1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
5 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000125076 | NRSIX | NOT_LISTED | not exchange-listed | — |
| C000057302 | NSTAX | NOT_LISTED | not exchange-listed | — |
| C000057303 | NSTCX | NOT_LISTED | not exchange-listed | — |
| C000021324 | NSTLX | NOT_LISTED | not exchange-listed | — |
| C000044074 | NSTTX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
2,858 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052656 US01F0526560 | ABS-MBS USGSE | 365,850,000 PA |
| $367.67M |
| 4.552% |
| US |
| State Street Global Advisors State Street Institutional US Government Mone… | — | 857492706 US8574927062 | STIV RF | 316,913,600.32 NS | $316.91M | 3.924% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050650 US01F0506505 | ABS-MBS USGSE | 288,975,000 PA | $284.67M | 3.525% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042657 US01F0426571 | ABS-MBS USGSE | 256,665,000 PA | $246.86M | 3.057% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F060659 US01F0606594 | ABS-MBS USGSE | 168,850,000 PA | $172.37M | 2.134% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H050656 US21H0506566 | ABS-MBS USGA | 113,125,000 PA | $112.13M | 1.388% | US |
| VanEck J. P. Morgan EM Local Currency Bond ETF | EMLC | 92189H300 US92189H3003 | EC RF | 4,155,557 NS | $106.22M | 1.315% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H052652 US21H0526523 | ABS-MBS USGA | 89,435,000 PA | $90.06M | 1.115% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F040651 US01F0406516 | ABS-MBS USGSE | 51,185,000 PA | $48.00M | 0.594% | US |
| State Street SPDR Portfolio High Yield Bond E… | SPHY | 78468R606 US78468R6062 | EC RF | 1,966,259 NS | $46.31M | 0.573% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F032658 US01F0326581 | ABS-MBS USGSE | 50,650,000 PA | $46.10M | 0.571% | US |
| Japan Government Thirty Year Bonds | — | 000000000 JP1300881RA0 | DBT NUSS | 6,128,500,000 PA | $35.59M JPY | 0.441% | JP |
| State Street SPDR Bloomberg Short Term High Y… | SJNK | 78468R408 US78468R4083 | EC RF | 1,408,040 NS | $35.50M | 0.440% | US |
| GOLDMAN SACHS GROUP INC Goldman Sachs Group Inc/The | — | 38141GD43 US38141GD439 | DBT CORP | 34,400,000 PA | $33.37M | 0.413% | US |
| Vantage Data Centers LLC | — | 92212KAH9 US92212KAH95 | ABS-O CORP | 32,534,000 PA | $31.58M | 0.391% | US |
| JPMORGAN CHASE & CO JPMorgan Chase & Co | — | 46647PFE1 US46647PFE16 | DBT CORP | 28,905,000 PA | $28.08M | 0.348% | US |
| MORGAN STANLEY Morgan Stanley | — | 61748UAN2 US61748UAN28 | DBT CORP | 28,875,000 PA | $28.02M | 0.347% | US |
| iShares J.P. Morgan USD Emerging Markets Bond… | EMB | 464288281 US4642882819 | EC RF | 284,986 NS | $27.30M | 0.338% | US |
| WELLS FARGO & COMPANY Wells Fargo & Co | — | 95000U4B6 US95000U4B65 | DBT CORP | 26,320,000 PA | $25.64M | 0.317% | US |
| UNITED MEXICAN STATES Mexico Government International Bond | — | 91087BBR0 US91087BBR06 | DBT NUSS | 25,110,000 PA | $24.77M | 0.307% | MX |
| KINGDOM OF MOROCCO Morocco Government International Bond | — | 617726AP9 US617726AP96 | DBT NUSS | 21,920,000 PA | $23.42M | 0.290% | MA |
| ORACLE CORP Oracle Corp | — | 68389XEB7 US68389XEB73 | DBT CORP | 23,925,000 PA | $22.05M | 0.273% | US |
| JBS NV/USA FOODS/FOOD CO JBS NV/JBS USA Foods Group Holdings Inc/JBS U… | — | 472140AD4 US472140AD49 | DBT CORP | 22,085,000 PA | $21.86M | 0.271% | NL |
| BRITISH COLUMBIA PROV OF Province of British Columbia Canada | — | 110709AS1 CA110709AS19 | DBT NUSS | 29,865,000 PA | $21.53M CAD | 0.267% | CA |
