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
N-PORT Item C.4.b
as filed
968 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST Santander Mortgage Asset Receivable Trust 202… | — | 80262CAA6 US80262CAA62 | ABS-CBDO CORP |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 16.6% of reported value reaches a classification.
| $571.8K |
| 0.064% |
| US |
| FLUOR CORPORATION Fluor Corporation, Convertible | — | 343412AJ1 US343412AJ13 | DBT CORP | 461,000 PA | $567.7K | 0.063% | US |
| CBRE GROUP INC CBRE Group, Inc. | CBRE | 12504L109 US12504L1098 | EC CORP | 4,172 NS | $565.1K | 0.063% | US |
| WARNER BROS DISCOVERY INC Warner Brothers Discovery, Inc. | WBD | 934423104 US9344231041 | EC CORP | 20,556 NS | $564.5K | 0.063% | US |
| DANAHER CORPORATION Danaher Corporation | DHR | 235851102 US2358511028 | EC CORP | 2,973 NS | $563.7K | 0.063% | US |
| JB HUNT TRANSPORT SERVICES INC JB Hunt Transport Services, Inc. | JBHT | 445658107 US4456581077 | EC CORP | 2,660 NS | $563.7K | 0.063% | US |
| WARNER MUSIC GROUP CORP Warner Music Group Corporation | WMG | 934550203 US9345502036 | EC CORP | 21,922 NS | $559.9K | 0.062% | US |
| TEXAS INSTRUMENTS INC Texas Instruments, Inc. | TXN | 882508104 US8825081040 | EC CORP | 2,881 NS | $559.3K | 0.062% | US |
| BUSINESS JET SECURITIES Business Jet Securities, LLC 2022-1A | — | 12327AAA6 US12327AAA60 | ABS-O CORP | 563,479.34 PA | $557.3K | 0.062% | US |
| AMETEK INC AMETEK, Inc. | AME | 031100100 US0311001004 | EC CORP | 2,596 NS | $556.5K | 0.062% | US |
| CROWN HOLDINGS INC Crown Holdings, Inc. | CCK | 228368106 US2283681060 | EC CORP | 5,510 NS | $552.4K | 0.062% | US |
| JP MORGAN MORTGAGE TRUST J.P. Morgan Mortgage Trust 2021-LTV2 | — | 46654VAB9 US46654VAB99 | ABS-CBDO CORP | 640,381.21 PA | $551.0K | 0.061% | US |
| ALBEMARLE CORP Albemarle Corporation, Convertible, 7.250% | — | 012653200 US0126532003 | EP CORP | 7,628 NS | $548.1K | 0.061% | US |
| METRONET INFRASTRUCTURE ISSUER LLC MetroNet Infrastructure Issuer, LLC 2025-4A | — | 59170JBD9 US59170JBD90 | ABS-O CORP | 550,000 PA | $547.4K | 0.061% | US |
| ISHARES S&P US PREFERRED STOCK iShares Preferred and Income Securities ETF | PFF | 464288687 US4642886877 | OTHER RF | 18,000 NS | $545.8K | 0.061% | US |
| BELLEMEADE RE LTD Bellemeade Re, Ltd. 2025-1 | — | 07876NAB1 US07876NAB10 | ABS-CBDO CORP | 540,000 PA | $542.6K | 0.060% | US |
| AMERICAN INTERNATIONAL GROUP INC American International Group, Inc. | AIG | 026874784 US0268747849 | EC CORP | 7,177 NS | $540.1K | 0.060% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 3140XMBC9 US3140XMBC96 | ABS-MBS USGSE | 534,752.18 PA | $533.3K | 0.059% | US |
| METLIFE INC MetLife, Inc. | MET | 59156R108 US59156R1086 | EC CORP | 7,401 NS | $523.4K | 0.058% | US |
| SAXON ASSET SECURITIES TRUST Saxon Asset Securities Trust 2004-2 | — | 805564QB0 US805564QB09 | ABS-CBDO CORP | 567,622.83 PA | $522.0K | 0.058% | US |
| UNITEDHEALTH GROUP INC UnitedHealth Group, Inc. | UNH | 91324P102 US91324P1021 | EC CORP | 1,926 NS | $521.2K | 0.058% | US |
| EDISON INTERNATIONAL Edison International | EIX | 281020107 US2810201077 | EC CORP | 7,100 NS | $519.6K | 0.058% | US |
| ACRA TRUST ACRA Trust 2024-NQM1 | — | 00112EAB0 US00112EAB02 | ABS-CBDO CORP | 515,184.83 PA | $516.1K | 0.057% | US |
| CRESCENT ENERGY CO Crescent Energy Company, Convertible | — | 44952JAA2 US44952JAA25 | DBT CORP | 449,000 PA | $515.5K | 0.057% | US |
