2 periods filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
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
545 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Pretium Mortgage Credit Partners Llc PRET 2026-NPL2 LLC | — | 69393DAB7 US69393DAB73 | ABS-MBS CORP |
| 4,000,000 PA |
| $3.91M |
| 0.098% |
| US |
| Soundview Home Equity Loan Trust Soundview Home Loan Trust 2007-OPT4 | — | 83613AAA0 US83613AAA07 | ABS-O CORP | 5,196,285.51 PA | $3.89M | 0.098% | US |
| Pretium Mortgage Credit Partners Llc PRET 2025-NPL11 LLC | — | 69383AAB5 US69383AAB52 | ABS-MBS CORP | 3,900,000 PA | $3.88M | 0.097% | US |
| Barclays Commercial Mortgage Securities Llc BBCMS 2018-TALL Mortgage Trust | — | 05548WAJ6 US05548WAJ62 | ABS-MBS CORP | 4,760,000 PA | $3.88M | 0.097% | US |
| Gs Mortgage-backed Securities Trust GS Mortgage-Backed Securities Trust 2025-DSC2 | — | 36275JAF7 US36275JAF75 | ABS-MBS CORP | 3,856,000 PA | $3.83M | 0.096% | US |
| A&d Mortgage Trust A&D Mortgage Trust 2024-NQM4 | — | 002939AE6 US002939AE63 | ABS-MBS CORP | 3,800,236.69 PA | $3.80M | 0.095% | US |
| Lehman Mortgage Trust Lehman Mortgage Trust 2006-7 | — | 52520QAX2 US52520QAX25 | ABS-MBS CORP | 34,355,661.04 PA | $3.79M | 0.095% | US |
| Gcat GCAT 2021-NQM3 Trust | — | 36167HAA3 US36167HAA32 | ABS-MBS CORP | 4,193,111.16 PA | $3.71M | 0.093% | US |
| N/A EMCAP RTL Loans AX | — | — — | LON CORP | 3,714,426 PA | $3.71M | 0.093% | US |
| N/A TWNP New Money TL | — | — — | LON CORP | 3,691,083.59 PA | $3.69M | 0.092% | US |
| Pagaya Ai Debt Selection Trust Pagaya Ai Debt Trust 2025-R1 | — | 69547CAC2 US69547CAC29 | ABS-O CORP | 3,663,730.19 PA | $3.65M | 0.091% | US |
| Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust 2025-B3… | — | 95004RAG1 US95004RAG11 | ABS-MBS CORP | 3,600,000 PA | $3.60M | 0.090% | US |
| Fremf Mortgage Trust FREMF 2018-K156 Mortgage Trust | — | 302957AS4 US302957AS43 | ABS-MBS USGSE | 6,449,682 PA | $3.59M | 0.090% | US |
| Kinetic Abs Issuer Llc Kinetic ABS Issuer LLC | — | 49459AAE0 US49459AAE01 | ABS-O CORP | 3,500,000 PA | $3.59M | 0.090% | US |
| Easy Street Mortgage Loan Trust Easy Street Mortgage Loan Trust 2025-RTL2 | — | 27786YAB4 US27786YAB48 | ABS-MBS CORP | 3,600,000 PA | $3.58M | 0.090% | US |
| Morgan Stanley Residential Mortgage Loan Trust Morgan Stanley Residential Mortgage Loan Trus… | — | 61779QAD5 US61779QAD51 | ABS-MBS CORP | 3,488,806.91 PA | $3.47M | 0.087% | US |
| Solrr Aircraft 2021-1 Limited Lunar 2021-1 Structured Aircraft Portfolio No… | — | 83438LAC5 US83438LAC54 | ABS-O CORP | 3,540,094.89 PA | $3.46M | 0.087% | IE |
| Saif Securitization Trust SAIF Securitization Trust 2026-CES1 | — | 78710HAA7 US78710HAA77 | ABS-O CORP | 3,459,183.16 PA | $3.46M | 0.087% | US |
| N/A FAT New Money TL | — | — — | LON CORP | 3,412,287.01 PA | $3.41M | 0.085% | US |
| Anchor Mortgage Trust Anchor Mortgage Trust 2025-RTL1 | — | 03290CAB2 US03290CAB28 | ABS-MBS CORP | 3,400,000 PA | $3.40M | 0.085% | US |
| Deephaven Residential Mortgage Trust Deephaven Residential Mortgage Trust 2026-CES1 | — | 24380YAD7 US24380YAD76 | ABS-O CORP | 3,329,000 PA | $3.32M | 0.083% | US |
| Residential Accredit Loans, Inc. RALI Series 2006-QS2 Trust | — | 761118UV8 US761118UV88 | ABS-MBS CORP | 4,235,657.36 PA | $3.32M | 0.083% | US |
| Countrywide Alternative Loan Trust Alternative Loan Trust 2006-18CB | — | 02147FAA4 US02147FAA49 | ABS-MBS CORP | 8,778,384.87 PA | $3.27M | 0.082% | US |
| Bcp Trust BCP Trust 2021-330N | — | 05553BAG0 US05553BAG05 | ABS-MBS CORP | 4,200,000 PA | $3.27M | 0.082% | US |
| 1345 Trust 1345T 2025-AOA | — | 68271CAG7 US68271CAG78 | ABS-MBS CORP | 3,250,000 PA | $3.25M | 0.081% | US |
| Verus Securitization Trust Verus Securitization Trust 2026-4 | — | 924936AK3 US924936AK30 | ABS-MBS CORP | 3,250,000 PA | $3.24M | 0.081% | US |
