1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000006443 | OAFIX | NOT_LISTED | not exchange-listed | — |
| C000006445 | OCFIX | NOT_LISTED | not exchange-listed | — |
| C000006446 | OIFIX | NOT_LISTED | not exchange-listed | — |
1,565 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Government National Mortgage Association G2 MA7988 | — | 36179W2V9 US36179W2V97 | ABS-MBS USGA | 8,198,902.34 PA |
| $7.32M |
| 0.270% |
| US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN MA4047 | — | 31418DP97 US31418DP975 | ABS-MBS USGSE | 8,836,138.38 PA | $7.20M | 0.265% | US |
| Federal National Mortgage Association FN MA5822 | — | 31418FPG6 US31418FPG62 | ABS-MBS USGSE | 7,014,278.29 PA | $7.05M | 0.260% | US |
| United States Treasury Bonds T 1.625 11/15/50 | — | 912810SS8 US912810SS87 | DBT UST | 13,500,000 PA | $7.05M | 0.259% | US |
| CITIBANK NA CDEP 5.875 04/30/29 144A | — | 147918AC0 US147918AC06 | DBT NUSS | 6,600,000 PA | $6.89M | 0.254% | US |
| Government National Mortgage Association G2 MB0554 | — | 3618N5TL3 US3618N5TL37 | ABS-MBS USGA | 7,104,148.3 PA | $6.87M | 0.253% | US |
| Dominos Pizza Inc. DPABS 2021-1A A2I | — | 25755TAN0 US25755TAN00 | ABS-O CORP | 7,196,500 PA | $6.81M | 0.251% | US |
| Bank of America Corp. BAC V3.974 02/07/30 MTN | — | 06051GHQ5 US06051GHQ55 | DBT CORP | 6,900,000 PA | $6.81M | 0.251% | US |
| CHICAGO MERCANTILE EXCHANGE INC. IRS USD | — | 000000000 — | DIR CORP | 1 NC | $6.73M | 0.248% | US |
| JTI Financial Services North America LLC JTI Financial Services North America LLC 0% C… | — | 48130PE44 US48130PE447 | STIV CORP | 6,750,000 PA | $6.73M | 0.248% | US |
| Ford Credit Floorplan Master Owner Trust A FORDF 2024-1 A1 | — | 34528QJA3 US34528QJA31 | ABS-O CORP | 6,500,000 PA | $6.58M | 0.242% | US |
| LEX TRUST 2026-450 LEXT 2026-450 A | — | 501970AA5 US501970AA50 | ABS-O CORP | 6,570,000 PA | $6.54M | 0.241% | US |
| United States Treasury Bonds T 5 05/15/45 | — | 912810UL0 US912810UL07 | DBT UST | 6,445,000 PA | $6.53M | 0.240% | US |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F BFLD 2025-660F A | — | 05556QAA7 US05556QAA76 | ABS-O CORP | 6,490,000 PA | $6.48M | 0.239% | US |
| Federal National Mortgage Association FN FM3229 | — | 3140X6ST9 US3140X6ST90 | ABS-MBS USGSE | 6,864,473.4 PA | $6.46M | 0.238% | US |
| Goldman Sachs Group, Inc. GS V5.049 07/23/30 | — | 38141GB29 US38141GB292 | DBT CORP | 6,355,000 PA | $6.43M | 0.237% | US |
| JPMorgan Chase & Co. JPM V1.47 09/22/27 | — | 46647PCP9 US46647PCP99 | DBT CORP | 6,365,000 PA | $6.28M | 0.231% | US |
| MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD A | — | 55616AAA5 US55616AAA51 | ABS-O CORP | 6,200,000 PA | $6.17M | 0.227% | US |
| BENCHMARK 2021-B24 MORTGAGE TRUST BMARK 2021-B24 A5 | — | 08163CBC2 US08163CBC29 | ABS-O CORP | 6,790,000 PA | $6.09M | 0.224% | US |
| Goldman Sachs Group, Inc. GS V4.223 05/01/29 | — | 38141GWZ3 US38141GWZ35 | DBT CORP | 6,100,000 PA | $6.07M | 0.223% | US |
| Dominos Pizza Inc. DPABS 2019-1A A2 | — | 25755TAL4 US25755TAL44 | ABS-O CORP | 6,240,000 PA | $5.99M | 0.221% | US |
| United States Treasury Notes TII 1.875 07/15/34 | — | 91282CLE9 US91282CLE92 | DBT UST | 5,701,025 PA | $5.73M | 0.211% | US |
| Government National Mortgage Association G2 MB0260 | — | 3618N5JE0 US3618N5JE04 | ABS-MBS USGA | 5,584,493.01 PA | $5.69M | 0.209% | US |
| Government National Mortgage Association G2-30YR-Multi | — | 21H040640 US21H0406403 | ABS-MBS USGA | 6,000,000 PA | $5.62M | 0.207% | US |
