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 |
|---|---|---|---|---|---|
| Government National Mortgage Association, TBA | 0 | 73,300,000 | 73,300,000 | 4.48% | $73.63M |
| RFR USD SOFR/3.00000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.84% | $13.75M |
| Low Su Gasoil G May26 | 0 | 198 | 198 | 0.68% | $11.19M |
| IRS HUF 6.11000 12/30/25-5Y CME | 0 | 1 | 1 | 0.60% | $9.81M |
| FORD MOTOR CRED | 0 | 9,200,000 | 9,200,000 | 0.56% | $9.16M |
| IRS ZAR 6.52200 01/29/26-5Y CME | 0 | 1 | 1 | 0.52% | $8.55M |
| U.S. Treasury Bills | 0 | 8,100,000 | 8,100,000 | 0.49% | $8.03M |
| United States Treasury Bill | 0 | 8,060,000 | 8,060,000 | 0.49% | $8.00M |
| IRS PLN 3.75000 06/17/26-5Y CME | 0 | 1 | 1 | 0.48% | $7.82M |
| RFR GBP SONIO/4.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.43% | $7.00M |
| POLARIS PLRS 2026 1A A 144A | 0 | 5,199,908 | 5,199,908 | 0.42% | $6.87M |
| FNCI 5 4/21 | 0 | 6,700,000 | 6,700,000 | 0.41% | $6.75M |
| ENEL FINANCE INTL NV STEP 07/12/2026 144A | 0 | 6,600,000 | 6,600,000 | 0.40% | $6.55M |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A | 0 | 5,600,000 | 5,600,000 | 0.39% | $6.47M |
| Enterprise Fleet Financing LLC, Series 2026-1, Class A2 | 0 | 5,700,000 | 5,700,000 | 0.35% | $5.69M |
| IRS EUR 2.25000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.34% | $5.67M |
| Palmer Square Loan Funding Ltd., Series 2024-2A, Class A1R | 0 | 5,600,000 | 5,600,000 | 0.34% | $5.59M |
| OIS CAD CAONREPO/3.2500 09/16/26-30Y LCH | 0 | 1 | 1 | 0.34% | $5.56M |
| LME PRI ALUM FUTR MAY26 XLME 20260518 | 0 | 676 | 676 | 0.33% | $5.49M |
| ICG EURO CLO ICGE 2023 2A A1R 144A | 0 | 4,700,000 | 4,700,000 | 0.33% | $5.43M |
| BOSPHORUS CLO BOPHO 9A AR 144A | 0 | 4,400,000 | 4,400,000 | 0.31% | $5.09M |
| BRENT CRUDE FUTR JUN26 IFEU 20260430 | 0 | 131 | 131 | 0.29% | $4.76M |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD PSTAT 2024-3A A1R | 0 | 4,400,000 | 4,400,000 | 0.27% | $4.40M |
| Trimaran Cavu 2021-2 Ltd | 0 | 4,200,000 | 4,200,000 | 0.26% | $4.20M |
| HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/28 VAR | 0 | 3,840,000 | 3,840,000 | 0.23% | $3.82M |
| ZCS BRL 12.975 02/11/26-01/02/31 CME | 0 | 1 | 1 | 0.20% | $3.30M |
| U.S. Treasury Bill | 0 | 3,201,000 | 3,201,000 | 0.19% | $3.17M |
| IRS AUD 4.25000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.18% | $2.98M |
| U.S. Treasury Bills | 0 | 2,908,000 | 2,908,000 | 0.18% | $2.90M |
| U.S. Treasury Bills | 0 | 2,749,000 | 2,749,000 | 0.17% | $2.72M |
| United States Treasury Bill | 0 | 2,600,000 | 2,600,000 | 0.16% | $2.59M |
| OIS INR MIBOR/6.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.15% | $2.42M |
| Boyce Park Clo Ltd | 0 | 2,400,000 | 2,400,000 | 0.15% | $2.40M |
| IRS CZK 4.00000 06/17/26-10Y CME | 0 | 1 | 1 | 0.13% | $2.12M |
| FORD MOTOR CRED | 0 | 1,845,000 | 1,845,000 | 0.11% | $1.86M |
| OIS ILS SHIRON/3.25000 06/17/26-5Y LCH | 0 | 1 | 1 | 0.11% | $1.74M |
| FORD MOTOR CRED | 0 | 1,300,000 | 1,300,000 | 0.08% | $1.30M |
| IRS HUF 5.75000 06/17/26-5Y CME | 0 | 1 | 1 | 0.08% | $1.29M |
| LME Lead Future | 0 | -720 | -720 | 0.07% | $1.15M |
| OIS CAD CAONREPO/2.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.07% | $1.08M |
| Palmer Square Loan Funding 2024-1 Ltd | 0 | 1,000,000 | 1,000,000 | 0.06% | $999.84K |
| U.S. Treasury Bills | 0 | 1,000,000 | 1,000,000 | 0.06% | $998.49K |
| OIS CAD CAONREPO/2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.05% | $858.71K |
| OIS MXN TIIE1/8.25000 03/18/26-10Y* CME | 0 | 1 | 1 | 0.05% | $848.85K |
| RFR JPY MUTK/2.00000 09/16/26-10Y LCH | 0 | 1 | 1 | 0.05% | $802.69K |
| UST BILLS 0% 05/14/2026 | 0 | 700,000 | 700,000 | 0.04% | $696.96K |
