1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-22
1 class of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000126648 | BBTBX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
5,262 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| GNR 2012-H26 JA V/R 10/20/61 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375BYU0 US38375BYU06 | ABS-CBDO CORP |
| $95.01 |
| 0.000% |
| US |
| FNR 2002-13 ST V/R 03/25/32 FANNIE MAE REMICS SER 2002-13 CL ST V/R 10.00… | — | 31392B5S1 US31392B5S14 | ABS-CBDO CORP | 91.44 PA | $95.24 | 0.000% | US |
| FNR 2003-132 OA ZCP 08/25/33 FANNIE MAE REMICS SER 2003-132 CL OA ZCP 0.00… | — | 31393UVB6 US31393UVB69 | ABS-CBDO CORP | 108.33 PA | $106.58 | 0.000% | US |
| GNMA P#486631 6.5% 10/15/28 GINNIE MAE I POOL P#486631 6.50000000 | — | 36210ASU2 US36210ASU24 | ABS-MBS USGSE | 111.32 PA | $112.36 | 0.000% | US |
| FGLMC P#A28796 6.5% 11/01/34 FREDDIE MAC GOLD POOL P#A28796 6.50000000 | — | 31297GXZ9 US31297GXZ98 | ABS-MBS USGA | 108.92 PA | $112.73 | 0.000% | US |
| AGFMT 2006-1 A5 V/R 12/25/35 AMERICAN GENERAL MORTGAGE LOAN TRUST 2006-1 S… | — | 02639MAL0 US02639MAL00 | ABS-CBDO CORP | 99.63 PA | $115.10 | 0.000% | US |
| UMBS P#303532 V/R 03/01/29 FANNIE MAE POOL UMBS P#303532 V/R 4.38900000 | — | 31373UED5 US31373UED54 | ABS-MBS USGSE | 121.21 PA | $120.29 | 0.000% | US |
| GNR 2003-112 SA V/R 12/16/33 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38374EZ91 US38374EZ913 | ABS-CBDO CORP | 21,525.91 PA | $121.01 | 0.000% | US |
| GNR 2005-7 JM V/R 05/18/34 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38374KF73 US38374KF730 | ABS-CBDO CORP | 116.92 PA | $124.28 | 0.000% | US |
| UMBS P#902818 V/R 11/01/36 FANNIE MAE POOL UMBS P#902818 V/R 6.32100000 | — | 31411BAT0 US31411BAT08 | ABS-MBS USGSE | 123.09 PA | $126.72 | 0.000% | US |
| GNR 2007-19 SD V/R 04/20/37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375JTV7 US38375JTV79 | ABS-CBDO CORP | 24,828.42 PA | $130.53 | 0.000% | US |
| GNR 2009-6 SA V/R 02/16/39 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375Y5V0 US38375Y5V01 | ABS-CBDO CORP | 28,205.67 PA | $131.95 | 0.000% | US |
| SBM7 2003-UP2 PO ZCP 12/25/18 CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES … | — | 79549AXS3 US79549AXS31 | ABS-CBDO CORP | 139.65 PA | $139.08 | 0.000% | US |
| FHR 1899 ZE 8% 09/15/26 FREDDIE MAC REMICS SER 1899 CL ZE 8.00000000 | — | 3133T86T9 US3133T86T98 | ABS-CBDO CORP | 143.1 PA | $143.35 | 0.000% | US |
| GNMA II P#2512 8% 11/20/27 GINNIE MAE II POOL P#2512 8.00000000 | — | 36202CYH0 US36202CYH05 | ABS-MBS USGSE | 142.61 PA | $144.00 | 0.000% | US |
| FHLMC P#785618 V/R 07/01/26 FREDDIE MAC NON GOLD POOL P#785618 V/R 6.1250… | — | 31348SG32 US31348SG328 | ABS-MBS USGA | 145.14 PA | $144.61 | 0.000% | US |
