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 |
|---|---|---|---|---|
| C000157147 | BBCPX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
3,941 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| G2SF 30 YR TBA 4% APR 26 G2SF 30 YR TBA 4% APR 26 TO BE ANNOUNCED… | — | 21H040640 US21H0406403 | ABS-MBS USGA | 226,225,000 PA |
| $211.88M |
| 0.461% |
| US |
| US TREAS NTS 3.5% 03/15/29 UNITED STATES TREASURY NOTE 3.50000000 | — | 91282CQE4 US91282CQE48 | DBT UST | 208,370,000 PA | $206.53M | 0.449% | US |
| RC R/P BNYMEL 3.700% 04/01/26 RC R/P BNYMEL 3.700% 04/01/26 3.70000000 | — | — — | RA CORP | 200,000,000 PA | $200.00M | 0.435% | US |
| UMBS P#SD8473 4.5% 11/01/54 FREDDIE MAC POOL UMBS P#SD8473 4.50000000 | — | 3132DWMW0 US3132DWMW00 | ABS-MBS USGA | 203,279,152.52 PA | $196.27M | 0.427% | US |
| GNMA 30 YR TBA 5.5% APR 26 GNMA 30 YR TBA 5.5% APR 26 TO BE ANNOUNCED 5.… | — | 21H052645 US21H0526457 | ABS-MBS USGA | 194,725,000 PA | $195.97M | 0.426% | US |
| FNMA 30YR TBA 3.0% APR 26 FNMA 30YR TBA 3.0% APR 26 TO BE ANNOUNC… | — | 01F030645 US01F0306450 | ABS-MBS USGA | 221,350,000 PA | $194.39M | 0.423% | US |
| UMBS P#SD8225 3% 07/01/52 FREDDIE MAC POOL UMBS P#SD8225 3.00000000 | — | 3132DWD67 US3132DWD674 | ABS-MBS USGA | 217,218,992.65 PA | $191.20M | 0.416% | US |
| UMBS P#MA5584 4.5% 01/01/55 FANNIE MAE POOL UMBS P#MA5584 4.50000000 | — | 31418FF28 US31418FF286 | ABS-MBS USGSE | 197,102,646.77 PA | $190.31M | 0.414% | US |
| FHR 5572 FA V/R 09/25/55 FREDDIE MAC REMICS SER 5572 CL FA V/R 4.56190… | — | 3137HMPS3 US3137HMPS30 | ABS-CBDO CORP | 175,901,831.62 PA | $175.24M | 0.381% | US |
| US TREAS BDS 3.25% 05/15/42 UNITED STATES TREASURY BOND 3.25000000 | — | 912810TH1 US912810TH14 | DBT UST | 195,125,000 PA | $160.78M | 0.350% | US |
| GNMA TBA 30 YR 2.5% APR 26 GNMA TBA 30 YR 2.5% APR 26 TO BE ANNOUNCE… | — | 21H022648 US21H0226488 | ABS-MBS USGA | 185,225,000 PA | $159.32M | 0.346% | US |
| US TREAS NTS 3.375% 02/29/28 UNITED STATES TREASURY NOTE 3.37500000 | — | 91282CQB0 US91282CQB09 | DBT UST | 148,545,000 PA | $147.37M | 0.320% | US |
| UMBS P#SD8226 3.5% 07/01/52 FREDDIE MAC POOL UMBS P#SD8226 3.50000000 | — | 3132DWD75 US3132DWD757 | ABS-MBS USGA | 154,538,415.52 PA | $141.84M | 0.308% | US |
| UMBS P#SD8213 3% 05/01/52 FREDDIE MAC POOL UMBS P#SD8213 3.00000000 | — | 3132DWDS9 US3132DWDS98 | ABS-MBS USGA | 159,804,247.1 PA | $140.68M | 0.306% | US |
| UMBS P#SD8331 5.5% 06/01/53 FREDDIE MAC POOL UMBS P#SD8331 5.50000000 | — | 3132DWHG1 US3132DWHG15 | ABS-MBS USGA | 137,213,520.78 PA | $138.32M | 0.301% | US |
| UMBS P#SD8522 4.5% 04/01/55 FREDDIE MAC POOL UMBS P#SD8522 4.50000000 | — | 3132DWPF4 US3132DWPF40 | ABS-MBS USGA | 141,961,755.22 PA | $137.07M | 0.298% | US |