| U.S. Treasury Bills | 0 | 700,000 | 700,000 | 0.04% | $692.12K |
| IRS KRW 3.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.04% | $650.17K |
| Short-Term Euro-BTP | 0 | -1,007 | -1,007 | 0.04% | $626.65K |
| U.S. Treasury Bills | 0 | 602,000 | 602,000 | 0.04% | $598.66K |
| U.S. Treasury Bills | 0 | 600,000 | 600,000 | 0.04% | $597.82K |
| U.S. Treasury Bills | 0 | 600,000 | 600,000 | 0.04% | $596.98K |
| FORD MOTOR CRED | 0 | 600,000 | 600,000 | 0.04% | $592.41K |
| RFR JPY MUTK/2.75000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.03% | $505.75K |
| U.S. Treasury Bills | 0 | 500,000 | 500,000 | 0.03% | $498.54K |
| OIS COP IBR/10.67000 03/18/26-5Y CME | 0 | 1 | 1 | 0.03% | $488.45K |
| RFR USD SOFR/3.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.03% | $427.53K |
| DAX Futures(FDAX) Index Fut | 0 | -12 | -12 | 0.02% | $315.70K |
| Total Return Swap | 0 | 1,263 | 1,263 | 0.02% | $303.29K |
| SGX IODEX Iron Ore | 0 | -2,158 | -2,158 | 0.02% | $293.91K |
| MILL WHEAT EURO May26 | 0 | 2,319 | 2,319 | 0.02% | $292.09K |
| IRS TWD 2.25000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.02% | $284.94K |
| RFR GBP SONIO/3.50000 09/16/26-2Y LCH | 0 | 1 | 1 | 0.02% | $258.54K |
| COCOA FUTURE - IC MAY26 QCK6 | 0 | -159 | -159 | 0.01% | $245.47K |
| 3 Month Euro Euribor Future | 0 | -1,359 | -1,359 | 0.01% | $212.97K |
| FORD MOTOR CRED | 0 | 200,000 | 200,000 | 0.01% | $201.52K |
| U.S. Treasury Bills | 0 | 200,000 | 200,000 | 0.01% | $199.03K |
| IRS CNY 1.50000 09/16/26-5Y LCH | 0 | 1 | 1 | 0.01% | $192.24K |
| IRS CLP 5.19000 06/17/26-5Y CME | 0 | 2 | 2 | 0.01% | $171.92K |
| EURO-BTP (ITALY GOVT) JUN 26 | 0 | -246 | -246 | 0.01% | $131.36K |
| LME NICKEL FUTURE MAY26 XLME 20260518 | 0 | 266 | 266 | 0.01% | $118.24K |
| IBEX 35 INDX FUTR Apr26 | 0 | 107 | 107 | 0.01% | $107.62K |
| MSCI Singapore Index | 0 | 1,215 | 1,215 | 0.01% | $106.31K |
| U.S. Treasury Bills | 0 | 100,000 | 100,000 | 0.01% | $99.78K |
| CAC 40 Index Future, Apr 2026 | 0 | -64 | -64 | 0.01% | $87.11K |
| FTSE 2026, MIB Index Future Jun | 0 | 63 | 63 | 0.01% | $86.22K |
| ICE RTD MONTH COA Sep26 | 0 | 35 | 35 | 0.00% | $60.89K |
| UK Natural Gas FutMay26 | 0 | 155 | 155 | 0.00% | $60.69K |
| Nikkei 225 Index | 0 | -6 | -6 | 0.00% | $36.90K |
| WHITE SUGAR (ICE) FUT AUG26 QWQ6 | 0 | -152 | -152 | 0.00% | $30.92K |
| ICE RTD MONTH COA Aug26 | 0 | 35 | 35 | 0.00% | $10.14K |
| IRS EUR 3.00000 09/16/26-30Y LCH | 0 | 1 | 1 | 0.00% | $5.04K |
| IRS CLP 5.06000 03/18/26-5Y CME | 0 | 1 | 1 | 0.00% | $762 |
| EURO-OAT FUTURE JUN26 | 0 | -70 | -70 | 0.00% | -$25.45K |
| Three Month SONIA Index Futures | 0 | -498 | -498 | 0.00% | -$48.91K |
| ICE RTD MONTH COA Jul26 | 0 | 35 | 35 | 0.00% | -$54.61K |
| EURO STOXX 50 Volatility Index | 0 | 333 | 333 | 0.00% | -$56.56K |
| Robusta Coffee Future 10-Tonne | 0 | -129 | -129 | 0.00% | -$72.16K |
| FTSE 100 Index | 0 | -26 | -26 | 0.00% | -$73.91K |
| SGX FTSE China A50 Index | 0 | 3,733 | 3,733 | -0.01% | -$84.68K |
| OIS THB THORON/1.25000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.01% | -$93.81K |
| FTSE/JSE TOP 40 Jun26 | 0 | 457 | 457 | -0.01% | -$138.78K |
| EURO STOXX BANK Jun26 | 0 | 1,281 | 1,281 | -0.01% | -$179.70K |
| OIS MXN TIIE1/7.54500 03/18/26-5Y* CME | 0 | 4 | 4 | -0.02% | -$289.85K |
| Phelix De Base Electricity | 0 | 44 | 44 | -0.02% | -$357.64K |
| TTF NAT GAS F JUL26 NDEX 20260629 | 0 | 135 | 135 | -0.02% | -$366.65K |
| OIS COP IBR/11.72000 06/17/26-5Y CME | 0 | 1 | 1 | -0.03% | -$497.22K |
| IRS AUD 5.00000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.03% | -$538.38K |
