1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-29
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.
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
80 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| PNC Financial Services Group, Inc. (The) | — | 693475BT1 US693475BT12 | DBT CORP | 200,000 PA |
| $202.1K |
| 1.376% |
| US |
| Harvest Funding PLC | — | BCC3TQWX8 XS3317472036 | ABS-MBS CORP | 150,000 PA | $203.7K GBP | 1.387% | GB |
| UBS Group AG | — | YR2832081 USH42097FA09 | DBT CORP | 200,000 PA | $204.6K | 1.393% | CH |
| Bell Canada | — | 0778FPAP4 US0778FPAP47 | DBT CORP | 200,000 PA | $205.3K | 1.398% | CA |
| Penske Truck Leasing Co. L.P./ PTL Finance Co… | — | 709599BW3 US709599BW38 | DBT CORP | 200,000 PA | $205.8K | 1.401% | US |
| Pacific Gas and Electric Co. | — | 694308KG1 US694308KG17 | DBT CORP | 200,000 PA | $207.8K | 1.415% | US |
| KBC Group N.V. | — | — BE0390219856 | DBT CORP | 200,000 PA | $240.0K EUR | 1.634% | BE |
| BPCE S.A. | — | ZM4787812 FR001400FB22 | DBT CORP | 200,000 PA | $243.3K EUR | 1.657% | FR |
| Subway Funding LLC Subway Funding LLC, Series 2024-1A, Class A2I | — | 864300AC2 US864300AC28 | ABS-O CORP | 246,250 PA | $248.2K | 1.690% | US |
| BNP Paribas | — | BY7421260 FR001400BBL2 | DBT CORP | 200,000 PA | $248.9K EUR | 1.695% | FR |
| Structured Agency Credit Risk 2026-DNA1 Structured Agency Credit Risk 2026-DNA1, Seri… | — | 35564UCS4 US35564UCS42 | ABS-MBS USGSE | 275,000 PA | $275.0K | 1.872% | US |
| Barclays PLC | — | ZB9757814 XS2813323503 | DBT CORP | 200,000 PA | $285.2K GBP | 1.942% | GB |
| GS Mortgage-Backed Securities Trust GS Mortgage-Backed Securities Trust, Series 2… | — | 36272NAA2 US36272NAA28 | ABS-MBS CORP | 288,887.57 PA | $289.8K | 1.973% | US |
| BRAVO Residential Funding Trust BRAVO Residential Funding Trust, Series 2026-… | — | 10570CAG7 US10570CAG78 | ABS-MBS CORP | 294,757.6 PA | $292.6K | 1.993% | US |
| GS Mortgage-Backed Securities Trust GS Mortgage-Backed Securities Trust, Series 2… | — | 36273BAA7 US36273BAA70 | ABS-MBS CORP | 294,171.6 PA | $293.6K | 2.000% | US |
| Morgan Stanley Residential Mortgage Loan Trus… Morgan Stanley Residential Mortgage Loan Trus… | — | 617956AC1 US617956AC19 | ABS-MBS CORP | 295,306.11 PA | $295.4K | 2.011% | US |
| Fannie Mae Connecticut Avenue Securities Fannie Mae Connecticut Avenue Securities, Ser… | — | 20755BAC4 US20755BAC46 | ABS-MBS USGSE | 300,000 PA | $299.9K | 2.042% | US |
| Oracle Corp. | — | 68389XCH6 US68389XCH61 | DBT CORP | 300,000 PA | $309.2K | 2.105% | US |
| Angel Oak Mortgage Trust Angel Oak Mortgage Trust, Series 2026-2, Clas… | — | 03466LAG9 US03466LAG95 | ABS-MBS CORP | 343,684.01 PA | $340.9K | 2.321% | US |
| RCKT Mortgage Trust RCKT Mortgage Trust, Series 2026-CES1, Class … | — | 74939BAA4 US74939BAA44 | ABS-MBS CORP | 430,388.49 PA | $427.1K | 2.909% | US |
| Federal National Mortgage Association | — | 3140QPSX6 US3140QPSX64 | ABS-MBS USGSE | 468,124.87 PA | $452.4K | 3.081% | US |
| Invesco Government & Agency Portfolio Invesco Government & Agency Portfolio, Instit… | — | 825252885 US8252528851 | STIV RF | 459,331.15 NS | $459.3K | 3.128% | US |
| Federal Home Loan Mortgage Corp. | — | 3132DVGG4 US3132DVGG41 | ABS-MBS USGSE | 564,407.23 PA | $548.6K | 3.736% | US |
| Federal National Mortgage Association | — | 3140W0WQ4 US3140W0WQ46 | ABS-MBS USGSE | 588,283.21 PA | $568.4K | 3.871% | US |
| Federal National Mortgage Association | — | 31418FT49 US31418FT493 | ABS-MBS USGSE | 593,815.91 PA | $571.7K | 3.893% | US |
| Federal National Mortgage Association | — | 3140Y8FX9 US3140Y8FX95 | ABS-MBS USGSE | 594,005.33 PA | $573.4K | 3.904% | US |
| Republic of South Africa Government Bond Republic of South Africa Government Bond, Ser… | — | EJ2359143 ZAG000096173 | DBT NUSS | 12,000,000 PA | $679.3K ZAR | 4.626% | ZA |
| U.S. Treasury Bills | — | 912797QN0 US912797QN08 | DBT UST | 750,000 PA | $749.0K | 5.100% | US |
| N/A Morgan Stanley Bank, N.A. | — | — — | DIR OTHER | 1 NC | — EUR | — | — |
| N/A Morgan Stanley Bank, N.A. | — | — — | DIR OTHER | 1 NC | — | — | — |
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 ($14.29M), not of the fund’s net assets ($14.69M). The two differ by cash, derivatives filed with no market value, and rounding.