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 |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 15,300,000 | 15,300,000 | 4.25% | $14.75M |
| G2SF 3.5 4/24 | 0 | 13,300,000 | 13,300,000 | 3.52% | $12.20M |
| U.S. Treasury Inflation-Indexed Notes | 0 | 7,906,794 | 7,906,794 | 2.25% | $7.81M |
| UNITED KINGDOM GILT BONDS REGS 10/31 4 | 0 | 5,400,000 | 5,400,000 | 2.01% | $6.97M |
| FNCL 4 4/26 | 0 | 6,700,000 | 6,700,000 | 1.82% | $6.32M |
| FNMA, Series 2025-95, Class FG | 0 | 3,539,676 | 3,539,676 | 1.02% | $3.55M |
| FNCL 4 6/24 | 0 | 2,200,000 | 2,200,000 | 0.60% | $2.07M |
| JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4 | 0 | 290,000,000 | 290,000,000 | 0.50% | $1.75M |
| FNCL 6.5 6/24 | 0 | 1,000,000 | 1,000,000 | 0.30% | $1.03M |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-56 | 0 | 702,429 | 702,429 | 0.19% | $653.07K |
| EURO-OAT FUTURE JUN26 | 0 | -111 | -111 | 0.14% | $481.39K |
| GSG BIDCO LTD SR SECURED 144A 06/51 6.375 | 0 | 300,000 | 300,000 | 0.10% | $344.38K |
| GSG BIDCO LTD SR SECURED 144A 06/36 5.375 | 0 | 200,000 | 200,000 | 0.07% | $229.58K |
| GSG BIDCO LTD SR SECURED 144A 06/31 4.7 | 0 | 200,000 | 200,000 | 0.07% | $229.32K |
| RFR USD SOFR/3.40694 07/06/26-4Y* LCH | 0 | 4 | 4 | 0.05% | $165.43K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.05% | $157.48K |
| EURO-BOBL FUTURE JUN26 | 0 | -63 | -63 | 0.03% | $96.26K |
| RFR USD SOFR/3.74863 03/31/26-9Y* LCH | 0 | 4 | 4 | 0.02% | $62.59K |
| IRS EUR 3.05000 01/13/26-30Y LCH | 0 | 1 | 1 | 0.01% | $18.51K |
| LME PRI ALUM FUTR JUL26 XLME 20260713 | 0 | 3 | 3 | 0.00% | $11.66K |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | 85 | 85 | 0.00% | $8.30K |
| LME PRI ALUM FUTR MAY26 XLME 20260518 | 0 | 1 | 1 | 0.00% | $5.45K |
| RFR USD SOFR/4.08316 06/30/26-27Y* LCH | 0 | 2 | 2 | 0.00% | $5.01K |
| Lead | 0 | -5 | -5 | 0.00% | $4.36K |
| Nickel | 0 | -1 | -1 | 0.00% | $3.71K |
| Zinc | 0 | 2 | 2 | 0.00% | $3.00K |
| LME Lead Future | 0 | -1 | -1 | 0.00% | $1.55K |
| MILL WHEAT EURO Sep26 | 0 | 3 | 3 | 0.00% | $904 |
| IODEX IO FUT JUL26 XSIM 20260731 | 0 | -2 | -2 | 0.00% | $239 |
| MILL WHEAT EURO May26 | 0 | 1 | 1 | 0.00% | $200 |
| SGX IODEX Iron Ore | 0 | 3 | 3 | 0.00% | -$539 |
| 31750S7L3 PIMCO CDSOPT PUT USD 0.65 20260520 | 0 | -1,200,000 | -1,200,000 | 0.00% | -$975 |
| WHITE SUGAR (ICE) FUT AUG26 QWQ6 | 0 | -1 | -1 | 0.00% | -$1.31K |
| LME ZINC FUTURE MAY26 XLME 20260518 | 0 | 1 | 1 | 0.00% | -$3.88K |
| EURO-BUXL 30Y BND JUN26 | 0 | -9 | -9 | 0.00% | -$8.12K |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 0 | 1 | 1 | -0.04% | -$138.78K |
| EURO-BUND FUTURE JUN26 | 0 | 67 | 67 | -0.04% | -$139.69K |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | 105 | 105 | -0.12% | -$421.41K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.18% | -$626.84K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 15,300,000 | 0 | -15,300,000 | 0.00% | -$14.92M |
| Government National Mortgage Association, TBA | 12,000,000 | 0 | -12,000,000 | 0.00% | -$10.92M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 | 10,701,803 | 0 | -10,701,803 | 0.00% | -$10.58M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 | 7,167,084 | 0 | -7,167,084 | 0.00% | -$6.68M |
| FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1 | 2,823,756 | 0 | -2,823,756 | 0.00% | -$3.31M |