| RFR GBP SONIO/4.50000 09/16/26-30Y LCH | 0 | 1 | 1 | -0.03% | -$544.23K |
| LME ZINC FUTURE MAY26 XLME 20260518 | 0 | -6 | -6 | -0.03% | -$570.96K |
| IRS EUR 2.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.04% | -$698.51K |
| LME ZINC ($) | 0 | 0 | 0 | -0.04% | -$707.26K |
| FNCL 5.5 4/26 | 0 | -800,000 | -800,000 | -0.05% | -$803.81K |
| OMX Stockholm 30 Index Price Return Cash Settled Monthly Future SEK,Dec-2030,Composite | 0 | 1,430 | 1,430 | -0.05% | -$843.73K |
| IRS HKD 2.75000 09/16/26-5Y LCH | 0 | 1 | 1 | -0.06% | -$1.01M |
| CDX HY46 5Y ICE | 0 | 1 | 1 | -0.06% | -$1.03M |
| RFR USD SOFR/4.00000 09/16/26-30Y LCH | 0 | 1 | 1 | -0.08% | -$1.24M |
| OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH | 0 | 2 | 2 | -0.09% | -$1.47M |
| RFR USD SOFR/3.75000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.11% | -$1.77M |
| SGX FTSE Taiwan Index | 0 | 337 | 337 | -0.12% | -$2.04M |
| OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH | 0 | 1 | 1 | -0.25% | -$4.13M |
| CDX IG46 5Y ICE | 0 | 1 | 1 | -0.35% | -$5.77M |
| Uniform Mortgage-Backed Security, TBA | 0 | -28,400,000 | -28,400,000 | -1.73% | -$28.49M |
| FNCL 6 6/24 | 0 | -54,100,000 | -54,100,000 | -3.35% | -$55.07M |
| Uniform Mortgage-Backed Security, TBA | 0 | -63,600,000 | -63,600,000 | -3.89% | -$64.01M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| TBA GNMA 30 YR 5.50000000 | 107,100,000 | 0 | -107,100,000 | 0.00% | -$108.07M |
| Uniform Mortgage-Backed Security, TBA | 104,500,000 | 0 | -104,500,000 | 0.00% | -$107.25M |
| Uniform Mortgage-Backed Security, TBA | 48,100,000 | 0 | -48,100,000 | 0.00% | -$48.70M |
| FNCL 5.5 3/25 | 38,600,000 | 0 | -38,600,000 | 0.00% | -$39.09M |
| G2SF 5.5 1/25 | 33,400,000 | 0 | -33,400,000 | 0.00% | -$33.73M |
| Uniform Mortgage-Backed Security, TBA | 14,000,000 | 0 | -14,000,000 | 0.00% | -$14.18M |
| OIS COP IBR/8.79000 09/17/25-5Y CME | 2 | 0 | -2 | 0.00% | -$8.30M |
| RFR JPY MUTK/2.50000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$7.74M |
| SWOP CDX IG45 (V1 ONLY) 5Y SP | 1 | 0 | -1 | 0.00% | -$6.86M |
| IRS EUR 3.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$6.64M |
| IRS AUD 3.25000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$4.60M |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR | 3,522,000 | 0 | -3,522,000 | 0.00% | -$3.53M |
| U.S. Treasury Bills | 3,426,000 | 0 | -3,426,000 | 0.00% | -$3.41M |
| RFR USD SOFR/4.00000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | -$3.01M |
| BOEING CO | 2,775,000 | 0 | -2,775,000 | 0.00% | -$2.77M |
| RFR USD SOFR/4.00000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | -$2.76M |
| IRS KRW 2.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$2.75M |
| IRS MYR 3.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$2.72M |
| OIS ILS SHIRON -.901/3.92 4/21/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$2.59M |
| TTF NAT GAS F MAR26 NDEX 20260226 | -900 | 0 | 900 | 0.00% | -$2.53M |
| RFR GBP SONIO/4.25000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | -$2.05M |
| U.S. Treasury Bills | 1,080,000 | 0 | -1,080,000 | 0.00% | -$1.08M |
| IRS TWD 1.75000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$1.06M |
| U.S. Treasury Bills | 1,032,000 | 0 | -1,032,000 | 0.00% | -$1.03M |
| LME NICKEL FUTURE MAR26 XLME 20260316 | 75 | 0 | -75 | 0.00% | -$1.01M |
| RFR JPY MUTK/1.50000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | -$1.01M |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| BCC 2021-4A A1R | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| Bain Capital Credit CLO Ltd., Series 2020-2A, Class ARR | 1,000,000 | 0 | -1,000,000 | 0.00% | -$1.00M |
