1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-26
3 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000014109 | CLDAX | NOT_LISTED | not exchange-listed | — |
| C000014108 | CLDIX | NOT_LISTED | not exchange-listed | — |
| C000225189 | CLDRX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
424 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050643 US01F0506430 | ABS-MBS USGSE | 148,490,000 PA |
| $146.38M |
| 11.874% |
| US |
| United States Treasury U.S. Treasury Bonds | — | 912810RE0 US912810RE01 | DBT UST | 96,300,000 PA | $81.83M | 6.638% | US |
| Morgan Stanley & Co. LLC Morgan Stanley Institutional Liquidity Funds … | — | 61747C707 US61747C7074 | STIV RF | 75,310,528.54 NS | $75.31M | 6.109% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CMA6 US91282CMA61 | DBT UST | 35,951,000 PA | $36.25M | 2.941% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CPN5 US91282CPN55 | DBT UST | 34,703,000 PA | $34.07M | 2.763% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CDL2 US91282CDL28 | DBT UST | 25,584,000 PA | $24.09M | 1.954% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWNJ8 US3132DWNJ89 | ABS-MBS USGSE | 18,611,724.28 PA | $18.73M | 1.520% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FED5 US31418FED50 | ABS-MBS USGSE | 18,172,961.02 PA | $18.29M | 1.484% | US |
| NYKREDIT REALKREDIT A/S Nykredit Realkredit A/S | — | 000000000 DK0009548372 | DBT CORP | 120,000,000 PA | $17.53M DKK | 1.422% | DK |
| United States Treasury U.S. Treasury Notes | — | 91282CGQ8 US91282CGQ87 | DBT UST | 16,545,800 PA | $16.61M | 1.347% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CME8 US91282CME83 | DBT UST | 14,616,000 PA | $14.67M | 1.190% | US |
| EUROPEAN INVESTMENT BANK European Investment Bank | — | 298785JT4 US298785JT41 | DBT NUSS | 13,000,000 PA | $12.89M | 1.046% | XX |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042640 US01F0426407 | ABS-MBS USGSE | 13,005,000 PA | $12.54M | 1.018% | US |
| BANK OF AMERICA CORP Bank of America Corp | — | 06051GJB6 US06051GJB68 | DBT CORP | 11,944,000 PA | $11.04M | 0.895% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CNC1 US91282CNC19 | DBT UST | 10,960,000 PA | $10.93M | 0.887% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWMX8 US3132DWMX82 | ABS-MBS USGSE | 10,923,189.47 PA | $10.79M | 0.875% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FMJ3 US31418FMJ39 | ABS-MBS USGSE | 10,524,786.28 PA | $10.58M | 0.858% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWMY6 US3132DWMY65 | ABS-MBS USGSE | 10,496,326.38 PA | $10.55M | 0.856% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810TS7 US912810TS78 | DBT UST | 11,689,800 PA | $10.36M | 0.841% | US |
| Freddie Mac Freddie Mac Pool | — | 3142J6BT9 US3142J6BT94 | ABS-MBS USGSE | 10,046,034.73 PA | $10.10M | 0.819% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052649 US01F0526495 | ABS-MBS USGSE | 9,158,000 PA | $9.20M | 0.746% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F040651 US01F0406516 | ABS-MBS USGSE | 9,680,000 PA | $9.12M | 0.740% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CJJ1 US91282CJJ18 | DBT UST | 8,820,000 PA | $9.00M | 0.730% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CMM0 US91282CMM00 | DBT UST | 8,721,200 PA | $8.95M | 0.726% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWN82 US3132DWN822 | ABS-MBS USGSE | 8,521,274.3 PA | $8.57M | 0.695% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FGY7 US31418FGY79 | ABS-MBS USGSE | 8,274,474.59 PA | $8.32M | 0.675% | US |
