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.
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
2,383 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Progress Residential Trust Progress Residential 2022-SFR3 Trust | — | 74331UAN8 US74331UAN81 | ABS-O CORP | 5,560,000 PA |
| $5.56M |
| 0.150% |
| US |
| Lendmark Funding Trust LENDMARK FUNDING TRUST LFT_21-2 | — | 52604DAD4 US52604DAD49 | ABS-MBS CORP | 6,000,000 PA | $5.55M | 0.150% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179VQH6 US36179VQH68 | ABS-MBS USGA | 6,516,731.6 PA | $5.52M | 0.149% | US |
| GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2026-1 | — | 36274AAF7 US36274AAF75 | ABS-O CORP | 5,537,000 PA | $5.49M | 0.148% | US |
| Verizon Master Trust | — | 92348KDJ9 US92348KDJ97 | ABS-O CORP | 5,473,000 PA | $5.46M | 0.147% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 3622ACCS7 US3622ACCS77 | ABS-MBS USGA | 5,291,440.05 PA | $5.46M | 0.147% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3140XN5L4 US3140XN5L44 | ABS-MBS USGA | 6,305,691.77 PA | $5.38M | 0.145% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810SE9 US912810SE91 | DBT UST | 6,834,000 PA | $5.36M | 0.145% | US |
| MORGAN STANLEY Morgan Stanley | — | 61747YGB5 US61747YGB56 | DBT CORP | 5,259,000 PA | $5.22M | 0.141% | US |
| BMD2_19-FRR1 | — | 055631BY0 US055631BY00 | ABS-MBS CORP | 6,739,000 PA | $5.22M | 0.141% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3140LGBW1 US3140LGBW11 | ABS-MBS USGA | 5,565,000 PA | $5.17M | 0.140% | US |
| Hilton Grand Vacations Trust Hilton Grand Vacations Trust 2025-3EXT | — | 43283DAD1 US43283DAD12 | ABS-O CORP | 5,119,490.03 PA | $5.17M | 0.140% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25… | — | 3136BVLQ9 US3136BVLQ99 | ABS-CBDO USGA | 6,065,160.5 PA | $5.16M | 0.139% | US |
| GS Mortgage-Backed Securities Trust GS Mortgage-Backed Securities Trust 2026-CES1 | — | 36277LAA1 US36277LAA17 | ABS-MBS CORP | 5,186,961.25 PA | $5.14M | 0.139% | US |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST RPM_… | — | 76100KAC8 US76100KAC80 | ABS-MBS CORP | 5,100,000 PA | $5.09M | 0.138% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XC6E3 US3140XC6E37 | ABS-MBS USGSE | 5,506,473.22 PA | $5.04M | 0.136% | US |
| Carvana Auto Receivables Trust Carvana Auto Receivables Trust 2024-N3 | — | 14687WAF7 US14687WAF77 | ABS-O CORP | 5,000,000 PA | $5.02M | 0.136% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3140XH2W6 US3140XH2W61 | ABS-MBS USGA | 5,160,260.67 PA | $5.01M | 0.135% | US |
| Freddie Mac Freddie Mac Pool | — | 3133AUP44 US3133AUP445 | ABS-MBS USGSE | 5,803,153.08 PA | $4.98M | 0.134% | US |
| Freddie Mac - SCRT Freddie Mac Seasoned Credit Risk Transfer Tru… | — | 35563PX46 US35563PX469 | ABS-MBS USGSE | 5,687,537.66 PA | $4.94M | 0.133% | US |
| FMC GMSR ISSUER TRUST FMC GMSR Issuer Trust | — | 30259RAE5 US30259RAE53 | ABS-O CORP | 5,000,000 PA | $4.94M | 0.133% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179WDQ8 US36179WDQ87 | ABS-MBS USGA | 5,963,134.49 PA | $4.93M | 0.133% | US |
| Mariner Finance Issuance Trust Mariner Finance Issuance Trust 2021-A | — | 56848DAE9 US56848DAE94 | ABS-O CORP | 5,000,000 PA | $4.82M | 0.130% | US |
| Lendmark Funding Trust Lendmark Funding Trust 2021-1 | — | 52607MAC3 US52607MAC38 | ABS-O CORP | 5,000,000 PA | $4.79M | 0.129% | US |
| RFM RE-REMIC TRUST 2022-FRR1 RFM Reremic Trust 2022-FRR1 | — | 74971BAS4 US74971BAS43 | ABS-MBS CORP | 5,000,000 PA | $4.77M | 0.129% | US |
