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 |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 0 | 44,800,000 | 44,800,000 | 3.16% | $43.12M |
| FNCL 6 6/24 | 0 | 39,800,000 | 39,800,000 | 2.97% | $40.47M |
| GNMA II TBA 30 YR 3.5 JUMBOS | 0 | 36,000,000 | 36,000,000 | 2.43% | $33.16M |
| United Kingdom Gilt | 0 | 17,200,000 | 17,200,000 | 1.63% | $22.27M |
| Uniform Mortgage-Backed Security, TBA | 0 | 19,000,000 | 19,000,000 | 1.44% | $19.64M |
| Uniform Mortgage-Backed Security, TBA | 0 | 17,100,000 | 17,100,000 | 1.26% | $17.13M |
| FNCL 4 4/26 | 0 | 12,600,000 | 12,600,000 | 0.87% | $11.87M |
| G2SF 3.5 4/24 | 0 | 7,000,000 | 7,000,000 | 0.47% | $6.41M |
| Uniform Mortgage-Backed Security, TBA | 0 | 6,000,000 | 6,000,000 | 0.41% | $5.65M |
| JAPAN GOVT 30-YR | 0 | 890,000,000 | 890,000,000 | 0.39% | $5.36M |
| Bosphorus CLO IX DAC | 0 | 3,800,000 | 3,800,000 | 0.32% | $4.39M |
| FHLBDN 0 04/01/22 | 0 | 4,300,000 | 4,300,000 | 0.32% | $4.30M |
| NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1B V/R REGD 144A P/P 0.00000000 | 0 | 2,685,383 | 2,685,383 | 0.20% | $2.69M |
| Federal Home Loan Mortgage Corporation | 0 | 2,095,597 | 2,095,597 | 0.15% | $2.11M |
| FNR 2024-46 CF | 0 | 2,096,027 | 2,096,027 | 0.15% | $2.11M |
| Mountain View CLO LLC, Series 2016-1A, Class AR3 | 0 | 2,100,000 | 2,100,000 | 0.15% | $2.10M |
| U.S. Treasury Inflation-Indexed Notes | 0 | 1,500,000 | 1,500,000 | 0.11% | $1.48M |
| G2 MB0255 | 0 | 1,000,000 | 1,000,000 | 0.07% | $916.84K |
| Central Bank of Turkiye Bill | 0 | 40,000,000 | 40,000,000 | 0.07% | $893.41K |
| FUTURE - PHYSICALLY DELIVERED | 0 | -15 | -15 | 0.02% | $288.25K |
| G2 MB0088 | 0 | 300,000 | 300,000 | 0.02% | $275.05K |
| FUTURE - PHYSICALLY DELIVERED | 0 | -5 | -5 | 0.01% | $70.06K |
| Silver Futures Contracts | 0 | 2 | 2 | 0.00% | $27.31K |
| FUTURE - PHYSICALLY DELIVERED | 0 | 11 | 11 | 0.00% | $2.88K |
| SGX INR/USD Future | 0 | 7 | 7 | 0.00% | -$972 |
| TRS | 0 | -3,700,000 | -3,700,000 | 0.00% | -$3.01K |
| VERIZON COMMUNICATIONS INC SNR S ICE | 0 | -67 | -67 | -0.01% | -$83.54K |
| FUTURE - CASH SETTLED | 0 | 187 | 187 | -0.01% | -$85.19K |
| TOTAL RETURN SWAP | 0 | 50,000,000 | 50,000,000 | -0.02% | -$262.95K |
| TOTAL RETURN SWAP - INDEX | 0 | -199,927,259 | -199,927,259 | -14.65% | -$199.93M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 39,800,000 | 0 | -39,800,000 | 0.00% | -$40.84M |
| Government National Mortgage Association | 36,469,392 | 0 | -36,469,392 | 0.00% | -$33.20M |
| FHLBDN 0 01/02/26 | 26,800,000 | 0 | -26,800,000 | 0.00% | -$26.80M |
| FNCL 4.5 1/26 | 24,223,000 | 0 | -24,223,000 | 0.00% | -$23.64M |
| Uniform Mortgage-Backed Security, TBA | 20,577,000 | 0 | -20,577,000 | 0.00% | -$20.07M |
| Uniform Mortgage-Backed Security, TBA | 19,000,000 | 0 | -19,000,000 | 0.00% | -$19.74M |
| Uniform Mortgage-Backed Security, TBA | 17,100,000 | 0 | -17,100,000 | 0.00% | -$17.32M |
| Republique Francaise Presidence | 10,500,000 | 0 | -10,500,000 | 0.00% | -$15.10M |
| U.S. Treasury Notes | 8,800,000 | 0 | -8,800,000 | 0.00% | -$10.83M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026 | 7,830,000 | 0 | -7,830,000 | 0.00% | -$10.57M |
| Government National Mortgage Association, TBA | 7,000,000 | 0 | -7,000,000 | 0.00% | -$6.36M |
| CIFC European Funding CLO III Designated Activity Company | 4,000,000 | 0 | -4,000,000 | 0.00% | -$4.70M |
| Henley CLO VII Designated Activity Company | 1,158,011 | 0 | -1,158,011 | 0.00% | -$1.36M |
| Sculptor CLO XXVII Ltd., Series 27A, Class A1R | 900,000 | 0 | -900,000 | 0.00% | -$899.60K |
| Government National Mortgage Association | 983,812 | 0 | -983,812 | 0.00% | -$895.81K |
| BDS LTD BDS 2022 FL11 ATS 144A | 790,049 | 0 | -790,049 | 0.00% | -$790.40K |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A | 600,000 | 0 | -600,000 | 0.00% | -$600.65K |
