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 |
|---|---|---|---|---|---|
| FREDDIE MAC POOL FR 08/51 FIXED 2 | 0 | 928,962 | 928,962 | 0.65% | $761.65K |
| FNMA 30YR UMBS SUPER | 0 | 618,617 | 618,617 | 0.53% | $628.93K |
| FR SL2837 | 0 | 561,420 | 561,420 | 0.49% | $571.92K |
| FANNIE MAE POOL FN 09/51 FIXED VAR | 0 | 636,306 | 636,306 | 0.44% | $522.52K |
| BANK5 BANK5 2025 5YR19 A2 | 0 | 500,000 | 500,000 | 0.43% | $502.06K |
| UMBS, 30 Year | 0 | 565,805 | 565,805 | 0.41% | $486.47K |
| FNMA POOL CB6862 FN 08/53 FIXED 5 | 0 | 488,902 | 488,902 | 0.41% | $484.46K |
| JPMMT 2020-INV1 B2A | 0 | 547,796 | 547,796 | 0.40% | $467.25K |
| JP Morgan Mortgage Trust 2017-2 | 0 | 510,226 | 510,226 | 0.39% | $462.56K |
| STACR 2024-DNA2 A1 144A FRN 05-25-44 | 0 | 459,472 | 459,472 | 0.39% | $459.61K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A | 0 | 416,421 | 416,421 | 0.35% | $408.52K |
| GS Mortgage-Backed Securities Trust 2021-GR3 | 0 | 434,526 | 434,526 | 0.33% | $389.79K |
| FIXED INC CLEARING CORP.REPO | 0 | 346,000 | 346,000 | 0.29% | $346.00K |
| GNR 2016-25 QW | 0 | 415,000 | 415,000 | 0.29% | $342.58K |
| Benchmark Mortgage Trust, Series 2025-V19, Class A3 | 0 | 300,000 | 300,000 | 0.26% | $305.99K |
| BANK5 TRUST 2025-5YR13 SER 2025-5YR13 CL A2 REGD 5.03200000 | 0 | 300,000 | 300,000 | 0.26% | $302.86K |
| CAS 2026-R02 1A1 144A FRN 02-25-46 | 0 | 295,026 | 295,026 | 0.25% | $295.14K |
| JP Morgan Mortgage Trust 2019-INV3 | 0 | 288,198 | 288,198 | 0.23% | $268.12K |
| KKR 2022-43A A1R2 | 0 | 250,000 | 250,000 | 0.21% | $248.87K |
| Fannie Mae REMICS | 0 | 250,476 | 250,476 | 0.21% | $247.04K |
| JP Morgan Mortgage Trust 2014-2 | 0 | 218,218 | 218,218 | 0.18% | $213.52K |
| Aimco CLO 15 Ltd | 0 | 210,000 | 210,000 | 0.18% | $209.79K |
| GNR 2013-100 PE | 0 | 206,467 | 206,467 | 0.16% | $185.25K |
| JPMMT 2019-INV3 B2 | 0 | 165,778 | 165,778 | 0.13% | $154.69K |
| STACR REMIC TRUST 2025-DNA4 A1 SOFR30A+90 10/25/2045 144A | 0 | 150,312 | 150,312 | 0.13% | $149.93K |
| G2 MA0462 | 0 | 155,355 | 155,355 | 0.12% | $147.25K |
| FR SL1346 | 0 | 139,076 | 139,076 | 0.12% | $144.87K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FICC | 1,444,000 | 0 | -1,444,000 | 0.00% | -$1.44M |
| Magnetite XXXVI Ltd | 585,000 | 0 | -585,000 | 0.00% | -$585.87K |
| MADISON PK FDG XXIX LTD / MADISON PK FDG XXIX LLC A1R2 TSFR3M+118 03/25/2038 144A | 500,000 | 0 | -500,000 | 0.00% | -$499.74K |
