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 |
|---|---|---|---|---|---|
| US TREASURY N/B | 0 | 49,400,000 | 49,400,000 | 3.20% | $48.96M |
| US TREASURY N/B | 0 | 43,975,000 | 43,975,000 | 2.86% | $43.81M |
| US TREASURY N/B | 0 | 28,895,000 | 28,895,000 | 1.86% | $28.51M |
| US TREASURY N/B | 0 | 22,710,000 | 22,710,000 | 1.47% | $22.53M |
| Honda Auto Receivables 2026-1 Owner Trust | 0 | 10,475,000 | 10,475,000 | 0.68% | $10.42M |
| WOART 2026-A A3 | 0 | 7,215,000 | 7,215,000 | 0.47% | $7.17M |
| BX Trust 2026-RISE | 0 | 6,750,000 | 6,750,000 | 0.44% | $6.75M |
| Honeywell Aerospace Inc | 0 | 5,920,000 | 5,920,000 | 0.38% | $5.87M |
| AMAZON.COM INC | 0 | 5,655,000 | 5,655,000 | 0.37% | $5.62M |
| PLYM Commercial Mortgage Trust 2026-IND | 0 | 5,325,000 | 5,325,000 | 0.35% | $5.30M |
| Augusta SpinCo Corp. | 0 | 5,155,000 | 5,155,000 | 0.34% | $5.13M |
| BOEING CO | 0 | 4,800,000 | 4,800,000 | 0.32% | $4.87M |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -3,737 | -3,737 | 0.27% | $4.10M |
| LAD AUTO RECEIVABLES TRUST 2026-1A A3 4.23% 04/15/2031 144A | 0 | 4,115,000 | 4,115,000 | 0.27% | $4.08M |
| HR 2.05 03/15/31 | 0 | 4,560,000 | 4,560,000 | 0.26% | $3.96M |
| Wells Fargo Commercial Mortgage Trust 2025-NYCH | 0 | 3,750,000 | 3,750,000 | 0.24% | $3.72M |
| EATON CORP | 0 | 3,720,000 | 3,720,000 | 0.24% | $3.66M |
| AUGUSTA SPINCO C | 0 | 3,605,000 | 3,605,000 | 0.23% | $3.59M |
| ORACLE CORP | 0 | 3,590,000 | 3,590,000 | 0.23% | $3.51M |
| WISCONSIN PUBLIC | 0 | 3,420,000 | 3,420,000 | 0.22% | $3.38M |
| NOVARTIS CAPITAL | 0 | 3,205,000 | 3,205,000 | 0.21% | $3.20M |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A | 0 | 3,200,000 | 3,200,000 | 0.21% | $3.19M |
| ABBOTT LABS | 0 | 2,890,000 | 2,890,000 | 0.19% | $2.84M |
| GMALT 2026-1 A3 | 0 | 2,750,000 | 2,750,000 | 0.18% | $2.74M |
| TEXAS CAPITAL BK | 0 | 2,585,000 | 2,585,000 | 0.17% | $2.55M |
| AT&T INC | 0 | 2,140,000 | 2,140,000 | 0.14% | $2.12M |
| ICNQ Mortgage Trust | 0 | 2,000,000 | 2,000,000 | 0.13% | $2.05M |
| EQT Trust, Series 2024-EXTR, Class A | 0 | 1,620,834 | 1,620,834 | 0.11% | $1.64M |
| FIDELITY NATL IN | 0 | 1,570,000 | 1,570,000 | 0.10% | $1.56M |
| BANK OF NY MELLO | 0 | 1,570,000 | 1,570,000 | 0.10% | $1.55M |
| LME PRI ALUM FUTR Jun26 | 0 | 155 | 155 | 0.10% | $1.46M |
| BROADCOM INC | 0 | 1,280,000 | 1,280,000 | 0.08% | $1.27M |
| Low Su Gasoil G May26 | 0 | 112 | 112 | 0.05% | $756.08K |
| MAPLE PARENT | 0 | 690,000 | 690,000 | 0.05% | $689.99K |
| COCOA FUTURE - IC MAY26 QCK6 | 0 | -34 | -34 | 0.01% | $221.33K |
| CAC 40 Index Future, Apr 2026 | 0 | 168 | 168 | 0.01% | $177.70K |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | -112 | -112 | 0.01% | $165.07K |
| EURO STOXX 50 Index | 0 | 434 | 434 | 0.01% | $160.56K |
| FTSE 100 Index | 0 | 379 | 379 | 0.01% | $124.96K |
| FTSE 2026, MIB Index Future Jun | 0 | 15 | 15 | 0.01% | $97.45K |
| SGX FTSE Taiwan Index | 0 | -17 | -17 | 0.00% | $61.23K |
| FTSE/JSE TOP 40 Jun26 | 0 | 16 | 16 | 0.00% | $45.02K |
| IBEX 35 INDX FUTR Apr26 | 0 | 10 | 10 | 0.00% | $40.50K |
| EURO-OAT FUTURE JUN26 | 0 | -192 | -192 | 0.00% | $22.16K |
