1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-26
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
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 56.8% of reported value reaches a classification.
Percentages are of the reported value of positions above ($785.72M), not of the fund’s net assets ($766.70M). The two differ by cash, derivatives filed with no market value, and rounding.
691 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| AMERICAN ELECTRIC POWER American Electric Power Co., Inc. | — | 02557TAF6 US02557TAF66 | DBT CORP | 291,000 PA | $288.4K | 0.038% | US |
| Fannie Mae Federal National Mortgage Association | — | 31418DFQ0 US31418DFQ07 | ABS-MBS USGSE | 320,910.35 PA | $286.0K | 0.037% | US |
| FIGRE Trust | — | 31684UAA9 US31684UAA97 | ABS-O CORP | 285,811.1 PA | $285.9K | 0.037% | US |
| Freddie Mac Federal Home Loan Mortgage Corp. | — | 3132A8GL7 US3132A8GL79 | ABS-MBS USGSE | 292,400.34 PA | $285.9K | 0.037% | US |
| Fannie Mae Federal National Mortgage Association REMICS | — | 3136B1N26 US3136B1N265 | ABS-MBS USGSE | 318,593.47 PA | $285.1K | 0.037% | US |
| SUNOCO LP Sunoco LP | — | 86765KAF6 US86765KAF66 | DBT CORP | 286,000 PA | $284.7K | 0.037% | US |
| TEXAS Commercial Mortgage Trust | — | 88231WAA3 US88231WAA36 | ABS-MBS CORP | 284,000 PA | $282.4K | 0.037% | US |
| tvc mortgage trust TVC Mortgage Trust | — | 87306XAA3 US87306XAA37 | ABS-MBS CORP | 283,000 PA | $281.6K | 0.037% | US |
| Fannie Mae Federal National Mortgage Association | — | 3140MJ6S9 US3140MJ6S96 | ABS-MBS USGSE | 311,572.77 PA | $277.7K | 0.036% | US |
| ORACLE CORP Oracle Corp. | — | 68389XEC5 US68389XEC56 | DBT CORP | 299,000 PA | $274.9K | 0.036% | US |
| DT MIDSTREAM INC DT Midstream, Inc. | — | 23345MAC1 US23345MAC10 | DBT CORP | 288,000 PA | $274.8K | 0.036% | US |
| U.S. Bank National Association U.S. Bank NA | — | 90355PAJ5 US90355PAJ57 | ABS-O CORP | 276,000 PA | $274.7K | 0.036% | US |
| VISTRA OPERATIONS CO LLC Vistra Operations Co. LLC | — | 92840VAZ5 US92840VAZ58 | DBT CORP | 280,000 PA | $273.9K | 0.036% | US |
| TAKEOFF MERGER SUB INC Takeoff Merger Sub, Inc. | — | 873923AG1 US873923AG14 | DBT CORP | 278,000 PA | $273.9K | 0.036% | US |
| Woodward Capital Management RCKT Mortgage Trust | — | 74939LAA2 US74939LAA26 | ABS-MBS CORP | 268,035.4 PA | $266.3K | 0.035% | US |
| Fannie Mae Federal National Mortgage Association | — | 3140XP4X4 US3140XP4X46 | ABS-MBS USGSE | 253,515.33 PA | $264.1K | 0.034% | US |
| VB-S1 Issuer LLC | — | 91825HAA2 US91825HAA23 | ABS-O CORP | 267,000 PA | $262.3K | 0.034% | US |
| FIGRE Trust | — | 31684MAA7 US31684MAA71 | ABS-O CORP | 262,006.01 PA | $261.3K | 0.034% | US |
| Toorak Mortgage Corp. Toorak Mortgage Trust | — | 89053JAB3 US89053JAB35 | ABS-MBS CORP | 260,000 PA | $260.9K | 0.034% | US |
| LEX Trust | — | 501970AA5 US501970AA50 | ABS-MBS CORP | 261,000 PA | $259.9K | 0.034% | US |
| LHOME Mortgage Trust | — | 50205YAA1 US50205YAA10 | ABS-MBS CORP | 260,000 PA | $259.5K | 0.034% | US |
| MAPLE PARENT HLDS CO Maple Parent Holdings Corp. | — | 56530KAC0 US56530KAC09 | DBT CORP | 261,000 PA | $259.3K | 0.034% | US |
| DATA 2024-CNTR2 Mortgage Trust DATA Mortgage Trust | — | 238020AA9 US238020AA91 | ABS-MBS CORP | 263,256 PA | $258.7K | 0.034% | US |
| Mello Mortgage Capital Acceptance Trust Mello Mortgage Capital Acceptance | — | 58550DAA1 US58550DAA19 | ABS-MBS CORP | 264,434.4 PA | $258.6K | 0.034% | US |
