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 |
|---|---|---|---|---|---|
| Brazil Letras do Tesouro Nacional | 0 | 290,100 | 290,100 | 2.58% | $55.98M |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 07/26 0.00000 | 0 | 199,500 | 199,500 | 1.72% | $37.30M |
| US TREASURY N/B | 0 | 35,335,000 | 35,335,000 | 1.59% | $34.65M |
| Verus Securitization Trust 2026-3 | 0 | 28,075,000 | 28,075,000 | 1.28% | $27.91M |
| PRPM 2026-NQM1 A1 | 0 | 25,995,000 | 25,995,000 | 1.19% | $25.90M |
| COLT 2026-2 Mortgage Loan Trust | 0 | 26,130,000 | 26,130,000 | 1.19% | $25.87M |
| EFMT 2026-NQM3 A1 | 0 | 23,885,000 | 23,885,000 | 1.09% | $23.73M |
| Fannie Mae REMICS | 0 | 23,261,298 | 23,261,298 | 1.07% | $23.21M |
| Fannie Mae REMICS | 0 | 23,282,351 | 23,282,351 | 1.06% | $23.03M |
| Freddie Mac REMICS | 0 | 22,540,000 | 22,540,000 | 1.03% | $22.41M |
| CMO | 0 | 21,850,000 | 21,850,000 | 1.01% | $21.85M |
| Fannie Mae REMICS | 0 | 21,795,000 | 21,795,000 | 0.99% | $21.47M |
| BRAVO Residential Funding Trust, Series 2026-NQM3, Class A1 | 0 | 21,225,104 | 21,225,104 | 0.97% | $21.11M |
| RCKT Mortgage Trust 2026-CES3 | 0 | 18,800,000 | 18,800,000 | 0.86% | $18.73M |
| Fannie Mae REMICS | 0 | 18,210,120 | 18,210,120 | 0.83% | $18.06M |
| AOMT 2026-2 4.684% 02/25/2071 144A | 0 | 13,532,252 | 13,532,252 | 0.62% | $13.39M |
| Freddie Mac REMICS | 0 | 12,908,586 | 12,908,586 | 0.60% | $13.01M |
| Chase Home Lending Mortgage Trust Series 2026-3 | 0 | 12,525,000 | 12,525,000 | 0.58% | $12.52M |
| OBX 2026-NQM3 A1 | 0 | 12,347,014 | 12,347,014 | 0.56% | $12.23M |
| HY 2025-SPRL A 144A FRN 01-13-40 | 0 | 11,828,000 | 11,828,000 | 0.56% | $12.10M |
| OBX 2026-INV1 Trust | 0 | 11,740,383 | 11,740,383 | 0.54% | $11.74M |
| PMTLT 2025-J3 A35 | 0 | 10,147,794 | 10,147,794 | 0.47% | $10.21M |
| PMTLT 2026-J1 A25 | 0 | 9,823,081 | 9,823,081 | 0.45% | $9.79M |
| Sequoia Mortgage Trust, Series 2026-2, Class A26F | 0 | 9,711,140 | 9,711,140 | 0.45% | $9.67M |
| MFA Trust, Series 2026-NQM1, Class A1 | 0 | 9,576,045 | 9,576,045 | 0.44% | $9.51M |
| Freddie Mac REMICS | 0 | 9,205,519 | 9,205,519 | 0.42% | $9.18M |
| Fannie Mae REMICS | 0 | 8,870,686 | 8,870,686 | 0.41% | $8.94M |
| Verus Securitization Trust 2026-1 | 0 | 8,120,544 | 8,120,544 | 0.37% | $8.08M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 8,516,000 | 8,516,000 | 0.36% | $7.91M |
| Sequoia Mortgage Trust 2026-1 | 0 | 7,751,155 | 7,751,155 | 0.36% | $7.76M |
| PMT Loan Trust 2026-INV3 | 0 | 7,445,000 | 7,445,000 | 0.34% | $7.44M |
| BARCLAYS MORTGAGE LOAN TRUST 2026-NQM2 A1 VAR 12/25/2065 144A | 0 | 7,437,198 | 7,437,198 | 0.34% | $7.34M |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2026-2A CL A REGD 144A P/P 4.60000000 | 0 | 7,310,000 | 7,310,000 | 0.33% | $7.22M |
| Avis Budget Rental Car Funding AESOP LLC, Series 2026-1A, Class A | 0 | 7,035,000 | 7,035,000 | 0.32% | $6.97M |
| PMT Loan Trust, Series 2026-J2, Class A24 | 0 | 6,968,910 | 6,968,910 | 0.32% | $6.95M |
| Chase Home Lending Mortgage Trust 2025-4 | 0 | 6,656,778 | 6,656,778 | 0.31% | $6.69M |
| STAR 2026-SFR7 Trust | 0 | 6,570,000 | 6,570,000 | 0.30% | $6.57M |
| MSBAM 2025-C35 A5 | 0 | 6,310,000 | 6,310,000 | 0.30% | $6.56M |
| BMO 2025-C13 A5 | 0 | 6,310,000 | 6,310,000 | 0.30% | $6.42M |
| Tricon Residential 2026-SFR1 Trust | 0 | 6,374,460 | 6,374,460 | 0.29% | $6.37M |
| OBX Trust | 0 | 5,991,904 | 5,991,904 | 0.27% | $5.95M |
| BBCMS 2024-C24 A5 | 0 | 5,700,000 | 5,700,000 | 0.27% | $5.84M |
| Brazil Notas do Tesouro Nacional Serie F | 0 | 34,200,000 | 34,200,000 | 0.25% | $5.40M |
