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 | 233,320,000 | 233,320,000 | 9.75% | $234.08M |
| US TREASURY N/B | 0 | 93,115,000 | 93,115,000 | 3.78% | $90.82M |
| U.S. Treasury Bills | 0 | 72,730,000 | 72,730,000 | 3.01% | $72.13M |
| FNCL 5 4/26 | 0 | 60,585,000 | 60,585,000 | 2.49% | $59.74M |
| Brazil Letras do Tesouro Nacional | 0 | 136,500 | 136,500 | 1.10% | $26.34M |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 07/26 0.00000 | 0 | 94,000 | 94,000 | 0.73% | $17.57M |
| VERUS SECURITIZATION TRUST 2026-2 A1 VAR 02/25/2071 144A | 0 | 10,458,904 | 10,458,904 | 0.43% | $10.36M |
| Fannie Mae Pool | 0 | 11,804,847 | 11,804,847 | 0.39% | $9.28M |
| Chase Home Lending Mortgage Trust, Series 2026-1, Class A11 | 0 | 8,959,015 | 8,959,015 | 0.37% | $8.87M |
| Tricon Residential Trust, Series 2025-SFR1, Class A | 0 | 7,366,044 | 7,366,044 | 0.31% | $7.35M |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2026-2A CL A REGD 144A P/P 4.60000000 | 0 | 6,920,000 | 6,920,000 | 0.28% | $6.83M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2026-1A, Class A | 0 | 6,625,000 | 6,625,000 | 0.27% | $6.57M |
| PMT Loan Trust, Series 2026-J2, Class A24 | 0 | 6,363,780 | 6,363,780 | 0.26% | $6.34M |
| STAR 2026-SFR7 Trust | 0 | 6,175,000 | 6,175,000 | 0.26% | $6.18M |
| Ford Motor Credit Co LLC | 0 | 6,235,000 | 6,235,000 | 0.26% | $6.12M |
| OBX 2026-INV1 Trust | 0 | 5,407,602 | 5,407,602 | 0.23% | $5.41M |
| Barclays Mortgage Loan Trust 2026-NQM1 | 0 | 5,421,146 | 5,421,146 | 0.22% | $5.36M |
| Fannie Mae Pool | 0 | 6,461,786 | 6,461,786 | 0.21% | $5.08M |
| OBX 2026-NQM3 A1 | 0 | 5,071,271 | 5,071,271 | 0.21% | $5.02M |
| DRMT 2026-INV1 A1 | 0 | 5,035,565 | 5,035,565 | 0.21% | $4.99M |
| Progress Residential 2026-SFR1 Trust | 0 | 4,385,000 | 4,385,000 | 0.17% | $4.18M |
| ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A | 0 | 4,138,397 | 4,138,397 | 0.17% | $4.10M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 4,014,000 | 4,014,000 | 0.16% | $3.73M |
| Freddie Mac Pool | 0 | 4,611,997 | 4,611,997 | 0.15% | $3.63M |
| J.P. Morgan Mortgage Trust, Series 2026-NQM1, Class A1 | 0 | 3,527,146 | 3,527,146 | 0.15% | $3.49M |
| AMSR 2026-SFR1 Trust | 0 | 3,625,000 | 3,625,000 | 0.14% | $3.40M |
| Mello Mortgage Capital Acceptance | 0 | 3,141,705 | 3,141,705 | 0.11% | $2.73M |
| OBX 22-J1 A2 144A FRN 02-25-52 | 0 | 3,275,378 | 3,275,378 | 0.11% | $2.72M |
| AMSR TRUST AMSR 2021 SFR4 A 144A | 0 | 2,381,443 | 2,381,443 | 0.10% | $2.34M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 2,059,000 | 2,059,000 | 0.10% | $2.31M |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2 A1 VAR 12/25/2065 144A | 0 | 2,270,407 | 2,270,407 | 0.09% | $2.24M |
| Morgan Stanley Residential Mortgage Loan Trust 2021-4 | 0 | 2,595,001 | 2,595,001 | 0.09% | $2.16M |
| BRAVO Residential Funding Trust Series 2026-NQM2 | 0 | 1,989,634 | 1,989,634 | 0.08% | $1.97M |
| BNP Paribas Issuance BV | 0 | 1,897,000 | 1,897,000 | 0.07% | $1.68M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 1,238,000 | 1,238,000 | 0.07% | $1.68M |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ2 A4 144A | 0 | 1,805,769 | 1,805,769 | 0.06% | $1.49M |
| OBX 2022-INV4 Trust | 0 | 1,634,510 | 1,634,510 | 0.06% | $1.47M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 900,000 | 900,000 | 0.06% | $1.39M |
| Nomura International Funding Pte Ltd | 0 | 1,109,000 | 1,109,000 | 0.06% | $1.36M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 1,119,000 | 1,119,000 | 0.05% | $1.32M |
| Nomura International Funding Pte Ltd | 0 | 1,143,000 | 1,143,000 | 0.05% | $1.32M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 801,000 | 801,000 | 0.05% | $1.30M |
| BNP Paribas Issuance BV | 0 | 1,194,000 | 1,194,000 | 0.05% | $1.27M |
| Nomura International Funding Pte Ltd | 0 | 1,055,000 | 1,055,000 | 0.05% | $1.25M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 804,000 | 804,000 | 0.05% | $1.22M |
