1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000086126 | DBLTX | NOT_LISTED | not exchange-listed | — |
| C000213584 | DDTRX | NOT_LISTED | not exchange-listed | — |
| C000265917 | DLTIX | NOT_LISTED | not exchange-listed | — |
| C000086127 | DLTNX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
3,136 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| BX Trust 2019-OC11 | — | 05606FAN3 US05606FAN33 | ABS-MBS CORP | 53,165,000 PA |
| $49.23M |
| 0.158% |
| US |
| Fannie Mae Fannie Mae Pool | — | 3140NWL60 US3140NWL604 | ABS-MBS USGSE | 49,221,000 PA | $49.22M | 0.158% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HACU8 US3137HACU84 | ABS-MBS USGSE | 68,811,508.37 PA | $49.02M | 0.158% | US |
| Apollo Aviation Securitization AASET 2024-2 Ltd | — | 00038QAA6 US00038QAA67 | ABS-O CORP | 48,573,557.29 PA | $49.00M | 0.158% | US |
| Freddie Mac Freddie Mac Pool | — | 3132XDC76 US3132XDC765 | ABS-MBS USGSE | 49,863,839.5 PA | $48.92M | 0.157% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DQNJ1 US3132DQNJ12 | ABS-MBS USGSE | 56,884,083.03 PA | $48.84M | 0.157% | US |
| Fannie Mae Fannie Mae Pool | — | 3140FXMB5 US3140FXMB51 | ABS-MBS USGSE | 53,941,160.76 PA | $48.80M | 0.157% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QUUS3 US3140QUUS37 | ABS-MBS USGSE | 47,543,374.04 PA | $48.79M | 0.157% | US |
| Affirm Master Trust | — | 00833BAU2 US00833BAU26 | ABS-O CORP | 48,800,000 PA | $48.64M | 0.156% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DP7D4 US3132DP7D46 | ABS-MBS USGSE | 49,945,229.4 PA | $48.57M | 0.156% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DPK98 US3132DPK988 | ABS-MBS USGSE | 54,337,801.36 PA | $48.43M | 0.156% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XBMF4 US3140XBMF44 | ABS-MBS USGSE | 51,999,659.97 PA | $48.42M | 0.156% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QVEL4 US3140QVEL41 | ABS-MBS USGSE | 47,317,242.76 PA | $48.31M | 0.155% | US |
| Carlyle Global Market Strategi Carlyle US CLO 2021-7 LTD | — | 14316WAL3 US14316WAL37 | ABS-CBDO CORP | 48,000,000 PA | $47.98M | 0.154% | US |
| Fannie Mae Fannie Mae Pool | — | 3140LE5P8 US3140LE5P85 | ABS-MBS USGSE | 53,950,000 PA | $47.74M | 0.154% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QNQU9 US3140QNQU95 | ABS-MBS USGSE | 53,000,844.75 PA | $47.13M | 0.152% | US |
| Bayview Financing SBC Trust Oceanview Mortgage Trust 2026-SBC1 | — | 675967AA1 US675967AA16 | ABS-MBS CORP | 47,273,066.98 PA | $46.86M | 0.151% | US |
| Fannie Mae Fannie Mae Pool | — | 3140Q1WA4 US3140Q1WA45 | ABS-MBS USGSE | 46,695,000 PA | $46.66M | 0.150% | US |
| Credit Suisse Mortgage Trust CSMC 2017-RPL2 Trust | — | 12594YAK8 US12594YAK82 | ABS-MBS CORP | 59,451,747.09 PA | $46.44M | 0.149% | US |
| RR Ltd RR 8 Ltd | — | 74980FBA2 US74980FBA21 | ABS-CBDO CORP | 46,000,000 PA | $46.01M | 0.148% | US |
| Progress Residential Trust Progress Residential 2021-SFR10 Trust | — | 74333WAJ1 US74333WAJ18 | ABS-O CORP | 47,938,721.98 PA | $45.97M | 0.148% | US |
| Fannie Mae Fannie Mae Pool | — | 3140LFA20 US3140LFA200 | ABS-MBS USGSE | 51,688,000 PA | $45.63M | 0.147% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DTN71 US3132DTN711 | ABS-MBS USGSE | 43,746,264.06 PA | $45.45M | 0.146% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 31335ANJ3 US31335ANJ33 | ABS-MBS USGSE | 48,233,779.2 PA | $45.37M | 0.146% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QVLB8 US3140QVLB85 | ABS-MBS USGSE | 44,247,593.5 PA | $45.24M | 0.146% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DQZT6 US3132DQZT65 | ABS-MBS USGSE | 44,298,106.29 PA | $45.18M | 0.145% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XCDV7 US3140XCDV77 | ABS-MBS USGSE | 52,616,148.1 PA | $45.18M | 0.145% | US |
