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
1,605 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Morgan Stanley & Co. LLC Morgan Stanley Institutional Liquidity Funds … | — | 61747C707 US61747C7074 | STIV RF |
| 1,828,547,193.16 NS |
| $1.83B |
| 13.604% |
| US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052656 US01F0526560 | ABS-MBS USGSE | 838,000,000 PA | $842.68M | 6.269% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050650 US01F0506505 | ABS-MBS USGSE | 745,000,000 PA | $734.70M | 5.466% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H030658 US21H0306587 | ABS-MBS USGA | 680,640,000 PA | $606.35M | 4.511% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052664 US01F0526644 | ABS-MBS USGSE | 357,600,000 PA | $359.19M | 2.672% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F030660 US01F0306609 | ABS-MBS USGSE | 380,200,000 PA | $333.03M | 2.478% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H050656 US21H0506566 | ABS-MBS USGA | 328,400,000 PA | $325.81M | 2.424% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H050664 US21H0506640 | ABS-MBS USGA | 327,600,000 PA | $324.31M | 2.413% | US |
| LETRA TESOURO NACIONAL Brazil Letras do Tesouro Nacional | — | 000000000 BRSTNCLTN8G4 | DBT NUSS | 1,527,300,000 PA | $291.87M BRL | 2.171% | BR |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F030652 US01F0306526 | ABS-MBS USGSE | 300,440,000 PA | $263.31M | 1.959% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H052652 US21H0526523 | ABS-MBS USGA | 192,000,000 PA | $193.42M | 1.439% | US |
| New Zealand Government Bonds | — | 000000000 NZGOVDT536C9 | DBT NUSS | 293,000,000 PA | $166.45M NZD | 1.238% | NZ |
| NOMURA CORPORATE FDG AMERS LLC | — | 65538RAD6 US65538RAD61 | DBT CORP | 145,276,715.73 PA | $145.98M | 1.086% | US |
| MEX BONOS DESARR FIX RT Mexican Bonos | — | 000000000 MX0MGO0000U2 | DBT NUSS | 2,542,660,300 PA | $133.43M MXN | 0.993% | MX |
| Government National Mortgage Association | — | 38385LCQ9 US38385LCQ95 | ABS-MBS USGA | 110,687,938.09 PA | $119.58M | 0.890% | US |
| Government National Mortgage Association | — | 38385K5F3 US38385K5F33 | ABS-MBS USGA | 104,509,298.76 PA | $111.80M | 0.832% | US |
| Government National Mortgage Association | — | 38385PCR8 US38385PCR82 | ABS-MBS USGA | 100,522,501.17 PA | $107.29M | 0.798% | US |
| REPUBLIC OF SOUTH AFRICA Republic of South Africa Government Bond | — | 000000000 ZAG000125972 | DBT NUSS | 1,663,534,416 PA | $100.48M ZAR | 0.748% | ZA |
| Champs Trust Champs Trust 2026-1 | — | 15878EAA4 US15878EAA47 | ABS-MBS CORP | 95,032,117 PA | $98.63M | 0.734% | US |
| Government National Mortgage Association | — | 38385LDB1 US38385LDB18 | ABS-MBS USGA | 88,483,044.85 PA | $96.17M | 0.715% | US |
| JPM1416 PS | — | 000000000 — | ABS-MBS CORP | 90,909,092 PA | $95.93M | 0.714% | US |
| Loandepot GMSR Master Trust loanDepot FAMSR Master Trust | — | 53949HAA3 US53949HAA32 | ABS-MBS CORP | 95,000,000 PA | $95.25M | 0.709% | US |
| Champs Trust Champs Trust 2025-2 | — | 15878DAA6 US15878DAA63 | ABS-MBS CORP | 86,405,451.5 PA | $88.97M | 0.662% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H052660 US21H0526606 | ABS-MBS USGA | 83,000,000 PA | $83.48M | 0.621% | US |