| Sandstone Peak Ltd., Series 2021-1A, Class A1R | 600,000 | 0 | -600,000 | 0.00% | -$600.20K |
| XIB 0 03/03/26 | 438,000 | 0 | -438,000 | 0.00% | -$435.40K |
| AG TRUST AG 2024 NLP A 144A | 427,649 | 0 | -427,649 | 0.00% | -$429.80K |
| Vibrant CLO XI Ltd., Series 2019-11A, Class A1R1 | 392,832 | 0 | -392,832 | 0.00% | -$392.71K |
| Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R | 316,918 | 0 | -316,918 | 0.00% | -$317.08K |
| U.S. Treasury Bills | 274,000 | 0 | -274,000 | 0.00% | -$271.65K |
| VMWARE LLC | 200,000 | 0 | -200,000 | 0.00% | -$200.10K |
| CARLYLE GLOBAL MARKET STRATEGIES SER 2014-2A CL AR1 V/R REGD 144A P/P /EUR/ 2.81400000 | 159,721 | 0 | -159,721 | 0.00% | -$187.61K |
| Saranac CLO VI Ltd., Series 2018-6A, Class A1R | 136,058 | 0 | -136,058 | 0.00% | -$136.11K |
| OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A | 100,659 | 0 | -100,659 | 0.00% | -$100.66K |
| LCM LOAN INCOME FUND LTD LCMLF 1A A 144A | 81,441 | 0 | -81,441 | 0.00% | -$81.44K |
| VOYA CLO LTD INGIM 2012 4A A1R3 144A | 32,257 | 0 | -32,257 | 0.00% | -$32.26K |
| U.S. Treasury Bills | 23,000 | 0 | -23,000 | 0.00% | -$22.88K |
| Romark CLO Ltd., Series 2017-1A, Class A1R | 22,520 | 0 | -22,520 | 0.00% | -$22.52K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026 | 0 | 0 | 0 | 0.00% | -$1 |
| Interest Rate Swap | -103,800,000 | 0 | 103,800,000 | 0.00% | $0 |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Inflation-Protected Indexed Notes | 46,100,000 | 50,300,000 | 4,200,000 | 3.87% | $4.62M |
| U.S. Treasury Inflation-Protected Security 0.375%, due 01/15/27 | 17,510,000 | 33,210,000 | 15,700,000 | 3.28% | $21.47M |
| U.S. Treasury Notes | 28,900,000 | 33,200,000 | 4,300,000 | 2.45% | $4.24M |
| U.S. Treasury Inflation-Linked Notes | 16,900,000 | 17,400,000 | 500,000 | 1.27% | $575.00K |
| EXCHANGE CLEARED IRS | 3,850,546,300 | 3,880,740,000 | 30,193,700 | 0.77% | -$5.81M |
| JNL Government Money Market Fund | 1,485,409 | 2,744,358 | 1,258,949 | 0.20% | $1.26M |
| UNITED STATES DOLLAR | 68,920,282 | 124,793,377 | 55,873,095 | 0.10% | $1.95M |
| ZCS BRL 14.0087 05/12/25-01/04/27 CME | 7,700,000 | 10,725,597 | 3,025,597 | 0.05% | $59.71K |
| UNITED STATES DOLLAR | 128,007,616 | 2,238,317,295 | 2,110,309,680 | 0.04% | $517.14K |
| UNITED STATES DOLLAR | 80,483,748 | 2,374,722,824 | 2,294,239,076 | 0.03% | $829.00K |
| OPTION BOOKED AS A FUTURE | -218 | 493 | 711 | 0.02% | -$351.81K |
| UNITED STATES DOLLAR | 142,608 | 68,966,307 | 68,823,699 | 0.02% | $219.35K |
| USD P IDR C @16250.00 EO | 738,167,900 | 937,707,272 | 199,539,372 | 0.02% | $166.48K |
| WHEAT SEP 26 | -967 | -663 | 304 | 0.01% | $458.28K |
| UNITED STATES DOLLAR | 890,785 | 968,518 | 77,733 | 0.00% | $31.91K |
| UNITED STATES DOLLAR | 679,830,791 | 114,314,749,262 | 113,634,918,470 | 0.00% | -$46.43K |
| UNITED STATES DOLLAR | 11,907,798 | 45,346,996 | 33,439,198 | -0.01% | -$173.77K |
| UNITED STATES DOLLAR | 1,545,310,990 | 3,138,171,659 | 1,592,860,669 | -0.02% | -$353.60K |
| UNITED STATES DOLLAR | 873,928,365 | 12,102,868,204 | 11,228,939,840 | -0.04% | -$515.63K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 | 22,447,000 | 18,747,000 | -3,700,000 | 1.70% | -$4.36M |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 | 16,850,000 | 16,450,000 | -400,000 | 1.42% | -$342.14K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-H22 CL F V/R 4.87888000 | 10,573,887 | 10,507,893 | -65,995 | 0.77% | -$109.28K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 5,142,396 | 4,881,673 | -260,723 | 0.36% | -$231.84K |
| Bosphorus CLO VI Designated Activity Company | 4,959,653 | 4,018,287 | -941,366 | 0.34% | -$1.19M |
