2 periods 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.
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
767 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Federal National Mortgage Association FN 256430 | — | 31371MY35 US31371MY359 | ABS-MBS USGSE |
| $649.28 |
| 0.000% |
| US |
| Federal Home Loan Mortgage Corp. FG A14237 | — | 31296NV61 US31296NV618 | ABS-MBS USGSE | 651.7 PA | $663.73 | 0.000% | US |
| UK CLEARING HOUSE LIMITED IRS CAD | — | 000000000 — | DIR CORP | 1 NC | $737.24 CAD | 0.000% | GB |
| Federal Home Loan Mortgage Corp. FG Q01536 | — | 3132GEV56 US3132GEV560 | ABS-MBS USGSE | 760.41 PA | $773.01 | 0.000% | US |
| Federal National Mortgage Association FN 323994 | — | 31374T3B3 US31374T3B31 | ABS-MBS USGSE | 808.75 PA | $824.34 | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG G01840 | — | 3128LXBH2 US3128LXBH23 | ABS-MBS USGSE | 844.34 PA | $859.82 | 0.000% | US |
| INTERCONTINENTAL EXCHANGE, INC. CDS REPUBLIC OF PHILIPPINES | — | 000000000 — | DCR CORP | 1 NC | $901.33 | 0.000% | US |
| Government National Mortgage Association GN 465920 | — | 36209ASH4 US36209ASH40 | ABS-MBS USGA | 984.44 PA | $987.26 | 0.000% | US |
| Federal National Mortgage Association FN 540756 | — | 31385CWR0 US31385CWR05 | ABS-MBS USGSE | 1,016.96 PA | $1.0K | 0.000% | US |
| Federal Home Loan Mortgage Corp. FG C00896 | — | 31292G7H3 US31292G7H32 | ABS-MBS USGSE | 1,013.02 PA | $1.0K | 0.000% | US |
| UK CLEARING HOUSE LIMITED IRS EUR | — | 000000000 — | DIR CORP | 1 NC | $1.2K EUR | 0.001% | GB |
| Federal Home Loan Mortgage Corp. FG G01981 | — | 3128LXFW5 US3128LXFW53 | ABS-MBS USGSE | 1,348.06 PA | $1.4K | 0.001% | US |
| Federal National Mortgage Association FN 660137 | — | 31390YLS5 US31390YLS53 | ABS-MBS USGSE | 1,512.41 PA | $1.6K | 0.001% | US |
| INTERCONTINENTAL EXCHANGE, INC. CDS REPUBLIC OF CHILE | — | 000000000 — | DCR CORP | 1 NC | $1.8K | 0.001% | US |
| Boeing Co. BA 2.95 02/01/30 | — | 097023CN3 US097023CN34 | DBT CORP | 2,000 PA | $1.9K | 0.001% | US |
| Federal National Mortgage Association FN BK0918 | — | 3140HEAU6 US3140HEAU61 | ABS-MBS USGSE | 2,323.05 PA | $2.2K | 0.001% | US |
| UK CLEARING HOUSE LIMITED IRS CAD | — | 000000000 — | DIR CORP | 1 NC | $2.3K CAD | 0.001% | GB |
| MORGAN STANLEY & CO. LLC CURRENCY CONTRACT - USD | — | 000000000 — | DFE CORP | 1 NC | $2.5K | 0.001% | US |
| Federal National Mortgage Association CAS 2022-R05 2M1 | — | 20754DAA5 US20754DAA54 | ABS-O USGSE | 2,600.83 PA | $2.6K | 0.001% | US |
| MORGAN STANLEY & CO. LLC CURRENCY CONTRACT - USD | — | 000000000 — | DFE CORP | 1 NC | $2.7K | 0.001% | US |
| UK CLEARING HOUSE LIMITED IRS GBP | — | 000000000 — | DIR CORP | 1 NC | $2.7K GBP | 0.001% | GB |
| FEDERAL HOME LOAN MORTGAGE CORP FR ZS4786 | — | 3132A5J71 US3132A5J715 | ABS-MBS USGSE | 3,581.02 PA | $3.5K | 0.002% | US |
| Federal National Mortgage Association FNR 2012-111 B | — | 3136A9EA2 US3136A9EA25 | ABS-O USGSE | 3,336.33 PA | $3.6K | 0.002% | US |
| MORGAN STANLEY & CO. LLC CURRENCY CONTRACT - USD | — | 000000000 — | DFE CORP | 1 NC | $3.7K | 0.002% | US |
