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.b
N-PORT Item C.4.a
4,494 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Fannie Mae Fannie Mae Pool | — | 31417TP44 US31417TP445 | ABS-MBS USGSE | 10,395.07 PA | $10.3K | 0.000% | US |
| LCH Ltd. FSWP: ZAR 6.686000 18-MAR-2031 JIB | — | 000000000 — | DIR OTHER | 4,260,920 OU | $10.4K ZAR | 0.000% | US |
| Goldman Sachs International FSWP: OIS 9.360000 17-DEC-2029 IBR | — | 000000000 — | DIR OTHER | 532,989,171 OU | $10.5K COP | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3138LTL63 US3138LTL632 | ABS-MBS USGSE | 11,223.22 PA | $10.6K | 0.000% | US |
| Goldman Sachs International BYJ08XT37 BLACKROCK FXVAN PUT EUR USD 1.16500… | — | 000000000 — | DFE OTHER | 1,213,000 OU | $10.6K EUR | 0.000% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DMRA5 US3132DMRA52 | ABS-MBS USGSE | 11,295.28 PA | $10.7K | 0.000% | US |
| Soundview Home Equity Loan Trust Soundview Home Loan Trust 2004-WMC1 | — | 83611MBW7 US83611MBW73 | ABS-O CORP | 12,254.75 PA | $10.7K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3138LTFX1 US3138LTFX15 | ABS-MBS USGSE | 11,579.93 PA | $10.9K | 0.000% | US |
| Goldman Sachs International FSWP: OIS 9.420000 17-DEC-2029 IBR | — | 000000000 — | DIR OTHER | 576,897,151 OU | $11.0K COP | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3138WFAF3 US3138WFAF31 | ABS-MBS USGSE | 11,535.36 PA | $11.2K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3140EXCP6 US3140EXCP66 | ABS-MBS USGSE | 11,681.67 PA | $11.2K | 0.000% | US |
| Goldman Sachs International FSWP: OIS 9.360000 17-DEC-2029 IBR | — | 000000000 — | DIR OTHER | 578,593,750 OU | $11.4K COP | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3140J5XZ7 US3140J5XZ79 | ABS-MBS USGSE | 11,535.63 PA | $11.4K | 0.000% | US |
| SPIRIT AIR 2015-1 PTT A Spirit Airlines Pass Through Trust 2015-1A | — | 84858DAA6 US84858DAA63 | DBT CORP | 11,666.56 PA | $11.5K | 0.000% | US |
| Origen Manufactured Housing Origen Manufactured Housing Contract Trust 20… | — | 68620KAA0 US68620KAA07 | ABS-O CORP | 11,563.57 PA | $11.5K | 0.000% | US |
| Australia & New Zealand Banking Group Ltd. PURCHASED USD / SOLD AUD | — | 000000000 — | DFE OTHER | 1 NC | $11.6K AUD | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3140H4Q72 US3140H4Q724 | ABS-MBS USGSE | 11,914.76 PA | $11.7K | 0.000% | US |
| CSX CORP CSX Corp | — | 126408GH0 US126408GH06 | DBT CORP | 11,000 PA | $11.8K | 0.000% | US |
| JP Morgan Mortgage Trust J.P. Morgan Mortgage Trust 2021-INV7 | — | 46654CAQ8 US46654CAQ87 | ABS-MBS CORP | 417,869.02 PA | $11.9K | 0.000% | US |
| ELI LILLY & CO Eli Lilly & Co | — | 532457DC9 US532457DC94 | DBT CORP | 12,000 PA | $11.9K | 0.000% | US |
| AMAZON.COM INC Amazon.com Inc | — | 023135CS3 US023135CS30 | DBT CORP | 12,000 PA | $11.9K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3140EW4N2 US3140EW4N28 | ABS-MBS USGSE | 12,547.16 PA | $12.0K | 0.000% | US |
| LCH Ltd. SWP: IFS 2.428000 15-APR-2030 USC | — | 000000000 — | DIR OTHER | 2,386,698 OU | $12.1K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3140J6DA2 US3140J6DA22 | ABS-MBS USGSE | 12,528.06 PA | $12.1K | 0.000% | US |
| State Street Bank & Trust Co. PURCHASED BRL / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $12.2K BRL | 0.000% | BR |