| Preston Ridge Partners Mortgage Trust PRPM LLC | — | 69382WAA0 US69382WAA09 | ABS-MBS CORP | 256,973.33 PA | $252.7K | 0.033% | US |
| Woodward Capital Management RCKT Mortgage Trust | — | 74940EAA5 US74940EAA55 | ABS-MBS CORP | 254,088.05 PA | $251.3K | 0.033% | US |
| FIGRE Trust | — | 316927AA0 US316927AA08 | ABS-O CORP | 245,145.63 PA | $250.0K | 0.033% | US |
| LHOME Mortgage Trust | — | 50205JAA4 US50205JAA43 | ABS-MBS CORP | 249,645 PA | $249.9K | 0.033% | US |
| Ballyrock Ltd Ballyrock CLO 14 Ltd. | — | 05874XAN9 US05874XAN93 | ABS-CBDO CORP | 250,000 PA | $249.0K | 0.032% | KY |
| Avis Budget Rental Car Funding AESOP LLC | — | 05377RGY4 US05377RGY45 | ABS-O CORP | 244,000 PA | $248.6K | 0.032% | US |
| Fannie Mae Federal National Mortgage Association | — | 3140W5DE1 US3140W5DE14 | ABS-MBS USGSE | 294,506.68 PA | $248.3K | 0.032% | US |
| Fannie Mae - CAS Federal National Mortgage Association Connect… | — | 20753CAB6 US20753CAB63 | ABS-MBS USGSE | 246,600.72 PA | $246.4K | 0.032% | US |
| A&D Mortgage Trust | — | 00039KAC4 US00039KAC45 | ABS-MBS CORP | 241,638.39 PA | $242.5K | 0.032% | US |
| ATLAS WAREHOUSE LEND Atlas Warehouse Lending Co. LP | — | 049463AH5 US049463AH57 | DBT CORP | 250,000 PA | $242.1K | 0.032% | US |
| Freddie Mac Federal Home Loan Mortgage Corp. | — | 3133BMRH0 US3133BMRH07 | ABS-MBS USGSE | 236,888.58 PA | $240.9K | 0.031% | US |
| DI Issuer LLC Lmdv Issuer Co. LLC | — | 538908AA2 US538908AA26 | ABS-O CORP | 238,000 PA | $237.7K | 0.031% | US |
| Merchants Fleet Funding LLC | — | 588926AL9 US588926AL91 | ABS-O CORP | 235,000 PA | $235.3K | 0.031% | US |
| Fannie Mae Federal National Mortgage Association | — | 3140J8K28 US3140J8K288 | ABS-MBS USGSE | 260,133.75 PA | $235.0K | 0.031% | US |
| Fannie Mae Federal National Mortgage Association | — | 3140N0FK6 US3140N0FK67 | ABS-MBS USGSE | 233,618.14 PA | $233.2K | 0.030% | US |
| BX Trust | — | 05593VAG8 US05593VAG86 | ABS-MBS CORP | 234,243.77 PA | $232.3K | 0.030% | US |
| Homeward Opportunities Fund I Trust Homeward Opportunities Fund Trust | — | 437923AA3 US437923AA30 | ABS-MBS CORP | 230,000 PA | $230.3K | 0.030% | US |
| BX Trust BX Commercial Mortgage Trust | — | 12433LAC9 US12433LAC90 | ABS-MBS CORP | 228,000 PA | $228.0K | 0.030% | US |
| OCCIDENTAL PETROLEUM COR Occidental Petroleum Corp. | — | 674599ED3 US674599ED34 | DBT CORP | 211,000 PA | $226.9K | 0.030% | US |
| Fannie Mae Federal National Mortgage Association | — | 3138ENS83 US3138ENS833 | ABS-MBS USGSE | 225,304.43 PA | $226.7K | 0.030% | US |
| HUMANA INC Humana, Inc. | — | 444859BV3 US444859BV38 | DBT CORP | 220,000 PA | $224.8K | 0.029% | US |
| Fannie Mae Federal National Mortgage Association | — | 3140XPNZ8 US3140XPNZ84 | ABS-MBS USGSE | 216,202.12 PA | $222.2K | 0.029% | US |
| New Economy Assets Phase 1 Issuer LLC New Economy Assets Phase 1 Sponsor LLC | — | 643821AB7 US643821AB76 | ABS-O CORP | 353,000 PA | $222.2K | 0.029% | US |
| Freddie Mac Federal Home Loan Mortgage Corp. | — | 3133B42A2 US3133B42A27 | ABS-MBS USGSE | 256,801.25 PA | $220.6K | 0.029% | US |
| Research-Driven Pagaya Motor Asset Trust I Research-Driven Pagaya Motor Asset Trust | — | 76089TAA8 US76089TAA88 | ABS-O CORP | 219,000 PA | $219.1K | 0.029% | US |
| Freddie Mac Federal Home Loan Mortgage Corp. | — | 3133C7NJ2 US3133C7NJ20 | ABS-MBS USGSE | 212,435.88 PA | $217.9K | 0.028% | US |