| BofA Finance LLC | 0 | 1,144,000 | 1,144,000 | 0.05% | $1.17M |
| Morgan Stanley Finance LLC | 0 | 992,000 | 992,000 | 0.05% | $1.16M |
| Nomura International Funding Pte Ltd | 0 | 1,137,000 | 1,137,000 | 0.05% | $1.11M |
| BNP Paribas Issuance BV | 0 | 1,115,000 | 1,115,000 | 0.05% | $1.10M |
| Nomura International Funding Pte Ltd | 0 | 1,020,000 | 1,020,000 | 0.04% | $899.78K |
| Nomura International Funding Pte Ltd | 0 | 970,000 | 970,000 | 0.03% | $794.97K |
| Citigroup Global Markets Holdings Inc/United States | 0 | 334 | 334 | 0.03% | $778.21K |
| Citigroup Global Markets Holdings Inc/United States | 0 | 1,024,000 | 1,024,000 | 0.03% | $775.25K |
| Morgan Stanley Finance LLC | 0 | 1,061,000 | 1,061,000 | 0.03% | $738.72K |
| FKH 2021-SFR3 A 144A 2.135% 12-17-38 | 0 | 723,058 | 723,058 | 0.03% | $711.43K |
| Fannie Mae Pool | 0 | 711,250 | 711,250 | 0.02% | $559.12K |
| Citigroup Global Markets Holdings Inc/United States | 0 | 555,000 | 555,000 | 0.02% | $557.99K |
| Citigroup Global Markets Holdings Inc/United States | 0 | 487,000 | 487,000 | 0.02% | $458.07K |
| Morgan Stanley Finance LLC | 0 | 333,000 | 333,000 | 0.02% | $414.17K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| Uniform Mortgage-Backed Security, TBA | 142,990,000 | 0 | -142,990,000 | 0.00% | -$144.86M |
| Uniform Mortgage-Backed Security, TBA | 59,455,000 | 0 | -59,455,000 | 0.00% | -$59.23M |
| Uniform Mortgage-Backed Security, TBA | 53,645,000 | 0 | -53,645,000 | 0.00% | -$50.85M |
| U.S. Treasury Notes | 49,869,995 | 0 | -49,869,995 | 0.00% | -$49.74M |
| Uniform Mortgage-Backed Security, TBA | 49,880,000 | 0 | -49,880,000 | 0.00% | -$48.65M |
| U.S. Treasury Bills | 40,335,000 | 0 | -40,335,000 | 0.00% | -$40.18M |
| FNCL 6 1/26 | 38,230,000 | 0 | -38,230,000 | 0.00% | -$39.25M |
| US TREASURY N/B | 29,855,000 | 0 | -29,855,000 | 0.00% | -$30.65M |
| HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST HAROT 2025-3 A2A | 12,060,000 | 0 | -12,060,000 | 0.00% | -$12.09M |
| Freddie Mac REMICS | 10,215,149 | 0 | -10,215,149 | 0.00% | -$10.25M |
| GEN MOTORS FIN | 9,890,000 | 0 | -9,890,000 | 0.00% | -$9.89M |
| FSMT 2021-4 A1 | 11,404,773 | 0 | -11,404,773 | 0.00% | -$9.55M |
| Hyundai Auto Receivables Trust, Series 2025-B, Class A2A | 8,060,000 | 0 | -8,060,000 | 0.00% | -$8.09M |
| Fannie Mae REMICS | 7,212,520 | 0 | -7,212,520 | 0.00% | -$7.23M |
| VZMT 2024-4 A1A | 6,605,000 | 0 | -6,605,000 | 0.00% | -$6.64M |
| OBX 2022-J2 Trust | 6,187,962 | 0 | -6,187,962 | 0.00% | -$5.43M |
| US TREASURY N/B | 5,130,000 | 0 | -5,130,000 | 0.00% | -$5.17M |
| DCENT 2023-A2 A | 5,115,000 | 0 | -5,115,000 | 0.00% | -$5.14M |
| COPAR 2023-1 A3 | 4,958,773 | 0 | -4,958,773 | 0.00% | -$4.98M |
| UBS GRP. F2V | 4,805,000 | 0 | -4,805,000 | 0.00% | -$4.79M |
| BANK 2025-BNK49 A5 | 4,195,000 | 0 | -4,195,000 | 0.00% | -$4.43M |
| BMO 2024-C9 A5 | 3,764,000 | 0 | -3,764,000 | 0.00% | -$3.99M |
| BMO 2025-C11 A5 | 3,635,000 | 0 | -3,635,000 | 0.00% | -$3.84M |
| BANK 2024-BNK47 A5 | 3,535,000 | 0 | -3,535,000 | 0.00% | -$3.75M |
| JETBLUE 19-1 AA | 4,007,973 | 0 | -4,007,973 | 0.00% | -$3.60M |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 1 A2 144A | 4,024,355 | 0 | -4,024,355 | 0.00% | -$3.53M |
| BMO Mortgage Trust, Series 2025-C12, Class A5 | 3,090,000 | 0 | -3,090,000 | 0.00% | -$3.31M |
| FORD MOTOR CRED | 3,270,000 | 0 | -3,270,000 | 0.00% | -$3.28M |
| Freddie Mac REMICS | 3,206,007 | 0 | -3,206,007 | 0.00% | -$3.21M |
| PSMC 2021-2 TRUST | 3,310,818 | 0 | -3,310,818 | 0.00% | -$3.01M |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025 C64 | 1,865,000 | 0 | -1,865,000 | 0.00% | -$1.97M |
| Nomura International Funding Pte Ltd | 1,742,000 | 0 | -1,742,000 | 0.00% | -$1.93M |
| AVIS BUDGET RENTCAR FDG AE LLC 4.62% 02/20/2027 144A | 1,843,333 | 0 | -1,843,333 | 0.00% | -$1.84M |
