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.
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
1,271 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Federal National Mortgage Association, Inc. | — | 01F062663 US01F0626634 | ABS-MBS USGA |
| $204.51M |
| 11.021% |
| US |
| Federal National Mortgage Association, Inc. | — | 01F050650 US01F0506505 | ABS-MBS USGA | 192,815,000 PA | $189.83M | 10.230% | US |
| Federal National Mortgage Association, Inc. | — | 01F060667 US01F0606677 | ABS-MBS USGA | 105,105,000 PA | $106.87M | 5.759% | US |
| Federal National Mortgage Association, Inc. | — | 01F052664 US01F0526644 | ABS-MBS USGA | 85,000,000 PA | $85.14M | 4.588% | US |
| Federal National Mortgage Association, Inc. | — | 01F060675 US01F0606750 | ABS-MBS USGA | 75,000,000 PA | $76.16M | 4.104% | US |
| Presidencia da Republica | — | — BRSTNCLTN848 | STIV NUSS | 332,900,000 PA | $62.15M BRL | 3.349% | BR |
| Federal National Mortgage Association, Inc. | — | 01F052656 US01F0526560 | ABS-MBS USGA | 41,425,000 PA | $41.54M | 2.239% | US |
| Government National Mortgage Association | — | 21H062651 US21H0626513 | ABS-MBS USGA | 38,400,000 PA | $39.78M | 2.144% | US |
| Federal Home Loan Mortgage Corporation | — | 3132DWGJ6 US3132DWGJ62 | ABS-MBS USGA | 35,370,576.35 PA | $36.23M | 1.953% | US |
| Federal National Mortgage Association, Inc. | — | 01F050643 US01F0506430 | ABS-MBS USGA | 35,890,000 PA | $35.38M | 1.906% | US |
| Beignet Investments, LLC | — | 076912AA2 US076912AA21 | DBT CORP | 32,980,000 PA | $34.07M | 1.836% | US |
| Treasury, United States Department of | — | 912797SN8 US912797SN89 | STIV UST | 33,200,000 PA | $33.10M | 1.784% | US |
| Treasury, United States Department of | — | 912810UR7 US912810UR76 | DBT UST | 32,338,000 PA | $31.54M | 1.700% | US |
| Treasury, United States Department of | — | 91282CNR8 US91282CNR87 | DBT UST | 31,400,000 PA | $31.25M | 1.684% | US |
| Treasury, United States Department of | — | 91282CKJ9 US91282CKJ98 | DBT UST | 31,000,000 PA | $31.24M | 1.683% | US |
| Treasury, United States Department of | — | 91282CHP9 US91282CHP95 | DBT UST | 27,700,000 PA | $29.01M | 1.563% | US |
| Federal National Mortgage Association, Inc. | — | 01F040669 US01F0406698 | ABS-MBS USGA | 28,000,000 PA | $26.34M | 1.419% | US |
| Federal National Mortgage Association, Inc. | — | 01F032666 US01F0326664 | ABS-MBS USGA | 26,950,000 PA | $24.65M | 1.328% | US |
| Ellington Loan Acquisition Trust 2007-1 | — | 288542AF0 US288542AF09 | ABS-CBDO CORP | 28,000,000 PA | $23.86M | 1.285% | US |
| Federal National Mortgage Association, Inc. | — | 01F040651 US01F0406516 | ABS-MBS USGA | 24,819,022 PA | $23.37M | 1.259% | US |
| Treasury, United States Department of | — | 912810UA4 US912810UA42 | DBT UST | 22,300,000 PA | $21.27M | 1.146% | US |
| Treasury, United States Department of | — | 912797TJ6 US912797TJ68 | STIV UST | 20,800,000 PA | $20.76M | 1.119% | US |
| Federal National Mortgage Association, Inc. | — | 01F062655 US01F0626550 | ABS-MBS USGA | 19,855,000 PA | $20.52M | 1.106% | US |
| Treasury, United States Department of | — | 91282CLE9 US91282CLE92 | DBT UST | 19,500,000 PA | $20.31M | 1.095% | US |
| FHLBanks Office of Finance | — | 313385XA9 US313385XA94 | STIV UST | 20,000,000 PA | $19.90M | 1.072% | US |
