1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
5 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000057304 | NCRAX | NOT_LISTED | not exchange-listed | — |
| C000057305 | NCRCX | NOT_LISTED | not exchange-listed | — |
| C000021325 | NCRIX | NOT_LISTED | not exchange-listed | — |
| C000021326 | NCRLX | NOT_LISTED | not exchange-listed | — |
| C000153036 | NRCRX | NOT_LISTED | not exchange-listed | — |
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 ($1.20B), not of the fund’s net assets ($1.20B). The two differ by cash, derivatives filed with no market value, and rounding.
891 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Freddie Mac Freddie Mac Gold Pool | — | 31335AB80 US31335AB803 | ABS-MBS USGSE |
| $29.1K |
| 0.002% |
| US |
| Fannie Mae Fannie Mae Pool | — | 31418CFN9 US31418CFN92 | ABS-MBS USGSE | 30,936.38 PA | $30.4K | 0.003% | US |
| Fannie Mae Fannie Mae Pool | — | 3138WGHJ6 US3138WGHJ62 | ABS-MBS USGSE | 31,738.48 PA | $31.2K | 0.003% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA4 | — | 35564KWT2 US35564KWT23 | ABS-MBS USGSE | 31,000 PA | $31.7K | 0.003% | US |
| Fannie Mae Fannie Mae Pool | — | 3138ENRK7 US3138ENRK78 | ABS-MBS USGSE | 31,999.52 PA | $31.7K | 0.003% | US |
| Fannie Mae Fannie Mae Pool | — | 3138AHXV3 US3138AHXV38 | ABS-MBS USGSE | 32,219.93 PA | $31.9K | 0.003% | US |
| Fannie Mae Fannie Mae Pool | — | 3138XPMC4 US3138XPMC45 | ABS-MBS USGSE | 34,433.87 PA | $33.3K | 0.003% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618N6DB0 US3618N6DB02 | ABS-MBS USGA | 34,915.55 PA | $35.2K | 0.003% | US |
| Fannie Mae Fannie Mae Pool | — | 3140HMN59 US3140HMN595 | ABS-MBS USGSE | 38,807.2 PA | $38.0K | 0.003% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DMW9 US31418DMW91 | ABS-MBS USGSE | 39,667.45 PA | $38.6K | 0.003% | US |
| Fannie Mae Fannie Mae Pool | — | 31419GCH5 US31419GCH56 | ABS-MBS USGSE | 40,028.26 PA | $39.7K | 0.003% | US |
| Government National Mortgage Association | — | 38379YKG2 US38379YKG25 | ABS-MBS USGA | 535,008.76 PA | $43.9K | 0.004% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128MJY38 US3128MJY387 | ABS-MBS USGSE | 44,910.24 PA | $44.2K | 0.004% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128MJ3J7 US3128MJ3J79 | ABS-MBS USGSE | 48,451.92 PA | $44.5K | 0.004% | US |
| Fannie Mae Fannie Mae Pool | — | 3138EGCB8 US3138EGCB83 | ABS-MBS USGSE | 45,658.54 PA | $45.3K | 0.004% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128M7M94 US3128M7M949 | ABS-MBS USGSE | 45,913.66 PA | $45.6K | 0.004% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128MJYE4 US3128MJYE42 | ABS-MBS USGSE | 47,096.89 PA | $46.4K | 0.004% | US |
| Fannie Mae Fannie Mae Pool | — | 3140KCHU9 US3140KCHU95 | ABS-MBS USGSE | 48,635.5 PA | $47.5K | 0.004% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DNJ20 US3132DNJ209 | ABS-MBS USGSE | 56,913.96 PA | $50.3K | 0.004% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DPR7 US31418DPR79 | ABS-MBS USGSE | 52,738.15 PA | $51.3K | 0.004% | US |
| Fannie Mae Fannie Mae Pool | — | 31419BBY0 US31419BBY02 | ABS-MBS USGSE | 51,961.52 PA | $51.5K | 0.004% | US |
| Fannie Mae Fannie Mae Pool | — | 3138XBWZ3 US3138XBWZ34 | ABS-MBS USGSE | 55,201.31 PA | $54.3K | 0.005% | US |
| Fannie Mae Fannie Mae Pool | — | 31418DJS2 US31418DJS27 | ABS-MBS USGSE | 63,017.83 PA | $58.0K | 0.005% | US |