| EURO STOXX Banks Price Index | 1,586 | 0 | -1,586 | 0.00% | -$985.04K |
| OMX Stockholm 30 Index | 1,394 | 0 | -1,394 | 0.00% | -$911.59K |
| U.S. Treasury Bills | 900,000 | 0 | -900,000 | 0.00% | -$898.41K |
| Regatta XVI Funding Ltd., Series 2019-2A, Class A1R | 864,974 | 0 | -864,974 | 0.00% | -$865.58K |
| IRS HKD 3.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$836.24K |
| U.S. Treasury Bills | 762,000 | 0 | -762,000 | 0.00% | -$755.48K |
| LME PRI ALUM FUTR JAN26 XLME 20260119 | 0 | 0 | 0 | 0.00% | -$720.76K |
| IRS CNY R 1.50000 03/18/26-5Y SCX | 1 | 0 | -1 | 0.00% | -$713.90K |
| FTSE 100 IDX FUT Mar26 | 236 | 0 | -236 | 0.00% | -$650.94K |
| SGX FTSE Taiwan Index | 321 | 0 | -321 | 0.00% | -$635.38K |
| ICE Brent Crude Oil Future | -193 | 0 | 193 | 0.00% | -$631.67K |
| LME PRIMARY ALUMINUM FUTURE 0326 | 279 | 0 | -279 | 0.00% | -$619.55K |
| LME ZINC FUTURE JAN26 XLME 20260119 | 0 | 0 | 0 | 0.00% | -$586.90K |
| U.S. Treasury Bills | 561,000 | 0 | -561,000 | 0.00% | -$559.25K |
| IBEX 35 INDX FUTR JAN26 XMRV 20260116 | 153 | 0 | -153 | 0.00% | -$553.56K |
| FTSE/JSE TOP 40 MAR26 XSAF 20260319 | 396 | 0 | -396 | 0.00% | -$504.35K |
| U.S. Treasury Bills | 500,000 | 0 | -500,000 | 0.00% | -$498.68K |
| OIS ILS SHIRON/3.80000 07/04/25-5Y LCH | 1 | 0 | -1 | 0.00% | -$371.58K |
| FTSE/MIB Index | 67 | 0 | -67 | 0.00% | -$343.91K |
| TIAA CLO LTD TIA 2018 1A A1AR 144A | 336,148 | 0 | -336,148 | 0.00% | -$336.31K |
| XIB 0 03/03/26 | 335,000 | 0 | -335,000 | 0.00% | -$333.03K |
| LME ZINC FUTURE MAR26 XLME 20260316 | 304 | 0 | -304 | 0.00% | -$302.22K |
| SGX IODEX Iron Ore | 917 | 0 | -917 | 0.00% | -$284.05K |
| WIG20 INDEX FUT MAR26 WDER 20260320 | 934 | 0 | -934 | 0.00% | -$271.18K |
| OIS CAD CAONREPO/2.75000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$247.27K |
| ICE Cocoa Future | -99 | 0 | 99 | 0.00% | -$209.23K |
| VSTOXX FUTURE JAN26 XEUR 20260121 | -686 | 0 | 686 | 0.00% | -$202.68K |
| LME ZINC FUTURE FEB26 XLME 20260216 | 88 | 0 | -88 | 0.00% | -$142.00K |
| U.S. Treasury Bills | 131,000 | 0 | -131,000 | 0.00% | -$130.68K |
| 3 Month Euro Euribor Future | -1,501 | 0 | 1,501 | 0.00% | -$121.61K |
| IRS CLP 4.74500 09/17/25-5Y CME | 1 | 0 | -1 | 0.00% | -$104.08K |
| GRIFFITH PARK CLO GRIPK 1A A1RA 144A | 84,369 | 0 | -84,369 | 0.00% | -$99.22K |
| DAX INDEX FUTURE MAR26 XEUR 20260320 | 11 | 0 | -11 | 0.00% | -$77.50K |
| BIST 30 Index | -4,841 | 0 | 4,841 | 0.00% | -$71.17K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 45,160 | 0 | -45,160 | 0.00% | -$45.22K |
| STEELE CREEK CLO LTD STCR 2018 1A A 144A | 38,376 | 0 | -38,376 | 0.00% | -$38.42K |
| RFR GBP SONIO/3.50000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | -$33.60K |
| MILL WHEAT EURO MAR26 XPAR 20260310 | -911 | 0 | 911 | 0.00% | -$27.42K |
| UST BILLS 0% 02/12/2026 | 24,000 | 0 | -24,000 | 0.00% | -$23.90K |
| ICE RTD MONTH COA JUN26 IFEU 20260626 | 20 | 0 | -20 | 0.00% | -$15.57K |
| ICE RTD MONTH COA MAY26 IFEU 20260529 | 20 | 0 | -20 | 0.00% | -$9.57K |
| OIS INR MIBOR/5.75000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | -$5.58K |
| ICE RTD MONTH COA APR26 IFEU 20260424 | 20 | 0 | -20 | 0.00% | -$5.57K |
| CAC 40 10 Euro Index | 53 | 0 | -53 | 0.00% | -$3.94K |
| ITA GB 10YR FUT IKH6 03-06-26 | -2 | 0 | 2 | 0.00% | $1.37K |
| SGX Nikkei 225 Index | 24 | 0 | -24 | 0.00% | $12.13K |
| FUT. EUR FOAT MAR26 | -60 | 0 | 60 | 0.00% | $12.89K |
| RFR USD SOFR/3.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $25.49K |
| MSCI SING IX ETS JAN26 XSIM 20260129 | 1,025 | 0 | -1,025 | 0.00% | $111.01K |
| Low Sulphur Gasoil | -222 | 0 | 222 | 0.00% | $129.59K |
