2 periods filed. Holdings below describe the selected month only.
NPORT-P/A · filed 2026-06-18
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.a
N-PORT Item C.4.b
as filed
8,659 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F0526A5 US01F0526A56 | ABS-MBS USGSE |
| 6,041,318,000 PA |
| $6.09B |
| 13.816% |
| US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F0326A7 US01F0326A74 | ABS-MBS USGSE | 5,072,531,761 PA | $4.63B | 10.511% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F0606A8 US01F0606A83 | ABS-MBS USGSE | 4,053,000,000 PA | $4.14B | 9.392% | US |
| Federal National Mortgage Association or Fede… Uniform Mortgage-Backed Securities | — | 01F0426A6 US01F0426A65 | ABS-MBS USGSE | 1,814,084,000 PA | $1.76B | 3.991% | US |
| Kingdom of Spain Bonos y Obligaciones del Estado | — | — ES0000012O00 | DBT NUSS | 520,654,000 PA | $616.14M EUR | 1.398% | ES |
| Republic of Italy Buoni Poliennali del Tesoro | — | — IT0005637399 | DBT NUSS | 452,598,000 PA | $536.26M EUR | 1.216% | IT |
| Republic of Ireland | — | — IE000LQ7YWY4 | DBT NUSS | 412,488,417 PA | $470.93M EUR | 1.068% | IE |
| Government National Mortgage Association | — | 21H0526A1 US21H0526A19 | ABS-MBS USGA | 405,721,000 PA | $408.74M | 0.927% | US |
| BlackRock Funds III BlackRock Cash Funds: Institutional, SL Agenc… | — | 066922519 US0669225197 | STIV RF | 402,146,395.9 NS | $402.35M | 0.913% | US |
| Government National Mortgage Association | — | 21H0426A2 US21H0426A28 | ABS-MBS USGA | 414,754,000 PA | $402.15M | 0.912% | US |
| United Kingdom of Great Britain and Northern … U.K. Treasury Bonds | — | — GB00BSQNRD01 | DBT NUSS | 280,939,000 PA | $381.38M GBP | 0.865% | GB |
| iShares Trust iShares iBoxx $ High Yield Corporate Bond ETF | HYG | 464288513 US4642885135 | OTHER RF | 4,246,841 NS | $344.80M | 0.782% | US |
| Kingdom of Spain Bonos y Obligaciones del Estado | — | — ES0000012N35 | DBT NUSS | 242,972,000 PA | $292.12M EUR | 0.663% | ES |
| Republic of Italy Buoni Poliennali del Tesoro | — | — IT0005561888 | DBT NUSS | 139,500,000 PA | $173.07M EUR | 0.393% | IT |
| Republic of Italy Buoni Poliennali del Tesoro | — | — IT0005580094 | DBT NUSS | 136,100,000 PA | $164.83M EUR | 0.374% | IT |
| iShares Bitcoin Trust iShares Bitcoin Trust ETF | IBIT | 46438F101 US46438F1012 | OTHER OTHER | 2,397,423 NS | $155.83M | 0.353% | US |
| United States of America U.S. Treasury Bonds | — | 912810UE6 US912810UE63 | DBT UST | 150,000,000 PA | $144.43M | 0.328% | US |
| Republic of South Africa | — | — ZAG000077470 | DBT NUSS | 2,551,614,995 PA | $140.13M ZAR | 0.318% | ZA |
| United States of America U.S. Treasury Notes | — | 9128286T2 US9128286T26 | DBT UST | 143,350,000 PA | $137.10M | 0.311% | US |
| United States of America U.S. Treasury Bonds | — | 912810TJ7 US912810TJ79 | DBT UST | 186,365,000 PA | $136.31M | 0.309% | US |
| Republic of Poland | — | — PL0000105391 | DBT NUSS | 469,330,000 PA | $133.88M PLN | 0.304% | PL |
| Vanguard Intermediate-Term Corporate Bond ETF | VCIT | 92206C870 US92206C8709 | OTHER RF | 1,573,283 NS | $132.33M | 0.300% | US |
| Barclays Mortgage Loan Trust Barclays Mortgage Loan Trust, Series 2025-NQM… | — | 06745XAM6 US06745XAM65 | ABS-MBS CORP | 124,475,921 PA | $128.27M | 0.291% | US |
| Barclays Mortgage Loan Trust Barclays Mortgage Loan Trust, Series 2025-NQM… | — | 06744XAP0 US06744XAP06 | ABS-MBS CORP | 121,964,097.61 PA | $125.62M | 0.285% | US |