| Velocity Commercial Capital Loan Trust Velocity Commercial Capital Loan Trust 2023-2 | — | 92260AAE9 US92260AAE91 | ABS-MBS CORP | 3,103,929.97 PA | $3.23M | 0.081% | US |
| Velocity Commercial Capital Loan Trust Velocity Commercial Capital Loan Trust 2023-3 | — | 92258WAN5 US92258WAN56 | ABS-MBS CORP | 3,102,297.38 PA | $3.22M | 0.081% | US |
| Achieve Mortgage ACHM Trust 2025-HE3 | — | 00449VAB6 US00449VAB62 | ABS-O CORP | 3,256,691.87 PA | $3.22M | 0.081% | US |
| Vista Point Securitization Trust Vista Point Securitization Trust 2026-CES1 | — | 92790EAE0 US92790EAE05 | ABS-O CORP | 3,250,000 PA | $3.20M | 0.080% | US |
| A&d Mortgage Trust ADMT 2024-NQM6 | — | 00249YAE6 US00249YAE68 | ABS-MBS CORP | 3,173,698.58 PA | $3.19M | 0.080% | US |
| Saif Securitization Trust SAIF Securitization Trust 2026-CES1 | — | 78710HAB5 US78710HAB50 | ABS-O CORP | 3,162,681.75 PA | $3.16M | 0.079% | US |
| Pennymac Corp PennyMac Corp. | — | 70932AAH6 US70932AAH68 | DBT CORP | 3,000,000 PA | $3.13M | 0.078% | US |
| Fhlmc Multifamily Structured Pass Through Cer… Freddie Mac Multifamily Structured Pass Throu… | — | 3137H9UG2 US3137H9UG22 | ABS-MBS USGSE | 11,437,000 PA | $3.09M | 0.077% | US |
| Chnge Mortgage Trust CHNGE Mortgage Trust 2023-4 | — | 12569QAA8 US12569QAA85 | ABS-MBS CORP | 3,076,036.37 PA | $3.09M | 0.077% | US |
| Benchmark Mortgage Trust Benchmark 2025-V13 Mortgage Trust | — | 08164ABL5 US08164ABL52 | ABS-MBS CORP | 3,000,000 PA | $3.08M | 0.077% | US |
| Saif Securitization Trust SAIF Securitization Trust 2024-CES1 | — | 78436VAD3 US78436VAD38 | ABS-MBS CORP | 3,036,000 PA | $3.06M | 0.077% | US |
| Jp Morgan Chase Commercial Mortgage Sec Trust J.P. Morgan Chase Commercial Mortgage Securit… | — | 46649WAE9 US46649WAE93 | ABS-MBS CORP | 3,040,000 PA | $3.05M | 0.076% | US |
| Barclays Commercial Mortgage Securities Llc BBCMS 2018-TALL Mortgage Trust | — | 05548WAE7 US05548WAE75 | ABS-MBS CORP | 3,312,000 PA | $3.04M | 0.076% | US |
| A&d Mortgage Trust A&D Mortgage Trust 2023-NQM5 | — | 00249XAE8 US00249XAE85 | ABS-MBS CORP | 3,000,000 PA | $3.03M | 0.076% | US |
| Sreit Trust SREIT Trust 2021-MFP2 | — | 85236WCS3 US85236WCS35 | ABS-MBS CORP | 3,024,000 PA | $3.02M | 0.076% | US |
| Fhlmc Multifamily Structured Pass Through Cer… Freddie Mac Multifamily Structured Pass Throu… | — | 3137HBPA6 US3137HBPA66 | ABS-MBS USGSE | 8,700,000 PA | $3.01M | 0.075% | US |
| Cross Mortgage Trust Cross 2023-H1 Mortgage Trust | — | 22758CAE1 US22758CAE12 | ABS-MBS CORP | 3,000,000 PA | $3.00M | 0.075% | US |
| Ellington Financial Mortgage Trust Ellington Financial Mortgage Trust 2021-3 | — | 31573JAA8 US31573JAA88 | ABS-MBS CORP | 3,570,276.31 PA | $3.00M | 0.075% | US |
| Center Street Lending Resi-investor Abs Trust Center Street Lending Resi-Investor ABS Mortg… | — | 151704AB9 US151704AB98 | ABS-MBS CORP | 3,000,000 PA | $2.98M | 0.075% | US |
| Woodward Capital Management RCKT Mortgage Trust 2026-CES1 | — | 74939BAB2 US74939BAB27 | ABS-O CORP | 2,988,808.81 PA | $2.96M | 0.074% | US |
| Preston Ridge Partners Mortgage Trust PRPM 2026-1 LLC | — | 74449BAB5 US74449BAB53 | ABS-MBS CORP | 3,000,000 PA | $2.95M | 0.074% | US |
| Fat Brands Royalty I, Llc FAT Brands Royalty LLC | — | 31189TAF1 US31189TAF12 | ABS-O CORP | 3,058,564.24 PA | $2.91M | 0.073% | US |
| Bcp Trust BCP Trust 2021-330N | — | 05553BAJ4 US05553BAJ44 | ABS-MBS CORP | 4,089,000 PA | $2.87M | 0.072% | US |
| Bx Trust BX Commercial Mortgage Trust 2024-XL4 | — | 05611VAE1 US05611VAE11 | ABS-MBS CORP | 2,843,493.55 PA | $2.85M | 0.071% | 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 ($4.16B), not of the fund’s net assets ($3.99B). The two differ by cash, derivatives filed with no market value, and rounding.