1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-24
6 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000034298 | WAARX | NOT_LISTED | not exchange-listed | — |
| C000066992 | WAASX | NOT_LISTED | not exchange-listed | — |
| C000034299 | WARIX | NOT_LISTED | not exchange-listed | — |
| C000113713 | WAUAX | NOT_LISTED | not exchange-listed | — |
| C000113714 | WAUCX | NOT_LISTED | not exchange-listed | — |
| C000113715 | WAURX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
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 ($54.46M), not of the fund’s net assets ($53.03M). The two differ by cash, derivatives filed with no market value, and rounding.
338 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| CHICAGO BOARD OF TRADE 10-Year T-Note Weekly Options - Week 4 | — | 000000000 — | DIR CORP | 51 NC |
| 0.054% |
| US |
| Government National Mortgage Association GN BS8439 | — | 3617MKLU1 US3617MKLU18 | ABS-MBS USGA | 29,688.23 PA | $28.0K | 0.053% | US |
| Cheniere Energy Partners Lp CQP 3.25 01/31/32 | — | 16411QAN1 US16411QAN16 | DBT CORP | 30,000 PA | $28.0K | 0.053% | US |
| Federal National Mortgage Association FN BF0301 | — | 3140FXKP6 US3140FXKP65 | ABS-MBS USGSE | 28,052.45 PA | $27.8K | 0.052% | US |
| Government National Mortgage Association G2 BS1757 | — | 3617MB5S4 US3617MB5S42 | ABS-MBS USGA | 28,153 PA | $27.4K | 0.052% | US |
| Lehman Xs Trust LXS 2006-GP3 2A2 | — | 525228AD4 US525228AD49 | ABS-O CORP | 10,213.88 PA | $25.3K | 0.048% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 2-Year T-Note Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 76 NC | $24.8K | 0.047% | US |
| Nomura Asset Acceptance Corp Alternative Loan… NAA 2006-AF2 4A | — | 65536XAD5 US65536XAD57 | ABS-O CORP | 25,348.33 PA | $24.5K | 0.046% | US |
| Government National Mortgage Association GN BS1754 | — | 3617MB5P0 US3617MB5P03 | ABS-MBS USGA | 25,130.1 PA | $24.4K | 0.046% | US |
| Spirit Airlines, LLC Spirit Airlines, LLC DIP New Money Term Loan … | — | 000000000 — | LON CORP | 24,703.86 PA | $24.1K | 0.045% | US |
| CHICAGO MERCANTILE EXCHANGE INC. Three-Month SOFR Futures, Dec-2025,ETH | — | 000000000 — | DIR CORP | 34 NC | $22.9K | 0.043% | US |
| Bombardier Inc. BBDBCN 7.25 07/01/31 144A | — | 097751CB5 US097751CB51 | DBT CORP | 20,000 PA | $21.3K | 0.040% | CA |
| Viking Cruises, Ltd. VIKCRU 9.125 07/15/31 144A | — | 92676XAG2 US92676XAG25 | DBT CORP | 20,000 PA | $21.3K | 0.040% | BM |
| Venture Global Plaquemines Lng LLC VEGLPL 6.5 06/15/34 144A | — | 922966AF3 US922966AF34 | DBT CORP | 20,000 PA | $21.0K | 0.040% | US |
| Royal Caribbean Group RCL 6 02/01/33 144A | — | 780153BV3 US780153BV38 | DBT CORP | 20,000 PA | $20.7K | 0.039% | LR |
| Black Pearl Compute LLC BLKPRL 6.125 02/15/31 144A | — | 09216NAA8 US09216NAA81 | DBT CORP | 20,000 PA | $20.5K | 0.039% | US |
| NRG Energy, Inc. NRG 5.75 01/15/34 144A | — | 629377DC3 US629377DC38 | DBT CORP | 20,000 PA | $20.3K | 0.038% | US |
| Millrose Properties Inc. MRP 6.25 09/15/32 144A | — | 601137AB8 US601137AB81 | DBT CORP | 20,000 PA | $20.3K | 0.038% | US |
| NCL Corporation Ltd. NCLH 5.875 01/15/31 144A | — | 62886HBY6 US62886HBY62 | DBT CORP | 20,000 PA | $20.2K | 0.038% | BM |
| NCL Corporation Ltd. NCLH 6.25 09/15/33 144A | — | 62886HBZ3 US62886HBZ38 | DBT CORP | 20,000 PA | $20.2K | 0.038% | BM |
| Enterprise Products Operating LLC EPD V5.375 02/15/78 | — | 29379VBR3 US29379VBR33 | DBT CORP | 20,000 PA | $20.2K | 0.038% | US |
| United States Treasury Bonds T 4.625 11/15/45 | — | 912810UQ9 US912810UQ93 | DBT UST | 20,000 PA | $20.1K | 0.038% | US |