| Royal Caribbean Cruises Ltd. RCL 4.75 05/15/33 | — | 78017TAC7 US78017TAC71 | DBT CORP | 5,740,000 PA | $5.54M | 0.204% | LR |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN MA4413 | — | 31418D3X8 US31418D3X83 | ABS-MBS USGSE | 6,805,199.33 PA | $5.52M | 0.203% | US |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA4 STACR 2025-DNA4 M2 | — | 35564UBS5 US35564UBS50 | ABS-O USGSE | 5,500,000 PA | $5.50M | 0.202% | US |
| Government National Mortgage Association G2 MB0305 | — | 3618N5KT5 US3618N5KT53 | ABS-MBS USGA | 5,860,520.74 PA | $5.49M | 0.202% | US |
| Goldman Sachs Group, Inc. GS V6.484 10/24/29 | — | 38141GA46 US38141GA468 | DBT CORP | 5,195,000 PA | $5.44M | 0.200% | US |
| Energy Transfer LP ET 6.3 01/15/56 | — | 29273VBL3 US29273VBL36 | DBT CORP | 5,385,000 PA | $5.31M | 0.195% | US |
| UK CLEARING HOUSE LIMITED IRS USD | — | 000000000 — | DIR CORP | 1 NC | $5.30M | 0.195% | GB |
| Federal National Mortgage Association FN FS1838 | — | 3140XHBG1 US3140XHBG16 | ABS-MBS USGSE | 5,924,260.9 PA | $5.26M | 0.194% | US |
| Bank of America Corp. BAC V5.518 10/25/35 | — | 06051GMD8 US06051GMD87 | DBT CORP | 5,255,000 PA | $5.26M | 0.194% | US |
| Wells Fargo & Co. WFC V3.584 05/22/28 MTN | — | 95000U2A0 US95000U2A01 | DBT CORP | 5,300,000 PA | $5.25M | 0.193% | US |
| Connecticut Avenue Securities Trust 2025-R06 CAS 2025-R06 1B1 | — | 20754YCL3 US20754YCL39 | ABS-O USGSE | 5,169,444 PA | $5.23M | 0.193% | US |
| Enbridge Inc. ENBCN 5.7 03/08/33 | — | 29250NBR5 US29250NBR52 | DBT CORP | 5,000,000 PA | $5.18M | 0.191% | CA |
| BANK 2020-BNK29 BANK 2020-BN29 A4 | — | 06541TBF5 US06541TBF57 | ABS-O CORP | 5,880,000 PA | $5.17M | 0.190% | US |
| Nationwide Building Society NWIDE V4.302 03/08/29 144A | — | 63861VAB3 US63861VAB36 | DBT CORP | 5,200,000 PA | $5.17M | 0.190% | GB |
| Morgan Stanley MS V3.79 03/21/30 | — | 000000000 XS2790333707 | DBT CORP | 4,400,000 PA | $5.12M EUR | 0.188% | US |
| Valero Energy Corp. VLO 5.15 03/10/36 | — | 91913YBG4 US91913YBG44 | DBT CORP | 5,180,000 PA | $5.11M | 0.188% | US |
| BPCE SA BPCEGP V5.748 07/19/33 144A | — | 05583JAM4 US05583JAM45 | DBT CORP | 5,000,000 PA | $5.11M | 0.188% | FR |
| JPMorgan Chase & Co. JPM V2.522 04/22/31 | — | 46647PBL9 US46647PBL94 | DBT CORP | 5,500,000 PA | $5.08M | 0.187% | US |
| Federal National Mortgage Association FN FS7430 | — | 3140XPHG7 US3140XPHG77 | ABS-MBS USGSE | 5,460,581.08 PA | $5.08M | 0.187% | US |
| Wells Fargo & Co. WFC V5.389 04/24/34 | — | 95000U3D3 US95000U3D31 | DBT CORP | 5,000,000 PA | $5.08M | 0.187% | US |
| Bank of America Corp. BAC V5.288 04/25/34 | — | 06051GLH0 US06051GLH01 | DBT CORP | 5,000,000 PA | $5.06M | 0.186% | US |
| ERAC USA Finance LLC ERAC USA Finance LLC 0% CP 23/04/2026 | — | 26882SDP8 US26882SDP83 | STIV CORP | 5,050,000 PA | $5.04M | 0.185% | US |
| Federal Home Loan Mortgage Corp. FR SD3719 | — | 3132E0DY5 US3132E0DY51 | ABS-MBS USGSE | 4,935,574.37 PA | $5.01M | 0.184% | US |
| NatWest Group PLC NWG 4.8 04/05/26 | — | 780097BA8 US780097BA81 | DBT CORP | 5,000,000 PA | $5.00M | 0.184% | GB |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC CHTR 6.55 05/01/37 | — | 88732JAJ7 US88732JAJ79 | DBT CORP | 4,700,000 PA | $4.74M | 0.175% | US |
| Federal Home Loan Mortgage Corp. FR RA6138 | — | 3133KMZB4 US3133KMZB44 | ABS-MBS USGSE | 5,520,014.05 PA | $4.74M | 0.174% | 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 ($3.35B), not of the fund’s net assets ($2.72B). The two differ by cash, derivatives filed with no market value, and rounding.