| G2 MA8044 | 4,795,802 | 4,693,262 | -102,540 | 0.32% | -$86.15K |
| First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A2 | 4,388,844 | 4,333,556 | -55,288 | 0.28% | -$96.72K |
| Freddie Mac REMICS | 3,957,739 | 3,882,171 | -75,568 | 0.28% | $41.59K |
| CWABS Asset-Backed Certificates Trust, Series 2007-8, Class 1A1 | 2,783,080 | 2,709,891 | -73,189 | 0.19% | -$91.96K |
| FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 | 2,676,524 | 2,382,973 | -293,551 | 0.18% | -$285.99K |
| Government National Mortgage Association | 2,233,040 | 2,228,773 | -4,266 | 0.16% | $666 |
| Providus CLO IV Designated Activity Company | 1,900,000 | 1,818,151 | -81,849 | 0.15% | -$130.27K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 1,743,932 | 1,632,511 | -111,421 | 0.12% | -$107.09K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX4 A4 | 1,773,268 | 1,670,748 | -102,520 | 0.12% | -$104.51K |
| Toro European CLO 7 Designated Activity Company | 1,448,592 | 1,402,973 | -45,619 | 0.12% | -$86.12K |
| CSMC Series 2015-12R | 1,626,130 | 1,565,485 | -60,646 | 0.10% | -$72.33K |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-H15 CL FG V/R 4.92655000 | 1,403,834 | 1,375,669 | -28,166 | 0.10% | -$27.72K |
| NOMURA HOME EQUITY LOAN INC NHELI 2005 FM1 M3 | 1,477,168 | 1,362,104 | -115,064 | 0.10% | -$118.70K |
| Thornburg Mortgage Securities Trust | 1,476,382 | 1,444,578 | -31,803 | 0.09% | -$48.04K |
| Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A3 | 1,793,811 | 1,764,914 | -28,897 | 0.09% | -$41.86K |
| Trinitas CLO XIX Ltd., Series 2022-19A, Class A1R | 1,367,211 | 1,159,153 | -208,057 | 0.08% | -$208.85K |
| Palmer Square European Loan Funding 2024-2 Designated Activity Company | 1,146,072 | 996,527 | -149,545 | 0.08% | -$196.01K |
| CIT Mortgage Loan Trust, Series 2007-1, Class 1M1 | 1,212,023 | 1,143,481 | -68,542 | 0.08% | -$77.17K |
| FREDDIE MAC REMICS SER 5565 CL FA V/R 5.02419000 | 1,134,481 | 1,044,976 | -89,505 | 0.08% | -$87.30K |
| SLM STUDENT LOAN TRUST SLMA 2004 3A A6B 144A | 1,096,704 | 1,060,365 | -36,339 | 0.08% | -$35.76K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AMC1 A1 144A | 1,023,127 | 972,636 | -50,491 | 0.07% | -$54.63K |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A | 1,241,004 | 907,546 | -333,458 | 0.07% | -$333.17K |
| FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A5 | 973,485 | 933,359 | -40,125 | 0.07% | -$44.16K |
| FREDDIE MAC REMICS SER 5511 CL FG V/R 5.22180000 | 1,037,048 | 886,728 | -150,320 | 0.07% | -$151.42K |
| Palmer Square European Loan Funding 2024-1 Designated Activity Company | 908,085 | 762,843 | -145,242 | 0.06% | -$185.95K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE5 M3 | 943,399 | 896,528 | -46,871 | 0.06% | -$52.47K |
| Soundview Home Loan Trust, Series 2007-OPT1, Class 1A1 | 1,241,823 | 1,220,226 | -21,597 | 0.06% | -$25.46K |
| NRZT 2019-RPL3 A1 144A FRN 07-25-59 | 894,594 | 835,741 | -58,853 | 0.06% | -$59.64K |
| Freddie Mac Strips | 831,926 | 815,238 | -16,688 | 0.06% | -$16.07K |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE1, Class A2C | 2,453,105 | 2,444,490 | -8,615 | 0.06% | -$23.88K |
| Government National Mortgage Association Guaranteed Remic Pass-Through Securities, The | 867,048 | 771,868 | -95,180 | 0.06% | -$94.00K |
| Citigroup Mortgage Loan Trust, Inc., Series 2007-AMC3, Class A2B | 895,315 | 872,392 | -22,923 | 0.06% | -$33.13K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1 | 2,168,108 | 2,158,029 | -10,079 | 0.05% | -$46.69K |
| St. Paul's CLO X Designated Activity Company | 595,407 | 561,548 | -33,859 | 0.05% | -$49.32K |
| Citigroup Mortgage Loan Trust, Series 2007-AR4, Class 1A1A | 773,519 | 721,668 | -51,852 | 0.05% | -$47.09K |
| MORGAN STANLEY CAPITAL INC MSAC 2005 HE2 M2 | 664,102 | 631,524 | -32,578 | 0.04% | -$35.16K |
| SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A | 719,580 | 605,719 | -113,860 | 0.04% | -$113.74K |
| Sound Point CLO XXVIII Ltd., Series 2020-3A, Class A1R | 707,951 | 597,311 | -110,640 | 0.04% | -$110.54K |
| Home Equity Asset Trust, Series 2005-8, Class M2 | 638,560 | 596,262 | -42,298 | 0.04% | -$45.45K |
| Washington Mutual Mortgage Pass-Through Certificates, Series 2006-AR9 Trust | 605,291 | 600,844 | -4,447 | 0.04% | -$10.00K |
| DRYDEN 44 EURO CLO 2015 DAC SER 2015-44A CL A1RR V/R REGD 144A P/P /EUR/ 2.90600000 | 477,684 | 451,956 | -25,729 | 0.04% | -$38.55K |
| FN MA4733 | 541,364 | 530,669 | -10,695 | 0.04% | -$17.02K |
| FN MA5217 | 577,225 | 487,018 | -90,207 | 0.04% | -$95.47K |
| Government National Mortgage Association | 587,022 | 478,045 | -108,977 | 0.04% | -$111.04K |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D | 1,126,402 | 1,117,542 | -8,860 | 0.03% | -$15.19K |
| Freddie Mac REMICS | 463,963 | 445,614 | -18,349 | 0.03% | -$17.80K |
| ARCLO 2022-FL1 A SOFR30A+145 01/15/2037 144A | 525,127 | 418,967 | -106,160 | 0.03% | -$106.16K |
| GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A | 505,698 | 418,052 | -87,646 | 0.03% | -$87.65K |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A | 392,340 | 390,995 | -1,345 | 0.02% | -$7.65K |
| Palmer Square European Loan Funding DAC, Series 2023-3A, Class AR | 387,883 | 277,503 | -110,380 | 0.02% | -$135.27K |
| Fannie Mae Pool | 327,033 | 317,021 | -10,012 | 0.02% | -$13.46K |
| VOYA CLO LTD VOYA 2019 2A AR 144A | 345,854 | 288,553 | -57,301 | 0.02% | -$57.34K |
| FNMA POOL FS3519 FN 11/52 FIXED VAR | 292,841 | 289,493 | -3,347 | 0.02% | -$6.94K |
| LoanCore Issuer Ltd., Series 2022-CRE7, Class A | 462,543 | 273,547 | -188,996 | 0.02% | -$188.57K |
| USD/CAD FORWARD | 298,337,693 | 59,497,598 | -238,840,095 | 0.02% | $171.73K |
| Lehman XS Trust, Series 2007-15N | 274,314 | 264,923 | -9,391 | 0.02% | -$11.60K |
| UNITED STATES DOLLAR | 2,587,078,353 | 324,149,999 | -2,262,928,354 | 0.02% | $379.19K |
| Atlas Senior Loan Fund XV Ltd., Series 2019-15A, Class A1R | 331,998 | 240,025 | -91,973 | 0.02% | -$92.13K |
| Harvest CLO XXI Designated Activity Company | 302,058 | 202,624 | -99,435 | 0.02% | -$120.79K |
| TPMT 2019-HY3 A1A 144A FRN 10-25-59 | 257,004 | 223,800 | -33,204 | 0.02% | -$33.29K |
| Grifonas Finance No.1 PLC | 214,939 | 179,100 | -35,839 | 0.01% | -$44.89K |
| Saxon Asset Securities Trust, Series 2007-3, Class 1A | 226,586 | 210,984 | -15,602 | 0.01% | -$16.43K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1 | 209,398 | 206,588 | -2,810 | 0.01% | -$5.15K |
| Eurosail-UK 2007-3BL PLC | 158,783 | 138,850 | -19,933 | 0.01% | -$30.56K |
| Dryden 52 Euro CLO DAC, Series 2017-52A, Class AR | 212,437 | 155,130 | -57,307 | 0.01% | -$70.67K |
| CMLTI 2007-10 22AA 9/37 | 192,166 | 190,295 | -1,871 | 0.01% | -$4.14K |
| FUTURE - PHYSICALLY DELIVERED | -5 | -24 | -19 | 0.01% | $143.97K |
| New Century Home Equity Loan Trust, Series 2004-4, Class M1 | 179,024 | 173,020 | -6,005 | 0.01% | -$6.63K |
| GreenPoint Mortgage Funding Trust, Series 2006-AR4, Class A6A | 185,913 | 181,800 | -4,113 | 0.01% | -$5.74K |
| BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1 | 272,041 | 160,740 | -111,301 | 0.01% | -$111.31K |
| TRTX Issuer Ltd., Series 2022-FL5, Class A | 177,677 | 152,878 | -24,799 | 0.01% | -$24.75K |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35 | 187,092 | 182,468 | -4,624 | 0.01% | -$5.54K |
| DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A | 203,030 | 147,596 | -55,434 | 0.01% | -$55.42K |
| Credit-Based Asset Servicing & Securitization LLC, Series 2005-CB3, Class M4 | 158,207 | 150,759 | -7,449 | 0.01% | -$8.40K |
| Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A2 | 366,298 | 362,718 | -3,580 | 0.01% | -$4.28K |
| OZLM XXIV Ltd., Series 2019-24A, Class A1AR | 196,096 | 124,035 | -72,061 | 0.01% | -$72.04K |
| Securitized Asset-Backed Receivables LLC Trust, Series 2006-HE2, Class A2C | 343,925 | 341,774 | -2,151 | 0.01% | -$3.37K |
| CSMC Mortgage-Backed Trust 2007-1 | 567,959 | 565,929 | -2,031 | 0.01% | -$3.56K |
| MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A | 133,250 | 120,258 | -12,993 | 0.01% | -$12.40K |
| ACE Securities Corp. Home Equity Loan Trust, Series 2007-ASAP1 | 314,336 | 313,125 | -1,211 | 0.01% | -$2.72K |
| Bear Stearns Structured Products, Inc. Trust, Series 2007-R6, Class 2A1 | 153,195 | 150,461 | -2,734 | 0.01% | -$4.99K |
| JP Morgan Mortgage Trust, Series 2008-R2, Class 1A1 | 120,036 | 115,411 | -4,625 | 0.01% | -$5.41K |
| Washington Mutual Mortgage Pass-Through Certificates Series 2007-OA4 Trust | 128,228 | 124,471 | -3,756 | 0.01% | -$4.61K |
| GS Mortgage Securities Corp. | 203,029 | 198,115 | -4,914 | 0.01% | -$5.74K |
| Black Diamond CLO 2019-1 Designated Activity Company | 125,164 | 81,021 | -44,143 | 0.01% | -$53.60K |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS2 MII1 | 113,341 | 84,691 | -28,650 | 0.01% | -$28.56K |
| FIRST NLC TRUST FNLC 2007 1 A1 144A | 180,161 | 177,706 | -2,455 | 0.01% | -$3.34K |
| MORTGAGEIT TRUST MHL 2004 2 M2 | 87,566 | 85,349 | -2,217 | 0.01% | -$2.34K |
| Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A | 92,902 | 73,277 | -19,625 | 0.01% | -$19.71K |
| GNMA II POOL MA9847 G2 08/54 FIXED 3.5 | 82,004 | 79,141 | -2,863 | 0.01% | -$1.95K |
| BCAP LLC Trust, Series 2011-RR5, Class 12A1 | 88,565 | 72,639 | -15,926 | 0.01% | -$15.73K |
| FSPC T-62 1A1 V/R 10/25/44 5.27810000 | 73,006 | 70,184 | -2,822 | 0.00% | -$2.62K |
| Eurosail-UK plc, Series 2007-3A, Class A3C | 54,612 | 47,756 | -6,856 | 0.00% | -$10.51K |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1 | 64,773 | 64,186 | -587 | 0.00% | -$1.18K |
| KKR FINANCIAL CLO LTD KKR 11 AR 144A | 128,006 | 56,440 | -71,566 | 0.00% | -$71.61K |
| Citigroup Mortgage Loan Trust Series 2007 AHL3 | 80,552 | 79,846 | -706 | 0.00% | -$1.49K |
| RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5 | 185,768 | 181,537 | -4,231 | 0.00% | -$2.56K |
| Freddie Mac Structured Pass-Through Certificates | 55,827 | 54,082 | -1,745 | 0.00% | -$1.88K |
| CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.80876000 | 53,627 | 49,693 | -3,934 | 0.00% | -$4.27K |
| Bear Stearns ARM Trust, Series 2005-1, Class 2A1 | 54,571 | 51,888 | -2,683 | 0.00% | -$3.03K |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A | 50,750 | 42,551 | -8,199 | 0.00% | -$6.57K |
| Credit-Based Asset Servicing and Securitization LLC | 61,186 | 60,200 | -986 | 0.00% | -$1.45K |
| IndyMac MBS, Inc. | 54,605 | 51,862 | -2,743 | 0.00% | -$3.21K |
| MASTR Asset Backed Securities Trust 2006-AM1 | 40,018 | 39,252 | -766 | 0.00% | -$1.36K |
| RESIDENTIAL ASSET SECURITIES C RASC 2006 KS3 M1 | 62,924 | 36,860 | -26,063 | 0.00% | -$25.95K |
| Structured Asset Securities Corporation | 38,678 | 37,559 | -1,119 | 0.00% | -$1.25K |
| FREDDIE MAC NON GOLD POOL P#1A1082 V/R 6.39500000 | 38,115 | 34,640 | -3,474 | 0.00% | -$3.21K |
| JP Morgan Mortgage Trust, Series 2005-A6, Class 7A1 | 34,617 | 34,260 | -358 | 0.00% | -$173 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4 | 59,568 | 58,835 | -733 | 0.00% | -$1.06K |
| TMST 2005-1 A3 | 29,887 | 29,234 | -653 | 0.00% | -$852 |
| CMLTI 2007-AMC2 A3A | 39,507 | 39,017 | -491 | 0.00% | -$816 |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A1 | 29,162 | 28,333 | -829 | 0.00% | -$953 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1 | 30,508 | 29,819 | -689 | 0.00% | -$888 |