| Versant Media Group Inc VERSANT MEDIA GROUP INC | — | 000000000 — | LON CORP | 20,000 PA | $20.0K | 0.038% | US |
| Truist Insurance Holdings, LLC Truist Insurance Holdings Term Loan B 275 203… | — | 89788VAG7 US89788VAG77 | LON CORP | 20,000 PA | $19.7K | 0.037% | US |
| Federal National Mortgage Association FNR 2012-51 B | — | 3136A54N3 US3136A54N33 | ABS-O USGSE | 17,623.14 PA | $19.4K | 0.037% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II M… GNR 2014-50 IO | — | 38378NF99 US38378NF990 | ABS-O USGA | 813,299.55 PA | $18.9K | 0.036% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. U.S. Treasury Bond Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 16 NC | $18.8K | 0.035% | US |
| CHARTER COMMUNICATIONS OPERATING LLC CHTR 5.375 04/01/38 | — | 161175BM5 US161175BM51 | DBT CORP | 20,000 PA | $18.5K | 0.035% | US |
| Western Midstream Operating LP WES 5.45 04/01/44 | — | 958254AD6 US958254AD64 | DBT CORP | 20,000 PA | $18.4K | 0.035% | US |
| First Horizon Mortgage Pass Through Trust 200… FHAMS 2005-AA12 1A1 | — | 32051GQ57 US32051GQ578 | ABS-O CORP | 25,144.89 PA | $17.8K | 0.034% | US |
| CVS Health Corp CVSPAS 6.036 12/10/28 | — | 126650BP4 US126650BP48 | DBT CORP | 17,038.39 PA | $17.3K | 0.033% | US |
| JPMorgan Chase Bank, National Association USD/BRL FORWARD | — | 000000000 — | DFE CORP | 1 NC | $17.1K | 0.032% | US |
| CHICAGO MERCANTILE EXCHANGE Options on Three-Month SOFR Futures | — | 000000000 — | DIR CORP | 43 NC | $16.7K | 0.031% | US |
| ASX 24 ASX 10 Year Treasury Bond Futures | — | 000000000 — | DIR CORP | 14 NC | $15.7K AUD | 0.030% | N/A |
| Bank of America, National Association BRL/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $14.2K | 0.027% | US |
| CHICAGO MERCANTILE EXCHANGE Options on Three-Month SOFR Futures | — | 000000000 — | DIR CORP | 98 NC | $13.5K | 0.025% | US |
| Spirit Airlines, LLC Spirit Airlines, LLC Third DIP New Money TL | — | 000000000 — | LON CORP | 12,100.49 PA | $11.8K | 0.022% | US |
| CITIBANK, NATIONAL ASSOCIATION INR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $11.4K | 0.022% | US |
| Venture Global Plaquemines Lng LLC VEGLPL 7.75 05/01/35 144A | — | 922966AB2 US922966AB20 | DBT CORP | 10,000 PA | $11.3K | 0.021% | US |
| Venture Global Plaquemines Lng LLC VEGLPL 7.5 05/01/33 144A | — | 922966AA4 US922966AA47 | DBT CORP | 10,000 PA | $11.1K | 0.021% | US |
| Argentina (Republic Of) ARGENT 0.75 07/09/30 | — | 040114HS2 US040114HS26 | DBT NUSS | 13,032 PA | $11.1K | 0.021% | AR |
| VERSANT MEDIA GROUP INC VSNT 7.25 01/30/31 144A | — | 925283AA1 US925283AA12 | DBT CORP | 10,000 PA | $10.2K | 0.019% | US |
| United Airlines Holdings Inc UAL 5.375 03/01/31 | — | 910047AL3 US910047AL34 | DBT CORP | 10,000 PA | $10.2K | 0.019% | US |
| Lehman XS Trust Series 2006-16N LXS 2006-16N A4B | — | 52522DAN1 US52522DAN12 | ABS-O CORP | 6,697.08 PA | $10.1K | 0.019% | US |
| Petco Health and Wellness Company Inc WOOF 8.25 02/01/31 144A | — | 71601VAA3 US71601VAA35 | DBT CORP | 10,000 PA | $9.8K | 0.018% | US |
| Oracle Corp. ORCL 6.85 02/04/66 | — | 68389XEC5 US68389XEC56 | DBT CORP | 10,000 PA | $9.6K | 0.018% | US |
| JPMorgan Chase Bank, National Association AUD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $8.5K | 0.016% | US |
| Government National Mortgage Association GNR 2017-41 IO | — | 38379RPH0 US38379RPH02 | ABS-O USGA | 321,674.94 PA | $7.5K | 0.014% | US |
| CHICAGO BOARD OF TRADE 5-Year T-Note Weekly Options - Week 4 | — | 000000000 — | DIR CORP | 51 NC | $7.2K | 0.014% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION IRS BRL | — | 000000000 — | DIR CORP | 1 NC | $6.8K BRL | 0.013% | US |