1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
2 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000041214 | BBBIX | NOT_LISTED | not exchange-listed | — |
| C000041213 | BBBMX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
488 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| F/C US 5YR NOTE (CBT) JUN26 FUTURE CONTRACT ON US 5YR NOTE (CBT… | — | — — | DIR CORP |
| -$544.57M |
| -5.180% |
| US |
| F/C US 2YR NOTE (CBT) JUN26 FUTURE CONTRACT ON US 2YR NOTE (CBT… | — | — — | DIR CORP | -2,100 NC | -$434.96M | -4.138% | US |
| GNMA #080312 V/R 8/20/29 GINNIE MAE II POOL P#80312 V/R 5.37500000 | — | 36225CK21 US36225CK212 | ABS-MBS USGSE | 1,643.23 PA | $1.6K | 0.000% | US |
| FHLMC P#1Q0072 V/R 04/01/36 FREDDIE MAC NON GOLD POOL P#1Q0072 V/R 6.4670… | — | 3128S4CH8 US3128S4CH81 | ABS-MBS USGA | 5,778.38 PA | $5.9K | 0.000% | US |
| FHLMC P#1N0333 V/R 12/01/36 FREDDIE MAC NON GOLD POOL P#1N0333 V/R 5.9900… | — | 3128QGLN0 US3128QGLN03 | ABS-MBS USGA | 10,615.81 PA | $11.0K | 0.000% | US |
| EFF 2022-4 A2 5.76% 05/20/26 ENTERPRISE FLEET FINANCING 2022-4 LLC SER 202… | — | 29374GAB7 US29374GAB77 | ABS-CBDO CORP | 12,311.45 PA | $12.3K | 0.000% | US |
| FNMA P887626 V/R 07/01/36 FNMA P887626 V/R 07/01/36 6.71400000 | — | 31410FD77 US31410FD775 | ABS-MBS USGSE | 13,872.46 PA | $14.4K | 0.000% | US |
| UMBS P#906281 V/R 01/01/37 FANNIE MAE POOL UMBS P#906281 V/R 5.99300000 | — | 31411E2N6 US31411E2N63 | ABS-MBS USGSE | 16,859.55 PA | $17.3K | 0.000% | US |
| FNMA P745925 V/R 09/01/36 FNMA P745925 V/R 09/01/36 6.43700000 | — | 31403DVS5 US31403DVS51 | ABS-MBS USGSE | 22,387.85 PA | $23.1K | 0.000% | US |
| AMERICAN HONDA 4.45% 10/22/27 AMERICAN HONDA FINANCE REGD MTN SER GMTN 4.45… | — | 02665WFT3 US02665WFT36 | DBT CORP | 55,000 PA | $55.0K | 0.001% | US |
| UMBS P#889633 5.5% 08/01/37 FANNIE MAE POOL UMBS P#889633 5.50000000 | — | 31410KLN2 US31410KLN27 | ABS-MBS USGSE | 94,830.54 PA | $97.8K | 0.001% | US |
| UMBS P#735997 5.5% 11/01/35 FANNIE MAE POOL UMBS P#735997 5.50000000 | — | 31402RUW7 US31402RUW77 | ABS-MBS USGSE | 97,458.99 PA | $100.5K | 0.001% | US |
| UMBS P#AL2472 6.5% 06/01/40 FANNIE MAE POOL UMBS P#AL2472 6.50000000 | — | 3138EJXA1 US3138EJXA11 | ABS-MBS USGSE | 490,124.74 PA | $520.8K | 0.005% | US |
| BAXTER INTERNA 1.915% 02/01/27 BAXTER INTERNATIONAL INC REGD 1.91500000 | — | 071813CL1 US071813CL19 | DBT CORP | 970,000 PA | $950.7K | 0.009% | US |
| OMFIT 2022-3A 5.94% 04/14/26 ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3 SER 2… | — | 68269PAA5 US68269PAA57 | ABS-CBDO CORP | 1,009,787.98 PA | $1.01M | 0.010% | US |
| BXMT 2020-FL2 A V/R 07/15/22 BXMT 2020-FL2 LTD SER 2020-FL2 CL A V/R REGD … | — | 12434LAA2 US12434LAA26 | ABS-CBDO CORP | 1,019,438.39 PA | $1.02M | 0.010% | KY |
