1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-27
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
2,894 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| HARRIMAN PARK CLO LTD 2020-1R HRPK 2020-1A ARR | — | 413717BC2 US413717BC20 | ABS-CBDO CORP | 10,000,000 PA | $10.01M | 0.255% | KY |
| GOLUB CAPITAL PARTNERS 2023-R GCBSL 2019-43A A1R | — | 38180PAA4 US38180PAA49 | ABS-CBDO CORP | 10,000,000 PA | $10.00M | 0.255% | KY |
| United States Treasury Notes T 4.25 11/15/34 | — | 91282CLW9 US91282CLW90 | DBT UST | 9,750,000 PA | $9.75M | 0.248% | US |
| United States Treasury Bonds TII 0.75 02/15/42 | — | 912810QV3 US912810QV35 | DBT UST | 12,357,420.7 PA | $9.51M | 0.242% | US |
| United States Treasury Notes T 4.375 05/15/34 | — | 91282CKQ3 US91282CKQ32 | DBT UST | 9,400,000 PA | $9.50M | 0.242% | US |
| Bank of America Corp. BAC V1.898 07/23/31 MTN | — | 06051GJF7 US06051GJF72 | DBT CORP | 10,513,000 PA | $9.37M | 0.239% | US |
| United States Treasury Bonds T 3 05/15/47 | — | 912810RX8 US912810RX81 | DBT UST | 12,437,000 PA | $9.24M | 0.235% | US |
| United States Treasury Bonds T 4.625 11/15/44 | — | 912810UF3 US912810UF39 | DBT UST | 9,410,000 PA | $9.10M | 0.232% | US |
| United States Treasury Bonds T 5 05/15/45 | — | 912810UL0 US912810UL07 | DBT UST | 8,980,000 PA | $9.10M | 0.232% | US |
| SILVER ROCK CLO I LTD SLVRK 2020-1A BRR | — | 82811RBC0 US82811RBC07 | ABS-CBDO CORP | 9,000,000 PA | $9.00M | 0.229% | KY |
| Trinitas Clo XXII Ltd. TRNTS 2023-22A AR | — | 89640HAN1 US89640HAN17 | ABS-CBDO CORP | 9,000,000 PA | $9.00M | 0.229% | BM |
| Avoca CLO XXIX DAC AVOCA 29A BR | — | 000000000 XS3168172461 | ABS-O CORP | 7,750,000 PA | $8.94M EUR | 0.228% | IE |
| OHA CREDIT PARTNERS XVII LTD OHACP 2024-17A A | — | 67120MAA3 US67120MAA36 | ABS-CBDO CORP | 8,750,000 PA | $8.75M | 0.223% | KY |
| POLEN CAPITAL CLO 2025-1 LTD POLEN 2025-1A A1 | — | 73110MAC9 US73110MAC91 | ABS-CBDO CORP | 8,750,000 PA | $8.75M | 0.223% | KY |
| ELMWOOD CLO II LTD ELMW2 2019-2A A1RR | — | 29001LAW1 US29001LAW19 | ABS-CBDO CORP | 8,750,000 PA | $8.75M | 0.223% | KY |
| Federal National Mortgage Association FN BM7051 | — | 3140JBZR0 US3140JBZR01 | ABS-MBS USGSE | 9,908,775.1 PA | $8.67M | 0.221% | US |
| Federal National Mortgage Association FN FA0227 | — | 3140W0HD0 US3140W0HD08 | ABS-MBS USGSE | 9,108,977.85 PA | $8.67M | 0.221% | US |
| Government National Mortgage Association G2-30YR-Multi | — | 21H040640 US21H0406403 | ABS-MBS USGA | 9,175,000 PA | $8.59M | 0.219% | US |
| Kennedy Lewis Clo 2 Ltd. KLLM 2A AR2 | — | 370910AC5 US370910AC51 | ABS-CBDO CORP | 8,500,000 PA | $8.51M | 0.217% | KY |
| Wells Fargo & Co. WFC V2.393 06/02/28 MTN | — | 95000U2S1 US95000U2S19 | DBT CORP | 8,461,000 PA | $8.26M | 0.210% | US |
| Battalion Clo 17 Ltd. BATLN 2021-17A A1R | — | 07133PAL3 US07133PAL31 | ABS-CBDO CORP | 8,250,000 PA | $8.25M | 0.210% | KY |
| Tikehau US CLO III Ltd/Tikehau US CLO III LLC TKO 2022-2A A1R | — | 88676NAQ0 US88676NAQ07 | ABS-CBDO CORP | 8,250,000 PA | $8.25M | 0.210% | BM |
| NGC 2024-I LTD NGC 2024-1A A1 | — | 652927AC8 US652927AC87 | ABS-CBDO CORP | 8,250,000 PA | $8.25M | 0.210% | JE |
| U.S. Treasury Security Stripped Interest Secu… S 0 08/15/36 | — | 9128337E4 US9128337E48 | DBT UST | 13,054,000 PA | $8.21M | 0.209% | US |
| United States Treasury Bonds T 4.625 11/15/45 | — | 912810UQ9 US912810UQ93 | DBT UST | 8,475,000 PA | $8.17M | 0.208% | US |
| United States Treasury Bonds T 1.625 11/15/50 | — | 912810SS8 US912810SS87 | DBT UST | 15,650,000 PA | $8.16M | 0.208% | US |