| UMBS P#MA4624 3% 06/01/52 FANNIE MAE POOL UMBS P#MA4624 3.00000000 | — | 31418ED64 US31418ED649 | ABS-MBS USGSE | 151,591,267.3 PA | $133.48M | 0.290% | US |
| US TREAS BDS 5% 05/15/45 UNITED STATES TREASURY BOND 5.00000000 | — | 912810UL0 US912810UL07 | DBT UST | 131,311,000 PA | $133.02M | 0.289% | US |
| FNMA 30YR TBA 5.5% JUN 26 FNMA 30YR TBA 5.5% JUN 26 TO BE ANNOUNCE… | — | 01F052664 US01F0526644 | ABS-MBS USGA | 130,000,000 PA | $130.27M | 0.283% | US |
| PETROLEOS MEXICA 6.7% 02/16/32 PETROLEOS MEXICANOS REGD 6.70000000 | — | 71643VAB1 US71643VAB18 | DBT CORP | 131,712,000 PA | $128.90M | 0.280% | MX |
| FNMA 30YR TBA 4.5% JUN 26 FNMA 30YR TBA 4.5% JUN 26 TO BE ANNOUNCED… | — | 01F042665 US01F0426654 | ABS-MBS USGA | 129,230,000 PA | $124.50M | 0.271% | US |
| US TIPS 1.75% 01/15/34 UNITED STATES TREASURY INFLATION INDEXED BOND… | — | 91282CJY8 US91282CJY84 | DBT UST | 124,222,114 PA | $123.69M | 0.269% | US |
| HART 2025-C A3 3.88% 12/15/28 HYUNDAI AUTO RECEIVABLES TRUST 2025-C SER 202… | — | 44935JAD8 US44935JAD81 | ABS-CBDO CORP | 124,334,000 PA | $123.68M | 0.269% | US |
| UMBS P#SD8372 5.5% 11/01/53 FREDDIE MAC POOL UMBS P#SD8372 5.50000000 | — | 3132DWJR5 US3132DWJR51 | ABS-MBS USGA | 116,920,770.99 PA | $117.76M | 0.256% | US |
| US T BILL ZCP 04/07/26 UNITED STATES TREASURY BILL ZCP 0.00000000 | — | 912797TG2 US912797TG20 | STIV UST | 117,015,000 PA | $116.94M | 0.254% | US |
| US TREAS BDS 4.5% 11/15/54 UNITED STATES TREASURY BOND 4.50000000 | — | 912810UE6 US912810UE63 | DBT UST | 124,800,000 PA | $116.59M | 0.254% | US |
| NSLT 2025-1A A2 V/R 11/27/90 NELNET STUDENT LOAN TRUST 2025-1 SER 2025-1A … | — | 64035EAB0 US64035EAB02 | ABS-CBDO CORP | 109,828,000 PA | $109.83M | 0.239% | US |
| US TIPS 1.375% 07/15/33 UNITED STATES TREASURY INFLATION INDEXED BOND… | — | 91282CHP9 US91282CHP95 | DBT UST | 105,915,966 PA | $103.53M | 0.225% | US |
| FNMA 30YR TBA 5% JUN 26 FNMA 30YR TBA 5% JUN 26 TO BE ANNOUNCE… | — | 01F050668 US01F0506687 | ABS-MBS USGA | 104,000,000 PA | $102.34M | 0.223% | US |
| UMBS P#FA0302 4.5% 01/01/55 FANNIE MAE POOL UMBS P#FA0302 4.50000000 | — | 3140W0KQ7 US3140W0KQ73 | ABS-MBS USGSE | 105,006,138.78 PA | $102.31M | 0.222% | US |
| FHLB D/N 08/07/26 FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000… | — | 313385A97 US313385A970 | STIV USGA | 100,000,000 PA | $98.71M | 0.215% | US |
| UMBS P#BV5581 3.5% 05/01/52 FANNIE MAE POOL UMBS P#BV5581 3.50000000 | — | 3140MKFX5 US3140MKFX50 | ABS-MBS USGSE | 106,160,433.4 PA | $97.41M | 0.212% | US |
| GNMA II P#MA8346 4% 10/20/52 GINNIE MAE II POOL P#MA8346 4.00000000 | — | 36179XHX7 US36179XHX75 | ABS-MBS USGSE | 101,995,030.87 PA | $96.62M | 0.210% | US |
| UMBS P#CA6038 2.5% 06/01/50 FANNIE MAE POOL UMBS P#CA6038 2.50000000 | — | 3140QDV84 US3140QDV846 | ABS-MBS USGSE | 111,369,669.66 PA | $95.35M | 0.207% | US |