| WFCM 2025-C65 A5 | 0 | 5,050,000 | 5,050,000 | 0.24% | $5.12M |
| MFA 2026-NQM1 Trust | 0 | 5,042,386 | 5,042,386 | 0.23% | $5.02M |
| JP Morgan Mortgage Trust 2026-1 | 0 | 5,049,419 | 5,049,419 | 0.23% | $5.00M |
| OBX Trust 2026-NQM2 | 0 | 4,990,553 | 4,990,553 | 0.23% | $4.95M |
| Progress Residential 2026-SFR1 Trust | 0 | 4,685,000 | 4,685,000 | 0.21% | $4.47M |
| HOMES Trust, Series 2026-INV1, Class A1D | 0 | 3,984,814 | 3,984,814 | 0.18% | $3.96M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 2,627,000 | 2,627,000 | 0.16% | $3.57M |
| Radian Mortgage Capital Trust LLC 2024-J1 | 0 | 3,255,987 | 3,255,987 | 0.15% | $3.26M |
| SLG Office Trust, Series 2021-OVA, Class A | 0 | 3,550,000 | 3,550,000 | 0.15% | $3.16M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 1,933,000 | 1,933,000 | 0.14% | $2.99M |
| BRAVO Residential Funding Trust 2026-NQM3 | 0 | 3,005,000 | 3,005,000 | 0.14% | $2.98M |
| Nomura International Funding Pte Ltd | 0 | 2,349,000 | 2,349,000 | 0.13% | $2.88M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 2,397,000 | 2,397,000 | 0.13% | $2.83M |
| Nomura International Funding Pte Ltd | 0 | 2,421,000 | 2,421,000 | 0.13% | $2.79M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 1,697,000 | 1,697,000 | 0.13% | $2.76M |
| BNP Paribas Issuance BV | 0 | 2,564,000 | 2,564,000 | 0.13% | $2.72M |
| Nomura International Funding Pte Ltd | 0 | 2,276,000 | 2,276,000 | 0.12% | $2.69M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 1,724,000 | 1,724,000 | 0.12% | $2.61M |
| Morgan Stanley Finance LLC | 0 | 2,137,000 | 2,137,000 | 0.12% | $2.51M |
| BofA Finance LLC | 0 | 2,453,000 | 2,453,000 | 0.12% | $2.51M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 2,207,000 | 2,207,000 | 0.11% | $2.48M |
| Nomura International Funding Pte Ltd | 0 | 2,421,000 | 2,421,000 | 0.11% | $2.36M |
| Chase Home Lending Mortgage Trust, Series 2025-5, Class A11 | 0 | 2,305,036 | 2,305,036 | 0.11% | $2.31M |
| AMSR TRUST AMSR 2021 SFR1 A 144A | 0 | 2,295,000 | 2,295,000 | 0.10% | $2.17M |
| VERUS SECURITIZATION TRUST 2026-2 A1 VAR 02/25/2071 144A | 0 | 2,170,247 | 2,170,247 | 0.10% | $2.15M |
| BMO 2025-C11 A5 | 0 | 2,030,000 | 2,030,000 | 0.10% | $2.11M |
| TRICON RESIDENTIAL 2024-SFR4 TRUST TCN 2024-SFR4 A | 0 | 2,038,421 | 2,038,421 | 0.09% | $2.00M |
| Nomura International Funding Pte Ltd | 0 | 2,162,000 | 2,162,000 | 0.09% | $1.91M |
| BMO 2024-C9 A5 | 0 | 1,810,000 | 1,810,000 | 0.09% | $1.89M |
| BNP Paribas Issuance BV | 0 | 2,033,000 | 2,033,000 | 0.08% | $1.81M |
| Nomura International Funding Pte Ltd | 0 | 2,093,000 | 2,093,000 | 0.08% | $1.72M |
| EURO-SCHATZ FUT JUN26 DUM6 | 0 | -1,850 | -1,850 | 0.08% | $1.69M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 2,192,000 | 2,192,000 | 0.08% | $1.66M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 709 | 709 | 0.08% | $1.65M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 758 | 758 | 0.08% | $1.64M |
| BNP Paribas Issuance BV | 0 | 1,625,000 | 1,625,000 | 0.07% | $1.60M |
| Morgan Stanley Finance LLC | 0 | 2,285,000 | 2,285,000 | 0.07% | $1.59M |
| BANK 2024-BNK47 A5 | 0 | 1,390,000 | 1,390,000 | 0.07% | $1.45M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 1,192,000 | 1,192,000 | 0.06% | $1.20M |
| Citigroup Global Markets Holdings Inc/United States | 0 | 1,031,000 | 1,031,000 | 0.04% | $969.76K |
| Morgan Stanley Finance LLC | 0 | 713,000 | 713,000 | 0.04% | $886.79K |
| AM AIRLN 17-2 AA | 0 | 709,929 | 709,929 | 0.03% | $686.19K |
| Morgan Stanley Finance LLC | 0 | 357,000 | 357,000 | 0.03% | $612.26K |
| Morgan Stanley Finance LLC | 0 | 357,000 | 357,000 | 0.02% | $536.84K |
