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 |
|---|---|---|---|---|---|
| U.S. Treasury Bills | 0 | 6,000,000 | 6,000,000 | 1.87% | $5.97M |
| U.S. Treasury Bills | 0 | 5,400,000 | 5,400,000 | 1.68% | $5.35M |
| FNCL 6 6/24 | 0 | 4,500,000 | 4,500,000 | 1.44% | $4.58M |
| FNCL 4 4/26 | 0 | 4,100,000 | 4,100,000 | 1.21% | $3.87M |
| U.S. Treasury Bills | 0 | 3,600,000 | 3,600,000 | 1.12% | $3.57M |
| U.S. Treasury Bill | 0 | 2,500,000 | 2,500,000 | 0.78% | $2.47M |
| U.S. Treasury Bills | 0 | 2,200,000 | 2,200,000 | 0.69% | $2.19M |
| Uniform Mortgage-Backed Security, TBA | 0 | 1,800,000 | 1,800,000 | 0.57% | $1.81M |
| INVESCO EURO CLO XII DAC INVSC 12A A1R 144A | 0 | 1,300,000 | 1,300,000 | 0.47% | $1.50M |
| U.S. Treasury Bills | 0 | 1,500,000 | 1,500,000 | 0.47% | $1.49M |
| U.S. Treasury Bills | 0 | 1,200,000 | 1,200,000 | 0.37% | $1.19M |
| MARGAY CLO MARGA 2A AR 144A | 0 | 1,000,000 | 1,000,000 | 0.36% | $1.15M |
| Danske Bank A/S | 0 | 1,000,000 | 1,000,000 | 0.31% | $1.00M |
| U.S. Treasury Bills | 0 | 1,000,000 | 1,000,000 | 0.31% | $992.22K |
| U.S. Treasury Bills | 0 | 800,000 | 800,000 | 0.25% | $798.23K |
| Oracle Corp | 0 | 800,000 | 800,000 | 0.25% | $793.02K |
| UBS Group AG | 0 | 800,000 | 800,000 | 0.25% | $792.95K |
| LLOYDS BK GR PLC | 0 | 700,000 | 700,000 | 0.22% | $692.63K |
| CRBG 4.55 01/09/31 144A | 0 | 600,000 | 600,000 | 0.19% | $592.69K |
| CAPITAL FOUR CLO CFOUR 4A ARR 144A | 0 | 500,000 | 500,000 | 0.18% | $576.17K |
| U.S. Treasury Bills | 0 | 400,000 | 400,000 | 0.13% | $398.91K |
| U.S. Treasury Bills | 0 | 400,000 | 400,000 | 0.12% | $397.52K |
| U.S. Treasury Bills | 0 | 400,000 | 400,000 | 0.12% | $396.41K |
| UBS AG STAMFORD | 0 | 300,000 | 300,000 | 0.09% | $299.68K |
| GOLDMAN SACHS GP | 0 | 200,000 | 200,000 | 0.06% | $198.82K |
| CONSTL ENRGY GEN | 0 | 200,000 | 200,000 | 0.06% | $198.49K |
| FNCL 3 4/26 | 0 | 164,195 | 164,195 | 0.05% | $144.24K |
| United States Treasury Bill | 0 | 100,000 | 100,000 | 0.03% | $99.31K |
| RFR USD SOFR/3.74800 03/03/26-10Y LCH | 0 | 2 | 2 | 0.00% | $4.28K |
| CDX IG46 5Y ICE | 0 | 1 | 1 | 0.00% | $1.76K |
| 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042 | 0 | -400,000 | -400,000 | 0.00% | -$1.11K |
| 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604 | 0 | -400,000 | -400,000 | 0.00% | -$1.15K |
| EURO-BOBL FUTURE JUN26 | 0 | 2 | 2 | 0.00% | -$4.21K |
| EURO-BUND FUTURE JUN26 | 0 | 2 | 2 | 0.00% | -$7.38K |
| 31750SFE0 PIMCO FXVAN CALL USD JPY 157.7000000 | 0 | -815,200 | -815,200 | 0.00% | -$9.47K |
| EURIBOR 90DAY FUT ERZ6 12-14-26 | 0 | 56 | 56 | -0.02% | -$51.36K |
| RFR GBP SONIO/3.75000 03/18/26-5Y LCH | 0 | 1 | 1 | -0.07% | -$218.27K |
| Uniform Mortgage-Backed Security, TBA | 0 | -600,000 | -600,000 | -0.16% | -$504.30K |
| FNCL 5 4/26 | 0 | -700,000 | -700,000 | -0.22% | -$690.45K |
| FNCL 3 6/24 | 0 | -10,264,195 | -10,264,195 | -2.82% | -$9.00M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 36,200,000 | 0 | -36,200,000 | 0.00% | -$36.21M |
| Uniform Mortgage-Backed Security, TBA | 4,500,000 | 0 | -4,500,000 | 0.00% | -$4.62M |
| Uniform Mortgage-Backed Security, TBA | 4,100,000 | 0 | -4,100,000 | 0.00% | -$3.89M |
| FNMA POOL CB3364 FN 04/52 FIXED 3 | 4,115,329 | 0 | -4,115,329 | 0.00% | -$3.65M |
| ASIAN DEVELOPMENT BANK SR UNSECURED 02/26 6 | 11,000,000 | 0 | -11,000,000 | 0.00% | -$2.00M |
| Uniform Mortgage-Backed Security, TBA | 1,800,000 | 0 | -1,800,000 | 0.00% | -$1.82M |
| INTL BK RECON + DEVELOP SR UNSECURED 02/26 5.31 | 26,000,000 | 0 | -26,000,000 | 0.00% | -$1.57M |