| UNITED KI 4.375% 03/07/28/GBP/ UNITED KINGDOM GILT /GBP/ REGD REG S 4.375000… | — | G4527HN31 GB00BSQNRC93 | DBT NUSS | 70,480,000 PA | $93.22M GBP | 0.203% | GB |
| GNMAII 30YR TBA 3.5% MAY 26 GNMAII 30YR TBA JUMBOS MAY 26 TO BE ANNOUNCE… | — | 21H032654 US21H0326544 | ABS-MBS USGA | 101,000,000 PA | $92.18M | 0.200% | US |
| GSMBS 2024-RPL7 V/R 07/25/64 GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7… | — | 36273CAR8 US36273CAR88 | ABS-CBDO CORP | 102,127,612.87 PA | $89.91M | 0.196% | US |
| UMBS P#SD8205 2.5% 04/01/52 FREDDIE MAC POOL UMBS P#SD8205 2.50000000 | — | 3132DWDJ9 US3132DWDJ99 | ABS-MBS USGA | 106,009,461.72 PA | $89.56M | 0.195% | US |
| GSMBS 2024-RPL5 V/R 07/25/64 GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5… | — | 362951AR6 US362951AR69 | ABS-CBDO CORP | 105,575,610.32 PA | $88.82M | 0.193% | US |
| UMBS P#MA4547 2% 02/01/52 FANNIE MAE POOL UMBS P#MA4547 2.00000000 | — | 31418EBR0 US31418EBR09 | ABS-MBS USGSE | 107,970,157.44 PA | $87.39M | 0.190% | US |
| GNMA2 30YR TBA 5% APR 26 GNMA2 TBA 30YR 5% APR 26 TO BE ANNOUNCED 5.00… | — | 21H050649 US21H0506491 | ABS-MBS USGA | 87,250,000 PA | $86.40M | 0.188% | US |
| JPMMT 2024-CES2 V/R 09/25/54 JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024… | — | 46658QAN0 US46658QAN07 | ABS-CBDO CORP | 79,620,267.6 PA | $85.84M | 0.187% | US |
| UMBS P#MA4580 3.5% 04/01/52 FANNIE MAE POOL UMBS P#MA4580 3.50000000 | — | 31418ECS7 US31418ECS72 | ABS-MBS USGSE | 92,670,367.52 PA | $85.06M | 0.185% | US |
| GSMBS 2024-RPL6 V/R 01/25/64 GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6… | — | 36272QAS6 US36272QAS66 | ABS-CBDO CORP | 100,659,986.53 PA | $84.82M | 0.184% | US |
| US T BILL ZCP 09/17/26 UNITED STATES TREASURY BILL ZCP 0.00000000 | — | 912797UG0 US912797UG01 | STIV UST | 85,413,000 PA | $83.97M | 0.183% | US |
| ECMC 2025-2A A V/R 11/25/34 ECMC GROUP STUDENT LOAN TRUST 2025-2 SER 2025… | — | 26827YAA9 US26827YAA91 | ABS-CBDO CORP | 83,037,341.32 PA | $83.20M | 0.181% | US |
| US TIPS 0.625% 07/15/32 UNITED STATES TREASURY INFLATION INDEXED BOND… | — | 91282CEZ0 US91282CEZ05 | DBT UST | 87,987,984 PA | $83.01M | 0.181% | US |
| FNMA 30YR TBA 5.5% APR 26 FNMA 30YR TBA 5.5% APR 26 TO BE ANNOUNCED 5.5… | — | 01F052649 US01F0526495 | ABS-MBS USGA | 80,200,000 PA | $80.57M | 0.175% | US |
| FNMA 30YR TBA 6% MAY 26 FNMA 30YR TBA 6% MAY 26 TO BE ANNOUNCE… | — | 01F060659 US01F0606594 | ABS-MBS USGA | 77,670,000 PA | $79.08M | 0.172% | US |
| US T BILL ZCP 07/30/26 UNITED STATES TREASURY BILL ZCP 0.00000000 | — | 912797TQ0 US912797TQ02 | STIV UST | 79,266,000 PA | $78.31M | 0.170% | 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 ($64.70B), not of the fund’s net assets ($45.98B). The two differ by cash, derivatives filed with no market value, and rounding.