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 |
|---|---|---|---|---|---|
| FNCL 6 6/24 | 0 | 5,600,000 | 5,600,000 | 10.08% | $5.70M |
| Uniform Mortgage-Backed Security, TBA | 0 | 3,200,000 | 3,200,000 | 5.68% | $3.21M |
| Uniform Mortgage-Backed Security, TBA | 0 | 2,000,000 | 2,000,000 | 3.48% | $1.97M |
| WELLS FARGO CO | 0 | 1,200,000 | 1,200,000 | 2.10% | $1.19M |
| Global Net Lease Operating Partnership LP Global Net Lease Inc | 0 | 1,200,000 | 1,200,000 | 2.06% | $1.16M |
| LLOYDS F 02/10/30 | 0 | 1,100,000 | 1,100,000 | 1.94% | $1.09M |
| SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125 | 0 | 1,000,000 | 1,000,000 | 1.79% | $1.01M |
| LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | 0 | 5,300,000 | 5,300,000 | 1.75% | $990.90K |
| SOUTH AFRICAN T BILLS BILLS 01/27 0.00000 | 0 | 17,200,000 | 17,200,000 | 1.70% | $963.19K |
| CITADEL LP SR UNSECURED 144A 01/27 4.875 | 0 | 900,000 | 900,000 | 1.59% | $899.41K |
| APAAU 4.25 07/15/27 REGS | 0 | 900,000 | 900,000 | 1.59% | $898.06K |
| Fannie Mae REMICS | 0 | 900,000 | 900,000 | 1.58% | $895.67K |
| FREDDIE MAC FHR 5648 CF | 0 | 900,000 | 900,000 | 1.58% | $895.44K |
| GOLDMAN SACHS GP | 0 | 900,000 | 900,000 | 1.57% | $887.79K |
| LETRA TESOURO NACIONAL BILLS 10/26 0.00000 | 0 | 4,700,000 | 4,700,000 | 1.50% | $850.04K |
| BARCLAYS PLC | 0 | 800,000 | 800,000 | 1.43% | $807.66K |
| F&G GLOBAL FUNDING REGD 144A P/P 4.50000000 | 0 | 800,000 | 800,000 | 1.39% | $783.97K |
| FORD MOTOR CRED | 0 | 700,000 | 700,000 | 1.24% | $704.03K |
| FORD MOTOR CRED | 0 | 500,000 | 500,000 | 0.88% | $499.99K |
| KYNDRYL HOLDINGS | 0 | 500,000 | 500,000 | 0.87% | $491.96K |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A | 0 | 465,009 | 465,009 | 0.83% | $469.35K |
| SMB Private Education Loan Trust 2026-A | 0 | 400,000 | 400,000 | 0.71% | $400.64K |
| HNDA Float 11/19/27 | 0 | 400,000 | 400,000 | 0.70% | $398.50K |
| MIZRAHI TEFAHOT BANK LTD SR UNSECURED 144A REGS 01/31 5 | 0 | 400,000 | 400,000 | 0.70% | $395.57K |
| STELLANTIS FINANCE US INC | 0 | 400,000 | 400,000 | 0.69% | $390.20K |
| BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4 | 0 | 300,000 | 300,000 | 0.52% | $296.55K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 7 | 7 | 0.37% | $211.64K |
| FORD MOTOR CRED | 0 | 200,000 | 200,000 | 0.35% | $199.13K |
| PACIFIC GAS&ELEC | 0 | 200,000 | 200,000 | 0.35% | $197.67K |
| STELLANTIS FIN US INC REGD 144A P/P 1.71100000 | 0 | 200,000 | 200,000 | 0.34% | $195.10K |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 191,813 | 191,813 | 0.34% | $189.49K |
| SOUTH AFRICAN T BILLS BILLS 10/26 0.00000 | 0 | 2,100,000 | 2,100,000 | 0.21% | $119.50K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 | 0 | 95,000,000 | 95,000,000 | 0.18% | $104.45K |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 95,907 | 95,907 | 0.17% | $96.41K |
| BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5 | 0 | 35,000,000 | 35,000,000 | 0.07% | $37.60K |
| 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728 | 0 | 24,600,000 | 24,600,000 | 0.03% | $15.61K |
| 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811 | 0 | 18,400,000 | 18,400,000 | 0.02% | $13.47K |
