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 | 26,363,905 | 26,363,905 | 3.04% | $26.84M |
| Uniform Mortgage-Backed Security, TBA | 0 | 26,600,000 | 26,600,000 | 2.97% | $26.20M |
| FNCL 6 7/25 | 0 | 19,000,000 | 19,000,000 | 2.19% | $19.33M |
| FNCL 4 4/26 | 0 | 19,300,000 | 19,300,000 | 2.06% | $18.21M |
| US TREASURY N/B | 0 | 22,600,000 | 22,600,000 | 1.81% | $15.95M |
| Uniform Mortgage-Backed Security, TBA | 0 | 15,436,095 | 15,436,095 | 1.78% | $15.72M |
| US TREASURY N/B | 0 | 17,300,000 | 17,300,000 | 1.46% | $12.86M |
| US TREASURY N/B | 0 | 11,100,000 | 11,100,000 | 0.94% | $8.27M |
| US TREASURY N/B | 0 | 8,100,000 | 8,100,000 | 0.89% | $7.81M |
| FNCL 5 4/26 | 0 | 7,600,000 | 7,600,000 | 0.85% | $7.50M |
| G2SF 4 4/23 | 0 | 8,000,000 | 8,000,000 | 0.85% | $7.50M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,900,000 | 6,900,000 | 0.74% | $6.51M |
| US TREASURY N/B | 0 | 3,900,000 | 3,900,000 | 0.45% | $3.95M |
| Government National Mortgage Association, TBA | 0 | 2,500,000 | 2,500,000 | 0.27% | $2.41M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000 | 0 | 2,397,664 | 2,397,664 | 0.27% | $2.37M |
| US TREASURY N/B | 0 | 2,400,000 | 2,400,000 | 0.26% | $2.32M |
| SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A | 0 | 2,200,000 | 2,200,000 | 0.25% | $2.21M |
| SMB Private Education Loan Trust 2026-B | 0 | 2,200,000 | 2,200,000 | 0.25% | $2.20M |
| PMT Loan Trust 2026-INV3 | 0 | 1,500,000 | 1,500,000 | 0.17% | $1.50M |
| Uniform Mortgage-Backed Security, TBA | 0 | 700,000 | 700,000 | 0.08% | $701.61K |
| FNCL 3.5 4/26 | 0 | 700,000 | 700,000 | 0.07% | $641.81K |
| RFR USD SOFR/3.50000 06/17/26-7Y LCH | 0 | 1 | 1 | 0.02% | $171.37K |
| RFR USD SOFR/4.00000 06/17/26-30Y LCH | 0 | 1 | 1 | 0.01% | $103.16K |
| RFR USD SOFR/3.75000 06/17/26-10Y LCH | 0 | 1 | 1 | 0.01% | $96.73K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 1 | 1 | 0.00% | $17.31K |
| 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416 | 0 | -6,000,000 | -6,000,000 | 0.00% | -$5.36K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -4,700,000 | -4,700,000 | 0.00% | -$13.08K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -4,700,000 | -4,700,000 | 0.00% | -$13.51K |
| 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416 | 0 | -6,000,000 | -6,000,000 | 0.00% | -$31.34K |
| Uniform Mortgage-Backed Security, TBA | 0 | -100,000 | -100,000 | -0.01% | -$84.05K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FNCL 6 3/24 | 53,800,000 | 0 | -53,800,000 | 0.00% | -$55.22M |
| Uniform Mortgage-Backed Security, TBA | 19,200,000 | 0 | -19,200,000 | 0.00% | -$19.13M |
| US TREASURY N/B | 18,300,000 | 0 | -18,300,000 | 0.00% | -$16.55M |
| Uniform Mortgage-Backed Security, TBA | 14,200,000 | 0 | -14,200,000 | 0.00% | -$13.85M |
| US TREASURY N/B | 8,900,000 | 0 | -8,900,000 | 0.00% | -$8.58M |