| MAN EURO CLO MECLO 2023 1A A 144A | 1,800,000 | 0 | -1,800,000 | 0.00% | -$2.12M |
| Palmer Square CLO Ltd., Series 2015-1A, Class A1A5 | 1,600,000 | 0 | -1,600,000 | 0.00% | -$1.60M |
| Government National Mortgage Association | 1,278,956 | 0 | -1,278,956 | 0.00% | -$1.17M |
| Uniform Mortgage-Backed Security, TBA | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.04M |
| AVOCA STATIC CLO AVOST 1A AR 144A | 722,605 | 0 | -722,605 | 0.00% | -$849.09K |
| U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27 | 404,379 | 0 | -404,379 | 0.00% | -$399.42K |
| U.S. Treasury Bills | 344,000 | 0 | -344,000 | 0.00% | -$340.81K |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$161.59K |
| FUT. EUR FOAT MAR26 | -111 | 0 | 111 | 0.00% | -$145.68K |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 110,576 | 0 | -110,576 | 0.00% | -$130.03K |
| INF SWAP EM NI 2.763 09/15/23-30Y LCH | 1 | 0 | -1 | 0.00% | -$127.91K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$78.37K |
| FGBM Mar 2026 | -36 | 0 | 36 | 0.00% | -$38.04K |
| FUT. EURO-BUND EUX MAR26 | -10 | 0 | 10 | 0.00% | -$20.73K |
| RFR USD SOFR/3.37500 03/31/26-4Y* LCH | 1 | 0 | -1 | 0.00% | -$8.89K |
| LME ZINC FUTURE MAR26 XLME 20260316 | 3 | 0 | -3 | 0.00% | -$7.74K |
| INF SWAP US IT 3.0425 02/21/25-1Y LCH | 1 | 0 | -1 | 0.00% | -$5.13K |
| FUT. EURO BUXL BND MAR26 | -2 | 0 | 2 | 0.00% | -$4.11K |
| SGX IRON ORE 62% FUT MAR26 SCOH6 | 7 | 0 | -7 | 0.00% | -$3.45K |
| MILL WHEAT EURO MAR26 XPAR 20260310 | -1 | 0 | 1 | 0.00% | -$439 |
| LME LEAD FUTURE MAR26 XLME 20260316 | -8 | 0 | 8 | 0.00% | -$140 |
| IRS EUR R 2.50000 01/18/27-2Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| IRS EUR R 2.35000 01/11/27-2Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| WHITE SUGAR (ICE) MAY26 IFEU 20260415 | -2 | 0 | 2 | 0.00% | $529 |
| BRENT CRUDE FUTR SEP26 IFEU 20260731 | 1 | 0 | -1 | 0.00% | $870 |
| TTF NAT GAS F MAR26 NDEX 20260226 | -5 | 0 | 5 | 0.00% | $2.44K |
| LOW SU GASOIL G JUN26 IFEU 20260611 | 1 | 0 | -1 | 0.00% | $5.10K |
| LME PRIMARY ALUMINUM FUTURE 0326 | -3 | 0 | 3 | 0.00% | $13.37K |
| ITA GB 10YR FUT IKH6 03-06-26 | 47 | 0 | -47 | 0.00% | $14.20K |
| RFR USD SOFR/4.76000 01/18/24-2Y LCH | 2 | 0 | -2 | 0.00% | $28.81K |
| INF SWAP US IT 2.7675 05/13/21-5Y LCH | 1 | 0 | -1 | 0.00% | $275.87K |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $304.39K |
| INF SWAP US IT 2.41875 03/05/21-5Y LCH | 1 | 0 | -1 | 0.00% | $526.16K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Inflation-Protected Indexed Notes | 13,659,228 | 17,570,350 | 3,911,122 | 5.15% | $4.06M |
| U.S. Treasury Notes | 14,906,241 | 15,192,300 | 286,059 | 4.36% | $251.77K |
| U.S. Treasury Inflation-Linked Notes | 5,335,033 | 12,567,500 | 7,232,467 | 3.59% | $7.20M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 8,457,192 | 9,737,560 | 1,280,368 | 2.58% | $1.23M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 | 2,158,915 | 7,356,894 | 5,197,979 | 2.02% | $4.97M |
| JAPAN GOVT CPI LINKED BONDS 03/29 0.1 | 800,823,200 | 802,023,100 | 1,199,900 | 1.45% | -$158.48K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027 | 3,113,667 | 4,952,826 | 1,839,159 | 1.42% | $1.87M |
| JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 450,896,720 | 451,575,590 | 678,870 | 0.82% | -$73.59K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB | 1,884,766 | 1,887,174 | 2,408 | 0.55% | $11.27K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 515,935 | 1,752,071 | 1,236,136 | 0.47% | $1.14M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028 | 14,563,648 | 14,546,249 | -17,399 | 4.34% | $63.34K |
| U.S. Treasury Inflation-Protected Indexed Notes | 13,385,943 | 11,089,801 | -2,296,142 | 3.21% | -$2.30M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 10,532,750 | 10,520,091 | -12,658 | 2.84% | $70.15K |
| U.S. Treasury Notes | 9,512,505 | 9,501,159 | -11,346 | 2.77% | $36.51K |
| U.S. Treasury Notes 0.125%, Due 1/15/2030 | 9,782,624 | 9,770,952 | -11,672 | 2.70% | $73.55K |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 9,215,475 | 9,204,426 | -11,049 | 2.64% | $2.33K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 12,094,013 | 7,756,750 | -4,337,263 | 2.18% | -$4.11M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 7,956,615 | 7,947,101 | -9,514 | 2.16% | $33.55K |
| U.S. Treasury Inflation-Protected Indexed Notes | 6,912,658 | 6,904,350 | -8,308 | 2.03% | -$13.94K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 | 14,151,720 | 6,853,184 | -7,298,536 | 1.93% | -$7.10M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 7,576,915 | 6,249,406 | -1,327,509 | 1.79% | -$1.24M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 | 4,900,138 | 4,894,248 | -5,890 | 1.40% | $33.98K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28 | 4,592,720 | 4,587,224 | -5,496 | 1.34% | $26.46K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 | 6,170,068 | 6,162,660 | -7,408 | 1.32% | -$81.50K |
| FR SD8475 | 4,640,257 | 4,369,420 | -270,836 | 1.27% | -$314.41K |
| FR SD8409 | 4,665,905 | 4,082,354 | -583,551 | 1.20% | -$623.56K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 | 4,740,824 | 4,735,132 | -5,692 | 1.05% | -$43.06K |
| Government National Mortgage Association | 3,563,286 | 3,520,145 | -43,140 | 1.03% | -$30.80K |
| FNMA UMBS, 30 Year | 3,649,974 | 3,276,801 | -373,172 | 0.97% | -$401.59K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 5.04888000 | 3,325,327 | 3,276,405 | -48,922 | 0.96% | -$33.92K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FG | 3,500,000 | 3,025,687 | -474,313 | 0.87% | -$472.10K |
| U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 | 3,394,976 | 3,390,912 | -4,064 | 0.86% | -$60.68K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043 | 3,993,740 | 3,988,946 | -4,794 | 0.85% | -$33.82K |
| FN MA5217 | 3,221,201 | 2,717,800 | -503,401 | 0.81% | -$536.81K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28 | 2,637,200 | 2,634,043 | -3,157 | 0.80% | $2.61K |
| U.S. Treasury Inflation Linked Bonds | 3,532,484 | 3,528,252 | -4,232 | 0.72% | -$43.72K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 2,483,023 | 2,480,034 | -2,989 | 0.69% | -$31.19K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 4,252,142 | 4,247,042 | -5,100 | 0.65% | -$38.14K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 | 2,585,686 | 2,582,582 | -3,104 | 0.54% | -$30.05K |
| Freddie Mac REMICS | 1,766,271 | 1,738,587 | -27,684 | 0.51% | -$18.41K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40 | 1,747,482 | 1,745,394 | -2,088 | 0.49% | -$21.64K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 5.19888000 | 1,561,060 | 1,548,637 | -12,423 | 0.46% | -$5.40K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052 | 3,041,116 | 3,037,476 | -3,640 | 0.46% | -$32.15K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 1,589,468 | 1,508,881 | -80,587 | 0.44% | -$76.48K |
