1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-18
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
3,107 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| FHLMC Structured Pass Through Securities Freddie Mac Structured Pass-Through Certifica… | — | 31392MEN8 US31392MEN83 | ABS-MBS USGSE |
| $4.6K |
| 0.000% |
| US |
| Freddie Mac Freddie Mac REMICS | — | 3133TCTN8 US3133TCTN82 | ABS-MBS USGSE | 4,504.05 PA | $4.6K | 0.000% | US |
| FHLMC Structured Pass Through Securities Freddie Mac Structured Pass-Through Certifica… | — | 31394JY76 US31394JY761 | ABS-MBS USGSE | 5,436.66 PA | $4.6K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 31392R3H2 US31392R3H23 | ABS-MBS USGSE | 4,450.62 PA | $4.6K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 31396HUN7 US31396HUN78 | ABS-MBS USGSE | 5,418.51 PA | $4.6K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 313920BG4 US313920BG47 | ABS-MBS USGSE | 4,525.28 PA | $4.7K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 3133TV5T9 US3133TV5T91 | ABS-MBS USGSE | 4,460.31 PA | $4.7K | 0.000% | US |
| Freddie Mac Freddie Mac Non Gold Pool | — | 3128JNN35 US3128JNN354 | ABS-MBS USGSE | 4,742.71 PA | $4.9K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 31397WHQ1 US31397WHQ15 | ABS-MBS USGSE | 59,468.62 PA | $4.9K | 0.000% | US |
| Countrywide Home Loans CHL Mortgage Pass-Through Trust 2004-HYB3 | — | 12669FYY3 US12669FYY32 | ABS-MBS CORP | 5,760.66 PA | $5.4K | 0.000% | US |
| FREDDIE MAC Freddie Mac REMICS | — | 31339WBV7 US31339WBV72 | ABS-MBS USGSE | 5,218.86 PA | $5.5K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 31392CA46 US31392CA463 | ABS-MBS USGSE | 5,274.88 PA | $5.5K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 31403DET2 US31403DET28 | ABS-MBS USGSE | 5,545.93 PA | $5.7K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 31407KPY9 US31407KPY90 | ABS-MBS USGSE | 5,684.91 PA | $5.7K | 0.000% | US |
| FHLMC Multifamily Structured Pass Through Cer… Freddie Mac Multifamily Structured Pass Throu… | — | 3137FPJQ9 US3137FPJQ96 | ABS-MBS USGSE | 785,087.06 PA | $5.9K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 31402RLV9 US31402RLV95 | ABS-MBS USGSE | 5,849.11 PA | $6.0K | 0.000% | US |
| Vendee Mortgage Trust Vendee Mortgage Trust 1997-1 | — | 911760KE5 US911760KE59 | ABS-MBS CORP | 6,028.67 PA | $6.0K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 31393CRH8 US31393CRH87 | ABS-MBS USGSE | 5,924.89 PA | $6.1K | 0.000% | US |
| Towd Point Mortgage Trust Towd Point Mortgage Trust 2018-1 | — | 89176EAA8 US89176EAA82 | ABS-MBS CORP | 6,154.43 PA | $6.1K | 0.000% | US |
| GSR Mortgage Loan Trust GSR Mortgage Loan Trust 2004-13F | — | 36242DLW1 US36242DLW10 | ABS-MBS CORP | 6,563.37 PA | $6.4K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 31394ATX4 US31394ATX45 | ABS-MBS USGSE | 6,029.26 PA | $6.4K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 31396LVP2 US31396LVP20 | ABS-MBS USGSE | 7,375.54 PA | $6.4K | 0.000% | US |
| Government National Mortgage Association | — | 38375K4K5 US38375K4K53 | ABS-MBS USGA | 72,240.61 PA | $6.6K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 31392K5C6 US31392K5C62 | ABS-MBS USGSE | 6,398.74 PA | $6.7K | 0.000% | US |
