1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-27
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.
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
1,793 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Government National Mortgage Association GNR 2021-165 ST | — | 38383ABJ2 US38383ABJ25 | ABS-O USGA |
| 349,608.56 PA |
| $129.22 |
| 0.000% |
| US |
| Federal National Mortgage Association FN 256749 | — | 31371NEW1 US31371NEW11 | ABS-MBS USGSE | 166.49 PA | $172.11 | 0.000% | US |
| Federal National Mortgage Association FN 955887 | — | 31413UNC9 US31413UNC98 | ABS-MBS USGSE | 168.13 PA | $173.93 | 0.000% | US |
| Federal National Mortgage Association FN 735503 | — | 31402RDG1 US31402RDG11 | ABS-MBS USGSE | 239.8 PA | $248.75 | 0.000% | US |
| Federal National Mortgage Association FN 725221 | — | 31402CVN9 US31402CVN90 | ABS-MBS USGSE | 313.03 PA | $319.11 | 0.000% | US |
| BARCLAYS BANK PLC CDS UNITED STATES TREASURY NOTE/BOND | — | 000000000 — | DCR CORP | 1 NC | $335.03 EUR | 0.000% | GB |
| Federal National Mortgage Association FN 781448 | — | 31404XEV2 US31404XEV29 | ABS-MBS USGSE | 387.64 PA | $395.92 | 0.000% | US |
| Federal National Mortgage Association FN 807979 | — | 31406EUC6 US31406EUC64 | ABS-MBS USGSE | 418.63 PA | $415.14 | 0.000% | US |
| Federal National Mortgage Association FN 741738 | — | 31402YBF0 US31402YBF07 | ABS-MBS USGSE | 441.64 PA | $450.19 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G14239 | — | 3128MC4Y8 US3128MC4Y82 | ABS-MBS USGSE | 453.5 PA | $452.88 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION CDS REPUBLIC OF PANAMA | — | 000000000 — | DCR CORP | 1 NC | $482.74 | 0.000% | US |
| Federal National Mortgage Association FN 255672 | — | 31371L6H7 US31371L6H76 | ABS-MBS USGSE | 492.58 PA | $514.91 | 0.000% | US |
| Government National Mortgage Association GN 486679 | — | 36210AUC9 US36210AUC97 | ABS-MBS USGA | 728.08 PA | $737.00 | 0.000% | US |
| Government National Mortgage Association GN 445672 | — | 36207YCH1 US36207YCH18 | ABS-MBS USGA | 731.02 PA | $752.01 | 0.000% | US |
| Federal National Mortgage Association FN 661322 | — | 31391AVP1 US31391AVP10 | ABS-MBS USGSE | 826.62 PA | $854.59 | 0.000% | US |
| BARCLAYS BANK PLC CDS REPUBLIC OF FRANCE | — | 000000000 — | DCR CORP | 1 NC | $943.98 | 0.000% | GB |
| GOLDMAN SACHS INTERNATIONAL CDS UNITEDHEALTH GROUP INC | — | 000000000 — | DCR CORP | 1 NC | $1.1K | 0.000% | GB |
| Federal Home Loan Mortgage Corp. FG G03926 | — | 3128M5VT4 US3128M5VT45 | ABS-MBS USGSE | 1,184.76 PA | $1.2K | 0.000% | US |
| Government National Mortgage Association GN 594835 | — | 36201VY89 US36201VY891 | ABS-MBS USGA | 1,278.64 PA | $1.3K | 0.000% | US |
| BARCLAYS BANK PLC CDS REPUBLIC OF PANAMA | — | 000000000 — | DCR CORP | 1 NC | $1.5K | 0.000% | GB |
| Federal Home Loan Mortgage Corp. FG J15717 | — | 3128PVK66 US3128PVK665 | ABS-MBS USGSE | 1,514.64 PA | $1.5K | 0.000% | US |
| Federal National Mortgage Association FN 800903 | — | 31405VX85 US31405VX853 | ABS-MBS USGSE | 1,512.56 PA | $1.6K | 0.000% | US |
| Government National Mortgage Association GN 546481 | — | 36212XCS2 US36212XCS27 | ABS-MBS USGA | 1,723.23 PA | $1.8K | 0.000% | US |
| Federal National Mortgage Association FN 796243 | — | 31405QS82 US31405QS820 | ABS-MBS USGSE | 1,728.7 PA | $1.8K | 0.000% | US |
