1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
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. 58.2% of reported value reaches a classification.
Percentages are of the reported value of positions above ($1.39B), not of the fund’s net assets ($1.38B). The two differ by cash, derivatives filed with no market value, and rounding.
1,143 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust, Series 2… | — | 64831MAA0 US64831MAA09 | ABS-MBS CORP | 113,712.78 PA | $107.5K | 0.008% | US |
| Morgan Stanley | — | 61747YFM2 US61747YFM21 | DBT CORP | 105,000 PA | $107.4K | 0.008% | US |
| OBX Trust OBX Trust, Series 2022-NQM1, Class A1 | — | 67114VAA1 US67114VAA17 | ABS-MBS CORP | 117,907.69 PA | $107.0K | 0.008% | US |
| Prudential Financial, Inc. | — | 744320AY8 US744320AY89 | DBT CORP | 141,000 PA | $106.4K | 0.008% | US |
| MHPA Commercial Mortgage Trust MHPA Commercial Mortgage Trust, Series 2021-S… | — | 55293BAD7 US55293BAD73 | ABS-MBS CORP | 105,000 PA | $105.0K | 0.008% | US |
| MHPA Commercial Mortgage Trust MHPA Commercial Mortgage Trust, Series 2021-S… | — | 55293BAB1 US55293BAB18 | ABS-MBS CORP | 105,000 PA | $105.0K | 0.008% | US |
| Smurfit Kappa Treasury Unlimited Co. | — | 83272GAE1 US83272GAE17 | DBT CORP | 102,000 PA | $103.6K | 0.008% | IE |
| AbbVie Inc. | — | 00287YDS5 US00287YDS54 | DBT CORP | 101,000 PA | $102.6K | 0.007% | US |
| OBX Trust OBX Trust, Series 2022-NQM2, Class A1B | — | 67448DAM2 US67448DAM20 | ABS-MBS CORP | 110,000 PA | $102.2K | 0.007% | US |
| JPMBB Commercial Mortgage Securities Trust JPMBB Commercial Mortgage Securities Trust, S… | — | 46643PBJ8 US46643PBJ84 | ABS-MBS CORP | 105,000 PA | $102.2K | 0.007% | US |
| AT&T Inc. | — | 00206RLJ9 US00206RLJ94 | DBT CORP | 157,000 PA | $102.2K | 0.007% | US |
| Smurfit Kappa Treasury Unlimited Co. | — | 83272GAD3 US83272GAD34 | DBT CORP | 100,000 PA | $102.0K | 0.007% | IE |
| Avis Budget Rental Car Funding (AESOP) LLC Avis Budget Rental Car Funding (AESOP) LLC, S… | — | 05377RGC2 US05377RGC25 | ABS-O CORP | 100,000 PA | $101.4K | 0.007% | US |
| RUN Trust RUN Trust, Series 2022-NQM1, Class A1 | — | 74981CAA9 US74981CAA99 | ABS-MBS CORP | 102,403.85 PA | $100.3K | 0.007% | US |
| BX Trust BX Trust, Series 2022-LBA6, Class C | — | 12433EAJ0 US12433EAJ01 | ABS-MBS CORP | 100,000 PA | $100.0K | 0.007% | US |
| San Diego Gas & Electric Co. | — | 797440CF9 US797440CF91 | DBT CORP | 104,000 PA | $98.6K | 0.007% | US |
| Credit Suisse Mortgage Capital Trust Credit Suisse Mortgage Capital Trust, Series … | — | 12660BAM3 US12660BAM37 | ABS-MBS CORP | 100,617.44 PA | $98.4K | 0.007% | US |
| AstraZeneca Finance LLC | — | 04636NAM5 US04636NAM56 | DBT CORP | 96,000 PA | $98.1K | 0.007% | US |
| Oceanview Mortgage Trust Oceanview Mortgage Trust, Series 2021-3, Clas… | — | 67647WAE7 US67647WAE75 | ABS-MBS CORP | 108,704.75 PA | $97.8K | 0.007% | US |
| COLT Mortgage Loan Trust COLT Mortgage Loan Trust, Series 2022-2, Clas… | — | 19685EAA9 US19685EAA91 | ABS-MBS CORP | 102,186.56 PA | $97.6K | 0.007% | US |
| Lockheed Martin Corp. | — | 539830CD9 US539830CD97 | DBT CORP | 97,000 PA | $97.0K | 0.007% | US |
| Smurfit Kappa Treasury Unlimited Co. | — | 83272GAF8 US83272GAF81 | DBT CORP | 100,000 PA | $96.8K | 0.007% | IE |
| Westpac Banking Corp. | — | 961214FP3 US961214FP35 | DBT CORP | 88,000 PA | $96.1K | 0.007% | AU |
| Radian Group Inc. | — | 750236AY7 US750236AY71 | DBT CORP | 91,000 PA | $94.1K | 0.007% | US |