| MASTR Adjustable Rate Mortgages Trust 2004-10 | 29,951 | 27,915 | -2,035 | 0.00% | -$2.34K |
| Washington Mutual Mortgage Pass-Through Certificates Series 2002-AR17 Trust | 27,656 | 26,462 | -1,194 | 0.00% | -$1.34K |
| Bear Stearns ARM Trust, Series 2003-9, Class 2A1 | 26,409 | 26,080 | -330 | 0.00% | -$457 |
| FNMA POOL 866066 FN 03/36 FLOATING VAR | 22,361 | 21,974 | -387 | 0.00% | -$314 |
| JP Morgan Mortgage Trust, Series 2005-A6, Class 2A1 | 24,126 | 21,496 | -2,630 | 0.00% | -$2.83K |
| Bear Stearns ARM Trust, Series 2004-10, Class 22A1 | 23,250 | 23,150 | -99 | 0.00% | -$322 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 19,834 | 19,625 | -208 | 0.00% | -$421 |
| Bear Stearns ARM Trust 2004-1 | 20,394 | 18,976 | -1,418 | 0.00% | -$1.56K |
| CMLTI 2005-3 2A2B | 15,886 | 15,520 | -367 | 0.00% | -$317 |
| FNMA, Series 2007-73, Class A1 | 16,156 | 15,465 | -691 | 0.00% | -$641 |
| Merrill Lynch Mortgage Investors Trust, Series MLCC 2003-C | 15,465 | 14,875 | -590 | 0.00% | -$629 |
| FHLMC | 13,220 | 13,007 | -213 | 0.00% | -$172 |
| Washington Mutual Mortgage Pass-Through Certificates Series 2003-AR9 Trust | 13,461 | 13,168 | -292 | 0.00% | -$340 |
| Washington Mutual Mortgage Securities Corp. | 13,083 | 12,778 | -306 | 0.00% | -$410 |
| GSR Mortgage Loan Trust, Series 2005-AR1, Class 1A1 | 12,698 | 12,432 | -266 | 0.00% | -$327 |
| FHLMC | 12,277 | 11,806 | -471 | 0.00% | -$444 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A | 13,003 | 12,381 | -622 | 0.00% | -$677 |
| IndyMac MBS, Inc. | 9,281 | 9,177 | -104 | 0.00% | -$171 |
| FNMA POOL 844000 FN 11/35 FLOATING VAR | 10,028 | 9,847 | -181 | 0.00% | -$156 |
| Man GLG Euro CLO V Designated Activity Company | 49,403 | 8,597 | -40,806 | 0.00% | -$48.02K |
| U.S. Treasury Bills | 314,000 | 9,000 | -305,000 | 0.00% | -$301.66K |
| MORGN 2018-3A AR CLO 144A FRN 10-20-31 | 91,856 | 8,106 | -83,750 | 0.00% | -$83.77K |
| BOAMS 2005-E 2A1 | 8,318 | 8,174 | -144 | 0.00% | -$194 |
| Chase Mortgage Finance Trust Series 2007-A1 | 6,349 | 6,229 | -120 | 0.00% | -$151 |
| RESIDENTIAL ASSET SECURITIZATI RAST 2003 A5 A2 | 5,718 | 5,446 | -273 | 0.00% | -$326 |
| JP Morgan Mortgage Trust, Series 2007-A1, Class 1A1 | 4,606 | 4,468 | -138 | 0.00% | -$158 |
| JP Morgan Mortgage Acquisition Trust 2006-CH2 | 5,774 | 3,989 | -1,785 | 0.00% | -$1.78K |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-NCM2, Class 1CB1 | 3,924 | 3,835 | -89 | 0.00% | -$126 |
| JP Morgan Mortgage Trust, Series 2005-A6, Class 4A1 | 3,617 | 3,570 | -47 | 0.00% | -$72 |
| Bear Stearns ARM Trust, Series 2003-3, Class 3A2 | 4,171 | 3,633 | -539 | 0.00% | -$526 |
| Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1 | 2,976 | 2,906 | -70 | 0.00% | -$76 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A1 | 2,799 | 2,715 | -84 | 0.00% | -$95 |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-6, Class A2 | 1,824 | 1,523 | -301 | 0.00% | -$301 |
| UNITED STATES DOLLAR | 7,429,933,538 | 406,394,702 | -7,023,538,837 | 0.00% | -$167.62K |
| Verizon Wireless | 125,000,000 | 185 | -124,999,815 | -0.01% | $187.06K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 | 79,400,000 | 79,400,000 | 0 | 6.15% | $309.08K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 | 40,402,000 | 40,402,000 | 0 | 3.87% | $455.16K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.375 07/15/33 | 47,800,000 | 47,800,000 | 0 | 3.67% | $79.90K |
| U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 | 43,400,000 | 43,400,000 | 0 | 3.35% | -$16.94K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 | 33,200,000 | 33,200,000 | 0 | 3.23% | $447.64K |
| U.S. Treasury Inflation-Protected Indexed Notes | 42,200,000 | 42,200,000 | 0 | 3.22% | -$44.07K |
