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.b
as filed
N-PORT Item C.4.a
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.2% of reported value reaches a classification.
Percentages are of the reported value of positions above ($16.19B), not of the fund’s net assets ($13.44B). The two differ by cash, derivatives filed with no market value, and rounding.
1,605 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Bridge Trust Bridge 2025-SFR1 Trust | — | 10807GAE8 US10807GAE89 | ABS-O CORP | 1,447,762.12 PA | $1.34M | 0.010% | US |
| INFRASTRUTTURE WIRELESS Infrastrutture Wireless Italiane SpA | — | 000000000 XS3201918318 | DBT CORP | 1,215,000 PA | $1.35M EUR | 0.010% | IT |
| INFRASTRUTTURE WIRELESS Infrastrutture Wireless Italiane SpA | — | 000000000 XS2332687040 | DBT CORP | 1,285,000 PA | $1.35M EUR | 0.010% | IT |
| BRASKEM NETHERLANDS Braskem Netherlands Finance BV | — | 000000000 USN15516AB83 | DBT CORP | 2,164,000 PA | $1.36M | 0.010% | NL |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618G6SS5 US3618G6SS59 | ABS-MBS USGA | 1,312,532.55 PA | $1.36M | 0.010% | US |
| ARDAGH METAL PACKAGING Ardagh Metal Packaging Finance USA LLC / Arda… | — | 000000000 XS2310511717 | DBT CORP | 1,235,000 PA | $1.37M EUR | 0.010% | XX |
| PETROLEOS DE VENEZUELA S Petroleos de Venezuela SA | — | 000000000 XS0294364954 | DBT CORP | 3,636,000 PA | $1.38M | 0.010% | VE |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618BDJ97 US3618BDJ970 | ABS-MBS USGA | 1,340,713.73 PA | $1.39M | 0.010% | US |
| Sixth Street CLO XVI, LTD. Sixth Street CLO XXII Ltd | — | 83011LAS5 US83011LAS51 | ABS-CBDO CORP | 1,400,000 PA | $1.40M | 0.010% | KY |
| TBC BANK GROUP PLC TBC Bank Group PLC | — | 000000000 XS3090959449 | DBT CORP | 16,650,000,000 PA | $1.40M UZS | 0.010% | GB |
| AVIANCA MIDCO 2 PLC Avianca Midco 2 PLC | — | 05369YAD1 US05369YAD13 | DBT CORP | 1,504,000 PA | $1.40M | 0.010% | GB |
| Freddie Mac - STACR Freddie Mac STACR Trust 2019-HQA3 | — | 35564XBE0 US35564XBE04 | ABS-MBS USGSE | 1,250,000 PA | $1.41M | 0.010% | US |
| Government National Mortgage Association | — | 38381DP87 US38381DP879 | ABS-MBS USGA | 23,960,582.4 PA | $1.41M | 0.011% | US |
| Western Asset High Income Opportunity Fund Inc | HIO | 95766K109 US95766K1097 | EC RF | 383,997 NS | $1.42M | 0.011% | US |
| LCH Ltd. Long: BMIFF6V13 IRS PLN R V 03MWIBOR BMIFF6V3… | — | 000000000 — | DIR OTHER | 1,716,360,000 OU | $1.42M PLN | 0.011% | US |
| Government National Mortgage Association | — | 38382NXA0 US38382NXA08 | ABS-MBS USGA | 9,352,999.99 PA | $1.42M | 0.011% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618BVQF5 US3618BVQF52 | ABS-MBS USGA | 1,350,737.2 PA | $1.43M | 0.011% | US |
| Sequoia Mortgage Trust Sequoia Mortgage Trust 2024-3 | — | 81749JCG7 US81749JCG76 | ABS-MBS CORP | 1,498,024.1 PA | $1.44M | 0.011% | US |
| Government National Mortgage Association | — | 38384YC25 US38384YC257 | ABS-MBS USGA | 1,397,444.97 PA | $1.44M | 0.011% | US |
| Government National Mortgage Association | — | 38383WHB5 US38383WHB54 | ABS-MBS USGA | 22,615,745 PA | $1.45M | 0.011% | US |
| Blueberry Park CLO Blueberry Park CLO Ltd | — | 09609QAJ7 US09609QAJ76 | ABS-CBDO CORP | 1,500,000 PA | $1.46M | 0.011% | JE |
| Ocwen Loan Investment Trust Onity Loan Investment Trust 2024-HB2 | — | 68278DAD5 US68278DAD57 | ABS-MBS CORP | 1,500,000 PA | $1.46M | 0.011% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137FFSJ7 US3137FFSJ70 | ABS-MBS USGSE | 3,410,940.35 PA | $1.46M | 0.011% | US |