| 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A | 1,500,000 | 0 | -1,500,000 | 0.00% | -$1.50M |
| UBS Group AG | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| Riserva CLO Ltd., Series 2016-3A, Class AR3 | 1,300,000 | 0 | -1,300,000 | 0.00% | -$1.30M |
| SUMITOMO MITSUI | 1,200,000 | 0 | -1,200,000 | 0.00% | -$1.20M |
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$999.96K |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 864,974 | 0 | -864,974 | 0.00% | -$865.58K |
| AVOCA STATIC CLO AVOST 1A AR 144A | 361,303 | 0 | -361,303 | 0.00% | -$424.54K |
| BPCE SA REGD V/R 144A P/P MTN 5.97500000 | 400,000 | 0 | -400,000 | 0.00% | -$400.25K |
| RFR GBP SONIO/3.75000 09/17/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$30.57K |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | -$2.29K |
| FNMA POOL 845052 FN 11/35 FLOATING VAR | 2,184 | 0 | -2,184 | 0.00% | -$2.24K |
| RFR USD SOFR/3.91900 01/14/26-10Y 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/3.92750 01/20/26-10Y 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/3.75700 09/22/26-1Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| RFR USD SOFR/3.84750 01/06/26-10Y LCH | 0 | 0 | 0 | 0.00% | $0 |
| 317UB7ZA5 PIMCO SWAPTION 3.5475 CALL USD 20260 | -200,000 | 0 | 200,000 | 0.00% | $0 |
| 317UB9VA5 PIMCO SWAPTION 3.58 CALL USD 2026010 | -900,000 | 0 | 900,000 | 0.00% | $0 |
| 317UB7YA6 PIMCO SWAPTION 3.8475 PUT USD 202601 | -200,000 | 0 | 200,000 | 0.00% | $18 |
| 317UBA6A0 PIMCO SWAPTION 3.625 CALL USD 202601 | -400,000 | 0 | 400,000 | 0.00% | $36 |
| EURO-BUND OPTION FEB26C 130.5 EXP 01/23/2026 | -1 | 0 | 1 | 0.00% | $47 |
| 317UBCLA9 PIMCO SWAPTION 3.6475 CALL USD 20260 | -100,000 | 0 | 100,000 | 0.00% | $69 |
| 317UBA5A1 PIMCO SWAPTION 3.925 PUT USD 2026010 | -400,000 | 0 | 400,000 | 0.00% | $79 |
| 317UBCKA0 PIMCO SWAPTION 3.9275 PUT USD 202601 | -100,000 | 0 | 100,000 | 0.00% | $80 |
| 317UBC4A8 PIMCO SWAPTION 3.639 CALL USD 202601 | -900,000 | 0 | 900,000 | 0.00% | $241 |
| 317UBC3A9 PIMCO SWAPTION 3.919 PUT USD 2026011 | -900,000 | 0 | 900,000 | 0.00% | $542 |
| EURO-BUND OPTION FEB26P 127.5 EXP 01/23/2026 | -1 | 0 | 1 | 0.00% | $705 |
| 317UB9UA6 PIMCO SWAPTION 3.86 PUT USD 20260105 | -900,000 | 0 | 900,000 | 0.00% | $858 |
| FGBM Mar 2026 | 2 | 0 | -2 | 0.00% | $1.95K |
| FUT. EURO-BUND EUX MAR26 | 2 | 0 | -2 | 0.00% | $4.16K |
| FNCL 2.5 1/26 | -600,000 | 0 | 600,000 | 0.00% | $507.33K |
| Uniform Mortgage-Backed Security, TBA | -700,000 | 0 | 700,000 | 0.00% | $697.46K |
| FNCL 3 2/26 | -14,200,000 | 0 | 14,200,000 | 0.00% | $12.55M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 116,301,343 | 128,901,558 | 12,600,215 | 39.95% | $11.27M |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 BF | 4,104,228 | 4,110,042 | 5,814 | 1.32% | $20.23K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| UMBS | 5,409,673 | 5,345,328 | -64,344 | 1.62% | -$120.17K |
| UMBS | 4,255,031 | 4,237,448 | -17,583 | 1.28% | -$63.58K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD | 3,601,868 | 3,575,495 | -26,374 | 1.15% | -$14.51K |
| FNMA POOL CB2786 FN 01/52 FIXED 3 | 3,903,275 | 3,810,515 | -92,760 | 1.05% | -$104.93K |
| FNMA POOL BV5376 FN 04/52 FIXED 3 | 3,415,366 | 3,363,898 | -51,468 | 0.93% | -$65.51K |
| FED HM LN PC POOL RA8481 FR 07/53 FIXED 4.5 | 2,731,573 | 2,691,521 | -40,052 | 0.82% | -$68.67K |
| FNMA POOL CB7218 FN 10/53 FIXED 5 | 2,614,779 | 2,547,469 | -67,310 | 0.79% | -$93.19K |
| FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5 | 2,571,778 | 2,552,375 | -19,403 | 0.77% | -$46.29K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 2,353,365 | 2,350,551 | -2,814 | 0.70% | $9.92K |
| SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A | 2,451,534 | 2,409,049 | -42,485 | 0.69% | -$48.71K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 2,186,180 | 2,183,540 | -2,640 | 0.66% | $5.38K |
| FED HM LN PC POOL RA8480 FR 07/53 FIXED 4 | 2,243,434 | 2,152,389 | -91,046 | 0.64% | -$99.28K |
| ONYP 2020-1NYP A | 2,200,000 | 2,076,599 | -123,401 | 0.63% | -$152.40K |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2020 P003 A1 | 2,099,080 | 1,945,363 | -153,717 | 0.56% | -$144.32K |
| SUNNOVA SOL IV ISSUER LLC SNVA 2022-A A | 1,943,698 | 1,917,250 | -26,448 | 0.50% | -$31.60K |
| FN MA5106 | 1,607,960 | 1,564,065 | -43,894 | 0.49% | -$60.76K |
| FN MA5137 | 1,569,063 | 1,528,952 | -40,110 | 0.47% | -$56.19K |
| FNMA POOL BY4128 FN 06/53 FIXED 5 | 1,598,489 | 1,472,066 | -126,423 | 0.46% | -$143.79K |
| FED HM LN PC POOL QH2697 FR 10/53 FIXED 5 | 1,455,525 | 1,433,040 | -22,485 | 0.45% | -$38.59K |
| UMBS | 1,402,732 | 1,366,199 | -36,533 | 0.42% | -$51.01K |
| FED HM LN PC POOL QH2700 FR 10/53 FIXED 5 | 1,359,752 | 1,354,727 | -5,025 | 0.42% | -$19.20K |
| UMBS | 1,422,704 | 1,413,727 | -8,978 | 0.42% | -$18.89K |
| COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A | 1,320,734 | 1,246,778 | -73,956 | 0.39% | -$73.87K |
| FNMA POOL DA0936 FN 10/53 FIXED 5 | 1,214,681 | 1,207,702 | -6,978 | 0.38% | -$19.36K |
| MSAIC 2022-1A A | 1,393,220 | 1,358,204 | -35,016 | 0.37% | -$22.96K |
| FR RA2970 | 1,420,426 | 1,394,640 | -25,787 | 0.37% | -$28.16K |
| FNMA POOL DA2947 FN 10/53 FIXED 5 | 1,203,354 | 1,196,297 | -7,057 | 0.37% | -$19.24K |
| FED HM LN PC POOL QH1419 FR 08/53 FIXED 5 | 1,196,542 | 1,190,724 | -5,818 | 0.37% | -$18.02K |
| FNMA POOL BX3483 FN 10/53 FIXED 5 | 1,168,957 | 1,163,244 | -5,713 | 0.36% | -$17.69K |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A | 1,484,559 | 1,451,979 | -32,579 | 0.35% | -$82.80K |
| FR SD8329 | 1,144,979 | 1,112,600 | -32,379 | 0.35% | -$43.59K |
| FNMA POOL BY5850 FN 07/53 FIXED 5 | 1,102,068 | 1,073,878 | -28,190 | 0.33% | -$39.67K |
| FNMA POOL DA0566 FN 09/53 FIXED 5 | 1,018,053 | 1,013,742 | -4,311 | 0.31% | -$14.99K |
| FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4 | 988,931 | 984,255 | -4,675 | 0.29% | -$9.40K |
| FED HM LN PC POOL QH2457 FR 10/53 FIXED 5 | 943,018 | 939,617 | -3,401 | 0.29% | -$13.63K |
| FNMA POOL BY9171 FN 09/53 FIXED 5 | 1,056,507 | 906,040 | -150,467 | 0.28% | -$160.35K |
| GreatAmerica Leasing Receivables Funding LLC, Series 2025-1, Class A2 | 1,097,706 | 869,241 | -228,465 | 0.27% | -$230.43K |
| FED HM LN PC POOL QH2698 FR 09/53 FIXED 5 | 845,472 | 836,658 | -8,814 | 0.26% | -$17.80K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 939,957 | 796,918 | -143,040 | 0.25% | -$144.11K |
| UMBS | 744,072 | 723,498 | -20,574 | 0.23% | -$27.32K |
| U.S. Treasury Notes | 715,995 | 715,141 | -854 | 0.23% | $2.75K |
| FNCL UMBS 4.0 RA9795 09-01-53 | 708,013 | 703,866 | -4,147 | 0.21% | -$7.92K |
| TSET 2024-1A A2 | 713,237 | 650,035 | -63,202 | 0.20% | -$66.25K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA | 640,211 | 625,216 | -14,995 | 0.20% | -$12.54K |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A2 | 649,443 | 636,586 | -12,858 | 0.20% | -$12.16K |
| FN MA5164 | 619,584 | 602,743 | -16,842 | 0.19% | -$23.02K |
| FED HM LN PC POOL QG8791 FR 08/53 FIXED 5 | 565,764 | 563,524 | -2,241 | 0.17% | -$8.34K |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A | 567,553 | 476,777 | -90,776 | 0.17% | -$114.90K |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R1 M4 | 597,817 | 550,584 | -47,233 | 0.17% | -$47.28K |
