1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-24
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
947 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| GNMA GNMA II, Single-family, 30 Year | — | 36179V4Y3 US36179V4Y37 | ABS-MBS USGA | 2,880,330.5 PA |
| 0.174% |
| US |
| CIFC Funding Ltd. CIFC Funding Ltd., Series 2020-1A, Class A1R | — | 12555QAN6 US12555QAN60 | ABS-CBDO CORP | 2,720,000 PA | $2.72M | 0.173% | KY |
| BAE Systems plc | — | 05523RAL1 US05523RAL15 | DBT CORP | 2,650,000 PA | $2.71M | 0.172% | GB |
| United States of America U.S. Treasury Notes | — | 91282CJZ5 US91282CJZ59 | DBT UST | 2,750,000 PA | $2.70M | 0.171% | US |
| Chase Home Lending Mortgage Trust Chase Home Lending Mortgage Trust, Series 202… | — | 16159YAX8 US16159YAX85 | ABS-MBS CORP | 2,647,126.26 PA | $2.65M | 0.168% | US |
| Regal Rexnord Corp. | — | 758750AM5 US758750AM58 | DBT CORP | 2,580,000 PA | $2.65M | 0.168% | US |
| Novartis Capital Corp. | — | 66989HAY4 US66989HAY45 | DBT CORP | 2,655,000 PA | $2.62M | 0.166% | US |
| Connecticut Avenue Securities Trust FNMA Connecticut Avenue Securities Trust | — | 20754UAA7 US20754UAA79 | ABS-MBS CORP | 2,602,000 PA | $2.62M | 0.166% | US |
| FNMA FNMA, Series 2024-93, Class FD | — | 3136BTK28 US3136BTK282 | ABS-MBS USGSE | 2,558,037.25 PA | $2.58M | 0.164% | US |
| Cross Mortgage Trust Cross Mortgage Trust, Series 2024-H1, Class A1 | — | 22757AAA4 US22757AAA43 | ABS-MBS CORP | 2,551,089.98 PA | $2.57M | 0.163% | US |
| Foundry JV Holdco LLC | — | 350930AC7 US350930AC75 | DBT CORP | 2,424,000 PA | $2.55M | 0.162% | US |
| Honda Auto Receivables Owner Trust Honda Auto Receivables Owner Trust, Series 20… | — | 43815CAB4 US43815CAB46 | ABS-O CORP | 2,555,000 PA | $2.55M | 0.162% | US |
| Broadcom, Inc. | — | 11135FBV2 US11135FBV22 | DBT CORP | 2,606,000 PA | $2.54M | 0.161% | US |
| Cheniere Energy Partners LP | — | 16411QAN1 US16411QAN16 | DBT CORP | 2,767,000 PA | $2.53M | 0.161% | US |
| Danby Park CLO Ltd. Danby Park CLO Ltd., Series 2022-1A, Class AR | — | 236057AN5 US236057AN54 | ABS-CBDO CORP | 2,510,000 PA | $2.52M | 0.160% | JE |
| JPMorgan Chase & Co. | — | 46647PBP0 US46647PBP09 | DBT CORP | 2,695,000 PA | $2.52M | 0.160% | US |
| Cross Mortgage Trust Cross Mortgage Trust, Series 2024-H4, Class A1 | — | 22758HAA8 US22758HAA86 | ABS-MBS CORP | 2,467,692.52 PA | $2.49M | 0.158% | US |
| Rogers Communications, Inc. | — | 775109CH2 US775109CH22 | DBT CORP | 2,653,000 PA | $2.48M | 0.157% | CA |
| Philip Morris International, Inc. | — | 718172DP1 US718172DP15 | DBT CORP | 2,460,000 PA | $2.48M | 0.157% | US |
| AS Mileage Plan IP Ltd. | — | 00218QAA8 US00218QAA85 | DBT CORP | 2,500,000 PA | $2.48M | 0.157% | KY |
| PNC Financial Services Group, Inc. (The) | — | 693475BE4 US693475BE43 | DBT CORP | 2,530,000 PA | $2.46M | 0.156% | US |
| FNMA FNMA, Series 2025-41, Class FA | — | 3136BV4Y1 US3136BV4Y13 | ABS-MBS USGSE | 2,404,561.48 PA | $2.43M | 0.154% | US |
| Venture Global Calcasieu Pass LLC | — | 92328MAE3 US92328MAE30 | DBT CORP | 2,360,000 PA | $2.43M | 0.154% | US |
| Macquarie Airfinance Holdings Ltd. | — | 55609NAC2 US55609NAC20 | DBT CORP | 2,345,000 PA | $2.43M | 0.154% | GB |
| Zoetis, Inc. | — | 98978VAS2 US98978VAS25 | DBT CORP | 2,646,000 PA | $2.41M | 0.153% | US |
