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.
N-PORT Item C.4.b
as filed
N-PORT Item C.4.a
1,271 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Treasury, United States Department of | — | 91282CBJ9 US91282CBJ99 | DBT UST | 210,000 PA | $198.6K | 0.011% | US |
| Federal National Mortgage Association, Inc. | — | 3140QB2A5 US3140QB2A56 | ABS-MBS USGA | 208,386.6 PA | $198.4K | 0.011% | US |
| CHICAGO MERCANTILE EXCHANGE EXCHANGE CLEARED IRS | — | — — | DIR CORP | 1,700,000 PA | $196.1K | 0.011% | US |
| Altice France | — | 02090DAB4 US02090DAB47 | DBT CORP | 204,878 PA | $195.9K | 0.011% | US |
| Federal National Mortgage Association, Inc. | — | 31418EV98 US31418EV989 | ABS-MBS USGA | 189,991.78 PA | $194.5K | 0.010% | US |
| Ford Motor Credit Company LLC | — | 345397B51 US345397B512 | DBT CORP | 200,000 PA | $191.9K | 0.010% | US |
| CSMC Mortgage-Backed Trust 2006-6 | — | 22942JAL7 US22942JAL70 | ABS-MBS CORP | 453,129.97 PA | $191.6K | 0.010% | US |
| Federal National Mortgage Association, Inc. | — | 31418EC73 US31418EC732 | ABS-MBS USGA | 197,206.79 PA | $186.9K | 0.010% | US |
| Federal Home Loan Mortgage Corporation | — | 3133KG4U9 US3133KG4U99 | ABS-MBS USGA | 194,470.56 PA | $185.1K | 0.010% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 4,800,000 PA | $181.3K | 0.010% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 20,620,000 PA | $181.3K | 0.010% | US |
| CHICAGO MERCANTILE EXCHANGE EXCHANGE CLEARED IRS | — | — — | DIR CORP | 8,300,000 PA | $181.0K | 0.010% | US |
| Federal National Mortgage Association, Inc. | — | 31418EGF1 US31418EGF16 | ABS-MBS USGA | 186,505.43 PA | $180.6K | 0.010% | US |
| Federal National Mortgage Association, Inc. | — | 3140XEBH6 US3140XEBH67 | ABS-MBS USGA | 189,270.47 PA | $179.6K | 0.010% | US |
| INTERCONTINENTAL EXCHANGE EXCHANGE CLEARED CDS - INDEX | — | — — | DCR CORP | -3,800,000 PA | $177.8K | 0.010% | US |
| Federal National Mortgage Association, Inc. | — | 3140HJ4S7 US3140HJ4S72 | ABS-MBS USGA | 186,765.77 PA | $177.3K | 0.010% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 8,320,000 PA | $173.4K | 0.009% | US |
| Federal Home Loan Mortgage Corporation | — | 3133BBPP8 US3133BBPP85 | ABS-MBS USGA | 195,947.62 PA | $172.7K | 0.009% | US |
| Gaz Finance PLC | — | — XS2196334671 | DBT CORP | 200,000 PA | $167.8K | 0.009% | US |
| Turkiye Cumhuriyeti Basbakanlik | — | — TRT060928T11 | DBT NUSS | 7,500,000 PA | $167.6K TRY | 0.009% | TR |
| Federal Home Loan Mortgage Corporation | — | 3133BTZC7 US3133BTZC70 | ABS-MBS USGA | 162,778.32 PA | $164.0K | 0.009% | US |
| INTERCONTINENTAL EXCHANGE EXCHANGE CLEARED CDS - SINGLE NAME | — | — — | DCR CORP | -1,500,000 PA | $163.9K EUR | 0.009% | GB |
| UBS Group AG | UBS | — CH0244767585 | EC CORP | 4,114 NS | $160.3K CHF | 0.009% | CH |
| Federal Home Loan Mortgage Corporation | — | 3132DWHD8 US3132DWHD83 | ABS-MBS USGA | 165,517.05 PA | $160.0K | 0.009% | US |
