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.
Oct 31, 2025 → Jan 31, 2026
Expand a category to see the positions behind it, ranked by weight.
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| RCKT Mortgage Trust, Series 2021-5, Class A1 | 0 | 3,866,607 | 3,866,607 | 1.96% | $3.29M |
| FN CB5906 | 0 | 2,561,353 | 2,561,353 | 1.56% | $2.61M |
| Sequoia Mortgage Trust 2026-1 | 0 | 2,500,000 | 2,500,000 | 1.49% | $2.49M |
| New Residential Mortgage Loan Trust 2022-NQM4 | 0 | 2,453,660 | 2,453,660 | 1.43% | $2.40M |
| FR SD8506 | 0 | 2,139,431 | 2,139,431 | 1.30% | $2.17M |
| FIGRE Trust 2025-HE8 | 0 | 2,000,000 | 2,000,000 | 1.20% | $2.01M |
| FIGRE Trust 2026-HE1 | 0 | 2,000,000 | 2,000,000 | 1.20% | $2.01M |
| FIGRE Trust 2025-HE7 | 0 | 2,000,000 | 2,000,000 | 1.19% | $1.99M |
| OBX 2022-J2 Trust | 0 | 2,057,000 | 2,057,000 | 0.92% | $1.53M |
| Provident Funding Mortgage Trust 2021-INV1 | 0 | 1,550,155 | 1,550,155 | 0.78% | $1.30M |
| UMBS, 30 Year | 0 | 1,178,086 | 1,178,086 | 0.72% | $1.21M |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | 0 | 1,331,209 | 1,331,209 | 0.66% | $1.11M |
| CSMC 2021-NQM8 | 0 | 1,229,710 | 1,229,710 | 0.66% | $1.10M |
| CSMC 2021-NQM5 Trust | 0 | 1,162,018 | 1,162,018 | 0.60% | $1.01M |
| Freddie Mac Pool | 0 | 982,329 | 982,329 | 0.54% | $910.99K |
| CIM Trust 2023-R3 | 0 | 1,000,000 | 1,000,000 | 0.48% | $797.07K |
| FNMA POOL BF0496 FN 07/60 FIXED 3 | 0 | 867,604 | 867,604 | 0.46% | $771.86K |
| FR SD8447 | 0 | 677,486 | 677,486 | 0.42% | $695.13K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 5 11/25 | 10,000,000 | 0 | -10,000,000 | 0.00% | -$9.95M |
| Freddie Mac Pool | 2,459,327 | 0 | -2,459,327 | 0.00% | -$2.47M |
| Fannie Mae Pool | 2,071,896 | 0 | -2,071,896 | 0.00% | -$2.03M |
| UMBS, 30 Year | 1,970,142 | 0 | -1,970,142 | 0.00% | -$1.98M |
| Fannie Mae Pool | 1,946,839 | 0 | -1,946,839 | 0.00% | -$1.85M |
| JP Morgan Mortgage Trust 2024-CCM1 | 1,570,728 | 0 | -1,570,728 | 0.00% | -$1.58M |
| Freddie Mac Pool | 1,367,627 | 0 | -1,367,627 | 0.00% | -$1.36M |
| SG Residential Mortgage Trust 2022-1 | 952,040 | 0 | -952,040 | 0.00% | -$875.83K |
| BRAVO Residential Funding Trust 2023-NQM2 | 786,488 | 0 | -786,488 | 0.00% | -$785.73K |
| Vista Point Securitization Trust Series 2024-CES2 | 500,000 | 0 | -500,000 | 0.00% | -$501.99K |
| Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class D | 422,841 | 0 | -422,841 | 0.00% | -$421.78K |
| VCAT LLC, Series 2025-NPL1, Class A1 | 392,233 | 0 | -392,233 | 0.00% | -$393.79K |