| FHR 1963 Z 7.5% 01/15/27 FREDDIE MAC REMICS SER 1963 CL Z 7.50000000 | — | 3133TAA28 US3133TAA282 | ABS-CBDO CORP | 154.06 PA | $154.65 | 0.000% | US |
| GNR 2009-6 SH V/R 02/20/39 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375Y6G2 US38375Y6G25 | ABS-CBDO CORP | 31,315.15 PA | $157.30 | 0.000% | US |
| FNR 1997-27 J 7.5% 04/18/27 FANNIE MAE REMICS SER 1997-27 CL J 7.50000000 | — | 31359NR78 US31359NR786 | ABS-CBDO CORP | 159.64 PA | $160.43 | 0.000% | US |
| GNMA II P#2499 8% 10/20/27 GINNIE MAE II POOL P#2499 8.00000000 | — | 36202CX40 US36202CX404 | ABS-MBS USGSE | 161.87 PA | $163.49 | 0.000% | US |
| GNR 2007-36 SE V/R 06/16/37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375KHZ8 US38375KHZ84 | ABS-CBDO CORP | 29,269.81 PA | $164.25 | 0.000% | US |
| FHR 2410 QX V/R 02/15/32 FREDDIE MAC REMICS SER 2410 CL QX V/R 4.86329… | — | 31339NHV1 US31339NHV10 | ABS-CBDO CORP | 2,351.93 PA | $171.09 | 0.000% | US |
| MBIA INSURANCE CO V/R 01/15/33 MBIA INSURANCE CO REGD V/R P/P 11.88200000 | — | 55276GAA3 US55276GAA31 | DBT CORP | 86,000 PA | $172.00 | 0.000% | US |
| FHR 2990 WP V/R 06/15/35 FREDDIE MAC REMICS SER 2990 CL WP V/R 7.25828… | — | 31395V4V8 US31395V4V86 | ABS-CBDO CORP | 168.82 PA | $172.04 | 0.000% | US |
| FNR 2007-108 SA V/R 12/25/37 FANNIE MAE REMICS SER 2007-108 CL SA V/R 2.58… | — | 31396XR55 US31396XR555 | ABS-CBDO CORP | 2,613.78 PA | $172.61 | 0.000% | US |
| GNMA P#411829 7.5% 07/15/27 GINNIE MAE I POOL P#411829 7.50000000 | — | 36206HPN2 US36206HPN25 | ABS-MBS USGSE | 176.12 PA | $177.53 | 0.000% | US |
| UMBS P#689977 8% 03/01/27 FANNIE MAE POOL UMBS P#689977 8.00000000 | — | 31400KQ66 US31400KQ661 | ABS-MBS USGSE | 178.77 PA | $179.81 | 0.000% | US |
| FNR 2001-72 SX V/R 12/25/31 FANNIE MAE REMICS SER 2001-72 CL SX V/R 8.671… | — | 31392BJG2 US31392BJG23 | ABS-CBDO CORP | 188.19 PA | $198.62 | 0.000% | US |
| UMBS P#256311 6% 07/01/26 FANNIE MAE POOL UMBS P#256311 6.00000000 | — | 31371MVC8 US31371MVC80 | ABS-MBS USGSE | 195.27 PA | $199.05 | 0.000% | US |
| GNR 2008-60 CS V/R 07/20/38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375DAQ1 US38375DAQ16 | ABS-CBDO CORP | 52,900.76 PA | $201.18 | 0.000% | US |
| GNR 2007-36 SJ V/R 06/20/37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375KHN5 US38375KHN54 | ABS-CBDO CORP | 38,440.21 PA | $210.36 | 0.000% | US |
| GNR 2009-31 TS V/R 03/20/39 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38374TXN9 US38374TXN98 | ABS-CBDO CORP | 12,067.58 PA | $214.26 | 0.000% | US |
| GNR 2007-79 SY V/R 12/20/37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 383742AS2 US383742AS27 | ABS-CBDO CORP | 60,719.84 PA | $218.05 | 0.000% | US |
| GNR 2008-96 SL V/R 12/20/38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375PY88 US38375PY885 | ABS-CBDO CORP | 38,476.78 PA | $223.98 | 0.000% | US |