| LOW SU GASOIL G JUN26 IFEU 20260611 | 0 | 4 | 4 | 0.00% | $19.74K |
| Nikkei 225 Index | 0 | 4 | 4 | 0.00% | $16.53K |
| 3 Month Euro Euribor Future | 0 | -37 | -37 | 0.00% | $11.67K |
| Three Month SONIA Index Futures | 0 | -21 | -21 | 0.00% | $11.16K |
| LME COPPER | 0 | 0 | 0 | 0.00% | $7.55K |
| Japan 10 Year Bond Mini | 0 | -11 | -11 | 0.00% | $7.00K |
| LME COPPER | 0 | 0 | 0 | 0.00% | $6.32K |
| LME COPPER | 0 | 0 | 0 | 0.00% | $4.05K |
| LME COPPER | 0 | 0 | 0 | 0.00% | $3.63K |
| SGX FTSE China A50 Index | 0 | -183 | -183 | 0.00% | $2.63K |
| LME COPPER | 0 | 0 | 0 | 0.00% | $2.34K |
| LME LEAD FUTURE Jun26 | 0 | -1 | -1 | 0.00% | $1.98K |
| LME COPPER | 0 | 0 | 0 | 0.00% | $1.56K |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | $1.14K |
| LME COPPER | 0 | 0 | 0 | 0.00% | $655 |
| LME COPPER | 0 | 0 | 0 | 0.00% | $483 |
| LME LEAD | 0 | 0 | 0 | 0.00% | -$32 |
| LME LEAD | 0 | 0 | 0 | 0.00% | -$204 |
| LME LEAD | 0 | 0 | 0 | 0.00% | -$247 |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | -$356 |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | -$444 |
| LME ZINC ($) | 0 | 0 | 0 | 0.00% | -$648 |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | -$915 |
| LME ZINC ($) | 0 | 0 | 0 | 0.00% | -$1.03K |
| LME ZINC ($) | 0 | 0 | 0 | 0.00% | -$1.51K |
| BRENT CRUDE FUTR NOV26 IFEU 20260930 | 0 | 1 | 1 | 0.00% | -$1.58K |
| MSCI Singapore Index | 0 | -5 | -5 | 0.00% | -$1.65K |
| LME NICKEL | 0 | 0 | 0 | 0.00% | -$2.69K |
| LME COPPER | 0 | 0 | 0 | 0.00% | -$3.04K |
| LME COPPER | 0 | 0 | 0 | 0.00% | -$4.91K |
| BRENT CRUDE FUTR SEP26 IFEU 20260731 | 0 | 2 | 2 | 0.00% | -$8.13K |
| LME Nickel Future | 0 | 1 | 1 | 0.00% | -$10.58K |
| BRENT CRUDE FUTR OCT26 IFEU 20260828 | 0 | 2 | 2 | 0.00% | -$10.89K |
| DAX Futures(FDAX) Index Fut | 0 | 19 | 19 | 0.00% | -$55.37K |
| Ibovespa Futures Contract | 0 | -65 | -65 | 0.00% | -$58.85K |
| KOSPI 200 Index | 0 | 12 | 12 | 0.00% | -$64.63K |
| TTF NAT GAS F MAY26 NDEX 20260429 | 0 | 20 | 20 | -0.01% | -$77.45K |
| EURO-BUXL 30Y BND JUN26 | 0 | -61 | -61 | -0.01% | -$184.30K |
| EURO-BUND FUTURE JUN26 | 0 | -230 | -230 | -0.02% | -$321.01K |
| LME ZINC JUN 26 | 0 | 57 | 57 | -0.03% | -$448.04K |
| EURO-BOBL FUTURE JUN26 | 0 | -1,347 | -1,347 | -0.05% | -$840.80K |
| Long Gilt | 0 | -329 | -329 | -0.06% | -$889.87K |
| LME Copper Future | 0 | 46 | 46 | -0.07% | -$1.03M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| BANK OF AMER CRP | 13,365,000 | 0 | -13,365,000 | 0.00% | -$13.81M |
| FED FARM CREDIT | 13,745,000 | 0 | -13,745,000 | 0.00% | -$13.77M |
| BANK OF AMER CRP | 9,470,000 | 0 | -9,470,000 | 0.00% | -$9.51M |
| Federal Home Loan Banks | 7,100,000 | 0 | -7,100,000 | 0.00% | -$7.08M |
| AERCAP IRELAND | 6,720,000 | 0 | -6,720,000 | 0.00% | -$6.85M |
| CVS HEALTH CORP | 6,560,000 | 0 | -6,560,000 | 0.00% | -$6.53M |
| GSK CONSUMER | 6,050,000 | 0 | -6,050,000 | 0.00% | -$6.01M |
| L3HARRIS TECH IN | 5,335,000 | 0 | -5,335,000 | 0.00% | -$5.41M |
| GEN MOTORS FIN | 4,875,000 | 0 | -4,875,000 | 0.00% | -$5.04M |
| LME COPPER FUTURE Mar26 | 93 | 0 | -93 | 0.00% | -$4.76M |