| NMEF 2023-A A2 6.57% 06/17/30 NMEF FUNDING 2023-A LLC SER 2023-A CL A2 REGD… | — | 62890QAB1 US62890QAB14 | ABS-CBDO CORP | 1,060,527.41 PA | $1.06M | 0.010% | US |
| UMBS P#310104 5.5% 08/01/37 FANNIE MAE POOL UMBS P#310104 5.50000000 | — | 31374CNV4 US31374CNV45 | ABS-MBS USGSE | 1,098,830.36 PA | $1.12M | 0.011% | US |
| AXIS 2023-1A A 6.09% 12/20/29 AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC SE… | — | 03236YAB1 US03236YAB11 | ABS-CBDO CORP | 1,259,683.71 PA | $1.27M | 0.012% | US |
| ECAF 2015-1A 3.473% 06/15/22 ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.… | — | 26827EAA3 US26827EAA38 | ABS-CBDO CORP | 1,563,907.82 PA | $1.41M | 0.013% | KY |
| DTRT 2023-1 A3 5.9% 03/15/27 DAIMLER TRUCKS RETAIL TRUST 2023-1 SER 2023-1… | — | 233868AC2 US233868AC20 | ABS-CBDO CORP | 1,518,695.31 PA | $1.52M | 0.014% | US |
| UMBS P#735676 5% 07/01/35 FANNIE MAE POOL UMBS P#735676 5.00000000 | — | 31402RJV2 US31402RJV24 | ABS-MBS USGSE | 1,578,861.15 PA | $1.59M | 0.015% | US |
| ARIFL 2023-B A 6.05% 07/15/32 ARI FLEET LEASE TRUST 2023-B SER 2023-B CL A2… | — | 04033GAB3 US04033GAB32 | ABS-CBDO CORP | 1,652,798.5 PA | $1.66M | 0.016% | US |
| FCRT 2024-1 A2 5.49% 11/15/26 FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUS… | — | 35105AAB3 US35105AAB35 | ABS-CBDO CORP | 1,710,064.05 PA | $1.71M | 0.016% | US |
| ATLANTIC CITY EL 2.3% 03/15/31 ATLANTIC CITY ELECTRIC REGD 2.30000000 | — | 048303CJ8 US048303CJ83 | DBT CORP | 1,920,000 PA | $1.73M | 0.016% | US |
| DUKE ENERGY OH 2.125% 06/01/30 DUKE ENERGY OHIO INC REGD 2.12500000 | — | 26442EAH3 US26442EAH36 | DBT CORP | 1,910,000 PA | $1.74M | 0.017% | US |
| ADVENT HEALTH 2.952% 03/01/29 ADVENT HEALTH SYSTEM REGD 2.95200000 | — | 007944AF8 US007944AF80 | DBT CORP | 1,925,000 PA | $1.83M | 0.017% | US |
| CCG 2023-2 A2 6.28% 03/14/27 CCG RECEIVABLES TRUST SER 2023-2 CL A2 REGD 1… | — | 12511QAB5 US12511QAB59 | ABS-CBDO CORP | 1,818,027.18 PA | $1.83M | 0.017% | US |
| GOLDMAN SACHS GRO V/R 02/24/28 GOLDMAN SACHS GROUP INC REGD V/R 2.64000000 | — | 38141GZK3 US38141GZK39 | DBT CORP | 1,925,000 PA | $1.90M | 0.018% | US |
| BANK OF AMERICA C V/R 04/24/28 BANK OF AMERICA CORP REGD V/R MTN 3.70500000 | — | 06051GGL7 US06051GGL77 | DBT CORP | 1,920,000 PA | $1.91M | 0.018% | US |
| BOSTON PROPERTI 2.75% 10/01/26 BOSTON PROPERTIES LP REGD 2.75000000 | — | 10112RAY0 US10112RAY09 | DBT CORP | 1,920,000 PA | $1.91M | 0.018% | US |
| WELLS FARGO & COM V/R 03/24/28 WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 | — | 95000U2V4 US95000U2V48 | DBT CORP | 1,925,000 PA | $1.91M | 0.018% | US |
| FELLS POINT FU 3.046% 01/31/27 FELLS POINT FUNDING TR REGD 144A P/P 3.046000… | — | 314382AA0 US314382AA01 | DBT CORP | 1,930,000 PA | $1.91M | 0.018% | US |