| Fannie Mae FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3140QMDF8 US3140QMDF82 | ABS-MBS USGA | 5,499,422.79 PA | $4.75M | 0.128% | US |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | — | 3132DNNU3 US3132DNNU36 | ABS-MBS USGA | 4,880,377.06 PA | $4.74M | 0.128% | US |
| Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust 2025-4 | — | 30167KAG6 US30167KAG67 | ABS-O CORP | 4,750,000 PA | $4.71M | 0.127% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DUDZ7 US3132DUDZ75 | ABS-MBS USGSE | 4,513,864.41 PA | $4.71M | 0.127% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3140NVJ99 US3140NVJ998 | ABS-MBS USGA | 4,521,218.43 PA | $4.67M | 0.126% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3138L94D1 US3138L94D16 | ABS-MBS USGA | 4,812,000 PA | $4.62M | 0.125% | US |
| CCO HLDGS LLC/CAP CORP CCO Holdings LLC / CCO Holdings Capital Corp | — | 1248EPCD3 US1248EPCD32 | DBT CORP | 4,870,000 PA | $4.62M | 0.125% | US |
| Gam Resecuritization Trust GAM Re-REMIC Trust 2021-FRR1 | — | 364614AG2 US364614AG26 | ABS-MBS CORP | 5,000,000 PA | $4.60M | 0.124% | US |
| HIN TIMESHARE TRUST HINTT_25-B | — | 433401AD8 US433401AD86 | ABS-MBS CORP | 4,565,150.1 PA | $4.59M | 0.124% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810SP4 US912810SP49 | DBT UST | 9,295,000 PA | $4.54M | 0.123% | US |
| New Residential Mortgage Loan Trust New Residential Mortgage Loan Trust 2024-RTL1 | — | 64831PAA3 US64831PAA30 | ABS-MBS CORP | 4,515,000 PA | $4.53M | 0.122% | US |
| Freddie Mac Freddie Mac Non Gold Pool | — | 3142BBF62 US3142BBF627 | ABS-MBS USGSE | 4,477,763.25 PA | $4.52M | 0.122% | US |
| MARS INC Mars Inc | — | 571676AY1 US571676AY11 | DBT CORP | 4,426,000 PA | $4.47M | 0.121% | US |
| Santander Bank Auto Credit-Linked Notes Santander Bank Auto Credit-Linked Notes Serie… | — | 80280BAF5 US80280BAF58 | ABS-O CORP | 4,314,777.08 PA | $4.43M | 0.120% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050650 US01F0506505 | ABS-MBS USGSE | 4,500,000 PA | $4.43M | 0.120% | US |
| Fanniemae-Aces Fannie Mae-Aces | — | 3136B8TG4 US3136B8TG47 | ABS-MBS USGSE | 4,718,837.39 PA | $4.41M | 0.119% | US |
| Fannie Mae Fannie Mae Pool | — | 3140JB3L8 US3140JB3L81 | ABS-MBS USGSE | 4,304,294.02 PA | $4.40M | 0.119% | US |
| NRZ Excess Spread Collateralized Notes NRM FHT1 Excess Owner LLC | — | 64832EAA7 US64832EAA73 | ABS-MBS CORP | 4,380,617.85 PA | $4.39M | 0.119% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QVEW0 US3140QVEW06 | ABS-MBS USGSE | 4,208,712.31 PA | $4.38M | 0.118% | US |
| MORGAN STANLEY PVT BANK Morgan Stanley Private Bank NA | — | 61776NVG5 US61776NVG59 | DBT CORP | 4,390,000 PA | $4.37M | 0.118% | US |
| CITIGROUP INC Citigroup Inc | — | 17327CAT0 US17327CAT09 | DBT CORP | 4,375,000 PA | $4.36M | 0.118% | US |
| GOLDMAN SACHS GROUP INC Goldman Sachs Group Inc/The | — | 38141GC93 US38141GC936 | DBT CORP | 4,272,000 PA | $4.34M | 0.117% | US |
| FRTKL FRTKL 2021-SFR1 | — | 30322DAL3 US30322DAL38 | ABS-O CORP | 4,400,000 PA | $4.33M | 0.117% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | — | 3140LFSG0 US3140LFSG05 | ABS-MBS USGA | 5,000,000 PA | $4.30M | 0.116% | US |
| Westlake Automobile Receivables Trust Westlake Automobile Receivables Trust 2023-4 | — | 96041AAN6 US96041AAN63 | ABS-O CORP | 4,150,000 PA | $4.29M | 0.116% | 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 ($3.85B), not of the fund’s net assets ($3.70B). The two differ by cash, derivatives filed with no market value, and rounding.