| US TREASURY N/B | 289,000 | 0 | -289,000 | 0.00% | -$285.11K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Government National Mortgage Association | 676,733 | 681,821 | 5,088 | 0.52% | -$818 |
| Freddie Mac Pool | 186,413 | 356,190 | 169,777 | 0.32% | $178.71K |
| Freddie Mac REMICS | 429,658 | 433,429 | 3,770 | 0.30% | -$516 |
| Government National Mortgage Association | 318,243 | 320,836 | 2,593 | 0.24% | -$5.93K |
| Government National Mortgage Association | 296,305 | 298,906 | 2,600 | 0.19% | -$1.70K |
| Freddie Mac REMICS | 230,780 | 232,805 | 2,025 | 0.18% | $351 |
| Freddie Mac REMICS | 273,226 | 275,280 | 2,054 | 0.16% | $4.93K |
| Dreyfus Instl Resv PFD GOVT INSTL | 1,329 | 1,333 | 4 | 0.00% | $4 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Freddie Mac Pool | 5,476,319 | 5,311,466 | -164,853 | 4.23% | -$210.11K |
| Fannie Mae Pool | 4,632,509 | 4,554,884 | -77,625 | 3.84% | -$122.62K |
| FNMA POOL FM9501 FN 11/51 FIXED VAR | 4,672,819 | 4,605,711 | -67,107 | 3.35% | -$67.31K |
| FN MA5054 | 4,229,492 | 4,159,897 | -69,594 | 3.33% | -$88.74K |
| G2 MA6865 | 4,259,017 | 4,172,179 | -86,838 | 3.05% | -$83.94K |
| FR SD7555 | 3,910,686 | 3,833,660 | -77,026 | 2.91% | -$98.65K |
| Freddie Mac Pool | 3,356,758 | 3,213,920 | -142,837 | 2.83% | -$168.82K |
| Freddie Mac Pool | 3,447,923 | 3,380,199 | -67,724 | 2.78% | -$117.06K |
| Ginnie Mae II Pool | 5,190,755 | 3,220,182 | -1,970,573 | 2.77% | -$2.03M |
| FN CB3348 | 4,011,605 | 3,956,861 | -54,744 | 2.73% | -$55.77K |
| UMBS | 3,354,609 | 2,851,496 | -503,113 | 2.47% | -$541.51K |
| Fannie Mae Pool | 2,776,992 | 2,695,440 | -81,552 | 2.38% | -$105.26K |
| FN MA4236 | 3,583,446 | 3,531,665 | -51,781 | 2.32% | -$27.88K |
| Government National Mortgage Association | 2,737,138 | 2,691,705 | -45,433 | 2.31% | -$65.57K |
| FREDDIE MAC POOL FR 06/54 FIXED 4.5 | 2,733,251 | 2,628,590 | -104,661 | 2.17% | -$135.52K |
| G2 784114 | 2,578,367 | 2,516,665 | -61,702 | 2.01% | -$33.19K |
| Federal National Mortgage Association | 2,463,312 | 2,411,874 | -51,438 | 1.84% | -$61.52K |
| FNMA POOL FA0724 FN 07/54 FIXED VAR | 2,265,733 | 2,027,632 | -238,101 | 1.81% | -$255.25K |
| Freddie Mac Pool | 1,772,940 | 1,728,445 | -44,494 | 1.53% | -$61.22K |
| FHMS K-159 A2 | 2,826,000 | 1,681,000 | -1,145,000 | 1.43% | -$1.17M |
| Fannie Mae Pool | 1,805,309 | 1,771,053 | -34,256 | 1.24% | -$32.83K |
| FNMA POOL CA8234 FN 12/50 FIXED 3 | 1,612,304 | 1,588,758 | -23,547 | 1.21% | -$36.40K |
| FN MA4437 | 1,840,503 | 1,623,740 | -216,763 | 1.12% | -$178.82K |