| Government National Mortgage Association, TBA | 8,000,000 | 0 | -8,000,000 | 0.00% | -$7.56M |
| Uniform Mortgage-Backed Security, TBA | 7,000,000 | 0 | -7,000,000 | 0.00% | -$7.18M |
| Uniform Mortgage-Backed Security, TBA | 6,300,000 | 0 | -6,300,000 | 0.00% | -$6.55M |
| Government National Mortgage Association, TBA | 2,500,000 | 0 | -2,500,000 | 0.00% | -$2.43M |
| Uniform Mortgage-Backed Security, TBA | 700,000 | 0 | -700,000 | 0.00% | -$709.19K |
| RFRF USD SF+26.161/0.400 03/30/21-5Y LCH | 1 | 0 | -1 | 0.00% | -$135.34K |
| GNMA II POOL 008830 G2 03/26 FLOATING VAR | 23 | 0 | -23 | 0.00% | -$23 |
| GNMA II POOL 008781 G2 01/26 FLOATING VAR | 4 | 0 | -4 | 0.00% | -$4 |
| RFR USD SOFR/3.91900 01/14/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92500 01/12/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.88200 02/02/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.86000 01/07/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.92750 01/20/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -3,000,000 | 0 | 3,000,000 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -7,200,000 | 0 | 7,200,000 | 0.00% | $1 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -1,900,000 | 0 | 1,900,000 | 0.00% | $172 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -3,000,000 | 0 | 3,000,000 | 0.00% | $264 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -1,900,000 | 0 | 1,900,000 | 0.00% | $377 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -4,500,000 | 0 | 4,500,000 | 0.00% | $1.10K |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.38K |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -2,000,000 | 0 | 2,000,000 | 0.00% | $1.60K |
| 317UBEXA2 PIMCO SWAPTION 3.622 CALL USD 202601 | -2,000,000 | 0 | 2,000,000 | 0.00% | $2.73K |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -4,500,000 | 0 | 4,500,000 | 0.00% | $2.96K |
| 317UBEWA3 PIMCO SWAPTION 3.882 PUT USD 2026012 | -2,000,000 | 0 | 2,000,000 | 0.00% | $5.92K |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -7,200,000 | 0 | 7,200,000 | 0.00% | $6.60K |
| FNCL 2.5 1/26 | -100,000 | 0 | 100,000 | 0.00% | $84.55K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| FREDDIE MAC FHR 4745 CZ | 10,873,689 | 10,969,111 | 95,423 | 1.15% | $33.92K |
| FREDDIE MAC FHR 2990 LT | 6,245,832 | 6,332,107 | 86,274 | 0.74% | $9.68K |
| FREDDIE MAC FHR 4376 KZ | 5,008,530 | 5,015,227 | 6,697 | 0.55% | -$34.61K |
| FANNIE MAE FNR 2014 33 PZ | 3,566,138 | 3,597,433 | 31,295 | 0.37% | -$4.44K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 23,239,093 | 23,211,030 | -28,063 | 2.53% | $57.18K |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 20,443,525 | 20,419,014 | -24,511 | 2.31% | $5.18K |
| US TREASURY N/B | 48,100,000 | 13,100,000 | -35,000,000 | 1.42% | -$34.02M |