| CSX CORP CSX Corp | — | 126408HR7 US126408HR78 | DBT CORP | 10,000 PA | $6.9K | 0.000% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179T4Q5 US36179T4Q56 | ABS-MBS USGA | 7,037.41 PA | $6.9K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 31392CKM5 US31392CKM54 | ABS-MBS USGSE | 7,304.93 PA | $6.9K | 0.000% | US |
| Government National Mortgage Association | — | 38378KJP5 US38378KJP57 | ABS-MBS USGA | 2,812,020.9 PA | $7.0K | 0.000% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128MJWC0 US3128MJWC04 | ABS-MBS USGSE | 7,289.85 PA | $7.0K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 31395BA52 US31395BA526 | ABS-MBS USGSE | 8,066.69 PA | $7.0K | 0.000% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179Q6P1 US36179Q6P10 | ABS-MBS USGA | 7,633.95 PA | $7.2K | 0.000% | US |
| Countrywide Home Loans CHL Mortgage Pass-Through Trust 2004-7 | — | 12669FXJ7 US12669FXJ73 | ABS-MBS CORP | 8,157.16 PA | $7.3K | 0.000% | US |
| BROOKFIELD FINANCE INC Brookfield Finance Inc | — | 11271LAB8 US11271LAB80 | DBT CORP | 9,000 PA | $7.5K | 0.000% | CA |
| Fannie Mae Fannie Mae Pool | — | 31403QVP2 US31403QVP26 | ABS-MBS USGSE | 7,573.37 PA | $7.6K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 31394GBQ5 US31394GBQ55 | ABS-MBS USGSE | 7,861.44 PA | $7.7K | 0.000% | US |
| CENTERPOINT ENER HOUSTON CenterPoint Energy Houston Electric LLC | — | 15189XAS7 US15189XAS71 | DBT CORP | 10,000 PA | $7.8K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 31394FN50 US31394FN507 | ABS-MBS USGSE | 7,631.85 PA | $7.9K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 31402Q4R9 US31402Q4R94 | ABS-MBS USGSE | 7,736.97 PA | $7.9K | 0.000% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 31296NA23 US31296NA232 | ABS-MBS USGSE | 7,925.01 PA | $8.0K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 31339WCD6 US31339WCD65 | ABS-MBS USGSE | 7,732.51 PA | $8.1K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 313399C47 US313399C472 | ABS-MBS USGSE | 7,919.19 PA | $8.2K | 0.000% | US |
| Freddie Mac Freddie Mac Pool | — | 3132ADXZ6 US3132ADXZ67 | ABS-MBS USGSE | 8,273.95 PA | $8.3K | 0.000% | US |
| WAMU Mortgage Pass-Through Certificates WaMu Mortgage Pass-Through Certificates Serie… | — | 92922FBV9 US92922FBV94 | ABS-MBS CORP | 8,954.83 PA | $8.4K | 0.000% | US |
| VERIZON COMMUNICATIONS Verizon Communications Inc | — | 92343VGN8 US92343VGN82 | DBT CORP | 10,000 PA | $8.7K | 0.000% | US |
| FHLMC Multifamily Structured Pass Through Cer… Freddie Mac Multifamily Structured Pass Throu… | — | 3137FQXL2 US3137FQXL27 | ABS-MBS USGSE | 5,525,427.51 PA | $8.8K | 0.000% | US |
| Freddie Mac Freddie Mac REMICS | — | 31393FQX7 US31393FQX77 | ABS-MBS USGSE | 8,499.89 PA | $8.8K | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 31385JEL8 US31385JEL89 | ABS-MBS USGSE | 8,559.94 PA | $8.9K | 0.000% | US |
| Fannie Mae Fannie Mae REMICS | — | 31393EKS7 US31393EKS71 | ABS-MBS USGSE | 9,635.57 PA | $9.0K | 0.000% | US |
| Freddie Mac Freddie Mac Pool | — | 3132A5EL5 US3132A5EL58 | ABS-MBS USGSE | 9,438.79 PA | $9.1K | 0.000% | US |
| PHH Alternative Mortgage Trust PHH Alternative Mortgage Trust Series 2007-2 | — | 69337HAX9 US69337HAX98 | ABS-MBS CORP | 48,111.88 PA | $9.2K | 0.000% | 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 ($3.71B), not of the fund’s net assets ($3.74B). The two differ by cash, derivatives filed with no market value, and rounding.