| FHMS KSG1 X1 | 13,618,016 | 13,570,478 | -47,539 | 0.17% | -$35.40K |
| LPSLT 2021-2GS A 3/48 | 693,212 | 676,794 | -16,418 | 0.17% | -$31.32K |
| Hertz Vehicle Financing LLC, Series 2023-1A, Class A | 1,000,000 | 500,000 | -500,000 | 0.16% | -$502.41K |
| FNMA POOL BY4733 FN 06/53 FIXED 5 | 479,165 | 472,177 | -6,988 | 0.15% | -$11.85K |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A | 656,407 | 457,764 | -198,643 | 0.14% | -$201.85K |
| SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A | 468,299 | 463,965 | -4,334 | 0.14% | -$5.13K |
| GNMA II POOL BE4276 G2 06/48 FIXED 4 | 480,438 | 476,984 | -3,454 | 0.14% | -$6.96K |
| FNMA POOL BX9727 FN 04/53 FIXED 5 | 429,235 | 427,525 | -1,710 | 0.13% | -$6.07K |
| FN MA3029 | 459,926 | 431,035 | -28,891 | 0.13% | -$30.59K |
| GNMA II POOL BP1523 G2 08/49 FIXED 3.5 | 445,121 | 424,538 | -20,582 | 0.12% | -$15.88K |
| FED HM LN PC POOL QG6858 FR 07/53 FIXED 5 | 367,801 | 364,518 | -3,284 | 0.11% | -$7.15K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 435,660 | 327,826 | -107,835 | 0.10% | -$107.81K |
| FED HM LN PC POOL Q56466 FG 06/48 FIXED 4 | 338,518 | 327,298 | -11,220 | 0.10% | -$13.95K |
| FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A | 362,216 | 301,201 | -61,015 | 0.10% | -$61.49K |
| FN CA0241 | 323,216 | 314,277 | -8,939 | 0.09% | -$11.37K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A | 430,036 | 299,143 | -130,893 | 0.09% | -$130.37K |
| FN MA2871 | 303,876 | 284,427 | -19,449 | 0.09% | -$20.50K |
| FN MA5071 | 266,712 | 259,401 | -7,312 | 0.08% | -$10.01K |
| GNMA II POOL BO7890 G2 07/49 FIXED 3.5 | 278,138 | 276,309 | -1,830 | 0.08% | $309 |
| Freddie Mac REMICS | 266,463 | 254,807 | -11,656 | 0.08% | -$11.69K |
| SERVICE EXPERTS ISSUER SE 2021 1A A 144A | 309,255 | 251,320 | -57,934 | 0.08% | -$57.63K |
| ARES EURO CLO ARESE 14A AR 144A | 280,183 | 204,231 | -75,952 | 0.07% | -$93.40K |
| EUROSAIL PLC ESAIL 2007 4X A3 REGS | 197,405 | 165,854 | -31,551 | 0.07% | -$46.86K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG | 226,054 | 203,247 | -22,807 | 0.06% | -$22.75K |
| GNMA II POOL BM1356 G2 07/49 FIXED 3.5 | 221,224 | 218,470 | -2,754 | 0.06% | -$958 |
| Government National Mortgage Association REMICS | 203,284 | 195,763 | -7,521 | 0.06% | -$7.65K |
| FREMF 2.875% Due 04/25/2026 | 755,858 | 177,046 | -578,812 | 0.06% | -$575.66K |
| GNMA II POOL BM8966 G2 06/49 FIXED 3.5 | 192,043 | 187,328 | -4,715 | 0.05% | -$3.01K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB | 202,867 | 151,738 | -51,129 | 0.05% | -$51.27K |
| GNMA II POOL BM1355 G2 07/49 FIXED 3.5 | 153,502 | 152,402 | -1,101 | 0.04% | $81 |
| FED HM LN PC POOL QG2351 FR 05/53 FIXED 5 | 142,132 | 136,699 | -5,433 | 0.04% | -$6.85K |
| FNMA POOL BK8838 FN 08/48 FIXED 4 | 138,416 | 134,223 | -4,193 | 0.04% | -$5.44K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE | 133,442 | 116,824 | -16,617 | 0.04% | -$16.61K |
| Government National Mortgage Association | 130,950 | 110,159 | -20,791 | 0.03% | -$20.91K |
| GNMA II POOL BM9250 G2 05/49 FIXED 3.5 | 112,765 | 112,025 | -740 | 0.03% | $125 |
| FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A | 158,268 | 94,447 | -63,822 | 0.03% | -$64.25K |
| Government National Mortgage Association | 129,268 | 90,873 | -38,395 | 0.03% | -$38.49K |
| FREDDIEMAC STRIP FHS 332 V1 | 89,303 | 86,258 | -3,045 | 0.03% | -$5.11K |
| Government National Mortgage Association | 97,401 | 85,805 | -11,597 | 0.03% | -$11.64K |