| 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803 | 0 | 18,400,000 | 18,400,000 | 0.02% | $12.40K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.01% | $5.04K |
| IRS CLP 4.59000 01/09/26-4Y* CME | 0 | 1 | 1 | 0.00% | $1.27K |
| IRS CLP 4.49000 01/09/26-3Y* CME | 0 | 1 | 1 | 0.00% | $488 |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$14.55K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 42 | 42 | -0.04% | -$24.32K |
| Three Month SONIA Index Futures | 0 | 36 | 36 | -0.10% | -$57.82K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.29% | -$162.85K |
| FNCL 4 6/24 | 0 | -9,900,000 | -9,900,000 | -16.48% | -$9.32M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 5,600,000 | 0 | -5,600,000 | 0.00% | -$5.75M |
| Uniform Mortgage-Backed Security, TBA | 3,200,000 | 0 | -3,200,000 | 0.00% | -$3.24M |
| Uniform Mortgage-Backed Security, TBA | 2,000,000 | 0 | -2,000,000 | 0.00% | -$1.99M |
| LETRA TESOURO NACIONAL BILLS 04/26 0.00000 | 7,800,000 | 0 | -7,800,000 | 0.00% | -$1.38M |
| AES CORP/THE | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 1,086,696 | 0 | -1,086,696 | 0.00% | -$1.08M |
| F+G GLOBAL FUNDING SECURED 144A 06/26 1.75 | 800,000 | 0 | -800,000 | 0.00% | -$790.31K |
| NATL BANK CANADA | 700,000 | 0 | -700,000 | 0.00% | -$700.67K |
| BERRY GLOBAL INC | 600,000 | 0 | -600,000 | 0.00% | -$599.41K |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR | 500,000 | 0 | -500,000 | 0.00% | -$501.80K |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389 | 400,000 | 0 | -400,000 | 0.00% | -$400.03K |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 400,000 | 0 | -400,000 | 0.00% | -$400.00K |
| BOEING CO | 300,000 | 0 | -300,000 | 0.00% | -$299.44K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 238,312 | 0 | -238,312 | 0.00% | -$236.11K |
| AG TRUST AG 2024 NLP A 144A | 190,066 | 0 | -190,066 | 0.00% | -$191.34K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A | 104,875 | 0 | -104,875 | 0.00% | -$123.31K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 86,004 | 0 | -86,004 | 0.00% | -$101.13K |
| PCG 2.95 03/01/26 | 100,000 | 0 | -100,000 | 0.00% | -$99.76K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 90,319 | 0 | -90,319 | 0.00% | -$90.43K |
| RPLDCI 6.581 05/30/49 144A | 70,000 | 0 | -70,000 | 0.00% | -$74.02K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$23.89K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$17.19K |
| RFR USD SOFR/4.10000 02/11/25-1Y LCH | 1 | 0 | -1 | 0.00% | -$15.59K |
| 317UA35A8 PIMCO SWAPTION 2.5 CALL USD 20260213 | 47,600,000 | 0 | -47,600,000 | 0.00% | -$724 |
| Bear Stearns Asset Backed Securities Trust 2001-3 | 599 | 0 | -599 | 0.00% | -$599 |
| RFR USD SOFR/2.50000 02/18/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| Uniform Mortgage-Backed Security, TBA | -9,900,000 | 0 | 9,900,000 | 0.00% | $9.39M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 227,954 | 230,409 | 2,455 | 4.00% | $23.64K |
| HAT Holdings I LLC / HAT Holdings II LLC | 800,000 | 1,200,000 | 400,000 | 2.11% | $400.78K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNR 2025-18 FM | 1,212,632 | 1,070,322 | -142,310 | 1.90% | -$142.24K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 1,135,495 | 1,010,958 | -124,537 | 1.80% | -$122.76K |
