1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-28
2 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000176698 | DCFFX | NOT_LISTED | not exchange-listed | — |
| C000202458 | DCFZX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
1,939 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| F/C US LONG BOND(CBT) JUN26 FUTURE CONTRACT ON US LONG BOND(CBT… | — | — — | DIR CORP | -54 NC |
| -$6.40M |
| -0.423% |
| US |
| FNMA 30YR TBA 2.5% MAR26 FNMA 30YR TBA 2.5% MAR26 TO BE ANNOUNCED… | — | 01F022634 US01F0226344 | ABS-MBS USGA | -5,516,000 PA | -$4.78M | -0.316% | US |
| FNMA 30YR TBA 2.5% APR 26 FNMA 30YR TBA 2.5% APR 26 TO BE ANNOUNCED… | — | 01F022642 US01F0226427 | ABS-MBS USGA | -5,515,000 PA | -$4.78M | -0.316% | US |
| FNMA 30YR TBA 5% MAR 26 FNMA 30YR TBA 5% MAR 26 TO BE ANNOUNCE… | — | 01F050635 US01F0506356 | ABS-MBS USGA | -4,680,000 PA | -$4.70M | -0.311% | US |
| F/C US ULTRA BOND CBT JUN26 FUTURE CONTRACT ON US ULTRA BOND CB… | — | — — | DIR CORP | -21 NC | -$2.55M | -0.169% | US |
| F/C US 5YR NOTE (CBT) JUN26 FUTURE CONTRACT ON US 5YR NOTE (CBT… | — | — — | DIR CORP | -20 NC | -$2.20M | -0.146% | US |
| FNMA 30YR TBA 4.5% APR 26 FNMA 30YR TBA 4.5% APR 26 TO BE ANNOUNCED 4.5… | — | 01F042640 US01F0426407 | ABS-MBS USGA | -2,065,000 PA | -$2.04M | -0.135% | US |
| G2SF 30 YR TBA 4% MAR 26 G2SF 30 YR TBA 4% MAR 26 TO BE ANNOUNCE… | — | 21H040632 US21H0406320 | ABS-MBS USGA | -1,840,000 PA | -$1.77M | -0.117% | US |
| G2SF 30 YR TBA 4% APR 26 G2SF 30 YR TBA 4% APR 26 TO BE ANNOUNCED… | — | 21H040640 US21H0406403 | ABS-MBS USGA | -1,800,000 PA | -$1.73M | -0.114% | US |
| FNMA 30YR TBA 4.0% APR 26 FNMA 30YR TBA 4.0% APR 26 TO BE ANNOUNCED 4.0… | — | 01F040644 US01F0406441 | ABS-MBS USGA | -1,700,000 PA | -$1.65M | -0.109% | US |
| FNCL 30YR TBA 3.5% MARCH 26 FNCL 30YR TBA 3.5% MARCH 26 TO BE ANNOUNCE… | — | 01F032633 US01F0326334 | ABS-MBS USGA | -661,000 PA | -$622.8K | -0.041% | US |
| FNMA 30YR TBA 4.5% MAR 26 FNMA 30YR TBA 4.5% MAR 26 TO BE ANNOUNCE… | — | 01F042632 US01F0426324 | ABS-MBS USGA | -356,000 PA | -$352.0K | -0.023% | US |
| G2SF 30 YR TBA 4.5% MAR 26 G2SF 30 YR TBA 4.5% MAR 26 TO BE ANNOUNCE… | — | 21H042638 US21H0426385 | ABS-MBS USGA | -350,000 PA | -$345.9K | -0.023% | US |
| N/A IRS RSOFRP04.16 03/19/45 CHASUS33XXX FLOAT | — | — — | DIR OTHER | 1 NC | -$291.0K | -0.019% | US |
| FNMA TBA 15YR 2% MAR26 FNMA TBA 15YR 2% MAR26 TO BE ANNOUNCE… | — | 01F020430 US01F0204309 | ABS-MBS USGA | -300,000 PA | -$279.5K | -0.018% | US |
