1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
2 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000003588 | AAHYX | NOT_LISTED | not exchange-listed | — |
| C000003590 | THYFX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
968 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| ALPHABET INC Alphabet, Inc., Class A | GOOGL | 02079K305 US02079K3059 | EC CORP |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 16.6% of reported value reaches a classification.
| $2.51M |
| 0.280% |
| US |
| BATTALION CLO LTD Battalion CLO XXI, Ltd. 2021-21A | — | 07134WAU7 US07134WAU71 | ABS-O CORP | 2,500,000 PA | $2.48M | 0.276% | KY |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 3140FXTF9 US3140FXTF92 | ABS-MBS USGSE | 2,710,401.39 PA | $2.44M | 0.272% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation Gold 1… | — | 3132A9Q26 US3132A9Q266 | ABS-MBS USGSE | 2,507,496.54 PA | $2.43M | 0.271% | US |
| JPMORGAN CHASE & CO JPMorgan Chase & Company | JPM | 46625H100 US46625H1005 | EC CORP | 7,932 NS | $2.33M | 0.260% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 3140XNZV9 US3140XNZV94 | ABS-MBS USGSE | 2,350,839.56 PA | $2.18M | 0.243% | US |
| OCTAGON INVESTMENT PARTNERS 50 L Octagon Investment Partners 50, Ltd. 2020-4A | — | 67592MBA1 US67592MBA18 | ABS-O CORP | 2,150,000 PA | $2.13M | 0.237% | KY |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST Saluda Grade Alternative Mortgage Trust 2024-… | — | 79585UAA8 US79585UAA88 | ABS-CBDO CORP | 2,000,000 PA | $2.01M | 0.224% | US |
| BROADCOM INC Broadcom, Inc. | AVGO | 11135F101 US11135F1012 | EC CORP | 6,456 NS | $2.00M | 0.223% | SG |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 01F042442 US01F0424428 | ABS-MBS USGSE | 2,000,000 PA | $1.99M | 0.221% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association - REMIC… | — | 3136BSRP2 US3136BSRP24 | ABS-CBDO USGSE | 1,971,374 PA | $1.98M | 0.221% | US |
| BATTALION CLO LTD Battalion CLO XI, Ltd. 2017-11A | — | 07132LAY5 US07132LAY56 | ABS-O CORP | 2,000,000 PA | $1.98M | 0.220% | KY |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137H8JT9 US3137H8JT98 | ABS-CBDO USGSE | 1,979,482.61 PA | $1.96M | 0.218% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association - REMIC… | — | 3136BVQK7 US3136BVQK74 | ABS-CBDO USGSE | 2,000,000 PA | $1.95M | 0.218% | US |
| WELLS FARGO & COMPANY Wells Fargo & Company | WFC | 949746101 US9497461015 | EC CORP | 24,215 NS | $1.93M | 0.215% | US |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT C, LLC 2021-NPL9 | — | 91835DAB7 US91835DAB73 | ABS-CBDO CORP | 1,912,870.27 PA | $1.91M | 0.213% | US |
| MORGAN STANLEY Morgan Stanley | MS | 617446448 US6174464486 | EC CORP | 11,180 NS | $1.84M | 0.205% | US |
| ROCKFORD TOWER CLO LTD Rockford Tower CLO, Ltd. 2021-2A | — | 77341LAW9 US77341LAW90 | ABS-O CORP | 1,850,000 PA | $1.84M | 0.205% | KY |
| BATTALION CLO LTD Battalion CLO XIV, Ltd. 2019-14A | — | 07090ABE2 US07090ABE29 | ABS-O CORP | 1,825,000 PA | $1.81M | 0.202% | KY |
| UNITED STATES TREASURY U.S. Treasury Notes | — | 91282CNV9 US91282CNV99 | DBT UST | 1,800,000 PA | $1.79M | 0.200% | US |
| BANK OF AMERICA CORP Bank of America Corporation | BAC | 060505104 US0605051046 | EC CORP | 36,517 NS | $1.78M | 0.198% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137HJG43 US3137HJG435 | ABS-CBDO USGSE | 1,775,000 PA | $1.77M | 0.197% | US |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC Avis Budget Rental Car Funding AESOP, LLC 202… | — | 05377RLB8 US05377RLB86 | ABS-O CORP | 1,750,000 PA | $1.72M | 0.191% | US |
| PARK BLUE CLO LTD Park Blue CLO, Ltd. 2023-3A | — | 70019AAU3 US70019AAU34 | ABS-O CORP | 1,700,000 PA | $1.69M | 0.189% | KY |
