1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-01
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000173083 | DHEAX | NOT_LISTED | not exchange-listed | — |
| C000173084 | DHEIX | NOT_LISTED | not exchange-listed | — |
| C000173085 | DHEYX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
as filed
N-PORT Item C.4.a
600 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| POINT SECURITIZATION TRUST 2026-1 Point Securitization Trust Series 2026-1, Cla… | — | 73072JAC2 US73072JAC27 | ABS-O CORP | 1,900,000 PA |
| $1.65M |
| 0.032% |
| US |
| Federal National Mortgage Association Federal National Mortgage Association Pool CA… | — | 3140QGP43 US3140QGP437 | ABS-MBS USGSE | 1,848,639.83 PA | $1.66M | 0.032% | US |
| Government National Mortgage Association Government National Mortgage Association Pool… | — | 3618ME6W6 US3618ME6W62 | ABS-MBS USGA | 1,549,420.35 PA | $1.68M | 0.033% | US |
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corporation Series… | — | 3137BRZK4 US3137BRZK45 | ABS-O USGSE | 1,703,160.03 PA | $1.70M | 0.033% | US |
| JPMorgan Chase Bank, National Association Chase Mortgage Finance Corporation Series 21-… | — | 46591HBZ2 US46591HBZ29 | ABS-O CORP | 1,768,329.82 PA | $1.72M | 0.034% | US |
| Citibank, N.A. Citibank NA 4.876%, Due 11/19/2027 | — | 17325FBL1 US17325FBL13 | DBT CORP | 1,750,000 PA | $1.76M | 0.034% | US |
| Federal National Mortgage Association Federal National Mortgage Association Pool FN… | — | 3140KEKW7 US3140KEKW70 | ABS-MBS USGSE | 1,783,027.98 PA | $1.77M | 0.034% | US |
| AMCR ABS TRUST 2026-A AMCR ABS Trust Series 2026-A, Class C | — | 02341AAC5 US02341AAC53 | ABS-O CORP | 1,750,000 PA | $1.77M | 0.034% | US |
| LHOME MTG TR 2024-RTL3 LHOME Mortgage Trust Series 2024-RTL3, Class M | — | 50205GAC6 US50205GAC69 | ABS-O CORP | 1,750,000 PA | $1.77M | 0.034% | US |
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corporation Pool F… | — | 3133CAQJ2 US3133CAQJ25 | ABS-MBS USGSE | 1,697,637.44 PA | $1.78M | 0.035% | US |
| MARINER FINANCE ISSE TR 2021-A Mariner Finance Issuance Trust Series 2021-AA | — | 56848DAD1 US56848DAD12 | ABS-O CORP | 1,850,000 PA | $1.79M | 0.035% | US |
| Government National Mortgage Association Government National Mortgage Association Pool… | — | 3618LKP51 US3618LKP518 | ABS-MBS USGA | 1,658,579.52 PA | $1.80M | 0.035% | US |
| Prosper Marketplace Issuance Trust Series 201… Prosper Marketplace Issuance Trust Series 202… | — | 74390NAG7 US74390NAG79 | ABS-O CORP | 1,785,381.59 PA | $1.80M | 0.035% | US |
| FREED ABS TRUST 2022-4FP Freedom Financial Series 2022-4FP, Class D | — | 35634JAD0 US35634JAD00 | ABS-O CORP | 1,803,137.02 PA | $1.80M | 0.035% | US |
| LHOME MORTGAGE TRUST 2024-RTL2 LHOME Mortgage Trust Series 2024-RTL2, Class M | — | 50205JAC0 US50205JAC09 | ABS-O CORP | 1,800,000 PA | $1.81M | 0.035% | US |
