1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-24
6 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000150510 | FBKWX | NOT_LISTED | not exchange-listed | — |
| C000019275 | FCEPX | NOT_LISTED | not exchange-listed | — |
| C000019273 | FEPAX | NOT_LISTED | not exchange-listed | — |
| C000019277 | FEPIX | NOT_LISTED | not exchange-listed | — |
| C000019276 | FEPTX | NOT_LISTED | not exchange-listed | — |
| C000019272 | FTBFX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
6,681 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5.5% 03/01/2056 #TBA | — | 21H052637 US21H0526374 | ABS-MBS USGA |
| -457,675,000 PA |
| -$463.57M |
| -1.067% |
| US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 5.5% 03/01/2056 #TBA | — | 01F052631 US01F0526313 | ABS-MBS USGA | -313,100,000 PA | -$318.14M | -0.732% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 6% 03/01/2056 #TBA | — | 21H060630 US21H0606309 | ABS-MBS USGA | -287,575,000 PA | -$293.41M | -0.675% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 6% 03/01/2056 #TBA | — | 01F060634 US01F0606347 | ABS-MBS USGA | -278,475,000 PA | -$285.64M | -0.658% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2% 03/01/2056 #TBA | — | 21H020634 US21H0206340 | ABS-MBS USGA | -324,750,000 PA | -$275.07M | -0.633% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2% 03/01/2056 #TBA | — | 01F020638 US01F0206387 | ABS-MBS USGA | -217,275,000 PA | -$179.94M | -0.414% | US |
| FNMA/FHLG TBA ISSUER UMBS 15YR 5% 03/01/2041 #TBA | — | 01F050437 US01F0504377 | ABS-MBS USGA | -171,575,000 PA | -$174.18M | -0.401% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 5% 03/01/2056 #TBA | — | 21H050631 US21H0506319 | ABS-MBS USGA | -102,600,000 PA | -$102.96M | -0.237% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 4% 03/01/2056 #TBA | — | 01F040636 US01F0406367 | ABS-MBS USGA | -75,700,000 PA | -$73.58M | -0.169% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 04/01/2056 #TBA | — | 01F022642 US01F0226427 | ABS-MBS USGA | -52,275,000 PA | -$45.27M | -0.104% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 2.5% 03/01/2056 #TBA | — | 01F022634 US01F0226344 | ABS-MBS USGA | -52,275,000 PA | -$45.27M | -0.104% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 3.5% 03/01/2056 #TBA | — | 01F032633 US01F0326334 | ABS-MBS USGA | -19,025,000 PA | -$17.93M | -0.041% | US |
| FNMA/FHLG TBA ISSUER UMBS 30YR 4.5% 03/01/2056 #TBA | — | 01F042632 US01F0426324 | ABS-MBS USGA | -17,050,000 PA | -$16.86M | -0.039% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 2.5% 03/01/2056 #TBA | — | 21H022630 US21H0226306 | ABS-MBS USGA | -14,950,000 PA | -$13.19M | -0.030% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4% 03/01/2056 #TBA | — | 21H040632 US21H0406320 | ABS-MBS USGA | -12,000,000 PA | -$11.54M | -0.027% | US |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER GNII II 4% 04/01/2056 #TBA | — | 21H040640 US21H0406403 | ABS-MBS USGA | -6,000,000 PA | -$5.77M | -0.013% | US |
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 03/18/29 | — | — — | DIR CORP | -534,654,000 NC | -$3.26M | -0.007% | GB |
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 03/18/28 | — | — — | DIR CORP | -736,629,000 NC | -$1.72M | -0.004% | GB |
| JPMORGAN CHASE BANK NA NEW YORK NY JPSW SWAP CDS 12/20/30 HEIGR B | — | — — | DCR CORP | 6,540,000 NC | -$1.59M EUR | -0.004% | US |
| LONDON CLEARING HOUSE LCH OIS SOFRV3.5% MAC 03/18/30 | — | — — | DIR CORP | -175,927,000 NC | -$1.13M | -0.003% | GB |
| CHICAGO BOARD OF TRADE US 10YR NOTE FUT (CBT)JUN26 TYM6 | — | — — | DIR CORP | -812 NC | -$500.9K | -0.001% | US |