| EURO-BOBL FUTURE JUN26 | 0 | 791 | 791 | -0.06% | -$1.31M |
| EURO-BUND FUTURE JUN26 | 0 | 1,870 | 1,870 | -0.20% | -$4.40M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| U.S. Treasury Notes | 173,490,393 | 0 | -173,490,393 | 0.00% | -$173.03M |
| Brazil Letras do Tesouro Nacional | 319,435 | 0 | -319,435 | 0.00% | -$58.26M |
| U.S. Treasury Inflation-Protected Indexed Bonds | 48,766,176 | 0 | -48,766,176 | 0.00% | -$46.26M |
| Freddie Mac REMICS | 31,589,310 | 0 | -31,589,310 | 0.00% | -$31.83M |
| FNMA, Series 2025-55, Class FG | 21,208,842 | 0 | -21,208,842 | 0.00% | -$21.28M |
| Fannie Mae REMICS | 19,259,168 | 0 | -19,259,168 | 0.00% | -$19.30M |
| Fannie Mae REMICS | 17,454,421 | 0 | -17,454,421 | 0.00% | -$17.48M |
| Fannie Mae REMICS | 16,335,755 | 0 | -16,335,755 | 0.00% | -$16.39M |
| Fannie Mae REMICS | 15,213,656 | 0 | -15,213,656 | 0.00% | -$15.27M |
| MFA Trust 2025-NQM4 | 14,252,460 | 0 | -14,252,460 | 0.00% | -$14.31M |
| FANNIE MAE REMICS SER 2025-93 CL FA V/R 4.97419000 | 11,670,167 | 0 | -11,670,167 | 0.00% | -$11.70M |
| Freddie Mac REMICS | 9,612,442 | 0 | -9,612,442 | 0.00% | -$9.64M |
| Freddie Mac REMICS | 8,124,821 | 0 | -8,124,821 | 0.00% | -$8.14M |
| FNR 2025-86 FA | 7,119,686 | 0 | -7,119,686 | 0.00% | -$7.15M |
| FORD MOTOR CRED | 6,950,000 | 0 | -6,950,000 | 0.00% | -$6.97M |
| MBS | 6,323,022 | 0 | -6,323,022 | 0.00% | -$6.38M |
| Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR | 5,995,000 | 0 | -5,995,000 | 0.00% | -$5.99M |
| Barings Loan Partners CLO Ltd 3 | 5,835,150 | 0 | -5,835,150 | 0.00% | -$5.84M |
| Progress Residential Trust Series 2021-SFR3, Class A | 4,650,362 | 0 | -4,650,362 | 0.00% | -$4.62M |
| CGMS 2019-1A A1A2 | 4,373,787 | 0 | -4,373,787 | 0.00% | -$4.38M |
| Fannie Mae REMICS | 3,845,230 | 0 | -3,845,230 | 0.00% | -$3.83M |
| ARES XLIV CLO Ltd. Floating Rate, Due 04/15/2034 | 3,700,000 | 0 | -3,700,000 | 0.00% | -$3.70M |
| CGMS 2021-9A AR 10/34 | 3,630,000 | 0 | -3,630,000 | 0.00% | -$3.63M |
| Neuberger Berman Loan Advisers CLO Ltd., Series 2021-42A, Class AR | 3,455,000 | 0 | -3,455,000 | 0.00% | -$3.45M |
| FANNIE MAE REMICS FNR 2024 90 B | 3,426,648 | 0 | -3,426,648 | 0.00% | -$3.43M |
| JETBLUE AIRWAYS | 3,374,168 | 0 | -3,374,168 | 0.00% | -$3.21M |
| Citigroup Global Markets Holdings Inc/United States | 2,395,000 | 0 | -2,395,000 | 0.00% | -$3.01M |
| Bardot CLO Ltd., Series 2019-2A, Class ARR | 2,992,039 | 0 | -2,992,039 | 0.00% | -$2.99M |
| GS Finance Corp | 2,347,000 | 0 | -2,347,000 | 0.00% | -$2.97M |
| Citigroup Global Markets Holdings Inc/United States | 2,084,000 | 0 | -2,084,000 | 0.00% | -$2.91M |
| Morgan Stanley Finance LLC | 1,924,000 | 0 | -1,924,000 | 0.00% | -$2.88M |
| BofA Finance LLC | 2,424,000 | 0 | -2,424,000 | 0.00% | -$2.87M |
| PSMC 2021-2 TRUST | 2,983,406 | 0 | -2,983,406 | 0.00% | -$2.72M |
| Citigroup Global Markets Holdings Inc/United States | 2,357,000 | 0 | -2,357,000 | 0.00% | -$2.43M |
| Citigroup Global Markets Holdings Inc/United States | 1,773,000 | 0 | -1,773,000 | 0.00% | -$2.40M |
| BNP Paribas Issuance BV | 2,272,000 | 0 | -2,272,000 | 0.00% | -$2.23M |
| Nomura International Funding Pte Ltd | 1,801,000 | 0 | -1,801,000 | 0.00% | -$2.00M |
| Morgan Stanley Finance LLC | 2,330,000 | 0 | -2,330,000 | 0.00% | -$1.94M |
| Citigroup Global Markets Holdings Inc/United States | 1,989,000 | 0 | -1,989,000 | 0.00% | -$1.79M |
| Morgan Stanley Finance LLC | 2,134,000 | 0 | -2,134,000 | 0.00% | -$1.78M |
| JETBLUE 19-1 AA | 748,347 | 0 | -748,347 | 0.00% | -$671.34K |