| Federal Home Loan Mortgage Corp. Freddie Mac Multifamily Structured Credit Ris… | — | 35563HAB3 US35563HAB33 | ABS-O USGSE | 1,650,000 PA | $1.81M | 0.035% | US |
| SUNNOVA HELIOS X ISSUER LLC Helios Issuer, LLC Series 22-C Class C | — | 86744WAC3 US86744WAC38 | ABS-O CORP | 3,926,840.24 PA | $1.82M | 0.035% | US |
| NALP BUSINESS LOAN TRUST 2026-1 Newtek Alternative Loan Program Series 2026-1… | — | 62986BAB9 US62986BAB99 | ABS-O CORP | 1,824,582.8 PA | $1.83M | 0.036% | US |
| LENDINGPOINT 2022-C ASSET SECURITIZ LendingPoint Asset Securitization Series 22-C… | — | 525919AC0 US525919AC02 | ABS-O CORP | 1,844,365.6 PA | $1.84M | 0.036% | US |
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corporation Series… | — | 35563FAA9 US35563FAA93 | ABS-O USGSE | 1,862,057.5 PA | $1.86M | 0.036% | US |
| Nyt Mortgage Trust NYT Mortgage Trust Series 2019-NYT, Class D | — | 62954PAL4 US62954PAL40 | ABS-O CORP | 2,000,000 PA | $1.87M | 0.036% | US |
| AVANT LOANS FUNDING TRUST 2026-REV1 Avant Loans Funding Trust Series 2026-REV1, C… | — | 05359NAF2 US05359NAF24 | ABS-O CORP | 1,870,000 PA | $1.87M | 0.036% | US |
| Mosaic Solar Loan Trust 2023-2 Mosaic Solar Loans LLC Series 2023-2A, Class C | — | 61945WAC3 US61945WAC38 | ABS-O CORP | 11,000,000 PA | $1.90M | 0.037% | US |
| ASCENT CAREER FUNDING TRUST 2024-1 Ascent Career Funding Trust Series 2024-1A, C… | — | 04363LAA4 US04363LAA44 | ABS-O CORP | 1,905,352.7 PA | $1.92M | 0.037% | US |
| BREAN ASSET BACKED SECURITIES TRUST Brean Asset Backed Securities Series 2023-RM7… | — | 10638BAB0 US10638BAB09 | ABS-O CORP | 2,000,000 PA | $1.94M | 0.038% | US |
| Home Partners Of America Trust 2019-1 Home Partners of America Trust Series 2019-1,… | — | 43731QAA6 US43731QAA67 | ABS-O CORP | 1,995,723.79 PA | $1.95M | 0.038% | US |
| LENDING FUNDING TRUST Lendmark Funding Trust Series 2020-2A, Class B | — | 51507KAB2 US51507KAB26 | ABS-O CORP | 2,000,000 PA | $1.96M | 0.038% | US |
| Government National Mortgage Association Government National Mortgage Association Pool… | — | 3618MJXY1 US3618MJXY12 | ABS-MBS USGA | 1,811,204.52 PA | $1.96M | 0.038% | US |
| Fremf 2012 Kf01 Mortgage Trust Freedom Mortgage Trust Series 19-KF59 Class B | — | 30297XAG1 US30297XAG16 | ABS-O USGSE | 2,045,713.36 PA | $1.97M | 0.038% | US |
| UPSTART PS-TRGH TR SR 2022-ST3 Upstart Pass Through Trust Series 2022-ST3, C… | — | 91681EAA2 US91681EAA29 | ABS-O CORP | 1,977,656.68 PA | $1.97M | 0.038% | US |
| Arbor Realty Commercial Real Estate Notes 201… Arbor Realty Collateralized Loan Obligation L… | — | 03880RAA7 US03880RAA77 | ABS-CBDO CORP | 1,983,643.14 PA | $1.98M | 0.039% | US |
| KAPITUS ASSET SECURITIZATION IV LLC Kapitus Asset Securitization, LLC Series 2024… | — | 48555MAC3 US48555MAC38 | ABS-O CORP | 2,000,000 PA | $1.99M | 0.039% | US |
| General Motors Financial Company Inc General Motors Financial Company 5.05%, Due 0… | — | 37045XFE1 US37045XFE13 | DBT CORP | 2,000,000 PA | $2.02M | 0.039% | US |