| FREMF Mortgage Trust, Series 2019-KF58, Class B | 253,287 | 0 | -253,287 | 0.00% | -$252.89K |
| Carvana Auto Receivables Trust 2020-NP1 | 23,210 | 0 | -23,210 | 0.00% | -$23.20K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND - CLASS U | 682,442 | 4,627,910 | 3,945,469 | 2.76% | $3.95M |
| ATLX Trust, Series 2024-RPL1, Class M1 | 500,000 | 1,000,000 | 500,000 | 0.58% | $487.65K |
| JP MORGAN MORTGAGE TRUST 2021 6 | 902,075 | 919,021 | 16,945 | 0.50% | $16.36K |
| US ULTRA BOND CBT Sep25 | -67 | -50 | 17 | 0.00% | $30.31K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| COLT Mortgage Loan Trust, Series 2022-3, Class A1 | 5,490,446 | 5,328,576 | -161,869 | 3.14% | -$166.53K |
| FN MA4237 | 5,163,900 | 5,076,426 | -87,475 | 2.49% | -$65.47K |
| Freddie Mac Pool | 4,529,155 | 4,420,649 | -108,506 | 2.25% | -$86.14K |
| FNCL UMBS 2.5 RA3515 09-01-50 | 4,027,495 | 3,933,896 | -93,599 | 2.02% | -$75.10K |
| FN MA4599 | 3,807,167 | 3,743,364 | -63,804 | 1.98% | -$48.29K |
| FR SD8150 | 3,708,505 | 3,643,161 | -65,344 | 1.78% | -$37.99K |
| Freddie Mac Pool | 2,893,356 | 2,668,365 | -224,992 | 1.64% | -$226.65K |
| UMBS | 3,145,941 | 3,056,642 | -89,299 | 1.62% | -$74.44K |
| UMBS | 3,296,475 | 3,249,911 | -46,564 | 1.58% | -$35.02K |
| Freddie Mac Pool | 2,364,122 | 2,263,894 | -100,228 | 1.38% | -$92.97K |
| UMBS | 2,705,535 | 2,659,362 | -46,173 | 1.36% | -$35.83K |
| Fannie Mae Pool Pool # CB2795 | 2,380,778 | 2,326,544 | -54,234 | 1.24% | -$44.54K |
| UMBS | 2,562,167 | 2,493,998 | -68,169 | 1.21% | -$53.14K |
| Fannie Mae Pool | 1,960,887 | 1,954,207 | -6,680 | 1.17% | $3.05K |
| Fannie Mae Pool | 1,928,538 | 1,903,955 | -24,582 | 1.16% | -$17.59K |
| Freddie Mac Pool | 1,899,018 | 1,891,310 | -7,707 | 1.15% | -$583 |
| FREDDIE MAC POOL FR 03/53 FIXED 5 | 1,973,172 | 1,907,216 | -65,957 | 1.15% | -$56.58K |
| Freddie Mac Pool | 1,897,333 | 1,883,831 | -13,502 | 1.13% | -$4.09K |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3 | 1,816,246 | 1,810,024 | -6,222 | 1.10% | -$11.92K |
| PRET Trust, Series 2025-RPL1, Class A1 | 1,855,858 | 1,819,682 | -36,176 | 1.07% | -$34.12K |
| SG Residential Mortgage Trust 2021-1 | 2,126,094 | 2,079,131 | -46,963 | 1.05% | -$83.56K |
| MELLO 2022-INV2 A15 | 2,001,451 | 1,974,982 | -26,469 | 1.02% | -$39.37K |
| Fannie Mae Pool | 1,808,376 | 1,782,768 | -25,608 | 0.99% | -$19.31K |
| JPMWM 2020-ATR1 A5 | 1,904,905 | 1,887,300 | -17,605 | 0.98% | -$29.01K |