| Freddie Mac Military Housing Bonds Resecuritization Trust Certificates 2015-R1 | 6,286,467 | 6,259,955 | -26,513 | 0.61% | -$96.46K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 131 EZ | 3,574,496 | 3,533,183 | -41,312 | 0.38% | -$77.94K |
| US TREASURY N/B | 25,500,000 | 3,200,000 | -22,300,000 | 0.35% | -$21.96M |
| Invitation Homes Trust, Series 2024-SFR1, Class A | 3,194,528 | 3,191,996 | -2,532 | 0.35% | -$36.07K |
| FANNIE MAE FNR 2014 52 AZ | 3,316,482 | 3,210,908 | -105,574 | 0.35% | -$135.04K |
| VESSEL MANAGEMENT SERVIC US GOVT GUAR 08/36 3.432 | 3,023,000 | 2,886,000 | -137,000 | 0.30% | -$83.44K |
| FANNIE MAE FNR 2014 66 QZ | 2,354,886 | 2,306,453 | -48,433 | 0.25% | -$68.32K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2014 118 PZ | 2,342,930 | 2,290,770 | -52,161 | 0.25% | -$73.33K |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q034 CL APT2 V/R 2.90299700 | 2,151,546 | 2,050,300 | -101,246 | 0.23% | -$102.47K |
| U.S. Treasury Inflation-Protected Indexed Notes | 1,857,132 | 1,854,900 | -2,232 | 0.21% | -$3.75K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 1,568,910 | 1,567,034 | -1,876 | 0.17% | $6.62K |
| TOWD POINT MORTGAGE TRUST TPMT 2025 CES2 A1 144A | 1,254,272 | 1,151,705 | -102,566 | 0.13% | -$110.53K |
| FREDDIE MAC FHR 2990 DZ | 1,126,425 | 1,100,356 | -26,069 | 0.13% | -$37.89K |
| U.S. Treasury Inflation-Protected Indexed Notes | 1,037,670 | 1,036,430 | -1,240 | 0.12% | -$283 |
| FREDDIE MAC REMICS SER 4790 CL F V/R 4.28833000 | 1,067,031 | 1,033,207 | -33,825 | 0.11% | -$32.41K |
| Slam Ltd. | 965,014 | 950,194 | -14,820 | 0.11% | -$28.51K |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A | 617,012 | 578,015 | -38,996 | 0.06% | -$38.52K |
| Impac CMB Trust, Series 2005-6, Class 1A1 | 595,181 | 576,733 | -18,447 | 0.06% | -$11.01K |
| MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 | 589,097 | 546,038 | -43,059 | 0.06% | -$39.44K |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 602,302 | 579,022 | -23,280 | 0.06% | -$20.59K |
| NRZT 2020-RPL1 A1 144A FRN 11-25-59 | 556,575 | 526,172 | -30,404 | 0.06% | -$32.43K |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A | 405,900 | 387,010 | -18,890 | 0.04% | -$18.81K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2003 65 ZA | 398,781 | 382,767 | -16,015 | 0.04% | -$16.02K |
| NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR5 2A1 | 407,251 | 401,612 | -5,639 | 0.04% | -$3.86K |
| MLMI 2004-WMC5 M1 | 381,229 | 356,788 | -24,441 | 0.04% | -$22.11K |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4 | 335,108 | 328,435 | -6,673 | 0.04% | -$5.42K |
| Pagaya AI Debt Trust, Series 2024-3, Class A | 349,258 | 274,300 | -74,958 | 0.03% | -$75.98K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A | 276,962 | 274,957 | -2,005 | 0.03% | -$912 |
| FANNIEMAE WHOLE LOAN FNW 2002 W5 A11 | 231,235 | 221,127 | -10,109 | 0.03% | -$12.87K |
