1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-26
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000014095 | CFICX | NOT_LISTED | not exchange-listed | — |
| C000014097 | CIFCX | NOT_LISTED | not exchange-listed | — |
| C000014098 | CINCX | NOT_LISTED | not exchange-listed | — |
| C000241867 | CINRX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
N-PORT Item C.4.a
488 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Morgan Stanley & Co. LLC Morgan Stanley Institutional Liquidity Funds … | — | 61747C707 US61747C7074 | STIV RF |
| $150.53M |
| 10.453% |
| US |
| United States Treasury U.S. Treasury Notes | — | 91282CPN5 US91282CPN55 | DBT UST | 40,815,000 PA | $40.07M | 2.782% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042640 US01F0426407 | ABS-MBS USGSE | 40,059,000 PA | $38.64M | 2.683% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810SF6 US912810SF66 | DBT UST | 46,542,000 PA | $34.01M | 2.362% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CDL2 US91282CDL28 | DBT UST | 34,057,000 PA | $32.07M | 2.227% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWNJ8 US3132DWNJ89 | ABS-MBS USGSE | 19,223,571.28 PA | $19.35M | 1.344% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050643 US01F0506430 | ABS-MBS USGSE | 19,353,911 PA | $19.08M | 1.325% | US |
| State Street Global Advisors State Street Navigator Securities Lending Gov… | — | 857509301 US8575093013 | STIV RF | 15,385,508.75 NS | $15.39M | 1.068% | US |
| NYKREDIT REALKREDIT A/S Nykredit Realkredit A/S | — | 000000000 DK0009548372 | DBT CORP | 97,525,341.43 PA | $14.25M DKK | 0.990% | DK |
| REALKREDIT DANMARK Realkredit Danmark A/S | — | 000000000 DK0004630274 | DBT CORP | 97,000,985.98 PA | $14.10M DKK | 0.979% | DK |
| BANK OF AMERICA CORP Bank of America Corp | — | 06051GJB6 US06051GJB68 | DBT CORP | 14,832,000 PA | $13.71M | 0.952% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CGQ8 US91282CGQ87 | DBT UST | 13,012,000 PA | $13.06M | 0.907% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052649 US01F0526495 | ABS-MBS USGSE | 12,824,000 PA | $12.88M | 0.894% | US |
| NYKREDIT REALKREDIT A/S Nykredit Realkredit A/S | — | 000000000 DK0009537094 | DBT CORP | 80,361,588 PA | $11.89M DKK | 0.825% | DK |
| United States Treasury U.S. Treasury Notes | — | 91282CMM0 US91282CMM00 | DBT UST | 11,310,000 PA | $11.61M | 0.806% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWMX8 US3132DWMX82 | ABS-MBS USGSE | 11,351,549.84 PA | $11.21M | 0.779% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810UT3 US912810UT33 | DBT UST | 11,300,000 PA | $10.89M | 0.757% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FED5 US31418FED50 | ABS-MBS USGSE | 10,640,224.91 PA | $10.71M | 0.744% | US |
| Freddie Mac Freddie Mac Pool | — | 3142J6BT9 US3142J6BT94 | ABS-MBS USGSE | 10,257,240.21 PA | $10.31M | 0.716% | US |
| Banc of America Merrill Lynch Large Loan Inc BAMLL Commercial Mortgage Securities Trust 20… | — | 05492PAL2 US05492PAL22 | ABS-MBS CORP | 11,165,000 PA | $10.18M | 0.707% | US |
| HA SUSTAINABLE INF CAP HA Sustainable Infrastructure Capital Inc | — | 41068XAF7 US41068XAF78 | DBT CORP | 9,569,000 PA | $9.64M | 0.669% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F040651 US01F0406516 | ABS-MBS USGSE | 9,850,000 PA | $9.28M | 0.644% | US |
| NORDEA KREDIT REALKREDIT Nordea Kredit Realkreditaktieselskab | — | 000000000 DK0002061217 | DBT CORP | 60,579,146.58 PA | $8.81M DKK | 0.612% | DK |