| FREDDIE MAC REMICS SER 5564 CL FB V/R 5.07419000 | 1,543,461 | 1,496,341 | -47,121 | 0.44% | -$39.37K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 1,971,666 | 1,969,308 | -2,358 | 0.44% | -$27.82K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 1,607,181 | 1,480,383 | -126,799 | 0.43% | -$122.45K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 | 2,596,264 | 2,593,148 | -3,116 | 0.42% | -$26.77K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 | 1,393,719 | 1,392,046 | -1,673 | 0.42% | $5.46K |
| FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1 | 1,106,658 | 1,098,738 | -7,920 | 0.36% | $887 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48 | 1,698,022 | 1,695,990 | -2,032 | 0.35% | -$22.34K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA | 1,166,059 | 1,163,584 | -2,475 | 0.34% | $2.85K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 907,998 | 906,913 | -1,085 | 0.26% | $7.20K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 874,472 | 873,416 | -1,056 | 0.24% | $2.15K |
| Government of Canada | 1,129,284 | 1,127,232 | -2,052 | 0.24% | -$12.78K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 | 1,139,787 | 1,138,418 | -1,369 | 0.23% | -$14.47K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 3 | 4,886,396 | 4,854,670 | -31,726 | 0.20% | -$23.67K |
| NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M3 | 702,127 | 647,435 | -54,692 | 0.19% | -$54.20K |
| REALKREDIT DANMARK COVERED REGS 10/53 3 | 4,336,571 | 4,308,358 | -28,213 | 0.18% | -$20.71K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A | 676,641 | 484,089 | -192,553 | 0.16% | -$234.82K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32 | 467,769 | 467,208 | -561 | 0.15% | -$887 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR10 1A1 | 423,404 | 419,845 | -3,559 | 0.11% | -$1.63K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A | 440,735 | 424,813 | -15,922 | 0.11% | -$12.79K |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | 249,350 | 247,566 | -1,784 | 0.08% | -$1.81K |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 2,203,143 | 2,185,459 | -17,684 | 0.08% | -$9.63K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000 | 240,657 | 235,829 | -4,828 | 0.07% | -$4.64K |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 1,873,241 | 1,872,084 | -1,157 | 0.06% | -$5.20K |
| Banc of America Funding Trust, Series 2006-J, Class 2A1 | 262,475 | 256,041 | -6,435 | 0.06% | -$3.99K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 B1 | 157,942 | 153,324 | -4,618 | 0.04% | -$4.27K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A1 144A | 146,968 | 139,716 | -7,253 | 0.04% | -$6.93K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M2 | 132,876 | 126,305 | -6,571 | 0.04% | -$6.38K |
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 | 104,218 | 103,472 | -746 | 0.03% | -$1.98K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 | 7,144,540 | 109,785 | -7,034,755 | 0.03% | -$7.09M |
| CMLTI 2007-AMC2 A3A | 118,521 | 117,050 | -1,472 | 0.03% | -$1.19K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 620,515 | 615,545 | -4,970 | 0.02% | -$2.67K |