| Government National Mortgage Association | 1,203,725 | 1,173,693 | -30,032 | 0.89% | -$41.68K |
| UMBS | 2,707,832 | 1,003,695 | -1,704,137 | 0.84% | -$1.72M |
| J.P. Morgan Mortgage Trust 2022-1 | 1,148,722 | 1,130,126 | -18,596 | 0.79% | -$25.46K |
| UMBS | 1,016,000 | 997,560 | -18,440 | 0.72% | -$20.00K |
| GINNIE MAE II POOL G2 785359 | 1,049,348 | 1,029,488 | -19,860 | 0.72% | -$18.67K |
| FR SD7549 | 990,117 | 971,446 | -18,671 | 0.68% | -$17.76K |
| FR SD8145 | 1,027,672 | 1,013,411 | -14,261 | 0.67% | -$8.28K |
| US TREASURY N/B | 1,148,300 | 735,000 | -413,300 | 0.63% | -$434.24K |
| Uniform Mortgage-Backed Securities | 802,853 | 787,455 | -15,398 | 0.55% | -$14.34K |
| J.P. Morgan Mortgage Trust 2022-4 | 690,465 | 680,438 | -10,027 | 0.50% | -$13.69K |
| GS Mortgage-Backed Securities Trust 2022-PJ6 | 689,214 | 673,317 | -15,898 | 0.48% | -$15.48K |
| Sequoia Mortgage Trust 2021-1 | 663,508 | 654,290 | -9,218 | 0.46% | -$11.78K |
| Freddie Mac REMICS | 526,946 | 516,118 | -10,827 | 0.43% | -$15.81K |
| Sequoia Mortgage Trust 2025-S1 | 559,530 | 550,048 | -9,482 | 0.42% | -$8.96K |
| Freddie Mac REMICS | 526,980 | 510,598 | -16,382 | 0.41% | -$20.22K |
| STACR 2025-DNA3 A1 144A FRN 09-25-45 | 536,938 | 468,875 | -68,062 | 0.40% | -$69.20K |
| GS Mortgage-Backed Securities Trust 2021-PJ8 | 565,750 | 559,564 | -6,186 | 0.39% | -$9.41K |
| Fannie Mae Pool | 572,259 | 563,790 | -8,469 | 0.39% | -$8.47K |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5 | 478,879 | 465,248 | -13,630 | 0.37% | -$14.68K |
| COLT FUNDING LLC COLT 2022 3 A2 144A | 458,385 | 453,640 | -4,745 | 0.37% | -$8.28K |
| BRAVO RESIDENTIAL FUNDING TRUST 2024 NQM4 | 443,001 | 435,737 | -7,265 | 0.36% | -$11.85K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ3 GSMBS 2022-PJ3 A7 | 481,571 | 452,184 | -29,387 | 0.36% | -$29.12K |
| STACR 2023-HQA3 A1 | 417,471 | 410,370 | -7,101 | 0.35% | -$8.02K |
| Fannie Mae Pool | 424,107 | 405,255 | -18,852 | 0.34% | -$23.68K |
| FNMA Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1 | 438,461 | 396,787 | -41,674 | 0.34% | -$42.63K |
| JP Morgan Mortgage Trust 2015-4 | 429,542 | 413,132 | -16,410 | 0.33% | -$18.33K |
| JP Morgan Mortgage Trust 2021-1 | 487,926 | 479,947 | -7,979 | 0.32% | -$7.68K |
| Fannie Mae Pool | 430,193 | 420,541 | -9,652 | 0.32% | -$11.24K |
| Fannie Mae REMICS | 390,984 | 374,691 | -16,293 | 0.31% | -$17.96K |
| JP Morgan Mortgage Trust 2021-3 | 436,930 | 432,121 | -4,809 | 0.30% | -$7.35K |