| GS Mortgage-Backed Securities Trust, Series 2021-GR2, Class A9 | 1,070,035 | 1,048,769 | -21,266 | 1.73% | -$13.45K |
| FREDDIE MAC FHR 5115 EM | 1,012,362 | 971,821 | -40,541 | 1.53% | -$41.96K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 92,564 | 83,694 | -8,870 | 1.44% | -$86.57K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | 764,500 | 751,697 | -12,803 | 1.24% | -$12.13K |
| FREDDIE MAC REMICS SER 5548 CL AF V/R 5.07180000 | 703,148 | 633,389 | -69,759 | 1.13% | -$68.46K |
| FREDDIE MAC REMICS SER 5549 CL FA V/R 5.12419000 | 637,683 | 601,677 | -36,005 | 1.07% | -$33.43K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 616,322 | 570,687 | -45,634 | 1.00% | -$44.62K |
| FANNIE MAE FNR 2025 24 FB | 608,683 | 556,456 | -52,226 | 0.99% | -$51.91K |
| FREDDIE MAC REMICS SER 5528 CL FA V/R 4.74419000 | 604,733 | 555,878 | -48,855 | 0.99% | -$48.64K |
| ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 632,889 | 603,330 | -29,559 | 0.97% | -$23.74K |
| SMB Private Education Loan Trust 2020-PT-A | 586,618 | 540,101 | -46,516 | 0.95% | -$46.27K |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 622,229 | 532,037 | -90,192 | 0.95% | -$88.51K |
| FREDDIE MAC REMICS SER 5546 CL FB V/R 4.87419000 | 582,178 | 512,670 | -69,508 | 0.91% | -$68.29K |
| FREDDIE MAC REMICS SER 5532 CL FA V/R 5.02180000 | 569,406 | 505,546 | -63,861 | 0.90% | -$62.95K |
| FREDDIE MAC FHR 5526 FA | 557,276 | 490,090 | -67,186 | 0.87% | -$66.61K |
| FREDDIE MAC REMICS SER 5565 CL FB V/R 5.02180000 | 492,281 | 488,209 | -4,072 | 0.87% | -$7.31K |
| Government National Mortgage Association | 587,473 | 463,912 | -123,561 | 0.82% | -$123.94K |
| FREDDIE MAC REMICS SER 5584 CL DF V/R 4.97180000 | 481,040 | 452,567 | -28,472 | 0.80% | -$28.30K |
| FREDDIE MAC REMICS SER 5549 CL CF V/R 4.87419000 | 461,357 | 443,219 | -18,138 | 0.80% | -$16.80K |
| CARS ALLIANCE CAR 2024 G1V A REGS | 425,165 | 385,866 | -39,299 | 0.79% | -$53.59K |
| NSLT 2025-CA A1A | 477,827 | 448,397 | -29,430 | 0.78% | -$32.66K |
| FACT SA FCTSA 2024 1 A REGS | 401,895 | 363,168 | -38,727 | 0.74% | -$53.11K |
| New Century Home Equity Loan Trust 2004-3 | 416,881 | 406,942 | -9,938 | 0.72% | -$9.49K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A | 452,656 | 420,381 | -32,275 | 0.70% | -$33.70K |
| BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 665,345 | 336,702 | -328,644 | 0.69% | -$393.20K |
| SMB Private Education Loan Trust, Series 2024-A, Class A1B | 392,389 | 370,978 | -21,411 | 0.66% | -$21.96K |
| FANNIE MAE REMICS SER 2024-104 CL FA V/R 4.92419000 | 408,882 | 372,295 | -36,587 | 0.66% | -$35.99K |
| Freddie Mac REMICS | 416,546 | 370,863 | -45,683 | 0.66% | -$44.77K |
| FNR 2024-103 FC | 406,998 | 368,643 | -38,355 | 0.66% | -$36.88K |
| TORO EUROPEAN CLO TCLO 6A AR 144A | 393,157 | 318,159 | -74,998 | 0.65% | -$94.47K |
| U.S. Treasury Notes | 336,861 | 336,454 | -406 | 0.61% | $1.47K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 5.00000000 | 365,025 | 359,893 | -5,132 | 0.59% | -$3.98K |
| NRZT 2018-RPL1 A1 144A FRN 12-25-57 | 358,502 | 343,352 | -15,150 | 0.59% | -$16.14K |
| FANNIE MAE REMICS SER 2024-101 CL FB V/R 5.17180000 | 350,171 | 331,621 | -18,550 | 0.59% | -$17.64K |
| GCAT GCAT 2021 NQM3 A3 144A | 382,023 | 371,495 | -10,529 | 0.58% | -$10.44K |