| BANK 2024-BNK48 A5 | 1,569,000 | 0 | -1,569,000 | 0.00% | -$1.60M |
| BBCMS 2025-C32 A5 | 1,415,000 | 0 | -1,415,000 | 0.00% | -$1.51M |
| Citigroup Global Markets Holdings Inc/United States | 1,198,000 | 0 | -1,198,000 | 0.00% | -$1.50M |
| GS Finance Corp | 1,173,000 | 0 | -1,173,000 | 0.00% | -$1.48M |
| BofA Finance LLC | 1,208,000 | 0 | -1,208,000 | 0.00% | -$1.43M |
| Morgan Stanley Finance LLC | 934,000 | 0 | -934,000 | 0.00% | -$1.40M |
| Provident Funding Mortgage Trust 2021-INV2 | 1,601,077 | 0 | -1,601,077 | 0.00% | -$1.40M |
| Citigroup Global Markets Holdings Inc/United States | 989,000 | 0 | -989,000 | 0.00% | -$1.38M |
| JETBLUE AIRWAYS | 1,382,635 | 0 | -1,382,635 | 0.00% | -$1.32M |
| BBCMS 2025-C39 A5 | 1,245,000 | 0 | -1,245,000 | 0.00% | -$1.29M |
| Citigroup Global Markets Holdings Inc/United States | 1,119,000 | 0 | -1,119,000 | 0.00% | -$1.16M |
| Citigroup Global Markets Holdings Inc/United States | 840,000 | 0 | -840,000 | 0.00% | -$1.14M |
| BNP Paribas Issuance BV | 1,077,000 | 0 | -1,077,000 | 0.00% | -$1.06M |
| Morgan Stanley Finance LLC | 1,161,000 | 0 | -1,161,000 | 0.00% | -$968.73K |
| FORD CREDIT AUTO OWNER TRUST FORDO 2024 B A2B | 920,295 | 0 | -920,295 | 0.00% | -$920.56K |
| Citigroup Global Markets Holdings Inc/United States | 995,000 | 0 | -995,000 | 0.00% | -$894.04K |
| Morgan Stanley Finance LLC | 1,036,000 | 0 | -1,036,000 | 0.00% | -$864.43K |
| Towd Point Mortgage Trust 2015-5 | 820,905 | 0 | -820,905 | 0.00% | -$817.96K |
| Toyota Auto Receivables Owner Trust, Series 2024-C, Class A2A | 726,197 | 0 | -726,197 | 0.00% | -$727.09K |
| Toyota Auto Receivables 2024-C Owner Trust | 726,197 | 0 | -726,197 | 0.00% | -$726.33K |
| Mercedes-Benz Auto Lease Trust 2024-A | 576,206 | 0 | -576,206 | 0.00% | -$576.30K |
| FORDO 2024-B 5.4% 04/15/2027 | 561,825 | 0 | -561,825 | 0.00% | -$562.59K |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 4.45% 01/24/2028 144A | 372,961 | 0 | -372,961 | 0.00% | -$373.11K |
| Porsche Financial Auto Securitization Trust 2024-1 | 313,747 | 0 | -313,747 | 0.00% | -$313.74K |
| DBJPM Mortgage Trust, Series 2020-C9, Class A2 | 277,424 | 0 | -277,424 | 0.00% | -$276.94K |
| MERCEDES BENZ AUTO LEASE TRUST MBALT 2024 B A2B | 252,865 | 0 | -252,865 | 0.00% | -$252.89K |
| GM Financial Consumer Automobile Receivables Trust, Series 2024-3, Class A2A | 221,608 | 0 | -221,608 | 0.00% | -$221.76K |
| GM Financial Consumer Automobile Receivables Trust 2024-3 | 221,608 | 0 | -221,608 | 0.00% | -$221.62K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 7,424,000 | 140,784,000 | 133,360,000 | 5.84% | $132.78M |
| US TREASURY N/B | 63,405,000 | 118,615,000 | 55,210,000 | 4.88% | $53.89M |
| US TREASURY N/B | 108,756,000 | 113,316,000 | 4,560,000 | 4.23% | $3.16M |
| US TREASURY N/B | 36,485,000 | 39,285,000 | 2,800,000 | 1.59% | $2.42M |
| GEN MOTORS FIN | 16,680,000 | 16,995,000 | 315,000 | 0.72% | $141.17K |
| JPMORGAN CHASE | 14,460,000 | 14,730,000 | 270,000 | 0.63% | -$35.69K |
| BANK OF AMER CRP | 14,458,000 | 14,728,000 | 270,000 | 0.63% | -$54.55K |
| MORGAN STANLEY | 14,460,000 | 14,730,000 | 270,000 | 0.63% | -$92.89K |
| GOLDMAN SACHS GP | 14,460,000 | 14,730,000 | 270,000 | 0.62% | -$34.85K |
| US TREASURY N/B | 16,395,000 | 16,705,000 | 310,000 | 0.51% | $104.86K |
| CITIGROUP INC | 11,785,000 | 12,005,000 | 220,000 | 0.50% | -$13.89K |
| BP CAP MKTS AMER | 10,915,000 | 11,120,000 | 205,000 | 0.47% | $88.26K |
| WELLS FARGO CO | 11,230,000 | 11,440,000 | 210,000 | 0.47% | $36.96K |
| PUB SVC NEW HAMP | 9,575,000 | 9,755,000 | 180,000 | 0.42% | $62.21K |
| US BANCORP | 9,625,000 | 9,805,000 | 180,000 | 0.42% | $72.84K |
| BANK OF AMER CRP | 9,645,000 | 9,825,000 | 180,000 | 0.41% | $76.05K |
| WELLS FARGO CO | 9,700,000 | 9,880,000 | 180,000 | 0.41% | -$72.55K |