| VERIZON COMM INC | 4,540,000 | 0 | -4,540,000 | 0.00% | -$4.36M |
| AT&T INC | 4,080,000 | 0 | -4,080,000 | 0.00% | -$3.99M |
| GENERAL MILLS IN | 3,865,000 | 0 | -3,865,000 | 0.00% | -$3.96M |
| BX COMMERCIAL MORTGAGE TRUST 2021-XL2 SER 2021-XL2 CL B V/R REGD 144A P/P 5.07118000 | 3,850,000 | 0 | -3,850,000 | 0.00% | -$3.85M |
| PROLOGIS TARGETED US LOGISTICS FUND LP 144A 5.250000% 04/01/2029 | 3,710,000 | 0 | -3,710,000 | 0.00% | -$3.82M |
| Federation des Caisses Desjardins du Quebec | 3,550,000 | 0 | -3,550,000 | 0.00% | -$3.67M |
| HSBC HOLDINGS | 3,420,000 | 0 | -3,420,000 | 0.00% | -$3.56M |
| PEPSICO INC | 3,275,000 | 0 | -3,275,000 | 0.00% | -$3.29M |
| LINEAGE OP LP REGD 144A P/P 5.25000000 | 3,240,000 | 0 | -3,240,000 | 0.00% | -$3.27M |
| STATE STREET CRP | 2,960,000 | 0 | -2,960,000 | 0.00% | -$3.01M |
| ROPER TECHNOLOGI | 2,730,000 | 0 | -2,730,000 | 0.00% | -$2.74M |
| SYSCO CORP | 2,680,000 | 0 | -2,680,000 | 0.00% | -$2.65M |
| Principal Life Global Funding II | 2,530,000 | 0 | -2,530,000 | 0.00% | -$2.53M |
| GLOBAL PAY INC | 2,195,000 | 0 | -2,195,000 | 0.00% | -$2.20M |
| TMUST 24-1A A 5.05% 09/20/2029 144A | 2,140,000 | 0 | -2,140,000 | 0.00% | -$2.15M |
| BX Trust, Series 2021-VIEW, Class A | 2,000,000 | 0 | -2,000,000 | 0.00% | -$2.00M |
| TRANE TECH LUX | 1,655,000 | 0 | -1,655,000 | 0.00% | -$1.65M |
| HONEYWELL INTL | 1,570,000 | 0 | -1,570,000 | 0.00% | -$1.61M |
| DEUTSCHE BANK NY | 1,460,000 | 0 | -1,460,000 | 0.00% | -$1.48M |
| METROPOLITAN LIFE GLOBAL FUNDING I MTN 5.050000% 01/06/2028 | 1,430,000 | 0 | -1,430,000 | 0.00% | -$1.46M |
| WALMART INC | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.02M |
| SOUTHERN CAL ED | 995,000 | 0 | -995,000 | 0.00% | -$991.40K |
| FTSE 100 IDX FUT Mar26 | 402 | 0 | -402 | 0.00% | -$889.76K |
| EURO STOXX 50 Mar26 | 1,023 | 0 | -1,023 | 0.00% | -$829.27K |
| Total Return Swap | 152 | 0 | -152 | 0.00% | -$499.20K |
| DAX INDEX FUTURE MAR26 XEUR 20260320 | 66 | 0 | -66 | 0.00% | -$471.29K |
| LME PRIMARY ALUMINUM FUTURE 0326 | 145 | 0 | -145 | 0.00% | -$431.13K |
| Hilton Grand Vacations Trust, Series 2019-AA, Class A | 348,714 | 0 | -348,714 | 0.00% | -$347.72K |
| FUT. EURX E-SCHATZ MAR26 | -4,059 | 0 | 4,059 | 0.00% | -$210.47K |
| LME ZINC FUTURE MAR26 XLME 20260316 | 90 | 0 | -90 | 0.00% | -$163.66K |
| CAC 40 10 Euro Index | 205 | 0 | -205 | 0.00% | -$113.12K |
| FTSE/MIB Index | 36 | 0 | -36 | 0.00% | -$93.48K |
| UKG 10YR FUT G H6 03-27-26 | 304 | 0 | -304 | 0.00% | -$87.08K |
| FUT. EURO-BUND EUX MAR26 | -1,480 | 0 | 1,480 | 0.00% | -$80.38K |
| BBCMS Trust, Series 2015-VFM, Class A1 | 61,209 | 0 | -61,209 | 0.00% | -$60.98K |
| Low Sulphur Gasoil | 110 | 0 | -110 | 0.00% | -$55.76K |
| FGBM Mar 2026 | -1,973 | 0 | 1,973 | 0.00% | -$48.22K |
| SGX FTSE Taiwan Index | 25 | 0 | -25 | 0.00% | -$25.00K |
| FUT. 3MO EURO E ICF SEP26 | -119 | 0 | 119 | 0.00% | -$16.66K |
| Three Month SONIA Index Futures | 58 | 0 | -58 | 0.00% | -$10.15K |
| Japan 10 Year Mini Bond | -11 | 0 | 11 | 0.00% | -$6.99K |
| LME LEAD FUTURE MAR26 XLME 20260316 | -2 | 0 | 2 | 0.00% | -$5.74K |
| LME COPPER | 0 | 0 | 0 | 0.00% | -$4.60K |
