1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000195444 | DCPAX | NOT_LISTED | not exchange-listed | — |
| C000195445 | DCPCX | NOT_LISTED | not exchange-listed | — |
| C000195446 | DCPIX | NOT_LISTED | not exchange-listed | — |
| C000195447 | DCPYX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
776 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| FEDERAL HOME LOAN MORTGAGE CORP FR SD5865 | — | 3132DTQS2 US3132DTQS23 | ABS-MBS USGSE |
| 4,499,581.45 PA |
| $4.56M |
| 0.179% |
| US |
| BALTIMORE GAS & ELECTRIC COMPANY EXC 2.25 06/15/31 | — | 059165EN6 US059165EN63 | DBT CORP | 5,026,000 PA | $4.51M | 0.177% | US |
| EFMT 2025-RTL1 EFMT 2025-RTL1 A1 | — | 26846FAA7 US26846FAA75 | ABS-O CORP | 4,500,000 PA | $4.49M | 0.177% | US |
| Fnma Pass-Thru I FN FA3367 | — | 3140W3W54 US3140W3W543 | ABS-MBS USGSE | 4,440,324.26 PA | $4.48M | 0.176% | US |
| GOODYEAR TIRE & RUBBER COMPANY GT 5 07/15/29 | — | 382550BN0 US382550BN08 | DBT CORP | 4,660,000 PA | $4.47M | 0.176% | US |
| PUGET ENERGY INC PSD V7.25 09/15/56 144a | — | 745310AT9 US745310AT93 | DBT CORP | 4,430,000 PA | $4.46M | 0.175% | US |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC AYR 5 09/15/30 144A | — | 00929JAC0 US00929JAC09 | DBT CORP | 4,445,000 PA | $4.44M | 0.175% | BM |
| CHARTER COMMUNICATIONS OPERATING LLC CHTR 6.55 06/01/34 | — | 161175CR3 US161175CR30 | DBT CORP | 4,270,000 PA | $4.42M | 0.174% | US |
| CANADIAN IMPERIAL BANK OF COMMERCE CM V6.5 07/28/86 | — | 13607QUM2 US13607QUM22 | DBT CORP | 4,369,000 PA | $4.36M | 0.171% | CA |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 MA8513 | — | 36179XN69 US36179XN690 | ABS-MBS USGA | 4,332,669.19 PA | $4.34M | 0.171% | US |
| CEDAR FUNDING VIII CLO LTD CEDF 2017-8A DRR | — | 15032EBE8 US15032EBE86 | ABS-CBDO CORP | 4,439,232 PA | $4.34M | 0.171% | KY |
| NIPPON LIFE INSURANCE COMPANY NIPLIF V6.5 04/30/55 144a | — | 654579AP6 US654579AP63 | DBT CORP | 4,081,000 PA | $4.30M | 0.169% | JP |
| PACIFIC GAS & ELECTRIC COMPANY PCG 5.05 10/15/32 | — | 694308KY2 US694308KY23 | DBT CORP | 4,302,000 PA | $4.29M | 0.169% | US |
| UNITED MEXICAN STATES - SECRETARIA DE HACIEND… MEX 6.625 01/29/38 | — | 91087BBF6 US91087BBF67 | DBT NUSS | 4,147,000 PA | $4.28M | 0.168% | MX |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1 SDART 2025-1 C | — | 80288DAE6 US80288DAE67 | ABS-O CORP | 4,215,000 PA | $4.25M | 0.167% | US |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1 NRZT 2022-NQM1 A1 | — | 64830JAA8 US64830JAA88 | ABS-O CORP | 4,686,954.83 PA | $4.24M | 0.167% | US |
| ARES CAPITAL CORP ARCC 5.25 04/12/31 | — | 04010LBM4 US04010LBM46 | DBT CORP | 4,321,000 PA | $4.20M | 0.165% | US |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 MA8147 | — | 36179XBQ8 US36179XBQ88 | ABS-MBS USGA | 4,892,878.41 PA | $4.20M | 0.165% | US |
| UNITED RENTALS (NORTH AMERICA) INC URI 5.375 11/15/33 144A | — | 911365BS2 US911365BS20 | DBT CORP | 4,238,000 PA | $4.19M | 0.165% | US |
| SUMMIT ISSUER LLC Summit Issuer LLC | — | 86613XAN5 US86613XAN57 | ABS-O CORP | 4,153,225 PA | $4.17M | 0.164% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN FS0002 | — | 3140XFAC5 US3140XFAC54 | ABS-MBS USGSE | 4,718,442.75 PA | $4.16M | 0.164% | US |
| DATABANK ISSUER LLC COLO 2021-2A A2 | — | 23802WAG6 US23802WAG69 | ABS-O CORP | 4,198,000 PA | $4.15M | 0.163% | US |
| COREBRIDGE FINANCIAL INC CRBG V6.375 09/15/54 | — | 21871XAT6 US21871XAT63 | DBT CORP | 4,149,000 PA | $4.13M | 0.162% | US |
| DB MASTER FINANCE LLC DNKN 2021-1A A2I | — | 233046AN1 US233046AN14 | ABS-O CORP | 4,177,572.5 PA | $4.13M | 0.162% | US |