| Hertz Vehicle Financing LLC, Series 2025-2A, Class A | 7,910,000 | 9,615,000 | 1,705,000 | 0.40% | $1.65M |
| METLIFE INC | 9,025,000 | 9,195,000 | 170,000 | 0.40% | -$26.89K |
| JPMORGAN CHASE | 9,180,000 | 9,350,000 | 170,000 | 0.39% | $4.70K |
| CITIGROUP INC | 8,860,000 | 9,025,000 | 165,000 | 0.37% | $17.96K |
| CANADIAN PACIFIC | 8,555,000 | 8,715,000 | 160,000 | 0.37% | $67.32K |
| DUKE ENERGY PROG | 8,245,000 | 8,400,000 | 155,000 | 0.36% | $72.89K |
| ROYAL BK CANADA | 8,245,000 | 8,400,000 | 155,000 | 0.35% | $59.72K |
| TRANSCANADA PL | 7,980,000 | 8,130,000 | 150,000 | 0.33% | $86.29K |
| Progress Residential Trust, Series 2021-SFR8, Class A | 2,741,117 | 7,507,043 | 4,765,926 | 0.31% | $4.70M |
| APPALACHIAN PWR | 7,965,000 | 8,115,000 | 150,000 | 0.31% | $92.55K |
| SLG Office Trust, Series 2021-OVA, Class A | 6,775,000 | 8,160,000 | 1,385,000 | 0.30% | $1.20M |
| VIRGINIA EL&PWR | 6,840,000 | 6,965,000 | 125,000 | 0.29% | -$8.30K |
| SAN DIEGO G & E | 6,255,000 | 6,605,000 | 350,000 | 0.28% | $242.62K |
| UNION ELECTRIC | 6,445,000 | 6,565,000 | 120,000 | 0.28% | $32.94K |
| AMERICAN EXPRESS | 6,305,000 | 6,420,000 | 115,000 | 0.27% | $63.84K |
| Flagstar Mortgage Trust 2021-3INV | 6,263,842 | 7,504,997 | 1,241,155 | 0.26% | $1.00M |
| HSBC HOLDINGS | 6,025,000 | 6,135,000 | 110,000 | 0.26% | $30.35K |
| FLORIDA PWR CORP | 5,936,000 | 6,046,000 | 110,000 | 0.26% | -$23.44K |
| VERIZON COMM INC | 6,015,000 | 6,125,000 | 110,000 | 0.26% | $18.98K |
| ENTERGY LA LLC | 5,595,000 | 5,700,000 | 105,000 | 0.24% | $45.02K |
| MONONGAHELA PWR CO 5.85% 02/15/2034 144A | 5,420,000 | 5,520,000 | 100,000 | 0.24% | $67.99K |
| Tricon Residential Trust, Series 2025-SFR2, Class A | 3,021,032 | 5,747,683 | 2,726,650 | 0.24% | $2.68M |
| ENTERGY ARKANSAS | 5,355,000 | 5,455,000 | 100,000 | 0.23% | $17.38K |
| UNION PAC CORP | 5,275,000 | 5,390,000 | 115,000 | 0.23% | $41.80K |
| ALTRIA GROUP INC | 6,060,000 | 6,175,000 | 115,000 | 0.23% | $59.76K |
| STATE STREET CRP | 5,265,000 | 5,365,000 | 100,000 | 0.22% | -$11.52K |
| MCDONALD'S CORP | 5,275,000 | 5,375,000 | 100,000 | 0.22% | $11.48K |
| CITIGROUP INC | 5,235,000 | 5,330,000 | 95,000 | 0.22% | $34.88K |
| AMERICAN HONDA F | 5,210,000 | 5,310,000 | 100,000 | 0.22% | -$71.02K |
| Verus Securitization Trust 2025-12 | 4,510,000 | 5,032,690 | 522,690 | 0.21% | $495.43K |
| BANK OF NY MELLO | 4,850,000 | 4,940,000 | 90,000 | 0.21% | $8.02K |
| PNC FINANCIAL | 4,560,000 | 4,645,000 | 85,000 | 0.20% | -$12.52K |
| UBS V5.959 01/12/34 144A | 4,570,000 | 4,655,000 | 85,000 | 0.20% | -$13.61K |
| DUKE ENERGY IND | 4,450,000 | 4,530,000 | 80,000 | 0.19% | $30.42K |
| DOMINION ENERGY | 4,750,000 | 4,840,000 | 90,000 | 0.19% | $38.20K |
| TOYOTA MTR CRED | 4,415,000 | 4,495,000 | 80,000 | 0.19% | $14.54K |
| STAR Trust, Series 2025-SFR5, Class A | 3,914,833 | 4,264,372 | 349,539 | 0.18% | $344.37K |
| WISCONSIN PWR & LT CO SR GLBL DEB 1.95%, Due 09/16/31 | 4,760,000 | 4,850,000 | 90,000 | 0.18% | $37.01K |
| ETR 3.35 06/15/52 | 5,820,000 | 5,930,000 | 110,000 | 0.16% | -$13.19K |
| Sequoia Mortgage Trust 2021-9 | 3,873,430 | 4,653,071 | 779,640 | 0.16% | $619.16K |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | 3,980,000 | 4,055,000 | 75,000 | 0.16% | $16.64K |
| J.P. Morgan Mortgage Trust 2021-15 | 2,841,578 | 4,321,571 | 1,479,993 | 0.15% | $1.21M |
| JPMORGAN CHASE | 3,295,000 | 3,355,000 | 60,000 | 0.14% | $27.00K |
| CITIGROUP INC | 2,680,000 | 2,730,000 | 50,000 | 0.12% | -$7.42K |
| DUKE ENERGY FLA | 2,360,000 | 2,400,000 | 40,000 | 0.11% | $438 |
| WISCONSIN PUBLIC | 3,910,000 | 3,980,000 | 70,000 | 0.10% | -$37.58K |
| AM AIRLN 19-1AA | 1,831,092 | 2,003,040 | 171,948 | 0.08% | $134.44K |
| UBS GROUP | 1,190,000 | 1,210,000 | 20,000 | 0.05% | $10.70K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 163,689,000 | 126,531,000 | -37,158,000 | 5.08% | -$37.91M |
