2 periods filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-29
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.b
N-PORT Item C.4.a
as filed
1,097 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| N/A Morgan Stanley Capital Services LLC | — | — — | DIR OTHER | 411,810,000 NC |
| 0.059% |
| N/A |
| Freddie Mac Multifamily Structured Pass-Throu… Freddie Mac Multifamily Structured Pass-Throu… | — | 3137FMCT7 US3137FMCT77 | ABS-APCP USGSE | 41,648,635.56 PA | $995.2K | 0.059% | US |
| Pampa Energia S.A. Pampa Energia S.A., ADR | PAM | 697660207 US6976602077 | EC CORP | 11,941 NS | $989.6K | 0.059% | AR |
| EZCORP, Inc. | — | 302301AJ5 US302301AJ54 | DBT CORP | 933,000 PA | $988.7K | 0.059% | US |
| Hilton Grand Vacations Trust Hilton Grand Vacations Trust, Series 2025-2A,… | — | 43285JAA2 US43285JAA25 | ABS-O CORP | 982,533.89 PA | $980.8K | 0.058% | US |
| Government National Mortgage Association Government National Mortgage Association, IO | — | 38385ES39 US38385ES393 | ABS-APCP USGA | 74,210,804.28 PA | $974.6K | 0.058% | US |
| N/A Bank of America, National Association | — | — — | DFE OTHER | 7,344,000 NC | $969.3K | 0.058% | N/A |
| Global Aircraft Leasing Co., Ltd. | — | 37960JAC2 US37960JAC27 | DBT CORP | 943,000 PA | $957.7K | 0.057% | KY |
| YPF S.A. YPF S.A., Class D | — | P9897X131 ARP9897X1319 | EC CORP | 19,698 NS | $956.3K ARS | 0.057% | AR |
| Angel Oak Mortgage Trust Angel Oak Mortgage Trust, Series 2024-12, Cla… | — | 034932AC7 US034932AC73 | ABS-MBS CORP | 945,166.45 PA | $950.0K | 0.057% | US |
| M&G PLC | — | AU5739902 XS1888930150 | DBT CORP | 925,000 PA | $949.1K | 0.056% | GB |
| MASTR Asset Backed Securities Trust MASTR Asset Backed Securities Trust, Series 2… | — | 55291KAC1 US55291KAC18 | ABS-MBS CORP | 2,744,892.4 PA | $932.9K | 0.056% | US |
| Repsol E&P Capital Markets US LLC | — | 76026AAC1 US76026AAC18 | DBT CORP | 900,000 PA | $918.7K | 0.055% | US |
| Government National Mortgage Association Government National Mortgage Association, IO | — | 38381NB64 US38381NB647 | ABS-APCP USGA | 26,290,399.19 PA | $917.0K | 0.055% | US |
| Freddie Mac Freddie Mac, Series 2025-DNA2, Class A1 | — | 35564NHY2 US35564NHY22 | ABS-MBS USGSE | 887,125 PA | $890.5K | 0.053% | US |
| N/A UBS AG | — | — — | DFE OTHER | 7,335,000 NC | $882.8K | 0.053% | N/A |
| Freddie Mac Freddie Mac, Series 2024-DNA2, Class M2 | — | 35564NDA8 US35564NDA81 | ABS-MBS USGSE | 862,500 PA | $867.6K | 0.052% | US |
| VCI Asset Holdings 2, LLC VCI Asset Holdings 2, LLC, Term Loan | — | — — | LON CORP | 835,000 PA | $864.2K | 0.051% | US |
| RCKT Mortgage Trust RCKT Mortgage Trust, Series 2025-CES6, Class … | — | 748949AA2 US748949AA22 | ABS-MBS CORP | 859,192.5 PA | $863.4K | 0.051% | US |
| FREMF Mortgage Trust FREMF Mortgage Trust, Series 2017-K62, Class B | — | 302949AQ5 US302949AQ53 | ABS-MBS CORP | 840,000 PA | $834.3K | 0.050% | US |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $827.6K N/A | 0.049% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $818.8K N/A | 0.049% | N/A |
| N/A Forward Foreign Currency Contract | — | — — | DFE OTHER | 1 NC | $814.9K N/A | 0.049% | N/A |
| YPF S.A. | — | — USP989MJBL47 | DBT CORP | 800,000 PA | $804.7K | 0.048% | AR |
