1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
No share classes in the SEC snapshot.
2,774 filed series have no class in company_tickers_mf.json, so no ticker can be reached for them.
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 1.2% of reported value reaches a classification.
Percentages are of the reported value of positions above ($176.23M), not of the fund’s net assets ($166.72M). The two differ by cash, derivatives filed with no market value, and rounding.
580 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 3140XJJY0 US3140XJJY06 | ABS-MBS USGSE | 298,387.36 PA | $284.1K | 0.170% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 3140XJQS5 US3140XJQS54 | ABS-MBS USGSE | 315,169.28 PA | $283.5K | 0.170% | US |
| UNLOCK HEA TRUST Unlock HEA Trust 2024-1 | — | 91530QAA8 US91530QAA85 | ABS-CBDO CORP | 281,169.74 PA | $280.2K | 0.168% | US |
| PRP ADVISORS LLC PRPM, LLC 2025-2 | — | 69382HAA3 US69382HAA32 | ABS-CBDO CORP | 279,390.5 PA | $278.7K | 0.167% | US |
| PRP ADVISORS LLC PRPM Trust 2023-NQM3 | — | 69380TAD3 US69380TAD37 | ABS-CBDO CORP | 275,000 PA | $277.5K | 0.166% | US |
| HERTZ VEHICLE FINANCING LLC Hertz Vehicle Financing III, LLC 2025-1A | — | 42806MCU1 US42806MCU18 | ABS-O CORP | 275,000 PA | $276.5K | 0.166% | US |
| BELLEMEADE RE LTD Bellemeade Re, Ltd. 2025-1 | — | 07876NAB1 US07876NAB10 | ABS-CBDO CORP | 275,000 PA | $276.3K | 0.166% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137H03L0 US3137H03L05 | ABS-CBDO USGSE | 2,963,216.4 PA | $275.9K | 0.165% | US |
| LHOME MORTGAGE TRUST LHOME Mortgage Trust 2024-RTL2 | — | 50205JAA4 US50205JAA43 | ABS-CBDO CORP | 275,000 PA | $275.2K | 0.165% | US |
| ARCHWEST MORTGAGE TRUST Archwest Mortgage Trust 2025-RTL1 | — | 039966AA4 US039966AA40 | ABS-CBDO CORP | 275,000 PA | $274.4K | 0.165% | US |
| GCAT TRUST GCAT Trust 2024-INV3 | — | 36830FAA4 US36830FAA49 | ABS-CBDO CORP | 270,859.87 PA | $273.7K | 0.164% | US |
| PRP ADVISORS LLC PRPM, LLC 2025-8 | — | 69383BAA5 US69383BAA52 | ABS-CBDO CORP | 274,675.96 PA | $273.4K | 0.164% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137HPN66 US3137HPN669 | ABS-CBDO USGSE | 275,452.51 PA | $272.9K | 0.164% | US |
| PALMER SQUARE LOAN FUNDING LTD Palmer Square Loan Funding, Ltd. 2025-1A | — | 69704CAE7 US69704CAE75 | ABS-O CORP | 275,000 PA | $272.7K | 0.164% | KY |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT CVI, LLC 2021-NP12 | — | 92873KAB2 US92873KAB26 | ABS-CBDO CORP | 271,440.64 PA | $271.7K | 0.163% | US |
| HOME EQUITY ASSET TRUST Home Equity Asset Trust 2003-2 | — | 22541NP52 US22541NP529 | ABS-CBDO CORP | 278,215.81 PA | $270.6K | 0.162% | US |
| VERUS SECURITIZATION TRUST Verus Securitization Trust 2025-3 | — | 924928AB0 US924928AB07 | ABS-CBDO CORP | 257,478.73 PA | $258.5K | 0.155% | US |
| PRP ADVISORS LLC PRPM, LLC 2025-RPL4 | — | 74448NAB0 US74448NAB01 | ABS-CBDO CORP | 275,000 PA | $255.3K | 0.153% | US |
| VERUS SECURITIZATION TRUST Verus Securitization Trust 2021-7 | — | 92538QAB6 US92538QAB68 | ABS-CBDO CORP | 287,466.86 PA | $254.0K | 0.152% | US |
| UNLOCK HEA TRUST Unlock HEA Trust 2023-1 | — | 91528JAA8 US91528JAA88 | ABS-CBDO CORP | 254,132.24 PA | $253.9K | 0.152% | US |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS Mortgage Trust 2025-5C37 | — | 05494NAD3 US05494NAD30 | ABS-MBS CORP | 250,000 PA | $253.2K | 0.152% | US |
| METRONET INFRASTRUCTURE ISSUER LLC MetroNet Infrastructure Issuer, LLC 2025-2A | — | 59170JAX6 US59170JAX63 | ABS-O CORP | 250,000 PA | $252.1K | 0.151% | US |
| PMT LOAN TRUST PMT Loan Trust 2025-INV2 | — | 73015JAK4 US73015JAK43 | ABS-CBDO CORP | 250,000 PA | $252.0K | 0.151% | US |
| TRICON RESIDENTIAL TRUST Tricon Residential Trust 2024-SFR2 | — | 89616VAB6 US89616VAB62 | ABS-MBS CORP | 250,000 PA | $250.9K | 0.151% | US |