| US BANCORP US Bancorp | — | 902973BC9 US902973BC96 | DBT CORP | 21,255,000 PA | $20.92M | 0.259% | US |
| PNC FINANCIAL SERVICES PNC Financial Services Group Inc/The | — | 693475CF0 US693475CF09 | DBT CORP | 19,225,000 PA | $18.85M | 0.233% | US |
| BANK OF AMERICA CORP Bank of America Corp | — | 06051GMW6 US06051GMW68 | DBT CORP | 18,240,000 PA | $18.62M | 0.231% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA6 | — | 35564KH77 US35564KH776 | ABS-MBS USGSE | 17,407,000 PA | $18.51M | 0.229% | US |
| GOLDMAN SACHS GROUP INC Goldman Sachs Group Inc/The | — | 38141GD35 US38141GD355 | DBT CORP | 18,640,000 PA | $18.29M | 0.226% | US |
| SAUDI ARABIAN OIL CO Saudi Arabian Oil Co | — | 80414L3B9 US80414L3B99 | DBT CORP | 18,075,000 PA | $18.27M | 0.226% | SA |
| WELLS FARGO & COMPANY Wells Fargo & Co | — | 95000U3W1 US95000U3W12 | DBT CORP | 17,795,000 PA | $18.10M | 0.224% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754BAF8 US20754BAF85 | ABS-MBS USGSE | 17,453,000 PA | $17.85M | 0.221% | US |
| PROVINCE OF ALBERTA Province of Alberta Canada | — | 013051DY0 CA013051DY00 | DBT NUSS | 30,675,000 PA | $17.52M CAD | 0.217% | CA |
| FED REPUBLIC OF BRAZIL Brazilian Government International Bond | — | 105756CN8 US105756CN87 | DBT NUSS | 17,070,000 PA | $17.14M | 0.212% | BR |
| Government National Mortgage Association Ginnie Mae | — | 21H042653 US21H0426534 | ABS-MBS USGA | 17,575,000 PA | $16.95M | 0.210% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BTFX6 US3136BTFX68 | ABS-MBS USGSE | 16,231,528.8 PA | $16.31M | 0.202% | US |
| Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust 2025-1 | — | 80288DAF3 US80288DAF33 | ABS-O CORP | 15,813,000 PA | $15.96M | 0.198% | US |
| US BANCORP US Bancorp | — | 91159HJV3 US91159HJV33 | DBT CORP | 15,550,000 PA | $15.79M | 0.196% | US |
| iShares iBoxx USD High Yield Corporate Bond E… | HYG | 464288513 US4642885135 | EC RF | 195,792 NS | $15.74M | 0.195% | US |
| ROCC Trust ROCK Trust 2024-CNTR | — | 74970WAG5 US74970WAG50 | ABS-MBS CORP | 14,793,000 PA | $15.48M | 0.192% | US |
| Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust 2025-1 | — | 30167MAF4 US30167MAF41 | ABS-O CORP | 14,653,000 PA | $14.83M | 0.184% | US |
| IVORY COAST Ivory Coast Government International Bond | — | 221625AV8 US221625AV83 | DBT NUSS | 13,950,000 PA | $14.79M | 0.183% | CI |
| Fannie Mae Fannie Mae Pool | — | 31418ET42 US31418ET421 | ABS-MBS USGSE | 15,315,285.69 PA | $14.75M | 0.183% | US |
| Starwood Mortgage Residential Trust Starwood Mortgage Residential Trust 2021-5 | — | 85573QAA8 US85573QAA85 | ABS-MBS CORP | 17,132,624.28 PA | $14.67M | 0.182% | US |
| LHOME Mortgage Trust LHOME Mortgage Trust 2024-RTL4 | — | 50205PAA0 US50205PAA03 | ABS-MBS CORP | 14,325,000 PA | $14.36M | 0.178% | US |
| NATWEST GROUP PLC NatWest Group PLC | — | 639057AD0 US639057AD02 | DBT CORP | 15,650,000 PA | $14.33M | 0.177% | GB |
| Summer Issuer, LLC Summit Issuer LLC | — | 86613XAN5 US86613XAN57 | ABS-O CORP | 14,294,000 PA | $14.30M | 0.177% | US |
| DOMINION ENERGY INC Dominion Energy Inc | — | 25746UDV8 US25746UDV89 | DBT CORP | 13,895,000 PA | $14.21M | 0.176% | US |
| Argentina Republic Government International B… | — | 040114HT0 US040114HT09 | DBT NUSS | 18,740,000 PA | $13.96M | 0.173% | AR |
| Lyra MUSIC Assets (Delaware) LP Lyra Music Assets Delaware LP | — | 552339AD5 US552339AD56 | ABS-O CORP | 13,844,289.01 PA | $13.92M | 0.172% | 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 ($9.35B), not of the fund’s net assets ($8.08B). The two differ by cash, derivatives filed with no market value, and rounding.