| Treasury, United States Department of | — | 912797TH0 US912797TH03 | STIV UST | 19,900,000 PA | $19.87M | 1.071% | US |
| CPS Auto Receivables Trust 2026-A | — | 22410MAA7 US22410MAA71 | ABS-CBDO CORP | 18,903,071.75 PA | $18.91M | 1.019% | US |
| Treasury, United States Department of | — | 912797SP3 US912797SP38 | STIV UST | 18,900,000 PA | $18.83M | 1.015% | US |
| Treasury, United States Department of | — | 91282CFF3 US91282CFF32 | DBT UST | 19,800,000 PA | $18.32M | 0.987% | US |
| Federal National Mortgage Association, Inc. | — | 01F030660 US01F0306609 | ABS-MBS USGA | 20,000,000 PA | $17.55M | 0.946% | US |
| Treasury, United States Department of | — | 912797TS6 US912797TS67 | STIV UST | 17,400,000 PA | $17.32M | 0.933% | US |
| AMSURG LLC | — | — — | LON CORP | 16,238,718.43 PA | $16.73M | 0.901% | US |
| Treasury, United States Department of | — | 912810UE6 US912810UE63 | DBT UST | 17,400,000 PA | $16.26M | 0.876% | US |
| Treasury, United States Department of | — | 9128287D6 US9128287D64 | DBT UST | 13,006,000 PA | $16.09M | 0.867% | US |
| Federal National Mortgage Association, Inc. | — | 01F042657 US01F0426571 | ABS-MBS USGA | 16,300,000 PA | $15.70M | 0.846% | US |
| Eurosail-UK 2007-3BL PLC | — | — XS0308673192 | ABS-MBS CORP | 11,954,214 PA | $14.30M GBP | 0.771% | GB |
| Government National Mortgage Association | — | 21H042646 US21H0426468 | ABS-MBS USGA | 14,400,000 PA | $13.89M | 0.748% | US |
| Government National Mortgage Association | — | 21H060655 US21H0606556 | ABS-MBS USGA | 13,600,000 PA | $13.81M | 0.744% | US |
| GE-WMC Mortgage Securities, L.L.C. | — | 367910AF3 US367910AF39 | ABS-CBDO CORP | 17,749,269.26 PA | $13.78M | 0.743% | US |
| Lugo Funding Designated Activity Company | — | — XS2930538397 | ABS-MBS CORP | 11,541,458.65 PA | $13.31M EUR | 0.717% | IE |
| Treasury, United States Department of | — | 912797SM0 US912797SM07 | STIV UST | 13,296,000 PA | $13.27M | 0.715% | US |
| Treasury, United States Department of | — | 912797TT4 US912797TT41 | STIV UST | 13,200,000 PA | $13.13M | 0.707% | US |
| Government National Mortgage Association | — | 3618N5ER6 US3618N5ER61 | ABS-MBS USGA | 14,269,991.46 PA | $13.08M | 0.705% | US |
| Structured Asset Securities Corporation Mortg… | — | 86363MAD3 US86363MAD39 | ABS-CBDO CORP | 15,428,731.23 PA | $12.37M | 0.667% | US |
| Federal National Mortgage Association, Inc. | — | 31418EZN3 US31418EZN39 | ABS-MBS USGA | 11,942,057.96 PA | $12.37M | 0.667% | US |
| Treasury, United States Department of | — | 91282CEZ0 US91282CEZ05 | DBT UST | 11,400,000 PA | $12.04M | 0.649% | US |
| Washington Mutual Asset-Backed Certificates W… | — | 92926SAD8 US92926SAD80 | ABS-CBDO CORP | 34,384,187.42 PA | $11.66M | 0.628% | US |
| Treasury, United States Department of | — | 91282CEE7 US91282CEE75 | DBT UST | 11,900,000 PA | $11.41M | 0.615% | US |
| FHLBanks Office of Finance | — | 313385XZ4 US313385XZ46 | STIV UST | 11,300,000 PA | $11.22M | 0.605% | US |
| CWABS Asset-Backed Certificates Trust 2006-20 | — | 12667HAE1 US12667HAE18 | ABS-CBDO CORP | 12,548,005.72 PA | $11.11M | 0.599% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.1% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.79B), not of the fund’s net assets ($1.86B). The two differ by cash, derivatives filed with no market value, and rounding.