Series 2021-NQM1, Class A3 | 251,163 | 242,350 | -8,813 | 0.66% | -$1.32K |
| Ginnie Mae II Pool | 233,630 | 226,572 | -7,057 | 0.64% | $9.83K |
| GINNIE MAE II POOL G2 785432 | 231,898 | 227,282 | -4,616 | 0.63% | $11.88K |
| G2 785312 | 210,870 | 206,703 | -4,168 | 0.58% | $10.79K |
| Ginnie Mae II Pool | 202,133 | 195,526 | -6,606 | 0.56% | $4.49K |
| OBX Trust, Series 2022-INV1, Class A18 | 184,989 | 182,136 | -2,853 | 0.49% | $5.27K |
| G2 MA7312 | 141,456 | 138,620 | -2,836 | 0.39% | $7.20K |
| MSAIC 2017-2A A 6/43 | 96,811 | 93,164 | -3,647 | 0.28% | $799 |
| Security | Shares Oct 2023 | Shares Jan 2024 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG4 A2 | 1,000,000 | 1,000,000 | 0 | 2.99% | $76.54K |
| PRPM 2021-RPL1 LLC | 1,000,000 | 1,000,000 | 0 | 2.63% | $33.61K |
| CSMC 2021-AFC1 Trust | 1,000,000 | 1,000,000 | 0 | 1.84% | $14.78K |
| STACR 2021-DNA6 B1 | 500,000 | 500,000 | 0 | 1.67% | $11.56K |
| XCALFD 5 09/01/24 | 500,000 | 500,000 | 0 | 1.54% | $5.84K |
| Foundation Finance Trust 2021-2 | 500,000 | 500,000 | 0 | 1.52% | $20.47K |
| SG Residential Mortgage Trust 2021-1 | 744,000 | 744,000 | 0 | 1.50% | $12.70K |
| Dime Community Bancshares Inc | 500,000 | 500,000 | 0 | 1.46% | $51.44K |
| Goldman Home Improvement Trust 2021-GRN2 Issuer Trust | 500,000 | 500,000 | 0 | 1.45% | $16.38K |
| TOWD POINT MORTGAGE TRUST 2020-4 TPMT 2020-4 M1 | 565,000 | 565,000 | 0 | 1.43% | $22.33K |
| Mercantile Bank Corp | 500,000 | 500,000 | 0 | 1.32% | $17.14K |
| Forbright Inc | 500,000 | 500,000 | 0 | 1.32% | $409 |
| MFA 2021-RPL1 Trust | 500,000 | 500,000 | 0 | 1.30% | $10.46K |
| MFRA TRUST MFRA 2021 RPL1 M2 144A | 500,000 | 500,000 | 0 | 1.27% | $19.45K |
| FREMF Mortgage Trust, Series 2019-KF58, Class B | 253,287 | 253,287 | 0 | 0.80% | $5.37K |
| Corevest American Finance 2020-4 Trust | 300,000 | 300,000 | 0 | 0.78% | $19.40K |
| Renasant Corp | 300,000 | 300,000 | 0 | 0.76% | -$12.44K |
| Greystone CRE Notes 2021-HC2 LTD | 250,000 | 250,000 | 0 | 0.74% | $488 |
| FHLMC REMIC K-G05 | 250,000 | 250,000 | 0 | 0.69% | $16.42K |
| TRICOLOR AUTO SECURITIZATION TRUST 2022-1 TAST 2022-1A F | 200,000 | 200,000 | 0 | 0.64% | $3.59K |
| BBCMS MTG TR 2022-C17 4.441% 09/15/2055 | 200,000 | 200,000 | 0 | 0.61% | $18.24K |
| Preferred Bank/Los Angeles CA | 250,000 | 250,000 | 0 | 0.60% | -$8.66K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KSG3 A2 | 200,000 | 200,000 | 0 | 0.57% | $14.70K |
| VERUS SECURITIZATION TRUST 2021-5 | 250,000 | 250,000 | 0 | 0.48% | $5.92K |
| Carvana Auto Receivables Trust 2020-NP1 | 150,000 | 150,000 | 0 | 0.48% | $2.84K |
| Mill City Mortgage Loan Trust 2017-2 | 160,000 | 160,000 | 0 | 0.46% | $926 |
| Carvana Auto Receivables Trust 2023-P3 | 100,000 | 100,000 | 0 | 0.34% | $6.88K |
| Ellington Financial Mortgage Trust 2021-2 | 139,000 | 139,000 | 0 | 0.30% | $2.32K |
| COLT 2021-3 MORTGAGE LOAN TRUST | 135,000 | 135,000 | 0 | 0.25% | $2.51K |
| Deephaven Residential Mortgage Trust 2021-2 | 100,000 | 100,000 | 0 | 0.24% | $2.73K |
| CSMC 2021-NQM2 | 50,000 | 50,000 | 0 | 0.10% | $938 |
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