| Towd Point Mortgage Trust 2015-5 | 671,421 | 0 | -671,421 | 0.00% | -$669.01K |
| FUT. EURX E-SCHATZ MAR26 | -2,094 | 0 | 2,094 | 0.00% | -$248.01K |
| DBJPM Mortgage Trust, Series 2020-C9, Class A2 | 213,075 | 0 | -213,075 | 0.00% | -$212.70K |
| MERCEDES BENZ AUTO LEASE TRUST MBALT 2024 B A2B | 178,928 | 0 | -178,928 | 0.00% | -$178.95K |
| FGBM Mar 2026 | 874 | 0 | -874 | 0.00% | $458.84K |
| FUT. EURO-BUND EUX MAR26 | 1,858 | 0 | -1,858 | 0.00% | $2.04M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| DBC Mortgage Trust, Series 2025-DBC, Class A | 12,035,000 | 16,590,000 | 4,555,000 | 0.76% | $4.54M |
| AVIS BUDGET RENTCAR FDG AE LLC 4.17% 02/20/2030 144A | 9,870,000 | 14,760,000 | 4,890,000 | 0.67% | $4.78M |
| ENTERGY LA LLC | 11,650,000 | 12,700,000 | 1,050,000 | 0.60% | $948.41K |
| Radian Mortgage Capital Trust 2025-J4 | 3,494,666 | 12,607,053 | 9,112,387 | 0.58% | $9.15M |
| CITIGROUP INC | 10,255,000 | 12,505,000 | 2,250,000 | 0.58% | $2.05M |
| GE HEALTHCARE | 6,725,000 | 10,415,000 | 3,690,000 | 0.50% | $3.76M |
| US BANCORP | 8,300,000 | 10,695,000 | 2,395,000 | 0.50% | $2.33M |
| ROCK Trust, Series 2024-CNTR, Class A | 5,365,000 | 10,430,000 | 5,065,000 | 0.49% | $5.09M |
| STAR Trust, Series 2025-SFR5, Class A | 6,641,235 | 8,688,533 | 2,047,298 | 0.40% | $2.04M |
| GOLDMAN SACHS GP | 7,010,000 | 8,495,000 | 1,485,000 | 0.40% | $1.39M |
| Towd Point Mortgage Trust, Series 2025-HE2, Class A1A | 7,183,369 | 7,903,123 | 719,755 | 0.36% | $696.71K |
| VERIZON COMM INC | 5,675,000 | 7,600,000 | 1,925,000 | 0.35% | $1.84M |
| AMSR Trust, Series 2024-SFR2, Class A | 1,430,000 | 6,970,000 | 5,540,000 | 0.31% | $5.39M |
| JPMORGAN CHASE | 3,990,000 | 5,275,000 | 1,285,000 | 0.25% | $1.25M |
| AMERICAN HONDA F | 4,370,000 | 5,420,000 | 1,050,000 | 0.24% | $888.21K |
| DUKE ENERGY FLA | 3,950,000 | 4,940,000 | 990,000 | 0.24% | $980.73K |
| Onslow Bay Financial LLC | 4,740,220 | 5,219,507 | 479,287 | 0.24% | $446.09K |
| VIRGINIA EL&PWR | 3,620,000 | 4,330,000 | 710,000 | 0.20% | $638.17K |
| Rate Mortgage Trust 2021-J3 | 3,523,602 | 4,411,112 | 887,510 | 0.17% | $709.19K |
| JP Morgan Mortgage Trust, Series 2025-HE3, Class A1 | 3,169,079 | 3,317,714 | 148,635 | 0.15% | $154.65K |
| VERIZON COMM INC | 3,235,000 | 3,650,000 | 415,000 | 0.15% | $359.54K |
| JPMORGAN CHASE | 2,410,000 | 3,220,000 | 810,000 | 0.15% | $777.06K |
| CHEVRON USA INC | 2,505,000 | 3,240,000 | 735,000 | 0.15% | $715.23K |
| UNION PAC CORP | 2,410,000 | 3,185,000 | 775,000 | 0.15% | $754.38K |
| MCDONALD'S CORP | 2,408,000 | 3,258,000 | 850,000 | 0.15% | $805.38K |
| STATE STREET CRP | 2,425,000 | 3,225,000 | 800,000 | 0.15% | $750.32K |
| GOLDMAN SACHS GP | 2,410,000 | 3,155,000 | 745,000 | 0.15% | $705.73K |
| RIDE 2025-SHRE | 2,905,000 | 3,115,000 | 210,000 | 0.15% | $168.19K |
| Towd Point Mortgage Trust, Series 2025-HE1, Class A1A | 1,732,156 | 2,596,933 | 864,777 | 0.12% | $862.91K |
| AMSR Trust, Series 2023-SFR2, Class A | 865,000 | 2,465,000 | 1,600,000 | 0.11% | $1.57M |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| US TREASURY N/B | 244,605,000 | 203,385,000 | -41,220,000 | 9.16% | -$42.74M |
| US TREASURY N/B | 214,980,000 | 133,390,000 | -81,590,000 | 6.11% | -$83.64M |
| Freddie Mac REMICS | 17,798,469 | 17,423,908 | -374,561 | 0.80% | -$365.69K |
| Fannie Mae REMICS | 16,345,381 | 15,851,275 | -494,106 | 0.73% | -$485.21K |
| SEQUOIA MORTGAGE TRUST 2025 10 | 15,462,117 | 13,921,228 | -1,540,889 | 0.64% | -$1.50M |
| Freddie Mac REMICS | 14,420,000 | 13,126,975 | -1,293,025 | 0.61% | -$1.28M |
| Fannie Mae REMICS | 20,060,907 | 12,670,838 | -7,390,069 | 0.58% | -$7.39M |
