1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
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
as filed
N-PORT Item C.4.b
2,597 positions in this filing
| -$1.86M |
| -0.217% |
| US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F050643 US01F0506430 | ABS-MBS USGSE | -1,140,000 PA | -$1.12M | -0.131% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F042640 US01F0426407 | ABS-MBS USGSE | -933,000 PA | -$900.4K | -0.105% | US |
| N/A U.S. Treasury 10-Year Note | — | — — | DIR OTHER | 1,092 NC | -$859.3K | -0.100% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F060642 US01F0606420 | ABS-MBS USGSE | -713,000 PA | -$726.8K | -0.084% | US |
| N/A U.S. Treasury 5-Year Note | — | — — | DIR OTHER | 1,436 NC | -$426.5K | -0.050% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F052649 US01F0526495 | ABS-MBS USGSE | -396,000 PA | -$397.8K | -0.046% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F030645 US01F0306450 | ABS-MBS USGSE | -409,000 PA | -$359.2K | -0.042% | US |
| N/A S&P 500 E-Mini Index | — | — — | DE OTHER | 32 NC | -$207.1K | -0.024% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F020646 US01F0206460 | ABS-MBS USGSE | -199,000 PA | -$160.2K | -0.019% | US |
| Government National Mortgage Association | — | 21H040640 US21H0406403 | ABS-MBS USGA | -113,000 PA | -$105.8K | -0.012% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F020448 US01F0204481 | ABS-MBS USGSE | -12,000 PA | -$11.0K | -0.001% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F042442 US01F0424428 | ABS-MBS USGSE | -9,000 PA | -$8.9K | -0.001% | US |
| N/A CDS | — | — — | DCR OTHER | 270,000 PA | -$7.4K | -0.001% | US |
| N/A CDS | — | — — | DCR OTHER | 220,000 PA | -$6.0K | -0.001% | US |
| N/A CDI | — | — — | DCR OTHER | 1,660,100 PA | -$5.8K | -0.001% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F030447 US01F0304471 | ABS-MBS USGSE | -4,000 PA | -$3.8K | -0.000% | US |
| N/A U.S. Treasury 2-Year Note | — | — — | DIR OTHER | 8 NC | -$2.1K | -0.000% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F040446 US01F0404461 | ABS-MBS USGSE | -2,000 PA | -$2.0K | -0.000% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F022444 US01F0224448 | ABS-MBS USGSE | -2,000 PA | -$1.9K | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 70,000 PA | -$1.1K | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 70,000 PA | -$1.1K | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 70,000 PA | -$992.63 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 60,000 PA | -$989.58 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 40,000 PA | -$749.04 | -0.000% | GB |
| N/A CDS | — | — — | DCR OTHER | 60,000 PA | -$710.74 | -0.000% | GB |
| N/A CDS | — | — — | DCR OTHER | 50,000 PA | -$592.28 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 30,000 PA | -$547.20 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 30,000 PA | -$428.11 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 30,000 PA | -$412.80 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 30,000 PA | -$408.99 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 336,000 PA | -$384.27 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 60,000 PA | -$331.55 | -0.000% | GB |
| N/A CDS | — | — — | DCR OTHER | 10,000 PA | -$189.14 | -0.000% | GB |
| N/A CDS | — | — — | DCR OTHER | 10,000 PA | -$167.15 | -0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 138,000 PA | -$157.83 | -0.000% | US |
| NMG Parent LLC | — | 629ESC039 — | EC CORP | 81 NS | $0.00 | 0.000% | US |
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Capital Trust… | — | — — | DBT CORP | 15,000 PA | $0.00 | 0.000% | JP |
| Mexican Peso | — | — — | STIV OTHER | -0.01 OU | $0.00 MXN | 0.000% | MX |
| N/A Service King Midas International | — | — — | DE OTHER | 394 NS | $0.00 | 0.000% | US |
| New Taiwan Dollar | — | — — | STIV OTHER | 0.25 OU | $0.01 TWD | 0.000% | TW |
| Wolverine Escrow LLC | — | — — | DBT CORP | 92,000 PA | $0.01 | 0.000% | US |
| Lehman Brothers Holdings, Inc. | — | — US524ESCR449 | DBT CORP | 203,000 PA | $0.02 | 0.000% | US |
| SIRVA, Inc. | — | — — | EC CORP | 57.92 NS | $36.95 | 0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 20,000 PA | $50.86 | 0.000% | GB |
| N/A CDS | — | — — | DCR OTHER | 20,000 PA | $50.88 | 0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 117,800 PA | $60.86 | 0.000% | US |
| N/A CapitaLand Ascendas REIT | — | — SGXZ38452744 | DE OTHER | 778 NS | $79.47 SGD | 0.000% | SG |
| N/A CDS | — | — — | DCR OTHER | 470,000 PA | $117.36 | 0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 670,000 PA | $167.29 | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 9.0% of reported value reaches a classification.
Percentages are of the reported value of positions above ($871.72M), not of the fund’s net assets ($860.42M). The two differ by cash, derivatives filed with no market value, and rounding.