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.b
as filed
N-PORT Item C.4.a
390 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| FNMA or FHLMC Uniform Mortgage-Backed Securities | — | 01F060642 US01F0606420 | ABS-MBS USGSE | -3,000,000 PA |
| -$3.06M |
| -12.264% |
| US |
| FNMA or FHLMC Uniform Mortgage-Backed Securities | — | 01F042640 US01F0426407 | ABS-MBS USGSE | -550,000 PA | -$530.9K | -2.129% | US |
| N/A SOP | — | — — | DIR OTHER | -10,000,000 PA | -$45.9K | -0.184% | US |
| N/A OIS | — | — — | DIR OTHER | 8,914,000 PA | -$33.4K | -0.134% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 285,000 PA | -$25.3K | -0.102% | US |
| N/A OIS | — | — — | DIR OTHER | 1,454,000 PA | -$19.1K | -0.076% | GB |
| N/A OIS | — | — — | DIR OTHER | 1,328,000 PA | -$14.5K | -0.058% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 25,000 PA | -$11.8K | -0.047% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 219,000 PA | -$10.9K | -0.044% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 10,000 PA | -$3.9K | -0.016% | US |
| N/A OIS | — | — — | DIR OTHER | 1,456,000 PA | -$2.7K | -0.011% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 82,000 PA | -$2.1K | -0.009% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 46,000 PA | -$1.2K | -0.005% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 35,000 PA | -$1.2K | -0.005% | US |
| N/A OIS | — | — — | DIR OTHER | 1,802,000 PA | -$1.2K | -0.005% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 84,000 PA | -$1.1K | -0.004% | US |
| N/A OIS | — | — — | DIR OTHER | 360,000 PA | -$1.1K | -0.004% | GB |
| N/A OIS | — | — — | DIR OTHER | 210,000 PA | -$787.09 | -0.003% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 63,000 PA | -$441.00 | -0.002% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 6,000 PA | -$242.93 | -0.001% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 63,000 PA | -$217.88 | -0.001% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 4,000 PA | -$187.48 | -0.001% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 13,000 PA | -$124.50 | -0.000% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 4,000 PA | -$111.61 | -0.000% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 126,000 PA | -$105.00 | -0.000% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 3,000 PA | -$28.83 | -0.000% | US |
| GNMA GNMA I, Single-family, 30 Year | — | 36210AMT1 US36210AMT15 | ABS-MBS USGA | 9.99 PA | $10.14 | 0.000% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 63,000 PA | $13.12 | 0.000% | GB |
| N/A CDSCMBX | — | — — | DCR OTHER | 1,000 PA | $16.12 | 0.000% | US |
| GNMA GNMA I, 30 Year | — | 36225A2H2 US36225A2H27 | ABS-MBS USGA | 16.42 PA | $16.64 | 0.000% | US |
| FHLMC FHLMC, Series 304, Class C37 | — | 31325UPS9 US31325UPS95 | ABS-MBS USGSE | 2,126.12 PA | $29.50 | 0.000% | US |
| FNMA FNMA, Series 2012-104, Class HI | — | 3136A8DU1 US3136A8DU15 | ABS-MBS USGSE | 6,130.94 PA | $58.54 | 0.000% | US |
| GNMA GNMA, Series 2014-102, Class IG | — | 38379CU79 US38379CU792 | ABS-MBS USGA | 5,236.67 PA | $59.66 | 0.000% | US |
| FHLMC FHLMC, Series 4018, Class DI | — | 3137AMVW4 US3137AMVW41 | ABS-MBS USGSE | 6,808.29 PA | $62.27 | 0.000% | US |
| GNMA GNMA I, Single-family, 30 Year | — | 36213FAC7 US36213FAC77 | ABS-MBS USGA | 150.27 PA | $152.58 | 0.001% | US |
| GNMA GNMA I, Single-family, 30 Year | — | 36201JJP5 US36201JJP57 | ABS-MBS USGA | 162.52 PA | $166.65 | 0.001% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 9,000 PA | $198.93 | 0.001% | GB |
| FHLMC Pool FHLMC Pool, 30 Year | — | 3132A0ME3 US3132A0ME37 | ABS-MBS USGSE | 229.44 PA | $240.96 | 0.001% | US |
| GNMA GNMA I, Single-family, 30 Year | — | 36200QWN0 US36200QWN05 | ABS-MBS USGA | 261.61 PA | $267.99 | 0.001% | US |
| J.P. Morgan Chase Commercial Mortgage Securit… J.P. Morgan Chase Commercial Mortgage Securit… | — | 46639YAX5 US46639YAX58 | ABS-MBS CORP | 39,938.71 PA | $299.54 | 0.001% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 7,000 PA | $308.45 | 0.001% | GB |
| GNMA GNMA I, Single-family, 30 Year | — | 36200WST9 US36200WST98 | ABS-MBS USGA | 327.62 PA | $332.22 | 0.001% | US |
| FNMA FNMA, 30 Year | — | 31385HR87 US31385HR874 | ABS-MBS USGSE | 394.7 PA | $397.62 | 0.002% | US |
| N/A SOP | — | — — | DIR OTHER | 178,500 PA | $472.94 | 0.002% | US |
| GNMA GNMA I, Single-family, 30 Year | — | 36205YLQ3 US36205YLQ34 | ABS-MBS USGA | 505.42 PA | $508.38 | 0.002% | US |
| Morgan Stanley ABS Capital I, Inc. Trust Morgan Stanley ABS Capital I, Inc. Trust, Ser… | — | 61744CJU1 US61744CJU18 | ABS-O CORP | 577.72 PA | $579.06 | 0.002% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 14,000 PA | $616.90 | 0.002% | US |
| FNMA FNMA, Series 2011-123, Class KS | — | 3136A2QG1 US3136A2QG14 | ABS-MBS USGSE | 9,547.2 PA | $637.36 | 0.003% | US |
| FHLMC Pool FHLMC Pool, 30 Year | — | 3132A0RT5 US3132A0RT50 | ABS-MBS USGSE | 801.33 PA | $822.48 | 0.003% | US |
| N/A CDSCMBX | — | — — | DCR OTHER | 16,000 PA | $834.82 | 0.003% | GB |
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 ($58.73M), not of the fund’s net assets ($24.94M). The two differ by cash, derivatives filed with no market value, and rounding.