| FREDDIE MAC FHR 2927 YZ | 216,843 | 209,329 | -7,514 | 0.02% | -$9.52K |
| COUNTRYWIDE HOME LOANS CWHL 2005 2 1A1 | 229,343 | 220,089 | -9,253 | 0.02% | -$8.25K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1 | 251,369 | 246,586 | -4,783 | 0.02% | -$9.56K |
| FSPC T-61 1A1 | 149,000 | 143,542 | -5,459 | 0.02% | -$4.93K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A | 153,779 | 152,881 | -898 | 0.02% | -$421 |
| CWALT 2005-14 2A1 | 117,785 | 115,760 | -2,025 | 0.01% | -$1.79K |
| HarborView Mortgage Loan Trust, Series 2005-2, Class 2A1A | 113,593 | 112,617 | -976 | 0.01% | -$1.19K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1 | 125,939 | 125,502 | -436 | 0.01% | -$1.24K |
| UMBS | 100,192 | 98,506 | -1,686 | 0.01% | -$1.91K |
| FANNIE MAE FNR 2007 30 MZ | 93,811 | 83,844 | -9,968 | 0.01% | -$10.52K |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 156,577 | 151,582 | -4,996 | 0.01% | -$4.25K |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 65,718 | 7,719 | -57,999 | 0.01% | -$564.99K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 81,327 | 75,976 | -5,350 | 0.01% | -$5.23K |
| FANNIE MAE FNR 2001 28 PZ | 83,065 | 71,143 | -11,921 | 0.01% | -$12.62K |
| ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A | 83,646 | 68,015 | -15,631 | 0.01% | -$15.55K |
| BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1 | 73,190 | 66,212 | -6,977 | 0.01% | -$7.95K |
| FREDDIE MAC FHR 3001 YZ | 60,506 | 59,179 | -1,327 | 0.01% | -$1.87K |
| FREDDIE MAC FHR 3001 BZ | 60,506 | 59,179 | -1,327 | 0.01% | -$1.87K |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | 52,774 | 50,711 | -2,063 | 0.00% | -$1.76K |
| Sequoia Mortgage Trust, Series 2003-4, Class 2A1 | 41,510 | 40,303 | -1,206 | 0.00% | -$1.15K |
| FNMA POOL 775852 FN 03/44 FLOATING VAR | 38,980 | 37,912 | -1,068 | 0.00% | -$1.09K |
| Soundview Home Loan Trust, Series 2006-NLC1, Class A1 | 125,682 | 124,930 | -752 | 0.00% | -$739 |
| FNMA, REMIC | 32,468 | 30,926 | -1,542 | 0.00% | -$1.57K |
| FNMA, Series 2007-73, Class A1 | 29,282 | 28,030 | -1,252 | 0.00% | -$1.23K |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 28,966 | 27,069 | -1,897 | 0.00% | -$1.98K |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2003 AR1 A3 | 30,426 | 28,747 | -1,679 | 0.00% | -$1.58K |
| Freddie Mac Structured Pass-Through Certificates | 25,096 | 24,459 | -637 | 0.00% | -$984 |
| WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1 | 69,223 | 68,497 | -726 | 0.00% | -$480 |
| JPMorgan Mortgage Trust, Series 2007-A1, Class 5A5 | 19,652 | 19,220 | -432 | 0.00% | -$357 |
| Government National Mortgage Association | 18,788 | 17,814 | -974 | 0.00% | -$1.04K |
| FNMA POOL 802467 FN 11/34 FLOATING VAR | 14,695 | 14,373 | -322 | 0.00% | -$379 |
| FNMA POOL 902150 FN 10/36 FIXED 6.5 | 9,190 | 8,829 | -361 | 0.00% | -$408 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1 | 9,040 | 8,881 | -160 | 0.00% | -$139 |