| LONDON CLEARING HOUSE LCH OIS SOFRV3.75% MAC 03/18/33 | — | — — | DIR CORP | -51,910,000 NC | -$454.1K | -0.001% | GB |
| BNP PARIBAS BNPI SWAP CDS 12/20/30 BMW B | — | — — | DCR CORP | 8,850,000 NC | -$272.2K EUR | -0.001% | FR |
| ICE FUTURES EUROPE FINANCIALS LONG GILT FUTURE JUN26 G M6 | — | — GB00N10S2350 | DIR CORP | -81 NC | -$128.5K GBP | -0.000% | GB |
| JPMORGAN CHASE BANK NA NEW YORK NY FX Forward: USD/AUD settle 2026-04-24 | — | — — | DFE CORP | 1 NC | -$107.3K N/A | -0.000% | US |
| MORGAN STANLEY CAPITAL SERVICES LLC MSCS SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 8,800,000 NC | -$103.4K | -0.000% | US |
| MORGAN STANLEY CAPITAL SERVICES LLC MSCS SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 7,900,000 NC | -$92.8K | -0.000% | US |
| BNP PARIBAS BNPI SWAP CDS 12/20/30 ALVGR B | — | — — | DCR CORP | 8,350,000 NC | -$76.6K EUR | -0.000% | FR |
| BNP PARIBAS BNPI SWAP CDS 06/20/31 BMW B | — | — — | DCR CORP | 2,270,000 NC | -$66.4K EUR | -0.000% | FR |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 5,300,000 NC | -$62.3K | -0.000% | GB |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 4,700,000 NC | -$55.2K | -0.000% | GB |
| GOLDMAN SACHS and CO LLC (GOV REPO) GSCOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 3,800,000 NC | -$44.6K | -0.000% | US |
| JPMORGAN CHASE BANK NA NEW YORK NY JPSW SWAP CDS 12/20/30 ISPIM B | — | — — | DCR CORP | 4,550,000 NC | -$36.9K EUR | -0.000% | US |
| GOLDMAN SACHS and CO LLC (GOV REPO) GSCOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 2,900,000 NC | -$34.1K | -0.000% | US |
| JPMORGAN SECURITIES LLC MNGT SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 2,900,000 NC | -$34.1K | -0.000% | US |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 2,200,000 NC | -$25.8K | -0.000% | GB |
| GOLDMAN SACHS BANK USA GSCM SWAP CDS 12/20/30 UCGIM B | — | — — | DCR CORP | 4,750,000 NC | -$24.5K EUR | -0.000% | US |
| MERRILL LYNCH CAPITAL SERVICES , INC. MLCS SWAP CY451600 12/16/72 B | — | — — | DCR CORP | 6,260,000 NC | -$23.5K | -0.000% | US |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY451600 12/16/72 B | — | — — | DCR CORP | 6,120,000 NC | -$23.0K | -0.000% | GB |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 1,800,000 NC | -$21.1K | -0.000% | GB |
| MORGAN STANLEY CAPITAL SERVICES LLC MSCS SWAP CZ030005 12/17/57 B | — | — — | DCR CORP | 16,700,000 NC | -$21.0K | -0.000% | US |
| BNP PARIBAS BNPI SWAP CDS 12/20/30 ASSGEN B | — | — — | DCR CORP | 5,400,000 NC | -$20.7K EUR | -0.000% | FR |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CY885799 12/15/56 S | — | — — | DCR CORP | 1,700,000 NC | -$20.0K | -0.000% | GB |
| CITIGROUP GLOBAL MARKETS LIMITED SBLOFI SWAP CZ030005 12/17/57 B | — | — — | DCR CORP | 6,400,000 NC | -$8.1K | -0.000% | GB |
| BNP PARIBAS BNPI SWAP CDS 12/20/30 SOCGEN B | — | — — | DCR CORP | 4,100,000 NC | -$4.8K EUR | -0.000% | FR |
| GOLDMAN SACHS and CO LLC (GOV REPO) GSCOFI SWAP CY562346 11/18/64 S | — | — — | DCR CORP | 6,091,624.48 NC | -$2.6K | -0.000% | US |
| JPMORGAN CHASE BANK NA NEW YORK NY JPSW SWAP CDS 06/20/31 ISPIM B | — | — — | DCR CORP | 1,815,000 NC | -$1.4K EUR | -0.000% | US |
| BANK OF AMERICA, N.A. FX Forward: USD/EUR settle 2026-04-24 | — | — — | DFE CORP | 1 NC | -$1.2K N/A | -0.000% | US |
| JPMORGAN CHASE BANK NA NEW YORK NY FX Forward: EUR/USD settle 2026-04-24 | — | — — | DFE CORP | 1 NC | -$716.56 N/A | -0.000% | US |
| SYDNEY FUTURES EXCHANGE LTD AUST 10Y BOND FUT JUN26 XMM6 | — | — — | DIR CORP | 7 NC | -$217.44 AUD | -0.000% | AU |
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 ($45.48B), not of the fund’s net assets ($43.44B). The two differ by cash, derivatives filed with no market value, and rounding.