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.
Nov 30, 2025 → Feb 28, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 0 | 3,500,000 | 3,500,000 | 3.85% | $3.59M |
| G2 MA7192 | 0 | 2,523,643 | 2,523,643 | 2.30% | $2.14M |
| U.S. Treasury Bills | 0 | 1,500,000 | 1,500,000 | 1.61% | $1.50M |
| FNMA, REMIC, Series 2022-65, Class FB | 0 | 1,100,545 | 1,100,545 | 1.18% | $1.10M |
| U.S. Treasury Bills | 0 | 1,000,000 | 1,000,000 | 1.07% | $998.49K |
| Madison Park Funding XXXV Ltd. | 0 | 1,000,000 | 1,000,000 | 1.07% | $998.22K |
| U.S. Treasury Bills | 0 | 1,000,000 | 1,000,000 | 1.07% | $997.79K |
| U.S. Treasury Bills | 0 | 1,000,000 | 1,000,000 | 1.07% | $997.58K |
| Magnetite XXIII Ltd | 0 | 1,000,000 | 1,000,000 | 1.04% | $967.83K |
| Government National Mortgage Association | 0 | 13,844,941 | 13,844,941 | 0.91% | $845.38K |
| Government National Mortgage Association | 0 | 11,544,376 | 11,544,376 | 0.87% | $813.53K |
| Government National Mortgage Association | 0 | 11,032,836 | 11,032,836 | 0.84% | $787.22K |
| GS Mortgage-Backed Securities Trust 2020-NQM1 | 0 | 755,000 | 755,000 | 0.81% | $751.34K |
| Government National Mortgage Association | 0 | 14,348,146 | 14,348,146 | 0.80% | $745.08K |
| Government National Mortgage Association | 0 | 8,282,337 | 8,282,337 | 0.67% | $626.51K |
| FHLMC Gold Pools, Other | 0 | 650,246 | 650,246 | 0.59% | $554.69K |
| SG Residential Mortgage Trust, Series 2022-1, Class A1 | 0 | 567,440 | 567,440 | 0.59% | $551.07K |
| PRPM Trust, Series 2026-RCF1, Class M2 | 0 | 555,000 | 555,000 | 0.58% | $538.94K |
| FNCL 5.5 4/26 | 0 | 512,000 | 512,000 | 0.56% | $519.87K |
| U.S. Treasury Bills | 0 | 500,000 | 500,000 | 0.54% | $499.85K |
| U.S. Treasury Bills | 0 | 500,000 | 500,000 | 0.53% | $498.09K |
| PRET 2026-NPL1 LLC | 0 | 475,000 | 475,000 | 0.51% | $477.57K |
| PRET, LLC 2026-NPL2 | 0 | 415,328 | 415,328 | 0.45% | $415.87K |
| U.S. Treasury STRIPS Coupon | 0 | 800,000 | 800,000 | 0.44% | $410.30K |
| GLS Auto Select Receivables Issuer Trust 2025-4 | 0 | 375,000 | 375,000 | 0.41% | $384.52K |
| Fidelis Mortgage Trust 2025-RTL2 | 0 | 380,000 | 380,000 | 0.41% | $383.22K |
| 5-Year T-Note Futures, Jun-2026,ETH | 0 | 63 | 63 | 0.04% | $33.54K |
| 10-Year T-Note Futures, Jun-2026,ETH | 0 | 40 | 40 | 0.03% | $29.16K |
| 2-Year T-Note Futures, Jun-2026,ETH | 0 | 61 | 61 | 0.02% | $18.95K |
| ULTRA LONG TERM US TREASURY BOND FUTURE SEP24 | 0 | 18 | 18 | 0.02% | $18.00K |
| Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | 0 | 24 | 24 | 0.02% | $16.35K |
| 30 YEAR US TREASURY BOND FUTURE MAR26 | 0 | 15 | 15 | 0.01% | $13.42K |
| FNCL 3 4/26 | 0 | -500,000 | -500,000 | -0.48% | -$452.04K |
| FNCL 3 5/26 | 0 | -788,000 | -788,000 | -0.76% | -$712.04K |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Exeter Automobile Receivables Trust, Series 2025-2A, Class E | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.04M |
