1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
11 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000018456 | BDLAX | NOT_LISTED | not exchange-listed | — |
| C000052177 | LBDFX | NOT_LISTED | not exchange-listed | — |
| C000018454 | LBNDX | NOT_LISTED | not exchange-listed | — |
| C000188230 | LBNOX | NOT_LISTED | not exchange-listed | — |
| C000018457 | LBNPX | NOT_LISTED | not exchange-listed | — |
| C000052178 | LBNQX | NOT_LISTED | not exchange-listed | — |
| C000052179 | LBNRX | NOT_LISTED | not exchange-listed | — |
| C000158205 | LBNSX | NOT_LISTED | not exchange-listed | — |
| C000158206 | LBNTX | NOT_LISTED | not exchange-listed | — |
| C000158207 | LBNVX | NOT_LISTED | not exchange-listed | — |
| C000018458 | LBNYX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
975 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050650 US01F0506505 | ABS-MBS USGSE |
| $629.86M |
| 2.753% |
| US |
| RBC Dominion Securities Inc. (London, GB, Bra… RBC CAPITAL MARKETS REPO | — | 000000000 — | RA CORP | 518,000,000 PA | $518.00M | 2.264% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F022659 US01F0226591 | ABS-MBS USGSE | 547,465,000 PA | $460.15M | 2.012% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052656 US01F0526560 | ABS-MBS USGSE | 403,020,000 PA | $404.36M | 1.768% | US |
| Fidelity Investments Fidelity Investments Money Market Government … | — | 31607A703 US31607A7037 | STIV RF | 356,255,758.44 NS | $356.26M | 1.557% | US |
| LORD ABBETT PVT CR FUND 1 LP | — | 000000000 — | EC RF | 14,265,419.49 NS | $355.21M | 1.553% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050452 US01F0504526 | ABS-MBS USGSE | 229,370,000 PA | $230.87M | 1.009% | US |
| MEX BONOS DESARR FIX RT Mexican Bonos | — | 000000000 MX0MGO0000P2 | DBT NUSS | 3,146,800,000 PA | $167.44M MXN | 0.732% | MX |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F060659 US01F0606594 | ABS-MBS USGSE | 163,618,000 PA | $166.60M | 0.728% | US |
| AMERICAN AIRLINES/AADVAN American Airlines Inc/AAdvantage Loyalty IP L… | — | 00253XAB7 US00253XAB73 | DBT CORP | 132,933,103 PA | $132.29M | 0.578% | XX |
| NOTA DO TESOURO NACIONAL Brazil Notas do Tesouro Nacional Serie F | — | 000000000 BRSTNCNTF204 | DBT NUSS | 728,720,000 PA | $126.37M BRL | 0.552% | BR |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F062655 US01F0626550 | ABS-MBS USGSE | 119,340,000 PA | $123.37M | 0.539% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042459 US01F0424592 | ABS-MBS USGSE | 118,561,000 PA | $117.62M | 0.514% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H050649 US21H0506491 | ABS-MBS USGA | 114,630,000 PA | $113.55M | 0.496% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F070658 US01F0706584 | ABS-MBS USGSE | 99,403,000 PA | $104.59M | 0.457% | US |
| LETRA TESOURO NACIONAL Brazil Letras do Tesouro Nacional | — | 000000000 BRSTNCLTN8I0 | DBT NUSS | 578,800,000 PA | $98.23M BRL | 0.429% | BR |
| VENTURE GLOBAL LNG INC Venture Global LNG Inc | — | 92332YAC5 US92332YAC57 | DBT CORP | 85,375,000 PA | $92.36M | 0.404% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H042646 US21H0426468 | ABS-MBS USGA | 87,021,000 PA | $84.08M | 0.368% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052649 US01F0526495 | ABS-MBS USGSE | 82,986,000 PA | $83.38M | 0.365% | US |
| Alloy Finco Limited Alloy Finco Limited USD Holdco PIK Term Loan | — | 000000000 XAG0300CAC73 | LON CORP | 23,759,296.05 PA | $81.11M | 0.355% | JE |
| EMRLD BOR / EMRLD CO-ISS EMRLD Borrower LP / Emerald Co-Issuer Inc | — | 29103CAA6 US29103CAA62 | DBT CORP | 77,265,000 PA | $78.68M | 0.344% | US |
| PETROLEOS MEXICANOS Petroleos Mexicanos | — | 71654QDP4 US71654QDP46 | DBT CORP | 67,793,000 PA | $77.28M | 0.338% | MX |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050643 US01F0506430 | ABS-MBS USGSE | 76,689,000 PA | $75.64M | 0.331% | US |