| US ULTRA BOND CBT Sep25 | 1,985 | -155,414,444 | -155,416,429 | 0.58% | -$633.36K |
| HPA 2021-2 A | 13,091,185 | 12,346,599 | -744,586 | 0.56% | -$701.13K |
| Home Partners of America Trust Series 2021-3, Class A | 12,808,546 | 12,525,813 | -282,733 | 0.54% | -$304.38K |
| Freddie Mac REMICS | 11,846,935 | 11,250,116 | -596,818 | 0.52% | -$590.53K |
| Freddie Mac REMICS | 12,412,748 | 11,181,282 | -1,231,467 | 0.52% | -$1.22M |
| Sequoia Mortgage Trust 2025-11 | 12,938,082 | 11,317,478 | -1,620,604 | 0.51% | -$1.79M |
| Freddie Mac REMICS | 11,243,665 | 10,494,342 | -749,323 | 0.48% | -$743.22K |
| Freddie Mac REMICS | 10,714,779 | 10,289,361 | -425,418 | 0.48% | -$417.02K |
| MFA 2025-NQM5 Trust | 9,789,839 | 9,366,000 | -423,839 | 0.43% | -$470.83K |
| Progress Residential Trust, Series 2024-SFR5, Class A | 9,929,300 | 9,874,894 | -54,406 | 0.43% | -$138.60K |
| Freddie Mac REMICS | 9,467,798 | 9,115,071 | -352,727 | 0.42% | -$346.52K |
| JP Morgan Mortgage Trust Series 2025-12MPR | 10,180,000 | 9,209,390 | -970,610 | 0.42% | -$1.03M |
| Chase Home Lending Mortgage Trust, Series 2025-11, Class A11 | 9,884,742 | 8,939,279 | -945,464 | 0.41% | -$1.01M |
| Bridge Trust, Series 2025-SFR1, Class A | 9,030,390 | 9,021,056 | -9,335 | 0.40% | -$92.18K |
| GS Mortgage-Backed Securities Trust 2021-MM1 | 10,359,166 | 10,180,741 | -178,425 | 0.39% | -$220.19K |
| Progress Residential Trust, Series 2025-SFR5, Class A | 8,705,000 | 8,696,013 | -8,987 | 0.38% | -$111.49K |
| Bravo Residential Funding Trust 2025-NQM9 | 8,879,594 | 8,286,225 | -593,369 | 0.38% | -$648.21K |
| J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1 | 8,722,532 | 8,282,505 | -440,026 | 0.38% | -$481.03K |
| STAR 2022-SFR3 Trust | 8,181,345 | 8,170,797 | -10,548 | 0.37% | -$44.64K |
| J.P. Morgan Mortgage Trust, Series 2025-5MPR, Class A1D | 7,751,072 | 6,963,417 | -787,655 | 0.32% | -$827.15K |
| Wells Fargo Mortgage Backed Securities 2021-RR1 Trust | 8,388,028 | 8,258,798 | -129,230 | 0.32% | -$145.03K |
| COLT 2025-10 Mortgage Loan Trust | 7,152,792 | 6,822,404 | -330,387 | 0.31% | -$373.90K |
| COLT Mortgage Loan Trust, Series 2025-11, Class A1 | 7,120,000 | 6,806,091 | -313,909 | 0.31% | -$353.96K |
| VERUS SECURITIZATION TRUST 202 VERUS 2025 11 A1 144A | 6,716,345 | 6,492,737 | -223,608 | 0.30% | -$258.94K |
| BBCMS Mortgage Trust 2022-C18 | 6,481,268 | 6,331,028 | -150,239 | 0.29% | -$190.84K |
| Freddie Mac REMICS | 7,114,077 | 6,347,275 | -766,802 | 0.29% | -$792.19K |
| JP MORGAN MORTGAGE TRUST SERIES 2024-3 JPMMT 2024-3 A3 | 7,235,110 | 7,107,814 | -127,296 | 0.28% | -$158.75K |
| OBX Trust, Series 2021-J2, Class A1 | 7,431,493 | 7,311,501 | -119,992 | 0.28% | -$141.69K |
| Rate Mortgage Trust 2021-J4 | 7,304,069 | 7,216,009 | -88,060 | 0.28% | -$100.93K |
| JP Morgan Mortgage Trust Series 2025-7MPR 5.32 | 6,654,300 | 5,619,912 | -1,034,388 | 0.26% | -$1.06M |
| Fannie Mae REMICS | 5,908,484 | 5,234,063 | -674,422 | 0.24% | -$671.89K |
| GS Mortgage-Backed Securities Trust 2022-PJ5 | 6,219,572 | 6,150,779 | -68,794 | 0.24% | -$96.54K |
| ONSLOW BAY FINANCIAL LLC VAR 10/25/2065 144A | 5,360,035 | 5,031,793 | -328,242 | 0.23% | -$361.90K |
| COLT Mortgage Loan Trust, Series 2025-12, Class A1 | 5,020,000 | 4,939,576 | -80,424 | 0.23% | -$112.51K |
| Progress Residential Trust, Series 2021-SFR8, Class A | 4,670,808 | 4,666,356 | -4,452 | 0.21% | -$2.42K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV6 A2 144A | 5,385,093 | 5,294,680 | -90,413 | 0.21% | -$127.81K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV4 A2 144A | 5,237,186 | 5,140,603 | -96,583 | 0.21% | -$112.31K |
