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.
Dec 31, 2025 → Mar 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| USD CMS 2-30 04/21/2027 60 FLOOR E CONSTANT MATURITY SWAP SPREAD OPTION | 0 | 4,500 | 4,500 | 2.03% | $123.57K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| USD CMS 2-30 08/12/2026 90 FLOOR E CONSTANT MATURITY SWAP SPREAD OPTION | 8,000 | 0 | -8,000 | 0.00% | -$122.72K |
| USD CMS 2-30 04/22/2026 62 FLOOR E CONSTANT MATURITY SWAP SPREAD OPTION | 7,000 | 0 | -7,000 | 0.00% | -$17.02K |
No positions in this category.
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Vanguard Scottsdale Funds LONG-TERM TREASURY ETF | 126,823 | 105,824 | -20,999 | 96.19% | -$1.22M |
| USD CMS 2-30 10/14/2026 80 FLOOR E CONSTANT MATURITY SWAP SPREAD OPTION | 7,500 | 3,000 | -4,500 | 1.78% | $7.32K |
No positions in this category.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.