| Freddie Mac REMICS | 8,604 | 7,996 | -608 | 0.00% | -$606 |
| FNMA POOL 826082 FN 07/35 FLOATING VAR | 5,919 | 5,809 | -109 | 0.00% | -$129 |
| FNMA POOL 970372 FN 02/38 FIXED 7 | 4,918 | 4,855 | -63 | 0.00% | -$66 |
| CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1 | 8,929 | 8,841 | -87 | 0.00% | $12 |
| CWHL 2005-3 2A1 V/R 4/25/35 4.64876000 | 4,139 | 3,855 | -284 | 0.00% | -$272 |
| FNMA POOL 313968 FN 12/27 FLOATING VAR | 4,250 | 3,749 | -501 | 0.00% | -$516 |
| Freddie Mac REMICS | 4,013 | 3,780 | -233 | 0.00% | -$233 |
| FREDDIE MAC FHR 2059 C | 3,796 | 3,422 | -374 | 0.00% | -$395 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A | 3,288 | 3,213 | -75 | 0.00% | -$62 |
| GNMA II POOL 616624 G2 09/34 FIXED 6.5 | 2,955 | 2,886 | -69 | 0.00% | -$124 |
| GNMA II POOL 080133 G2 11/27 FLOATING VAR | 3,528 | 2,947 | -582 | 0.00% | -$591 |
| Freddie Mac REMICs | 3,039 | 2,782 | -256 | 0.00% | -$257 |
| FNMA POOL 851183 FN 04/36 FIXED 6.5 | 2,639 | 2,594 | -45 | 0.00% | -$67 |
| FNMA POOL 901457 FN 10/36 FIXED 6.5 | 2,489 | 2,448 | -41 | 0.00% | -$90 |
| FREDDIE MAC FHR 2469 FV | 2,682 | 2,495 | -186 | 0.00% | -$187 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 3A1 | 2,233 | 2,168 | -65 | 0.00% | -$55 |
| FED HM LN PC POOL 786067 FH 01/28 FLOATING VAR | 2,499 | 2,190 | -309 | 0.00% | -$315 |
| GNMA II POOL 080152 G2 01/28 FLOATING VAR | 2,450 | 2,032 | -418 | 0.00% | -$422 |
| FNMA POOL 624085 FN 01/32 FIXED 6.5 | 1,923 | 1,573 | -350 | 0.00% | -$369 |
| Sequoia Mortgage Trust, Series 5, Class A | 1,583 | 1,532 | -51 | 0.00% | -$45 |
| Freddie Mac Non Gold Pool | 1,657 | 1,440 | -217 | 0.00% | -$221 |
| FNMA POOL 878140 FN 07/36 FIXED 6.5 | 1,075 | 1,044 | -31 | 0.00% | -$36 |
| FNMA POOL 885414 FN 06/36 FIXED 6.5 | 886 | 871 | -15 | 0.00% | -$19 |
| GNMA II POOL 080054 G2 03/27 FLOATING VAR | 1,224 | 894 | -330 | 0.00% | -$332 |
| Freddie Mac Gold Pool | 757 | 733 | -24 | 0.00% | -$28 |
| FNMA POOL 505597 FN 04/28 FLOATING VAR | 807 | 639 | -168 | 0.00% | -$170 |
| GNMA II POOL 008968 G2 09/26 FLOATING VAR | 1,040 | 572 | -468 | 0.00% | -$471 |
| Structured Asset Mortgage Investments Trust, Series 2002-AR3, Class A1 | 605 | 533 | -72 | 0.00% | -$70 |
| Fannie Mae REMICS | 506 | 480 | -26 | 0.00% | -$26 |
| Fannie Mae REMICS | 628 | 476 | -151 | 0.00% | -$152 |
| FREDDIE MAC FHR 2143 FG | 476 | 426 | -51 | 0.00% | -$51 |
| GNMA II POOL 080051 G2 03/27 FLOATING VAR | 504 | 389 | -115 | 0.00% | -$116 |
| FNMA POOL 944027 FN 08/37 FIXED 6.5 | 363 | 358 | -5 | 0.00% | -$8 |
| GNMA II POOL 080123 G2 10/27 FLOATING VAR | 382 | 329 | -53 | 0.00% | -$53 |
| GNMA II POOL 616571 G2 08/34 FIXED 6.5 | 320 | 307 | -12 | 0.00% | -$14 |
| GNMA II POOL 080030 G2 01/27 FLOATING VAR | 393 | 280 | -113 | 0.00% | -$114 |
| FANNIE MAE FNR 1997 55 Z | 559 | 235 | -324 | 0.00% | -$325 |