| SHORT EURO-BTP FU MAR26 XEUR 20260306 | -828 | 0 | 828 | 0.00% | $156.34K |
| Robusta Coffee Future 10-Tonne | -106 | 0 | 106 | 0.00% | $170.54K |
| RFR USD SOFR/3.50000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $179.89K |
| OIS CAD CAONREPO/2.50000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $197.11K |
| SGX FTSE China A50 Index | 2,707 | 0 | -2,707 | 0.00% | $242.72K |
| IRS EUR 2.00000 03/18/26-2Y LCH | 1 | 0 | -1 | 0.00% | $349.37K |
| LME NICKEL FUTURE JAN26 XLME 20260119 | 0 | 0 | 0 | 0.00% | $420.22K |
| PHELIX DE BASE Q APR26 XEEE 20260327 | -108 | 0 | 108 | 0.00% | $458.63K |
| WHITE SUGAR (ICE) MAR26 IFEU 20260213 | -527 | 0 | 527 | 0.00% | $485.32K |
| LME LEAD FUTURE MAR26 XLME 20260316 | -565 | 0 | 565 | 0.00% | $491.91K |
| LME LEAD FUTURE JAN26 XLME 20260119 | 0 | 0 | 0 | 0.00% | $668.00K |
| OIS ILS SHIRON/4.17000 05/23/25-5Y LCH | 1 | 0 | -1 | 0.00% | $761.47K |
| OIS CAD CAONREPO/3.0000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $1.14M |
| UK NATURAL GAS FUTFEB26 IFEU 20260129 | -920 | 0 | 920 | 0.00% | $1.18M |
| OIS THB THORON/1.50000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $1.97M |
| IRS EUR 2.75000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $2.83M |
| IRS AUD 4.25000 03/18/26-10Y LCH | 1 | 0 | -1 | 0.00% | $3.02M |
| RFR GBP SONIO/4.75000 03/18/26-30Y LCH | 1 | 0 | -1 | 0.00% | $3.10M |
| OIS SGD SIBSORA/2.00000 03/18/26-5Y LCH | 1 | 0 | -1 | 0.00% | $4.28M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND | 43,214,079 | 61,799,413 | 18,585,334 | 36.88% | $182.33M |
| U.S. Treasury Bills | 3,600,000 | 3,783,000 | 183,000 | 0.23% | $213.91K |
| RFR USD SOFR/4.25000 12/11/26-1Y LCH | 0 | 356,900,000 | 356,900,000 | 0.02% | $378.10K |
| RFR USD SOFR/3.65000 09/11/26-1Y LCH | 0 | 1 | 1 | 0.00% | $9.52K |
| Government National Mortgage Association | 7,825 | 7,910 | 84 | 0.00% | $81 |
| Three Month SONIA Index Futures | 166 | 463 | 297 | -0.05% | -$771.09K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US ULTRA BOND CBT Sep25 | 478,088,857 | 475,106,277 | -2,982,580 | 31.77% | $390.12M |
| GOLD CMX WR FAC 5001 HSBC SOC | 92,067 | 52,270 | -39,797 | 14.73% | -$154.87M |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 9,823,633 | 6,771,851 | -3,051,782 | 4.01% | -$29.74M |
| ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A | 5,310,015 | 5,139,566 | -170,449 | 0.28% | -$154.39K |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2 | 4,074,130 | 3,409,925 | -664,205 | 0.21% | -$673.13K |
| NSLT 2025-CA A1B | 3,535,916 | 3,318,135 | -217,781 | 0.20% | -$219.53K |
| FREDDIE MAC FHR 5442 FB | 3,461,808 | 3,011,015 | -450,793 | 0.18% | -$447.02K |
| OIS COP IBR/9.78750 12/17/25-5Y CME | 2 | 1 | -1 | 0.17% | $1.40M |
| SBNA Auto Lease Trust, Series 2024-C, Class A3 | 3,236,055 | 2,493,336 | -742,719 | 0.15% | -$747.89K |
| NSLT 2025-BA A1B | 2,526,419 | 2,378,939 | -147,479 | 0.15% | -$152.79K |
| FREDDIE MAC REMICS SER 5480 CL FG V/R 5.02419000 | 2,037,924 | 1,821,246 | -216,677 | 0.11% | -$210.88K |
| U.S. Treasury Bills | 5,400,000 | 1,600,000 | -3,800,000 | 0.10% | -$3.75M |
| FNR 2024-38 FA | 1,373,845 | 1,315,325 | -58,520 | 0.08% | -$55.57K |
| U.S. Treasury Bills | 11,600,000 | 1,300,000 | -10,300,000 | 0.08% | -$10.17M |
| Fannie Mae REMICS Floating Rate, Due 07/25/2049 | 1,357,020 | 1,319,778 | -37,243 | 0.08% | -$36.42K |
| FREDDIE MAC FHR 5426 AF | 1,277,774 | 1,219,527 | -58,247 | 0.07% | -$57.57K |
| FREDDIE MAC REMICS SER 5383 CL AF V/R 5.20854000 | 1,222,093 | 1,158,042 | -64,050 | 0.07% | -$63.61K |
| 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909 | 600,400,000 | 421,800,000 | -178,600,000 | 0.07% | $738.89K |
