1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-25
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000005563 | PBDIX | NOT_LISTED | not exchange-listed | — |
| C000222343 | TSBLX | NOT_LISTED | not exchange-listed | — |
| C000222342 | TSBZX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
1,606 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| FNMA 30 YR FANNIE MAE POOL | — | 31419FFW1 US31419FFW14 | ABS-MBS USGSE | 53,431.56 PA |
| $51.8K |
| 0.002% |
| US |
| GNMA II 30 YR GINNIE MAE II POOL | — | 36181KC81 US36181KC811 | ABS-MBS USGA | 55,711.54 PA | $52.0K | 0.002% | US |
| GNMA LL 30 YR GINNIE MAE II POOL | — | 36179UK27 US36179UK270 | ABS-MBS USGA | 51,024.23 PA | $52.1K | 0.002% | US |
| GNMA 30 YR GINNIE MAE I POOL | — | 3620A9S44 US3620A9S444 | ABS-MBS USGA | 51,859.64 PA | $52.6K | 0.002% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 31419A3K1 US31419A3K17 | ABS-MBS USGSE | 52,600.51 PA | $55.1K | 0.002% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 31403DD97 US31403DD973 | ABS-MBS USGSE | 53,641.32 PA | $55.2K | 0.002% | US |
| GNMA 30 YR GINNIE MAE I POOL | — | 3620AR3K5 US3620AR3K54 | ABS-MBS USGA | 57,782.96 PA | $55.9K | 0.002% | US |
| FNMA 20YR FANNIE MAE POOL | — | 3138ERN71 US3138ERN710 | ABS-MBS USGSE | 59,074.91 PA | $56.1K | 0.002% | US |
| TIME WARNER ENT TIME WARNER CABLE ENTERPRISES LLC | — | 88731EAJ9 US88731EAJ91 | DBT CORP | 50,000 PA | $56.6K | 0.002% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 31417WUE9 US31417WUE91 | ABS-MBS USGSE | 57,544.66 PA | $57.1K | 0.002% | US |
| EFMT 2019-2 A3 144A ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 | — | 31573TAC2 US31573TAC27 | ABS-MBS CORP | 58,919.44 PA | $57.5K | 0.002% | US |
| ALPHABET INC | — | 02079KAZ0 US02079KAZ03 | DBT CORP | 60,000 PA | $58.1K | 0.002% | US |
| GNMA LL 30 YR GINNIE MAE II POOL | — | 36202FKN5 US36202FKN59 | ABS-MBS USGA | 58,576.99 PA | $58.1K | 0.002% | US |
| FHLMC GOLD FREDDIE MAC GOLD POOL | — | 312943DQ3 US312943DQ30 | ABS-MBS USGSE | 58,578.36 PA | $58.2K | 0.002% | US |
| USM6 US LONG BOND(CBT) JUN26 US LONG BOND(CBT) JUN26 | — | 000000000 — | DIR CORP | -34 NC | $58.4K | 0.002% | US |
| ONEOK INC | — | 682680CC5 US682680CC55 | DBT CORP | 60,000 PA | $59.6K | 0.003% | US |
| FHLMC GOLD FREDDIE MAC GOLD POOL | — | 3128MJQ94 US3128MJQ946 | ABS-MBS USGSE | 64,777.61 PA | $61.0K | 0.003% | US |
| GNMA LL 30 YR GINNIE MAE II POOL | — | 36179TV93 US36179TV931 | ABS-MBS USGA | 60,153.99 PA | $62.0K | 0.003% | US |
| GNMA II 30 YR GINNIE MAE II POOL | — | 36179TR64 US36179TR640 | ABS-MBS USGA | 70,493.74 PA | $62.2K | 0.003% | US |
| GNMA 30 YR GINNIE MAE I POOL | — | 3620ASAG4 US3620ASAG44 | ABS-MBS USGA | 64,972.39 PA | $62.7K | 0.003% | US |
| GNMA 30 YR GINNIE MAE II POOL | — | 36202D3Y5 US36202D3Y51 | ABS-MBS USGA | 62,047.2 PA | $63.8K | 0.003% | US |
| FHLMC GOLD FREDDIE MAC GOLD POOL | — | 3128M7TQ9 US3128M7TQ99 | ABS-MBS USGSE | 65,183.04 PA | $64.8K | 0.003% | US |
| GNMA LL 30 YR GINNIE MAE II POOL | — | 36179SEH6 US36179SEH67 | ABS-MBS USGA | 70,146.62 PA | $64.9K | 0.003% | US |
| FNMA 15YR FANNIE MAE POOL | — | 3138X3GC0 US3138X3GC09 | ABS-MBS USGSE | 67,756.74 PA | $66.2K | 0.003% | US |