| FN FS2050 | 374,525 | 366,181 | -8,345 | 0.30% | -$11.54K |
| US TREASURY N/B | 530,000 | 359,400 | -170,600 | 0.29% | -$167.73K |
| Government National Mortgage Association | 379,771 | 369,948 | -9,824 | 0.28% | -$12.28K |
| GS Mortgage-Backed Securities Trust 2023-PJ2 | 311,398 | 306,443 | -4,955 | 0.26% | -$9.63K |
| OBX 2020-EXP3 TRUST | 358,804 | 341,277 | -17,528 | 0.25% | -$16.31K |
| Citigroup Mortgage Loan Trust 2022-J1 | 310,622 | 301,638 | -8,984 | 0.24% | -$9.44K |
| Fannie Mae Pool | 323,879 | 316,124 | -7,755 | 0.23% | -$8.16K |
| JP MORGAN MORTGAGE TRUST JPMMT 2020 5 B2 144A | 307,994 | 305,205 | -2,789 | 0.23% | -$2.70K |
| Fannie Mae Pool | 247,323 | 237,616 | -9,707 | 0.21% | -$11.53K |
| JP Morgan Mortgage Trust 2022-2 | 251,836 | 243,386 | -8,450 | 0.19% | -$9.01K |
| Fannie Mae Pool | 254,029 | 241,879 | -12,149 | 0.19% | -$12.38K |
| Freddie Mac Strips | 218,591 | 211,572 | -7,019 | 0.16% | -$7.91K |
| JP Morgan Mortgage Trust 2017-2 | 204,966 | 200,637 | -4,329 | 0.16% | -$5.45K |
| Fannie Mae Pool | 185,390 | 179,392 | -5,998 | 0.15% | -$9.45K |
| Fannie Mae REMICS | 194,179 | 186,229 | -7,950 | 0.15% | -$8.47K |
| FNMA, Series 2017-33, Class LB | 187,075 | 180,677 | -6,398 | 0.14% | -$7.78K |
| FANNIE MAE REMICS FNR 2018-43 CT | 195,743 | 190,508 | -5,235 | 0.14% | -$9.25K |
| FANNIE MAE POOL FN BR3256 | 202,160 | 198,653 | -3,507 | 0.14% | -$3.40K |
| Government National Mortgage Association | 155,225 | 148,347 | -6,879 | 0.11% | -$7.64K |
| Fannie Mae REMICS | 149,824 | 142,193 | -7,630 | 0.11% | -$8.26K |
| Fannie Mae Pool | 126,820 | 123,733 | -3,086 | 0.10% | -$4.46K |
| Fannie Mae Pool | 113,861 | 109,235 | -4,626 | 0.09% | -$6.53K |
| Fannie Mae Pool | 110,101 | 107,197 | -2,904 | 0.09% | -$4.17K |
| FNMA Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1 | 86,175 | 79,100 | -7,074 | 0.07% | -$7.27K |
| Fannie Mae Pool | 76,215 | 72,043 | -4,172 | 0.06% | -$4.61K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FHMS K1522 A2 | 1,485,000 | 1,485,000 | 0 | 1.02% | $343 |
| Freddie Mac REMICS | 1,291,512 | 1,291,512 | 0 | 0.81% | -$6.12K |
| Voya CLO Ltd., Series 2021-2A, Class A1R | 800,000 | 800,000 | 0 | 0.68% | $23 |
| BANK 2024-BNK47 A5 | 750,000 | 750,000 | 0 | 0.67% | -$11.38K |
| BANK 2025-BNK49 A5 | 750,000 | 750,000 | 0 | 0.66% | -$11.28K |
| BBCMS 2024-C30 A5 | 750,000 | 750,000 | 0 | 0.66% | -$12.72K |
| BANK5, Series 2024-5YR10, Class A3 | 635,000 | 635,000 | 0 | 0.55% | -$7.36K |
