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
2,159 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F060642 US01F0606420 | ABS-MBS USGSE |
| -54,300,000 PA |
| -$55.35M |
| -4.403% |
| US |
| N/A U.S. Treasury 5-Year Note | — | — — | DIR OTHER | 4,311 NC | -$4.66M | -0.371% | US |
| N/A U.S. Treasury Long Bond | — | — — | DIR OTHER | 477 NC | -$1.74M | -0.139% | US |
| N/A CDI | — | — — | DCR OTHER | 48,183,300 PA | -$997.5K | -0.079% | US |
| N/A U.S. Treasury Ultra Bond | — | — — | DIR OTHER | 270 NC | -$972.7K | -0.077% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$720.5K N/A | -0.057% | N/A |
| N/A U.S. Treasury 10-Year Ultra Note | — | — — | DIR OTHER | 226 NC | -$545.9K | -0.043% | US |
| N/A U.S. Treasury 2-Year Note | — | — — | DIR OTHER | 297 NC | -$395.6K | -0.031% | US |
| N/A U.S. Treasury 10-Year Note | — | — — | DIR OTHER | 212 NC | -$384.7K | -0.031% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$6.3K N/A | -0.001% | N/A |
| N/A CDS | — | — — | DCR OTHER | 108,000 PA | -$6.0K EUR | -0.000% | US |
| N/A CDIT | — | — — | DCR OTHER | 253,000 PA | -$5.4K EUR | -0.000% | GB |
| N/A TRSIBOXX | — | — — | DIR OTHER | 4,000,000 PA | -$4.6K | -0.000% | FR |
| N/A CDS | — | — — | DCR OTHER | 181,000 PA | -$4.0K EUR | -0.000% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$2.0K N/A | -0.000% | N/A |
| N/A CDS | — | — — | DCR OTHER | 74,000 PA | -$1.8K EUR | -0.000% | GB |
| N/A CDS | — | — — | DCR OTHER | 82,000 PA | -$1.5K EUR | -0.000% | GB |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$401.93 N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$265.92 N/A | -0.000% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | -$25.60 N/A | -0.000% | N/A |
| TMK Hawk Parent Corp. TMK Hawk Parent Corp., 1st Lien Term Loan | — | 87258WAW5 US87258WAW55 | LON CORP | 15,578.62 PA | $0.00 | 0.000% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $0.00 N/A | 0.000% | N/A |
| Ameriforge Group, Inc. | — | — — | EC CORP | 283 NS | $0.00 | 0.000% | US |
| N/A Service King Midas International | — | — — | DE OTHER | 690 NS | $0.01 | 0.000% | US |
| Millennium Corp. Claim | — | — — | ABS-MBS CORP | 392,559 PA | $0.04 | 0.000% | US |
| Millennium Corp. Claim | — | — — | ABS-MBS CORP | 418,385.25 PA | $0.04 | 0.000% | US |
| New Topco Stapled | — | — — | EC CORP | 3,743 NS | $0.05 EUR | 0.000% | JP |
| Texas Competitive Electric Holdings Co. LLC | — | — — | ABS-O CORP | 815,000 PA | $0.08 | 0.000% | US |
| Ligado Networks LLC | — | — US83587F2020 | EP CORP | 60,182.5 NS | $0.60 | 0.000% | US |
| Medical Solutions Holdings, Inc. Medical Solutions Holdings, Inc., 1st Lien Te… | — | 58462QAH4 US58462QAH48 | LON CORP | 91.72 PA | $18.19 | 0.000% | US |
| Hong Kong Dollar | — | — — | STIV OTHER | 766.67 OU | $97.77 HKD | 0.000% | HK |
| Canadian Dollar | — | — — | STIV OTHER | 228.76 OU | $164.45 CAD | 0.000% | CA |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $203.49 N/A | 0.000% | N/A |
| Singapore Dollar | — | — — | STIV OTHER | 500.53 OU | $389.31 SGD | 0.000% | SG |
| N/A CDS | — | — — | DCR OTHER | 226,000 PA | $521.90 EUR | 0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 109,000 PA | $955.31 EUR | 0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 100,000 PA | $1.0K EUR | 0.000% | GB |
| N/A CDS | — | — — | DCR OTHER | 243,000 PA | $1.2K EUR | 0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 100,000 PA | $1.2K EUR | 0.000% | GB |
| N/A CDS | — | — — | DCR OTHER | 103,000 PA | $1.3K EUR | 0.000% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $1.5K N/A | 0.000% | N/A |
| Gray Television, Inc. Gray Television, Inc., 1st Lien Term Loan B | — | — US389376BC73 | LON CORP | 1,600 PA | $1.6K | 0.000% | US |
| CCO Holdings LLC | — | 1248EPCN1 US1248EPCN14 | DBT CORP | 2,000 PA | $1.8K | 0.000% | US |
| N/A CDS | — | — — | DCR OTHER | 106,000 PA | $1.8K EUR | 0.000% | FR |
| Service Corp. International | — | 817565CF9 US817565CF96 | DBT CORP | 2,000 PA | $1.8K | 0.000% | US |
| Community Health Systems, Inc. | — | 12543DBM1 US12543DBM11 | DBT CORP | 2,000 PA | $1.9K | 0.000% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $1.9K N/A | 0.000% | N/A |
| Navient Corp. | — | 63938CAN8 US63938CAN83 | DBT CORP | 2,000 PA | $1.9K | 0.000% | US |
| N/A TRSIBOXX | — | — — | DIR OTHER | 1,000,000 PA | $2.0K | 0.000% | FR |
| Freedom Mortgage Holdings LLC | — | 35641AAC2 US35641AAC27 | DBT CORP | 2,000 PA | $2.0K | 0.000% | 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 ($1.43B), not of the fund’s net assets ($1.26B). The two differ by cash, derivatives filed with no market value, and rounding.