| Pagaya AI Debt Grantor Trust 2024-11 | 999,885 | 0 | -999,885 | 0.00% | -$1.03M |
| FNCL 6 1/26 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| Easy Street Mortgage Loan Trust 2025-RTL1 | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.01M |
| FREDDIE MAC STACR REMIC TRUST STACR 2025 DNA4 M2 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| U.S. Treasury Bills | 1,000,000 | 0 | -1,000,000 | 0.00% | -$998.16K |
| U.S. Treasury Bills | 1,000,000 | 0 | -1,000,000 | 0.00% | -$997.62K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A1 | 969,754 | 0 | -969,754 | 0.00% | -$927.79K |
| FNCL 4.5 1/26 | 580,000 | 0 | -580,000 | 0.00% | -$567.37K |
| LMRK Issuer Co. 2 LLC | 500,000 | 0 | -500,000 | 0.00% | -$505.73K |
| Freddie Mac REMICS | 436,927 | 0 | -436,927 | 0.00% | -$441.84K |
| CIM Trust 2023-R3 | 450,000 | 0 | -450,000 | 0.00% | -$366.77K |
| Government National Mortgage Association | 335,954 | 0 | -335,954 | 0.00% | -$305.48K |
| FR SD7513 | 56,607 | 0 | -56,607 | 0.00% | -$53.09K |
| WHEAT (CBT) | 168 | 0 | -168 | 0.00% | -$4.85K |
| GS Mortgage Securities Trust 2011-GC5 | 636,169 | 0 | -636,169 | 0.00% | -$442 |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| MSILF Treasury Portfolio, Class Institutional | 1,137,671 | 4,483,414 | 3,345,743 | 4.81% | $3.35M |
| Fannie Mae REMICS | 625,000 | 1,475,000 | 850,000 | 1.40% | $746.82K |
| Government National Mortgage Association | 394,253 | 1,486,985 | 1,092,732 | 1.36% | $944.55K |
| GSMS TRUST 2024-FAIR GSMS 2024 FAIR E 144A | 605,000 | 1,025,000 | 420,000 | 1.11% | $427.56K |
| Freddie Mac REMICS | 788,365 | 794,293 | 5,928 | 0.70% | $17.74K |
| Government National Mortgage Association | 318,044 | 583,934 | 265,890 | 0.58% | $253.85K |
| Government National Mortgage Association | 430,489 | 434,267 | 3,778 | 0.41% | $9.47K |
| Government National Mortgage Association | 370,255 | 374,669 | 4,414 | 0.38% | $8.16K |
| FR SD7502 | 81,156 | 347,550 | 266,394 | 0.36% | $255.50K |
| FREDDIE MAC REMICS FHR 4639 HZ | 357,355 | 360,267 | 2,911 | 0.34% | $11.08K |
| Government National Mortgage Association | 290,356 | 292,904 | 2,548 | 0.30% | $5.27K |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Fannie Mae REMICS | 1,402,831 | 1,356,660 | -46,170 | 1.45% | -$38.64K |
| FN AL9394 | 1,494,950 | 1,472,599 | -22,351 | 1.45% | $691 |
| Freddie Mac Pool | 1,447,106 | 1,418,067 | -29,039 | 1.45% | -$6.31K |
| Seasoned Loans Structured Transaction Trust Series 2025-1 | 1,343,271 | 1,321,110 | -22,161 | 1.43% | -$18.45K |
| Freddie Mac Pool | 1,386,309 | 1,352,024 | -34,284 | 1.43% | -$11.78K |
| Fannie Mae Pool | 1,327,549 | 1,288,906 | -38,643 | 1.40% | -$34.00K |
| FNMA POOL BM4963 FN 05/48 FIXED VAR | 1,389,365 | 1,358,711 | -30,653 | 1.35% | -$9.64K |
| Fannie Mae Pool | 1,283,219 | 1,240,775 | -42,445 | 1.34% | -$30.25K |