| Fannie Mae Fannie Mae Pool | — | 3140X7WM7 US3140X7WM74 | ABS-MBS USGSE | 64,937.91 PA | $59.8K | 0.005% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3132L8RZ2 US3132L8RZ28 | ABS-MBS USGSE | 63,034.54 PA | $61.5K | 0.005% | US |
| Fannie Mae Fannie Mae Pool | — | 3140X7M48 US3140X7M486 | ABS-MBS USGSE | 66,029.12 PA | $62.6K | 0.005% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128M7ZN9 US3128M7ZN94 | ABS-MBS USGSE | 63,514.17 PA | $63.1K | 0.005% | US |
| Fannie Mae Fannie Mae Pool | — | 3138X0BT4 US3138X0BT40 | ABS-MBS USGSE | 68,304.47 PA | $64.2K | 0.005% | US |
| Fannie Mae Fannie Mae Pool | — | 3140JWNS5 US3140JWNS58 | ABS-MBS USGSE | 73,418.5 PA | $67.6K | 0.006% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KNNB5 US3133KNNB54 | ABS-MBS USGSE | 74,989.05 PA | $70.9K | 0.006% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137AXXR9 US3137AXXR92 | ABS-MBS USGSE | 620,529.13 PA | $71.2K | 0.006% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XGJS9 US3140XGJS98 | ABS-MBS USGSE | 80,866.55 PA | $71.4K | 0.006% | US |
| Fannie Mae Fannie Mae Pool | — | 3138YTZW7 US3138YTZW74 | ABS-MBS USGSE | 77,228.43 PA | $75.4K | 0.006% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QBUK2 US3140QBUK20 | ABS-MBS USGSE | 78,772.42 PA | $76.6K | 0.006% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KPUH9 US3133KPUH99 | ABS-MBS USGSE | 85,900.66 PA | $83.0K | 0.007% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DV6G5 US3132DV6G59 | ABS-MBS USGSE | 86,277.83 PA | $83.8K | 0.007% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KPFV5 US3133KPFV58 | ABS-MBS USGSE | 92,784.7 PA | $85.0K | 0.007% | US |
| Fannie Mae Fannie Mae Pool | — | 3140W0SD8 US3140W0SD88 | ABS-MBS USGSE | 92,180.82 PA | $88.8K | 0.007% | US |
| New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust 2019-NQM5 | — | 64830PAA4 US64830PAA49 | ABS-MBS CORP | 94,832.11 PA | $90.4K | 0.008% | US |
| Fannie Mae Fannie Mae Pool | — | 3140MSU45 US3140MSU456 | ABS-MBS USGSE | 94,089.99 PA | $90.9K | 0.008% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 31335BTY2 US31335BTY29 | ABS-MBS USGSE | 96,349.09 PA | $91.6K | 0.008% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128MJ3K4 US3128MJ3K43 | ABS-MBS USGSE | 96,223.82 PA | $91.7K | 0.008% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FAW7 US31418FAW77 | ABS-MBS USGSE | 92,012.17 PA | $92.6K | 0.008% | US |
| Angel Oak Mortgage Trust Angel Oak Mortgage Trust 2022-5 | — | 03464HAA3 US03464HAA32 | ABS-MBS CORP | 93,907.58 PA | $93.6K | 0.008% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWHH9 US3132DWHH97 | ABS-MBS USGSE | 92,304.04 PA | $94.7K | 0.008% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KNVB6 US3133KNVB62 | ABS-MBS USGSE | 104,743.96 PA | $96.1K | 0.008% | US |
| Fannie Mae Fannie Mae Pool | — | 31402RFT1 US31402RFT14 | ABS-MBS USGSE | 99,481.82 PA | $100.7K | 0.008% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136ASUL8 US3136ASUL81 | ABS-MBS USGSE | 641,756.93 PA | $102.7K | 0.009% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179YYW8 US36179YYW82 | ABS-MBS USGA | 102,706.19 PA | $103.9K | 0.009% | US |
| Fannie Mae Fannie Mae Pool | — | 3140K45H9 US3140K45H92 | ABS-MBS USGSE | 118,020.28 PA | $105.2K | 0.009% | US |