| LCH Ltd. FSWP: PLN 3.880216 17-DEC-2027 WIB | — | 000000000 — | DIR OTHER | 5,702,215 OU | $12.3K PLN | 0.000% | US |
| CHARLES SCHWAB CORP Charles Schwab Corp/The | — | 808513CK9 US808513CK91 | DBT CORP | 13,000 PA | $12.9K | 0.001% | US |
| Goldman Sachs International PURCHASED BRL / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $13.0K BRL | 0.001% | BR |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179UN81 US36179UN811 | ABS-MBS USGA | 14,583.24 PA | $13.2K | 0.001% | US |
| BLUE OWL CREDIT INCOME Blue Owl Credit Income Corp | — | 69120VAW1 US69120VAW19 | DBT CORP | 13,000 PA | $13.3K | 0.001% | US |
| RUNITONETIME LLC RunItOneTime LLC Roll-Up DIP Term Loan | — | 000000000 — | LON CORP | 13,901.22 PA | $13.7K | 0.001% | US |
| Fannie Mae Fannie Mae Pool | — | 3138XB2A1 US3138XB2A15 | ABS-MBS USGSE | 13,948.65 PA | $13.8K | 0.001% | US |
| Morgan Stanley & Co. International PLC PURCHASED HUF / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $13.9K HUF | 0.001% | HU |
| BURLINGTN NORTH SANTA FE Burlington Northern Santa Fe LLC | — | 12189LAU5 US12189LAU52 | DBT CORP | 16,000 PA | $14.0K | 0.001% | US |
| Fannie Mae Fannie Mae Pool | — | 3138WJF94 US3138WJF947 | ABS-MBS USGSE | 14,663.65 PA | $14.0K | 0.001% | US |
| Banc of America Commercial Mortgage Trust Bank of America Merrill Lynch Commercial Mort… | — | 06427DAU7 US06427DAU72 | ABS-MBS CORP | 4,070,000 PA | $14.0K | 0.001% | US |
| MCR Mortgage Trust MCR 2024-TWA Mortgage Trust | — | 582923AV0 US582923AV04 | ABS-MBS CORP | 2,421,000 PA | $14.5K | 0.001% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3132GTPY7 US3132GTPY72 | ABS-MBS USGSE | 15,585.87 PA | $14.7K | 0.001% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3132G5AU3 US3132G5AU33 | ABS-MBS USGSE | 14,891.3 PA | $14.7K | 0.001% | US |
| LCH Ltd. FSWP: PLN 4.050000 17-DEC-2030 WIB | — | 000000000 — | DIR OTHER | 2,578,000 OU | $14.9K PLN | 0.001% | US |
| Morgan Stanley & Co. International PLC PURCHASED USD / SOLD PEN | — | 000000000 — | DFE OTHER | 1 NC | $15.1K PEN | 0.001% | US |
| Fannie Mae Fannie Mae Pool | — | 31412RHS9 US31412RHS94 | ABS-MBS USGSE | 15,258.19 PA | $15.1K | 0.001% | US |
| RAYMOND JAMES FINANCIAL Raymond James Financial Inc | — | 754730AF6 US754730AF69 | DBT CORP | 17,000 PA | $15.1K | 0.001% | US |
| KENVUE INC Kenvue Inc | — | 49177JAM4 US49177JAM45 | DBT CORP | 16,000 PA | $15.1K | 0.001% | US |
| Fannie Mae Fannie Mae Pool | — | 3138WQPF3 US3138WQPF31 | ABS-MBS USGSE | 15,328.44 PA | $15.1K | 0.001% | US |
| Fannie Mae Fannie Mae Pool | — | 3138EEHB8 US3138EEHB80 | ABS-MBS USGSE | 16,309.83 PA | $15.4K | 0.001% | US |
| COMCAST CORP Comcast Corp | — | 20030NDS7 US20030NDS71 | DBT CORP | 27,000 PA | $15.6K | 0.001% | US |
| Fannie Mae Fannie Mae Pool | — | 3138WF4T0 US3138WF4T07 | ABS-MBS USGSE | 16,003.94 PA | $15.8K | 0.001% | US |
| LCH Ltd. FSWP: PLN 4.120000 17-JUN-2031 WIB | — | 000000000 — | DIR OTHER | 2,730,000 OU | $16.0K PLN | 0.001% | US |
| AON CORP/AON GLOBAL HOLD Aon Corp / Aon Global Holdings PLC | — | 03740LAF9 US03740LAF94 | DBT CORP | 16,000 PA | $16.1K | 0.001% | XX |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.2% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.75B), not of the fund’s net assets ($2.48B). The two differ by cash, derivatives filed with no market value, and rounding.