| G2SF TBA 30 YR 3% MAR26 G2SF TBA 30 YR 3% MAR26 TO BE ANNOUNCE… | — | 21H030633 US21H0306330 | ABS-MBS USGA | -275,000 PA | -$252.2K | -0.017% | US |
| G2SF TBA 30 YR 3% APR26 G2SF TBA 30 YR 3% APR26 TO BE ANNOUNCED… | — | 21H030641 US21H0306413 | ABS-MBS USGA | -250,000 PA | -$229.2K | -0.015% | US |
| UMBS TBA 30YR 2% MAR 26 UMBS TBA 30YR 2% MAR 26 TO BE ANNOUNCE… | — | 01F020638 US01F0206387 | ABS-MBS USGA | -125,000 PA | -$103.5K | -0.007% | US |
| N/A IRS RSOFRP03.59 11/15/32 CHASUS33XXX FLOAT | — | — — | DIR OTHER | 1 NC | -$26.7K | -0.002% | US |
| N/A CDS US68389XBN49 01.000 SP 12/20/2030 CHASUS3… | — | — — | DCR OTHER | 1 NC | -$26.6K | -0.002% | US |
| N/A IRS RSOFRP03.37 05/31/30 CHASUS33XXX FLOAT | — | — — | DIR OTHER | 1 NC | -$19.1K | -0.001% | US |
| T/L COLORADO BUYE 0% 05/01/24 T/L COLORADO BUYER INC REGD 0.00000000 | — | — — | LON CORP | 27,565.02 PA | $0.00 | 0.000% | US |
| DIGICEL GROUP HOL ZCP 12/31/30 DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER … | — | 25381HAR9 US25381HAR93 | DBT CORP | 81,343.75 PA | $556.00 | 0.000% | JM |
| T/L PYE-BARKER FIR 0% 12/09/32 T/L PYE-BARKER FIRE & SAFETY LLC REGD 0.000… | — | — — | LON CORP | 1,300 PA | $1.3K | 0.000% | US |
| DIGICEL GROUP HOL ZCP 12/31/30 DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER … | — | 25381HAH1 US25381HAH12 | DBT CORP | 28,104.84 PA | $1.3K | 0.000% | JM |
| T/L PINNACLE B 00.00% 09/12/32 T/L PINNACLE BUYER LLC 0.00000000 | — | — — | LON CORP | 2,419.35 PA | $2.4K | 0.000% | US |
| CGCMT 2015-GC35 V/R 11/10/48 CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC35… | — | 17324KAV0 US17324KAV08 | ABS-CBDO CORP | 6,798,358.54 PA | $3.6K | 0.000% | US |
| T/L DIRECTV FIN 0% 08/02/27 T/L DIRECTV FINANCING LLC REGD 0.00000000 | — | — — | LON CORP | 3,730.18 PA | $3.7K | 0.000% | US |
| T/L KAMAN CORP 00.00% 01/30/32 T/L KAMAN CORPORATION 0.00000000 | — | 48354VAN2 — | LON CORP | 3,886.41 PA | $3.9K | 0.000% | US |
| T/L ASURION LLC 0% 1/22/29 T/L ASURION LLC REGD 0.00000000 | — | — — | LON CORP | 3,925.23 PA | $3.9K | 0.000% | US |
| GSMS 2018-TWR G V/R 07/15/21 GS MORTGAGE SECURITIES CORP TRUST 2018-TWR SE… | — | 36251SAU2 US36251SAU24 | ABS-CBDO CORP | 400,000 PA | $4.0K | 0.000% | US |
| T/L AZURIA WATER 0% 01/27/33 T/L AZURIA WATER SOLUTIONS INC REGD 0.00000000 | — | — — | LON CORP | 4,117.65 PA | $4.1K | 0.000% | US |
| T/L INEOS US FIN 0% 02/07/31 T/L INEOS US FINANCE LLC REGD 0.00000000 | — | G4768PAS0 XAG4768PAS02 | LON CORP | 4,987.37 PA | $4.2K | 0.000% | US |