| OCP CLO Ltd | — | 671026AW2 US671026AW26 | ABS-CBDO CORP | 45,000,000 PA | $44.98M | 0.145% | US |
| Fannie Mae Fannie Mae Pool | — | 3140LEYC5 US3140LEYC51 | ABS-MBS USGSE | 51,025,000 PA | $44.74M | 0.144% | US |
| Freddie Mac Freddie Mac Pool | — | 3132XGTQ9 US3132XGTQ98 | ABS-MBS USGSE | 44,592,213.27 PA | $44.60M | 0.143% | US |
| FirstKey Homes 2021-SFR3 Trus FirstKey Homes 2021-SFR3 Trust | — | 33768JAJ0 US33768JAJ07 | ABS-O CORP | 45,314,000 PA | $44.53M | 0.143% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DSQS4 US3132DSQS40 | ABS-MBS USGSE | 42,972,557.2 PA | $43.94M | 0.141% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XCLR7 US3140XCLR73 | ABS-MBS USGSE | 50,624,240.54 PA | $43.66M | 0.140% | US |
| Government National Mortgage A Government National Mortgage Association | — | 38382VCK3 US38382VCK35 | ABS-MBS USGA | 52,348,990.39 PA | $43.66M | 0.140% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KLZ83 US3133KLZ830 | ABS-MBS USGSE | 49,138,222.26 PA | $43.57M | 0.140% | US |
| Fannie Mae Fannie Mae Pool | — | 3140LER90 US3140LER900 | ABS-MBS USGSE | 48,972,000 PA | $43.38M | 0.140% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BTLF8 US3136BTLF88 | ABS-MBS USGSE | 43,063,661.36 PA | $43.25M | 0.139% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XN3Y8 US3140XN3Y82 | ABS-MBS USGSE | 42,111,450.36 PA | $43.22M | 0.139% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QP2Z9 US3140QP2Z99 | ABS-MBS USGSE | 44,123,163.73 PA | $42.85M | 0.138% | US |
| Freddie Mac Freddie Mac Pool | — | 31427QWW8 US31427QWW85 | ABS-MBS USGSE | 42,452,806.45 PA | $42.81M | 0.138% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128MJXJ4 US3128MJXJ48 | ABS-MBS USGSE | 47,028,936.24 PA | $42.67M | 0.137% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BS6J9 US3136BS6J99 | ABS-MBS USGSE | 41,900,323.5 PA | $42.04M | 0.135% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HPA37 US3137HPA377 | ABS-MBS USGSE | 43,127,098.44 PA | $41.80M | 0.134% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FDH7 US31418FDH73 | ABS-MBS USGSE | 41,361,121.86 PA | $41.76M | 0.134% | US |
| Fannie Mae Fannie Mae Pool | — | 3140LESP3 US3140LESP39 | ABS-MBS USGSE | 45,798,797.81 PA | $41.47M | 0.133% | US |
| Preston Ridge Partners Mortgag PRPM 2025-4 LLC | — | 69382KAA6 US69382KAA60 | ABS-MBS CORP | 40,683,316.16 PA | $40.64M | 0.131% | US |
| N/A US 10yr Ultra Fut Jun26 | — | — — | DIR OTHER | -20,950 NC | $40.20M | 0.129% | US |
| GS Mortgage-Backed Securities GS Mortgage-Backed Securities Trust 2026-NQM1 | — | 36276EAA8 US36276EAA82 | ABS-MBS CORP | 40,251,194.72 PA | $40.04M | 0.129% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HHXY2 US3137HHXY21 | ABS-MBS USGSE | 39,856,976.5 PA | $39.99M | 0.129% | US |
| Citigroup Mortgage Loan Trust Citigroup Mortgage Loan Trust 2020-RP1 | — | 17328MBH2 US17328MBH25 | ABS-MBS CORP | 48,653,880.09 PA | $39.98M | 0.129% | 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 ($31.18B), not of the fund’s net assets ($31.09B). The two differ by cash, derivatives filed with no market value, and rounding.