| FNMA POOL 560837 FN 10/30 FIXED 9 | 229 | 215 | -14 | 0.00% | -$14 |
| Credit Suisse First Boston Mortgage Securities Corp | 204 | 202 | -2 | 0.00% | -$1 |
| FANNIE MAE FNR 1997 38 PH | 210 | 172 | -38 | 0.00% | -$39 |
| GNMA II POOL 080000 G2 10/26 FLOATING VAR | 263 | 172 | -91 | 0.00% | -$92 |
| GNMA II POOL 080059 G2 04/27 FLOATING VAR | 114 | 90 | -25 | 0.00% | -$25 |
| GNMA II POOL 008959 G2 08/26 FLOATING VAR | 92 | 51 | -41 | 0.00% | -$41 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 | 48 | 47 | -1 | 0.00% | -$2 |
| GNMA II POOL 008988 G2 10/26 FLOATING VAR | 61 | 42 | -19 | 0.00% | -$20 |
| FNMA POOL 564318 FN 11/30 FIXED 9 | 42 | 40 | -2 | 0.00% | -$2 |
| GNMA II POOL 008894 G2 06/26 FLOATING VAR | 97 | 35 | -62 | 0.00% | -$62 |
| GNMA II POOL 008971 G2 09/26 FLOATING VAR | 40 | 24 | -16 | 0.00% | -$16 |
| GNMA II POOL 008865 G2 05/26 FLOATING VAR | 109 | 17 | -92 | 0.00% | -$92 |
| GNMA II POOL 008989 G2 10/26 FLOATING VAR | 22 | 15 | -7 | 0.00% | -$7 |
| BEAR STEARNS MORTGAGE SECURITI BSMSI 1997 6 3A | 22 | 14 | -8 | 0.00% | -$8 |
| GNMA II POOL 008850 G2 04/26 FLOATING VAR | 56 | 13 | -43 | 0.00% | -$43 |
| US ULTRA BOND CBT Sep25 | -599,418,305 | -608,178,030 | -8,759,725 | -67.90% | -$2.34M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 111,700,000 | 111,700,000 | 0 | 9.93% | -$842.11K |
| US TREASURY N/B | 99,760,000 | 99,760,000 | 0 | 7.05% | -$475.42K |
| US TREASURY N/B | 65,000,000 | 65,000,000 | 0 | 6.67% | -$761.72K |
| US TREASURY N/B | 60,400,000 | 60,400,000 | 0 | 6.07% | -$651.19K |
| US TREASURY N/B | 53,200,000 | 53,200,000 | 0 | 6.03% | -$453.03K |
| US TREASURY N/B | 59,600,000 | 59,600,000 | 0 | 5.41% | -$481.92K |
| US TREASURY N/B | 64,143,800 | 64,143,800 | 0 | 5.31% | -$400.90K |
| US TREASURY N/B | 51,650,000 | 51,650,000 | 0 | 5.03% | -$424.70K |
| US TREASURY N/B | 60,000,000 | 60,000,000 | 0 | 4.84% | -$328.12K |
| US TREASURY N/B | 51,800,000 | 51,800,000 | 0 | 4.71% | -$368.27K |
| US TREASURY N/B | 60,400,000 | 60,400,000 | 0 | 4.58% | -$375.14K |
| US TREASURY N/B | 38,100,000 | 38,100,000 | 0 | 4.26% | -$401.84K |
| US TREASURY N/B | 39,300,000 | 39,300,000 | 0 | 4.21% | -$444.43K |
| US TREASURY N/B | 55,590,000 | 55,590,000 | 0 | 3.92% | -$288.81K |
| US TREASURY N/B | 47,000,000 | 47,000,000 | 0 | 3.91% | -$306.60K |
| US TREASURY N/B | 45,200,000 | 45,200,000 | 0 | 3.54% | -$287.80K |
| US TREASURY N/B | 33,100,000 | 33,100,000 | 0 | 3.33% | -$366.56K |
| US TREASURY N/B | 29,580,000 | 29,580,000 | 0 | 3.23% | -$331.62K |
| US TREASURY N/B | 26,200,000 | 26,200,000 | 0 | 2.96% | -$269.68K |
| US TREASURY N/B | 24,500,000 | 24,500,000 | 0 | 2.66% | -$108.62K |
| US TREASURY N/B | 20,800,000 | 20,800,000 | 0 | 2.32% | -$139.75K |
| US TREASURY N/B | 28,000,000 | 28,000,000 | 0 | 2.31% | -$205.08K |
| US TREASURY N/B | 20,700,000 | 20,700,000 | 0 | 2.21% | -$45.69K |