| SAMSUNG ELECTRONICS CO LTD Samsung Electronics Company, Ltd. | — | 700593000 KR7005930003 | EC CORP | 14,481 NS | $1.69M KRW | 0.189% | KR |
| SCULPTOR CLO LTD Sculptor CLO XXVIII, Ltd. 28A | — | 81124LAS3 US81124LAS34 | ABS-O CORP | 1,700,000 PA | $1.69M | 0.188% | KY |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 3140XME77 US3140XME773 | ABS-MBS USGSE | 1,823,002.61 PA | $1.69M | 0.188% | US |
| JOHNSON & JOHNSON Johnson & Johnson | JNJ | 478160104 US4781601046 | EC CORP | 6,872 NS | $1.68M | 0.187% | US |
| ZAYO ISSUER LLC Zayo Issuer, LLC 2025-3A | — | 98919WAN3 US98919WAN39 | ABS-O CORP | 1,675,000 PA | $1.68M | 0.187% | US |
| TESLA INC (PRE-REINCORPORATION) Tesla, Inc. | TSLA | 88160R101 US88160R1014 | EC CORP | 4,502 NS | $1.67M | 0.186% | US |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS Mortgage Trust 2025-5C37 | — | 05494NAD3 US05494NAD30 | ABS-MBS CORP | 1,600,000 PA | $1.62M | 0.180% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation Conven… | — | 3132E0HN5 US3132E0HN50 | ABS-MBS USGSE | 1,567,552.73 PA | $1.61M | 0.179% | US |
| MERCK & CO INC Merck & Company, Inc. | MRK | 58933Y105 US58933Y1055 | EC CORP | 13,091 NS | $1.57M | 0.175% | US |
| LIGHTPATH FIBER ISSUER LLC Lightpath Fiber Issuer, LLC 2026-1A | — | 53229YAA7 US53229YAA73 | ABS-O CORP | 1,550,000 PA | $1.55M | 0.172% | US |
| HOTWIRE FUNDING LLC Hotwire Funding, LLC 2024-1A | — | 44148JAH2 US44148JAH23 | ABS-O CORP | 1,500,000 PA | $1.52M | 0.169% | US |
| ROCKFORD TOWER CLO LTD Rockford Tower CLO, Ltd. 2021-3A | — | 77341NAS4 US77341NAS45 | ABS-O CORP | 1,500,000 PA | $1.50M | 0.167% | KY |
| BARINGS LOAN PARTNERS CLO LTD 2 Barings Loan Partners CLO, Ltd. 2 LP-2A | — | 06763BAN9 US06763BAN91 | ABS-O CORP | 1,500,000 PA | $1.49M | 0.166% | KY |
| PRP ADVISORS LLC PRPM Trust 2023-NQM3 | — | 69380TAD3 US69380TAD37 | ABS-CBDO CORP | 1,475,000 PA | $1.49M | 0.166% | US |
| ELI LILLY AND COMPANY Eli Lilly & Company | LLY | 532457108 US5324571083 | EC CORP | 1,614 NS | $1.48M | 0.165% | US |
| PRP ADVISORS LLC PRPM, LLC 2025-2 | — | 69382HAA3 US69382HAA32 | ABS-CBDO CORP | 1,482,918.89 PA | $1.48M | 0.165% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association - REMIC… | — | 3136BUNX4 US3136BUNX40 | ABS-CBDO USGSE | 1,500,000 PA | $1.48M | 0.164% | US |
| CONOCOPHILLIPS ConocoPhillips | COP | 20825C104 US20825C1045 | EC CORP | 11,010 NS | $1.45M | 0.162% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137HMF47 US3137HMF472 | ABS-CBDO USGSE | 1,413,307.52 PA | $1.45M | 0.162% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137HK6A7 US3137HK6A74 | ABS-CBDO USGSE | 1,450,000 PA | $1.44M | 0.160% | US |
| HERTZ VEHICLE FINANCING LLC Hertz Vehicle Financing III, LLC 2025-1A | — | 42806MCU1 US42806MCU18 | ABS-O CORP | 1,425,000 PA | $1.43M | 0.160% | US |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST Morgan Stanley Residential Mortgage Loan Trus… | — | 617960AF6 US617960AF69 | ABS-CBDO CORP | 1,425,000 PA | $1.42M | 0.158% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 01F040644 US01F0406441 | ABS-MBS USGSE | 1,500,000 PA | $1.42M | 0.158% | US |
| PALMER SQUARE LOAN FUNDING LTD Palmer Square Loan Funding, Ltd. 2024-1A | — | 69703NAQ7 US69703NAQ79 | ABS-O CORP | 1,425,000 PA | $1.40M | 0.156% | KY |
| POINT SECURITIZATION TRUST Point Securitization Trust 2025-1 | — | 73072DAA9 US73072DAA90 | ABS-CBDO CORP | 1,399,596.91 PA | $1.40M | 0.156% | US |
| CHARLES SCHWAB CORPORATION (THE) Charles Schwab Corporation | SCHW | 808513105 US8085131055 | EC CORP | 14,838 NS | $1.39M | 0.155% | US |
Percentages are of the reported value of positions above ($931.66M), not of the fund’s net assets ($897.99M). The two differ by cash, derivatives filed with no market value, and rounding.