| IBEX 35 INDX FUTR JAN26 XMRV 20260116 | 1 | 0 | -1 | 0.00% | -$3.99K |
| Low Sulphur Gasoil | 28 | 0 | -28 | 0.00% | -$1.24K |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | -$740 |
| SGX Nikkei 225 Index | -2 | 0 | 2 | 0.00% | -$604 |
| LME ZINC ($) | 0 | 0 | 0 | 0.00% | $49 |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | $323 |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | $323 |
| LME Zinc Base Metal | 0 | 0 | 0 | 0.00% | $458 |
| LME Copper Base Metal | 0 | 0 | 0 | 0.00% | $693 |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | $773 |
| LME ALUMINUM | 0 | 0 | 0 | 0.00% | $875 |
| LME COPPER | 0 | 0 | 0 | 0.00% | $895 |
| LME ZINC ($) | 0 | 0 | 0 | 0.00% | $1.14K |
| TTF NAT GAS F FUT FEB26 TZTG6 | -15 | 0 | 15 | 0.00% | $1.52K |
| LME COPPER | 0 | 0 | 0 | 0.00% | $4.25K |
| SGX FTSE China A50 Index | 47 | 0 | -47 | 0.00% | $5.17K |
| Brent Crude Future | 17 | 0 | -17 | 0.00% | $15.22K |
| FUT. EUR FOAT MAR26 | -33 | 0 | 33 | 0.00% | $15.28K |
| ICE Cocoa Future | -30 | 0 | 30 | 0.00% | $19.24K |
| LME NICKEL FUTURE MAR26 XLME 20260316 | -3 | 0 | 3 | 0.00% | $27.51K |
| BOVESPA INDEX FUT Feb26 | -120 | 0 | 120 | 0.00% | $30.11K |
| ITA GB 10YR FUT IKH6 03-06-26 | 86 | 0 | -86 | 0.00% | $38.20K |
| FUT. EURO BUXL BND MAR26 | -104 | 0 | 104 | 0.00% | $38.30K |
| ICE Brent Crude Oil Future | 80 | 0 | -80 | 0.00% | $57.92K |
| ICE Brent Crude Oil Future | 186 | 0 | -186 | 0.00% | $222.94K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 115,885,000 | 126,970,000 | 11,085,000 | 8.39% | $10.14M |
| US BANK MMDA - USBGFS 9 | 58,810,581 | 67,023,236 | 8,212,655 | 4.38% | $8.21M |
| MORGAN STANLEY | 15,905,000 | 28,605,000 | 12,700,000 | 1.84% | $12.22M |
| US TREASURY N/B | 19,500,000 | 26,035,000 | 6,535,000 | 1.70% | $6.33M |
| JPMORGAN CHASE | 16,120,000 | 19,435,000 | 3,315,000 | 1.29% | $3.13M |
| MARS INC | 13,800,000 | 16,275,000 | 2,475,000 | 1.07% | $2.34M |
| WELLS FARGO CO | 8,090,000 | 14,125,000 | 6,035,000 | 0.94% | $6.01M |
| Fannie Mae Connecticut Avenue Securities | 1,675,000 | 10,835,000 | 9,160,000 | 0.73% | $9.39M |
| HEALTHCARE RLTY | 9,345,000 | 10,560,000 | 1,215,000 | 0.68% | $1.18M |
| MORGAN STANLEY | 7,400,000 | 9,605,000 | 2,205,000 | 0.63% | $2.15M |
| AMCOR GROUP | 3,125,000 | 8,210,000 | 5,085,000 | 0.55% | $5.18M |
| CVS HEALTH CORP | 3,835,000 | 7,925,000 | 4,090,000 | 0.52% | $4.11M |
| UBS V6.327 12/22/27 144A | 3,180,000 | 7,205,000 | 4,025,000 | 0.48% | $4.05M |
| UNITEDHEALTH GRP | 5,540,000 | 6,650,000 | 1,110,000 | 0.43% | $1.05M |
| ENERGY TRANS | 6,370,000 | 6,385,000 | 15,000 | 0.42% | -$29.32K |
| CITIBANK NA | 5,880,000 | 6,305,000 | 425,000 | 0.41% | $390.97K |
| T-MOBILE USA INC | 5,320,000 | 6,145,000 | 825,000 | 0.41% | $777.56K |
| BOEING CO | 6,065,000 | 6,080,000 | 15,000 | 0.39% | -$3.47K |
| KITE REALTY GRP | 4,950,000 | 5,755,000 | 805,000 | 0.37% | $796.34K |
| HCA INC | 2,160,000 | 5,625,000 | 3,465,000 | 0.37% | $3.48M |
| NATWEST MARKETS PLC REGD 144A P/P 5.41000000 | 3,615,000 | 5,040,000 | 1,425,000 | 0.34% | $1.42M |
| KRAFT HEINZ FOOD | 3,560,000 | 5,100,000 | 1,540,000 | 0.33% | $1.51M |