| AEP Texas Inc AEP 3.95 06/01/28 | — | 00108WAH3 US00108WAH34 | DBT CORP | 8,231,000 PA | $8.15M | 0.208% | US |
| Federal National Mortgage Association FNMA-30YR | — | 01F042657 US01F0426571 | ABS-MBS USGSE | 8,375,000 PA | $8.07M | 0.206% | US |
| Wellfleet Clo 2022-2 Ltd. WELF 2022-2A BR | — | 94949FAN3 US94949FAN33 | ABS-CBDO CORP | 8,000,000 PA | $8.00M | 0.204% | KY |
| Government National Mortgage Association GNR 2024-197 BN | — | 38385BGR5 US38385BGR50 | ABS-O USGA | 8,532,837.1 PA | $7.91M | 0.202% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN MA4306 | — | 31418DYC0 US31418DYC00 | ABS-MBS USGSE | 9,312,347.83 PA | $7.90M | 0.201% | US |
| United States Treasury Bonds T 2.75 11/15/47 | — | 912810RZ3 US912810RZ30 | DBT UST | 11,101,600 PA | $7.83M | 0.200% | US |
| Federal National Mortgage Association FN BZ2211 | — | 3140NWN50 US3140NWN501 | ABS-MBS USGSE | 8,000,000 PA | $7.83M | 0.200% | US |
| Government National Mortgage Association G2 MA7535 | — | 36179WLQ9 US36179WLQ95 | ABS-MBS USGA | 8,735,758.99 PA | $7.80M | 0.199% | US |
| Federal National Mortgage Association FNMA-30YR | — | 01F050635 US01F0506356 | ABS-MBS USGSE | 7,810,000 PA | $7.71M | 0.196% | US |
| Federal National Mortgage Association FN BZ2889 | — | 3140NXF73 US3140NXF737 | ABS-MBS USGSE | 7,677,713.16 PA | $7.68M | 0.196% | US |
| Mexico (United Mexican States) MEX 5.375 03/22/33 | — | 91087BBK5 US91087BBK52 | DBT NUSS | 7,482,000 PA | $7.31M | 0.186% | MX |
| United States Treasury Bonds T 4.75 11/15/53 | — | 912810TV0 US912810TV08 | DBT UST | 7,380,000 PA | $7.18M | 0.183% | US |
| Federal National Mortgage Association FNMA-15YR | — | 01F040446 US01F0404461 | ABS-MBS USGSE | 7,240,000 PA | $7.07M | 0.180% | US |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICA… SCRT 2019-4 MV | — | 35563PMN6 US35563PMN68 | ABS-O USGSE | 7,880,146.8 PA | $6.93M | 0.177% | US |
| United States Treasury Bonds T 2.375 11/15/49 | — | 912810SK5 US912810SK51 | DBT UST | 10,790,000 PA | $6.88M | 0.175% | US |
| United States Treasury Bonds T 4.375 11/15/39 | — | 912810QD3 US912810QD37 | DBT UST | 7,000,000 PA | $6.82M | 0.174% | US |
| ELMWOOD CLO III LLC ELMW3 2019-3A A1RR | — | 29002HAW9 US29002HAW97 | ABS-CBDO CORP | 6,750,000 PA | $6.75M | 0.172% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN MA4182 | — | 31418DUG5 US31418DUG59 | ABS-MBS USGSE | 8,141,610.1 PA | $6.63M | 0.169% | US |
| Federal National Mortgage Association FNMA-15YR | — | 01F052441 US01F0524417 | ABS-MBS USGSE | 6,470,000 PA | $6.60M | 0.168% | US |
| Avolon Holdings Funding Ltd. AVOL 5.15 01/15/30 144A | — | 05401AAX9 US05401AAX90 | DBT CORP | 6,245,000 PA | $6.27M | 0.160% | KY |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN… FHR 5269 AD | — | 3137H96B0 US3137H96B05 | ABS-O USGSE | 7,581,101 PA | $6.19M | 0.158% | US |
| AIMCO CLO 18 LTD AIMCO 2022-18A A1LR | — | 00889EBA2 US00889EBA29 | ABS-O CORP | 6,000,000 PA | $6.00M | 0.153% | JE |
| Trinitas Euro CLO VI DAC TRNTE 6A AR | — | 000000000 XS3208428089 | ABS-O CORP | 5,200,000 PA | $6.00M EUR | 0.153% | IE |
| United States Treasury Bonds T 1.25 05/15/50 | — | 912810SN9 US912810SN90 | DBT UST | 12,610,000 PA | $5.98M | 0.152% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 3.8% of reported value reaches a classification.
Percentages are of the reported value of positions above ($4.08B), not of the fund’s net assets ($3.92B). The two differ by cash, derivatives filed with no market value, and rounding.