| Ghana Government International Bonds | — | 000000000 XS2893151287 | DBT NUSS | 87,817,293 PA | $75.12M | 0.328% | GH |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052458 US01F0524581 | ABS-MBS USGSE | 73,371,000 PA | $74.75M | 0.327% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H052652 US21H0526523 | ABS-MBS USGA | 73,482,000 PA | $73.81M | 0.323% | US |
| Argentina Republic Government International B… | — | 040114HS2 US040114HS26 | DBT NUSS | 87,196,846.97 PA | $73.11M | 0.320% | AR |
| Government National Mortgage Association Ginnie Mae | — | 21H052645 US21H0526457 | ABS-MBS USGA | 71,872,000 PA | $72.34M | 0.316% | US |
| ECHOSTAR CORP EchoStar Corp | — | 278768AA4 US278768AA44 | DBT CORP | 70,718,589 PA | $71.50M | 0.313% | US |
| DEUTSCHE BANK NY Deutsche Bank AG/New York NY | — | 251526CT4 US251526CT41 | DBT CORP | 63,725,000 PA | $68.33M | 0.299% | DE |
| ECOPETROL SA Ecopetrol SA | — | 279158AJ8 US279158AJ82 | DBT CORP | 91,584,000 PA | $67.50M | 0.295% | CO |
| ORACLE CORP Oracle Corp | — | 68389XDM4 US68389XDM48 | DBT CORP | 71,742,000 PA | $67.33M | 0.294% | US |
| CLEVELAND-CLIFFS INC Cleveland-Cliffs Inc | — | 18589GAA3 US18589GAA31 | DBT CORP | 65,271,000 PA | $63.83M | 0.279% | US |
| IRON MOUNTAIN INC Iron Mountain Inc | — | 46284VAN1 US46284VAN10 | DBT OTHER | 67,416,000 PA | $63.34M | 0.277% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H050656 US21H0506566 | ABS-MBS USGA | 62,548,000 PA | $61.83M | 0.270% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H060655 US21H0606556 | ABS-MBS USGA | 60,120,000 PA | $61.07M | 0.267% | US |
| ROYAL CARIBBEAN CRUISES Royal Caribbean Cruises Ltd | — | 780153BW1 US780153BW11 | DBT CORP | 60,389,000 PA | $61.00M | 0.267% | LR |
| NISSAN MOTOR CO Nissan Motor Co Ltd | — | 654744AD3 US654744AD34 | DBT CORP | 66,482,000 PA | $60.43M | 0.264% | JP |
| ROCC Trust ROCK Trust 2024-CNTR | — | 74970WAJ9 US74970WAJ99 | ABS-MBS CORP | 56,095,000 PA | $58.52M | 0.256% | US |
| DISCOVERY HOLDINGS INC Discovery Global Holdings Inc | — | 55903VBW2 US55903VBW28 | DBT CORP | 87,721,000 PA | $58.01M | 0.254% | US |
| 1261229 BC LTD 1261229 BC Ltd | — | 68288AAA5 US68288AAA51 | DBT CORP | 56,491,000 PA | $57.89M | 0.253% | CA |
| CREDIT AGRICOLE SA Credit Agricole SA | — | 225313AP0 US225313AP06 | DBT CORP | 60,097,000 PA | $57.26M | 0.250% | FR |
| LEVEL 3 FINANCING INC Level 3 Financing Inc | — | 527298BS1 US527298BS18 | DBT CORP | 60,034,000 PA | $56.43M | 0.247% | US |
| FORD MOTOR CREDIT CO LLC Ford Motor Credit Co LLC | — | 345397E66 US345397E664 | DBT CORP | 56,032,000 PA | $55.52M | 0.243% | US |
| HEATHROW FINANCE PLC Heathrow Finance PLC | — | 000000000 XS2782148261 | DBT CORP | 42,080,000 PA | $55.35M GBP | 0.242% | GB |
| LIGHTNING POWER LLC Lightning Power LLC | — | 53229KAA7 US53229KAA79 | DBT CORP | 52,794,000 PA | $54.92M | 0.240% | US |
| BOEING CO/THE Boeing Co/The | — | 097023DS1 US097023DS12 | DBT CORP | 50,319,000 PA | $54.84M | 0.240% | US |
| JETBLUE AIRWAYS/LOYALTY JetBlue Airways Corp / JetBlue Loyalty LP | — | 476920AA1 US476920AA15 | DBT CORP | 57,309,000 PA | $54.24M | 0.237% | XX |
| SANDS CHINA LTD Sands China Ltd | — | 80007RAQ8 US80007RAQ83 | DBT CORP | 57,502,000 PA | $54.18M | 0.237% | KY |
| EQUIPMENTSHARE.COM INC EquipmentShare.com Inc | — | 29450YAA7 US29450YAA73 | DBT CORP | 52,191,000 PA | $53.97M | 0.236% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 3.8% of reported value reaches a classification.
Percentages are of the reported value of positions above ($25.95B), not of the fund’s net assets ($22.87B). The two differ by cash, derivatives filed with no market value, and rounding.