| US TREASURY N/B | 92,107,000 | 56,082,000 | -36,025,000 | 2.28% | -$36.03M |
| U.S. Treasury Inflation-Protected Indexed Bonds | 63,594,148 | 15,182,948 | -48,411,201 | 0.59% | -$46.22M |
| Avis Budget Rental Car Funding AESOP LLC | 16,680,000 | 13,900,000 | -2,780,000 | 0.58% | -$2.67M |
| NISSAN AUTO RECEIVABLES OWNER NAROT 2025 A A2A | 15,825,000 | 12,371,661 | -3,453,339 | 0.52% | -$3.48M |
| STAR 2022-SFR3 Trust | 9,573,601 | 9,561,257 | -12,343 | 0.40% | -$52.24K |
| Flagstar Mortgage Trust 2021-7 | 11,117,473 | 10,913,811 | -203,663 | 0.38% | -$186.56K |
| FKH 2021-SFR1 A | 9,432,664 | 9,187,229 | -245,436 | 0.38% | -$188.74K |
| Toyota Auto Receivables 2025-C Owner Trust | 10,545,000 | 9,035,051 | -1,509,949 | 0.38% | -$1.52M |
| PROGRESS RESIDENTIAL TRUST PROG 2022 SFR2 A 144A | 9,162,908 | 8,959,052 | -203,855 | 0.37% | -$204.73K |
| Bridge Trust, Series 2025-SFR1, Class A | 9,140,334 | 9,130,886 | -9,448 | 0.36% | -$93.31K |
| TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST TAOT 2025-C A2A | 10,160,000 | 8,705,179 | -1,454,821 | 0.36% | -$1.48M |
| JP Morgan Mortgage Trust Series 2025-12MPR | 9,600,000 | 8,684,690 | -915,310 | 0.36% | -$970.86K |
| JP Morgan Mortgage Trust 2021-10 | 10,936,026 | 10,706,605 | -229,421 | 0.36% | -$239.04K |
| Progress Residential Trust, Series 2025-SFR5, Class A | 8,750,000 | 8,740,966 | -9,034 | 0.35% | -$112.07K |
| Honda Auto Receivables 2025-3 Owner Trust | 8,535,000 | 8,229,145 | -305,855 | 0.34% | -$305.01K |
| JP Morgan Mortgage Trust 2021-8 | 9,782,533 | 9,608,425 | -174,107 | 0.33% | -$175.41K |
| US ULTRA BOND CBT Sep25 | 21 | 14 | -7 | 0.33% | $3.88M |
| Flagstar Mortgage Trust 2021-12 | 8,986,428 | 8,819,855 | -166,572 | 0.31% | -$161.39K |
| J.P. Morgan Mortgage Trust 2021-15 | 8,509,797 | 8,389,148 | -120,649 | 0.30% | -$187.65K |
| ALK 4.8 08/15/27 144A | 7,679,172 | 7,184,189 | -494,983 | 0.30% | -$538.35K |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV1 A3A 144A | 8,435,575 | 8,317,559 | -118,016 | 0.29% | -$140.69K |
| J.P. Morgan Mortgage Trust, Series 2025-5MPR, Class A1D | 7,621,718 | 6,847,207 | -774,510 | 0.28% | -$813.34K |
| GS Mortgage-Backed Securities Trust 2021-MM1 | 8,214,941 | 8,073,448 | -141,493 | 0.28% | -$174.61K |
| World Omni Auto Receivables Trust, Series 2025-C, Class A2A | 6,940,000 | 6,085,973 | -854,027 | 0.25% | -$865.53K |
| JP MORGAN MORTGAGE TRUST SERIES 2024-3 JPMMT 2024-3 A3 | 6,775,738 | 6,656,524 | -119,213 | 0.24% | -$148.67K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 7,122,161 | 6,596,939 | -525,222 | 0.24% | -$512.17K |
| JP Morgan Mortgage Trust Series 2025-7MPR 5.32 | 6,575,758 | 5,553,579 | -1,022,179 | 0.23% | -$1.05M |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | 5,941,817 | 5,696,141 | -245,676 | 0.23% | -$185.66K |
| Invitation Homes Trust, Series 2024-SFR1, Class A | 6,109,534 | 5,446,343 | -663,191 | 0.22% | -$710.49K |
| CARMX 2025-3 4.42% 08/15/2028 | 6,395,000 | 5,195,468 | -1,199,532 | 0.22% | -$1.21M |
| JP Morgan Mortgage Trust 2021-3 | 6,276,192 | 6,207,109 | -69,083 | 0.21% | -$108.67K |
| OBX Trust | 5,734,279 | 5,645,971 | -88,307 | 0.20% | -$100.29K |
| Progress Residential Trust Series 2021-SFR3, Class A | 4,770,963 | 4,764,980 | -5,983 | 0.20% | $2.49K |
| Hyundai Auto Receivables Trust, Series 2025-A, Class A2B | 6,850,258 | 4,674,148 | -2,176,110 | 0.19% | -$2.18M |
| COLT Mortgage Loan Trust, Series 2025-12, Class A1 | 4,760,000 | 4,683,742 | -76,258 | 0.19% | -$106.68K |
| Sequoia Mortgage Trust 2021-4 | 5,351,637 | 5,259,597 | -92,040 | 0.18% | -$96.85K |
| BMW Vehicle Owner Trust 2025-A | 7,555,817 | 4,181,397 | -3,374,420 | 0.17% | -$3.37M |
| Benchmark Mortgage Trust | 4,406,872 | 4,366,434 | -40,437 | 0.17% | -$24.69K |
| JP Morgan Mortgage Trust 2024-7 | 4,607,379 | 4,549,199 | -58,180 | 0.16% | -$95.19K |