| FNMA POOL BY5837 FN 07/53 FIXED 5 | 72,858 | 69,768 | -3,089 | 0.02% | -$3.83K |
| 317UAHOA6 PIMCO SWAPTION 3.757 PUT USD 2026091 | 40,800,000 | 30,800,000 | -10,000,000 | 0.02% | $47.14K |
| Government National Mortgage Association | 70,713 | 60,300 | -10,412 | 0.02% | -$10.44K |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2003 B 2A2 | 52,800 | 51,677 | -1,123 | 0.02% | -$837 |
| FNMA POOL AB3968 FN 12/26 FIXED 3 | 74,437 | 49,628 | -24,809 | 0.02% | -$24.61K |
| First Horizon Alternative Mortgage Securities Trust 2004-AA6 | 41,033 | 39,769 | -1,264 | 0.01% | -$970 |
| FANNIE MAE FNR 2010 78 PE | 37,526 | 35,461 | -2,065 | 0.01% | -$2.80K |
| Federal National Mortgage Association REMICS | 33,366 | 32,834 | -532 | 0.01% | -$1.02K |
| STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 31,025 | 29,616 | -1,409 | 0.01% | -$1.30K |
| Bank of America Corporation | 36,417 | 31,926 | -4,491 | 0.01% | -$3.51K |
| Freddie Mac Structured Pass-Through Certificates | 27,182 | 26,558 | -625 | 0.01% | -$980 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A | 29,738 | 24,748 | -4,990 | 0.01% | -$4.99K |
| COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1 | 22,855 | 22,592 | -263 | 0.01% | -$182 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 22,044 | 21,632 | -412 | 0.01% | -$375 |
| FANNIEMAE WHOLE LOAN FNW 2003 W6 F | 19,137 | 18,355 | -782 | 0.01% | -$777 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-19, Class 2A1 | 19,636 | 19,324 | -313 | 0.01% | -$221 |
| FREDDIE MAC FHR 3376 FD | 16,513 | 16,039 | -474 | 0.01% | -$480 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL | 19,202 | 14,923 | -4,279 | 0.00% | -$4.29K |
| Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5 | 15,474 | 14,823 | -651 | 0.00% | -$631 |
| CMLTI 2008-RR1 A1A1 | 17,032 | 16,261 | -771 | 0.00% | -$711 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FM | 16,565 | 13,686 | -2,879 | 0.00% | -$2.88K |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A | 13,793 | 13,233 | -560 | 0.00% | -$529 |
| Government National Mortgage Association | 16,759 | 12,779 | -3,980 | 0.00% | -$3.98K |
| FNMA POOL 255884 FN 08/35 FLOATING VAR | 12,279 | 12,044 | -234 | 0.00% | -$280 |
| GSR Mortgage Loan Trust, Series 2005-AR7, Class 6A1 | 12,156 | 12,005 | -152 | 0.00% | -$46 |
| Government National Mortgage Association | 17,999 | 10,475 | -7,525 | 0.00% | -$7.53K |
| GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 10,049 | 9,860 | -188 | 0.00% | -$125 |
| Bear Stearns ALT-A Trust, Series 2005-4, Class 23A1 | 10,348 | 9,653 | -696 | 0.00% | -$597 |
| JP Morgan Mortgage Trust, Series 2005-S3, Class 1A2 | 20,794 | 20,766 | -29 | 0.00% | -$94 |
| FNMA POOL AJ8540 FN 01/27 FIXED 3 | 11,948 | 8,735 | -3,213 | 0.00% | -$3.18K |
| Freddie Mac Structured Pass-Through Certificates | 8,932 | 8,653 | -279 | 0.00% | -$257 |
| Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2A | 38,647 | 38,498 | -149 | 0.00% | -$120 |
| FNMA POOL 679708 FN 09/41 FLOATING VAR | 8,272 | 7,717 | -555 | 0.00% | -$562 |
| CWMBS, Inc. | 7,740 | 7,607 | -134 | 0.00% | -$80 |
| Freddie Mac Non Gold Pool | 7,130 | 6,895 | -235 | 0.00% | -$267 |
| BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 G 2A7 | 8,910 | 6,779 | -2,131 | 0.00% | -$2.10K |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 6,753 | 6,558 | -195 | 0.00% | -$162 |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR8 SER 2005-AR8 CL A1A V/R REGD 4.62876000 | 6,051 | 5,875 | -175 | 0.00% | -$152 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1 | 3,687 | 3,559 | -128 | 0.00% | -$117 |
