1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-29
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.
N-PORT Item C.4.b
as filed
N-PORT Item C.4.a
1,654 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Arbor Realty Collateralized Loan Obligation L… Arbor Realty Commercial Real Estate Notes 202… | — | 03880RAG4 US03880RAG48 | ABS-CBDO CORP |
| 1,850,500 PA |
| $1.85M |
| 0.106% |
| KY |
| BANK OF AMERICA CORP Bank of America Corp | — | 060505GR9 US060505GR98 | DBT CORP | 1,870,000 PA | $1.84M | 0.106% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QMCL6 US3140QMCL69 | ABS-MBS USGSE | 2,083,103.45 PA | $1.84M | 0.106% | US |
| Perimeter Master Note Business Trust | — | 71384PBC4 US71384PBC41 | ABS-O CORP | 1,850,000 PA | $1.84M | 0.106% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DM3S2 US3132DM3S24 | ABS-MBS USGSE | 2,085,622.71 PA | $1.84M | 0.106% | US |
| JPMORGAN CHASE & CO JPMorgan Chase & Co | — | 46647PEH5 US46647PEH55 | DBT CORP | 1,763,000 PA | $1.84M | 0.105% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QMDN1 US3140QMDN17 | ABS-MBS USGSE | 2,149,886.55 PA | $1.83M | 0.105% | US |
| Freddie Mac Freddie Mac Pool | — | 3133A7RS0 US3133A7RS03 | ABS-MBS USGSE | 2,181,696.57 PA | $1.83M | 0.105% | US |
| Colony American Finance Ltd Corevest American Finance 2019-3 Trust | — | 21872NAG5 US21872NAG51 | ABS-O CORP | 1,900,000 PA | $1.82M | 0.105% | US |
| FHLMC Multifamily Structured Pass Through Cer… Freddie Mac Multifamily Structured Pass Throu… | — | 3137H9C98 US3137H9C983 | ABS-MBS USGSE | 1,895,000 PA | $1.82M | 0.104% | US |
| SALESFORCE INC Salesforce Inc | — | 79466LAT1 US79466LAT17 | DBT CORP | 1,819,000 PA | $1.82M | 0.104% | US |
| SALESFORCE INC Salesforce Inc | — | 79466LAU8 US79466LAU89 | DBT CORP | 1,819,000 PA | $1.81M | 0.104% | US |
| Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust 2024-3 | — | 22535LAE1 US22535LAE11 | ABS-O CORP | 1,800,000 PA | $1.81M | 0.104% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810SY5 US912810SY55 | DBT UST | 2,500,000 PA | $1.81M | 0.104% | US |
| Freddie Mac - SCRT Freddie Mac Seasoned Credit Risk Transfer Tru… | — | 35563P7E3 US35563P7E36 | ABS-MBS USGSE | 2,079,379.4 PA | $1.80M | 0.104% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KNK69 US3133KNK697 | ABS-MBS USGSE | 2,123,054.7 PA | $1.80M | 0.103% | US |
| SLG Office Trust SLG Office Trust 2021-OVA | — | 78449RAA3 US78449RAA32 | ABS-MBS CORP | 2,010,000 PA | $1.79M | 0.103% | US |
| Progress Residential Trust | — | 74333HAJ4 US74333HAJ41 | ABS-O CORP | 1,800,000 PA | $1.79M | 0.103% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3617YWBR0 US3617YWBR09 | ABS-MBS USGA | 1,682,438.94 PA | $1.77M | 0.102% | US |
| Freddie Mac Freddie Mac Pool | — | 31427N6D6 US31427N6D68 | ABS-MBS USGSE | 1,761,146.48 PA | $1.77M | 0.102% | US |
| BOSTON PROPERTIES LP Boston Properties LP | — | 10112RBH6 US10112RBH66 | DBT OTHER | 1,676,000 PA | $1.77M | 0.102% | US |
| SANTOS FINANCE LTD Santos Finance Ltd | — | 803014AB5 US803014AB57 | DBT CORP | 1,618,000 PA | $1.76M | 0.101% | AU |
| Freddie Mac Freddie Mac Pool | — | 3132DPPP7 US3132DPPP70 | ABS-MBS USGSE | 2,179,022.16 PA | $1.76M | 0.101% | US |
| Freddie Mac - SCRT Freddie Mac Seasoned Credit Risk Transfer Tru… | — | 35563PX46 US35563PX469 | ABS-MBS USGSE | 1,999,018.74 PA | $1.76M | 0.101% | US |
| CHARLES SCHWAB CORP Charles Schwab Corp/The | — | 808513CH6 US808513CH62 | DBT CORP | 1,643,000 PA | $1.75M | 0.101% | US |