| PHILIP MORRIS IN | 3,150,000 | 4,720,000 | 1,570,000 | 0.31% | $1.55M |
| AMERICAN HOMES 4 | 1,640,000 | 4,660,000 | 3,020,000 | 0.31% | $3.01M |
| AMGEN INC | 3,970,000 | 4,205,000 | 235,000 | 0.28% | $202.21K |
| CITIGROUP INC | 3,545,000 | 4,170,000 | 625,000 | 0.27% | $562.61K |
| DUKE ENERGY CAR | 3,405,000 | 4,050,000 | 645,000 | 0.27% | $614.54K |
| ENBRIDGE INC | 2,875,000 | 3,490,000 | 615,000 | 0.24% | $598.57K |
| ONNI Commerical Mortgage Trust, Series 2024-APT, Class A | 1,600,000 | 3,100,000 | 1,500,000 | 0.20% | $1.51M |
| T-MOBILE USA INC | 2,685,000 | 3,075,000 | 390,000 | 0.20% | $369.62K |
| ORACLE CORP | 2,655,000 | 2,970,000 | 315,000 | 0.19% | $301.83K |
| GOLDMAN SACHS GP | 2,445,000 | 2,880,000 | 435,000 | 0.19% | $402.12K |
| BROADCOM INC | 2,395,000 | 2,810,000 | 415,000 | 0.18% | $387.44K |
| BROWN & BROWN | 2,430,000 | 2,675,000 | 245,000 | 0.18% | $240.37K |
| O'REILLY AUTOMOT | 1,795,000 | 2,680,000 | 885,000 | 0.17% | $856.53K |
| GOLDMAN SACHS GP | 2,025,000 | 2,390,000 | 365,000 | 0.16% | $352.26K |
| ESSEX PORTFOLIO | 1,635,000 | 2,550,000 | 915,000 | 0.16% | $866.10K |
| UNITEDHEALTH GRP | 1,940,000 | 2,245,000 | 305,000 | 0.15% | $289.65K |
| SOUTH BOW USA | 1,880,000 | 2,125,000 | 245,000 | 0.14% | $235.99K |
| BRIXMOR OPERATIN | 1,910,000 | 1,975,000 | 65,000 | 0.13% | $64.91K |
| MCR Mortgage Trust, Series 2024-HTL, Class A | 946,688 | 1,973,946 | 1,027,258 | 0.13% | $1.02M |
| Credit Agricole S.A. | 1,305,000 | 1,930,000 | 625,000 | 0.13% | $612.02K |
| ABBVIE INC | 1,600,000 | 1,820,000 | 220,000 | 0.12% | $208.72K |
| 3 Month Euro Euribor Future | -1,312 | -1,138 | 174 | 0.05% | $827.86K |
| Low Su Gasoil G Apr26 | 8 | 9 | 1 | 0.00% | $9.37K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | -113 | -80 | 33 | 0.00% | -$1.81K |
| Brent Crude Future | 5 | 6 | 1 | 0.00% | -$10.81K |
| BRENT CRUDE FUTR JUN26 IFEU 20260430 | 10 | 130 | 120 | 0.00% | -$41.09K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 145,460,000 | 127,815,000 | -17,645,000 | 8.54% | -$19.53M |
| US TREASURY N/B | 29,790,000 | 20,555,000 | -9,235,000 | 1.35% | -$9.37M |
| MARS INC SR UNSECURED 144A 03/28 4.6 | 14,680,000 | 11,745,000 | -2,935,000 | 0.77% | -$3.07M |
| TAOT 2024-B A3 | 11,580,218 | 9,639,317 | -1,940,900 | 0.64% | -$1.97M |
| GMALT 2024-2 A3 | 11,711,806 | 6,788,969 | -4,922,837 | 0.44% | -$4.96M |
| World Omni Automobile Lease Securitization Trust 2024-A | 6,720,000 | 5,522,427 | -1,197,573 | 0.36% | -$1.23M |
| FLORIDA POWER & | 5,195,000 | 5,170,000 | -25,000 | 0.34% | -$72.10K |
| VWALT 2024-A A3 | 4,750,000 | 4,135,708 | -614,292 | 0.27% | -$632.65K |
| FLORIDA POWER & | 4,100,000 | 3,975,000 | -125,000 | 0.26% | -$163.92K |
| O'REILLY AUTOMOT | 3,915,000 | 3,885,000 | -30,000 | 0.26% | -$50.69K |
| DNKN 2021-1A A2I | 3,936,000 | 3,925,750 | -10,250 | 0.25% | $3.53K |
| GMCAR 2024-2 A3 | 4,734,785 | 3,814,973 | -919,811 | 0.25% | -$939.99K |
| MVW LLC, Series 2025-1A, Class A | 4,036,215 | 3,705,425 | -330,790 | 0.24% | -$361.50K |
| BofA Auto Trust, Series 2024-1A, Class A3 | 4,388,500 | 3,438,795 | -949,705 | 0.23% | -$964.24K |