| HEALTHCARE REALTY TRUST INCORPORATED Healthcare Realty Trust, Inc. | HR | 42226K105 US42226K1051 | EC CORP | 30,335 NS | $515.4K | 0.057% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137H03L0 US3137H03L05 | ABS-CBDO USGSE | 5,503,435.9 PA | $512.4K | 0.057% | US |
| FORTINET INC Fortinet, Inc. | FTNT | 34959E109 US34959E1091 | EC CORP | 6,264 NS | $511.9K | 0.057% | US |
| PEPSICO INC PepsiCo, Inc. | PEP | 713448108 US7134481081 | EC CORP | 3,273 NS | $508.3K | 0.057% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation Conven… | — | 3132E0P71 US3132E0P719 | ABS-MBS USGSE | 617,170.05 PA | $504.8K | 0.056% | US |
| CFST MORTGAGE TRUST CFST Mortgage Trust 2025-RTL1 | — | 12532GAA4 US12532GAA40 | ABS-CBDO CORP | 500,000 PA | $503.8K | 0.056% | US |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN T… Deutsche Alt-A Securities, Inc., Mortgage Loa… | — | 251510EL3 US251510EL37 | ABS-CBDO CORP | 575,819.95 PA | $501.8K | 0.056% | US |
| EVERGY INC Evergy, Inc. | EVRG | 30034W106 US30034W1062 | EC CORP | 6,114 NS | $500.9K | 0.056% | US |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE Federal Home Loan Bank Discount Notes | — | 313385VY9 US313385VY98 | STIV USGSE | 500,000 PA | $498.8K | 0.056% | US |
| UNITED STATES TREASURY U.S. Treasury Bills | — | 912797TU1 US912797TU14 | STIV UST | 500,000 PA | $496.9K | 0.055% | US |
| AGL CLO 13 LTD AGL CLO 13, Ltd. 2021-13A | — | 00120JAQ6 US00120JAQ67 | ABS-O CORP | 500,000 PA | $496.7K | 0.055% | KY |
| PPM CLO 3 LTD PPM CLO 3, Ltd. 2019-3A | — | 69355EBA2 US69355EBA29 | ABS-O CORP | 500,000 PA | $496.3K | 0.055% | KY |
| ENACT MORTGAGE INSURANCE CORP Triangle Re, Ltd. 2023-1 | — | 89589AAA7 US89589AAA79 | ABS-CBDO CORP | 491,082.09 PA | $494.3K | 0.055% | US |
| ROSS STORES INC Ross Stores, Inc. | ROST | 778296103 US7782961038 | EC CORP | 2,264 NS | $490.5K | 0.055% | US |
| SOLSTICE ADVANCED MATERIALS INC Solstice Advanced Materials, Inc. | SOLS | 83443Q103 US83443Q1031 | EC CORP | 6,327 NS | $481.9K | 0.054% | US |
| COMCAST CORPORATION Comcast Corporation | CMCSA | 20030N101 US20030N1019 | EC CORP | 16,764 NS | $481.3K | 0.054% | US |
| AUTODESK INC Autodesk, Inc. | ADSK | 052769106 US0527691069 | EC CORP | 2,007 NS | $480.5K | 0.054% | US |
| VELOCITY COMMERCIAL CAPITAL LOAN TRUST Velocity Commercial Capital Loan Trust 2024-1 | — | 92261CAA2 US92261CAA27 | ABS-CBDO CORP | 473,014.24 PA | $478.2K | 0.053% | US |
| AUTOMATIC DATA PROCESSING INC Automatic Data Processing, Inc. | ADP | 053015103 US0530151036 | EC CORP | 2,342 NS | $475.8K | 0.053% | US |
| VEROS AUTO RECEIVABLES TRUST Veros Auto Receivables Trust 2025-1 | — | 92511BAA2 US92511BAA26 | ABS-O CORP | 473,618.52 PA | $475.2K | 0.053% | US |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET, LLC 2026-NPL2 | — | 69393DAA9 US69393DAA90 | ABS-CBDO CORP | 478,810.52 PA | $475.0K | 0.053% | US |
| RENAISSANCE HOME EQUITY LOAN TRUST Renaissance Home Equity Loan Trust 2006-2 | — | 759676AF6 US759676AF64 | ABS-CBDO CORP | 1,429,634.41 PA | $474.1K | 0.053% | US |
| CHNGE MORTGAGE TRUST CHNGE Mortgage Trust 2023-2 | — | 169926AA0 US169926AA02 | ABS-CBDO CORP | 469,800.33 PA | $468.8K | 0.052% | US |
| ON SEMICONDUCTOR CORPORATION ON Semiconductor Corporation, Convertible | — | 682189AU9 US682189AU93 | DBT CORP | 473,000 PA | $462.4K | 0.051% | US |
| JACOBS SOLUTIONS INC Jacobs Solutions, Inc. | J | 46982L108 US46982L1089 | EC CORP | 3,622 NS | $461.0K | 0.051% | US |
| SERVICENOW INC ServiceNow, Inc. | NOW | 81762P102 US81762P1021 | EC CORP | 4,326 NS | $452.3K | 0.050% | 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.