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.a
N-PORT Item C.4.b
as filed
2,255 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| BLUEMOUNTAIN CLO XXXIV LTD BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A | — | 09631JAL0 US09631JAL08 | ABS-CBDO CORP | 10,300,000 PA | $10.30M | 0.120% | KY |
| ENCORE CREDIT RECEIVABLES TRUST 2005-2 ENCORE CREDIT RECEIVABLES TRUS ECR 2005 2 M4 | — | 126673J45 US126673J456 | ABS-MBS CORP | 10,610,527.73 PA | $10.25M | 0.119% | US |
| ACRES COMMERCIAL REALTY LTD 2025-FL3 ACRES PLC ACRES 2025 FL3 A 144A | — | 00501DAA3 US00501DAA37 | ABS-MBS CORP | 10,200,000 PA | $10.24M | 0.119% | KY |
| HERTZ VEHICLE FINANCING III LLC 2023-2A HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 1… | — | 42806MBW8 US42806MBW82 | ABS-O CORP | 10,000,000 PA | $10.23M | 0.119% | US |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2… MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 … | — | 55287HAA8 US55287HAA86 | ABS-CBDO CORP | 10,100,000 PA | $10.07M | 0.117% | US |
| WASHINGTON MUTUAL MTGE P/T 2007-OA3 WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3… | — | 939355AB9 US939355AB98 | ABS-MBS CORP | 10,484,351.08 PA | $10.01M | 0.116% | US |
| MF1 2022-FL9 LLC MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A… | — | 55285AAA5 US55285AAA51 | ABS-CBDO CORP | 9,983,000.7 PA | $9.99M | 0.116% | US |
| MERRILL LYNCH MORTGAGE INV 2006-MLN1 MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 MLN1… | — | 59023AAD8 US59023AAD81 | ABS-MBS CORP | 26,345,627.3 PA | $9.97M | 0.116% | US |
| MF1 2022-FL8 LTD MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A… | — | 55284JAA7 US55284JAA79 | ABS-CBDO CORP | 9,906,591.24 PA | $9.92M | 0.115% | KY |
| BX COMMERCIAL MORTGAGE TRUST 2021-ACNT BX TRUST BX 2021 ACNT A 144A | — | 05609QAA4 US05609QAA40 | ABS-MBS CORP | 9,919,372.33 PA | $9.91M | 0.115% | US |
| ANCHORAGE CREDIT FUNDING LTD 2026-20A ANCHORAGE CREDIT FUNDING LTD. ANCHF 2026 20A … | — | 03333NAA9 US03333NAA90 | ABS-CBDO CORP | 9,900,000 PA | $9.90M | 0.115% | KY |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT5 SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT5… | — | 83612CAF6 US83612CAF68 | ABS-MBS CORP | 11,146,540.39 PA | $9.90M | 0.115% | US |
| TCI-SYMPHONY CLO LTD 2016-1A TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A | — | 87229WAQ4 US87229WAQ42 | ABS-CBDO CORP | 9,856,678.68 PA | $9.87M | 0.115% | KY |
| WMALT MTGE PASS-THRU CERT 2006-AR9 WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9… | — | 939346AA0 US939346AA00 | ABS-MBS CORP | 10,766,100.42 PA | $9.83M | 0.114% | US |
| NOVASTAR HOME EQUITY LOAN 2007-2 NOVASTAR HOME EQUITY LOAN NHEL 2007 2 M1 | — | 66989EAF2 US66989EAF25 | ABS-MBS CORP | 10,395,467.32 PA | $9.81M | 0.114% | US |
| MORGAN STANLEY RESECURITIZATION TRUST 2014-R8 MORGAN STANLEY REREMIC TRUST MSRR 2014 R8 2B … | — | 61764KAD5 US61764KAD54 | ABS-MBS CORP | 10,787,129.15 PA | $9.77M | 0.114% | US |
