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.
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
991 positions in this filing
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 56.4% of reported value reaches a classification.
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Chicago Board of Trade US 10YR NOTE JUN 26 | — | 000000000 — | DIR OTHER | 573 NC | -$1.25M | -0.078% | US |
| Chicago Board of Trade US LONG BOND JUN 26 | — | 000000000 — | DIR OTHER | 268 NC | -$988.0K | -0.062% | US |
| Chicago Board of Trade US ULTRA T-BOND JUN 26 | — | 000000000 — | DIR OTHER | 171 NC | -$682.4K | -0.043% | US |
| Chicago Board of Trade US ULTRA 10YR NOTE JUN 26 | — | 000000000 — | DIR OTHER | 30 NC | -$76.5K | -0.005% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3138EHJU7 US3138EHJU74 | ABS-MBS USGA | 236.2 PA | $235.64 | 0.000% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31374TNX3 US31374TNX36 | ABS-MBS USGA | 405.25 PA | $418.96 | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31380HST5 US31380HST58 | ABS-MBS USGA | 1,158.95 PA | $1.2K | 0.000% | US |
| SABRE GLBL INC Sabre GLBL Inc | — | 78573NAL6 US78573NAL64 | DBT CORP | 2,000 PA | $1.7K | 0.000% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31385H7A4 US31385H7A47 | ABS-MBS USGA | 1,950.31 PA | $2.0K | 0.000% | US |
| FREDDIE MAC GOLD | — | 31287YVF8 US31287YVF86 | ABS-MBS USGA | 2,309.63 PA | $2.4K | 0.000% | US |
| GOEASY LTD goeasy Ltd | — | 380355AN7 US380355AN75 | DBT CORP | 3,000 PA | $2.5K | 0.000% | CA |
| DIRECTV FINANCING LLC Directv Financing LLC | — | 254945AA6 US254945AA66 | DBT CORP | 3,000 PA | $3.0K | 0.000% | US |
| RESIDENTIAL MORTGAGE TRUST RMLT_20-1 | — | 76119CAC5 US76119CAC55 | ABS-CBDO CORP | 3,778.44 PA | $3.8K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31391BUW5 US31391BUW52 | ABS-MBS USGA | 3,867.22 PA | $4.0K | 0.000% | US |
| AMSTED INDUSTRIES Amsted Industries Inc | — | 032177AK3 US032177AK30 | DBT CORP | 4,000 PA | $4.0K | 0.000% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3138EMT35 US3138EMT353 | ABS-MBS USGA | 4,122.46 PA | $4.1K | 0.000% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3138EMT76 US3138EMT767 | ABS-MBS USGA | 4,122.46 PA | $4.1K | 0.000% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3138EMT43 US3138EMT437 | ABS-MBS USGA | 4,122.46 PA | $4.1K | 0.000% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3138EMT50 US3138EMT502 | ABS-MBS USGA | 4,122.46 PA | $4.1K | 0.000% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3138AKT74 US3138AKT744 | ABS-MBS USGA | 4,747.23 PA | $4.7K | 0.000% | US |
| BAUSCH HEALTH AMERICAS Bausch Health Americas Inc | — | 91911XAW4 US91911XAW48 | DBT CORP | 5,000 PA | $5.0K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31383RF49 US31383RF493 | ABS-MBS USGA | 4,921.44 PA | $5.2K | 0.000% | US |
| SM ENERGY CO SM Energy Co | — | 17888HAC7 US17888HAC79 | DBT CORP | 5,000 PA | $5.3K | 0.000% | US |
| IHEARTCOMMUNICATIONS INC iHeartCommunications Inc | — | 45174HBJ5 US45174HBJ59 | DBT CORP | 6,118 PA | $5.6K | 0.000% | US |