| US TREASURY N/B | 22,800,000 | 22,800,000 | 0 | 2.13% | -$228.89K |
| US TREASURY N/B | 18,500,000 | 18,500,000 | 0 | 2.06% | -$229.08K |
| US TREASURY N/B | 19,400,000 | 19,400,000 | 0 | 1.76% | -$139.82K |
| US TREASURY N/B | 20,400,000 | 20,400,000 | 0 | 1.60% | -$108.38K |
| US TREASURY N/B | 15,300,000 | 15,300,000 | 0 | 1.48% | -$140.45K |
| US TREASURY N/B | 13,000,000 | 13,000,000 | 0 | 1.29% | -$107.66K |
| US TREASURY N/B | 10,750,000 | 10,750,000 | 0 | 1.23% | -$132.28K |
| US TREASURY N/B | 19,100,000 | 19,100,000 | 0 | 1.20% | -$69.76K |
| US TREASURY N/B | 10,500,000 | 10,500,000 | 0 | 1.15% | -$130.02K |
| RPLDCI 6.581 05/30/49 144A | 7,970,000 | 7,970,000 | 0 | 0.93% | -$226.97K |
| US TREASURY N/B | 10,470,000 | 10,470,000 | 0 | 0.75% | -$48.26K |
| US TREASURY N/B | 6,600,000 | 6,600,000 | 0 | 0.74% | -$58.39K |
| TENN VALLEY AUTH BONDS 05/30 0.00000 | 7,400,000 | 7,400,000 | 0 | 0.71% | -$10.13K |
| US TREASURY N/B | 6,200,000 | 6,200,000 | 0 | 0.71% | -$61.52K |
| US TREASURY N/B | 9,060,000 | 9,060,000 | 0 | 0.66% | -$45.48K |
| RESOLUTION FUNDING STRIP BONDS 10/28 0.00000 | 6,371,000 | 6,371,000 | 0 | 0.66% | $18.31K |
| US TREASURY N/B | 5,800,000 | 5,800,000 | 0 | 0.61% | -$52.56K |
| US TREASURY N/B | 5,100,000 | 5,100,000 | 0 | 0.58% | -$55.78K |
| FREDDIE MAC FHR 4047 KB | 5,490,399 | 5,490,399 | 0 | 0.55% | -$29.60K |
| US TREASURY N/B | 4,600,000 | 4,600,000 | 0 | 0.50% | -$44.20K |
| US TREASURY N/B | 3,900,000 | 3,900,000 | 0 | 0.44% | -$33.21K |
| US TREASURY N/B | 3,900,000 | 3,900,000 | 0 | 0.44% | -$32.91K |
| BMARK 2019-B9 A5 | 3,700,000 | 3,700,000 | 0 | 0.41% | -$23.84K |
| US TREASURY N/B | 3,040,000 | 3,040,000 | 0 | 0.34% | -$39.66K |
| US TREASURY N/B | 2,700,000 | 2,700,000 | 0 | 0.32% | -$31.27K |
| US TREASURY N/B | 2,700,000 | 2,700,000 | 0 | 0.31% | -$29.11K |
| US TREASURY N/B | 2,800,000 | 2,800,000 | 0 | 0.31% | -$33.63K |
| COMM Mortgage Trust, Series 2016-667M, Class A | 2,800,000 | 2,800,000 | 0 | 0.31% | $37.72K |
| US TREASURY N/B | 4,500,000 | 4,500,000 | 0 | 0.31% | -$18.37K |
| OIS USD SOFR/1.75000 10/23/23-30Y CME | 1 | 1 | 0 | 0.26% | -$4.89K |
| US TREASURY N/B | 2,200,000 | 2,200,000 | 0 | 0.25% | -$3.48K |
| Hilton USA Trust, Series 2016-HHV, Class A | 2,130,000 | 2,130,000 | 0 | 0.24% | $3.27K |
| BMARK 2024-V6 A3 | 2,000,000 | 2,000,000 | 0 | 0.23% | -$25.58K |
| BMO 2023-5C2 A3 | 1,800,000 | 1,800,000 | 0 | 0.22% | -$25.30K |
| BBCMS MTG TR 2025-5C37 5.015% 09/15/2058 | 1,800,000 | 1,800,000 | 0 | 0.21% | -$20.20K |
| Avis Budget Rental Car Funding AESOP LLC | 1,700,000 | 1,700,000 | 0 | 0.20% | -$18.93K |
| US TREASURY N/B | 2,400,000 | 2,400,000 | 0 | 0.17% | -$11.30K |
| FREDDIE MAC FHR 4677 KT | 1,670,553 | 1,670,553 | 0 | 0.16% | -$37.14K |
| US TREASURY N/B | 2,028,000 | 2,028,000 | 0 | 0.16% | -$13.31K |