| GCAT GCAT 2021 NQM3 A2 144A | 382,023 | 371,495 | -10,529 | 0.58% | -$10.41K |
| FREDDIE MAC REMICS SER 5508 CL DF V/R 4.87419000 | 345,247 | 322,053 | -23,193 | 0.57% | -$22.31K |
| FREDDIE MAC REMICS SER 5508 CL QF V/R 5.02180000 | 346,174 | 320,358 | -25,817 | 0.57% | -$25.43K |
| FREDDIE MAC REMICS SER 5560 CL FB V/R 4.87419000 | 354,006 | 318,885 | -35,121 | 0.57% | -$34.47K |
| MFRA TRUST MFRA 2021 RPL1 A1 144A | 370,041 | 350,272 | -19,769 | 0.57% | -$20.24K |
| FREDDIE MAC REMICS SER 5508 CL FC V/R 4.87419000 | 329,797 | 308,253 | -21,544 | 0.55% | -$20.70K |
| FREDDIE MAC REMICS SER 5495 CL AF V/R 5.22180000 | 327,754 | 299,345 | -28,408 | 0.53% | -$27.20K |
| TPMT 2018-3 A1 144A FRN 05-25-58 | 323,940 | 301,942 | -21,998 | 0.52% | -$23.05K |
| FREDDIE MAC FHR 5410 FB | 306,301 | 289,435 | -16,866 | 0.52% | -$15.67K |
| Freddie Mac REMICS | 324,451 | 286,480 | -37,971 | 0.51% | -$36.55K |
| FREDDIE MAC REMICS SER 5500 CL GF V/R 5.02180000 | 320,157 | 283,225 | -36,932 | 0.50% | -$36.42K |
| GSAMP TRUST GSAMP 2006 HE4 A2D | 299,903 | 275,375 | -24,528 | 0.48% | -$23.62K |
| SMB Private Education Loan Trust 2020-PTB | 288,978 | 266,103 | -22,876 | 0.47% | -$22.71K |
| NSLT 2025-BA A1A | 280,713 | 264,327 | -16,387 | 0.47% | -$18.56K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 271,723 | 242,833 | -28,890 | 0.43% | -$28.12K |
| FNMA GTD MTG PASS THRU CTF 2024-100 FA SOFR30A+110 05/25/2054 | 271,734 | 234,605 | -37,128 | 0.42% | -$36.64K |
| FNR 2024-90 FB | 238,911 | 216,418 | -22,493 | 0.39% | -$21.28K |
| NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A | 247,733 | 227,985 | -19,748 | 0.38% | -$20.03K |
| FREDDIE MAC REMICS SER 5493 CL FK V/R 5.02419000 | 235,550 | 209,947 | -25,603 | 0.37% | -$24.81K |
| Securitized Asset-Backed Receivables LLC Trust, Series 2005-OP1, Class M2 | 233,422 | 227,229 | -6,193 | 0.37% | -$7.56K |
| ARI Fleet Lease Trust, Series 2025-B, Class A2 | 200,000 | 197,879 | -2,121 | 0.35% | -$3.05K |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A | 207,570 | 189,377 | -18,193 | 0.34% | -$18.99K |
| TPMT 2019-HY2 A1 144A FRN 05-25-58 | 194,185 | 175,604 | -18,581 | 0.32% | -$19.06K |
| NAVRL 2025-C A | 193,916 | 177,447 | -16,468 | 0.31% | -$17.81K |
| Freddie Mac REMICS | 181,896 | 173,823 | -8,073 | 0.31% | -$7.74K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-89 CL PF V/R 4.86765000 | 195,088 | 156,240 | -38,849 | 0.28% | -$39.03K |
| TPMT 2020-1 A1 | 171,661 | 160,183 | -11,478 | 0.27% | -$11.33K |
| HARVEST CLO HARVT 21A A2R 144A | 201,372 | 135,082 | -66,290 | 0.27% | -$79.65K |
| FANNIE MAE REMICS SER 2024-103 CL FJ V/R 5.27180000 | 164,877 | 150,688 | -14,189 | 0.27% | -$13.40K |
| FREDDIE MAC REMICS SER 5491 CL FL V/R 5.27180000 | 163,286 | 148,074 | -15,212 | 0.26% | -$14.44K |
| FANNIE MAE REMICS SER 2025-35 CL FB V/R 4.87419000 | 165,757 | 147,879 | -17,878 | 0.26% | -$17.62K |
| FNR 2024-95 KF | 161,217 | 147,580 | -13,637 | 0.26% | -$13.22K |
| RAAC SERIES RAAC 2006 RP4 M1 144A | 181,451 | 147,559 | -33,892 | 0.26% | -$33.89K |
| TPMT 2019-HY3 A1A 144A FRN 10-25-59 | 162,318 | 141,347 | -20,971 | 0.25% | -$21.14K |
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A | 159,192 | 138,621 | -20,571 | 0.25% | -$21.07K |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 4.92180000 | 142,286 | 140,436 | -1,850 | 0.23% | -$920 |