| TOYOTA LEASE OWNER TRUST TLOT 2025 A A2A 144A | 1,951,515 | 1,114,315 | -837,200 | 0.07% | -$841.87K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 4.56765000 | 1,190,285 | 1,055,010 | -135,275 | 0.06% | -$134.00K |
| Freddie Mac REMICS | 1,112,189 | 1,040,671 | -71,519 | 0.06% | -$74.20K |
| FEDERAL NAT MTG ASN GTD REM PA SOFR30A+90 12/25/2050 | 1,070,076 | 1,022,386 | -47,689 | 0.06% | -$50.96K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF | 966,493 | 955,189 | -11,304 | 0.06% | -$6.83K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF | 960,754 | 957,362 | -3,391 | 0.06% | -$3.89K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H11 CL FD V/R 4.81765000 | 959,702 | 948,396 | -11,307 | 0.06% | -$6.58K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL JF V/R 4.88888000 | 942,848 | 929,983 | -12,864 | 0.06% | -$8.65K |
| FANNIE MAE FNR 2016 40 PF | 803,210 | 748,706 | -54,504 | 0.05% | -$54.59K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H01 CL FV V/R 5.19943000 | 729,016 | 719,250 | -9,766 | 0.04% | -$4.65K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 854,507 | 724,471 | -130,036 | 0.04% | -$131.01K |
| Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR | 838,072 | 707,368 | -130,704 | 0.04% | -$130.55K |
| U.S. Treasury Bills | 1,400,000 | 700,000 | -700,000 | 0.04% | -$682.76K |
| U.S. Treasury Bills | 3,761,000 | 678,000 | -3,083,000 | 0.04% | -$3.05M |
| FREDDIE MAC REMICS SER 5426 CL BF V/R 5.10854000 | 704,803 | 666,992 | -37,810 | 0.04% | -$37.50K |
| Freddie Mac REMICS Floating Rate, Due 08/15/2038 | 717,297 | 673,913 | -43,384 | 0.04% | -$42.54K |
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A | 871,321 | 655,651 | -215,669 | 0.04% | -$215.62K |
| FEDERAL NATL MTG AS GTD RE PTT SOFR30A+78 12/25/2047 | 687,629 | 642,579 | -45,050 | 0.04% | -$44.86K |
| Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A | 647,865 | 620,006 | -27,858 | 0.04% | -$30.65K |
| FREDDIE MAC FHR 4736 AF | 601,333 | 572,761 | -28,573 | 0.03% | -$19.02K |
| FNMA, Series 2024-54, Class FC | 626,152 | 521,238 | -104,914 | 0.03% | -$105.18K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC | 569,456 | 507,593 | -61,864 | 0.03% | -$61.25K |
| FANNIE MAE FNR 2025 16 FN | 529,544 | 477,629 | -51,915 | 0.03% | -$51.03K |
| FANNIE MAE FNR 2014 84 BF | 503,414 | 481,699 | -21,715 | 0.03% | -$21.46K |
| FANNIE MAE FNR 2016 62 AF | 452,252 | 434,341 | -17,911 | 0.03% | -$18.35K |
| Freddie Mac REMICS | 450,166 | 423,877 | -26,288 | 0.03% | -$26.18K |
| FREDDIE MAC FHR 4265 FM | 431,832 | 414,654 | -17,177 | 0.03% | -$16.94K |
| FREDDIE MAC REMICS SER 5567 CL FB V/R 5.07180000 | 448,275 | 403,802 | -44,473 | 0.02% | -$43.64K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC | 386,250 | 384,289 | -1,961 | 0.02% | $71 |
| FNMA, Series 2019-9, Class FA | 394,216 | 376,487 | -17,728 | 0.02% | -$17.88K |
| SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A | 485,165 | 369,442 | -115,722 | 0.02% | -$116.44K |
| CRVNA 2024-P2 A3 5.33% 07-10-29 | 448,914 | 366,850 | -82,064 | 0.02% | -$83.05K |
| SLM STUDENT LOAN TRUST SLMA 2006 A A5 | 392,533 | 370,889 | -21,645 | 0.02% | -$16.77K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H04 CL FA V/R 4.61765000 | 364,252 | 359,047 | -5,205 | 0.02% | -$3.57K |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A | 393,911 | 358,491 | -35,420 | 0.02% | -$38.06K |
| SLM STUDENT LOAN TRUST SLMA 2013 2 A | 377,443 | 364,384 | -13,059 | 0.02% | -$14.54K |
| SLM STUDENT LOAN TRUST SLMA 2005 B A4 | 374,374 | 348,916 | -25,458 | 0.02% | -$23.29K |
| Northwoods Capital XII-B Ltd., Series 2018-12BA, Class AR | 452,239 | 266,647 | -185,592 | 0.02% | -$185.87K |