| Federal National Mortgage Association Federal National Mortgage Association Variabl… | — | 3136BU2R0 US3136BU2R08 | ABS-MBS USGSE | 122,767,320.07 PA | $123.34M | 0.280% | US |
| Kingdom of Spain Bonos y Obligaciones del Estado | — | — ES0000012M51 | DBT NUSS | 95,710,000 PA | $116.66M EUR | 0.265% | ES |
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rat… | — | 3137HKL85 US3137HKL854 | ABS-MBS USGSE | 114,404,638.99 PA | $115.12M | 0.261% | US |
| Resort Communities LoanCo. LP | — | 76125UAA1 US76125UAA16 | DBT CORP | 110,861,204 PA | $113.50M | 0.257% | CA |
| Japan Japan Government Bond | — | — JP1201861PA6 | DBT NUSS | 19,404,000,000 PA | $112.92M JPY | 0.256% | JP |
| HR Ottawa LP | — | 44331MAB5 US44331MAB54 | DBT CORP | 98,856,349.74 PA | $108.95M | 0.247% | CA |
| Republic of Indonesia | — | — IDG000024506 | DBT NUSS | 1,744,300,000,000 PA | $107.28M IDR | 0.243% | ID |
| Republic of the Philippines Republic of Philippines | — | — PH0000058281 | DBT NUSS | 5,940,160,000 PA | $103.48M PHP | 0.235% | PH |
| United States of America U.S. Treasury Bonds | — | 912810UG1 US912810UG12 | DBT UST | 105,215,400 PA | $103.42M | 0.235% | US |
| Republic of South Africa | — | — ZAG000106998 | DBT NUSS | 1,769,953,375 PA | $102.83M ZAR | 0.233% | ZA |
| Kingdom of Thailand | — | — TH0623039B04 | DBT NUSS | 3,110,895,000 PA | $100.79M THB | 0.229% | TH |
| Kingdom of Spain Bonos y Obligaciones del Estado | — | — ES0000012M85 | DBT NUSS | 83,221,000 PA | $98.85M EUR | 0.224% | ES |
| United States of America U.S. Treasury Inflation Linked Notes | — | 91282CNS6 US91282CNS60 | DBT UST | 97,128,009.94 PA | $97.91M | 0.222% | US |
| GS Finance Corp. | — | 40058GUK5 US40058GUK56 | SN CORP | 96,020,000 PA | $96.98M | 0.220% | US |
| United Mexican States Mex Bonos Desarr Fix Rt | — | — MX0MGO0001D6 | DBT NUSS | 18,531,670 PA | $95.36M MXN | 0.216% | MX |
| United States of America U.S. Treasury Inflation Linked Bonds | — | 912810UH9 US912810UH94 | DBT UST | 95,867,957.68 PA | $93.58M | 0.212% | US |
| Republic of Colombia | — | — COL17CT03672 | DBT NUSS | 391,741,000,000 PA | $93.27M COP | 0.212% | CO |
| Federal Republic of Germany | — | — DE0001102606 | DBT NUSS | 83,140,000 PA | $93.06M EUR | 0.211% | DE |
| BP Capital Markets plc | — | — XS2193661324 | DBT CORP | 78,404,000 PA | $92.14M EUR | 0.209% | GB |
| Republic of Colombia | — | — COL17CT03342 | DBT NUSS | 407,322,200,000 PA | $91.69M COP | 0.208% | CO |
| Petroleos Mexicanos | — | — XS2966423472 | DBT CORP | 89,906,000 PA | $89.37M | 0.203% | MX |
| Canada Canadian Government Bond | — | 135087S47 CA135087S471 | DBT NUSS | 121,270,000 PA | $87.36M CAD | 0.198% | CA |
| Republic of South Africa | — | — ZAG000107012 | DBT NUSS | 1,638,007,111 PA | $87.31M ZAR | 0.198% | ZA |
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Variable Rat… | — | 3137HFWY7 US3137HFWY73 | ABS-MBS USGSE | 85,242,308.66 PA | $85.32M | 0.194% | US |
| Davidson Homes, Inc. | — | — — | EC CORP | 77,385 NS | $83.98M | 0.190% | US |
| Homes By West Bay LLC | — | — — | DBT CORP | 80,958,000 PA | $82.08M | 0.186% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 1.4% of reported value reaches a classification.
Percentages are of the reported value of positions above ($53.76B), not of the fund’s net assets ($44.09B). The two differ by cash, derivatives filed with no market value, and rounding.