| NRZT 2021-NQ2R A1 | 142,866 | 132,314 | -10,552 | 0.23% | -$10.13K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 283,775 | 97,620 | -186,155 | 0.20% | -$220.73K |
| MFRA TRUST MFRA 2023 NQM4 A1 144A | 120,484 | 107,119 | -13,365 | 0.19% | -$13.81K |
| Amortizing Residential Collateral Trust 2004-1 | 90,796 | 88,209 | -2,587 | 0.15% | -$2.51K |
| IMPAC CMB TRUST IMM 2004 10 1A1 | 91,660 | 88,416 | -3,244 | 0.15% | -$3.06K |
| TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A | 86,294 | 72,240 | -14,054 | 0.13% | -$14.01K |
| FINANCE AMERICA MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.89376000 | 71,136 | 67,988 | -3,149 | 0.12% | -$2.87K |
| SLM STUDENT LOAN TRUST SLMA 2008 5 A4 | 70,945 | 62,736 | -8,209 | 0.11% | -$8.41K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2005 16 MV2 | 77,188 | 61,436 | -15,753 | 0.11% | -$15.75K |
| LCM LTD PARTNERSHIP LCM 30A AR 144A | 80,372 | 54,316 | -26,056 | 0.10% | -$26.05K |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1B V/R REGD 144A P/P 4.46460000 | 59,996 | 54,686 | -5,310 | 0.10% | -$5.18K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 47,925 | 46,262 | -1,663 | 0.08% | -$1.52K |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-AQ1 SER 2005-AQ1 CL M3 V/R REGD 4.97121000 | 74,098 | 44,198 | -29,900 | 0.08% | -$29.93K |
| MFRA TRUST MFRA 2020 NQM2 A1 144A | 40,882 | 35,875 | -5,007 | 0.06% | -$4.88K |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A2 A2 | 35,393 | 33,683 | -1,710 | 0.06% | -$1.46K |
| Chase Funding Trust Series 2002-4 | 21,964 | 18,102 | -3,862 | 0.03% | -$3.87K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A | 18,620 | 17,865 | -755 | 0.03% | -$714 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 24,574 | 17,094 | -7,480 | 0.03% | -$7.45K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2009 16 NF | 13,240 | 12,581 | -659 | 0.02% | -$655 |
| Sequoia Mortgage Trust, Series 5, Class A | 12,893 | 12,477 | -416 | 0.02% | -$368 |
| SLM STUDENT LOAN TRUST SLMA 2008 2 A3 | 15,583 | 9,656 | -5,927 | 0.02% | -$5.93K |
| Credit Suisse First Boston Mortgage Securities Corp | 8,289 | 8,202 | -87 | 0.02% | -$39 |
| Bear Stearns ARM Trust, Series 2004-8, Class 11A2 | 8,449 | 8,282 | -167 | 0.01% | -$111 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 7,348 | 7,211 | -137 | 0.01% | -$125 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2 | 7,827 | 6,920 | -906 | 0.01% | -$930 |
| MORGN 2018-3A AR CLO 144A FRN 10-20-31 | 78,734 | 6,948 | -71,786 | 0.01% | -$71.82K |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A1 2A1 | 6,776 | 6,598 | -178 | 0.01% | -$158 |
| Banc of America Funding Trust, Series 2004-A, Class 1A3 | 6,174 | 6,019 | -156 | 0.01% | -$131 |
| BSARM 2003-1 5A1 | 5,491 | 5,333 | -157 | 0.01% | -$135 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 | 5,460 | 4,806 | -654 | 0.01% | -$619 |
| TMST 2005-1 A3 | 4,719 | 4,616 | -103 | 0.01% | -$73 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1 | 4,097 | 3,988 | -109 | 0.01% | -$81 |
| JP MORGAN MORTGAGE TRUST JPMMT 2004 A4 2A2 | 3,280 | 3,244 | -36 | 0.01% | -$16 |
| Delta Funding Home Equity Loan Trust, Series 1999-3, Class A1A | 2,997 | 2,832 | -164 | 0.00% | -$145 |