| Tesla Auto Lease Trust, Series 2024-B, Class A3 | 3,730,000 | 3,448,684 | -281,316 | 0.23% | -$292.37K |
| FORDO 2024-A A3 | 3,597,560 | 2,964,393 | -633,167 | 0.19% | -$647.86K |
| MVWOT 2024-1A A | 2,990,500 | 2,676,654 | -313,846 | 0.18% | -$340.37K |
| UNITED TECH CORP | 2,560,000 | 2,540,000 | -20,000 | 0.17% | -$40.22K |
| US ULTRA BOND CBT Sep25 | 3,361 | -5,181 | -8,542 | 0.16% | $155.91K |
| Hilton Grand Vacations Trust, Series 2024-2A, Class A | 2,454,677 | 2,255,501 | -199,175 | 0.15% | -$219.29K |
| HAROT 2024-1 A3 | 2,781,407 | 2,212,842 | -568,565 | 0.15% | -$577.89K |
| BX Commercial Mortgage Trust, Series 2024-XL5, Class A | 2,355,548 | 2,139,500 | -216,048 | 0.14% | -$215.05K |
| SMR Mortgage Trust, Series 2022-IND, Class A | 1,922,922 | 1,911,808 | -11,114 | 0.12% | -$15.33K |
| BX TRUST BX 2021 CIP A 144A | 1,913,228 | 1,841,826 | -71,402 | 0.12% | -$72.83K |
| BX Trust, Series 2022-VAMF, Class B | 1,750,000 | 1,331,794 | -418,206 | 0.09% | -$417.97K |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 4.44% 01/22/2030 144A | 1,500,000 | 1,310,415 | -189,585 | 0.09% | -$193.15K |
| Tesla Auto Lease Trust, Series 2024-A, Class A3 | 2,002,374 | 1,129,653 | -872,721 | 0.07% | -$877.66K |
| BX TRUST BX 2022 AHP A 144A | 965,000 | 949,479 | -15,521 | 0.06% | -$15.23K |
| NAVSL 2021-A A 144A 0.84% 05-15-69 | 1,008,116 | 936,824 | -71,293 | 0.06% | -$68.86K |
| SOFI 2021-B AFX | 1,003,586 | 951,258 | -52,327 | 0.06% | -$26.49K |
| Toyota Lease Owner Trust, Series 2024-A, Class A3 | 2,686,923 | 798,666 | -1,888,257 | 0.05% | -$1.90M |
| GS Mortgage-Backed Securities Corp Trust 2021-NQM1 | 828,874 | 770,049 | -58,825 | 0.05% | -$46.35K |
| Ladder Capital Commercial Mortgage Trust | 822,471 | 727,877 | -94,594 | 0.05% | -$90.46K |
| KSL Commercial Mortgage Trust, Series 2024-HT2, Class A | 728,180 | 668,407 | -59,773 | 0.04% | -$60.80K |
| NRZT 2017-2A A3 | 650,602 | 621,418 | -29,184 | 0.04% | -$31.67K |
| FRESB 2016-SB23 Mortgage Trust | 798,189 | 588,624 | -209,565 | 0.04% | -$207.40K |
| Elara HGV Timeshare Issuer LLC, Series 2021-A, Class A | 663,050 | 602,426 | -60,625 | 0.04% | -$58.18K |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W6 | 521,424 | 488,816 | -32,608 | 0.03% | -$29.30K |
| MVW OWNER TRUST MVWOT 2021 1WA A 144A | 592,234 | 538,623 | -53,612 | 0.03% | -$51.98K |
| NRZT 2016-1A A1 144A FRN 03-25-56 | 428,163 | 412,265 | -15,898 | 0.03% | -$17.10K |
| Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class A | 348,093 | 310,024 | -38,069 | 0.02% | -$41.64K |
| Carvana Auto Receivables Trust, Series 2022-P3, Class A3 | 789,934 | 287,281 | -502,653 | 0.02% | -$503.27K |
| WFRBS Commercial Mortgage Trust, Series 2014-C22, Class AS | 302,070 | 297,495 | -4,576 | 0.02% | -$2.91K |
| CRVNA 2024-P4 A3 | 265,000 | 264,727 | -273 | 0.02% | -$790 |
| MVW Owner Trust | 240,107 | 216,238 | -23,869 | 0.01% | -$23.86K |
| TAOT 2022-C A3 | 446,264 | 120,560 | -325,704 | 0.01% | -$325.64K |
| 3 Month Euro Euribor Future | -75 | -106 | -31 | 0.01% | $106.74K |
| 3 Month Euro Euribor Future | -62 | -69 | -7 | 0.00% | $58.10K |