| INTL BK RECON & DEVELOP International Bank for Reconstruction & Devel… | — | 459058LA9 US459058LA95 | DBT NUSS | 8,000,000 PA | $8.02M | 0.650% | XX |
| HA SUSTAINABLE INF CAP HA Sustainable Infrastructure Capital Inc | — | 41068XAF7 US41068XAF78 | DBT CORP | 7,454,000 PA | $7.51M | 0.609% | US |
| Fannie Mae Fannie Mae Pool | — | 3140QTYX1 US3140QTYX13 | ABS-MBS USGSE | 7,362,386.05 PA | $7.28M | 0.591% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810TW8 US912810TW80 | DBT UST | 7,200,000 PA | $7.12M | 0.577% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWNK5 US3132DWNK52 | ABS-MBS USGSE | 6,681,641.1 PA | $6.72M | 0.545% | US |
| EXPORT-IMPORT BANK KOREA Export-Import Bank of Korea | — | 302154EQ8 US302154EQ83 | DBT NUSS | 6,762,000 PA | $6.72M | 0.545% | KR |
| Fanniemae-Aces Fannie Mae-Aces | — | 3136B3XY1 US3136B3XY10 | ABS-MBS USGSE | 6,467,037.85 PA | $6.39M | 0.518% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810TV0 US912810TV08 | DBT UST | 6,350,000 PA | $6.18M | 0.501% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWKV4 US3132DWKV45 | ABS-MBS USGSE | 6,071,360.43 PA | $6.10M | 0.495% | US |
| BANK OF AMERICA CORP Bank of America Corp | — | 06051GLV9 US06051GLV94 | DBT CORP | 5,980,000 PA | $6.02M | 0.488% | US |
| State Street Global Advisors State Street Navigator Securities Lending Gov… | — | 857509301 US8575093013 | STIV RF | 5,495,165 NS | $5.50M | 0.446% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810TZ1 US912810TZ12 | DBT UST | 5,455,000 PA | $5.22M | 0.423% | US |
| Fanniemae-Aces Fannie Mae-Aces | — | 3136B1XJ8 US3136B1XJ86 | ABS-MBS USGSE | 5,231,584.38 PA | $5.16M | 0.418% | US |
| Great Wolf Trust Great Wolf Trust 2024-WOLF | — | 39152MAA3 US39152MAA36 | ABS-MBS CORP | 5,061,000 PA | $5.06M | 0.411% | US |
| FOUNDRY JV HOLDCO LLC Foundry JV Holdco LLC | — | 350930AG8 US350930AG89 | DBT CORP | 4,877,000 PA | $5.02M | 0.407% | US |
| Lendbuzz Securitization Trust Lendbuzz Securitization Trust 2025-2 | — | 52611JAB6 US52611JAB61 | ABS-O CORP | 4,967,806.81 PA | $4.99M | 0.405% | US |
| NEXTERA ENERGY CAPITAL NextEra Energy Capital Holdings Inc | — | 65339KDL1 US65339KDL17 | DBT CORP | 4,885,000 PA | $4.97M | 0.403% | US |
| ALGONQUIN PWR & UTILITY Algonquin Power & Utilities Corp | — | 015857AF2 US015857AF21 | DBT CORP | 4,895,000 PA | $4.90M | 0.397% | CA |
| Fanniemae-Aces Fannie Mae-Aces | — | 3136B6XJ7 US3136B6XJ73 | ABS-MBS USGSE | 5,054,819.5 PA | $4.81M | 0.390% | US |
| Calvert Ultra-Short Investment Grade Etf | CVSB | 61774R601 US61774R6018 | EC RF | 95,000 NS | $4.81M | 0.390% | US |
| Neighborly Issuer LLC | — | 64016NAA5 US64016NAA54 | ABS-O CORP | 4,976,812.5 PA | $4.77M | 0.387% | US |
| KFW Kreditanstalt fuer Wiederaufbau | — | 500769KD5 US500769KD52 | DBT CORP | 4,539,000 PA | $4.59M | 0.372% | DE |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Crist… Cloud Capital Holdco LP | — | 102104AA4 US102104AA49 | ABS-O CORP | 4,565,000 PA | $4.57M | 0.371% | US |
| ATHENE GLOBAL FUNDING Athene Global Funding | — | 04685A4A6 US04685A4A66 | DBT CORP | 4,506,000 PA | $4.51M | 0.366% | 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 ($1.38B), not of the fund’s net assets ($1.23B). The two differ by cash, derivatives filed with no market value, and rounding.