| JP Morgan Mortgage Trust 2021-1 | 4,720,668 | 4,643,473 | -77,196 | 0.16% | -$90.89K |
| Hyundai Auto Receivables Trust 2025-A | 5,639,141 | 3,847,764 | -1,791,377 | 0.16% | -$1.80M |
| Mercedes-Benz Auto Receivables Trust 2025-1 | 6,782,512 | 3,834,720 | -2,947,793 | 0.16% | -$2.95M |
| Sequoia Mortgage Trust, Series 2025-S2, Class A1 | 4,123,824 | 4,012,072 | -111,752 | 0.15% | -$138.57K |
| Mello Mortgage Capital Acceptance 2021-MTG1 | 4,453,854 | 4,419,980 | -33,874 | 0.15% | -$53.34K |
| Tricon Residential Trust, Series 2021-SFR1, Class A | 3,531,974 | 3,529,410 | -2,564 | 0.15% | $12.21K |
| GM Financial Consumer Automobile Receivables Trust 2025-1 | 6,455,528 | 3,410,741 | -3,044,786 | 0.14% | -$3.05M |
| PRMI Securitization Trust 2021-1 | 3,818,731 | 3,743,359 | -75,371 | 0.14% | -$73.47K |
| Citigroup Mortgage Loan Trust 2021-J3 | 4,059,145 | 3,981,076 | -78,068 | 0.14% | -$80.43K |
| GM Financial Consumer Automobile Receivables Trust, Series 2025-3, Class A2A | 12,095,000 | 3,213,827 | -8,881,173 | 0.13% | -$8.91M |
| United Airlines Pass-Through Trust, Series AA | 3,444,905 | 3,287,678 | -157,228 | 0.13% | -$133.76K |
| HPA 2021-2 A | 3,255,874 | 3,070,690 | -185,184 | 0.13% | -$174.38K |
| Progress Residential Trust, Series 2025-SFR1, Class A | 3,132,449 | 3,129,080 | -3,369 | 0.12% | -$27.09K |
| J.P. MORGAN MORTGAGE TRUST 202 JPMMT 2021 14 A12 144A | 3,134,041 | 3,075,683 | -58,358 | 0.12% | -$72.49K |
| JP Morgan Mortgage Trust 2021-13 | 3,685,059 | 3,650,934 | -34,125 | 0.12% | -$37.28K |
| Honda Auto Receivables Owner Trust, Series 2025-2, Class A2A | 3,932,024 | 2,880,928 | -1,051,096 | 0.12% | -$1.06M |
| JP Morgan Mortgage Trust 2020-9 | 3,092,239 | 2,949,196 | -143,042 | 0.11% | -$139.41K |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 13 A1 144A | 2,765,000 | 2,686,224 | -78,776 | 0.11% | -$96.87K |
| JP Morgan Mortgage Trust 2021-4 | 3,080,288 | 3,046,091 | -34,198 | 0.11% | -$38.92K |
| Progress Residential Trust Series 2021-SFR5, Class A | 2,619,274 | 2,547,280 | -71,994 | 0.11% | -$60.24K |
| OBX 2023-J1 Trust | 2,675,310 | 2,625,378 | -49,931 | 0.10% | -$97.60K |
| World Omni Auto Receivables Trust, Series 2025-B, Class A2A | 3,490,507 | 2,455,016 | -1,035,491 | 0.10% | -$1.04M |
| Toyota Auto Receivables Owner Trust, Series 2025-B, Class A2A | 3,317,101 | 2,438,415 | -878,686 | 0.10% | -$884.08K |
| JP Morgan Mortgage Trust 2021-INV4 | 2,923,828 | 2,869,907 | -53,921 | 0.10% | -$52.98K |
| J.P. MORGAN MTGE. TST VAR | 2,683,412 | 2,661,350 | -22,062 | 0.10% | -$35.32K |
| GS Mortgage-Backed Securities Trust 2022-PJ6 | 2,683,882 | 2,621,975 | -61,908 | 0.10% | -$66.93K |
| J.P. Morgan Mortgage Trust 2021-14 | 2,853,108 | 2,799,981 | -53,127 | 0.09% | -$55.30K |
| Home Partners of America Trust Series 2021-3, Class A | 2,387,213 | 2,334,518 | -52,695 | 0.09% | -$56.73K |
| USB AUTO OWNER TRUST USCAR 2025 1A A2 144A | 3,117,736 | 2,176,062 | -941,674 | 0.09% | -$945.33K |
| RIDE 2025-SHRE | 2,900,000 | 2,125,000 | -775,000 | 0.09% | -$830.29K |
| TRICON AMERICAN HOMES TAH 2020 SFR1 A 144A | 2,164,775 | 2,159,967 | -4,808 | 0.09% | $8.23K |
| PRPM Trust, Series 2025-NQM6, Class A1 | 2,215,000 | 2,149,550 | -65,450 | 0.09% | -$79.27K |
| HAROT 2024-1 A3 | 2,634,588 | 2,096,036 | -538,553 | 0.09% | -$547.43K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1 | 2,470,181 | 2,409,644 | -60,537 | 0.09% | -$70.30K |
| UWM Mortgage Trust 2021-INV4 | 2,058,783 | 2,028,083 | -30,700 | 0.08% | -$41.25K |
| GS Mortgage-Backed Securities Trust 2021-PJ2 | 2,440,838 | 2,368,983 | -71,855 | 0.08% | -$70.71K |
| GS Mortgage-Backed Securities Trust 2022-PJ5 | 2,384,238 | 2,357,866 | -26,372 | 0.08% | -$37.01K |
| Angel Oak Mortgage Trust 2025-12 | 2,032,899 | 1,968,593 | -64,306 | 0.08% | -$75.69K |
| Flagstar Mortgage Trust 2021-3INV | 2,013,756 | 1,969,544 | -44,213 | 0.08% | -$54.15K |