| U.S. Treasury Notes | 41,100,000 | 41,100,000 | 0 | 3.11% | $148.11K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028 | 37,400,000 | 37,400,000 | 0 | 3.01% | $163.96K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 | 38,600,000 | 38,600,000 | 0 | 2.98% | $97.49K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28 | 18,713,000 | 18,713,000 | 0 | 2.90% | $30.88K |
| U.S. Treasury Inflation-Protected Indexed Notes | 34,600,000 | 34,600,000 | 0 | 2.66% | -$101.80K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 | 30,800,000 | 30,800,000 | 0 | 2.52% | $218.34K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32 | 29,300,000 | 29,300,000 | 0 | 2.32% | $178.17K |
| U.S. Treasury Notes 0.125%, Due 1/15/2030 | 25,500,000 | 25,500,000 | 0 | 2.26% | $229.02K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 | 20,320,000 | 20,320,000 | 0 | 1.92% | $201.24K |
| U.S. Treasury Notes | 20,000,000 | 20,000,000 | 0 | 1.58% | $78.58K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 | 18,960,000 | 18,960,000 | 0 | 1.54% | -$255.42K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045 | 19,734,000 | 19,734,000 | 0 | 1.43% | -$338.86K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 | 17,500,000 | 17,500,000 | 0 | 1.40% | $124.15K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 | 15,400,000 | 15,400,000 | 0 | 1.36% | $123.55K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 | 11,697,000 | 11,697,000 | 0 | 1.35% | $68.10K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 | 15,850,000 | 15,850,000 | 0 | 1.34% | -$271.47K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 | 7,353,000 | 7,353,000 | 0 | 1.15% | -$479 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047 | 16,142,000 | 16,142,000 | 0 | 1.13% | -$283.76K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28 | 9,685,000 | 9,685,000 | 0 | 1.12% | $85.22K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46 | 14,750,000 | 14,750,000 | 0 | 1.10% | -$267.27K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 | 10,805,000 | 10,805,000 | 0 | 1.01% | $95.47K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 13,400,000 | 13,400,000 | 0 | 0.94% | -$294.26K |
| U.S. Treasury Inflation-Protected Notes 2.125%, Due 02/15/2054 | 13,200,000 | 13,200,000 | 0 | 0.90% | -$267.20K |
| Project Cashmere | 17,200,000 | 17,200,000 | 0 | 0.87% | $388.72K |
| Japan Government CPI-Linked Bonds | 1,628,000,000 | 1,628,000,000 | 0 | 0.85% | -$360.59K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027 | 9,700,000 | 9,700,000 | 0 | 0.81% | $124.71K |
| Japan Government CPI-Linked Bonds | 1,501,000,000 | 1,501,000,000 | 0 | 0.79% | -$278.69K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40 | 7,100,000 | 7,100,000 | 0 | 0.77% | -$130.40K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031 | 8,550,000 | 8,550,000 | 0 | 0.71% | $61.68K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 5,380,000 | 5,380,000 | 0 | 0.57% | -$105.86K |
| U.S. Treasury Inflation-Protected Indexed Bonds | 11,070,000 | 11,070,000 | 0 | 0.54% | -$138.26K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48 | 7,200,000 | 7,200,000 | 0 | 0.50% | -$132.16K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 | 8,700,000 | 8,700,000 | 0 | 0.46% | -$112.19K |
| RPLDCI 6.581 05/30/49 144A | 5,700,000 | 5,700,000 | 0 | 0.43% | -$145.78K |
| Government of Canada | 3,800,000 | 3,800,000 | 0 | 0.39% | -$84.72K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053 | 5,800,000 | 5,800,000 | 0 | 0.36% | -$88.88K |
| Japan Government CPI-Linked Bonds | 710,000,000 | 710,000,000 | 0 | 0.32% | -$142.75K |
| U.S. Treasury Inflation Linked Bonds | 4,640,000 | 4,640,000 | 0 | 0.31% | -$78.00K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043 | 3,940,000 | 3,940,000 | 0 | 0.30% | -$48.03K |