| GOVERNMENT NAT MTG ASSN HECM TSFR1M+ 02/20/2067 | 303,291 | 264,778 | -38,513 | 0.02% | -$38.75K |
| FORTRESS CREDIT BSL VII LTD A1R TSFR3M+109 07/23/2032 144A | 318,837 | 198,383 | -120,454 | 0.01% | -$120.62K |
| SLM STUDENT LOAN TRUST SLMA 2005 A A4 | 216,751 | 199,041 | -17,709 | 0.01% | -$16.74K |
| SLM STUDENT LOAN TRUST SLMA 2007 A A4A | 199,962 | 183,419 | -16,543 | 0.01% | -$17.05K |
| NAVSL 2019-BA A2B | 202,290 | 180,243 | -22,047 | 0.01% | -$21.86K |
| GMCAR 2023-2 A3 | 198,541 | 135,798 | -62,743 | 0.01% | -$62.99K |
| Freddie Mac REMICS | 118,276 | 115,182 | -3,094 | 0.01% | -$3.11K |
| SoFi Professional Loan Program Trust, Series 2020-A, Class A2FX | 115,375 | 106,426 | -8,949 | 0.01% | -$8.79K |
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A | 387,537 | 100,528 | -287,008 | 0.01% | -$287.69K |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB | 110,655 | 82,766 | -27,889 | 0.01% | -$27.97K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 4.77411000 | 66,996 | 55,894 | -11,101 | 0.00% | -$11.15K |
| ARES EUROPEAN CLO ARESE 10A AR 144A | 87,252 | 38,228 | -49,024 | 0.00% | -$58.38K |
| GOVERNMENT NAT MTG ASSN HECM 19-H20 FC TSFR1M+61.448 11/20/2069 | 40,471 | 35,595 | -4,876 | 0.00% | -$4.89K |
| Government National Mortgage Association | 34,282 | 30,388 | -3,894 | 0.00% | -$3.91K |
| Crown Point CLO 7 Ltd., Series 2018-7A, Class AR | 128,578 | 28,747 | -99,831 | 0.00% | -$99.91K |
| GOVERNMENT NAT MTG ASSN HECM 20-H08 FC TSFR1M+76.448 02/20/2070 | 27,369 | 23,400 | -3,969 | 0.00% | -$3.99K |
| ECX EMISSION FUT DEC26 MOZ26 | 483 | -496 | -979 | -0.07% | -$3.04M |
| IRS CLP 5.18000 06/18/25-5Y CME | 2 | 1 | -1 | -0.17% | -$1.88M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| EVGRN 2025-1A A | 8,900,000 | 8,900,000 | 0 | 0.54% | -$3.84K |
| IRS HUF 6.41800 11/19/25-5Y CME | 1 | 1 | 0 | 0.23% | $5.56M |
| Riserva CLO Ltd., Series 2016-3A, Class AR3 | 3,000,000 | 3,000,000 | 0 | 0.18% | $1.81K |
| MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR | 2,300,000 | 2,300,000 | 0 | 0.14% | -$8.23K |
| CDX EM44 ICE | 1 | 1 | 0 | 0.14% | $4.46M |
| AMMC CLO 27 Ltd., Series 2022-27A, Class A1R | 2,200,000 | 2,200,000 | 0 | 0.13% | $883 |
| TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A | 2,000,000 | 2,000,000 | 0 | 0.12% | $1.19K |
| GWOLF 2019-1A A1R2 | 1,700,000 | 1,700,000 | 0 | 0.10% | $161 |
| KKR FINANCIAL CLO LTD KKR 27A A1R2 144A | 1,600,000 | 1,600,000 | 0 | 0.10% | $435 |
| KKR FINANCIAL CLO LTD KKR 36A AR 144A | 1,200,000 | 1,200,000 | 0 | 0.07% | $1.07K |
| WIND RIVER CLO LTD WINDR 2021 2A A1R 144A | 1,100,000 | 1,100,000 | 0 | 0.07% | $418 |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | 1,100,000 | 1,100,000 | 0 | 0.07% | $614 |
| PIKES PEAK CLO PIPK 2018 2A ARR 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $234 |
| Madison Park Funding XXXIX Ltd., Series 2021-39A, Class AR | 1,000,000 | 1,000,000 | 0 | 0.06% | $19 |
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | -$418 |
| Jamestown CLO XVIII Ltd., Series 2022-18A, Class A1R | 1,000,000 | 1,000,000 | 0 | 0.06% | -$161 |
| PIKES PEAK CLO PIPK 2019 4A ARR 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $457 |
| APIDOS CLO APID 2012 11A AR4 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $97 |
| MOUNTAIN VIEW CLO XIV LTD A1R TSFR3M+115.9 10/15/2034 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $886 |
| KKR FINANCIAL CLO LTD KKR 42A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $470 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $899 |
| Bain Capital Credit CLO Ltd., Series 2021-5A, Class A1R | 1,000,000 | 1,000,000 | 0 | 0.06% | $906 |