| Freddie Mac Pool | 1,835,052 | 1,596,503 | -238,549 | 0.98% | -$241.75K |
| UMBS | 2,015,937 | 1,981,727 | -34,210 | 0.97% | -$29.66K |
| FANNIE MAE POOL FN FP0069 | 1,759,914 | 1,735,738 | -24,176 | 0.89% | -$18.31K |
| Freddie Mac Pool | 1,303,489 | 1,297,551 | -5,938 | 0.80% | -$2.34K |
| Starwood Mortgage Residential Trust, Series 2022-2, Class A1 | 1,393,273 | 1,355,867 | -37,407 | 0.79% | -$29.88K |
| Federal National Mortgage Association, Inc. | 1,492,018 | 1,463,315 | -28,703 | 0.71% | -$22.02K |
| JP Morgan Mortgage Trust 2021-1 | 1,342,877 | 1,316,196 | -26,682 | 0.67% | -$19.92K |
| RATE Mortgage Trust 2021-HB1 | 1,206,455 | 1,195,175 | -11,279 | 0.60% | -$8.16K |
| Invitation Homes Trust, Series 2024-SFR1, Class A | 998,290 | 997,499 | -791 | 0.59% | -$2.13K |
| FN MA4839 | 1,046,346 | 1,025,242 | -21,104 | 0.59% | -$12.93K |
| FNMA 30YR 2% 02/01/2051#FM6099 | 1,172,858 | 1,158,989 | -13,869 | 0.56% | -$10.23K |
| FNMA UMBS, 30 Year | 1,099,343 | 1,072,872 | -26,470 | 0.55% | -$21.08K |
| Starwood Mortgage Residential Trust 2022-3 | 916,567 | 903,253 | -13,315 | 0.52% | $1.45K |
| JP Morgan Mortgage Trust 2021-4 | 995,729 | 980,765 | -14,964 | 0.50% | -$2.38K |
| GS Mortgage-Backed Securities Trust 2021-MM1 | 797,899 | 782,722 | -15,177 | 0.39% | $2.01K |
| JP MORGAN MORTGAGE TRUST | 690,437 | 648,048 | -42,389 | 0.39% | -$40.11K |
| Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A | 673,380 | 631,272 | -42,109 | 0.39% | -$36.47K |
| RCKT Mortgage Trust 2022-4 | 700,383 | 695,257 | -5,126 | 0.37% | -$1.32K |
| Uniform Mortgage-Backed Securities | 736,364 | 702,199 | -34,165 | 0.37% | -$29.34K |
| OBX Trust, Series 2021-J2, Class A1 | 749,205 | 739,664 | -9,541 | 0.37% | -$7.31K |
| New Residential Mortgage Loan Trust 2015-1 | 659,518 | 654,290 | -5,228 | 0.33% | $36.17K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 NQM1 A1 144A | 613,981 | 577,388 | -36,594 | 0.30% | -$29.24K |
| OBX 2021-NQM2 TRUST OBX 2021-NQM2 A3 | 572,658 | 561,547 | -11,110 | 0.28% | -$12.86K |
| JP Morgan Mortgage Trust Series 2024-5 | 393,097 | 391,929 | -1,168 | 0.23% | $9.46K |
| JP Morgan Mortgage Trust 2020-3 | 325,038 | 320,391 | -4,647 | 0.17% | -$5.53K |
| FR SD8243 | 291,716 | 286,202 | -5,513 | 0.16% | -$3.83K |
| WFMBS 2021-2 A3 | 288,787 | 282,715 | -6,072 | 0.15% | -$4.57K |
| New Residential Mortgage Loan Trust 2019-2 | 291,910 | 291,811 | -100 | 0.15% | -$2.39K |
| Freddie Mac Pool | 271,353 | 263,833 | -7,520 | 0.15% | -$6.13K |
