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.
N-PORT Item C.4.b
N-PORT Item C.4.a
as filed
1,378 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052656 US01F0526560 | ABS-MBS USGSE | 140,200,000 PA |
| $140.67M |
| 9.270% |
| US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050650 US01F0506505 | ABS-MBS USGSE | 142,060,000 PA | $139.94M | 9.222% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052664 US01F0526644 | ABS-MBS USGSE | 85,000,000 PA | $85.20M | 5.614% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CNG2 US91282CNG23 | DBT UST | 82,300,000 PA | $82.59M | 5.443% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F030660 US01F0306609 | ABS-MBS USGSE | 59,220,000 PA | $51.94M | 3.423% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810TH1 US912810TH14 | DBT UST | 45,700,000 PA | $37.67M | 2.482% | US |
| BofA Securities, Inc. REPO BANK AMERICA | — | 000000000 — | RA CORP | 29,289,750 PA | $29.29M | 1.930% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042640 US01F0426407 | ABS-MBS USGSE | 29,725,000 PA | $28.69M | 1.891% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042657 US01F0426571 | ABS-MBS USGSE | 29,725,000 PA | $28.66M | 1.889% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810RH3 US912810RH32 | DBT UST | 33,300,000 PA | $26.12M | 1.721% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H050656 US21H0506566 | ABS-MBS USGA | 23,800,000 PA | $23.53M | 1.550% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F060675 US01F0606750 | ABS-MBS USGSE | 21,000,000 PA | $21.37M | 1.408% | US |
| Cashmere Valley Bank | — | 000000000 — | ABS-MBS CORP | 30,400,000 PA | $20.97M AUD | 1.382% | AU |
| Freddie Mac Freddie Mac Pool | — | 3132DWER0 US3132DWER07 | ABS-MBS USGSE | 21,735,955.07 PA | $20.61M | 1.358% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810QD3 US912810QD37 | DBT UST | 20,700,000 PA | $20.20M | 1.331% | US |
| BEIGNET INVESTOR LLC Beignet Investor LLC | — | 076912AA2 US076912AA21 | DBT CORP | 19,500,000 PA | $20.06M | 1.322% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810QX9 US912810QX90 | DBT UST | 26,200,000 PA | $20.05M | 1.321% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810UN6 US912810UN62 | DBT UST | 19,209,000 PA | $19.15M | 1.262% | US |
| BofA Securities, Inc. REPO BANK AMERICA | — | 000000000 — | RA CORP | 18,530,250 PA | $18.53M | 1.221% | US |
| CLEAR STREET | — | 000000000 — | RA CORP | 18,513,819.75 PA | $18.51M | 1.220% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810RD2 US912810RD28 | DBT UST | 20,900,000 PA | $18.12M | 1.194% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H060648 US21H0606481 | ABS-MBS USGA | 17,400,000 PA | $17.70M | 1.166% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H040657 US21H0406577 | ABS-MBS USGA | 18,400,000 PA | $17.23M | 1.135% | US |
| FBR Securitization Trust FBR Securitization Trust 2005-2 | — | 30246QAJ2 US30246QAJ22 | ABS-O CORP | 16,309,495.45 PA | $16.10M | 1.061% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179XHW9 US36179XHW92 | ABS-MBS USGA | 17,326,702.23 PA | $16.03M | 1.056% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H042646 US21H0426468 | ABS-MBS USGA | 15,000,000 PA | $14.49M | 0.955% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810ST6 US912810ST60 | DBT UST | 20,550,000 PA | $13.24M | 0.873% | US |