| JPMDB Commercial Mortgage Securities Trust JPMDB Commercial Mortgage Securities Trust, S… | — | 48129RAV7 US48129RAV78 | ABS-MBS CORP | 2,435,626.58 PA | $2.38M | 0.151% | US |
| FNMA or FHLMC Uniform Mortgage-Backed Securities | — | 01F022451 US01F0224513 | ABS-MBS USGSE | 2,500,000 PA | $2.35M | 0.149% | US |
| Broadcom, Inc. | — | 11135FBX8 US11135FBX87 | DBT CORP | 2,275,000 PA | $2.32M | 0.147% | US |
| Plains All American Pipeline LP | — | 72650XE13 US72650XE132 | STIV CORP | 2,285,000 PA | $2.28M | 0.145% | US |
| Intercontinental Exchange, Inc. | — | 45856XES2 US45856XES27 | STIV CORP | 2,290,000 PA | $2.28M | 0.145% | US |
| KKR CLO 54 Ltd. KKR CLO 54 Ltd., Series 2024-54A, Class A | — | 48256VAA9 US48256VAA98 | ABS-CBDO CORP | 2,275,000 PA | $2.28M | 0.145% | KY |
| Citigroup, Inc. Citigroup, Inc., Series GG | — | 17327CBC6 US17327CBC64 | DBT CORP | 2,231,000 PA | $2.27M | 0.144% | US |
| BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2026-CSM… | — | 12433LAA3 US12433LAA35 | ABS-MBS CORP | 2,236,000 PA | $2.24M | 0.142% | US |
| RD Michigan Property Owner I LLC | — | 74941YAA0 US74941YAA01 | DBT CORP | 2,225,000 PA | $2.23M | 0.141% | US |
| DTE Energy Co. | — | 233331BM8 US233331BM83 | DBT CORP | 2,190,000 PA | $2.20M | 0.140% | US |
| MAD Commercial Mortgage Trust MAD Commercial Mortgage Trust, Series 2025-11… | — | 55616AAE7 US55616AAE73 | ABS-MBS CORP | 2,181,000 PA | $2.20M | 0.140% | US |
| 7-Eleven, Inc. | — | 817826AD2 US817826AD20 | DBT CORP | 2,322,000 PA | $2.20M | 0.140% | US |
| HOMES Trust HOMES Trust, Series 2024-NQM1, Class A1 | — | 40390TAA8 US40390TAA88 | ABS-MBS CORP | 2,157,002.99 PA | $2.17M | 0.138% | US |
| FHLMC FHLMC, Series 5393, Class FA | — | 3137HBQ98 US3137HBQ985 | ABS-MBS USGSE | 2,136,716.27 PA | $2.16M | 0.137% | US |
| FHLMC FHLMC, Series 413, Class F23 | — | 3133Q3LF6 US3133Q3LF61 | ABS-MBS USGSE | 2,092,838.02 PA | $2.11M | 0.134% | US |
| Morgan Stanley | — | 61747YFA8 US61747YFA82 | DBT CORP | 2,085,000 PA | $2.11M | 0.134% | US |
| Southern Power Co. Southern Power Co., Series A | — | 843646AX8 US843646AX87 | DBT CORP | 2,100,000 PA | $2.08M | 0.132% | US |
| Compass Datacenters Issuer II LLC Compass Datacenters Issuer II LLC, Series 202… | — | 20469AAD1 US20469AAD19 | ABS-O CORP | 2,072,000 PA | $2.07M | 0.131% | US |
| BX Trust BX Trust, Series 2025-ARIA, Class A | — | 05619TAA6 US05619TAA60 | ABS-MBS CORP | 2,046,000 PA | $2.06M | 0.131% | US |
| Philip Morris International, Inc. | — | 718172DA4 US718172DA46 | DBT CORP | 2,013,000 PA | $2.06M | 0.130% | US |
| OHA Loan Funding Ltd. OHA Loan Funding Ltd., Series 2016-1A, Class … | — | 67110UAW9 US67110UAW99 | ABS-CBDO CORP | 2,043,000 PA | $2.05M | 0.130% | KY |
| FHLMC FHLMC, Series 5446, Class DF | — | 3137HFAE5 US3137HFAE57 | ABS-MBS USGSE | 2,016,071.53 PA | $2.04M | 0.129% | US |
| FHLMC FHLMC, Series 5387, Class DF | — | 3137HBRE6 US3137HBRE60 | ABS-MBS USGSE | 2,006,295.12 PA | $2.03M | 0.129% | US |
| State of California | — | 13063ESC1 US13063ESC11 | DBT MUN | 2,015,000 PA | $2.01M | 0.128% | US |
| AerCap Ireland Capital DAC / AerCap Global Av… | — | 00774MAX3 US00774MAX39 | DBT CORP | 2,195,000 PA | $2.01M | 0.127% | IE |
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 ($1.91B), not of the fund’s net assets ($1.58B). The two differ by cash, derivatives filed with no market value, and rounding.