| FNR 2001-81 LO ZCP 01/25/32 FANNIE MAE REMICS SER 2001-81 CL LO ZCP 0.000… | — | 31392BNB8 US31392BNB89 | ABS-CBDO CORP | 255.87 PA | $226.00 | 0.000% | US |
| UMBS P#54844 V/R 09/01/27 FANNIE MAE POOL UMBS P#54844 V/R 4.20300000 | — | 3136195D6 US3136195D64 | ABS-MBS USGSE | 230.75 PA | $228.86 | 0.000% | US |
| GNR 2007-73 MI V/R 11/20/37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375LD23 US38375LD235 | ABS-CBDO CORP | 47,676.43 PA | $229.76 | 0.000% | US |
| FHR 3318 AO ZCP 05/15/37 FREDDIE MAC REMICS SER 3318 CL AO ZCP 0.00000… | — | 31397HCU0 US31397HCU05 | ABS-CBDO CORP | 255.29 PA | $231.35 | 0.000% | US |
| FGLMC P#A83645 5% 12/01/38 FREDDIE MAC GOLD POOL P#A83645 5.00000000 | — | 312930BN9 US312930BN97 | ABS-MBS USGA | 231.52 PA | $234.27 | 0.000% | US |
| FNS 393 6 5.5% 04/25/37 FANNIE MAE INTEREST STRIP SER 393 CL 6 5.5000… | — | 3136FGCE5 US3136FGCE57 | ABS-CBDO CORP | 2,860.23 PA | $238.62 | 0.000% | US |
| GNR 2007-72 US V/R 11/20/37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375LV72 US38375LV724 | ABS-CBDO CORP | 42,109.27 PA | $255.59 | 0.000% | US |
| GNR 2007-26 SC V/R 05/20/37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375KBN1 US38375KBN19 | ABS-CBDO CORP | 46,360.06 PA | $257.99 | 0.000% | US |
| UMBS P#695584 6% 03/01/33 FANNIE MAE POOL UMBS P#695584 6.00000000 | — | 31400RXM8 US31400RXM86 | ABS-MBS USGSE | 253.54 PA | $258.45 | 0.000% | US |
| FHR 2132 SB V/R 03/15/29 FREDDIE MAC REMICS SER 2132 CL SB V/R 14.1568… | — | 3133TJVQ3 US3133TJVQ39 | ABS-CBDO CORP | 239.18 PA | $264.68 | 0.000% | US |
| FNR 2003-130 SX V/R 01/25/34 FANNIE MAE REMICS SER 2003-130 CL SX V/R 5.85… | — | 31393UWF6 US31393UWF64 | ABS-CBDO CORP | 260.96 PA | $268.35 | 0.000% | US |
| UMBS P#782306 V/R 07/01/34 FANNIE MAE POOL UMBS P#782306 V/R 5.67000000 | — | 31404YDK5 US31404YDK55 | ABS-MBS USGSE | 266.05 PA | $271.03 | 0.000% | US |
| FHR 3531 SM V/R 05/15/39 FREDDIE MAC REMICS SER 3531 CL SM V/R 2.31329… | — | 31398CVX3 US31398CVX37 | ABS-CBDO CORP | 4,671.53 PA | $286.89 | 0.000% | US |
| GNR 2007-74 SL V/R 11/16/37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER … | — | 38375LZR4 US38375LZR40 | ABS-CBDO CORP | 53,435.37 PA | $286.91 | 0.000% | US |
| FNR 2003-39 IO V/R 05/25/33 FANNIE MAE REMICS SER 2003-39 CL IO V/R 6.000… | — | 31393A5Z6 US31393A5Z64 | ABS-CBDO CORP | 2,142.88 PA | $290.58 | 0.000% | US |
| CHASE 2007-A1 7A V/R 02/25/37 CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 S… | — | 161630AU2 US161630AU28 | ABS-CBDO CORP | 292.95 PA | $294.76 | 0.000% | 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 ($28.89B), not of the fund’s net assets ($26.34B). The two differ by cash, derivatives filed with no market value, and rounding.