| Credit Suisse Mortgage Capital Trust Credit Suisse Mortgage Capital Trust, Series … | — | 12660BAN1 US12660BAN10 | ABS-MBS CORP | 100,000 PA | $93.1K | 0.007% | US |
| AbbVie Inc. | — | 00287YDX4 US00287YDX40 | DBT CORP | 97,000 PA | $92.6K | 0.007% | US |
| MFA Trust MFA Trust, Series 2021-INV2, Class A1 | — | 552732AA7 US552732AA78 | ABS-MBS CORP | 100,752.26 PA | $91.5K | 0.007% | US |
| NiSource Inc. | — | 65473PAQ8 US65473PAQ81 | DBT CORP | 89,000 PA | $90.6K | 0.007% | US |
| Progress Residential Trust Progress Residential Trust, Series 2021-SFR10… | — | 74333WAA0 US74333WAA09 | ABS-MBS CORP | 94,359.22 PA | $89.4K | 0.006% | US |
| Verus Securitization Trust Verus Securitization Trust, Series 2022-1, Cl… | — | 92538WAA5 US92538WAA53 | ABS-MBS CORP | 94,417.31 PA | $89.3K | 0.006% | US |
| State Street Corp. | — | 857477CF8 US857477CF81 | DBT CORP | 86,000 PA | $89.0K | 0.006% | US |
| Cross Mortgage Trust Cross Mortgage Trust, Series 2024-H2, Class A1 | — | 22757BAA2 US22757BAA26 | ABS-MBS CORP | 88,340.14 PA | $88.9K | 0.006% | US |
| Sonic Capital LLC Sonic Capital LLC, Series 2021-1A, Class A2I | — | 83546DAN8 US83546DAN84 | ABS-O CORP | 95,500 PA | $88.8K | 0.006% | US |
| DLLST LLC DLLST LLC, Series 2024-1A, Class A3 | — | 23346HAC1 US23346HAC16 | ABS-O CORP | 87,766.5 PA | $88.0K | 0.006% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $88.0K N/A | 0.006% | N/A |
| SG Residential Mortgage Trust SG Residential Mortgage Trust, Series 2022-1,… | — | 78433QAB1 US78433QAB14 | ABS-MBS CORP | 94,481.65 PA | $87.7K | 0.006% | US |
| Fairfax Financial Holdings Ltd. | — | 303901BR2 US303901BR22 | DBT CORP | 86,000 PA | $86.9K | 0.006% | CA |
| Blackstone Secured Lending Fund | — | 09261XAD4 US09261XAD49 | DBT CORP | 89,000 PA | $86.4K | 0.006% | US |
| Glencore Funding LLC | — | 378272BS6 US378272BS65 | DBT CORP | 84,000 PA | $85.8K | 0.006% | US |
| Constellation Energy Generation, LLC | — | 210385AF7 US210385AF78 | DBT CORP | 88,000 PA | $85.4K | 0.006% | US |
| Mello Mortgage Capital Acceptance Trust Mello Mortgage Capital Acceptance Trust, Seri… | — | 585491AF0 US585491AF09 | ABS-MBS CORP | 95,275.1 PA | $85.0K | 0.006% | US |
| Mello Mortgage Capital Acceptance Trust Mello Mortgage Capital Acceptance Trust, Seri… | — | 58549XAF0 US58549XAF06 | ABS-MBS CORP | 94,516.69 PA | $84.9K | 0.006% | US |
| Athene Global Funding | — | 04685A3Q2 US04685A3Q28 | DBT CORP | 82,000 PA | $82.8K | 0.006% | US |
| Morgan Stanley Re-REMIC Trust Morgan Stanley Re-REMIC Trust, Series 2012-R3… | — | 61761KAB2 US61761KAB26 | ABS-MBS CORP | 91,734.02 PA | $82.8K | 0.006% | US |
| Ellington Financial Mortgage Trust Ellington Financial Mortgage Trust, Series 20… | — | 31573CAA3 US31573CAA36 | ABS-MBS CORP | 92,049.81 PA | $82.4K | 0.006% | US |
| BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2021-ACN… | — | 05609QAA4 US05609QAA40 | ABS-MBS CORP | 82,175.85 PA | $82.1K | 0.006% | US |
| COLT Mortgage Loan Trust COLT Mortgage Loan Trust, Series 2022-1, Clas… | — | 19688HAA9 US19688HAA95 | ABS-MBS CORP | 89,057.86 PA | $81.9K | 0.006% | US |
| Sonic Capital LLC Sonic Capital LLC, Series 2021-1A, Class A2II | — | 83546DAQ1 US83546DAQ16 | ABS-O CORP | 95,500 PA | $81.8K | 0.006% | US |
| Angel Oak Mortgage Trust Angel Oak Mortgage Trust, Series 2021-7, Clas… | — | 03464JAA9 US03464JAA97 | ABS-MBS CORP | 91,365.01 PA | $79.5K | 0.006% | US |
| Solventum Corp. | — | 83444MAP6 US83444MAP68 | DBT CORP | 75,000 PA | $76.7K | 0.006% | US |