1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
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.a
N-PORT Item C.4.b
as filed
2,197 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | — | 01F060659 US01F0606594 | ABS-MBS USGSE | 1,029,403,062 PA |
| $1.05B |
| 8.359% |
| US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | — | 01F042657 US01F0426571 | ABS-MBS USGSE | 857,600,000 PA | $826.89M | 6.595% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | — | 01F062648 US01F0626485 | ABS-MBS USGSE | 779,724,000 PA | $806.75M | 6.434% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | — | 01F050650 US01F0506505 | ABS-MBS USGSE | 816,475,000 PA | $804.29M | 6.414% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | — | 01F062655 US01F0626550 | ABS-MBS USGSE | 723,738,000 PA | $748.17M | 5.967% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | — | 01F040651 US01F0406516 | ABS-MBS USGSE | 695,575,000 PA | $655.88M | 5.231% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 512,200,000.03 PA | $512.20M | 4.085% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 400,000,000.03 PA | $400.00M | 3.190% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 350,000,000 PA | $350.00M | 2.791% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 300,000,000.02 PA | $300.00M | 2.393% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 300,000,000.01 PA | $300.00M | 2.393% | US |
| UNITED STATES GOVT US TREASURY N/B 11/45 4.625 | — | 912810UQ9 US912810UQ93 | DBT UST | 268,900,000 PA | $259.40M | 2.069% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 199,999,999.99 PA | $200.00M | 1.595% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 150,000,000 PA | $150.00M | 1.196% | US |
| PERU GOVT REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | — | 715638BY7 US715638BY77 | DBT NUSS | 412,710,000 PA | $124.03M PEN | 0.989% | PE |
| SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5 | — | ACI06HB74 ZAG000107012 | DBT NUSS | 1,919,375,000 PA | $106.02M ZAR | 0.846% | ZA |
| PROJECT CASHMERE PROJECT CASHMERE CLASS A1 144A | — | 990ABJRT5 — | ABS-MBS CORP | 151,700,000 PA | $104.67M AUD | 0.835% | AU |
| UNITED STATES GOVT TSY INFL IX N/B 07/34 1.875 | — | 91282CLE9 US91282CLE92 | DBT UST | 101,666,527.99 PA | $102.20M | 0.815% | US |
| UNITED STATES GOVT TSY INFL IX N/B 04/29 2.125 | — | 91282CKL4 US91282CKL45 | DBT UST | 98,266,764.62 PA | $100.91M | 0.805% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 100,000,000.01 PA | $100.00M | 0.798% | US |
| UNITED STATES GOVT US TREASURY N/B 05/48 3.125 | — | 912810SC3 US912810SC36 | DBT UST | 116,700,000 PA | $87.86M | 0.701% | US |
| BEIGNET INVESTOR LLC BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.… | — | 076912AA2 US076912AA21 | DBT CORP | 77,800,000 PA | $80.05M | 0.638% | US |
| N/A WELL FARGO REPO | — | 000000000 — | RA OTHER | 76,800,000 PA | $76.80M | 0.612% | US |
| MEXICO GOVT MEX BONOS DESARR FIX RT BONDS 09/26 7 | — | ACI2H0SG7 MX0MGO000193 | DBT NUSS | 1,156,000,000 PA | $64.53M MXN | 0.515% | MX |
| BRAZIL GOVT LETRA TESOURO NACIONAL BILLS 07/26 0.00000 | — | ACI2CRX85 BRSTNCLTN848 | DBT NUSS | 344,300,000 PA | $64.37M BRL | 0.513% | BR |
| GARTNER INC GARTNER INC COMPANY GUAR 144A 10/30 3.75 | — | 366651AE7 US366651AE76 | DBT CORP | 58,704,000 PA | $53.40M | 0.426% | US |
| COLOMBIAN GOVT TITULOS DE TESORERIA BONDS 01/35 11.75 | — | ACI2Z7LJ3 COL17CT04084 | DBT NUSS | 210,611,700,000 PA | $52.22M COP | 0.416% | CO |
