2 periods filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-01
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.
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
548 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Tvc Mortgage Trust TVC Mortgage Trust 2026-RRTL1 | — | 87306XAC9 US87306XAC92 | ABS-MBS CORP |
| $1.50M |
| 0.038% |
| US |
| Affirm Inc Affirm Asset Securitization Trust 2024-X1 | — | 00834XAD1 US00834XAD12 | ABS-O CORP | 1,500,000 PA | $1.50M | 0.038% | US |
| Figre Trust FIGRE Trust 2025-HE3 | — | 31684LAC5 US31684LAC54 | ABS-O CORP | 1,490,460.85 PA | $1.51M | 0.038% | US |
| Vista Point Securitization Trust Vista Point Securitization Trust Series 2024-… | — | 92841YAD7 US92841YAD76 | ABS-MBS CORP | 1,506,000 PA | $1.52M | 0.039% | US |
| Orl Trust ORL Trust 2024-GLKS | — | 67120DAE5 US67120DAE58 | ABS-MBS CORP | 1,515,000 PA | $1.52M | 0.039% | US |
| Bank BANK 2019-BNK17 | — | 065403AL1 US065403AL19 | ABS-MBS CORP | 1,849,000 PA | $1.53M | 0.039% | US |
| Bx Trust BX Trust 2021-LBA | — | 05609BBH1 US05609BBH15 | ABS-MBS CORP | 1,581,619.54 PA | $1.58M | 0.040% | US |
| Fhlmc Multifamily Structured Pass Through Cer… Freddie Mac Multifamily Structured Pass Throu… | — | 3137H9JK6 US3137H9JK62 | ABS-MBS USGSE | 6,840,000 PA | $1.60M | 0.041% | US |
| Mfra Trust MFA 2024-RTL3 Trust | — | 59319PAB2 US59319PAB22 | ABS-MBS CORP | 1,599,999.99 PA | $1.61M | 0.041% | US |
| Anchor Mortgage Trust Anchor Mortgage Trust 2025-RTL1 | — | 03290CAC0 US03290CAC01 | ABS-MBS CORP | 1,600,000 PA | $1.61M | 0.041% | US |
| A&d Mortgage Trust A&D Mortgage Trust 2023-NQM4 | — | 00002MAC3 US00002MAC38 | ABS-MBS CORP | 1,591,490.39 PA | $1.62M | 0.041% | US |
| CSMC 2020-FACT Credit Suisse Commercial Mortgage Trust 2020-… | — | 126395AN2 US126395AN25 | ABS-MBS CORP | 1,745,000 PA | $1.62M | 0.041% | US |
| A&d Mortgage Trust A&D Mortgage Trust 2025-NQM5 | — | 00250AAF1 US00250AAF12 | ABS-MBS CORP | 1,650,000 PA | $1.65M | 0.042% | US |
| Bravo Residential Funding Trust BRAVO Residential Funding Trust 2021-NQM1 | — | 10569TAA6 US10569TAA60 | ABS-MBS CORP | 1,753,631.64 PA | $1.65M | 0.042% | US |
| Pioneer Aircraft Finance Limited Pioneer Aircraft Finance, Ltd. | — | 72353PAC0 US72353PAC05 | ABS-O CORP | 1,718,094.89 PA | $1.70M | 0.043% | KY |
| Scg Hotel Issuer Inc SCG Trust 2025-SNIP | — | 78398JAG9 US78398JAG94 | ABS-MBS CORP | 1,700,000 PA | $1.71M | 0.044% | US |
| Fidelis Mortgage Trust Fidelis Mortgage Trust 2025-RTL1 | — | 31575LAE3 US31575LAE39 | ABS-MBS CORP | 1,750,000 PA | $1.76M | 0.045% | US |
| Bmo Mortgage Trust BMO 2025-5C10 Mortgage Trust | — | 05615BAL5 US05615BAL53 | ABS-MBS CORP | 2,000,000 PA | $1.80M | 0.046% | US |
| Nomura Resecuritization Trust Nomura Resecuritization Trust 2014-8R | — | 65540QAB8 US65540QAB86 | ABS-MBS CORP | 1,860,365.25 PA | $1.82M | 0.046% | US |
| Acres Commercial Realty ACRES Commercial Realty Corp. | — | 00489Q300 US00489Q3002 | EP CORP | 83,247 NS | $1.84M | 0.047% | US |
| Navigator Aviation Ltd Navigator 2024-1 Aviation, Ltd. | — | 63943DAB5 US63943DAB55 | ABS-O CORP | 1,797,619 PA | $1.84M | 0.047% | KY |
| A&d Mortgage Trust A&D Mortgage Trust 2025-NQM2 | — | 00250EAD8 US00250EAD85 | ABS-MBS CORP | 1,826,449.59 PA | $1.85M | 0.047% | US |
| Bx Trust BX Trust 2021-RISE | — | 12434EAG5 US12434EAG52 | ABS-MBS CORP | 1,859,724.02 PA | $1.86M | 0.047% | US |
| Colt Funding Llc COLT 2021-1RMortgage Pass-Through Certificates | — | 19688BAC8 US19688BAC81 | ABS-MBS CORP | 2,007,268.74 PA | $1.87M | 0.047% | US |
| Center Street Lending Resi-investor Abs Trust Center Street Lending Resi-Investor ABS Mortg… | — | 151704AC7 US151704AC71 | ABS-MBS CORP | 1,900,000 PA | $1.90M | 0.048% | US |