| United Airlines Holdings, Inc. | — | 910047AL3 US910047AL34 | DBT CORP | 808,000 PA | $797.4K | 0.047% | US |
| N/A Goldman Sachs International | — | — — | DFE OTHER | 9,180,000 NC | $796.7K | 0.047% | N/A |
| Iliad Holding | — | 449691AF1 US449691AF14 | DBT CORP | 748,000 PA | $794.1K | 0.047% | FR |
| OBX 2024-NQM12 Trust OBX 2024-NQM12 Trust, Series 2024-NQM12, Clas… | — | 67448PAB9 US67448PAB94 | ABS-MBS CORP | 786,728.15 PA | $789.9K | 0.047% | US |
| N/A LCH CLEARNET (US) LLC | — | — — | DIR OTHER | 1 NC | $786.3K EUR | 0.047% | N/A |
| Coeur Mining, Inc. | — | 192120AA1 US192120AA16 | DBT CORP | 731,000 PA | $753.9K | 0.045% | US |
| PMT Loan Trust PMT Loan Trust, Series 2025-INV1, Class A7 | — | 693967AG6 US693967AG62 | ABS-MBS CORP | 741,971.47 PA | $750.4K | 0.045% | US |
| N/A Deutsche Bank Aktiengesellschaft | — | — — | DFE OTHER | 73,360,000 NC | $744.8K AUD | 0.044% | N/A |
| Reinsurance Group of America, Inc. | — | 759351AT6 US759351AT60 | DBT CORP | 723,000 PA | $736.0K | 0.044% | US |
| TransDigm, Inc. | — | 893647BU0 US893647BU00 | DBT CORP | 720,000 PA | $735.3K | 0.044% | US |
| N/A Goldman Sachs International | — | — — | DFE OTHER | 3,670,000 NC | $726.6K EUR | 0.043% | N/A |
| GS Mortgage-Backed Securities Trust GS Mortgage-Backed Securities Trust, Series 2… | — | 36272NAB0 US36272NAB01 | ABS-MBS CORP | 710,000 PA | $715.8K | 0.043% | US |
| N/A Goldman Sachs International | — | — — | DFE OTHER | 36,500,000 NC | $714.5K | 0.043% | N/A |
| Newgate Funding PLC Newgate Funding PLC, Series 2007-3X, Class CB | — | BCC11HRV2 XS0329656523 | ABS-MBS CORP | 626,892.05 PA | $709.7K EUR | 0.042% | GB |
| SBNA Auto Receivables Trust 2025-SF1 SBNA Auto Receivables Trust 2025-SF1, Series … | — | 78437XAD8 US78437XAD84 | ABS-O CORP | 700,000 PA | $702.3K | 0.042% | US |
| COLT 2024-INV1 Mortgage Loan Trust COLT 2024-INV1 Mortgage Loan Trust, Series 20… | — | 12672RAC6 US12672RAC60 | ABS-MBS CORP | 695,724.58 PA | $700.8K | 0.042% | US |
| N/A LCH CLEARNET (US) LLC | — | — — | DIR OTHER | 1 NC | $697.4K | 0.042% | N/A |
| Dominican Republic International Bond | — | ZP6620006 USP3579ECF27 | DBT NUSS | 720,000 PA | $694.3K | 0.041% | DO |
| OBX 2024-NQM12 Trust OBX 2024-NQM12 Trust, Series 2024-NQM12, Clas… | — | 67448PAD5 US67448PAD50 | ABS-MBS CORP | 690,000 PA | $689.2K | 0.041% | US |
| Group 1 Automotive, Inc. | — | 398905AN9 US398905AN98 | DBT CORP | 705,000 PA | $686.8K | 0.041% | US |
| VoltaGrid LLC | — | 92874BAA3 US92874BAA35 | DBT CORP | 661,000 PA | $686.4K | 0.041% | US |
| CCO Holdings, LLC/CCO Holdings Capital Corp. | — | 1248EPCN1 US1248EPCN14 | DBT CORP | 776,000 PA | $681.9K | 0.041% | US |
| Sunoco L.P. | — | 86765KAL3 US86765KAL35 | DBT CORP | 653,000 PA | $668.0K | 0.040% | US |
| Advance Auto Parts, Inc. | — | 00751YAK2 US00751YAK29 | DBT CORP | 647,000 PA | $667.8K | 0.040% | US |
| Fannie Mae Connecticut Avenue Securities Fannie Mae Connecticut Avenue Securities, Ser… | — | 20755CAB4 US20755CAB46 | ABS-MBS USGSE | 655,000 PA | $667.5K | 0.040% | US |
| Allison Transmission, Inc. | — | 019736AG2 US019736AG29 | DBT CORP | 698,000 PA | $656.2K | 0.039% | 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 ($1.60B), not of the fund’s net assets ($1.68B). The two differ by cash, derivatives filed with no market value, and rounding.