| Verus Securitization Trust 2022-3 | 202,216 | 195,843 | -6,373 | 0.11% | -$3.11K |
| Starwood Mortgage Residential Trust, Series 2022-3, Class A1 | 183,313 | 180,651 | -2,663 | 0.11% | -$1.64K |
| FIGRE Trust 2024-HE1 | 168,397 | 156,824 | -11,573 | 0.10% | -$12.36K |
| Imperial Fund Mortgage Trust, Series 2021-NQM1, Class A3 | 187,282 | 177,062 | -10,221 | 0.09% | -$8.49K |
| OBX Trust, Series 2022-INV1, Class A18 | 158,111 | 155,787 | -2,324 | 0.08% | -$3.16K |
| JP Morgan Mortgage Trust 2019-6 | 83,073 | 81,835 | -1,238 | 0.05% | -$1.07K |
| J.P. Morgan Mortgage Trust 2023-6 | 18,158,636 | 16,712,100 | -1,446,535 | 0.01% | -$26.02K |
| Security | Shares Oct 2025 | Shares Jan 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FIGRE Trust 2025-HE5 | 2,900,000 | 2,900,000 | 0 | 1.77% | -$24.46K |
| Chase Home Lending Mortgage Trust 2024-8 | 2,500,005 | 2,500,005 | 0 | 1.51% | -$15.71K |
| FIGRE Trust 2025-HE1 | 2,000,000 | 2,000,000 | 0 | 1.23% | -$19.40K |
| FIGRE Trust 2025-HE6 | 2,000,000 | 2,000,000 | 0 | 1.19% | -$15.57K |
| PRET 2025-RPL1 A2 | 2,000,000 | 2,000,000 | 0 | 1.15% | $11.96K |
| PRET 2025-RPL2 Trust | 2,000,000 | 2,000,000 | 0 | 1.15% | $11.13K |
| COLT Mortgage Loan Trust, Series 2022-3, Class B1 | 2,000,000 | 2,000,000 | 0 | 1.07% | $14.69K |
| New Residential Mortgage Loan Trust, Series 2025-NQM5, Class M1 | 1,750,000 | 1,750,000 | 0 | 1.04% | -$16.19K |
| MFA 2021-INV2 Trust | 2,000,000 | 2,000,000 | 0 | 1.00% | -$11.78K |
| CSMC 2022-ATH2 | 1,750,000 | 1,750,000 | 0 | 0.99% | $4.85K |
| PRPM 2025-RCF1 LLC | 1,500,000 | 1,500,000 | 0 | 0.89% | $27.20K |
| Verus Securitization Trust, Series 2021-3, Class B1 | 1,750,000 | 1,750,000 | 0 | 0.80% | -$16.65K |
| JP Morgan Mortgage Trust 2021-12 | 1,500,000 | 1,500,000 | 0 | 0.75% | $18.17K |
| PRPM 2025-RCF1 LLC | 1,250,000 | 1,250,000 | 0 | 0.74% | $36.04K |
| COLT Mortgage Loan Trust, Series 2022-1, Class B2 | 1,300,000 | 1,300,000 | 0 | 0.67% | -$20.02K |
| Verus Securitization Trust 2022-2 | 1,300,000 | 1,300,000 | 0 | 0.64% | -$20.91K |
| OBX 2021-J3 Trust | 1,500,000 | 1,500,000 | 0 | 0.63% | $16.69K |
| JP Morgan Mortgage Trust 2021-13 | 1,499,999 | 1,499,999 | 0 | 0.63% | $13.47K |
| JP Morgan Mortgage Trust Series 2025-CES2 | 1,000,000 | 1,000,000 | 0 | 0.61% | -$6.16K |
| Ellington Financial Mortgage Trust 2022-4 | 1,000,000 | 1,000,000 | 0 | 0.60% | -$2.41K |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | 1,500,000 | 1,500,000 | 0 | 0.57% | -$16.95K |
