1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
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
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 57.5% of reported value reaches a classification.
Percentages are of the reported value of positions above ($432.99M), not of the fund’s net assets ($418.59M). The two differ by cash, derivatives filed with no market value, and rounding.
538 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Eurex Deutschland EURO-BUND FUTURE JUN26 | — | 000000000 — | DIR OTHER | -25 NC | -$2.75M EUR | -0.658% | DE |
| Chicago Board of Trade US 5YR NOTE (CBT) JUN26 | — | 000000000 — | DIR OTHER | 291 NC | -$379.8K | -0.091% | US |
| Chicago Board of Trade US 10YR ULTRA FUT JUN26 | — | 000000000 — | DIR OTHER | 92 NC | -$186.0K | -0.044% | US |
| Chicago Board of Trade US LONG BOND(CBT) JUN26 | — | 000000000 — | DIR OTHER | 48 NC | -$153.9K | -0.037% | US |
| Chicago Board of Trade US 10YR NOTE (CBT)JUN26 | — | 000000000 — | DIR OTHER | 62 NC | -$104.8K | -0.025% | US |
| Chicago Board of Trade US 2YR NOTE (CBT) JUN26 | — | 000000000 — | DIR OTHER | 5 NC | -$8.0K | -0.002% | US |
| Barclays Bank PLC PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$837.45 EUR | -0.000% | US |
| Barclays Bank PLC PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$249.19 EUR | -0.000% | US |
| ESC GCB144A ENVIVA PAR | — | 294ESCAA6 — | DBT CORP | 76,000 PA | $0.00 | 0.000% | US |
| JYSKE REALKREDIT A/S Jyske Realkredit A/S | — | 000000000 DK0009413528 | DBT CORP | 0.74 PA | $0.11 DKK | 0.000% | DK |
| United States Treasury U.S. Treasury Notes | — | 91282CAV3 US91282CAV37 | DBT UST | 1,000 PA | $871.80 | 0.000% | US |
| JPMorgan Chase Bank NA PURCHASED USD / SOLD DKK | — | 000000000 — | DFE OTHER | 1 NC | $943.54 DKK | 0.000% | US |
| JP Morgan Chase Commercial Mortgage Sec Trust JP Morgan Chase Commercial Mortgage Securitie… | — | 46642MAJ7 US46642MAJ71 | ABS-MBS CORP | 100,000 PA | $1.6K | 0.000% | US |
| JPMorgan Chase Bank NA PURCHASED USD / SOLD DKK | — | 000000000 — | DFE OTHER | 1 NC | $2.6K DKK | 0.001% | US |
| JPMorgan Chase Bank NA PURCHASED USD / SOLD CAD | — | 000000000 — | DFE OTHER | 1 NC | $2.8K CAD | 0.001% | US |
| BNP Paribas SA PURCHASED USD / SOLD GBP | — | 000000000 — | DFE OTHER | 1 NC | $5.5K GBP | 0.001% | US |
| Mosaic Solar Loans LLC Mosaic Solar Loan Trust 2022-2 | — | 61946UAD4 US61946UAD46 | ABS-O CORP | 100,000 PA | $5.6K | 0.001% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810RX8 US912810RX81 | DBT UST | 13,000 PA | $9.7K | 0.002% | US |
| CLARIOS GLOBAL LP/US FIN Clarios Global LP / Clarios US Finance Co | — | 18060TAE5 US18060TAE55 | DBT CORP | 10,000 PA | $10.1K | 0.002% | XX |
| JYSKE REALKREDIT A/S Jyske Realkredit A/S | — | 000000000 DK0009416034 | DBT CORP | 2,164,624 PA | $10.8K DKK | 0.003% | DK |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754KAF8 US20754KAF84 | ABS-MBS USGSE | 12,245 PA | $12.4K | 0.003% | US |
| JP Morgan Chase Commercial Mortgage Sec Trust JP Morgan Chase Commercial Mortgage Securitie… | — | 46642MAG3 US46642MAG33 | ABS-MBS CORP | 300,000 PA | $12.6K | 0.003% | US |
| DataBank Issuer II, LLC DataBank Issuer II LLC | — | 23802YAB3 US23802YAB39 | ABS-O CORP | 15,000 PA | $14.5K | 0.003% | US |