| Massachusetts Educational Financing Authority, Series 2008-1, Class A1 | 3,724 | 3,480 | -244 | 0.00% | -$254 |
| GSR MORTGAGE LOAN TRUST GSR 2004 7 1A1 | 3,627 | 3,579 | -48 | 0.00% | -$24 |
| FED HM LN PC POOL 1L0174 FH 08/35 FLOATING VAR | 3,192 | 3,037 | -154 | 0.00% | -$170 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A2FP | 7,696 | 7,654 | -42 | 0.00% | -$49 |
| Fannie Mae REMICS | 3,188 | 3,117 | -71 | 0.00% | -$87 |
| Bear Stearns ALT-A Trust, Series 2005-7, Class 22A1 | 5,219 | 5,053 | -167 | 0.00% | -$142 |
| FNMA POOL 654952 FN 07/42 FLOATING VAR | 2,604 | 2,509 | -96 | 0.00% | -$96 |
| FED HM LN PC POOL J17884 FG 01/27 FIXED 3 | 3,476 | 2,499 | -977 | 0.00% | -$968 |
| BSARM 2003-8 2A1 | 2,576 | 2,518 | -59 | 0.00% | -$48 |
| GNMA II POOL 080409 G2 05/30 FLOATING VAR | 2,525 | 2,398 | -127 | 0.00% | -$135 |
| Government National Mortgage Association | 2,360 | 2,269 | -91 | 0.00% | -$100 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A | 2,364 | 2,309 | -54 | 0.00% | -$45 |
| FANNIE MAE FNR 2013 31 HI | 100,243 | 85,657 | -14,587 | 0.00% | -$780 |
| FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 | 2,084 | 1,981 | -103 | 0.00% | -$129 |
| FED HM LN PC POOL 1G1727 FH 07/35 FLOATING VAR | 1,828 | 1,788 | -40 | 0.00% | -$48 |
| FNMA POOL 844532 FN 11/35 FLOATING VAR | 2,140 | 1,788 | -351 | 0.00% | -$359 |
| Structured Asset Mortgage Investments II Trust, Series 2005-AR5, Class A2 | 1,956 | 1,836 | -120 | 0.00% | -$168 |
| FED HM LN PC POOL A14613 FG 10/33 FIXED 5 | 1,739 | 1,689 | -51 | 0.00% | -$62 |
| FNR 2005-84 XM 5.75 10/35 | 1,666 | 1,526 | -139 | 0.00% | -$157 |
| FNMA POOL 799940 FN 11/34 FLOATING VAR | 1,438 | 1,407 | -30 | 0.00% | -$35 |
| Citigroup Mortgage Loan Trust, Series 2005-11, Class A2A | 1,385 | 1,358 | -27 | 0.00% | -$28 |
| GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 1A1 | 3,440 | 2,562 | -879 | 0.00% | -$1.52K |
| Government National Mortgage Association | 1,950 | 1,225 | -726 | 0.00% | -$728 |
| FNMA POOL 128776 FN 02/31 FLOATING VAR | 895 | 844 | -52 | 0.00% | -$52 |
| CWMBS, Inc. | 1,140 | 734 | -407 | 0.00% | -$404 |
| GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A | 1,554 | 1,543 | -12 | 0.00% | -$11 |
| FNMA POOL 303742 FN 08/29 FLOATING VAR | 735 | 545 | -190 | 0.00% | -$188 |
| FNMA POOL 815195 FN 05/35 FLOATING VAR | 520 | 511 | -10 | 0.00% | -$11 |
| GNMA II POOL 080086 G2 06/27 FLOATING VAR | 675 | 512 | -163 | 0.00% | -$165 |
| Citigroup Mortgage Loan Trust, Series 2005-11, Class A1A | 472 | 459 | -13 | 0.00% | -$13 |
| Prime Mortgage Trust, Series 2004-CL1, Class 1A2 | 435 | 418 | -17 | 0.00% | -$18 |
| FNMA POOL 918103 FN 05/37 FIXED 6 | 331 | 326 | -6 | 0.00% | -$9 |
| FNMA POOL 735813 FN 07/35 FLOATING VAR | 318 | 298 | -20 | 0.00% | -$21 |
| FNMA POOL 813586 FN 03/35 FLOATING VAR | 233 | 229 | -5 | 0.00% | -$6 |
| Freddie Mac REMICS | 4 | 4 | -0 | 0.00% | -$0 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PROJECT CASHMERE CLASS A1 144A | 5,100,000 | 5,100,000 | 0 | 1.10% | $115.26K |
| BSREP Commercial Mortgage Trust 2021-DC | 3,152,845 | 3,152,845 | 0 | 0.94% | $7.50K |
| VASA TRUST VASA 2021 VASA A 144A | 2,900,000 | 2,900,000 | 0 | 0.89% | -$14.06K |
| WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2 | 2,500,000 | 2,500,000 | 0 | 0.78% | $13.80K |
| DROP Mortgage Trust 2021-FILE | 2,200,000 | 2,200,000 | 0 | 0.69% | $47.34K |
| Norinchukin Bank/The | 2,200,000 | 2,200,000 | 0 | 0.68% | $11.86K |
| JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-NYAH, Class A | 2,200,000 | 2,200,000 | 0 | 0.67% | -$12.98K |
