1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-28
11 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000019995 | LTRAX | NOT_LISTED | not exchange-listed | — |
| C000019997 | LTRCX | NOT_LISTED | not exchange-listed | — |
| C000054894 | LTRFX | NOT_LISTED | not exchange-listed | — |
| C000156631 | LTRHX | NOT_LISTED | not exchange-listed | — |
| C000156629 | LTRKX | NOT_LISTED | not exchange-listed | — |
| C000188241 | LTROX | NOT_LISTED | not exchange-listed | — |
| C000019998 | LTRPX | NOT_LISTED | not exchange-listed | — |
| C000054895 | LTRQX | NOT_LISTED | not exchange-listed | — |
| C000054896 | LTRRX | NOT_LISTED | not exchange-listed | — |
| C000156630 | LTRTX | NOT_LISTED | not exchange-listed | — |
| C000019999 | LTRYX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
567 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| FHLMC Multifamily Structured Pass Through Cer… Freddie Mac Multifamily Structured Pass Throu… | — | 3137H7ZB2 US3137H7ZB24 | ABS-MBS USGSE |
| 9,590,000 PA |
| $9.05M |
| 0.244% |
| US |
| ENBRIDGE INC Enbridge Inc | — | 29250NBT1 US29250NBT19 | DBT CORP | 7,804,000 PA | $9.01M | 0.243% | CA |
| GS Mortgage-Backed Securities Trust GS Mortgage-Backed Securities Trust 2022-PJ6 | — | 36267JAF7 US36267JAF75 | ABS-MBS CORP | 10,019,162.15 PA | $8.98M | 0.242% | US |
| SWCH Commercial Mortgage Trust SWCH Commercial Mortgage Trust 2025-DATA | — | 78489CAA7 US78489CAA71 | ABS-MBS CORP | 9,040,000 PA | $8.97M | 0.242% | US |
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust 2022-INV1 | — | 465973AC9 US465973AC95 | ABS-MBS CORP | 10,028,358.27 PA | $8.96M | 0.241% | US |
| Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust 2024-2 | — | 96042YAF0 US96042YAF07 | ABS-O CORP | 8,735,000 PA | $8.89M | 0.239% | US |
| ORACLE CORP Oracle Corp | — | 68389XDR3 US68389XDR35 | DBT CORP | 9,983,000 PA | $8.79M | 0.237% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XHPS0 US3140XHPS08 | ABS-MBS USGSE | 9,160,033.88 PA | $8.72M | 0.235% | US |
| Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust 2025-5C4 | — | 949931AC3 US949931AC32 | ABS-MBS CORP | 8,250,000 PA | $8.70M | 0.234% | US |
| CONSTELLATION EN GEN LLC Constellation Energy Generation LLC | — | 210385AJ9 US210385AJ90 | DBT CORP | 8,504,000 PA | $8.63M | 0.232% | US |
| M&T Equipment Notes M&T Equipment 2025-LEAF1 Notes | — | 55340QAC9 US55340QAC96 | ABS-O CORP | 8,475,000 PA | $8.63M | 0.232% | US |
| LPL HOLDINGS INC LPL Holdings Inc | — | 50212YAD6 US50212YAD67 | DBT CORP | 8,718,000 PA | $8.60M | 0.232% | US |
| CarMax Select Receivables Trust Carmax Select Receivables Trust 2025-B | — | 14320BAC3 US14320BAC37 | ABS-O CORP | 8,520,000 PA | $8.57M | 0.231% | US |
| Neuberger Berman CLO Ltd Neuberger Berman Loan Advisers CLO 34 Ltd | — | 64132YBE1 US64132YBE14 | ABS-CBDO CORP | 8,390,000 PA | $8.42M | 0.227% | KY |
| Government National Mortgage Association Ginnie Mae | — | 21H022630 US21H0226306 | ABS-MBS USGA | 9,512,000 PA | $8.40M | 0.226% | US |
| CIM Trust CIM Trust 2021-INV1 | — | 12566PAB1 US12566PAB13 | ABS-MBS CORP | 9,694,340.08 PA | $8.33M | 0.224% | US |
| BAXTER INTERNATIONAL INC Baxter International Inc | — | 071813DE6 US071813DE66 | DBT CORP | 8,140,000 PA | $8.28M | 0.223% | US |
| PEAC Solutions Receivables LLC PEAC Solutions Receivables 2024-1 LLC | — | 69433BAC1 US69433BAC19 | ABS-O CORP | 8,050,000 PA | $8.25M | 0.222% | US |
| AVIATION CAPITAL GROUP Aviation Capital Group LLC | — | 05366DAA6 US05366DAA63 | DBT CORP | 7,653,000 PA | $8.23M | 0.222% | US |
| CarMax Auto Owner Trust Carmax Auto Owner Trust 2024-3 | — | 14319GAD3 US14319GAD34 | ABS-O CORP | 8,120,000 PA | $8.21M | 0.221% | US |
| World Omni Automobile Lease Securitization Tr… World Omni Automobile Lease Securitization Tr… | — | 98164PAF7 US98164PAF71 | ABS-O CORP | 8,110,000 PA | $8.21M | 0.221% | US |
| Lendmark Funding Trust Lendmark Funding Trust 2021-1 | — | 52607MAA7 US52607MAA71 | ABS-O CORP | 8,300,000 PA | $8.14M | 0.219% | US |