| COMCAST CORP | — | 20030NBT7 US20030NBT72 | DBT CORP | 80,000 PA | $66.8K | 0.003% | US |
| SEMT 2018-CH2 A3 144A SEQUOIA MORTGAGE TRUST 2018-CH2 | — | 81747EAC1 US81747EAC12 | ABS-MBS CORP | 73,562.01 PA | $67.2K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 3140F5TN3 US3140F5TN36 | ABS-MBS USGSE | 76,034.3 PA | $68.6K | 0.003% | US |
| ARES CAPITAL CORP | — | 04010LBC6 US04010LBC63 | DBT CORP | 80,000 PA | $70.1K | 0.003% | US |
| GENERAL MOTORS FINL CO GENERAL MOTORS FINANCIAL CO INC | — | 37045XEZ5 US37045XEZ50 | DBT CORP | 70,000 PA | $70.4K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 3138ETGU4 US3138ETGU40 | ABS-MBS USGSE | 75,050.12 PA | $70.7K | 0.003% | US |
| FHLMC GOLD FREDDIE MAC GOLD POOL | — | 312940JV2 US312940JV22 | ABS-MBS USGSE | 69,603.38 PA | $70.8K | 0.003% | US |
| CHPRK 2018-1A A2R 144A CHENANGO PARK CLO LTD | — | 16409TAQ2 US16409TAQ22 | ABS-CBDO CORP | 71,174.8 PA | $71.2K | 0.003% | KY |
| GNMA LL 30 YR GINNIE MAE II POOL | — | 3617G9FT3 US3617G9FT37 | ABS-MBS USGA | 71,842.63 PA | $72.6K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 3140J6CR6 US3140J6CR65 | ABS-MBS USGSE | 77,478.36 PA | $72.9K | 0.003% | US |
| FHLMC 15YR GOLD FREDDIE MAC GOLD POOL | — | 3128MEE31 US3128MEE315 | ABS-MBS USGSE | 75,346.45 PA | $73.4K | 0.003% | US |
| GNMA LL 30 YR GINNIE MAE II POOL | — | 36179SB97 US36179SB976 | ABS-MBS USGA | 77,438.94 PA | $73.9K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 3138EPW34 US3138EPW343 | ABS-MBS USGSE | 72,963.55 PA | $76.2K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 3140HMPA6 US3140HMPA68 | ABS-MBS USGSE | 76,162.96 PA | $76.5K | 0.003% | US |
| GNMA LL 30 YR GINNIE MAE II POOL | — | 36179UGF3 US36179UGF30 | ABS-MBS USGA | 78,173.48 PA | $79.9K | 0.003% | US |
| SMB 2018-B A2A 144A SMB PRIVATE EDUCATION LOAN TRUST 2018-B | — | 78449LAB4 US78449LAB45 | ABS-O CORP | 80,620.66 PA | $80.2K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 3138WJGP7 US3138WJGP70 | ABS-MBS USGSE | 89,232.35 PA | $80.4K | 0.003% | US |
| GNMA II 30 YR GINNIE MAE II POOL | — | 3622A2D74 US3622A2D746 | ABS-MBS USGA | 85,874.57 PA | $80.5K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 3138WGDN1 US3138WGDN11 | ABS-MBS USGSE | 86,944.58 PA | $80.7K | 0.003% | US |
| FNMA 30 YR FREDDIE MAC POOL | — | 31425VMB6 US31425VMB61 | ABS-MBS USGSE | 79,089.58 PA | $80.8K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 3140FGNN5 US3140FGNN57 | ABS-MBS USGSE | 90,440.65 PA | $81.6K | 0.003% | US |
| MVWOT 2020-1A A 144A MVW 2020-1 LLC | — | 55400EAA7 US55400EAA73 | ABS-O CORP | 82,862.67 PA | $82.2K | 0.003% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 31417DMU4 US31417DMU45 | ABS-MBS USGSE | 90,633.82 PA | $83.1K | 0.003% | US |
| GNMA LL 30 YR GINNIE MAE II POOL | — | 36179SYT8 US36179SYT85 | ABS-MBS USGA | 87,389.71 PA | $83.4K | 0.004% | US |
| FNMA 15YR FANNIE MAE POOL | — | 3140J7SA4 US3140J7SA40 | ABS-MBS USGSE | 84,374.34 PA | $83.4K | 0.004% | US |
| FNMA 30 YR FANNIE MAE POOL | — | 31418UCL6 US31418UCL61 | ABS-MBS USGSE | 83,303.48 PA | $84.3K | 0.004% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.45B), not of the fund’s net assets ($2.38B). The two differ by cash, derivatives filed with no market value, and rounding.