| COLOMBIAN GOVT TITULOS DE TESORERIA BONDS 02/33 13.25 | — | ACI2C9W52 COL17CT03862 | DBT NUSS | 194,437,900,000 PA | $52.13M COP | 0.416% | CO |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES 2025-F… GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4… | — | 39810MAA7 US39810MAA71 | ABS-CBDO CORP | 50,000,000 PA | $50.02M | 0.399% | US |
| N/A REPO BANK AMERICA REPO | — | 000000000 — | RA OTHER | 50,000,000 PA | $50.00M | 0.399% | US |
| VALERIE ASSET LTD VALERIE ASSET LTD 09/50 1 | — | 918940AB3 US918940AB37 | ABS-O CORP | 50,104,000 PA | $49.04M | 0.391% | KY |
| DRYDEN 95 CLO LTD DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A | — | 262487AJ0 US262487AJ07 | ABS-CBDO CORP | 48,500,000 PA | $48.51M | 0.387% | KY |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY FLUTTER TREASURY DAC SR SECURED 144A 06/31 5.… | — | 344045AB5 US344045AB55 | DBT CORP | 48,259,000 PA | $47.85M | 0.382% | IE |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C 83208D9A7 SMB 2026 B A1A 144A | — | 990ACZVA4 — | ABS-MBS CORP | 46,217,000 PA | $45.94M | 0.366% | US |
| AUTONATION FINANCE TRUST 2026-1A AUTONATION FINANCE TRUST 2025 DRVPNK 2026 1A … | — | 05330WAB5 US05330WAB54 | ABS-O CORP | 45,000,000 PA | $44.97M | 0.359% | US |
| UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | — | 01F030652 US01F0306526 | ABS-MBS USGSE | 48,400,000 PA | $42.48M | 0.339% | US |
| SAMMONS FINANCIAL GROUP INC SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/… | — | 79588TAF7 US79588TAF75 | DBT CORP | 39,688,000 PA | $42.08M | 0.336% | US |
| N/A CDX HY44 5Y ICE | — | 000000000 — | DCR OTHER | 1 NC | $41.83M | 0.334% | US |
| OCTAGON 64 2022-1A LTD OCTAGON 64 LTD OCT64 2022 1A A1R 144A | — | 67579AAW7 US67579AAW71 | ABS-CBDO CORP | 40,000,000 PA | $40.02M | 0.319% | KY |
| BLOCK INC BLOCK INC SR UNSECURED 05/32 6.5 | — | 852234AS2 US852234AS26 | DBT CORP | 37,414,000 PA | $37.78M | 0.301% | US |
| ENBRIDGE INC ENBRIDGE INC COMPANY GUAR 03/33 5.7 | — | 29250NBR5 US29250NBR52 | DBT CORP | 36,093,000 PA | $37.40M | 0.298% | CA |
| SAUDI ARABIA GOVT SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01… | — | 80413TBP3 US80413TBP30 | DBT NUSS | 35,600,000 PA | $35.14M | 0.280% | SA |
| N/A CDX IG44 5Y ICE | — | 000000000 EZPF6RHH0ZV8 | DCR OTHER | 1 NC | $34.84M | 0.278% | US |
| PETROLEOS MEXICANOS (PEMEX) PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69 | — | 71654QDD1 US71654QDD16 | DBT CORP | 38,575,000 PA | $33.43M | 0.267% | MX |
| AVOLON HOLDINGS FUNDING LIMITED AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10… | — | 05401ABC4 US05401ABC45 | DBT CORP | 33,558,000 PA | $32.70M | 0.261% | KY |
| N/A CDX IG45 5Y ICE | — | 000000000 EZ6FP2PYPXJ5 | DCR OTHER | 1 NC | $32.66M | 0.260% | US |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABI… 1011778 BC / NEW RED FIN SECURED 144A 10/30 4 | — | 68245XAM1 US68245XAM11 | DBT CORP | 34,667,000 PA | $32.60M | 0.260% | CA |
| OZLM XV LTD 2016-15A OZLM LTD OZLM 2016 15A A1R3 144A | — | 67111DBG0 US67111DBG07 | ABS-CBDO CORP | 32,317,198.75 PA | $32.32M | 0.258% | KY |
| ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC | — | 045054AS2 US045054AS24 | DBT CORP | 31,622,000 PA | $32.25M | 0.257% | US |
| SNAP INC SNAP INC COMPANY GUAR 144A 03/33 6.875 | — | 83304AAL0 US83304AAL08 | DBT CORP | 34,091,000 PA | $32.22M | 0.257% | 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 ($16.93B), not of the fund’s net assets ($12.54B). The two differ by cash, derivatives filed with no market value, and rounding.