| J.P. Morgan Mortgage Trust, Series 2017-2, Class A7 | 2,074,652 | 2,030,699 | -43,952 | 0.08% | -$43.29K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A | 2,264,975 | 2,223,671 | -41,304 | 0.08% | -$45.86K |
| FSMT 2021-6INV A4 | 2,003,052 | 1,965,821 | -37,231 | 0.07% | -$39.79K |
| J.P. Morgan Mortgage Trust 2022-4 | 1,848,911 | 1,822,062 | -26,849 | 0.07% | -$36.67K |
| JP Morgan Mortgage Trust, Series 2021-7, Class A3 | 1,870,049 | 1,851,280 | -18,769 | 0.06% | -$27.28K |
| AOMT 2025-11 A1 | 1,545,927 | 1,483,719 | -62,208 | 0.06% | -$70.77K |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028 | 2,181,295 | 1,472,178 | -709,117 | 0.06% | -$711.94K |
| JP Morgan Mortgage Trust Series 2025-NQM5 | 1,460,000 | 1,396,487 | -63,513 | 0.06% | -$74.14K |
| FirstKey Homes Trust | 1,276,727 | 1,271,134 | -5,594 | 0.05% | -$6.56K |
| BMARK 2021-B24 A2 | 3,638,000 | 1,254,032 | -2,383,968 | 0.05% | -$2.21M |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A2 V/R REGD 144A P/P 2.50000000 | 1,419,947 | 1,399,985 | -19,962 | 0.05% | -$21.99K |
| Progress Residential Trust, Series 2024-SFR5, Class A | 1,203,250 | 1,196,657 | -6,593 | 0.05% | -$16.80K |
| British Airways PLC | 1,220,098 | 1,193,000 | -27,098 | 0.05% | -$23.75K |
| FirstKey Homes 2021-SFR2 Trust | 1,163,589 | 1,136,355 | -27,234 | 0.05% | -$20.28K |
| NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A2B | 2,689,264 | 1,005,225 | -1,684,039 | 0.04% | -$1.68M |
| UNTD AIR 19-1 AA | 1,046,858 | 1,008,702 | -38,156 | 0.04% | -$41.25K |
| Ford Credit Auto Owner Trust 2024-D | 1,536,210 | 913,294 | -622,916 | 0.04% | -$623.34K |
| BMWOT 2023-A A3 | 1,269,046 | 864,308 | -404,738 | 0.04% | -$408.00K |
| Ford Credit Auto Owner Trust 2024-C | 1,671,719 | 844,927 | -826,793 | 0.04% | -$827.03K |
| Ford Credit Auto Owner Trust, Series 2024-D, Class A2A | 1,329,972 | 790,683 | -539,289 | 0.03% | -$541.23K |
| J.P. Morgan Mortgage Trust 2022-6 | 928,410 | 913,844 | -14,566 | 0.03% | -$18.19K |
| Wells Fargo Mortgage Backed Securities 2021-1 Trust | 957,685 | 924,280 | -33,405 | 0.03% | -$32.62K |
| JP Morgan Mortgage Trust 2021-12 | 788,326 | 775,434 | -12,893 | 0.03% | -$16.19K |
| MSRM 2023-1 A1 | 624,511 | 611,508 | -13,003 | 0.02% | -$15.61K |
| British Airways Pass-Through Trust | 595,000 | 582,680 | -12,320 | 0.02% | -$9.39K |
| Capital One Prime Auto Receivables Trust, Series 2024-1, Class A2A | 1,014,927 | 386,473 | -628,454 | 0.02% | -$629.64K |
| Capital One Prime Auto Receivables Trust 2024-1 | 924,785 | 352,148 | -572,637 | 0.01% | -$572.65K |
| Hyundai Auto Receivables Trust, Series 2024-B, Class A2A | 946,442 | 90,178 | -856,264 | 0.00% | -$857.70K |
| Hyundai Auto Receivables Trust, Series 2024-B, Class A2B | 825,445 | 78,649 | -746,796 | 0.00% | -$746.79K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10 | 216,843,000 | 216,843,000 | 0 | 1.57% | $2.76M |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-C HART 2025-C A2A | 20,995,000 | 20,995,000 | 0 | 0.87% | -$34.87K |
| Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class A | 19,365,000 | 19,365,000 | 0 | 0.80% | -$160.57K |
| Hertz Vehicle Financing LP, Series 2021-2A, Class A | 15,255,000 | 15,255,000 | 0 | 0.63% | $75.77K |
| Hertz Vehicle Financing LLC, Series 2025-3A, Class A | 13,205,000 | 13,205,000 | 0 | 0.56% | -$25.59K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class A | 12,180,000 | 12,180,000 | 0 | 0.51% | -$134.50K |
| Progress Residential Trust, Series 2025-SFR6, Class A | 12,645,000 | 12,645,000 | 0 | 0.51% | -$65.74K |
| Progress Residential Trust, Series 2024-SFR4, Class A | 12,831,087 | 12,831,087 | 0 | 0.51% | -$104.00K |
| HERTZ VEHICLE FINANCING III LLC SER 2025-1A CL A REGD 144A P/P 4.91000000 | 11,545,000 | 11,545,000 | 0 | 0.48% | -$47.62K |
| Hertz Vehicle Financing III LLC | 8,700,000 | 8,700,000 | 0 | 0.37% | -$60.08K |
