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 |
|---|---|---|---|---|---|---|---|
| Santander Drive Auto Receivables Trust Santander Drive Auto Receivables Trust 2024-3 | — | 80287LAF6 US80287LAF67 | ABS-O CORP | 5,055,000 PA |
| $5.18M |
| 0.138% |
| US |
| firstkey homes 2020-sfr1 trust FirstKey Homes 2021-SFR1 Trust | — | 33767WAJ2 US33767WAJ27 | ABS-O CORP | 5,142,000 PA | $5.09M | 0.136% | US |
| GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2025-1 | — | 36271KAL5 US36271KAL52 | ABS-O CORP | 5,000,000 PA | $5.07M | 0.135% | US |
| Fannie Mae Fannie Mae Pool | — | 3140NY6C0 US3140NY6C00 | ABS-MBS USGSE | 5,000,000 PA | $5.00M | 0.134% | US |
| Natixis Commercial Mortgage Securities Natixis Commercial Mortgage Securities Trust … | — | 63873VAA1 US63873VAA17 | ABS-MBS CORP | 5,440,000 PA | $5.00M | 0.134% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36179V7F1 US36179V7F11 | ABS-MBS USGA | 5,555,201.12 PA | $4.97M | 0.133% | US |
| WELLS FARGO & COMPANY Wells Fargo & Co | — | 95000U3K7 US95000U3K73 | DBT CORP | 4,860,000 PA | $4.95M | 0.132% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KNK69 US3133KNK697 | ABS-MBS USGSE | 5,727,841.92 PA | $4.88M | 0.130% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DVMB8 US3132DVMB89 | ABS-MBS USGSE | 5,660,366.32 PA | $4.87M | 0.130% | US |
| PIONEER NATURAL RESOURCE Pioneer Natural Resources Co | — | 723787AR8 US723787AR88 | DBT CORP | 5,390,000 PA | $4.86M | 0.130% | US |
| Credit Suisse Mortgage Trust CSMC 2014-USA OA LLC | — | 12649AAJ8 US12649AAJ88 | ABS-MBS CORP | 5,620,000 PA | $4.84M | 0.129% | US |
| Fannie Mae Fannie Mae Pool | — | 3140NYMH1 US3140NYMH13 | ABS-MBS USGSE | 4,770,000 PA | $4.83M | 0.129% | US |
| BNP PARIBAS BNP Paribas SA | — | 09659W3A0 US09659W3A04 | DBT CORP | 4,655,000 PA | $4.81M | 0.129% | FR |
| Fannie Mae Fannie Mae Pool | — | 3140W2MY4 US3140W2MY46 | ABS-MBS USGSE | 5,536,244.23 PA | $4.75M | 0.127% | US |
| AMSR Trust AMSR 2021-SFR1 Trust | — | 00179DAD8 US00179DAD84 | ABS-O CORP | 5,059,000 PA | $4.74M | 0.127% | US |
| KBC GROUP NV KBC Group NV | — | 48241FAE4 US48241FAE43 | DBT CORP | 4,800,000 PA | $4.72M | 0.126% | BE |
| Fannie Mae Fannie Mae Pool | — | 3140NYM32 US3140NYM327 | ABS-MBS USGSE | 4,692,000 PA | $4.69M | 0.125% | US |
| PowerPay Issuance Trust PowerPay Issuance Trust 2025-1 | — | 73940MAA9 US73940MAA99 | ABS-O CORP | 4,698,271.34 PA | $4.69M | 0.125% | US |
| MARVELL TECHNOLOGY INC Marvell Technology Inc | — | 573874AS3 US573874AS31 | DBT CORP | 4,602,000 PA | $4.68M | 0.125% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DUWZ6 US3132DUWZ64 | ABS-MBS USGSE | 5,266,061.28 PA | $4.66M | 0.125% | US |
| GLS Auto Receivables Trust GLS Auto Receivables Issuer Trust 2024-2 | — | 37964VAE7 US37964VAE74 | ABS-O CORP | 4,545,000 PA | $4.62M | 0.123% | US |
| Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust 2025-1 | — | 22536KAE2 US22536KAE29 | ABS-O CORP | 4,535,000 PA | $4.58M | 0.122% | US |
| Fannie Mae Fannie Mae Pool | — | 3138Y4M48 US3138Y4M486 | ABS-MBS USGSE | 4,694,091.78 PA | $4.52M | 0.121% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KPY85 US3133KPY859 | ABS-MBS USGSE | 4,526,073.8 PA | $4.52M | 0.121% | US |
| Bridgecrest Lending Auto Securitization Trust Bridgecrest Lending Auto Securitization Trust… | — | 107920AF7 US107920AF78 | ABS-O CORP | 4,500,000 PA | $4.50M | 0.120% | US |