| HOME PARTNERS OF AMERICA TRUST HPA 2021 1 A 144A | 4,943,468 | 4,835,532 | -107,937 | 0.20% | -$79.30K |
| J.P. MORGAN MORTGAGE TRUST 2025-HE2 SER 2025-HE2 CL A1 V/R REGD 144A P/P 5.15829000 | 4,838,742 | 4,411,971 | -426,771 | 0.20% | -$432.85K |
| Sequoia Mortgage Trust, Series 2025-12, Class A26F | 4,539,383 | 4,285,846 | -253,536 | 0.20% | -$232.68K |
| JP MORGAN MORTGAGE TRUST JPMMT 2021 INV8 A2 144A | 5,000,741 | 4,915,503 | -85,239 | 0.20% | -$113.36K |
| Sequoia Mortgage Trust 2021-3 | 5,189,098 | 5,120,015 | -69,083 | 0.20% | -$73.93K |
| J.P. Morgan Mortgage Trust 2023-6 6.00 | 4,710,266 | 4,216,460 | -493,806 | 0.19% | -$534.00K |
| UNTD AIR 19-1 AA | 4,476,744 | 4,313,576 | -163,168 | 0.19% | -$176.40K |
| Rate Mortgage Trust, Series 2025-J3, Class A27 | 4,373,574 | 4,171,883 | -201,691 | 0.19% | -$179.22K |
| FSMT 2021-4 A1 | 4,970,731 | 4,918,838 | -51,893 | 0.19% | -$59.52K |
| Fannie Mae REMICS | 4,351,655 | 4,119,896 | -231,759 | 0.19% | -$248.14K |
| Sequoia Mortgage Trust 2021-4 | 4,919,878 | 4,835,263 | -84,614 | 0.19% | -$89.03K |
| OBX Trust, Series 2025-J3, Class AF | 4,672,221 | 4,006,418 | -665,803 | 0.18% | -$650.61K |
| OBX Trust | 4,499,936 | 4,430,638 | -69,299 | 0.18% | -$78.70K |
| JP Morgan Mortgage Trust Series 2025-HE1 | 4,243,049 | 3,782,208 | -460,841 | 0.17% | -$459.36K |
| GCAT 2022-INV1 Trust | 4,421,539 | 4,335,721 | -85,818 | 0.17% | -$106.71K |
| British Airways Pass-Through Trust | 4,181,772 | 4,095,187 | -86,584 | 0.17% | -$65.98K |
| JP Morgan Mortgage Trust 2024-7 | 4,214,011 | 4,160,798 | -53,213 | 0.17% | -$87.06K |
| Freddie Mac REMICS | 3,908,877 | 3,476,226 | -432,651 | 0.16% | -$430.99K |
| Verus Securitization Trust, Series 2025-9, Class A1 | 3,570,066 | 3,463,207 | -106,859 | 0.16% | -$128.00K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ7 SER 2025-PJ7 CL A5 V/R REGD 144A P/P 5.50000000 | 4,272,903 | 3,409,640 | -863,263 | 0.16% | -$883.79K |
| GS Mortgage-Backed Securities Trust 2021-PJ10 | 4,008,423 | 3,942,183 | -66,240 | 0.15% | -$82.88K |
| CITIGROUP MORTGAGE LOAN TRUST 2021-J1 | 3,960,169 | 3,915,584 | -44,586 | 0.15% | -$57.05K |
| ALK 4.8 08/15/27 144A | 3,371,685 | 3,154,353 | -217,331 | 0.15% | -$236.37K |
| GS Mortgage-Backed Securities Trust 2023-PJ5 | 3,560,031 | 3,090,967 | -469,064 | 0.14% | -$492.14K |
| JP Morgan Mortgage Trust 2024-12 | 3,668,361 | 3,070,666 | -597,695 | 0.14% | -$595.72K |
| PRMI Securitization Trust 2021-1 | 3,442,189 | 3,374,250 | -67,940 | 0.14% | -$66.23K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1 | 3,538,353 | 3,451,639 | -86,714 | 0.14% | -$100.70K |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | 3,191,743 | 3,059,774 | -131,969 | 0.13% | -$99.73K |
| AOMT 2025-10 A1 | 3,123,688 | 2,940,631 | -183,057 | 0.13% | -$201.78K |
| GS Mortgage-Backed Securities Trust 2021-PJ7 | 3,571,460 | 3,510,889 | -60,571 | 0.13% | -$66.37K |
| JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A | 3,334,588 | 3,271,715 | -62,873 | 0.13% | -$70.16K |
| JP Morgan Mortgage Trust 2021-13 | 3,588,538 | 3,555,306 | -33,231 | 0.13% | -$36.31K |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 13 A1 144A | 2,925,000 | 2,841,665 | -83,335 | 0.13% | -$102.48K |
| JP Morgan Mortgage Trust 2021-3 | 3,177,107 | 3,142,137 | -34,971 | 0.12% | -$55.01K |
| Freddie Mac REMICS | 2,920,491 | 2,559,558 | -360,932 | 0.12% | -$359.55K |
| J.P. Morgan Mortgage Trust 2022-6 | 2,784,108 | 2,740,427 | -43,681 | 0.11% | -$70.11K |
| Freddie Mac REMICS | 2,344,261 | 2,294,928 | -49,334 | 0.11% | -$48.98K |