| Freddie Mac Freddie Mac Pool | — | 3132DWN82 US3132DWN822 | ABS-MBS USGSE | 8,697,403 PA | $8.75M | 0.608% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FGY7 US31418FGY79 | ABS-MBS USGSE | 8,445,502.11 PA | $8.49M | 0.590% | US |
| ATHENE HOLDING LTD Athene Holding Ltd | — | 04686JAL5 US04686JAL52 | DBT CORP | 7,847,000 PA | $7.57M | 0.526% | US |
| JPMORGAN CHASE & CO JPMorgan Chase & Co | — | 46647PFD3 US46647PFD33 | DBT CORP | 7,556,000 PA | $7.44M | 0.517% | US |
| LIBERTY MUTUAL GROUP INC Liberty Mutual Group Inc | — | 53079EBM5 US53079EBM57 | DBT CORP | 7,576,000 PA | $7.40M | 0.514% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810RN0 US912810RN00 | DBT UST | 9,914,000 PA | $7.36M | 0.511% | US |
| TELUS CORP TELUS Corp | — | 87971MCQ4 US87971MCQ42 | DBT CORP | 7,425,000 PA | $7.35M | 0.511% | CA |
| TORONTO-DOMINION BANK Toronto-Dominion Bank/The | — | 89117F8Z5 US89117F8Z56 | DBT CORP | 6,955,000 PA | $7.18M | 0.499% | CA |
| Freddie Mac Freddie Mac Pool | — | 3132DWNK5 US3132DWNK52 | ABS-MBS USGSE | 6,821,183.97 PA | $6.86M | 0.476% | US |
| JPMORGAN CHASE & CO JPMorgan Chase & Co | — | 46647PDX1 US46647PDX15 | DBT CORP | 6,557,000 PA | $6.81M | 0.473% | US |
| Driven Brands Funding, LLC Driven Brands Funding LLC | — | 26209XAC5 US26209XAC56 | ABS-O CORP | 7,109,273.28 PA | $6.68M | 0.464% | US |
| QORVO INC Qorvo Inc | — | 74736KAJ0 US74736KAJ07 | DBT CORP | 7,075,000 PA | $6.40M | 0.445% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWKV4 US3132DWKV45 | ABS-MBS USGSE | 6,330,188.22 PA | $6.36M | 0.442% | US |
| BANK OF NOVA SCOTIA Bank of Nova Scotia/The | — | 0641598V1 US0641598V18 | DBT CORP | 5,840,000 PA | $6.12M | 0.425% | CA |
| CI FINANCIAL CORP CI Financial Corp | — | 125491AT7 US125491AT73 | DBT CORP | 5,822,000 PA | $6.11M | 0.424% | CA |
| Fannie Mae Fannie Mae REMICS | — | 3136BTLY7 US3136BTLY77 | ABS-MBS USGSE | 6,048,802.84 PA | $6.06M | 0.421% | US |
| Fannie Mae Fannie Mae REMICS | — | 3136BRMJ3 US3136BRMJ36 | ABS-MBS USGSE | 5,742,134.7 PA | $5.76M | 0.400% | US |
| BROOKFIELD PROPERTY PART Brookfield Property Partners LP | — | 000000000 BMG162491564 | EP CORP | 382,000 NS | $5.68M | 0.394% | BM |
| NATWEST GROUP PLC NatWest Group PLC | — | 639057AV0 US639057AV00 | DBT CORP | 5,608,000 PA | $5.67M | 0.393% | GB |
| Freddie Mac Freddie Mac REMICS | — | 3137HFDN2 US3137HFDN20 | ABS-MBS USGSE | 5,554,276.44 PA | $5.59M | 0.388% | US |
| DELTA AIR LINES/SKYMILES Delta Air Lines Inc / SkyMiles IP Ltd | — | 830867AB3 US830867AB33 | DBT CORP | 5,316,666.67 PA | $5.31M | 0.369% | XX |
| CITADEL LP Citadel LP | — | 17288XAC8 US17288XAC83 | DBT CORP | 5,050,000 PA | $5.24M | 0.364% | US |
| ORACLE CORP Oracle Corp | — | 68389XBX2 US68389XBX21 | DBT CORP | 8,667,000 PA | $5.24M | 0.364% | US |
| Credit Suisse Mortgage Trust CSMC 2021-BPNY | — | 12659XAA4 US12659XAA46 | ABS-MBS CORP | 5,172,735.83 PA | $5.08M | 0.353% | US |
| Freddie Mac Freddie Mac REMICS | — | 3137HFS63 US3137HFS636 | ABS-MBS USGSE | 5,007,874.49 PA | $5.03M | 0.349% | US |
| BANK OF AMERICA CORP Bank of America Corp | — | 06051GJL4 US06051GJL41 | DBT CORP | 5,600,000 PA | $4.96M | 0.345% | US |
| BARCLAYS PLC Barclays PLC | — | 06738EBX2 US06738EBX22 | DBT CORP | 4,670,000 PA | $4.83M | 0.336% | GB |
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 ($1.46B), not of the fund’s net assets ($1.44B). The two differ by cash, derivatives filed with no market value, and rounding.