| Federal Home Loan Mortgage Corporation | — | 3133KYXC8 US3133KYXC82 | ABS-MBS USGA | 165,186.12 PA | $159.9K | 0.009% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 3,500,000 PA | $159.9K | 0.009% | US |
| Federal Home Loan Mortgage Corporation | — | 3133KKHC6 US3133KKHC62 | ABS-MBS USGA | 166,025.84 PA | $158.0K | 0.009% | US |
| Saxon Asset Securities Trust 2004-3 | — | 805564PN5 US805564PN55 | ABS-CBDO CORP | 189,551.69 PA | $156.5K | 0.008% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 2,700,000 PA | $156.4K | 0.008% | US |
| Republica Bolivariana de Venezuela | — | — USP97475AJ95 | DBT NUSS | 380,300 PA | $155.0K | 0.008% | US |
| Republica Bolivariana de Venezuela | — | — USP17625AE71 | DBT NUSS | 300,000 PA | $153.8K | 0.008% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 3,700,000 PA | $152.2K | 0.008% | US |
| HSBC Securities, Inc. JAPANESE YEN | — | — — | DFE CORP | 3,051,475,823 PA | $151.3K JPY | 0.008% | JP |
| Avis Budget Rental Car Funding (AESOP) LLC | — | 05377RGU2 US05377RGU23 | ABS-CBDO CORP | 150,000 PA | $151.1K | 0.008% | US |
| CHICAGO MERCANTILE EXCHANGE EXCHANGE CLEARED IRS | — | — — | DIR CORP | 1,010,000 PA | $150.6K | 0.008% | US |
| BANK OF AMERICA CORPORATION JAPANESE YEN | — | — — | DFE CORP | 4,232,973,037 PA | $150.3K JPY | 0.008% | JP |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 3,700,000 PA | $147.7K | 0.008% | US |
| Thames Water Super Senior Issuer PLC | — | — XS3017974356 | DBT CORP | 100,000 PA | $145.4K GBP | 0.008% | GB |
| Goldman Sachs & Co. BRAZILIAN REAL | — | — — | DFE CORP | 43,916,179.73 PA | $145.0K BRL | 0.008% | BR |
| INTERCONTINENTAL EXCHANGE EXCHANGE CLEARED CDS - INDEX | — | — — | DCR CORP | -1,600,000 PA | $145.0K | 0.008% | US |
| CHICAGO MERCANTILE EXCHANGE EXCHANGE CLEARED IRS | — | — — | DIR CORP | 5,530,000 PA | $143.7K | 0.008% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 45,200,000 PA | $143.4K GBP | 0.008% | GB |
| Alternative Loan Trust 2005-43 | — | 12667GZ30 US12667GZ303 | ABS-MBS CORP | 157,584.74 PA | $142.9K | 0.008% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 53,380,000 PA | $142.9K | 0.008% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 14,600,000 PA | $139.7K | 0.008% | US |
| CHICAGO MERCANTILE EXCHANGE EXCHANGE CLEARED IRS | — | — — | DIR CORP | 6,200,000 PA | $139.7K | 0.008% | US |
| Comision De Promocion Del Peru Para La Export… | — | 715638CZ3 US715638CZ34 | DBT NUSS | 502,000 PA | $138.6K PEN | 0.007% | PE |
| iHeartMedia, Inc. | — | 45174J608 US45174J6082 | EC CORP | 91,178 NS | $137.7K | 0.007% | US |
| Ministry of Finance of the Russian Federation | — | 78307ADH3 US78307ADH32 | DBT NUSS | 200,000 PA | $135.4K | 0.007% | US |
| BANK OF AMERICA CORPORATION UNITED STATES DOLLAR | — | — — | DFE CORP | 3,763,009.64 PA | $133.5K | 0.007% | 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.