| Brean Asset Backed Securities Trust Brean Asset Backed Securities Trust 2025-RM12 | — | 10638KAA2 US10638KAA25 | ABS-MBS CORP | 4,625,023.68 PA | $4.49M | 0.120% | US |
| Freddie Mac - SCRT Freddie Mac Seasoned Credit Risk Transfer Tru… | — | 35563PX46 US35563PX469 | ABS-MBS USGSE | 5,137,130.72 PA | $4.46M | 0.119% | US |
| Freddie Mac Freddie Mac Pool | — | 3133KL2H9 US3133KL2H98 | ABS-MBS USGSE | 5,209,612.64 PA | $4.44M | 0.119% | US |
| Fannie Mae Fannie Mae Pool | — | 3138WDH95 US3138WDH953 | ABS-MBS USGSE | 4,713,540.65 PA | $4.44M | 0.119% | US |
| Lendmark Funding Trust Lendmark Funding Trust 2021-1 | — | 52607MAB5 US52607MAB54 | ABS-O CORP | 4,600,000 PA | $4.39M | 0.117% | US |
| Fannie Mae Fannie Mae Pool | — | 3140XH5W3 US3140XH5W35 | ABS-MBS USGSE | 5,146,783.74 PA | $4.34M | 0.116% | US |
| CPS Auto Trust Consumer Portfolio Services Auto Trust 2025-B | — | 12630SAC5 US12630SAC52 | ABS-O CORP | 4,290,000 PA | $4.32M | 0.115% | US |
| Mexico Government International Bonds | — | 91087BAR1 US91087BAR15 | DBT NUSS | 5,067,000 PA | $4.31M | 0.115% | MX |
| Exeter Automobile Receivables Trust Exeter Automobile Receivables Trust 2024-2 | — | 30166DAF5 US30166DAF50 | ABS-O CORP | 4,241,000 PA | $4.30M | 0.115% | US |
| Freddie Mac - SCRT Seasoned Credit Risk Transfer Trust Series 20… | — | 35563VAY2 US35563VAY20 | ABS-MBS USGSE | 5,039,329.1 PA | $4.29M | 0.115% | US |
| GLS Auto Select Receivables Trust GLS Auto Select Receivables Trust 2023-2 | — | 36269EAC3 US36269EAC30 | ABS-O CORP | 4,250,000 PA | $4.29M | 0.115% | US |
| MIZUHO FINANCIAL GROUP Mizuho Financial Group Inc | — | 60687YDM8 US60687YDM84 | DBT CORP | 4,255,000 PA | $4.27M | 0.114% | JP |
| FHLMC Multifamily Structured Pass Through Cer… Freddie Mac Multifamily Structured Pass Throu… | — | 3137HBC93 US3137HBC936 | ABS-MBS USGSE | 4,180,000 PA | $4.27M | 0.114% | US |
| Credit Acceptance Auto Loan Trust Credit Acceptance Auto Loan Trust 2025-2 | — | 224940AC0 US224940AC05 | ABS-O CORP | 4,235,000 PA | $4.24M | 0.113% | US |
| COMCAST CORP Comcast Corp | — | 20030NES6 US20030NES62 | DBT CORP | 4,338,000 PA | $4.22M | 0.113% | US |
| Toorak Mortgage Corp. Toorak Mortgage Trust 2025-RRTL1 | — | 89053JAB3 US89053JAB35 | ABS-MBS CORP | 4,205,000 PA | $4.21M | 0.113% | US |
| SOCIETE GENERALE Societe Generale SA | — | 83368RCF7 US83368RCF73 | DBT CORP | 4,045,000 PA | $4.20M | 0.112% | FR |
| DEUTSCHE BANK NY Deutsche Bank AG/New York NY | — | 25160PAQ0 US25160PAQ00 | DBT CORP | 4,145,000 PA | $4.19M | 0.112% | DE |
| DEUTSCHE BANK NY Deutsche Bank AG/New York NY | — | 251526DA4 US251526DA41 | DBT CORP | 4,127,000 PA | $4.17M | 0.111% | DE |
| First Investors Auto Owner Trust First Investors Auto Owner Trust 2023-1 | — | 320986AE2 US320986AE20 | ABS-O CORP | 4,000,000 PA | $4.10M | 0.110% | US |
| Mercury Financial Credit Card Master Trust | — | 58940BAZ9 US58940BAZ94 | ABS-O CORP | 4,075,000 PA | $4.08M | 0.109% | US |
| Fannie Mae Fannie Mae Pool | — | 3140Q0NS7 US3140Q0NS70 | ABS-MBS USGSE | 4,000,000 PA | $4.06M | 0.108% | US |
| Freddie Mac Freddie Mac Pool | — | 31329NP69 US31329NP692 | ABS-MBS USGSE | 4,313,811.46 PA | $4.03M | 0.108% | US |
| FMC GMSR Issuer Trust | — | 30259RAH8 US30259RAH84 | ABS-O CORP | 4,200,000 PA | $4.03M | 0.108% | US |
| ANCHOR MTG TR 2024 RTL1 | — | 03332JAA9 US03332JAA97 | ABS-MBS CORP | 4,000,000 PA | $4.01M | 0.107% | 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.