| Federal National Mortgage Association FN AQ7146 | — | 3138MN5G1 US3138MN5G14 | ABS-MBS USGSE | 4,625.96 PA | $4.3K | 0.002% | US |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2019-3… WFMBS 2019-3 A1 | — | 949831AA9 US949831AA92 | ABS-O CORP | 4,789.65 PA | $4.3K | 0.002% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FR ZT1818 | — | 3132AEAT3 US3132AEAT38 | ABS-MBS USGSE | 4,546.91 PA | $4.4K | 0.002% | US |
| UK CLEARING HOUSE LIMITED IRS AUD | — | 000000000 — | DIR CORP | 1 NC | $4.5K AUD | 0.002% | GB |
| Federal National Mortgage Association FN AT0292 | — | 3138WMKE0 US3138WMKE07 | ABS-MBS USGSE | 5,042.1 PA | $4.7K | 0.002% | US |
| Federal National Mortgage Association FN AQ4055 | — | 3138MKQH2 US3138MKQH28 | ABS-MBS USGSE | 5,886.79 PA | $5.5K | 0.002% | US |
| UK CLEARING HOUSE LIMITED IRS EUR | — | 000000000 — | DIR CORP | 1 NC | $5.5K EUR | 0.002% | GB |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5 STACR 2021-DNA5 M2 | — | 35564KHE2 US35564KHE29 | ABS-O USGSE | 5,755.82 PA | $5.8K | 0.003% | US |
| UK CLEARING HOUSE LIMITED IRS USD | — | 000000000 — | DIR CORP | 1 NC | $6.3K | 0.003% | GB |
| UK CLEARING HOUSE LIMITED IRS JPY | — | 000000000 — | DIR CORP | 1 NC | $6.4K JPY | 0.003% | GB |
| Federal National Mortgage Association FN AT2009 | — | 3138WPGT5 US3138WPGT52 | ABS-MBS USGSE | 7,247.66 PA | $6.7K | 0.003% | US |
| Federal National Mortgage Association FN AT4000 | — | 3138WRNS5 US3138WRNS52 | ABS-MBS USGSE | 7,368.97 PA | $6.8K | 0.003% | US |
| MORGAN STANLEY & CO. LLC CURRENCY CONTRACT - USD | — | 000000000 — | DFE CORP | 1 NC | $7.1K | 0.003% | US |
| UK CLEARING HOUSE LIMITED IRS EUR | — | 000000000 — | DIR CORP | 1 NC | $7.1K EUR | 0.003% | GB |
| Federal National Mortgage Association FN BK0910 | — | 3140HEAL6 US3140HEAL62 | ABS-MBS USGSE | 7,540.29 PA | $7.2K | 0.003% | US |
| UK CLEARING HOUSE LIMITED IRS USD | — | 000000000 — | DIR CORP | 1 NC | $7.2K | 0.003% | GB |
| MORGAN STANLEY & CO. LLC CURRENCY CONTRACT - USD | — | 000000000 — | DFE CORP | 1 NC | $7.7K | 0.003% | US |
| AT&T Inc T 2.55 12/01/33 | — | 00206RMM1 US00206RMM15 | DBT CORP | 10,000 PA | $8.5K | 0.004% | US |
| Federal National Mortgage Association FN AQ9317 | — | 3138MRK75 US3138MRK750 | ABS-MBS USGSE | 9,300.68 PA | $8.6K | 0.004% | US |
| Romania (Republic Of) ROMANI 4.625 04/03/49 144A | — | 77587RAA7 XS1969593943 | DBT NUSS | 10,000 PA | $8.7K EUR | 0.004% | RO |
| UK CLEARING HOUSE LIMITED IRS GBP | — | 000000000 — | DIR CORP | 1 NC | $9.1K GBP | 0.004% | GB |
| Romania (Republic Of) ROMANI 2.124 07/16/31 144A | — | 000000000 XS2027596704 | DBT NUSS | 10,000 PA | $9.9K EUR | 0.004% | RO |
| Federal National Mortgage Association FNR 2012-153 B | — | 3136ABDT7 US3136ABDT75 | ABS-O USGSE | 9,294.94 PA | $10.0K | 0.005% | US |
| UK CLEARING HOUSE LIMITED IRS USD | — | 000000000 — | DIR CORP | 1 NC | $10.2K | 0.005% | GB |
| UK CLEARING HOUSE LIMITED IRS USD | — | 000000000 — | DIR CORP | 1 NC | $10.4K | 0.005% | GB |
| Federal National Mortgage Association FN AT0654 | — | 3138WMWQ0 US3138WMWQ09 | ABS-MBS USGSE | 13,047.49 PA | $12.0K | 0.005% | 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 ($250.72M), not of the fund’s net assets ($221.17M). The two differ by cash, derivatives filed with no market value, and rounding.