| Romark CLO V Ltd., Series 2021-5A, Class AR | 4,100,000 | 4,100,000 | 0 | 0.30% | -$7.23K |
| GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | 3,600,000 | 3,600,000 | 0 | 0.26% | -$1.32K |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052 | 5,300,000 | 5,300,000 | 0 | 0.24% | -$65.21K |
| Citigroup Mortgage Loan Trust, Inc., Series 2005-HE4, Class M3 | 3,422,000 | 3,422,000 | 0 | 0.23% | -$17.17K |
| Capital Four CLO X Designated Activity Company | 2,400,000 | 2,400,000 | 0 | 0.20% | -$55.60K |
| Republique Francaise Presidence | 2,000,000 | 2,000,000 | 0 | 0.20% | $7.22K |
| Segretariato Generale Della Presidenza Della Repubblica | 1,700,000 | 1,700,000 | 0 | 0.18% | -$11.99K |
| LCM Ltd., Series 36A, Class A1R | 2,000,000 | 2,000,000 | 0 | 0.15% | -$2.68K |
| Voya Euro CLO IV Designated Activity Company | 1,600,000 | 1,600,000 | 0 | 0.14% | -$31.70K |
| SAXON ASSET SECURITIES TRUST SAST 2005 4 M3 | 2,000,000 | 2,000,000 | 0 | 0.13% | -$23.11K |
| SYMPHONY CLO XXIX LTD SER 2021-29A CL AR V/R REGD 144A P/P 5.43307000 | 1,200,000 | 1,200,000 | 0 | 0.09% | -$1.22K |
| Bank of America Corp., Series FF | 1,160,000 | 1,160,000 | 0 | 0.09% | -$10.40K |
| Arbour CLO VI Designated Activity Company | 1,000,000 | 1,000,000 | 0 | 0.08% | -$19.77K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1 | 1,200,000 | 1,200,000 | 0 | 0.08% | -$10.25K |
| ROMARK CREDIT FUNDING LTD SER 2025-4A CL A REGD 144A P/P 5.42300000 | 1,000,000 | 1,000,000 | 0 | 0.07% | $2.47K |
| SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A | 1,000,000 | 1,000,000 | 0 | 0.07% | -$354 |
| Segretariato Generale Della Presidenza Della Repubblica | 800,000 | 800,000 | 0 | 0.07% | -$13.34K |
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A | 900,000 | 900,000 | 0 | 0.07% | -$1.24K |
| Japan Government CPI Linked Bond | 130,000,000 | 130,000,000 | 0 | 0.06% | -$23.87K |
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | 700,000 | 700,000 | 0 | 0.05% | -$1.56K |
| St. Paul's CLO II Designated Activity Company | 600,000 | 600,000 | 0 | 0.05% | -$11.00K |
| TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A | 600,000 | 600,000 | 0 | 0.04% | -$178 |
| Elevation CLO Ltd., Series 2022-16A, Class A1AR | 600,000 | 600,000 | 0 | 0.04% | -$1.87K |
| Wells Fargo & Co., Series L, Conv. Pfd. | 500 | 500 | 0 | 0.04% | -$28.50K |
| Capital Four US CLO II Ltd., Series 2022-1A, Class AR | 500,000 | 500,000 | 0 | 0.04% | $246 |
| U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27 | 260,000 | 260,000 | 0 | 0.03% | $3.44K |
| UNITED MEXICAN | 300,000 | 300,000 | 0 | 0.02% | -$7.89K |
| UNITED MEXICAN | 300,000 | 300,000 | 0 | 0.02% | -$4.44K |
| COUNTRYWIDE HOME LOANS CWHL 2007 1 A1 | 698,486 | 698,486 | 0 | 0.02% | -$9.90K |
| NSANY 4.345 09/17/27 144A | 300,000 | 300,000 | 0 | 0.02% | -$2.95K |
| MORGAN STANLEY CAPITAL INC MSAC 2004 NC7 M3 | 233,877 | 233,877 | 0 | 0.02% | -$1.37K |
| CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000 | 700,000 | 700,000 | 0 | 0.02% | -$6.91K |
| UBS Group AG | 100,000 | 100,000 | 0 | 0.01% | -$3.75K |
| US TREASURY N/B | 129,000 | 129,000 | 0 | 0.01% | -$1.56K |
| Gouvernement De France | 100,000 | 100,000 | 0 | 0.01% | $1.02K |
| UBS GROUP AG 1%/VAR 06/24/2027 REGS | 100,000 | 100,000 | 0 | 0.01% | -$1.57K |
| US TREASURY N/B | 91,000 | 91,000 | 0 | 0.01% | -$1.35K |
| Bear Stearns ALT-A Trust, Series 2006-4, Class 21A1 | 75,973 | 75,973 | 0 | 0.00% | -$956 |
| AVOLON HDGS | 40,000 | 40,000 | 0 | 0.00% | -$146 |
| U.S. Small Business Administration | 27,241 | 27,241 | 0 | 0.00% | -$83 |
| TBW Mortgage-Backed Trust Series 2006-4 | 473,176 | 473,176 | 0 | 0.00% | -$384 |
| ZAR/USD FORWARD | -103,800,000 | -103,800,000 | 0 | -0.06% | -$362.01K |
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.