| Fannie Mae REMICS Floating Rate, Due 11/25/2054 | 1,316,306 | 1,145,467 | -170,839 | 1.24% | -$165.55K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 | 1,144,565 | 1,102,733 | -41,831 | 1.18% | -$30.82K |
| Freddie Mac Pool | 1,274,126 | 1,265,203 | -8,923 | 1.14% | $8.56K |
| FNMA 30YR 2.5% 01/01/2052# | 1,157,290 | 1,141,570 | -15,720 | 1.08% | $5.93K |
| FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A | 1,158,791 | 1,127,663 | -31,127 | 1.08% | -$32.37K |
| Fannie Mae REMICS | 1,016,334 | 979,825 | -36,509 | 1.04% | -$24.53K |
| HOMES 2025-AFC4 Trust | 1,000,000 | 958,827 | -41,173 | 1.04% | -$38.43K |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-1 | 1,031,726 | 985,561 | -46,165 | 1.03% | -$36.27K |
| UMBS | 1,057,091 | 1,033,263 | -23,828 | 1.01% | -$5.31K |
| Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1 | 923,908 | 922,883 | -1,025 | 1.00% | $1.11K |
| CSMC Trust, Series 2021-RPL4, Class A1 | 951,987 | 925,452 | -26,535 | 0.99% | -$25.73K |
| FNMA, Series 2022-66, Class CF | 962,251 | 922,040 | -40,211 | 0.99% | -$29.40K |
| Freddie Mac REMICS | 1,024,250 | 960,354 | -63,895 | 0.98% | -$58.80K |
| Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M | 931,640 | 850,619 | -81,021 | 0.91% | -$76.24K |
| FNMA UMBS, 30 Year | 984,307 | 966,709 | -17,599 | 0.91% | $968 |
| Freddie Mac Pool | 823,613 | 780,510 | -43,103 | 0.74% | -$21.65K |
| Freddie Mac Pool | 809,270 | 778,609 | -30,661 | 0.74% | -$10.41K |
| Redwood Funding Trust Series 2025-3, Class A | 602,586 | 582,644 | -19,942 | 0.63% | -$21.78K |
| FARM Mortgage Trust, Series 2021-1, Class B | 742,455 | 729,114 | -13,341 | 0.63% | $2.17K |
| FN BV9960 | 531,494 | 521,981 | -9,513 | 0.55% | $172 |
| Fannie Mae Pool | 606,895 | 601,418 | -5,477 | 0.54% | $5.87K |
| MSWF Commercial Mortgage Trust 2023-1 | 9,460,733 | 9,457,152 | -3,580 | 0.49% | -$13.01K |
| Uniform Mortgage-Backed Securities | 503,336 | 495,250 | -8,087 | 0.45% | $2.04K |
| UMBS | 449,080 | 440,193 | -8,887 | 0.44% | -$914 |
| FN BV4119 | 459,233 | 452,002 | -7,231 | 0.42% | $1.26K |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 439,488 | 434,671 | -4,817 | 0.42% | $2.59K |
| FANNIE MAE POOL UMBS P#CB2802 2.00000000 | 459,985 | 454,538 | -5,446 | 0.41% | $2.28K |
| FR SD1382 | 391,272 | 377,994 | -13,278 | 0.40% | -$5.91K |
| FANNIE MAE REMICS FNR 2024-73 FB | 365,608 | 336,389 | -29,219 | 0.36% | -$27.84K |
| J.G. WENTWORTH XXXIX LLC HENDR 2017-2A B | 371,219 | 364,465 | -6,754 | 0.36% | -$3.46K |
| Fannie Mae Pool | 330,537 | 320,750 | -9,787 | 0.31% | -$5.41K |
| Freddie Mac Pool 3.00 | 255,035 | 249,302 | -5,733 | 0.24% | -$1.03K |
| FNMA 30YR 2% 08/01/2050#BQ1163 | 250,245 | 243,988 | -6,258 | 0.22% | -$1.09K |
| Fannie Mae Pool | 210,668 | 208,508 | -2,160 | 0.20% | $1.61K |
| FR RA5286 | 206,812 | 203,575 | -3,236 | 0.19% | $513 |