| RFRF USD SF+26.161/0.7* 03/30/21-10Y LCH | 1 | 1 | 0 | 0.16% | $13.35K |
| WPT 2017-WWP A | 1,600,000 | 1,600,000 | 0 | 0.14% | -$7.85K |
| Hertz Vehicle Financing LLC, Series 2022-2A, Class A | 1,200,000 | 1,200,000 | 0 | 0.13% | $928 |
| RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH | 1 | 1 | 0 | 0.10% | $27.06K |
| TPMT 2020-1 A2A | 900,000 | 900,000 | 0 | 0.09% | -$67 |
| BANK 2018-BN11 A3 | 800,000 | 800,000 | 0 | 0.09% | -$5.08K |
| RFR USD SOFR/3.52738 09/03/24-25Y* CME | 3 | 3 | 0 | 0.09% | -$12.33K |
| FEDERAL FARM CREDIT BANK BONDS 07/29 5.125 | 675,000 | 675,000 | 0 | 0.08% | -$7.44K |
| RFR USD SOFR/3.30000 12/02/24-29Y* CME | 1 | 1 | 0 | 0.07% | -$13.21K |
| US TREASURY N/B | 680,000 | 680,000 | 0 | 0.06% | -$5.58K |
| US TREASURY N/B | 500,000 | 500,000 | 0 | 0.06% | -$4.48K |
| US TREASURY N/B | 400,000 | 400,000 | 0 | 0.05% | -$4.27K |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH | 7 | 7 | 0 | 0.04% | $1.07M |
| US TREASURY N/B | 200,000 | 200,000 | 0 | 0.02% | -$1.42K |
| US TREASURY N/B | 310,000 | 310,000 | 0 | 0.02% | -$1.26K |
| RFR USD SOFR/4.16066 03/31/26-28Y* LCH | 2 | 2 | 0 | 0.02% | -$40.73K |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 3 | 3 | 0 | 0.01% | $16.90K |
| US TREASURY N/B | 150,000 | 150,000 | 0 | 0.01% | -$1.01K |
| US TREASURY N/B | 150,000 | 150,000 | 0 | 0.01% | -$1.03K |
| RFR USD SOFR/3.23200 09/10/24-10Y LCH | 1 | 1 | 0 | 0.01% | $8.48K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 3 | 3 | 0 | 0.00% | $11.43K |
| RFR USD SOFR/3.76877 09/03/24-7Y* LCH | 1 | 1 | 0 | 0.00% | $11.57K |
| RFR USD SOFR/3.53200 08/20/24-10Y LCH | 1 | 1 | 0 | 0.00% | $6.65K |
| RFR USD SOFR/3.75000 09/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $3.60K |
| RFR USD SOFR/3.61000 12/12/22-10Y LCH | 1 | 1 | 0 | 0.00% | $17.37K |
| RFR USD SOFR/3.71500 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | $4.77K |
| RFR USD SOFR/3.60000 01/17/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$374 |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $322 |
| RFR USD SOFR/3.84200 12/26/23-10Y LCH | 1 | 1 | 0 | 0.00% | $2.56K |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.21K |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.69K |
| RFR USD SOFR/3.89000 03/03/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.68K |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.79K |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH | 1 | 1 | 0 | 0.00% | $7.69K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $6.47K |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | $98.03K |
| RFR USD SOFR/3.9914* 06/02/25-28Y* LCH | 1 | 1 | 0 | -0.02% | $24.91K |
| RFR USD SOFR/3.80000 06/03/24-7Y* LCH | 1 | 1 | 0 | -0.02% | $64.33K |
| RFRF USD SOFR/2.39500 10/25/23-5Y CME | 1 | 1 | 0 | -0.06% | $49.14K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.