| FR SD8447 | 75,207 | 65,674 | -9,533 | 0.02% | -$10.25K |
| FN MA5273 | 74,360 | 62,147 | -12,213 | 0.02% | -$12.97K |
| NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2 | 499,049 | 498,936 | -113 | 0.02% | -$1.56K |
| GRIFONAS FINANCE PLC GRIF 1 A REGS | 40,941 | 34,114 | -6,826 | 0.01% | -$8.52K |
| REALKREDIT DANMARK COVERED REGS 10/53 2 | 329,939 | 329,684 | -255 | 0.01% | -$403 |
| MAN GLG EURO CLO GLGE 5A A1R 144A | 123,508 | 21,492 | -102,015 | 0.01% | -$120.37K |
| HOME EQUITY ASSET TRUST HEAT 2004 3 M1 | 19,157 | 17,441 | -1,716 | 0.01% | -$1.70K |
| SAXON ASSET SECURITIES TRUST SAST 2005 1 M2 | 17,563 | 16,483 | -1,080 | 0.00% | -$1.09K |
| FREDDIE MAC NON GOLD POOL P#1A1082 V/R 6.39500000 | 13,392 | 12,171 | -1,221 | 0.00% | -$1.26K |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 99,562 | 99,549 | -13 | 0.00% | -$195 |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 8,276 | 7,734 | -542 | 0.00% | -$565 |
| Fannie Mae REMICS | 7,163 | 6,705 | -458 | 0.00% | -$458 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 54,930 | 54,917 | -13 | 0.00% | -$149 |
| FN AS6311 | 6,094 | 5,957 | -137 | 0.00% | -$189 |
| REALKREDIT DANMARK COVERED REGS 10/53 2 | 36,648 | 36,615 | -33 | 0.00% | -$104 |
| FHLMC | 4,314 | 4,148 | -166 | 0.00% | -$186 |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 4,466 | 4,382 | -84 | 0.00% | -$56 |
| MORTGAGEIT TRUST MHL 2004 2 M2 | 4,359 | 4,248 | -110 | 0.00% | -$106 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5 | 15,127 | 14,971 | -157 | 0.00% | -$67 |
| REALKREDIT DANMARK COVERED REGS 04/47 2.5 | 10,318 | 10,210 | -108 | 0.00% | -$47 |
| FNMA POOL 806506 FN 10/44 FLOATING VAR | 978 | 955 | -23 | 0.00% | -$24 |
| NORDEA KREDIT REALKREDIT COVERED 10/47 2.5 | 109 | 108 | -1 | 0.00% | -$1 |
| JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 2 | 2 | -0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5 | 2 | 2 | -0 | 0.00% | -$0 |
| US ULTRA BOND CBT Sep25 | 4,300,087 | -1,199,714 | -5,499,801 | -0.06% | -$4.50M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| ARCANO EURO CLO ARCAN 2A A 144A | 1,700,000 | 1,700,000 | 0 | 0.57% | -$34.37K |
| OCP EURO CLO OCPE 2022 6A ARR 144A | 1,700,000 | 1,700,000 | 0 | 0.57% | -$35.96K |
| HAYFIN EMERALD CLO HAYEM 6A AR 144A | 1,500,000 | 1,500,000 | 0 | 0.50% | -$31.54K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 1,700,000 | 1,700,000 | 0 | 0.49% | -$1.49K |
| SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A | 1,700,000 | 1,700,000 | 0 | 0.49% | $783 |
| Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R | 1,700,000 | 1,700,000 | 0 | 0.49% | -$322 |
| RPLDCI 6.581 05/30/49 144A | 1,650,000 | 1,650,000 | 0 | 0.49% | -$46.99K |
| Symphony CLO XXXII Ltd., Series 2022-32A, Class AR | 1,680,000 | 1,680,000 | 0 | 0.48% | $188 |
| ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A | 1,600,000 | 1,600,000 | 0 | 0.46% | $1.37K |
| AGL CLO 14 Ltd., Series 2021-14A, Class AR | 1,600,000 | 1,600,000 | 0 | 0.46% | $1.46K |
| RFR USD SOFR/2.86500 02/13/24-30Y LCH | 1 | 1 | 0 | 0.43% | -$116.43K |
| IRS EUR 0.19500 11/04/22-30Y LCH | 2 | 2 | 0 | 0.38% | -$75.91K |
| IRS EUR 0.19700 11/08/22-30Y LCH | 1 | 1 | 0 | 0.34% | -$68.74K |