| AGL CLO 39 Ltd | 600,000 | 600,000 | 0 | 0.51% | -$558 |
| GSMS 2020-GC47 A5 | 601,000 | 601,000 | 0 | 0.47% | -$2.15K |
| Voya CLO Ltd., Series 2024-7A, Class A1 | 550,000 | 550,000 | 0 | 0.47% | -$2.32K |
| BANK5 2024-5YR8 A3 | 500,000 | 500,000 | 0 | 0.44% | -$5.22K |
| BANK5 2023-5YR4 A3 | 497,728 | 497,728 | 0 | 0.44% | -$6.85K |
| BANK5, Series 2025-5YR18, Class A3 | 500,000 | 500,000 | 0 | 0.43% | -$5.73K |
| CIFC Funding Ltd., Series 2022-1A, Class A | 500,000 | 500,000 | 0 | 0.42% | -$1.03K |
| Compass Datacenters Issuer II LLC, Series 2024-1A, Class A1 | 500,000 | 500,000 | 0 | 0.42% | -$3.25K |
| TCW CLO Ltd., Series 2025-1A, Class A | 500,000 | 500,000 | 0 | 0.42% | $1.29K |
| AGL Core CLO 38 Ltd., Series 2025-38A, Class A1 | 500,000 | 500,000 | 0 | 0.42% | -$922 |
| CIFC Funding Ltd., Series 2021-5A, Class A1R | 500,000 | 500,000 | 0 | 0.42% | -$1.38K |
| Apidos CLO XLII Ltd | 500,000 | 500,000 | 0 | 0.42% | -$436 |
| Elmwood CLO 38 Ltd., Series 2025-1A, Class A | 500,000 | 500,000 | 0 | 0.42% | $285 |
| AGL CLO 23 Ltd., Series 2022-23A, Class A1R | 500,000 | 500,000 | 0 | 0.42% | -$2.22K |
| WFCM 2024-C63 A5 | 450,000 | 450,000 | 0 | 0.39% | -$6.09K |
| Elmwood CLO 22 Ltd., Series 2023-1A, Class AR | 448,000 | 448,000 | 0 | 0.38% | -$107 |
| Sagard-Halseypoint CLO 8 Ltd., Series 2024-8A, Class A1 | 410,000 | 410,000 | 0 | 0.35% | -$1.19K |
| AB BSL CLO 3 Ltd., Series 2021-3A, Class A1R | 400,000 | 400,000 | 0 | 0.34% | -$712 |
| BANK5 2023-5YR3 A3 | 325,000 | 325,000 | 0 | 0.29% | -$3.57K |
| JP Morgan Mortgage Trust 2022-2 | 500,000 | 500,000 | 0 | 0.28% | -$2.17K |
| HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1R | 330,000 | 330,000 | 0 | 0.28% | -$466 |
| Magnetite XXXIV Ltd | 325,000 | 325,000 | 0 | 0.27% | -$1.29K |
| BMARK 2020-B22 A5 | 350,000 | 350,000 | 0 | 0.26% | $435 |
| GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class A | 305,000 | 305,000 | 0 | 0.26% | -$146 |
| BMARK 2023-B40 A5 | 250,000 | 250,000 | 0 | 0.23% | -$3.31K |
| Fannie Mae REMICS | 275,000 | 275,000 | 0 | 0.22% | -$2.88K |
| BANK 2021-BN35 A5 | 250,000 | 250,000 | 0 | 0.19% | -$1.21K |
| BANK, Series 2021-BN32, Class A4 | 241,000 | 241,000 | 0 | 0.19% | -$1.23K |
| Palmer Square CLO Ltd., Series 2021-1A, Class A1AR | 191,000 | 191,000 | 0 | 0.16% | -$657 |
| Government National Mortgage Association | 132,000 | 132,000 | 0 | 0.09% | $2.22K |
| BANK 2023-BNK45 A5 | 100,000 | 100,000 | 0 | 0.09% | -$1.18K |
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