| Benchmark 2022-B33 Mortgage Trust | 8,420,000 | 8,420,000 | 0 | 0.34% | $25.53K |
| VOLKSWAGEN GRP | 8,180,000 | 8,180,000 | 0 | 0.34% | -$32.76K |
| IPALCO ENTPRS IN | 8,270,000 | 8,270,000 | 0 | 0.33% | -$121.17K |
| DTE ELECTRIC CO | 7,735,000 | 7,735,000 | 0 | 0.33% | -$119.22K |
| INDIANAPOLIS PWR + LIGHT 1ST MORTGAGE 144A 12/32 5.65 | 6,805,000 | 6,805,000 | 0 | 0.29% | -$69.15K |
| DELTA AIR 2020AA | 7,171,060 | 7,171,060 | 0 | 0.29% | $85.67K |
| WISCONSIN PWR and LT CO 3.95% 09/01/2032 | 7,150,000 | 7,150,000 | 0 | 0.28% | -$75.80K |
| ENTERGY ARKANSAS | 6,130,000 | 6,130,000 | 0 | 0.26% | -$98.64K |
| WISCONSIN P&L | 5,725,000 | 5,725,000 | 0 | 0.24% | -$52.46K |
| Progress Residential Trust, Series 2025-SFR4, Class A | 5,840,000 | 5,840,000 | 0 | 0.24% | -$72.30K |
| AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A | 5,545,000 | 5,545,000 | 0 | 0.23% | -$48.41K |
| SONOCO PRODUCTS | 5,500,000 | 5,500,000 | 0 | 0.22% | -$33.21K |
| Benchmark Mortgage Trust, Series 2025-V17, Class A3 | 4,435,000 | 4,435,000 | 0 | 0.19% | -$52.95K |
| BBCMS MTG TR 2025-5C37 5.015% 09/15/2058 | 4,430,000 | 4,430,000 | 0 | 0.19% | -$49.65K |
| Hertz Vehicle Financing III LLC, Series 2025-5A, Class A | 4,380,000 | 4,380,000 | 0 | 0.18% | -$13.76K |
| MIDAMERICAN ENER | 3,940,000 | 3,940,000 | 0 | 0.17% | -$68.11K |
| Progress Residential Trust, Series 2025-SFR3, Class A | 4,135,000 | 4,135,000 | 0 | 0.16% | -$31.16K |
| Benchmark Mortgage Trust, Series 2025-V18, Class A3 | 3,720,000 | 3,720,000 | 0 | 0.16% | -$42.83K |
| AMSR Trust, Series 2021-SFR3, Class A | 3,635,000 | 3,635,000 | 0 | 0.15% | $20.78K |
| AMSR Trust, Series 2025-SFR1, Class A | 3,730,000 | 3,730,000 | 0 | 0.15% | -$47.61K |
| AMSR 2023-SFR1 TRUST AMSR 2023-SFR1 A | 3,155,000 | 3,155,000 | 0 | 0.13% | -$22.58K |
| Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A | 2,705,000 | 2,705,000 | 0 | 0.11% | -$17.49K |
| BMO Mortgage Trust | 2,425,000 | 2,425,000 | 0 | 0.10% | -$27.38K |
| AMSR 2022-SFR3 TRUST AMSR 2022-SFR3 A | 2,385,000 | 2,385,000 | 0 | 0.10% | -$12.79K |
| AMSR Trust, Series 2025-SFR2, Class A | 2,380,000 | 2,380,000 | 0 | 0.10% | -$17.60K |
| Progress Residential Trust, Series 2021-SFR7, Class A | 2,474,781 | 2,474,781 | 0 | 0.10% | -$10.57K |
| TRICON RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL A REGD 144A P/P 5.10000000 | 2,205,833 | 2,205,833 | 0 | 0.09% | -$16.42K |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000 | 2,135,000 | 2,135,000 | 0 | 0.09% | -$30.84K |
| AMSR Trust, Series 2024-SFR1, Class A | 2,080,000 | 2,080,000 | 0 | 0.09% | -$24.54K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A | 1,960,000 | 1,960,000 | 0 | 0.08% | -$17.86K |
| FRTKL, Series 2021-SFR1, Class A | 2,005,000 | 2,005,000 | 0 | 0.08% | $9.65K |
| UNTD AIR 15-1 AA | 1,908,483 | 1,908,483 | 0 | 0.08% | -$10.27K |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3 | 1,630,000 | 1,630,000 | 0 | 0.07% | -$20.46K |
| Air Canada Class A Pass Through Trust | 1,598,418 | 1,598,418 | 0 | 0.07% | -$14.66K |
| AMSR Trust, Series 2024-SFR2, Class A | 1,620,000 | 1,620,000 | 0 | 0.07% | -$17.52K |
| AM AIRLN 17-2 AA | 1,562,439 | 1,562,439 | 0 | 0.06% | -$5.88K |
| Progress Residential Trust, Series 2021-SFR9, Class A | 1,517,873 | 1,517,873 | 0 | 0.06% | -$4.50K |
| Morgan Stanley Finance LLC | 834,000 | 834,000 | 0 | 0.06% | $256.79K |
| Citigroup Global Markets Holdings Inc/United States | 1,070,000 | 1,070,000 | 0 | 0.06% | $299.53K |
| UNTD AIR 16-2 AA | 1,222,494 | 1,222,494 | 0 | 0.05% | $694 |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A2 | 1,115,631 | 1,115,631 | 0 | 0.05% | $2.75K |
| Progress Residential Trust, Series 2022-SFR4, Class A | 962,773 | 962,773 | 0 | 0.04% | -$9.57K |
| AMSR Trust, Series 2023-SFR2, Class A | 945,000 | 945,000 | 0 | 0.04% | -$6.70K |
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