| MARATHON PETROLEUM CORP MPC 5.7 03/01/35 | — | 56585ABL5 US56585ABL52 | DBT CORP | 4,010,000 PA | $4.12M | 0.162% | US |
| NRG ENERGY INC NRG 5.875 05/15/34 144A | — | 629377DF6 US629377DF68 | DBT CORP | 4,132,000 PA | $4.12M | 0.162% | US |
| MERIT 2026-1 DAC MERIT 2026-1A A | — | 590023AA5 US590023AA50 | ABS-O CORP | 4,145,143.33 PA | $4.10M | 0.161% | IE |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBL… TII 0.125 02/15/52 | — | 912810TE8 US912810TE82 | DBT UST | 7,794,696 PA | $4.06M | 0.160% | US |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORI… USRE 2021-1 A1 | — | 643821AA9 US643821AA93 | ABS-O CORP | 4,786,000 PA | $4.06M | 0.160% | US |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMEN… NGERIA 8.6308 01/13/36 144A | — | 65412AFF4 US65412AFF49 | DBT NUSS | 3,698,000 PA | $4.06M | 0.160% | NG |
| FEDERAL HOME LOAN MORTGAGE CORP FR SD1686 | — | 3132DN2T9 US3132DN2T97 | ABS-MBS USGSE | 3,947,410.59 PA | $4.03M | 0.159% | US |
| ARES XLIX CLO LTD ARES 2018-49A XR | — | 04017JAL5 US04017JAL52 | ABS-CBDO CORP | 4,025,000 PA | $4.03M | 0.158% | KY |
| VERUS SECURITIZATION TRUST 2026-2 VERUS 2026-2 A3 | — | 92490GAM0 US92490GAM06 | ABS-O CORP | 4,054,634.87 PA | $4.01M | 0.158% | US |
| GS MTG BACKED 2024-HE1 GSMBS 2024-HE1 A1 | — | 36270AAA2 US36270AAA25 | ABS-O CORP | 4,000,906.29 PA | $4.01M | 0.158% | US |
| ANTARES CLO 2017-1 LTD ANTR 2017-1A CRR | — | 03665JAU2 US03665JAU25 | ABS-CBDO CORP | 4,000,000 PA | $4.01M | 0.157% | KY |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-93 GY | — | 38380FHM1 US38380FHM14 | ABS-O USGA | 4,322,064.4 PA | $3.99M | 0.157% | US |
| MTP ABS FUNDING LLC Mtp Abs Funding LLC | — | 55378HAA8 US55378HAA86 | ABS-O CORP | 3,947,367 PA | $3.97M | 0.156% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FN CB3440 | — | 3140QNZE5 US3140QNZE52 | ABS-MBS USGSE | 4,140,642.45 PA | $3.93M | 0.154% | US |
| TRINITY RAIL LEASING 2022 LLC TRL 2026-1A A | — | 89657MAC4 US89657MAC47 | ABS-O CORP | 3,923,000 PA | $3.92M | 0.154% | US |
| ALLY FINANCIAL INC ALLY V7.1 PERP D | — | 02005NCB4 US02005NCB47 | DBT CORP | 3,895,000 PA | $3.89M | 0.153% | US |
| POLAND, REPUBLIC OF - STATE TREASURY POLAND 6.125 04/14/56 30Y | — | 857524AL6 US857524AL62 | DBT NUSS | 3,848,000 PA | $3.87M | 0.152% | PL |
| WELLS FARGO & COMPANY WFC V5.574 07/25/29 MTN | — | 95000U3E1 US95000U3E14 | DBT CORP | 3,779,000 PA | $3.86M | 0.152% | US |
| US BANCORP USB V5.678 01/23/35 | — | 91159HJR2 US91159HJR21 | DBT CORP | 3,734,000 PA | $3.86M | 0.152% | US |
| MACY'S RETAIL HOLDINGS LLC M 7.375 08/01/33 144A | — | 55617LAS1 US55617LAS16 | DBT CORP | 3,690,000 PA | $3.85M | 0.151% | US |
| GENMAB A/S GMABDC 6.25 12/15/32 144A | — | 37230JAA0 US37230JAA07 | DBT CORP | 3,715,000 PA | $3.81M | 0.150% | DK |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA CDEL 6.3 09/08/53 144A | — | 21987BBH0 US21987BBH06 | DBT CORP | 3,735,000 PA | $3.81M | 0.150% | CL |
| SPIRE INC (US) SR V6.45 06/01/56 | — | 84857LAE1 US84857LAE11 | DBT CORP | 3,750,000 PA | $3.78M | 0.148% | US |
| ELECTRICITE DE FRANCE SA EDF 6.9 05/23/53 144A | — | 28504DAD5 US28504DAD57 | DBT CORP | 3,546,000 PA | $3.77M | 0.148% | FR |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION G2 MA7935 | — | 36179WY85 US36179WY855 | ABS-MBS USGA | 4,566,346.22 PA | $3.76M | 0.148% | US |
| ING GROEP NV INTNED V7 PERP . | — | 456837BT9 US456837BT90 | DBT CORP | 3,627,000 PA | $3.76M | 0.148% | NL |
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 ($2.48B), not of the fund’s net assets ($2.54B). The two differ by cash, derivatives filed with no market value, and rounding.