| GS MORTGAGE BACKED SECURITIES GSMBS 2022 PJ2 A4 144A | 2,777,124 | 2,740,171 | -36,953 | 0.10% | -$53.24K |
| Chase Home Lending Mortgage Trust, Series 2025-3, Class A11 | 2,445,600 | 2,261,573 | -184,027 | 0.10% | -$190.19K |
| PRPM Trust, Series 2025-NQM6, Class A1 | 2,335,000 | 2,266,004 | -68,996 | 0.10% | -$83.57K |
| Benchmark 2021-B28 Mortgage Trust | 3,944,070 | 2,274,223 | -1,669,847 | 0.10% | -$1.62M |
| JP Morgan Mortgage Trust 2021-6 | 2,704,466 | 2,655,283 | -49,183 | 0.10% | -$47.87K |
| J.P. Morgan Mortgage Trust 2021-14 | 2,780,139 | 2,728,370 | -51,768 | 0.10% | -$53.89K |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A2 V/R REGD 144A P/P 2.50000000 | 2,646,553 | 2,593,955 | -52,599 | 0.10% | -$60.26K |
| Freddie Mac REMICS | 2,342,712 | 2,144,731 | -197,981 | 0.10% | -$196.24K |
| Freddie Mac REMICS | 2,314,006 | 2,133,233 | -180,773 | 0.10% | -$180.12K |
| JP Morgan Mortgage Trust 2021-4 | 2,460,294 | 2,432,980 | -27,314 | 0.09% | -$31.09K |
| ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A | 2,398,433 | 2,354,696 | -43,737 | 0.09% | -$48.56K |
| Sequoia Mortgage Trust 2021-6 | 2,351,631 | 2,326,724 | -24,907 | 0.09% | -$26.69K |
| JP Morgan Mortgage Trust 2021-8 | 2,314,223 | 2,273,035 | -41,188 | 0.09% | -$41.50K |
| J.P. Morgan Mortgage Trust 2022-6 | 2,175,453 | 2,141,321 | -34,132 | 0.09% | -$42.62K |
| GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1 | 1,881,797 | 1,754,908 | -126,888 | 0.08% | -$138.15K |
| Chase Home Lending Mortgage Trust 2024-8 | 2,251,624 | 1,692,547 | -559,077 | 0.08% | -$562.24K |
| DEEPHAVEN RESIDENTIAL MTG TR 2025-CES1 5.224% 10/25/2055 144A | 4,275,032 | 1,676,373 | -2,598,659 | 0.08% | -$2.61M |
| CSMC 2018-J1 TRUST CSMC 2018-J1 A2 | 1,855,525 | 1,822,638 | -32,888 | 0.08% | -$28.43K |
| Chase Home Lending Mortgage Trust Series 2025-9 | 1,765,502 | 1,624,113 | -141,389 | 0.07% | -$139.74K |
| J.P. Morgan Mortgage Trust 2022-4 | 1,833,567 | 1,806,941 | -26,626 | 0.07% | -$36.36K |
| J.P. Morgan Mortgage Trust 2022-8 | 1,682,866 | 1,641,457 | -41,409 | 0.07% | -$48.53K |
| JP Morgan Mortgage Trust Series 2025-NQM5 | 1,540,000 | 1,473,007 | -66,993 | 0.07% | -$78.20K |
| Citigroup Mortgage Loan Trust 2021-J2 | 1,562,452 | 1,529,813 | -32,639 | 0.06% | -$33.98K |
| GS Mortgage-Backed Securities Trust 2023-CCM1 | 1,458,540 | 1,314,172 | -144,368 | 0.06% | -$148.47K |
| Barclays Mortgage Loan Trust 2023-NQM1 | 1,251,224 | 1,197,031 | -54,193 | 0.06% | -$57.59K |
| MSRM 2023-1 A1 | 1,257,133 | 1,230,958 | -26,175 | 0.05% | -$31.43K |
| FSMT 2021-8INV A3 144A FRN 09-25-51 | 1,353,959 | 1,324,871 | -29,088 | 0.05% | -$27.64K |
| Invitation Homes Trust, Series 2024-SFR1, Class A | 1,098,119 | 977,549 | -120,570 | 0.04% | -$129.04K |
| JP Morgan Mortgage Trust 2021-1 | 1,096,908 | 1,078,970 | -17,937 | 0.04% | -$21.12K |
| United Airlines Pass-Through Trust, Series AA | 944,665 | 901,550 | -43,115 | 0.04% | -$36.68K |
| Sequoia Mortgage Trust 2021-9 | 1,073,175 | 1,050,329 | -22,846 | 0.04% | -$27.15K |
| UNTD AIR 16-1 AA | 811,912 | 774,844 | -37,068 | 0.03% | -$36.51K |
| JP Morgan Mortgage Trust 2024-CCM1 5.50 | 732,820 | 635,311 | -97,509 | 0.03% | -$102.27K |
| JP Morgan Mortgage Trust 2021-12 | 712,592 | 700,938 | -11,654 | 0.03% | -$14.63K |
| Security | Shares Dec 2025 | Shares Mar 2026 | Δ shares | End % | Δ value |
|---|---|---|---|---|---|
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10 | 427,896,000 | 427,896,000 | 0 | 3.41% | $5.44M |
| STAR 2024-SFR4 TRUST STAR 2024-SFR4 A | 16,393,737 | 16,393,737 | 0 | 0.75% | -$61.27K |