| Freddie Mac Multifamily Structured Pass Through Certificates | 3,818,407 | 3,817,529 | -879 | 0.14% | -$7.09K |
| FREDDIE MAC GOLD POOL P#G67710 3.50000000 | 129,620 | 126,746 | -2,873 | 0.13% | -$747 |
| FG G67706 | 99,175 | 96,700 | -2,474 | 0.10% | -$830 |
| FR SD7511 | 92,099 | 90,097 | -2,002 | 0.09% | -$455 |
| FR SD0499 | 89,454 | 87,531 | -1,923 | 0.09% | -$344 |
| FREDDIE MAC GOLD POOL FG G61748 | 85,861 | 83,533 | -2,328 | 0.09% | -$733 |
| Freddie Mac Gold Pool | 72,182 | 70,804 | -1,378 | 0.07% | -$254 |
| FANNIE MAE REMICS FNR 2006-56 FE | 67,419 | 64,095 | -3,324 | 0.07% | -$3.15K |
| FR ZM1779 | 58,811 | 57,656 | -1,155 | 0.06% | -$222 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5 | 8,743,394 | 8,710,966 | -32,428 | 0.06% | -$14.48K |
| FANNIE MAE POOL FN CA0995 | 41,692 | 41,053 | -639 | 0.04% | $61 |
| CoreVest American Finance Trust, Series 2021-2, Class XA | 1,459,038 | 1,317,611 | -141,427 | 0.03% | -$616 |
| FNMA POOL BE3619 FN 05/47 FIXED 4 | 20,682 | 20,210 | -473 | 0.02% | -$154 |
| JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class XA | 4,607,623 | 2,911,974 | -1,695,649 | 0.00% | -$6.02K |
| Citigroup Commercial Mortgage Trust 2016-P3 | 2,928,013 | 1,370,240 | -1,557,772 | 0.00% | -$4.40K |
| COMM 2014-UBS3 Mortgage Trust | 10,917,858 | 10,453,678 | -464,180 | 0.00% | -$21 |
| Freddie Mac Multifamily Structured Pass Through Certificates | 235,480 | 234,417 | -1,063 | 0.00% | $26 |
| JPMBB Commercial Mortgage Securities Trust, Series 2015-C32, Class XA | 278,235 | 277,559 | -676 | 0.00% | $1 |
| WFRBS Commercial Mortgage Trust, Series 2014-C22, Class XA | 102,199 | 100,690 | -1,509 | 0.00% | $3 |
| Wells Fargo & Company | 1,840,269 | 19,408 | -1,820,861 | 0.00% | -$211 |
| Security | Shares Nov 2025 | Shares Feb 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Gracie Point International Funding 2025-1 LLC | 1,460,000 | 1,460,000 | 0 | 1.57% | -$596 |
| PRPM 2025-RPL4 LLC | 1,250,000 | 1,250,000 | 0 | 1.22% | $15.31K |
| Seasoned Loans Structured Transaction Trust Series 2025-1 | 1,250,000 | 1,250,000 | 0 | 1.20% | $18.03K |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 B2 144A | 1,350,000 | 1,350,000 | 0 | 1.18% | $87.25K |
| COLT 2021-HX1 Mortgage Loan Trust | 1,350,000 | 1,350,000 | 0 | 1.15% | $25.29K |
| Exeter Automobile Receivables Trust, Series 2025-3A, Class D | 1,000,000 | 1,000,000 | 0 | 1.10% | $6.27K |
| ISLAND FINANCE TRUST 2025-1 ISLN 2025-1A B | 1,000,000 | 1,000,000 | 0 | 1.09% | -$3.97K |
| PRET 2025-NPL6 LLC PRET 2025 NPL6 A2 144A | 1,000,000 | 1,000,000 | 0 | 1.08% | -$2.02K |
| BX Trust, Series 2025-DELC, Class A | 1,000,000 | 1,000,000 | 0 | 1.08% | $2.12K |
| Research-Driven Pagaya Motor Asset Trust 2025-3 | 1,000,000 | 1,000,000 | 0 | 1.08% | $1.42K |
| PRPM 2025-6 LLC | 1,000,000 | 1,000,000 | 0 | 1.07% | $1.47K |