| HOME RE LTD Home Re, Ltd. 2026-1 | — | 436956AB2 US436956AB23 | ABS-CBDO CORP | 250,000 PA | $250.3K | 0.150% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation Conven… | — | 3133KRMN1 US3133KRMN16 | ABS-MBS USGSE | 250,676.6 PA | $249.8K | 0.150% | US |
| PALMER SQUARE LOAN FUNDING LTD Palmer Square Loan Funding, Ltd. 2024-2A | — | 69702WAJ4 US69702WAJ45 | ABS-O CORP | 250,000 PA | $249.7K | 0.150% | KY |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137HMF47 US3137HMF472 | ABS-CBDO USGSE | 242,281.28 PA | $249.1K | 0.149% | US |
| BARINGS LOAN PARTNERS CLO LTD 2 Barings Loan Partners CLO, Ltd. 2 LP-2A | — | 06763BAN9 US06763BAN91 | ABS-O CORP | 250,000 PA | $248.9K | 0.149% | KY |
| BALBOA BAY LOAN FUNDING LTD Balboa Bay Loan Funding, Ltd. 2021-1A | — | 05765XAQ4 US05765XAQ43 | ABS-O CORP | 250,000 PA | $248.4K | 0.149% | KY |
| BATTALION CLO LTD Battalion CLO XIV, Ltd. 2019-14A | — | 07090ABE2 US07090ABE29 | ABS-O CORP | 250,000 PA | $248.4K | 0.149% | KY |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137HK6A7 US3137HK6A74 | ABS-CBDO USGSE | 250,000 PA | $248.0K | 0.149% | US |
| SCULPTOR CLO LTD Sculptor CLO XXVIII, Ltd. 28A | — | 81124LAS3 US81124LAS34 | ABS-O CORP | 250,000 PA | $247.9K | 0.149% | KY |
| 522 FUNDING CLO LTD 522 Funding CLO, Ltd. 2019-5A | — | 33829WAQ2 US33829WAQ24 | ABS-O CORP | 250,000 PA | $247.9K | 0.149% | KY |
| BATTALION CLO LTD Battalion CLO XI, Ltd. 2017-11A | — | 07132LAY5 US07132LAY56 | ABS-O CORP | 250,000 PA | $247.4K | 0.148% | KY |
| SYMPHONY CLO LTD Symphony CLO XX, Ltd. 2018-20A | — | 87166VBC1 US87166VBC19 | ABS-O CORP | 250,000 PA | $247.1K | 0.148% | KY |
| HERTZ VEHICLE FINANCING LLC Hertz Vehicle Financing III, LLC 2025-6A | — | 42806MDR7 US42806MDR79 | ABS-O CORP | 250,000 PA | $246.4K | 0.148% | US |
| POINT SECURITIZATION TRUST Point Securitization Trust 2025-2 | — | 73071PAA3 US73071PAA30 | ABS-CBDO CORP | 249,948.4 PA | $246.3K | 0.148% | US |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC Avis Budget Rental Car Funding AESOP, LLC 202… | — | 05377RLB8 US05377RLB86 | ABS-O CORP | 250,000 PA | $245.1K | 0.147% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation - REMI… | — | 3137HLBX9 US3137HLBX97 | ABS-CBDO USGSE | 250,000 PA | $243.0K | 0.146% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Association Convent… | — | 3140FXTF9 US3140FXTF92 | ABS-MBS USGSE | 268,483.17 PA | $241.9K | 0.145% | US |
| HOME RE LTD Home Re, Ltd. 2023-1 | — | 43731BAB7 US43731BAB71 | ABS-CBDO CORP | 233,448.07 PA | $238.6K | 0.143% | US |
| SUNNOVA HESTIA II ISSUER LLC Sunnova Hestia II Issuer, LLC 2024-GRID1 | — | 86746FAA2 US86746FAA21 | ABS-O CORP | 245,223.89 PA | $237.6K | 0.143% | US |
| AMSR TRUST AMSR Trust 2025-SFR1 | — | 00182MAC5 US00182MAC55 | ABS-MBS CORP | 250,000 PA | $236.0K | 0.142% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation Gold 1… | — | 3132A9Q26 US3132A9Q266 | ABS-MBS USGSE | 234,115.12 PA | $227.0K | 0.136% | US |
| PMT LOAN TRUST PMT Loan Trust 2025-INV5 | — | 729907AM7 US729907AM77 | ABS-CBDO CORP | 225,000 PA | $223.3K | 0.134% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corporation Conven… | — | 3132E0HN5 US3132E0HN50 | ABS-MBS USGSE | 217,715.6 PA | $223.1K | 0.134% | US |
| JP MORGAN MORTGAGE TRUST J.P. Morgan Mortgage Trust 2023-3 | — | 46656RAM2 US46656RAM25 | ABS-CBDO CORP | 217,709.89 PA | $216.2K | 0.130% | US |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST Morgan Stanley Residential Mortgage Loan Trus… | — | 617948AD6 US617948AD68 | ABS-CBDO CORP | 213,559.01 PA | $213.4K | 0.128% | US |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET, LLC 2025-NPL4 | — | 74136UAA3 US74136UAA34 | ABS-CBDO CORP | 211,806.19 PA | $212.0K | 0.127% | US |