| Hertz Vehicle Financing LLC, Series 2025-3A, Class A | 12,545,000 | 12,545,000 | 0 | 0.58% | -$24.31K |
| Progress Residential Trust, Series 2025-SFR6, Class A | 13,055,000 | 13,055,000 | 0 | 0.58% | -$67.87K |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 4A A 144A | 11,949,000 | 11,949,000 | 0 | 0.57% | -$85.86K |
| Hertz Vehicle Financing III LLC | 11,915,000 | 11,915,000 | 0 | 0.56% | -$82.28K |
| HERTZ VEHICLE FINANCING III LLC SER 2025-1A CL A REGD 144A P/P 4.91000000 | 10,530,000 | 10,530,000 | 0 | 0.49% | -$43.43K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class A | 10,460,000 | 10,460,000 | 0 | 0.49% | -$115.50K |
| DELTA AIR 2020AA | 10,244,850 | 10,244,850 | 0 | 0.46% | $122.40K |
| JPMORGAN CHASE | 9,380,000 | 9,380,000 | 0 | 0.44% | -$116.68K |
| Hertz Vehicle Financing LLC, Series 2025-2A, Class A | 9,390,000 | 9,390,000 | 0 | 0.44% | -$76.19K |
| WELLS FARGO CO | 8,340,000 | 8,340,000 | 0 | 0.39% | -$206.70K |
| BANK OF AMER CRP | 8,425,000 | 8,425,000 | 0 | 0.39% | -$92.02K |
| Progress Residential Trust, Series 2021-SFR9, Class A | 8,540,500 | 8,540,500 | 0 | 0.37% | -$25.34K |
| DUKE ENERGY IND | 7,605,000 | 7,605,000 | 0 | 0.36% | -$88.03K |
| GEN MOTORS FIN | 7,155,000 | 7,155,000 | 0 | 0.34% | -$77.59K |
| WISCONSIN P&L | 6,350,000 | 6,350,000 | 0 | 0.30% | -$100.34K |
| ERAC USA FIN LLC 4.6% 05/01/2028 144A | 6,410,000 | 6,410,000 | 0 | 0.30% | -$52.86K |
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A | 6,090,000 | 6,090,000 | 0 | 0.29% | -$55.48K |
| BANK, Series 2021-BN35, Class A2 | 6,280,000 | 6,280,000 | 0 | 0.28% | $100.75K |
| ENTERGY ARKANSAS | 5,810,000 | 5,810,000 | 0 | 0.27% | -$93.49K |
| DOMINION ENERGY | 6,090,000 | 6,090,000 | 0 | 0.27% | -$61.19K |
| APPALACHIAN PWR | 6,185,000 | 6,185,000 | 0 | 0.26% | -$34.06K |
| CANADIAN PACIFIC | 5,215,000 | 5,215,000 | 0 | 0.24% | -$58.26K |
| PUBLIC SERVICE | 5,200,000 | 5,200,000 | 0 | 0.24% | -$91.27K |
| ENTERGY LA LLC | 5,485,000 | 5,485,000 | 0 | 0.22% | -$35.68K |
| TRANSCANADA PL | 4,851,000 | 4,851,000 | 0 | 0.22% | -$36.99K |
| Progress Residential Trust, Series 2021-SFR7, Class A | 4,749,011 | 4,749,011 | 0 | 0.20% | -$20.29K |
| WELLS FARGO CO | 4,230,000 | 4,230,000 | 0 | 0.19% | -$64.50K |
| CITIGROUP INC | 4,105,000 | 4,105,000 | 0 | 0.19% | -$59.36K |
| Progress Residential Trust, Series 2025-SFR3, Class A | 4,055,000 | 4,055,000 | 0 | 0.18% | -$30.56K |
| DUKE ENERGY COR | 3,475,000 | 3,475,000 | 0 | 0.16% | -$30.70K |
| UNTD AIR 16-2 AA | 3,209,800 | 3,209,800 | 0 | 0.14% | $1.82K |
| BANK OF AMER CRP | 2,925,000 | 2,925,000 | 0 | 0.14% | -$22.52K |
| Morgan Stanley Finance LLC | 1,763,000 | 1,763,000 | 0 | 0.13% | $542.83K |
| Citigroup Global Markets Holdings Inc/United States | 2,260,000 | 2,260,000 | 0 | 0.13% | $632.64K |
| BANK OF AMER CRP | 2,410,000 | 2,410,000 | 0 | 0.11% | -$54.99K |
| MORGAN STANLEY | 2,410,000 | 2,410,000 | 0 | 0.11% | -$61.36K |
| CITIGROUP INC | 2,405,000 | 2,405,000 | 0 | 0.11% | -$52.15K |
| WELLS FARGO CO | 2,405,000 | 2,405,000 | 0 | 0.11% | -$62.42K |
| AMSR Trust, Series 2025-SFR2, Class A | 2,365,000 | 2,365,000 | 0 | 0.11% | -$17.49K |
| UNTD AIR 2014-1 | 2,268,920 | 2,268,920 | 0 | 0.10% | -$1.67K |
| FORD MOTOR CRED | 2,215,000 | 2,215,000 | 0 | 0.10% | $1.39K |
| Air Canada Class A Pass Through Trust | 1,170,346 | 1,170,346 | 0 | 0.05% | -$10.74K |
| UNTD AIR 15-1 AA | 816,376 | 816,376 | 0 | 0.04% | -$4.39K |
| CON EDISON CO | 510,000 | 510,000 | 0 | 0.02% | -$4.67K |
| UNTD AIR 19-2 AA | 199,662 | 199,662 | 0 | 0.01% | $270 |
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