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, 2023 → Dec 31, 2023
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| STATE STREET SPDR BLOOMBERG 1-3 MONTH T-BILL ETF MUTUAL FUND | 0 | 36,137 | 36,137 | 16.24% | $3.30M |
| 2 YEAR US TREASURY NOTE FUTURE MAR24 | 0 | 564 | 564 | 5.52% | $1.12M |
| US 10 YEAR US TREASURY NOTE FUTURES MAR14 | 0 | -232 | -232 | -5.74% | -$1.17M |
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 3,500,000 | 0 | -3,500,000 | 0.00% | -$3.50M |
| US 10 YEAR US TREASURY NOTE FUTURES DEC23 | -141 | 0 | 141 | 0.00% | -$299.86K |
| 2 YEAR US TREASURY NOTE FUTURE DEC23 | 337 | 0 | -337 | 0.00% | $125.59K |
| 3 MONTH SOFR FUTURE MAR24 | 304 | 0 | -304 | 0.00% | $161.58K |
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Vanguard Scottsdale Funds INTERMEDIATE-TERM TREASURY | 120,566 | 137,985 | 17,419 | 40.25% | $1.29M |
| ISHARES MBS ETF MUTUAL FUND | 61,943 | 70,888 | 8,945 | 32.80% | $1.17M |
| VANGUARD SHORT TERM TREASURY ETF | 19,215 | 21,984 | 2,769 | 6.31% | $175.54K |
No positions in this category.
| Security | Shares Sep 2023 | Shares Dec 2023 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| 3 MONTH SOFR OPT JUN24C | 0 | 0 | 0 | 4.63% | $449.68K |
| Call Option 97.5 Jun 2024 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Jun 2024 | 0 | 0 | 0 | 0.00% | $0 |
| Call Option 96 Jun 2024 on CME Chicago Mercantile Exchange Three-Month SOFR Composite Interest Rate Future Jun 2024 | 0 | 0 | 0 | 0.00% | $0 |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.