| Extended Stay America Trust Extended Stay America Trust 2025-ESH | — | 30227TAL4 US30227TAL44 | ABS-MBS CORP | 15,000 PA | $15.1K | 0.004% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CEB3 US91282CEB37 | DBT UST | 16,000 PA | $15.1K | 0.004% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HC2Y7 US3137HC2Y77 | ABS-MBS USGSE | 16,907.4 PA | $17.4K | 0.004% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810FT0 US912810FT08 | DBT UST | 20,000 PA | $20.4K | 0.005% | US |
| AMERICAN INTERNATIONAL American International Group Inc | — | 026874DX2 US026874DX22 | DBT CORP | 20,000 PA | $20.4K | 0.005% | US |
| XPLR INFRAST OPERATING XPLR Infrastructure Operating Partners LP | — | 98380MAA3 US98380MAA36 | DBT CORP | 20,000 PA | $21.1K | 0.005% | US |
| Fannie Mae Fannie Mae Pool | — | 3140NNS97 US3140NNS970 | ABS-MBS USGSE | 19,792.33 PA | $21.1K | 0.005% | US |
| US ACUTE CARE SOLUTIONS US Acute Care Solutions LLC | — | 90367UAD3 US90367UAD37 | DBT CORP | 23,000 PA | $22.2K | 0.005% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BSFC4 US3136BSFC49 | ABS-MBS USGSE | 22,198.64 PA | $22.3K | 0.005% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CHB0 US91282CHB00 | DBT UST | 23,000 PA | $23.0K | 0.005% | US |
| GLOBAL ATLANTIC FIN CO Global Atlantic Fin Co | — | 37959GAD9 US37959GAD97 | DBT CORP | 22,000 PA | $23.6K | 0.006% | US |
| Government National Mortgage Association | — | 38384MAU1 US38384MAU18 | ABS-MBS USGA | 24,000 PA | $24.8K | 0.006% | US |
| Extended Stay America Trust Extended Stay America Trust 2026-ESH2 | — | 30227WAL7 US30227WAL72 | ABS-MBS CORP | 24,766.98 PA | $24.9K | 0.006% | US |
| BLUE OWL CREDIT INCOME Blue Owl Credit Income Corp | — | 09581CAB7 US09581CAB72 | DBT CORP | 25,000 PA | $24.9K | 0.006% | US |
| ASBURY AUTOMOTIVE GROUP Asbury Automotive Group Inc | — | 043436AX2 US043436AX21 | DBT CORP | 27,000 PA | $25.6K | 0.006% | US |
| Government National Mortgage Association | — | 38384BS69 US38384BS699 | ABS-MBS USGA | 25,000 PA | $25.8K | 0.006% | US |
| Government National Mortgage Association | — | 38384BXQ9 US38384BXQ93 | ABS-MBS USGA | 25,000 PA | $25.8K | 0.006% | US |
| Mosaic Solar Loans LLC Mosaic Solar Loan Trust 2020-1 | — | 61946NAB4 US61946NAB47 | ABS-O CORP | 30,531.61 PA | $26.3K | 0.006% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2020-DNA6 | — | 35566CBD6 US35566CBD65 | ABS-MBS USGSE | 25,000 PA | $26.5K | 0.006% | US |
| Eagle Re Ltd Eagle RE 2021-2 Ltd | — | 26982AAC8 US26982AAC80 | ABS-MBS CORP | 26,409.03 PA | $26.6K | 0.006% | BM |
| Mosaic Solar Loans LLC Mosaic Solar Loan Trust 2020-1 | — | 61946NAA6 US61946NAA63 | ABS-O CORP | 30,531.61 PA | $27.0K | 0.006% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810TS7 US912810TS78 | DBT UST | 31,000 PA | $27.5K | 0.007% | US |
| Tricolor Auto Securitization Trust Tricolor Auto Securitization Trust 2024-3 | — | 89617AAA3 US89617AAA34 | ABS-O CORP | 33,889.66 PA | $29.5K | 0.007% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CDF5 US91282CDF59 | DBT UST | 32,000 PA | $30.1K | 0.007% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618AUEB0 US3618AUEB03 | ABS-MBS USGA | 32,099.19 PA | $33.2K | 0.008% | US |
| HAT HOLDINGS I LLC/HAT HAT Holdings I LLC / HAT Holdings II LLC | — | 418751AE3 US418751AE33 | DBT CORP | 34,000 PA | $33.9K | 0.008% | US |
| AZORRA FINANCE Azorra Finance Ltd | — | 05480AAA3 US05480AAA34 | DBT CORP | 35,000 PA | $36.1K | 0.009% | KY |