| Government National Mortgage Association | — | 38384D7J0 US38384D7J01 | ABS-MBS USGA | 80,787,543.2 PA | $82.96M | 0.617% | US |
| Loandepot GMSR Master Trust LOANDEPOT GMSR Trust | — | 53946TAD4 US53946TAD46 | ABS-O CORP | 78,929,250 PA | $78.41M | 0.583% | US |
| NEW ZEALAND GVT ILB New Zealand Government Inflation Linked Bond | — | 000000000 NZIIBDT006C3 | DBT NUSS | 127,110,342.04 PA | $76.71M NZD | 0.571% | NZ |
| Government National Mortgage Association | — | 38381PWH2 US38381PWH27 | ABS-MBS USGA | 72,891,644.95 PA | $75.91M | 0.565% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HK7F5 US3137HK7F52 | ABS-MBS USGSE | 72,885,750.74 PA | $71.99M | 0.536% | US |
| PARTNER RE 2026 EQUITY | — | 000000000 — | EC CORP | 67 NS | $69.77M | 0.519% | US |
| SWISS RE CORE NAT CAT FUND | — | 000000000 — | STIV CORP | 50,540,976.9 NS | $67.93M | 0.505% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3618N53Y3 US3618N53Y33 | ABS-MBS USGA | 65,462,242.71 PA | $66.05M | 0.491% | US |
| ROCC Trust ROCK Trust 2024-CNTR | — | 74970WAJ9 US74970WAJ99 | ABS-MBS CORP | 62,500,000 PA | $65.56M | 0.488% | US |
| Champs Trust Champs Trust 2025-1 | — | 158926AA3 US158926AA39 | ABS-MBS CORP | 63,399,349.8 PA | $65.34M | 0.486% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BPF30 US3136BPF306 | ABS-MBS USGSE | 63,163,200 PA | $65.25M | 0.485% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA5 | — | 35564KJB6 US35564KJB61 | ABS-MBS USGSE | 53,570,000 PA | $65.13M | 0.485% | US |
| GEORGE STREET RE FUNDED | — | 000000000 — | EC CORP | 992.26 NS | $63.20M | 0.470% | US |
| JPM Lending Facility | — | 000000000 — | ABS-MBS CORP | 60,225,000 PA | $60.44M | 0.450% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HKF25 US3137HKF252 | ABS-MBS USGSE | 55,874,776.64 PA | $56.59M | 0.421% | US |
| VOUSSOIR RE SEGREGATED ACC | — | 000000000 — | EC CORP | 41,584 NS | $56.59M GBP | 0.421% | GB |
| Freddie Mac Freddie Mac REMICS | — | 3137HLNK4 US3137HLNK49 | ABS-MBS USGSE | 52,819,791.43 PA | $54.43M | 0.405% | US |
| Bank of America Mortgage Trust | — | 000000000 — | ABS-MBS CORP | 53,611,986.46 PA | $54.06M | 0.402% | US |
| Government National Mortgage Association | — | 38385NQJ6 US38385NQJ62 | ABS-MBS USGA | 50,577,005.18 PA | $53.80M | 0.400% | US |
| Champs Trust CHAMPS TRUST 2024-3 | — | 15878CAA8 US15878CAA80 | ABS-MBS CORP | 52,098,330.2 PA | $53.58M | 0.399% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HLQB1 US3137HLQB13 | ABS-MBS USGSE | 51,763,395.6 PA | $53.26M | 0.396% | US |
| The BAHA Trust BAHA Trust 2024-MAR | — | 05493XAJ9 US05493XAJ90 | ABS-MBS CORP | 50,500,000 PA | $53.02M | 0.394% | US |
| NRZ Excess Spread Collateralized Notes NRM FHT1 Excess Owner LLC | — | 64832EAA7 US64832EAA73 | ABS-MBS CORP | 51,897,849 PA | $52.68M | 0.392% | US |
| GNR26080B SD | — | 000000000 — | ABS-MBS CORP | 48,000,000 PA | $51.00M | 0.379% | US |
| Government National Mortgage Association | — | 38381NNU8 US38381NNU80 | ABS-MBS USGA | 48,527,230.39 PA | $50.72M | 0.377% | US |
| SPGN TFLM Mortgage Trust SPGN Trust 2026-TFLM | — | 847946AE0 US847946AE05 | ABS-MBS CORP | 50,120,000 PA | $50.43M | 0.375% | US |
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.