| CENTENE CORP Centene Corp | — | 15135BAY7 US15135BAY74 | DBT CORP | 8,616,000 PA | $8.12M | 0.219% | US |
| Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust 2025-3 | — | 96043QAD1 US96043QAD16 | ABS-O CORP | 8,055,000 PA | $8.09M | 0.218% | US |
| ATHENE GLOBAL FUNDING Athene Global Funding | — | 04685A3V1 US04685A3V13 | DBT CORP | 8,057,000 PA | $8.08M | 0.218% | US |
| American Money Management Corporation AMMC CLO 23 Ltd | — | 00177JBY0 US00177JBY01 | ABS-CBDO CORP | 8,000,000 PA | $8.02M | 0.216% | KY |
| Freddie Mac Freddie Mac Pool | — | 3132DNQK2 US3132DNQK27 | ABS-MBS USGSE | 7,821,154.32 PA | $7.98M | 0.215% | US |
| FLORIDA GAS TRANSMISSION Florida Gas Transmission Co LLC | — | 340711BC3 US340711BC39 | DBT CORP | 7,555,000 PA | $7.97M | 0.215% | US |
| Neuberger Berman CLO Ltd Neuberger Berman Loan Advisers CLO 46 Ltd | — | 64134QAN7 US64134QAN79 | ABS-CBDO CORP | 7,920,000 PA | $7.94M | 0.214% | KY |
| Citibank Credit Card Issuance Trust | — | 17305EHA6 US17305EHA64 | ABS-O CORP | 7,805,000 PA | $7.92M | 0.213% | US |
| Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust 2024-1 | — | 80288AAE2 US80288AAE29 | ABS-O CORP | 7,800,000 PA | $7.90M | 0.213% | US |
| GA GLOBAL FUNDING TRUST GA Global Funding Trust | — | 36143L2Q7 US36143L2Q77 | DBT CORP | 7,698,000 PA | $7.78M | 0.210% | US |
| GA GLOBAL FUNDING TRUST GA Global Funding Trust | — | 36143L2T1 US36143L2T17 | DBT CORP | 7,671,000 PA | $7.77M | 0.209% | US |
| Flutter Financing BV Flutter Financing BV 2024 Term Loan B | — | 000000000 XAN3313EAG51 | LON CORP | 7,815,517.21 PA | $7.71M | 0.208% | NL |
| Citizens Auto Receivables Trust Citizens Auto Receivables Trust 2023-2 | — | 17295FAD6 US17295FAD69 | ABS-O CORP | 7,656,798.54 PA | $7.70M | 0.207% | US |
| TRUIST FINANCIAL CORP Truist Financial Corp | — | 89788MAS1 US89788MAS17 | DBT CORP | 7,223,000 PA | $7.67M | 0.206% | US |
| NORTHROP GRUMMAN CORP Northrop Grumman Corp | — | 666807BN1 US666807BN13 | DBT CORP | 7,706,000 PA | $7.63M | 0.205% | US |
| GXO LOGISTICS INC GXO Logistics Inc | — | 36262GAG6 US36262GAG64 | DBT CORP | 6,995,000 PA | $7.62M | 0.205% | US |
| MASTEC INC MasTec Inc | — | 576323AP4 US576323AP42 | DBT CORP | 7,539,000 PA | $7.54M | 0.203% | US |
| Morgan Stanley Residential Mortgage Loan Trust Morgan Stanley Residential Mortgage Loan Trus… | — | 61778XAA7 US61778XAA72 | ABS-MBS CORP | 7,436,973.46 PA | $7.53M | 0.203% | US |
| Barclays Commercial Mortgage Securities LLC BBCMS Mortgage Trust 2023-C21 | — | 05553WAE9 US05553WAE93 | ABS-MBS CORP | 6,900,000 PA | $7.53M | 0.203% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H020634 US21H0206340 | ABS-MBS USGA | 8,873,000 PA | $7.52M | 0.202% | US |
| FIRST CITIZENS BANCSHARE First Citizens BancShares Inc/NC | — | 319626AA5 US319626AA55 | DBT CORP | 7,467,000 PA | $7.50M | 0.202% | US |
| NATIONAL FUEL GAS CO National Fuel Gas Co | — | 636180BU4 US636180BU48 | DBT CORP | 7,020,000 PA | $7.48M | 0.201% | US |
| JBS NV/USA FOODS/FOOD CO JBS NV/JBS USA Foods Group Holdings Inc/JBS U… | — | 46590XAY2 US46590XAY22 | DBT CORP | 7,102,000 PA | $7.47M | 0.201% | NL |
| ICON INVESTMENTS SIX DAC Icon Investments Six DAC | — | 45115AAC8 US45115AAC80 | DBT CORP | 7,254,000 PA | $7.45M | 0.201% | IE |
| JP Morgan Mortgage Trust JP Morgan Mortgage Trust Series 2025-DSC1 | — | 46593TAA0 US46593TAA07 | ABS-MBS CORP | 7,339,396.21 PA | $7.43M | 0.200% | US |
| PNC FINANCIAL SERVICES PNC Financial Services Group Inc/The | — | 693475BW4 US693475BW41 | DBT CORP | 6,982,000 PA | $7.41M | 0.200% | US |
| US BANCORP US Bancorp | — | 91159HJL5 US91159HJL50 | DBT CORP | 7,299,000 PA | $7.41M | 0.200% | US |
| GULFSTREAM NATURAL GAS Gulfstream Natural Gas System LLC | — | 402740AG9 US402740AG96 | DBT CORP | 7,107,000 PA | $7.41M | 0.199% | 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 ($4.39B), not of the fund’s net assets ($3.71B). The two differ by cash, derivatives filed with no market value, and rounding.