| COMM Mortgage Trust COMM 2018-HOME Mortgage Trust | — | 20048JAA8 US20048JAA88 | ABS-MBS CORP | 1,790,000 PA | $1.75M | 0.101% | US |
| CAPITAL ONE FINANCIAL CO Capital One Financial Corp | — | 14040HDF9 US14040HDF91 | DBT CORP | 1,689,000 PA | $1.75M | 0.101% | US |
| Continental Credit Card llc Continental Finance Credit Card ABS Master Tr… | — | 66981PAV0 US66981PAV04 | ABS-O CORP | 1,750,000 PA | $1.74M | 0.100% | US |
| BMD2 Re-REMIC Trust BMD2 Re-Remic Trust 2019-FRR1 | — | 055631BQ7 US055631BQ75 | ABS-MBS CORP | 1,843,000 PA | $1.73M | 0.100% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810SK5 US912810SK51 | DBT UST | 2,750,000 PA | $1.73M | 0.099% | US |
| PMT Loan Trust PMT Loan Trust 2025-INV12 | — | 73015KBM6 US73015KBM62 | ABS-MBS CORP | 1,718,702.38 PA | $1.73M | 0.099% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XMUL8 US3140XMUL84 | ABS-MBS USGSE | 2,018,599.85 PA | $1.73M | 0.099% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36180AAE3 US36180AAE38 | ABS-MBS USGA | 1,732,119.13 PA | $1.72M | 0.099% | US |
| BRAZOS SECURITIZATN LLC Brazos Securitization LLC | — | 106230AC9 US106230AC94 | DBT CORP | 1,837,000 PA | $1.72M | 0.099% | US |
| EAGLE FUNDING LUXCO SARL Eagle Funding Luxco Sarl | — | 26951TAA8 US26951TAA88 | DBT NUSS | 1,700,000 PA | $1.71M | 0.098% | LU |
| UNITED MEXICAN STATES Mexico Government International Bond | — | 91087BBK5 US91087BBK52 | DBT NUSS | 1,744,000 PA | $1.71M | 0.098% | MX |
| MRCD Mortgage Trust MRCD 2019-MARK Mortgage Trust | — | 55348UAG3 US55348UAG31 | ABS-MBS CORP | 1,920,000 PA | $1.71M | 0.098% | US |
| Fannie Mae Fannie Mae Pool | — | 3140HV4V3 US3140HV4V31 | ABS-MBS USGSE | 1,808,540.9 PA | $1.70M | 0.098% | US |
| Fannie Mae Fannie Mae Pool | — | 3140A5EB0 US3140A5EB04 | ABS-MBS USGSE | 1,663,103.89 PA | $1.70M | 0.098% | US |
| AMSR Trust AMSR 2022-SFR3 Trust | — | 66981YAF6 US66981YAF60 | ABS-O CORP | 1,750,000 PA | $1.70M | 0.098% | US |
| Research-Driven Pagaya Motor Asset Trust I Research-Driven Pagaya Motor Asset Trust 2026… | — | 76091HAC6 US76091HAC60 | ABS-O CORP | 1,700,000 PA | $1.70M | 0.097% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWNW9 US3132DWNW90 | ABS-MBS USGSE | 1,721,531.02 PA | $1.70M | 0.097% | US |
| AMERICAN ELECTRIC POWER American Electric Power Co Inc | — | 025537AW1 US025537AW19 | DBT CORP | 1,608,000 PA | $1.70M | 0.097% | US |
| Fannie Mae Fannie Mae Pool | — | 3140JB2H8 US3140JB2H88 | ABS-MBS USGSE | 1,965,502.23 PA | $1.69M | 0.097% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3617YLKH6 US3617YLKH60 | ABS-MBS USGA | 1,712,404.33 PA | $1.69M | 0.097% | US |
| New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust 2026-NQM4 | — | 64790AAE7 US64790AAE73 | ABS-MBS CORP | 1,692,116.39 PA | $1.69M | 0.097% | US |
| FMC GMSR Issuer Trust | — | 30259RAK1 US30259RAK14 | ABS-O CORP | 1,750,000 PA | $1.68M | 0.097% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3617F23F2 US3617F23F26 | ABS-MBS USGA | 1,792,909.05 PA | $1.68M | 0.096% | US |
| ARROW ELECTRONICS INC Arrow Electronics Inc | — | 04273WAE1 US04273WAE12 | DBT CORP | 1,627,000 PA | $1.68M | 0.096% | US |
| ACREC 2021-FL1 Ltd. ACREC 2021-FL1 Ltd | — | 00500RAJ4 US00500RAJ41 | ABS-CBDO CORP | 1,675,500 PA | $1.67M | 0.096% | KY |
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 ($1.74B), not of the fund’s net assets ($1.74B). The two differ by cash, derivatives filed with no market value, and rounding.