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH | 1 | 1 | 0 | 0.31% | -$36.06K |
| ACRES PLC ACRES 2025 FL3 A 144A | 600,000 | 600,000 | 0 | 0.17% | $922 |
| TIKEHAU TIKEH 5A AR 144A | 500,000 | 500,000 | 0 | 0.17% | -$10.28K |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-HE4, Class M3 | 500,000 | 500,000 | 0 | 0.14% | $2.23K |
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH | 1 | 1 | 0 | 0.08% | $36.57K |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH | 1 | 1 | 0 | 0.07% | -$6.87K |
| INF SWAP US IT 2.31125 02/24/21-10Y LCH | 1 | 1 | 0 | 0.06% | $11.17K |
| IRS EUR 2.91510 06/12/23-9Y* LCH | 1 | 1 | 0 | 0.02% | -$2.02K |
| INF SWAP EM NI 2.7 04/15/23-30Y LCH | 1 | 1 | 0 | 0.02% | -$30.62K |
| INF SWAP EM NI 2.736 10/15/23-30Y LCH | 2 | 2 | 0 | 0.02% | -$25.84K |
| US TREASURY N/B | 64,000 | 64,000 | 0 | 0.02% | -$700 |
| INF SWAP EM NI 1.636 06/15/25-2Y LCH | 1 | 1 | 0 | 0.02% | $58.15K |
| INF SWAP EM NI 3.13 05/15/22-5Y LCH | 3 | 3 | 0 | 0.02% | $35.52K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1 | 198,059 | 198,059 | 0 | 0.01% | -$614 |
| US TREASURY N/B | 40,000 | 40,000 | 0 | 0.01% | -$522 |
| RFR USD SOFR/3.25000 06/18/25-9Y LCH | 1 | 1 | 0 | 0.01% | $3.43K |
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH | 1 | 1 | 0 | 0.01% | $2.74K |
| INF SWAP EM NI 2.59 12/15/22-30Y LCH | 1 | 1 | 0 | 0.01% | -$13.50K |
| INF SWAP EM NI 2.049 08/15/24-10Y LCH | 1 | 1 | 0 | 0.01% | $74.70K |
| INF SWAP EM NI 2.034 09/15/24-10Y LCH | 1 | 1 | 0 | 0.01% | $35.72K |
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH | 1 | 1 | 0 | 0.00% | -$919 |
| INF SWAP EM NI 2.6 05/15/22-10Y LCH | 1 | 1 | 0 | 0.00% | $15.43K |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 1 | 1 | 0 | 0.00% | -$3.91K |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 | 100,000 | 100,000 | 0 | 0.00% | -$250 |
| INF SWAP EM NI 2.59 03/15/22-30Y LCH | 2 | 2 | 0 | 0.00% | -$34.24K |
| REALKREDIT DANMARK COVERED REGS 10/50 1.5 | 2 | 2 | 0 | 0.00% | -$0 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 | 2 | 2 | 0 | 0.00% | -$0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2 | 2 | 2 | 0 | 0.00% | $0 |
| NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5 | 1 | 1 | 0 | 0.00% | $0 |
| INF SWAP EM NI 2.421 05/15/22-30Y LCH | 1 | 1 | 0 | 0.00% | -$8.31K |
| INF SWAP GB NI 3.466 09/15/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$37.09K |
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR | -3,000,000 | -3,000,000 | 0 | 0.00% | $3.77K |
| INF SWAP EM NI 2.72 06/15/22-10Y LCH | 1 | 1 | 0 | 0.00% | $72.05K |
| INF SWAP GB NI 3.5 08/15/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$91.88K |
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR | -12,200,000 | -12,200,000 | 0 | -0.01% | $9.02K |
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR | -3,000,000 | -3,000,000 | 0 | -0.01% | -$23.62K |
| INF SWAP US IT 1.8825 11/20/19-10Y LCH | 1 | 1 | 0 | -0.02% | -$4.52K |
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR | -12,200,000 | -12,200,000 | 0 | -0.05% | -$103.09K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 1 | 1 | 0 | -0.14% | -$516.40K |
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH | 1 | 1 | 0 | -0.14% | $47.78K |
| INF SWAP EM NI 1.38 03/15/21-10Y LCH | 1 | 1 | 0 | -0.18% | -$77.39K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.