| GSR MORTGAGE LOAN TRUST GSR 2003 9 A2 | 2,652 | 2,536 | -116 | 0.00% | -$111 |
| BSARM 2003-8 2A1 | 2,576 | 2,518 | -59 | 0.00% | -$48 |
| MRFC Mortgage Pass-Through Trust, Series 2000-TBC2, Class A1 | 2,215 | 2,086 | -129 | 0.00% | -$125 |
| Mellon Residential Funding Corp., Series 1999-TBC3, Class A2 | 2,236 | 2,072 | -164 | 0.00% | -$163 |
| TMST 2003-4 A1 TSFR1M+75.448 9/43 | 1,535 | 1,488 | -47 | 0.00% | -$67 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A | 1,541 | 1,506 | -35 | 0.00% | -$29 |
| Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A | 1,385 | 1,358 | -27 | 0.00% | -$28 |
| Prime Mortgage Trust, Series 2004-CL1, Class 1A2 | 1,304 | 1,253 | -51 | 0.00% | -$53 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 1,117 | 1,096 | -21 | 0.00% | -$14 |
| MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 | 946 | 896 | -50 | 0.00% | -$49 |
| Structured Asset Mortgage Investments Trust, Series 2002-AR3, Class A1 | 968 | 853 | -115 | 0.00% | -$113 |
| Government National Mortgage Association | 662 | 640 | -21 | 0.00% | -$20 |
| JP Morgan Mortgage Trust, Series 2005-A1, Class 6T1 | 628 | 615 | -14 | 0.00% | -$11 |
| MSM 2004-10AR 2A2 | 557 | 529 | -29 | 0.00% | -$26 |
| MLCC MORTGAGE INVESTORS INC MLCC 2003 F A1 | 310 | 203 | -107 | 0.00% | -$105 |
| Sequoia Mortgage Trust, Series 10, Class 2A1 | 107 | 92 | -15 | 0.00% | -$15 |
| US ULTRA BOND CBT Sep25 | -16,201,511 | -24,560,086 | -8,358,576 | -43.85% | -$8.51M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNMA POOL BZ5550 FN 12/32 FIXED 4.3 | 1,100,000 | 1,100,000 | 0 | 1.93% | -$6.06K |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR | 1,000,000 | 1,000,000 | 0 | 1.77% | $1.78K |
| CAN IMPERIAL BK | 1,000,000 | 1,000,000 | 0 | 1.77% | -$1.72K |
| BMW US CAP. LLC FRN | 1,000,000 | 1,000,000 | 0 | 1.77% | -$2.66K |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A | 1,000,000 | 1,000,000 | 0 | 1.77% | -$786 |
| BWAY Mortgage Trust, Series 2021-1450, Class A | 1,000,000 | 1,000,000 | 0 | 1.74% | $7.13K |
| FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875 | 1,000,000 | 1,000,000 | 0 | 1.63% | -$5.01K |
| HNDA F 03/08/27 MTN | 900,000 | 900,000 | 0 | 1.59% | -$2.14K |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR | 800,000 | 800,000 | 0 | 1.41% | -$1.82K |
| VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 | 800,000 | 800,000 | 0 | 1.41% | -$2.15K |
| AMMC CLO 27 Ltd., Series 2022-27A, Class A1R | 700,000 | 700,000 | 0 | 1.24% | $281 |
| Eagle Funding LuxCo S.a.r.l. | 600,000 | 600,000 | 0 | 1.07% | -$8.00K |
| EVRG 4.7 03/13/28 | 600,000 | 600,000 | 0 | 1.07% | -$6.36K |
| EVGRN 2025-1A A | 600,000 | 600,000 | 0 | 1.06% | -$259 |
| GWOLF 2019-1A A1R2 | 600,000 | 600,000 | 0 | 1.06% | $57 |
| KKR FINANCIAL CLO LTD KKR 16 A1R3 144A | 600,000 | 600,000 | 0 | 1.06% | $411 |
| BlueMountain CLO XXXII Ltd | 600,000 | 600,000 | 0 | 1.06% | $55 |
| LVS 3.5 08/18/26 | 600,000 | 600,000 | 0 | 1.06% | $493 |
| MV CREDIT EURO CLO MVCLO 3A AR 144A | 500,000 | 500,000 | 0 | 1.02% | -$9.68K |
| HARVEST CLO HARVT 16A AR3 144A | 500,000 | 500,000 | 0 | 1.02% | -$10.05K |
| LAS VEGAS SAN | 500,000 | 500,000 | 0 | 0.90% | -$3.61K |
| ORIX CORP | 500,000 | 500,000 | 0 | 0.89% | -$4.18K |