| PRPM 2025-3 | 1,000,000 | 1,000,000 | 0 | 1.07% | -$1.52K |
| Flagship Credit Auto Trust 2024-1 | 1,000,000 | 1,000,000 | 0 | 1.06% | -$9.51K |
| RPM 2025-6A C 144A 5.534% 08-25-34 | 775,000 | 775,000 | 0 | 0.83% | $2.20K |
| Freddie Mac REMICS | 925,000 | 925,000 | 0 | 0.81% | $16.40K |
| VERTICAL BRIDGE CC LLC, Series 2025-1A, Class C | 725,000 | 725,000 | 0 | 0.80% | $5.67K |
| GRACIE POINT INTERNATIONAL FUNDING 2025- SER 2025-1A CL A V/R REGD 144A P/P 5.52465000 | 744,000 | 744,000 | 0 | 0.80% | $902 |
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A2 | 745,000 | 745,000 | 0 | 0.80% | $431 |
| PRPM LLC, Series 2025-RCF4, Class M2 | 565,000 | 565,000 | 0 | 0.57% | $10.83K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 500,000 | 500,000 | 0 | 0.54% | $1.78K |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A | 500,000 | 500,000 | 0 | 0.53% | -$82 |
| Fannie Mae Connecticut Avenue Securities | 475,000 | 475,000 | 0 | 0.53% | -$3.52K |
| First Trust AAA CMBS ETF | 20,000 | 20,000 | 0 | 0.44% | -$1.40K |
| Freddie Mac Multifamily Structured Pass Through Certificates | 400,000 | 400,000 | 0 | 0.44% | $3.12K |
| PRPM 2025-RCF6 LLC | 400,000 | 400,000 | 0 | 0.43% | $4.15K |
| BX Trust, Series 2025-DELC, Class E | 400,000 | 400,000 | 0 | 0.43% | $1.46K |
| NRTH PARK Mortgage Trust | 400,000 | 400,000 | 0 | 0.43% | $709 |
| EFMT 2024-INV1 | 380,000 | 380,000 | 0 | 0.41% | $1.61K |
| Research-Driven Pagaya Motor Trust 2025-5 | 375,000 | 375,000 | 0 | 0.41% | $1.40K |
| Government National Mortgage Association | 460,000 | 460,000 | 0 | 0.41% | $3.02K |
| Research-Driven Pagaya Motor Trust 2025-5 | 375,000 | 375,000 | 0 | 0.40% | $1.92K |
| Freddie Mac REMICS | 404,775 | 404,775 | 0 | 0.40% | $5.15K |
| Freddie Mac REMICS | 415,000 | 415,000 | 0 | 0.40% | $5.24K |
| Redwood Funding Trust Series 2025-3, Class B | 344,000 | 344,000 | 0 | 0.37% | $1.82K |
| Government National Mortgage Association | 483,595 | 483,595 | 0 | 0.34% | $5.22K |
| Government National Mortgage Association Series 2023-81, Class AL | 285,000 | 285,000 | 0 | 0.30% | $2.75K |
| TEXAS Commercial Mortgage Trust 2025-TWR | 260,000 | 260,000 | 0 | 0.28% | $294 |
| First Trust Structured Credit Income Opportunities ETF | 12,000 | 12,000 | 0 | 0.27% | $1.82K |
| PRET, LLC 2025-NPL9 | 250,000 | 250,000 | 0 | 0.27% | $186 |
| Neuberger Berman Loan Advisers CLO 39 Ltd | 250,000 | 250,000 | 0 | 0.26% | -$7.71K |
| Wells Fargo Commercial Mortgage Trust 2016-C37 | 5,823,000 | 5,823,000 | 0 | 0.06% | -$15.80K |
| COMM MORTGAGE TRUST | 938,014 | 938,014 | 0 | 0.02% | $2.37K |
| SMRT 2022-MINI | 105,000,000 | 105,000,000 | 0 | 0.01% | $1.89K |
| Grace Trust 2020-GRCE | 1,000,000 | 1,000,000 | 0 | 0.01% | -$1.11K |
| COMM 2015-LC21 Mortgage Trust | 7,000,000 | 7,000,000 | 0 | 0.00% | $192 |
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