| COLT 2021-1 Mortgage Loan Trust | 1,179,000 | 1,179,000 | 0 | 0.56% | $22.91K |
| VERUS SECURITIZATION TRUST VERUS_21-8 | 1,000,000 | 1,000,000 | 0 | 0.52% | -$18.92K |
| MFRA TRUST MFRA 2021 RPL1 M2 144A | 1,000,000 | 1,000,000 | 0 | 0.51% | -$5.39K |
| FIGRE Trust 2025-PF2 | 853,000 | 853,000 | 0 | 0.51% | -$7.39K |
| CIM TRUST 2022-R1 | 1,000,000 | 1,000,000 | 0 | 0.50% | $433 |
| Verus Securitization Trust, Series 2021-3, Class M1 | 1,000,000 | 1,000,000 | 0 | 0.46% | -$11.38K |
| Ellington Financial Mortgage Trust 2021-3 | 1,000,000 | 1,000,000 | 0 | 0.45% | -$16.45K |
| Saluda Grade Alternative Mortgage Trust 2022-SEQ2 | 750,000 | 750,000 | 0 | 0.44% | $2.02K |
| SG Residential Mortgage Trust 2021-2 | 910,000 | 910,000 | 0 | 0.39% | -$40.08K |
| CSMC 2021-AFC1 Trust | 1,000,000 | 1,000,000 | 0 | 0.38% | -$6.59K |
| Ellington Financial Mortgage Trust 2017-1 | 777,000 | 777,000 | 0 | 0.37% | $4.81K |
| Ellington Financial Mortgage Trust 2022-1 | 750,000 | 750,000 | 0 | 0.34% | -$12.19K |
| Deephaven Residential Mortgage Trust 2021-3 | 700,000 | 700,000 | 0 | 0.32% | -$6.92K |
| SG Residential Mortgage Trust 2021-1 | 744,000 | 744,000 | 0 | 0.30% | -$5.75K |
| ATLX Trust, Series 2024-RPL1, Class A2 | 500,000 | 500,000 | 0 | 0.29% | $2.44K |
| Towd Point Mortgage Trust 2024-4 | 500,000 | 500,000 | 0 | 0.29% | -$668 |
| Towd Point Mortgage Trust 2024-4 | 500,000 | 500,000 | 0 | 0.27% | -$594 |
| TOWD POINT MORTGAGE TRUST 2020-4 TPMT 2020-4 M1 | 565,000 | 565,000 | 0 | 0.27% | $2.75K |
| MFA 2021-RPL1 Trust | 500,000 | 500,000 | 0 | 0.26% | $1.18K |
| COLT 2022-2 Mortgage Loan Trust | 500,000 | 500,000 | 0 | 0.25% | $2.89K |
| Saluda Grade Alternative Mortgage Trust 2025-LOC5 | 410,000 | 410,000 | 0 | 0.25% | $867 |
| Rate Mortgage Trust 2021-J3 | 500,000 | 500,000 | 0 | 0.21% | $7.01K |
| Corevest American Finance 2020-4 Trust | 300,000 | 300,000 | 0 | 0.16% | $1.92K |
| Morgan Stanley Residential Mortgage Loan Trust 2023-3 | 250,000 | 250,000 | 0 | 0.14% | $10.83K |
| VERUS SECURITIZATION TRUST 2021-5 | 250,000 | 250,000 | 0 | 0.12% | $3.20K |
| Mill City Mortgage Loan Trust 2017-2 | 160,000 | 160,000 | 0 | 0.09% | $666 |
| COLT 2021-3 MORTGAGE LOAN TRUST | 135,000 | 135,000 | 0 | 0.06% | $9.25K |
| Ellington Financial Mortgage Trust 2021-2 | 139,000 | 139,000 | 0 | 0.06% | -$1.05K |
| Deephaven Residential Mortgage Trust 2021-2 | 100,000 | 100,000 | 0 | 0.05% | -$1.03K |
| CSMC 2021-NQM2 | 50,000 | 50,000 | 0 | 0.02% | -$812 |
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