| ABN AMRO BANK NV | 500,000 | 500,000 | 0 | 0.89% | $194 |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 500,000 | 500,000 | 0 | 0.89% | $235 |
| Trinitas CLO XVII Ltd., Series 2021-17A, Class AR | 500,000 | 500,000 | 0 | 0.89% | $445 |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 500,000 | 500,000 | 0 | 0.88% | $373 |
| HCA INC | 500,000 | 500,000 | 0 | 0.88% | -$705 |
| OCTAGON 64 LTD OCT64 2022 1A A1R 144A | 500,000 | 500,000 | 0 | 0.88% | -$296 |
| INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A | 500,000 | 500,000 | 0 | 0.88% | $159 |
| KKR FINANCIAL CLO LTD KKR 27A A1R2 144A | 500,000 | 500,000 | 0 | 0.88% | $136 |
| BLUEMOUNTAIN CLO XXXIV LTD SER 2022-34A CL AR V/R REGD 144A P/P 5.03444000 | 500,000 | 500,000 | 0 | 0.88% | -$130 |
| ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A | 500,000 | 500,000 | 0 | 0.88% | -$4.50K |
| INVESCO EURO CLO XI DAC INVSC 11A A1R 144A | 400,000 | 400,000 | 0 | 0.82% | -$8.42K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 400,000 | 400,000 | 0 | 0.72% | -$3.18K |
| Ares LIX CLO Ltd., Series 2021-59A, Class A | 400,000 | 400,000 | 0 | 0.71% | -$142 |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 400,000 | 400,000 | 0 | 0.71% | -$167 |
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR | 400,000 | 400,000 | 0 | 0.71% | -$2.08K |
| CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.98454000 | 400,000 | 400,000 | 0 | 0.71% | $740 |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 400,000 | 400,000 | 0 | 0.71% | $735 |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 400,000 | 400,000 | 0 | 0.71% | $229 |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 400,000 | 400,000 | 0 | 0.71% | $223 |
| ROGERS COMMUNIC | 400,000 | 400,000 | 0 | 0.70% | -$991 |
| CDEP 5.875 04/30/29 144A | 300,000 | 300,000 | 0 | 0.55% | -$3.42K |
| ARW 5.15 08/21/29 | 300,000 | 300,000 | 0 | 0.54% | -$3.90K |
| VW 4.95 03/25/27 144A | 300,000 | 300,000 | 0 | 0.53% | -$1.36K |
| WABTEC | 300,000 | 300,000 | 0 | 0.53% | -$2.93K |
| Southern California Edison Co., Series D | 300,000 | 300,000 | 0 | 0.53% | -$2.22K |
| ONEOK Inc | 300,000 | 300,000 | 0 | 0.53% | -$3.17K |
| BERRY GLOBAL INC SR SECURED 144A 07/26 4.875 | 280,000 | 280,000 | 0 | 0.50% | -$28 |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-FL12 CL A V/R REGD 144A P/P 5.45601000 | 275,649 | 275,649 | 0 | 0.49% | $209 |
| CANADIAN NATL RE | 200,000 | 200,000 | 0 | 0.36% | -$2.01K |
| AMERICAN TOWER | 200,000 | 200,000 | 0 | 0.36% | -$2.36K |
| SOUTH BOW USA | 200,000 | 200,000 | 0 | 0.36% | -$1.06K |
| INTESA SANPAOLO SPA REGD 144A P/P 3.87500000 | 200,000 | 200,000 | 0 | 0.35% | -$695 |
| UNIVERSAL HLTH S | 200,000 | 200,000 | 0 | 0.35% | $964 |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 2 | 2 | 0 | 0.21% | -$21.34K |
| HCA INC | 100,000 | 100,000 | 0 | 0.18% | -$876 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A | 2,551 | 2,551 | 0 | 0.00% | $14 |
| RFR USD SOFR/3.75000 12/17/25-7Y LCH | 1 | 1 | 0 | 0.00% | $6.89K |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.03% | $19.46K |
| SOUTH KOREA GOVT AS BP MYC | 1 | 1 | 0 | -0.04% | $5.10K |
| IRS AUD 4.25000 03/18/26-10Y LCH | 1 | 1 | 0 | -0.19% | -$33.55K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.