| Federal National Mortgage Association FN 746283 | — | 31403ECU9 US31403ECU91 | ABS-MBS USGSE | 1,780.21 PA | $1.8K | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION CDS NATIONAL BANK OF CANADA | — | 000000000 — | DCR CORP | 1 NC | $1.8K | 0.000% | US |
| Federal National Mortgage Association FN 695170 | — | 31400RJP7 US31400RJP73 | ABS-MBS USGSE | 1,748.25 PA | $1.8K | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G01256 | — | 31283HMD4 US31283HMD43 | ABS-MBS USGSE | 1,835.16 PA | $1.9K | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 392,000 OU | $2.0K | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G01940 | — | 3128LXEM8 US3128LXEM80 | ABS-MBS USGSE | 1,988.93 PA | $2.0K | 0.000% | US |
| Federal National Mortgage Association FN 709787 | — | 31401JRG5 US31401JRG57 | ABS-MBS USGSE | 1,979.28 PA | $2.0K | 0.000% | US |
| BARCLAYS BANK PLC CDS KINGDOM OF SPAIN | — | 000000000 — | DCR CORP | 1 NC | $2.1K EUR | 0.000% | GB |
| Government National Mortgage Association GN 594831 | — | 36201VY48 US36201VY487 | ABS-MBS USGA | 2,252.02 PA | $2.3K | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 392,000 OU | $2.4K | 0.000% | US |
| AT&T Inc T 3.65 09/15/59 | — | 00206RLV2 US00206RLV23 | DBT CORP | 4,000 PA | $2.6K | 0.000% | US |
| Government National Mortgage Association GN 553169 | — | 36213FQW6 US36213FQW67 | ABS-MBS USGA | 2,846.87 PA | $2.9K | 0.000% | US |
| BARCLAYS BANK PLC CDS REPUBLIC OF GREECE | — | 000000000 — | DCR CORP | 1 NC | $3.0K | 0.000% | GB |
| BARCLAYS BANK PLC CDS STATE OF QATAR | — | 000000000 — | DCR CORP | 1 NC | $3.0K | 0.000% | GB |
| MORGAN STANLEY & CO. INTERNATIONAL PLC CDS STANDARD CHARTERED BANK | — | 000000000 — | DCR CORP | 1 NC | $3.0K | 0.000% | GB |
| BARCLAYS BANK PLC CDS REPUBLIC OF GREECE | — | 000000000 — | DCR CORP | 1 NC | $3.1K | 0.000% | GB |
| Federal National Mortgage Association FN 752596 | — | 31403MC98 US31403MC984 | ABS-MBS USGSE | 3,009.06 PA | $3.1K | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION CDS BANK OF NOVA SCOTIA | — | 000000000 — | DCR CORP | 1 NC | $3.6K | 0.000% | US |
| Government National Mortgage Association GN 553598 | — | 36213F7K3 US36213F7K30 | ABS-MBS USGA | 3,582.01 PA | $3.6K | 0.000% | US |
| Federal National Mortgage Association FN 645630 | — | 31390GHF7 US31390GHF72 | ABS-MBS USGSE | 3,945.23 PA | $4.1K | 0.000% | US |
| BARCLAYS BANK PLC CDS REPUBLIC OF ITALY | — | 000000000 — | DCR CORP | 1 NC | $4.3K | 0.000% | GB |
| Federal National Mortgage Association FN 942291 | — | 31413DKC0 US31413DKC01 | ABS-MBS USGSE | 4,091.51 PA | $4.3K | 0.000% | US |
| Federal National Mortgage Association FN 625232 | — | 31389GSV3 US31389GSV31 | ABS-MBS USGSE | 4,294.01 PA | $4.5K | 0.000% | US |
| Government National Mortgage Association GN 594795 | — | 36201VXY3 US36201VXY37 | ABS-MBS USGA | 4,499.66 PA | $4.6K | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | 1,525,000 OU | $4.6K EUR | 0.000% | US |
| Federal National Mortgage Association FN 645444 | — | 31390GBM8 US31390GBM87 | ABS-MBS USGSE | 4,471.74 PA | $4.7K | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 46.8% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.79B), not of the fund’s net assets ($2.73B). The two differ by cash, derivatives filed with no market value, and rounding.