| Angel Oak Mortgage Trust, Series 2020-5, Class A3 | 46,069 | 42,875 | -3,195 | 0.00% | -$3.08K |
| 3 Month Euro Euribor Future | -58 | -60 | -2 | 0.00% | $36.45K |
| Three Month SONIA Index Futures | 22 | -31 | -53 | 0.00% | $10.34K |
| 3 Month Euro Euribor Future | -103 | -116 | -13 | 0.00% | $7.54K |
| Three Month SONIA Index Futures | 37 | -31 | -68 | 0.00% | -$6.83K |
| Three Month SONIA Index Futures | 44 | -37 | -81 | 0.00% | -$10.98K |
| Three Month SONIA Index Futures | 81 | -38 | -119 | 0.00% | -$20.80K |
| BRENT CRUDE FUTR AUG26 IFEU 20260630 | 2 | 1 | -1 | 0.00% | -$4.48K |
| ECX EMISSION FUT DEC26 MOZ26 | 19 | 4 | -15 | 0.00% | -$3.00K |
| Three Month SONIA Index Futures | 76 | -25 | -101 | 0.00% | -$24.95K |
| Three Month SONIA Index Futures | 313 | -60 | -373 | 0.00% | -$108.68K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 94,525,000 | 94,525,000 | 0 | 6.20% | -$912.02K |
| US TREASURY N/B | 90,490,000 | 90,490,000 | 0 | 5.80% | -$657.47K |
| US TREASURY N/B | 65,335,000 | 65,335,000 | 0 | 4.21% | -$609.96K |
| FANNIE MAE | 34,505,000 | 34,505,000 | 0 | 2.15% | $52.36K |
| FANNIE MAE | 26,835,000 | 26,835,000 | 0 | 1.74% | $95.89K |
| FED FARM CREDIT | 11,900,000 | 11,900,000 | 0 | 0.78% | -$39.67K |
| CARMX 2024-4 A3 | 11,090,000 | 11,090,000 | 0 | 0.73% | -$44.14K |
| STACR 2023-HQA1 M1B | 10,230,000 | 10,230,000 | 0 | 0.70% | -$34.51K |
| FHLB | 11,160,000 | 11,160,000 | 0 | 0.69% | $32.90K |
| ARDN Mortgage Trust, Series 2025-ARCP, Class A | 10,000,000 | 10,000,000 | 0 | 0.65% | -$56.18K |
| AMXCA 2024-1 A | 9,350,000 | 9,350,000 | 0 | 0.62% | -$52.67K |
| STACR 2022-DNA5 M1B 144A FRN 06-25-42 | 7,820,000 | 7,820,000 | 0 | 0.53% | -$118.11K |
| Ford Credit Auto Owner Trust, Series 2024-C, Class A3 | 8,075,000 | 8,075,000 | 0 | 0.53% | -$23.55K |
| BBCMS MTG TR 2023-C19 5.753% 04/15/2056 | 7,135,000 | 7,135,000 | 0 | 0.47% | -$17.17K |
| MBALT 2025-B A3 | 6,900,000 | 6,900,000 | 0 | 0.45% | -$37.77K |
| Fannie Mae Connecticut Avenue Securities, Series 2022-R08, Class 1M2 | 6,105,000 | 6,105,000 | 0 | 0.41% | -$25.19K |
| NRTH PARK Mortgage Trust | 6,070,000 | 6,070,000 | 0 | 0.40% | -$11.39K |
| NYCT Trust, Series 2024-3ELV, Class A | 5,650,000 | 5,650,000 | 0 | 0.37% | -$7.06K |
| BELL 2021-1A A2I | 5,767,275 | 5,767,275 | 0 | 0.37% | $18.62K |
| Fannie Mae Connecticut Avenue Securities | 5,302,000 | 5,302,000 | 0 | 0.36% | -$41.13K |
| PKHL Commercial Mortgage Trust, Series 2021-MF, Class A | 5,750,000 | 5,750,000 | 0 | 0.36% | $16.00K |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1B | 5,210,000 | 5,210,000 | 0 | 0.35% | -$13.79K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP WFCM 2025-B33RP A | 5,250,000 | 5,250,000 | 0 | 0.34% | -$4.25K |
| Federal National Mortgage Association Connecticut Avenue Securities Trust | 5,000,000 | 5,000,000 | 0 | 0.34% | -$17.96K |
| BLP Commercial Mortgage Trust, Series 2025-IND2, Class A | 5,000,000 | 5,000,000 | 0 | 0.33% | -$3.12K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2 | 4,790,000 | 4,790,000 | 0 | 0.32% | -$36.61K |
| SCG Trust, Series 2025-SNIP, Class A | 4,750,000 | 4,750,000 | 0 | 0.31% | -$7.42K |