| BBCCRE Trust, Series 2015-GTP, Class A | 2,200,000 | 2,200,000 | 0 | 0.64% | $4.22K |
| PACIFIC LIFE GF | 1,900,000 | 1,900,000 | 0 | 0.60% | $11.73K |
| FREMF 2.939% 04/25/2029 | 1,900,000 | 1,900,000 | 0 | 0.57% | -$10.40K |
| EQUITABLE FINANC | 1,700,000 | 1,700,000 | 0 | 0.53% | $9.87K |
| FREDDIE MAC NOTES 10/26 0.8 | 1,700,000 | 1,700,000 | 0 | 0.52% | $9.11K |
| SUMMT 2022-BVUE A | 1,800,000 | 1,800,000 | 0 | 0.51% | -$3.44K |
| KEB HANA BANK 144A LIFE SR UNSEC 5.375% 04-23-27 | 1,500,000 | 1,500,000 | 0 | 0.48% | -$9.34K |
| ENEL FINANCE INTL NV STEP 07/12/2026 144A | 1,500,000 | 1,500,000 | 0 | 0.47% | $7.46K |
| JPMORGAN CHASE | 1,300,000 | 1,300,000 | 0 | 0.41% | -$10.10K |
| CTP NV SR UNSECURED REGS 09/26 0.625 | 1,100,000 | 1,100,000 | 0 | 0.39% | -$18.81K |
| TORONTO DOM BANK | 1,200,000 | 1,200,000 | 0 | 0.38% | -$6.77K |
| HARVEST CLO HARVT 16A AR3 144A | 1,000,000 | 1,000,000 | 0 | 0.36% | -$20.10K |
| MSC 2021-230P A | 1,100,000 | 1,100,000 | 0 | 0.33% | $5.34K |
| CDEP 5.875 04/30/29 144A | 1,000,000 | 1,000,000 | 0 | 0.33% | -$11.40K |
| ARBOUR CLO ARBR 7A AR 144A | 900,000 | 900,000 | 0 | 0.33% | -$17.87K |
| GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A | 900,000 | 900,000 | 0 | 0.33% | -$17.44K |
| Hertz Vehicle Financing LLC, Series 2023-2A, Class A | 1,000,000 | 1,000,000 | 0 | 0.32% | -$8.23K |
| JPM V6.07 10/22/27 | 1,000,000 | 1,000,000 | 0 | 0.32% | -$6.37K |
| AES CORP/THE | 1,000,000 | 1,000,000 | 0 | 0.32% | -$14.15K |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.31% | -$418 |
| Ocean Trails Clo X | 1,000,000 | 1,000,000 | 0 | 0.31% | -$800 |
| AMERICAN EXPRESS | 1,000,000 | 1,000,000 | 0 | 0.31% | -$3.86K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A | 1,000,000 | 1,000,000 | 0 | 0.31% | $301 |
| CALIFORNIA ST HLTH FACS FING A CASMED 06/26 FIXED 1.168 | 1,000,000 | 1,000,000 | 0 | 0.31% | $5.49K |
| BPCE SA REGD V/R 144A P/P 6.61200000 | 800,000 | 800,000 | 0 | 0.25% | -$6.37K |
| MORGAN STANLEY B | 800,000 | 800,000 | 0 | 0.25% | -$6.18K |
| GOLDMAN SACHS GP | 800,000 | 800,000 | 0 | 0.25% | -$5.23K |
| MS F 04/13/28 MTN | 800,000 | 800,000 | 0 | 0.25% | -$493 |
| GS F 05/21/27 | 800,000 | 800,000 | 0 | 0.25% | -$1.09K |
| RFR USD SOFR/2.00000 12/21/22-10Y CME | 1 | 1 | 0 | 0.24% | $50.91K |
| SNAM SPA SR UNSECURED 144A 05/30 5 | 700,000 | 700,000 | 0 | 0.22% | -$6.88K |
| BANK OF AMER CRP | 700,000 | 700,000 | 0 | 0.22% | -$6.27K |
| JSW HYDRO ENERGY LT REGD REG S 4.12500000 | 764,500 | 764,500 | 0 | 0.22% | -$11.64K |
| Guggenheim CLO Ltd., Series 2022-2A, Class A1R | 700,000 | 700,000 | 0 | 0.22% | $1.11K |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 700,000 | 700,000 | 0 | 0.22% | $50 |
| ATHENE GLOBAL FUNDING SECURED REGS 02/27 VAR | 600,000 | 600,000 | 0 | 0.22% | -$14.26K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 08/28 5.05 | 670,000 | 670,000 | 0 | 0.21% | -$8.04K |
| NY NYCMFH 1.02 05/01/2026 | 650,000 | 650,000 | 0 | 0.20% | $4.05K |
| BSST MORTGAGE TRUST BSST 2021 1818 A 144A | 700,000 | 700,000 | 0 | 0.20% | $37.77K |
| Norinchukin Bank/The | 600,000 | 600,000 | 0 | 0.19% | -$5.23K |
| DEUTSCHE BANK NY | 600,000 | 600,000 | 0 | 0.19% | -$6.48K |
| CITIBANK NA | 600,000 | 600,000 | 0 | 0.19% | -$2.41K |
| CORDATUS CLO PLC CORDA 30A AR 144A | 500,000 | 500,000 | 0 | 0.18% | -$10.53K |
| RPLDCI 6.581 05/30/49 144A | 530,000 | 530,000 | 0 | 0.17% | -$15.09K |
| Norinchukin Bank/The | 500,000 | 500,000 | 0 | 0.16% | -$4.22K |
| RABOBK Float 08/28/26 | 500,000 | 500,000 | 0 | 0.16% | -$773 |
| DENSO CORP SR UNSECURED 144A 09/29 4.42 | 500,000 | 500,000 | 0 | 0.16% | -$4.60K |