| BAIN CAPITAL CREDIT CLO 2019-4 LTD BAIN CAPITAL CREDIT CLO LIMIT BCC 2019 4A A1… | — | 05684AAY5 US05684AAY55 | ABS-CBDO CORP | 9,750,000 PA | $9.75M | 0.113% | JE |
| NAVESINK CLO 6 LTD 2026-6A NAVESINK CLO, LIMITED NAVS 2026 6A A1 144A | — | 63944AAA2 US63944AAA25 | ABS-CBDO CORP | 9,750,000 PA | $9.75M | 0.113% | KY |
| TOWD POINT MORTGAGE TRUST 2024-5 TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A | — | 891944AA8 US891944AA82 | ABS-MBS CORP | 9,795,774.25 PA | $9.72M | 0.113% | US |
| GSMSC RESECURITIZATION TRUST 2014-2R GS MORTGAGE SECURITIES CORP. GSMSC 2014 2R 3B… | — | 36249UAC2 US36249UAC27 | ABS-MBS CORP | 10,265,728.23 PA | $9.70M | 0.113% | US |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 A… | — | 362962AB8 US362962AB80 | ABS-O CORP | 9,677,482.89 PA | $9.69M | 0.113% | US |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5 CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 … | — | 14687RAD3 US14687RAD35 | ABS-O CORP | 9,457,000 PA | $9.65M | 0.112% | US |
| VERUS SECURITIZATION TRUST 2024-INV1 VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1… | — | 92540FAA8 US92540FAA84 | ABS-MBS CORP | 9,491,305.52 PA | $9.55M | 0.111% | US |
| PRET 2025-RPL4 TRUST PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4… | — | 740943AA3 US740943AA33 | ABS-MBS CORP | 9,830,064.2 PA | $9.53M | 0.111% | US |
| NLT 2023-1 TRUST NMLT TRUST NLT 2023 1 A1 144A | — | 62917MAA1 US62917MAA18 | ABS-MBS CORP | 10,275,595.29 PA | $9.49M | 0.110% | US |
| LEHMAN XS TRUST 2007-3 LEHMAN XS TRUST LXS 2007 3 2A3 | — | 525245AH9 US525245AH93 | ABS-MBS CORP | 9,959,012.62 PA | $9.47M | 0.110% | US |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX TRUST BX 2022 AHP A 144A | — | 05610FAA5 US05610FAA57 | ABS-MBS CORP | 9,445,594.23 PA | $9.45M | 0.110% | US |
| RESIDENTIAL ASSET MORTGAGE PROD 2006-NC2 RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC2 … | — | 75156TAD2 US75156TAD28 | ABS-MBS CORP | 9,628,789.43 PA | $9.35M | 0.109% | US |
| MASTR ASSET BACKED SECURITIES TRUST 2007-HE2 MASTR ASSET BACKED SECURITIES MABS 2007 HE2 A4 | — | 57646LAC7 US57646LAC72 | ABS-MBS CORP | 11,301,000 PA | $9.32M | 0.108% | US |
| FIRST FRANKLIN MTG LOAN 2006-FF18 FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 … | — | 32029AAC1 US32029AAC18 | ABS-MBS CORP | 10,007,092.49 PA | $9.32M | 0.108% | US |
| ANCHORAGE CREDIT FUNDING 25-19A LTD ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A … | — | 03331VAA3 US03331VAA35 | ABS-CBDO CORP | 9,400,000 PA | $9.32M | 0.108% | KY |
| JP MORGAN MTGE ACQUIS CORP 2005-FLD1 JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 FLD… | — | 46626LAZ3 US46626LAZ31 | ABS-MBS CORP | 10,000,000 PA | $9.31M | 0.108% | US |
| PALMER SQUARE LOAN FUNDING 2024-2A LTD PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 2A … | — | 69702WAE5 US69702WAE57 | ABS-CBDO CORP | 9,300,000 PA | $9.29M | 0.108% | KY |