| KeyBank National Association Key Bank NA 5.85%, Due 11/15/2027 | — | 49327M3F9 US49327M3F97 | DBT CORP | 2,000,000 PA | $2.04M | 0.040% | US |
| CAFL 2026-R1 Issuer LLC Colony American Finance Limited Series 2026-R… | — | 124761AB3 US124761AB38 | ABS-O CORP | 2,085,000 PA | $2.08M | 0.040% | US |
| A10 2025-FL6 Issuer LLC A10 Securitization Series 2025-FL6, Class E | — | 00028AAL9 US00028AAL98 | ABS-CBDO CORP | 2,125,000 PA | $2.13M | 0.041% | US |
| TRICOLOR AUTO SECURITIZATION TRUST Tricolor Auto Securitization Trust Series 202… | — | 89616PAC7 US89616PAC77 | ABS-O CORP | 2,500,000 PA | $2.15M | 0.042% | US |
| OPORTUN ISSUANCE TRUST 2021-C Oportun Funding LLC Series 2021-C, Class C | — | 68377WAC5 US68377WAC55 | ABS-O CORP | 2,175,632.81 PA | $2.15M | 0.042% | US |
| REACH ABS TRUST 2023-1 Reach Financial LLC Series 2024-1A, Class B | — | 75526PAB7 US75526PAB76 | ABS-O CORP | 2,141,984.99 PA | $2.15M | 0.042% | US |
| ONITY LOAN INVESTMENT TRUST 2025-HB1 Onity Loan Investment Trust Series 2025-HB1, … | — | 68278EAE1 US68278EAE14 | ABS-O CORP | 2,500,000 PA | $2.18M | 0.042% | US |
| Rmf Buyout Issuance Tr 2018 RMF Buyout Issuance Trust Series 2020-HB1, Cl… | — | 76971EAC8 US76971EAC84 | ABS-O CORP | 2,336,321.36 PA | $2.18M | 0.042% | US |
| Fremf 2012 Kf01 Mortgage Trust FREMF Mortgage Trust Series 18-KF43 Class B | — | 30296DAG6 US30296DAG60 | ABS-O USGSE | 2,254,710.25 PA | $2.19M | 0.043% | US |
| DEXT ABS Dext ABS Series 2023-2, Class D | — | 25216CAE0 US25216CAE03 | ABS-O CORP | 2,120,000 PA | $2.22M | 0.043% | US |
| Arivo Acceptance Auto Loan Receivables Trust … Arivo Acceptance Auto Loan Receivables Trust … | — | 039943AB1 US039943AB13 | ABS-O CORP | 2,200,000 PA | $2.24M | 0.043% | US |
| KAPITUS ASSET SECURITIZATION IV LLC Kapitus Asset Securitization LLC Series 2024-… | — | 48555MAG4 US48555MAG42 | ABS-O CORP | 2,250,000 PA | $2.24M | 0.044% | US |
| Government National Mortgage Association Government National Mortgage Association Pool… | — | 36179YMQ4 US36179YMQ43 | ABS-MBS USGA | 2,238,811.36 PA | $2.31M | 0.045% | US |
| FREMF MTG TR 2016-K1502 FREMF Mortgage Trust Series 2019-KF67, Class B | — | 30298NAG2 US30298NAG25 | ABS-O USGSE | 2,437,586.15 PA | $2.33M | 0.045% | US |
| TVC MORTGAGE TRUST 2026-RRTL1 TVC Mortgage Trust Series 2026-RRTL1, Class A2 | — | 87306XAB1 US87306XAB10 | ABS-O CORP | 2,349,000 PA | $2.33M | 0.045% | US |
| Government National Mortgage Association Government National Mortgage Association Pool… | — | 3618MJXX3 US3618MJXX39 | ABS-MBS USGA | 2,156,663.75 PA | $2.34M | 0.045% | US |
| Ondeck Asset Sec tr II 2016-1 Ondeck Asset Securitization Trust Series 2024… | — | 67108SAF5 US67108SAF56 | ABS-O CORP | 2,350,000 PA | $2.34M | 0.046% | 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 ($5.13B), not of the fund’s net assets ($5.14B). The two differ by cash, derivatives filed with no market value, and rounding.