| A&D Mortgage Trust A&D Mortgage Trust 2024-NQM6 | — | 00249YAG1 US00249YAG17 | ABS-MBS CORP | 1,440,000 PA | $1.46M | 0.011% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618BDKD6 US3618BDKD60 | ABS-MBS USGA | 1,386,800.73 PA | $1.47M | 0.011% | US |
| Bluemountain CLO Ltd BlueMountain CLO 2015-3 Ltd | — | 09628MAG9 US09628MAG96 | ABS-CBDO CORP | 2,000,000 PA | $1.47M | 0.011% | KY |
| Velocity Commercial Capital Loan Trust Velocity Commercial Capital Loan Trust 2025-4 | — | 92262JAE8 US92262JAE82 | ABS-MBS CORP | 1,494,554.85 PA | $1.47M | 0.011% | US |
| BRASKEM NETHERLANDS Braskem Netherlands Finance BV | — | 000000000 USN15516AJ10 | DBT CORP | 2,524,000 PA | $1.48M | 0.011% | NL |
| Government National Mortgage Association | — | 38383AZU1 US38383AZU14 | ABS-MBS USGA | 13,522,935.82 PA | $1.48M | 0.011% | US |
| Freddiemac Strip Freddie Mac Strips | — | 3142FR3N9 US3142FR3N97 | ABS-MBS USGSE | 7,572,187.13 PA | $1.49M | 0.011% | US |
| LIVE NATION ENTERTAINMEN Live Nation Entertainment Inc | — | 538034BD0 US538034BD03 | DBT CORP | 1,440,000 PA | $1.50M | 0.011% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BKU67 US3136BKU678 | ABS-MBS USGSE | 9,004,529.94 PA | $1.50M | 0.011% | US |
| Cascade Funding Mortgage Trust CFMT 2024-HB14 LLC | — | 12530XAD3 US12530XAD30 | ABS-MBS CORP | 1,550,000 PA | $1.50M | 0.011% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618BDJW6 US3618BDJW60 | ABS-MBS USGA | 1,452,526.51 PA | $1.50M | 0.011% | US |
| PT PAKUWON JATI Pakuwon Jati Tbk PT | — | 000000000 XS2327392234 | DBT CORP | 1,520,000 PA | $1.50M | 0.011% | ID |
| Petroleo Brasileiro SA - Petrobras | PBR | 71654V408 US71654V4086 | EC CORP | 68,500 NS | $1.51M | 0.011% | BR |
| Government National Mortgage Association | — | 38384MLP0 US38384MLP04 | ABS-MBS USGA | 8,927,823.17 PA | $1.51M | 0.011% | US |
| BLOCK INC Block Inc | — | 852234AK9 US852234AK99 | DBT CORP | 1,615,000 PA | $1.52M | 0.011% | US |
| JPMorgan Securities LLC Long: BMIFZM168 TRS USD R F 0.00000 RF IBOXX… | — | 000000000 — | DCR OTHER | 100,000,000 OU | $1.53M | 0.011% | US |
| Government National Mortgage Association | — | 38382KUB7 US38382KUB78 | ABS-MBS USGA | 10,045,459 PA | $1.53M | 0.011% | US |
| CHI Commercial Mortgage Trust CHI Commercial Mortgage Trust 2025-SFT | — | 16706GAG2 US16706GAG29 | ABS-MBS CORP | 1,500,000 PA | $1.54M | 0.011% | US |
| AZUL SECURED FINANCE LLP Azul Secured Finance LLP | — | 05501WAJ1 US05501WAJ18 | DBT CORP | 1,739,000 PA | $1.55M | 0.012% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618BDH57 US3618BDH578 | ABS-MBS USGA | 1,465,079 PA | $1.56M | 0.012% | US |
| ORBIA ADVANCE CORP SAB Orbia Advance Corp SAB de CV | — | 000000000 USP7S81YBJ38 | DBT CORP | 1,562,000 PA | $1.57M | 0.012% | MX |
| BRASKEM IDESA SAPI Braskem Idesa SAPI | — | 000000000 USP1850NAA92 | DBT CORP | 2,234,000 PA | $1.57M | 0.012% | MX |
| FIVE9 INC Five9 Inc | — | 338307AF8 US338307AF80 | DBT CORP | 1,835,000 PA | $1.59M | 0.012% | US |
| NCL CORPORATION LTD NCL Corp Ltd | — | 62886HBW0 US62886HBW07 | DBT CORP | 1,700,000 PA | $1.59M | 0.012% | BM |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618BCJT5 US3618BCJT58 | ABS-MBS USGA | 1,511,556.85 PA | $1.60M | 0.012% | US |
| Santander Bank Auto Credit-Linked Notes Santander Bank Auto Credit-Linked Notes Serie… | — | 80280BAF5 US80280BAF58 | ABS-O CORP | 1,568,220.62 PA | $1.60M | 0.012% | US |
| Preston Ridge Partners Mortgage Trust PRPM 2025-RCF1 LLC | — | 74390RAF0 US74390RAF01 | ABS-MBS CORP | 1,700,000 PA | $1.60M | 0.012% | US |