| Ares XXVII CLO Ltd., Series 2013-2A, Class AR3 | 1,000,000 | 1,000,000 | 0 | 0.06% | $894 |
| VENTURE CDO LTD VENTR 2021 44A A1NR 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $708 |
| NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $2.44K |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-45A, Class AR | 1,000,000 | 1,000,000 | 0 | 0.06% | $1.09K |
| Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R | 1,000,000 | 1,000,000 | 0 | 0.06% | $512 |
| Elevation CLO Ltd., Series 2018-3A, Class A1R2 | 1,000,000 | 1,000,000 | 0 | 0.06% | -$841 |
| NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.93163000 | 1,000,000 | 1,000,000 | 0 | 0.06% | $762 |
| AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000 | 1,000,000 | 1,000,000 | 0 | 0.06% | $72 |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A | 1,000,000 | 1,000,000 | 0 | 0.06% | $301 |
| Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R | 1,000,000 | 1,000,000 | 0 | 0.06% | -$1.20K |
| TRALEE CLO V LTD SER 2018-5A CL A1RR V/R REGD 144A P/P 4.96444000 | 1,000,000 | 1,000,000 | 0 | 0.06% | -$1.27K |
| IRS PLN 4.19500 09/29/25-5Y CME | 1 | 1 | 0 | 0.06% | -$221.57K |
| ATLANTIC AVENUE LTD MCCP 2024 3A A 144A | 900,000 | 900,000 | 0 | 0.05% | -$387 |
| CDX ITRAXX XOV44 5Y 35-100% SP MYC | 1 | 1 | 0 | 0.05% | -$152.94K |
| WELLFLEET CLO LTD WELF 2021 1A A1R 144A | 500,000 | 500,000 | 0 | 0.03% | -$47 |
| Canyon CLO Ltd., Series 2021-4A, Class AR | 500,000 | 500,000 | 0 | 0.03% | -$137 |
| OIS MXN TIIE1/7.35000 02/06/26-5Y* CME | 1 | 1 | 0 | 0.03% | $223.96K |
| IRS CLP 4.75000 11/17/25-5Y CME | 1 | 1 | 0 | 0.03% | $449.35K |
| IRS CZK 3.73600 08/12/25-5Y CME | 1 | 1 | 0 | 0.03% | $103.23K |
| EMERA US FINANCE | 400,000 | 400,000 | 0 | 0.02% | $312 |
| AMERICAN TOWER | 400,000 | 400,000 | 0 | 0.02% | $2.02K |
| ZCS BRL 13.3283 12/10/25-01/02/31 CME | 1 | 1 | 0 | 0.02% | $343.21K |
| 522 Funding CLO Ltd., Series 2020-6A, Class A1R2 | 300,000 | 300,000 | 0 | 0.02% | $140 |
| Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R | 300,000 | 300,000 | 0 | 0.02% | $24 |
| AERCAP IRELAND | 200,000 | 200,000 | 0 | 0.01% | $492 |
| NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 | 200,000 | 200,000 | 0 | 0.01% | $12.50K |
| IRS ZAR 7.18000 12/04/25-5Y CME | 1 | 1 | 0 | 0.01% | $452.10K |
| 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909 | 25,700,000 | 25,700,000 | 0 | 0.00% | $52.38K |
| MORGAN STANLEY SNR S* ICE | 1 | 1 | 0 | 0.00% | -$4.30K |
| IRS PLN 3.95200 07/29/25-5Y CME | 1 | 1 | 0 | 0.00% | -$58.60K |
| ZCS BRL 13.37 12/19/25-01/02/31 CME | 1 | 1 | 0 | 0.00% | -$7.35K |
| INF SWAP US IT 2.5975 04/10/24-10Y LCH | 1 | 1 | 0 | -0.01% | -$707.93K |
| ZCS BRL 13.385 08/27/25-01/02/31 CME | 2 | 2 | 0 | -0.01% | -$175.57K |
| ZCS BRL 13.0 11/13/25-01/02/31 CME | 1 | 1 | 0 | -0.02% | -$189.14K |
| IRS CZK 4.13000 10/01/25-10Y CME | 1 | 1 | 0 | -0.02% | -$92.48K |
| IRS ZAR 7.56000 09/22/25-5Y CME | 1 | 1 | 0 | -0.03% | -$8.28M |
| ZCS BRL 13.47 08/22/25-01/02/31 CME | 2 | 2 | 0 | -0.05% | -$536.36K |
| IRS CZK 3.96250 11/27/25-5Y CME | 1 | 1 | 0 | -0.06% | -$1.08M |
| OIS MXN TIIE1/8.07100 09/17/25-10Y* CME | 1 | 1 | 0 | -0.09% | -$1.09M |
| OIS MXN TIIE1/7.30000 12/17/25-5Y* CME | 1 | 1 | 0 | -0.09% | -$697.51K |
| ZCS BRL 12.91 11/25/25-01/02/31 CME | 1 | 1 | 0 | -0.09% | -$748.88K |
| CDX HY45 5Y ICE | 1 | 1 | 0 | -0.15% | -$5.76M |
| CDX ITRAXX XOV44 5Y ICE | 1 | 1 | 0 | -0.17% | -$8.82M |
| CDX ITRAXX MAIN44 5Y ICE | 1 | 1 | 0 | -0.28% | -$16.82M |
| IRS HUF 6.50000 11/25/25-5Y CME | 1 | 1 | 0 | -0.42% | -$8.77M |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.