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75 | 430,000 | 430,000 | 0 | 0.14% | -$3.82K |
| Sumitomo Mitsui Trust Bank Ltd. | 400,000 | 400,000 | 0 | 0.13% | -$4.52K |
| Banque Federative du Credit Mutuel SA | 400,000 | 400,000 | 0 | 0.13% | -$3.84K |
| KOREA HOUSING FINANCE CO SR UNSECURED 144A 08/27 4.875 | 400,000 | 400,000 | 0 | 0.13% | -$2.50K |
| Santander UK Group Holdings PLC | 300,000 | 300,000 | 0 | 0.09% | $217 |
| NBN Company, Ltd. | 300,000 | 300,000 | 0 | 0.09% | -$566 |
| GLOBAL PAY INC | 300,000 | 300,000 | 0 | 0.09% | -$3.45K |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE B 144A | 300,000 | 300,000 | 0 | 0.08% | $3.29K |
| NEW YORK CITY NY HSG DEV CORP NYCMFH 11/26 FIXED 1.123 | 250,000 | 250,000 | 0 | 0.08% | $1.03K |
| NTT FINANCE CORP SR UNSECURED 144A 07/27 4.567 | 200,000 | 200,000 | 0 | 0.06% | -$1.30K |
| TOYOTA MTR CRED | 200,000 | 200,000 | 0 | 0.06% | -$595 |
| HAT Holdings I LLC / HAT Holdings II LLC | 183,000 | 183,000 | 0 | 0.06% | $495 |
| RFR JPY MUTK/1.00000 03/18/26-2Y LCH | 1 | 1 | 0 | 0.04% | $71.62K |
| Structured Asset Mortgage Investments II Trust 2007-AR2 | 34,123 | 34,123 | 0 | 0.00% | $236 |
| RFR USD SOFR/3.24800 09/18/24-10Y LCH | 2 | 2 | 0 | 0.00% | $1.81K |
| RFR USD SOFR/3.75000 12/17/25-20Y LCH | 1 | 1 | 0 | 0.00% | -$18 |
| RFR USD SOFR/3.28000 09/16/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.21K |
| RFR USD SOFR/3.64300 08/28/24-10Y LCH | 3 | 3 | 0 | 0.00% | $2.17K |
| RFR USD SOFR/3.41000 09/05/24-10Y LCH | 2 | 2 | 0 | 0.00% | $1.21K |
| IRS EUR 2.40000 02/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $2.21K |
| RFR USD SOFR/3.75000 12/17/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.61K |
| RFR USD SOFR/3.71500 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | $1.21K |
| RFR USD SOFR/3.52500 09/04/24-10Y LCH | 1 | 1 | 0 | 0.00% | $602 |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$1.64K |
| IRS EUR 2.68000 08/07/24-10Y LCH | 1 | 1 | 0 | 0.00% | -$141 |
| IRS EUR 2.40000 04/09/25-5Y LCH | 1 | 1 | 0 | 0.00% | $2.85K |
| IRS EUR 2.30000 09/25/24-5Y LCH | 1 | 1 | 0 | 0.00% | $189 |
| 317UAI6A4 PIMCO SWAPTION 3.757 PUT USD 2026091 | 100,000 | 100,000 | 0 | 0.00% | $170 |
| GOLDMAN SACHS GROUP INC SNR S* ICE | 1 | 1 | 0 | 0.00% | -$194 |
| BSARM 2002-11 1A1 | 8 | 8 | 0 | 0.00% | -$0 |
| RFR USD SOFR/3.85000 08/05/24-10Y LCH | 1 | 1 | 0 | 0.00% | $601 |
| RFR USD SOFR/3.90500 03/12/25-10Y LCH | 1 | 1 | 0 | 0.00% | $254 |
| RFR USD SOFR/4.00000 02/26/25-10Y LCH | 1 | 1 | 0 | 0.00% | $161 |
| IRS EUR 2.65000 08/14/24-5Y LCH | 1 | 1 | 0 | 0.00% | $45 |
| RFR USD SOFR/3.88400 03/25/25-10Y LCH | 1 | 1 | 0 | 0.00% | $510 |
| RFR USD SOFR/3.89900 03/11/25-10Y LCH | 1 | 1 | 0 | 0.00% | $492 |
| RFR USD SOFR/3.90750 03/04/25-10Y LCH | 1 | 1 | 0 | 0.00% | $486 |
| RFR USD SOFR/3.87400 03/05/25-10Y LCH | 2 | 2 | 0 | 0.00% | $841 |
| IRS EUR 2.70000 08/13/24-5Y LCH | 1 | 1 | 0 | 0.00% | $117 |
| RFR USD SOFR/3.93000 03/24/25-10Y LCH | 1 | 1 | 0 | 0.00% | $895 |
| RFR USD SOFR/3.97500 03/21/25-10Y LCH | 1 | 1 | 0 | 0.00% | $1.02K |
| RFR USD SOFR/3.84200 03/04/25-5Y LCH | 1 | 1 | 0 | 0.00% | $1.36K |
| RFR GBP SONIO/3.93000 01/06/25-10Y LCH | 1 | 1 | 0 | 0.00% | -$3.88K |
| RFR USD SOFR/3.83400 03/01/24-7Y* LCH | 8 | 8 | 0 | 0.00% | $21.82K |
| RFR USD SOFR/3.75000 12/18/24-5Y LCH | 1 | 1 | 0 | -0.01% | $26.53K |
| RFR USD SOFR/2.15000 06/15/22-5Y LCH | 1 | 1 | 0 | -0.08% | -$36.49K |
| IRS AUD 4.50000 06/18/25-10Y LCH | 1 | 1 | 0 | -0.08% | -$121.31K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.