| ALLY FINANCIAL INC Ally Financial Inc | — | 02005NBY5 US02005NBY58 | DBT CORP | 6,000 PA | $5.8K | 0.000% | US |
| ITT HOLDINGS LLC ITT Holdings LLC | — | 45074JAA2 US45074JAA25 | DBT CORP | 6,000 PA | $5.8K | 0.000% | US |
| CLEVELAND-CLIFFS INC Cleveland-Cliffs Inc | — | 185899AR2 US185899AR28 | DBT CORP | 6,000 PA | $5.9K | 0.000% | US |
| NRG ENERGY INC NRG Energy Inc | — | 629377CS9 US629377CS98 | DBT CORP | 7,000 PA | $6.4K | 0.000% | US |
| UNITEDHEALTH GROUP INC UnitedHealth Group Inc | — | 91324PFC1 US91324PFC14 | DBT CORP | 7,000 PA | $6.4K | 0.000% | US |
| MFRA Trust MFA 2021-INV1 Trust | — | 552747AB3 US552747AB39 | ABS-MBS CORP | 6,641.41 PA | $6.5K | 0.000% | US |
| GOEASY LTD goeasy Ltd | — | 380355AM9 US380355AM92 | DBT CORP | 8,000 PA | $6.6K | 0.000% | CA |
| Freddie Mac Freddie Mac Gold Pool | — | 31283HR72 US31283HR723 | ABS-MBS USGSE | 6,342.97 PA | $6.7K | 0.000% | US |
| CLEVELAND-CLIFFS INC Cleveland-Cliffs Inc | — | 185899AP6 US185899AP61 | DBT CORP | 7,000 PA | $6.8K | 0.000% | US |
| FREDDIE MAC GOLD | — | 31287RQW2 US31287RQW24 | ABS-MBS USGA | 6,673.42 PA | $6.8K | 0.000% | US |
| UNITED WHOLESALE MTGE LL United Wholesale Mortgage LLC | — | 913229AC4 US913229AC47 | DBT CORP | 7,000 PA | $6.9K | 0.000% | US |
| VISIO_19-2 | — | 92837DAC1 US92837DAC11 | ABS-CBDO CORP | 7,137.38 PA | $7.1K | 0.000% | US |
| SM ENERGY CO SM Energy Co | — | 78454LAY6 US78454LAY65 | DBT CORP | 7,000 PA | $7.1K | 0.000% | US |
| WHIRLPOOL CORP Whirlpool Corp | — | 963320BE5 US963320BE54 | DBT CORP | 8,000 PA | $7.6K | 0.000% | US |
| WHIRLPOOL CORP Whirlpool Corp | — | 963320BD7 US963320BD71 | DBT CORP | 8,000 PA | $7.8K | 0.000% | US |
| CSC HOLDINGS LLC CSC Holdings LLC | — | 126307AQ0 US126307AQ03 | DBT CORP | 9,000 PA | $7.8K | 0.000% | US |
| CNTRL PARENT/CDK GLB INC Central Parent Inc / CDK Global Inc | — | 15477CAA3 US15477CAA36 | DBT CORP | 11,000 PA | $7.9K | 0.000% | US |
| MATCH GROUP HLD II LLC Match Group Holdings II LLC | — | 57665RAG1 US57665RAG11 | DBT CORP | 8,000 PA | $8.0K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31391VUW1 US31391VUW17 | ABS-MBS USGA | 7,766.22 PA | $8.2K | 0.001% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31385JNA2 US31385JNA24 | ABS-MBS USGA | 7,899.52 PA | $8.2K | 0.001% | US |
| Chicago Board of Trade US 5YR NOTE JUN 26 | — | 000000000 — | DIR OTHER | -26 NC | $8.2K | 0.001% | US |
| SABRE GLBL INC Sabre GLBL Inc | — | 78573NAN2 US78573NAN21 | DBT CORP | 10,000 PA | $8.3K | 0.001% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 31379YKX0 US31379YKX03 | ABS-MBS USGA | 8,068.12 PA | $8.4K | 0.001% | US |
| GOEASY LTD goeasy Ltd | — | 380355AR8 US380355AR89 | DBT CORP | 11,000 PA | $8.9K | 0.001% | CA |
| PG&E CORP PG&E Corp | — | 69331CAN8 US69331CAN83 | DBT CORP | 9,000 PA | $8.9K | 0.001% | US |
| RHP HOTEL PPTY/RHP FINAN RHP Hotel Properties LP / RHP Finance Corp | — | 74984CAA6 US74984CAA62 | DBT OTHER | 9,000 PA | $8.9K | 0.001% | US |
Percentages are of the reported value of positions above ($1.64B), not of the fund’s net assets ($1.60B). The two differ by cash, derivatives filed with no market value, and rounding.