| HUNTINGTON NATION V/R 05/17/28 HUNTINGTON NATIONAL BANK REGD V/R 4.55200000 | — | 44644MAF8 US44644MAF86 | DBT CORP | 1,915,000 PA | $1.91M | 0.018% | US |
| F&G GLOBAL FUND 1.75% 06/30/26 F&G GLOBAL FUNDING REGD 144A P/P 1.75000000 | — | 30321L2A9 US30321L2A99 | DBT CORP | 1,925,000 PA | $1.92M | 0.018% | US |
| CNO GLOBAL FUN 5.875% 06/04/27 CNO GLOBAL FUNDING REGD 144A P/P MTN 5.875000… | — | 18977W2D1 US18977W2D15 | DBT CORP | 1,910,000 PA | $1.93M | 0.018% | US |
| BRIGHTHSE FIN G 5.55% 04/09/27 BRIGHTHSE FIN GLBL FUND REGD 144A P/P MTN 5.5… | — | 10921U2J6 US10921U2J68 | DBT CORP | 1,925,000 PA | $1.94M | 0.018% | US |
| BROOKLYN UNION 4.632% 08/05/27 BROOKLYN UNION GAS CO REGD 144A P/P 4.63200000 | — | 114259AV6 US114259AV67 | DBT CORP | 1,940,000 PA | $1.94M | 0.018% | US |
| MASSMUTUAL GLOBA 5.1% 04/09/27 MASSMUTUAL GLOBAL FUNDIN REGD 144A P/P MTN 5.… | — | 57629W4S6 US57629W4S64 | DBT CORP | 1,924,000 PA | $1.94M | 0.018% | US |
| CITIZENS BANK NA/ V/R 08/09/28 CITIZENS BANK NA/RI REGD V/R 4.57500000 | — | 75524KPG3 US75524KPG30 | DBT CORP | 1,940,000 PA | $1.94M | 0.018% | US |
| ILLUMINA INC 5.75% 12/13/27 ILLUMINA INC REGD 5.75000000 | — | 452327AP4 US452327AP42 | DBT CORP | 1,910,000 PA | $1.94M | 0.018% | US |
| US BANCORP V/R 06/12/29 US BANCORP REGD V/R 5.77500000 | — | 91159HJM3 US91159HJM34 | DBT CORP | 1,910,000 PA | $1.96M | 0.019% | US |
| PACIFICORP 5.45% 02/15/34 PACIFICORP REGD 5.45000000 | — | 695114DD7 US695114DD77 | DBT CORP | 1,940,000 PA | $1.96M | 0.019% | US |
| JOHN DEERE CAPIT 4.9% 03/07/31 JOHN DEERE CAPITAL CORP REGD MTN 4.90000000 | — | 24422EXN4 US24422EXN48 | DBT CORP | 1,935,000 PA | $1.97M | 0.019% | US |
| CONCENTRIX CORP 6.6% 08/02/28 CONCENTRIX CORP REGD 6.60000000 | — | 20602DAB7 US20602DAB73 | DBT CORP | 2,000,000 PA | $1.98M | 0.019% | US |
| PRINCIPAL LFE GL 5.5% 06/28/28 PRINCIPAL LFE GLB FND II REGD 144A P/P MTN 5.… | — | 74256LEW5 US74256LEW54 | DBT CORP | 1,955,000 PA | $1.99M | 0.019% | US |
| GENERAL MOTORS F 1.5% 06/10/26 GENERAL MOTORS FINL CO REGD 1.50000000 | — | 37045XDK9 US37045XDK90 | DBT CORP | 2,000,000 PA | $1.99M | 0.019% | US |
| BANK OF NY MELLON V/R 10/25/29 BANK OF NY MELLON CORP REGD V/R MTN 6.31700000 | — | 06406RBT3 US06406RBT32 | DBT CORP | 1,925,000 PA | $2.01M | 0.019% | US |
| TARGA RESOURCES 5.2% 07/01/27 TARGA RESOURCES CORP REGD 5.20000000 | — | 87612KAA0 US87612KAA07 | DBT CORP | 2,000,000 PA | $2.01M | 0.019% | US |
| EVERGY MISSOURI 5.15% 12/15/27 EVERGY MISSOURI WEST INC REGD 144A P/P 5.1500… | — | 30037FAA8 US30037FAA84 | DBT CORP | 2,000,000 PA | $2.02M | 0.019% | 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 ($9.52B), not of the fund’s net assets ($10.51B). The two differ by cash, derivatives filed with no market value, and rounding.