| Fannie Mae Fannie Mae Pool | — | 3140Q1EY2 US3140Q1EY23 | ABS-MBS USGSE | 13,200,000 PA | $13.09M | 0.863% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810SJ8 US912810SJ88 | DBT UST | 20,798,000 PA | $12.94M | 0.853% | US |
| REPUBLIC OF SOUTH AFRICA Republic of South Africa Government Bond | — | 000000000 ZAG000125972 | DBT NUSS | 205,900,000 PA | $11.97M ZAR | 0.789% | ZA |
| United States Treasury U.S. Treasury Bonds | — | 912810RE0 US912810RE01 | DBT UST | 13,500,000 PA | $11.47M | 0.756% | US |
| First Franklin Mtg Loan Asset Backed Certific… First Franklin Mortgage Loan Trust 2006-FF14 | — | 32027LAF2 US32027LAF22 | ABS-O CORP | 13,662,624.14 PA | $11.46M | 0.755% | US |
| NYO Commercial Mortgage Trust NYO Commercial Mortgage Trust 2021-1290 | — | 62955HAA5 US62955HAA59 | ABS-MBS CORP | 11,200,000 PA | $11.18M | 0.737% | US |
| United States Treasury U.S. Treasury Inflation-Indexed Bonds | — | 912810TP3 US912810TP30 | DBT UST | 13,675,750 PA | $10.49M | 0.692% | US |
| U.K. Gilts | — | 000000000 GB00BPSNBB36 | DBT NUSS | 9,347,000 PA | $10.31M GBP | 0.679% | GB |
| CANADIAN PACIFIC RAILWAY Canadian Pacific Railway Co | — | 13648TAB3 US13648TAB35 | DBT CORP | 9,800,000 PA | $9.78M | 0.644% | CA |
| United States Treasury U.S. Treasury Inflation-Indexed Bonds | — | 912810SB5 US912810SB52 | DBT UST | 13,319,981 PA | $9.58M | 0.631% | US |
| REPUBLIC OF PERU Peruvian Government International Bond | — | 715638BY7 US715638BY77 | DBT NUSS | 31,350,000 PA | $9.42M PEN | 0.621% | PE |
| United States Treasury U.S. Treasury Bonds | — | 912810SH2 US912810SH23 | DBT UST | 13,100,000 PA | $9.32M | 0.614% | US |
| EUROPEAN UNION European Union | — | 000000000 EU000A3L1CN4 | DBT NUSS | 8,000,000 PA | $9.25M EUR | 0.609% | XX |
| 1211 Avenue of the Americas Trust 1211 Avenue of the Americas Trust 2015-1211 | — | 90117PAA3 US90117PAA30 | ABS-MBS CORP | 9,600,000 PA | $9.20M | 0.606% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810SK5 US912810SK51 | DBT UST | 14,255,000 PA | $9.09M | 0.599% | US |
| Government National Mortgage Association | — | 38383KLM2 US38383KLM26 | ABS-MBS USGA | 8,795,750.4 PA | $8.93M | 0.589% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KRB29 US3133KRB291 | ABS-MBS USGSE | 8,891,020.6 PA | $8.81M | 0.581% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CNY3 US91282CNY39 | DBT UST | 8,630,000 PA | $8.54M | 0.563% | US |
| SWIB | — | 000000000 — | RA CORP | 8,473,622.19 PA | $8.47M | 0.558% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810UE6 US912810UE63 | DBT UST | 9,000,000 PA | $8.41M | 0.554% | US |
| Manhattan West Manhattan West 2020-1MW Mortgage Trust | — | 563136AA8 US563136AA85 | ABS-MBS CORP | 8,600,000 PA | $8.29M | 0.546% | US |
| SOUTHERN CAL EDISON Southern California Edison Co | — | 842400JC8 US842400JC81 | DBT CORP | 8,100,000 PA | $8.22M | 0.541% | US |
| DBGS Mortgage Trust DBGS 2019-1735 Mortgage Trust | — | 23307EAA9 US23307EAA91 | ABS-MBS CORP | 8,700,000 PA | $8.19M | 0.540% | US |
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 ($2.30B), not of the fund’s net assets ($1.52B). The two differ by cash, derivatives filed with no market value, and rounding.