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.a
as filed
N-PORT Item C.4.b
3,066 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| United States Treasury U.S. Treasury Bills | — | 912797TK3 US912797TK32 | STIV UST |
| 154,886,000 PA |
| $154.46M |
| 1.875% |
| US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-HQA1 | — | 35564KTJ8 US35564KTJ87 | ABS-MBS USGSE | 95,533,000 PA | $98.85M | 1.200% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F020646 US01F0206460 | ABS-MBS USGSE | 122,250,000 PA | $98.44M | 1.195% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F022642 US01F0226427 | ABS-MBS USGSE | 111,575,000 PA | $93.79M | 1.138% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-HQA1 | — | 35564KCN7 US35564KCN72 | ABS-MBS USGSE | 77,264,686 PA | $84.24M | 1.022% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA7 | — | 35564KND7 US35564KND71 | ABS-MBS USGSE | 77,692,253 PA | $78.91M | 0.958% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754LAF6 US20754LAF67 | ABS-MBS USGSE | 77,567,230 PA | $78.27M | 0.950% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754BAB7 US20754BAB71 | ABS-MBS USGSE | 76,781,712.99 PA | $77.59M | 0.942% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-HQA3 | — | 35564KKK4 US35564KKK42 | ABS-MBS USGSE | 75,656,325 PA | $76.27M | 0.926% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20753VBE7 US20753VBE74 | ABS-MBS USGSE | 70,233,533 PA | $71.81M | 0.871% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA6 | — | 35564KLU1 US35564KLU15 | ABS-MBS USGSE | 69,408,011 PA | $70.16M | 0.851% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-HQA4 | — | 35564KPN3 US35564KPN36 | ABS-MBS USGSE | 69,025,000 PA | $70.12M | 0.851% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754KAF8 US20754KAF84 | ABS-MBS USGSE | 64,165,000 PA | $65.07M | 0.790% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754BAF8 US20754BAF85 | ABS-MBS USGSE | 63,102,113 PA | $64.73M | 0.786% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20753UAF7 US20753UAF75 | ABS-MBS USGSE | 63,264,000 PA | $64.31M | 0.780% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA2 | — | 35564KDX4 US35564KDX46 | ABS-MBS USGSE | 56,875,000 PA | $63.11M | 0.766% | US |
| Government National Mortgage Association Ginnie Mae | — | 21H020642 US21H0206423 | ABS-MBS USGA | 73,475,000 PA | $60.68M | 0.736% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F030645 US01F0306450 | ABS-MBS USGSE | 67,225,000 PA | $59.04M | 0.716% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA5 | — | 35564KJA8 US35564KJA88 | ABS-MBS USGSE | 54,371,647 PA | $57.92M | 0.703% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA5 | — | 35564KJB6 US35564KJB61 | ABS-MBS USGSE | 46,045,000 PA | $56.06M | 0.680% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA1 | — | 35564KBD0 US35564KBD00 | ABS-MBS USGSE | 51,948,500 PA | $54.82M | 0.665% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754RAF3 US20754RAF38 | ABS-MBS USGSE | 53,367,652 PA | $53.87M | 0.654% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA2 | — | 35564KSJ9 US35564KSJ96 | ABS-MBS USGSE | 50,804,000 PA | $51.99M | 0.631% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20753YAF9 US20753YAF97 | ABS-MBS USGSE | 48,091,800 PA | $49.92M | 0.606% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA3 | — | 35564KFG9 US35564KFG94 | ABS-MBS USGSE | 43,269,224 PA | $48.80M | 0.592% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20753XAF1 US20753XAF15 | ABS-MBS USGSE | 46,113,400 PA | $48.07M | 0.583% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA1 | — | 35564KQY8 US35564KQY81 | ABS-MBS USGSE | 42,320,000 PA | $43.09M | 0.523% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2020-HQA5 | — | 35565TBD0 US35565TBD00 | ABS-MBS USGSE | 38,231,637 PA | $42.03M | 0.510% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA4 | — | 35564KXA2 US35564KXA23 | ABS-MBS USGSE | 38,750,000 PA | $40.45M | 0.491% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754AAF0 US20754AAF03 | ABS-MBS USGSE | 39,240,000 PA | $39.66M | 0.481% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F032641 US01F0326417 | ABS-MBS USGSE | 40,450,000 PA | $37.08M | 0.450% | US |
| Morgan Stanley & Co. International PLC ALCOA CORP | — | 000000000 — | DE OTHER | 552,219 OU | $36.63M | 0.445% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2022-DNA7 | — | 35564KL72 US35564KL729 | ABS-MBS USGSE | 33,705,000 PA | $36.31M | 0.441% | US |
| Barclays Bank PLC BARRICK MINING CORP | — | 000000000 — | DE OTHER | 881,323 OU | $35.95M | 0.436% | US |
| Freddie Mac - STACR Freddie Mac STACR REMIC Trust 2021-DNA1 | — | 35564KBE8 US35564KBE82 | ABS-MBS USGSE | 32,167,500 PA | $35.88M | 0.435% | US |
| Barclays Bank PLC CROCS INC | — | 000000000 — | DE OTHER | 431,939 OU | $35.86M | 0.435% | US |
| Fannie Mae - CAS Fannie Mae Connecticut Avenue Securities | — | 20754JAC8 US20754JAC80 | ABS-MBS USGSE | 35,138,975.92 PA | $35.49M | 0.431% | US |
| Barclays Bank PLC JB HUNT TRANSPORT SERVICES INC | — | 000000000 — | DE OTHER | 165,619 OU | $35.09M | 0.426% | US |
| Barclays Bank PLC CARNIVAL CORP | — | 000000000 — | DE OTHER | 1,352,853 OU | $35.01M | 0.425% | US |
| SG AMERICAS SECURITIES, LLC LAMB WESTON HOLDINGS INC | — | 000000000 — | DE OTHER | 820,816 OU | $34.69M | 0.421% | US |
| Barclays Bank PLC ALBEMARLE CORP | — | 000000000 — | DE OTHER | 192,475 OU | $34.56M | 0.419% | US |
| Barclays Bank PLC CRH PUBLIC LIMITED PLC | — | 000000000 — | DE OTHER | 328,171 OU | $34.50M | 0.419% | US |
| BNP Paribas VERISIGN INC | — | 000000000 — | DE OTHER | 138,709 OU | $34.45M | 0.418% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F020448 US01F0204481 | ABS-MBS USGSE | 37,350,000 PA | $34.35M | 0.417% | US |
| Merrill Lynch International ILLUMINA INC | — | 000000000 — | DE OTHER | 278,110 OU | $34.28M | 0.416% | US |
| HSBC Bank PLC BEST BUY INC | — | 000000000 — | DE OTHER | 533,834 OU | $34.27M | 0.416% | US |
| BNP Paribas METLIFE INC | — | 000000000 — | DE OTHER | 483,386 OU | $34.19M | 0.415% | US |
| MORGAN STANLEY & CO LLC LAS VEGAS SANDS CORP | — | 000000000 — | DE OTHER | 633,105 OU | $34.11M | 0.414% | US |
| BNP Paribas AUTODESK INC | — | 000000000 — | DE OTHER | 142,383 OU | $34.09M | 0.414% | US |
| Morgan Stanley & Co. International PLC TOPBUILD CORP | — | 000000000 — | DE OTHER | 96,676 OU | $33.96M | 0.412% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 6.6% of reported value reaches a classification.
Percentages are of the reported value of positions above ($9.17B), not of the fund’s net assets ($8.24B). The two differ by cash, derivatives filed with no market value, and rounding.