| Pagaya Ai Debt Selection Trust Pagaya AI Debt Grantor Trust 2024-8 | — | 69544QAC4 US69544QAC42 | ABS-O CORP | 1,907,851.61 PA | $1.91M | 0.049% | US |
| Rco Mortgage Llc RCO VIII Mortgage LLC 2025-3 | — | 74939GAA3 US74939GAA31 | ABS-MBS CORP | 1,923,656.28 PA | $1.93M | 0.049% | US |
| Mfra Trust MFA 2021-INV2 Trust | — | 552732AA7 US552732AA78 | ABS-MBS CORP | 2,104,284.34 PA | $1.94M | 0.049% | US |
| Rithm Capital Corp Rithm Capital Corp. | — | 64828T706 US64828T7063 | EP CORP | 78,637 NS | $1.94M | 0.049% | US |
| Angel Oak Mortgage Trust Angel Oak Mortgage Trust 2019-6 | — | 03464VAE4 US03464VAE48 | ABS-MBS CORP | 2,000,000 PA | $1.94M | 0.049% | US |
| Prmi Securitization Trust PRMI Securitization Trust 2025-CMG1 | — | 74291CAE6 US74291CAE66 | ABS-MBS CORP | 1,996,000 PA | $1.99M | 0.051% | US |
| Pga National Resort Commercial Mortgage Trust PGA Trust 2024-RSR2 | — | 69381CAL1 US69381CAL19 | ABS-MBS CORP | 2,000,000 PA | $2.00M | 0.051% | US |
| Ellington Financial Mortgage Trust EFMT 2025-RTL1 | — | 26846FAC3 US26846FAC32 | ABS-MBS CORP | 2,000,000 PA | $2.00M | 0.051% | US |
| Fresb Multifamily Mortgage Pass-through Certi… FRESB 2020-SB80 Mortgage Trust | — | 30316XAK9 US30316XAK90 | ABS-MBS USGSE | 46,871,235.42 PA | $2.01M | 0.051% | US |
| Tvc Mortgage Trust TVC Mortgage Trust 2024-RRTL1 | — | 87306WAB3 US87306WAB37 | ABS-MBS CORP | 2,000,000 PA | $2.01M | 0.051% | US |
| Lhome Mortgage Trust LHOME Mortgage Trust 2024-RTL4 | — | 50205PAC6 US50205PAC68 | ABS-MBS CORP | 2,000,000 PA | $2.02M | 0.051% | US |
| Saluda Grade Alternative Mortgage Trust Saluda Grade Alternative Mortgage Trust 2024-… | — | 795924AD1 US795924AD11 | ABS-MBS CORP | 2,000,000 PA | $2.02M | 0.051% | US |
| Figre Trust FIGRE Trust 2024-HE4 | — | 31684UAD3 US31684UAD37 | ABS-O CORP | 2,000,000 PA | $2.02M | 0.051% | US |
| Saif Securitization Trust SAIF Securitization Trust 2025-CES1 | — | 78438CAB7 US78438CAB72 | ABS-O CORP | 2,000,000 PA | $2.03M | 0.051% | US |
| Saif Securitization Trust SAIF Securitization Trust 2025-CES1 | — | 78438CAD3 US78438CAD39 | ABS-O CORP | 2,000,000 PA | $2.03M | 0.051% | US |
| Morgan Stanley Residential Mortgage Loan Trust Morgan Stanley Residential Mortgage Loan Trus… | — | 61778XAD1 US61778XAD12 | ABS-MBS CORP | 2,016,033.29 PA | $2.04M | 0.052% | US |
| Saluda Grade Alternative Mortgage Trust Saluda Grade Alternative Mortgage Trust 2022-… | — | 79581RAA9 US79581RAA95 | ABS-MBS CORP | 2,055,818.99 PA | $2.04M | 0.052% | US |
| Business Jet Securities, Llc Business Jet Securities 2024-2 LLC | — | 12326TAC2 US12326TAC27 | ABS-O CORP | 2,036,420.03 PA | $2.04M | 0.052% | US |
| Horizon Aircraft Finance I Limited Horizon Aircraft Finance I, Ltd. | — | 440405AE8 US440405AE86 | ABS-O CORP | 2,051,827.01 PA | $2.05M | 0.052% | US |
| Multifamily Structured Credit Risk Freddie Mac Mscr Trust Mn1 | — | 35563FAB7 US35563FAB76 | ABS-MBS USGSE | 2,000,000 PA | $2.06M | 0.052% | US |
| Jp Morgan Chase Commercial Mortgage Sec Trust JP Morgan Chase Commercial Mortgage Securitie… | — | 46632HAL5 US46632HAL50 | ABS-MBS CORP | 2,069,697.83 PA | $2.07M | 0.053% | US |
| Countrywide Alternative Loan Trust Alternative Loan Trust 2006-24CB | — | 02146TAE7 US02146TAE73 | ABS-MBS CORP | 4,987,749.46 PA | $2.08M | 0.053% | US |
| Rbssp Resecuritization Trust RBSSP Resecuritization Trust 2009-7 | — | 75524MAW0 US75524MAW01 | ABS-MBS CORP | 2,859,149.55 PA | $2.10M | 0.053% | US |
| Figre Trust FIGRE Trust 2025-PF2 | — | 316918AD3 US316918AD30 | ABS-O CORP | 2,100,000 PA | $2.12M | 0.054% | US |
| Figre Trust FIGRE Trust 2025-PF2 | — | 316918AC5 US316918AC56 | ABS-O CORP | 2,136,844.54 PA | $2.13M | 0.054% | 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 ($4.00B), not of the fund’s net assets ($3.94B). The two differ by cash, derivatives filed with no market value, and rounding.