| PRPM 2025-RPL5 LLC PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RPL5… | — | 69383PAA4 US69383PAA49 | ABS-MBS CORP | 9,448,587.66 PA | $9.25M | 0.108% | US |
| SYMPHONY CLO XXXII LTD SYMPHONY CLO LTD SYMP 2022 32A AR 144A | — | 87168NAU8 US87168NAU81 | ABS-CBDO CORP | 9,200,000 PA | $9.20M | 0.107% | BM |
| BAIN CAPITAL CREDIT CLO 2022-2 LTD BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1… | — | 05682GAQ1 US05682GAQ10 | ABS-CBDO CORP | 9,200,000 PA | $9.20M | 0.107% | JE |
| MADISON PARK FUNDING XLVI LTD 2020-46A MADISON PARK FUNDING LTD MDPK 2020 46A ARR 14… | — | 55822AAW7 US55822AAW71 | ABS-CBDO CORP | 9,200,000 PA | $9.19M | 0.107% | KY |
| ASSET BACKED FUNDING CERT 2007-NC1 ASSET BACKED FUNDING CERTIFICA ABFC 2007 NC1 … | — | 00076BAE4 US00076BAE48 | ABS-MBS CORP | 12,189,000 PA | $9.12M | 0.106% | US |
| DRYDEN 95 CLO LTD DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | — | 262487AJ0 US262487AJ07 | ABS-CBDO CORP | 9,100,000 PA | $9.10M | 0.106% | KY |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A… | — | 83206NAA5 US83206NAA54 | ABS-O CORP | 9,348,602.14 PA | $9.07M | 0.105% | US |
| SLM STUDENT LOAN TRUST 2003-7A SLM STUDENT LOAN TRUST SLMA 2003 7A A5A 144A | — | 78442GHH2 US78442GHH20 | ABS-O CORP | 9,115,600.69 PA | $9.03M | 0.105% | US |
| WASHINGTON MUTUAL 2006-AR9 WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 … | — | 93363DAB3 US93363DAB38 | ABS-MBS CORP | 10,220,079.27 PA | $9.01M | 0.105% | US |
| SYMPHONY CLO XXV LTD 2021-25A SYMPHONY CLO LTD SYMP 2021 25A AR 144A | — | 87167WDC6 US87167WDC64 | ABS-CBDO CORP | 9,000,000 PA | $9.01M | 0.105% | KY |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A … | — | 67592BAY4 US67592BAY48 | ABS-CBDO CORP | 8,900,000 PA | $8.90M | 0.104% | KY |
| ONE NEW YORK PLAZA TRUST 2020-1NYP ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP … | — | 68249DAA7 US68249DAA72 | ABS-MBS CORP | 9,155,912.05 PA | $8.84M | 0.103% | US |
| N/A RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME | — | 000000000 EZHGY1W132L4 | DIR OTHER | 1 NC | $8.83M | 0.103% | US |
| NISSAN AUTO RECEIVABLES OWNER TRUST 2022-B NISSAN AUTO RECEIVABLES OWNER NAROT 2022 B A4 | — | 65480JAD2 US65480JAD28 | ABS-O CORP | 8,790,000 PA | $8.80M | 0.102% | US |
| FNMA PASS THRU POOLS FNMA POOL 190445 FN 03/55 FIXED VAR | — | 31368HP64 US31368HP643 | ABS-MBS USGSE | 8,467,618.98 PA | $8.76M | 0.102% | US |
| ADJUSTABLE RATE MORTAGE TRUST 2006-3 ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A… | — | 00703QAH5 US00703QAH56 | ABS-MBS CORP | 28,797,038.68 PA | $8.75M | 0.102% | US |
| SANDSTONE PEAK LTD 2021-1A SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A | — | 800130BA3 US800130BA37 | ABS-CBDO CORP | 8,750,000 PA | $8.73M | 0.102% | 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 ($13.50B), not of the fund’s net assets ($8.60B). The two differ by cash, derivatives filed with no market value, and rounding.