| SWF HOLDINGS I C 6.5% 10/01/29 SWF HOLDINGS I CORP REGD 144A P/P 6.50000000 | — | 78500AAA6 US78500AAA60 | DBT CORP | 20,000 PA | $4.7K | 0.000% | US |
| T/L CPI HOLDCO B 0% 05/17/31 T/L CPI HOLDCO B LLC 0% 0.00000000 | — | 1261MAAE0 US1261MAAE08 | LON CORP | 4,986.81 PA | $4.9K | 0.000% | US |
| LUXCO3 SHARES /EUR/ LUXCO3 SHARES /EUR/ 0.00000000 | — | — — | EC CORP | 266 NS | $5.0K EUR | 0.000% | US |
| T/L DYCOM INDUST 0% 01/20/33 T/L DYCOM INDUSTRIES INC REGD 0.00000000 | — | — — | LON CORP | 5,000 PA | $5.0K | 0.000% | US |
| TRANSDIGM INC 6.25% 01/31/34 TRANSDIGM INC REGD 144A P/P 6.25000000 | — | 893647BZ9 US893647BZ96 | DBT CORP | 5,000 PA | $5.2K | 0.000% | US |
| T/L SAVOR ACQUI 0.00% 02/04/32 T/L SAVOR ACQUISITION INC 0% 0.00000000 | — | — — | LON CORP | 6,034.48 PA | $6.0K | 0.000% | US |
| T/L CSC HOLDINGS 0% 04/15/27 T/L CSC HOLDINGS LLC REGD 0.00000000 | — | 64072UAK8 US64072UAK88 | LON CORP | 8,210.37 PA | $7.1K | 0.000% | US |
| T/L INEOS QUAT 00.00% 10/07/31 T/L INEOS QUATTRO HOLDINGS UK LIMITED 0.0000… | — | — — | LON CORP | 9,675.63 PA | $7.4K | 0.000% | US |
| EMBARQ LLC 7.995% 06/01/36 EMBARQ LLC REGD 7.99500000 | — | 29078EAA3 US29078EAA38 | DBT CORP | 20,000 PA | $7.7K | 0.001% | US |
| T/L PYE-BARKER FIR 0% 12/09/32 T/L PYE-BARKER FIRE & SAFETY LLC REGD 0.000… | — | — — | LON CORP | 8,700 PA | $8.7K | 0.001% | US |
| T/L LBM ACQUISI 0% 06/06/31 T/L LBM ACQUISITION LLC REGD 0.00000000 | — | — — | LON CORP | 10,719.1 PA | $8.8K | 0.001% | US |
| T/L MITCHELL INTER 0% 06/17/32 T/L MITCHELL INTERNATIONAL INC. REGD 0.00… | — | — — | LON CORP | 10,000 PA | $9.2K | 0.001% | US |
| T/L CLOUD SOFTWARE 0% 08/07/32 T/L CLOUD SOFTWARE GROUP INC REGD TERM LOAN… | — | — — | LON CORP | 9,974.94 PA | $9.2K | 0.001% | US |
| T/L NEPTUNE BIDCO 0% 01/28/33 T/L NEPTUNE BIDCO US INC REGD 0.00000000 | — | — — | LON CORP | 10,000 PA | $9.4K | 0.001% | US |
| T/L 1261229 B.C. 0% 10/08/30 T/L 1261229 B.C. LTD 0.00000000 | — | — — | LON CORP | 9,950 PA | $9.7K | 0.001% | US |
| T/L AMWINS GROUP I 0% 01/30/32 T/L AMWINS GROUP INC REGD TERM LOAN 0.00… | — | 03234TBB3 US03234TBB35 | LON CORP | 9,949.74 PA | $9.8K | 0.001% | US |
| T/L THE EDELMAN FI 0% 10/06/28 T/L THE EDELMAN FINANCIAL ENGINES CENTER… | — | 27943TAC3 US27943TAC36 | LON CORP | 10,000 PA | $9.9K | 0.001% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 1.7% of reported value reaches a classification.
Percentages are of the reported value of positions above ($1.53B), not of the fund’s net assets ($1.51B). The two differ by cash, derivatives filed with no market value, and rounding.