1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-01
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.a
N-PORT Item C.4.b
1,011 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| OneMain Finance Corp. | — | 682691AA8 US682691AA80 | DBT CORP | 53,000 PA | $47.9K | 0.008% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $46.3K N/A | 0.008% | N/A |
| Federal National Mortgage Association | — | 31368HLS0 US31368HLS03 | ABS-MBS USGSE | 45,241.21 PA | $45.5K | 0.008% | US |
| N/A Intercontinental Exchange, Inc. | — | — — | DCR OTHER | 1 NC | $44.9K EUR | 0.007% | N/A |
| Venture Global Plaquemines LNG, LLC | — | 922966AC0 US922966AC03 | DBT CORP | 43,000 PA | $44.9K | 0.007% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $44.8K N/A | 0.007% | N/A |
| MPT Operating Partnership L.P./ MPT Finance C… | — | 55342UAQ7 US55342UAQ76 | DBT CORP | 44,000 PA | $44.6K | 0.007% | US |
| N/A Deutsche Bank Aktiengesellschaft | — | — — | DFE OTHER | 26,460,000 NC | $43.3K AUD | 0.007% | N/A |
| Federal Home Loan Mortgage Corp. | — | 31292HYT5 US31292HYT57 | ABS-MBS USGSE | 42,323.41 PA | $42.9K | 0.007% | US |
| N/A BNPP Securities Corp | — | — — | DFE OTHER | 13,240,000 NC | $42.8K | 0.007% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $42.0K N/A | 0.007% | N/A |
| N/A U.S. Treasury Long Bond Future | — | — — | DIR OTHER | -11 NC | $40.7K | 0.007% | N/A |
| N/A JPMorgan Chase Bank, National Association | — | — — | DFE OTHER | 3,240,000 NC | $40.6K EUR | 0.007% | N/A |
| N/A U.S. Treasury Ultra Bonds Future | — | — — | DIR OTHER | -10 NC | $38.5K | 0.006% | N/A |
| Navient Corp. | — | 63938CAN8 US63938CAN83 | DBT CORP | 39,000 PA | $38.1K | 0.006% | US |
| N/A Goldman Sachs International | — | — — | DIR OTHER | 69,360,000 NC | $36.4K GBP | 0.006% | N/A |
| CoreWeave, Inc. | — | 21873SAC2 US21873SAC26 | DBT CORP | 38,000 PA | $36.2K | 0.006% | US |
| Nexstar Media Inc. | — | 65346UAA7 US65346UAA79 | DBT CORP | 36,000 PA | $36.1K | 0.006% | US |
| N/A Goldman Sachs International | — | — — | DFE OTHER | 19,900,000 NC | $35.9K | 0.006% | N/A |
| N/A JPMorgan Chase Bank, National Association | — | — — | DFE OTHER | 1,325,000 NC | $35.2K AUD | 0.006% | N/A |
| Freddie Mac REMICs | — | 31392MJE3 US31392MJE30 | ABS-APCP USGSE | 32,568.01 PA | $33.7K | 0.006% | US |
| Iliad Holding | — | 449691AG9 US449691AG96 | DBT CORP | 33,000 PA | $33.1K | 0.006% | FR |
| Molina Healthcare, Inc. | — | 60855RAM2 US60855RAM25 | DBT CORP | 34,000 PA | $33.0K | 0.005% | US |
| Hilcorp Energy I, L.P. | — | 431318BG8 US431318BG88 | DBT CORP | 33,000 PA | $32.9K | 0.005% | US |
| Federal National Mortgage Association | — | 31385XQT7 US31385XQT71 | ABS-MBS USGSE | 31,815.91 PA | $32.7K | 0.005% | US |
| N/A Bank of America, National Association | — | — — | DFE OTHER | 33,470,000 NC | $32.6K | 0.005% | N/A |
| International Finance Corp. | — | AM4724424 XS1566184385 | DBT CORP | 3,700,000 PA | $32.0K TRY | 0.005% | US |
| Celanese US Holdings LLC | — | 15089QBD5 US15089QBD51 | DBT CORP | 31,000 PA | $31.8K | 0.005% | US |
| N/A JPMorgan Chase Bank, National Association | — | — — | DFE OTHER | 1,980,000 NC | $31.7K | 0.005% | N/A |
| Phoenix Aviation Capital Ltd. | — | 71910DAA9 US71910DAA90 | DBT CORP | 31,000 PA | $31.2K | 0.005% | IE |
| Gray Media, Inc. | — | 389375AN6 US389375AN64 | DBT CORP | 31,000 PA | $31.0K | 0.005% | US |
| Discovery Global Holdings, Inc. | — | 55903VBQ5 US55903VBQ59 | DBT CORP | 34,000 PA | $30.1K | 0.005% | US |
| VCI COMPUTE II LLC | — | — — | EC CORP | 30,000 NS | $30.0K | 0.005% | US |
| Fannie Mae REMICs | — | 31392HMC4 US31392HMC42 | ABS-APCP USGSE | 29,122.38 PA | $29.4K | 0.005% | US |
| Fannie Mae REMICs | — | 31392FJ73 US31392FJ731 | ABS-APCP USGSE | 29,121.91 PA | $29.4K | 0.005% | US |
| Benchmark Mortgage Trust Benchmark Mortgage Trust, Series 2018-B1, Cla… | — | 08162PAY7 US08162PAY79 | ABS-MBS CORP | 3,442,917.5 PA | $28.9K | 0.005% | US |
| N/A UBS AG | — | — — | DFE OTHER | 2,080,000 NC | $28.2K CHF | 0.005% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $27.0K N/A | 0.005% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $26.9K N/A | 0.004% | N/A |
| Freddie Mac REMICs | — | 3133THBY2 US3133THBY27 | ABS-APCP USGSE | 26,151 PA | $26.1K | 0.004% | US |
| Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series… | — | 95001GAG8 US95001GAG82 | ABS-MBS CORP | 2,227,638.24 PA | $25.9K | 0.004% | US |
| ACNR Holdings, Inc. ACNR Holdings, Inc., Term Loan | — | 02522YAD2 — | LON CORP | 25,386.28 PA | $25.6K | 0.004% | US |
| Fannie Mae REMICs | — | 31394V7G9 US31394V7G93 | ABS-APCP USGSE | 21,750.06 PA | $25.4K | 0.004% | US |
| PetSmart LLC / PetSmart Finance Corp. | — | 71677KAC2 US71677KAC27 | DBT CORP | 25,000 PA | $25.1K | 0.004% | US |
| N/A Deutsche Bank Aktiengesellschaft | — | — — | DFE OTHER | 1,325,000 NC | $24.9K AUD | 0.004% | N/A |
| Alhambra SME Funding DAC Alhambra SME Funding DAC, Series 2019-1, Clas… | — | BCC2KKGU6 XS2074551560 | ABS-CBDO CORP | 21,886.4 PA | $24.5K EUR | 0.004% | IE |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $24.3K N/A | 0.004% | N/A |
| Fannie Mae REMICs | — | 31395D7F0 US31395D7F08 | ABS-APCP USGSE | 21,819.51 PA | $24.2K | 0.004% | US |
| Hilcorp Energy I, L.P. | — | 431318BE3 US431318BE31 | DBT CORP | 24,000 PA | $23.5K | 0.004% | US |
| Sinclair Television Group, Inc. | — | 829259BH2 US829259BH26 | DBT CORP | 23,000 PA | $23.4K | 0.004% | 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 ($558.72M), not of the fund’s net assets ($600.56M). The two differ by cash, derivatives filed with no market value, and rounding.