| US TREASURY N/B | 4,675,000 | 4,675,000 | 0 | 0.30% | -$37.98K |
| Federal National Mortgage Association Connecticut Avenue Securities Trust | 4,400,000 | 4,400,000 | 0 | 0.30% | -$21.80K |
| PFS Financing Corp., Series 2024-D, Class A | 4,440,000 | 4,440,000 | 0 | 0.29% | -$8.24K |
| Fannie Mae Connecticut Avenue Securities | 4,255,706 | 4,255,706 | 0 | 0.29% | -$49.94K |
| STACR 2023-HQA3 M2 | 4,150,000 | 4,150,000 | 0 | 0.28% | -$14.16K |
| PFS FINANCING CORP PFSFC 2024-B A | 4,000,000 | 4,000,000 | 0 | 0.26% | -$17.70K |
| Federal Farm Credit Banks Funding Corp | 3,725,000 | 3,725,000 | 0 | 0.25% | -$14.08K |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 LVL A 144A | 3,700,000 | 3,700,000 | 0 | 0.23% | -$12.19K |
| FORD CREDIT AUTO OWNER TRUST FORDO 2024 D A3 | 3,400,000 | 3,400,000 | 0 | 0.22% | -$20.49K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2 | 3,350,000 | 3,350,000 | 0 | 0.22% | -$35.20K |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R06, Class 1M2 | 3,060,000 | 3,060,000 | 0 | 0.20% | -$17.90K |
| STACR 2022-DNA6 M1B 144A FRN 09-25-42 | 3,010,000 | 3,010,000 | 0 | 0.20% | -$35.76K |
| MILE Trust, Series 2025-STNE, Class A | 3,100,000 | 3,100,000 | 0 | 0.20% | -$9.69K |
| US TREASURY N/B | 3,240,000 | 3,240,000 | 0 | 0.20% | -$6.71K |
| Alen Mortgage Trust, Series 2021-ACEN, Class A | 3,150,000 | 3,150,000 | 0 | 0.19% | -$22.65K |
| BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 BLP 2024-IND2 B | 2,942,613 | 2,942,613 | 0 | 0.19% | -$3.65K |
| GSAT Trust, Series 2025-BMF, Class A | 2,900,000 | 2,900,000 | 0 | 0.19% | -$6.46K |
| CNH EQUIP. TST. 202 4.03% | 2,775,000 | 2,775,000 | 0 | 0.18% | -$15.05K |
| CD 2017-CD6 A5 | 2,300,000 | 2,300,000 | 0 | 0.15% | -$6.62K |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1B | 2,085,000 | 2,085,000 | 0 | 0.14% | -$5.35K |
| BX Trust, Series 2025-DELC, Class A | 2,000,000 | 2,000,000 | 0 | 0.13% | -$2.49K |
| TX Trust, Series 2024-HOU, Class A | 2,000,000 | 2,000,000 | 0 | 0.13% | -$3.75K |
| GSMS 2017-GS6 A3 | 2,000,000 | 2,000,000 | 0 | 0.13% | -$1.46K |
| Fannie Mae Connecticut Avenue Securities | 1,875,000 | 1,875,000 | 0 | 0.13% | -$449 |
| BX Commercial Mortgage Trust, Series 2025-BCAT, Class A | 1,724,913 | 1,724,913 | 0 | 0.11% | -$2.15K |
| ARES Commercial Mortgage Trust, Series 2024-IND, Class A | 1,420,000 | 1,420,000 | 0 | 0.09% | -$1.32K |
| VIRGINIA POWER | 1,361,169 | 1,361,169 | 0 | 0.09% | -$2.66K |
| SYNIT 2024-A1 A | 1,300,000 | 1,300,000 | 0 | 0.09% | -$6.31K |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-SVEN WFCM 2024-SVEN A | 1,000,000 | 1,000,000 | 0 | 0.07% | -$18.03K |
| Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2 | 740,000 | 740,000 | 0 | 0.05% | $831 |
| AMXCA 2025-2 A | 570,000 | 570,000 | 0 | 0.04% | -$4.44K |
| Fannie Mae Connecticut Avenue Securities, Series 2024-R02, Class 1M2 | 530,000 | 530,000 | 0 | 0.03% | -$2.65K |
| FNMA Connecticut Avenue Securities Trust, Series 2022-R05, Class 2M2 | 380,000 | 380,000 | 0 | 0.03% | -$2.99K |
| US TREASURY N/B | 140,000 | 140,000 | 0 | 0.01% | -$424 |
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