1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
21 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000023937 | ABALX | NOT_LISTED | not exchange-listed | — |
| C000180007 | AFMBX | NOT_LISTED | not exchange-listed | — |
| C000068555 | AMBFX | NOT_LISTED | not exchange-listed | — |
| C000023944 | BALCX | NOT_LISTED | not exchange-listed | — |
| C000023945 | BALFX | NOT_LISTED | not exchange-listed | — |
| C000023946 | CLBAX | NOT_LISTED | not exchange-listed | — |
| C000023948 | CLBCX | NOT_LISTED | not exchange-listed | — |
| C000023949 | CLBEX | NOT_LISTED | not exchange-listed | — |
| C000023950 | CLBFX | NOT_LISTED | not exchange-listed | — |
| C000224633 | FBAFX | NOT_LISTED | not exchange-listed | — |
| C000224634 | FBONX | NOT_LISTED | not exchange-listed | — |
| C000148414 | RAMHX | NOT_LISTED | not exchange-listed | — |
| C000023938 | RLBAX | NOT_LISTED | not exchange-listed | — |
| C000023939 | RLBBX | NOT_LISTED | not exchange-listed | — |
| C000023940 | RLBCX | NOT_LISTED | not exchange-listed | — |
| C000023941 | RLBEX | NOT_LISTED | not exchange-listed | — |
| C000023942 | RLBFX | NOT_LISTED | not exchange-listed | — |
| C000077860 | RLBGX | NOT_LISTED | not exchange-listed | — |
| C000164818 | RLEFX | NOT_LISTED | not exchange-listed | — |
| C000189522 | TABFX | NOT_LISTED | not exchange-listed | — |
| C000189521 | TAFBX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
4,044 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| CME CHICAGO MERCANTILE EXCHANGE UST 2YR FUT TUM6 06-30-26 | — | — — | DIR CORP |
| -$118.56M |
| -0.045% |
| US |
| CME CHICAGO MERCANTILE EXCHANGE UST 30YR FUT ULTRA WNM6 06-18-26 | — | — — | DIR CORP | 26,601 NC | -$82.09M | -0.031% | US |
| CME CHICAGO MERCANTILE EXCHANGE UST 20YR FUT USM6 06-18-26 | — | — — | DIR CORP | 14,680 NC | -$47.11M | -0.018% | US |
| EUREX CLEARING AG ITA GB 10YR FUT IKM6 06-08-26 | — | — DE000F2Y2EW5 | DIR CORP | 2,652 NC | -$16.62M EUR | -0.006% | DE |
| CME CHICAGO MERCANTILE EXCHANGE UST 5YR FUT FVM6 06-30-26 | — | — — | DIR CORP | 22,448 NC | -$16.34M | -0.006% | US |
| RISKLESS ISSUER OIS PAYFIX USD 4.186% 02-18-25/02-18-27 LCH | — | — — | DIR CORP | 1 NC | -$9.57M | -0.004% | US |
| CDX HIGH GRADE ISSUER CDX NA IG S46 1.0% 03-20-26/06-20-31 ICE | — | — — | DCR CORP | 1 NC | -$2.75M | -0.001% | US |
| RISKLESS ISSUER OIS PAYFIX USD 3.821% 03-31-26/03-31-33 LCH | — | — — | DIR CORP | 1 NC | -$2.23M | -0.001% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH | — | — — | DIR CORP | 1 NC | -$2.16M | -0.001% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH | — | — — | DIR CORP | 1 NC | -$1.91M | -0.001% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH | — | — — | DIR CORP | 1 NC | -$1.90M | -0.001% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH | — | — — | DIR CORP | 1 NC | -$1.77M | -0.001% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH | — | — — | DIR CORP | 1 NC | -$1.71M | -0.001% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH | — | — — | DIR CORP | 1 NC | -$1.55M | -0.001% | US |
| RISKLESS ISSUER FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 … | — | — — | DIR CORP | 1 NC | -$1.54M | -0.001% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH | — | — — | DIR CORP | 1 NC | -$1.45M | -0.001% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH | — | — — | DIR CORP | 1 NC | -$1.43M | -0.001% | US |
| N/A EUR FWD SALE TO USD 4/17/2026 | — | — — | DFE NUSS | 1 NC | -$1.21M N/A | -0.000% | N/A |
| RISKLESS ISSUER OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH | — | — — | DIR CORP | 1 NC | -$1.14M | -0.000% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH | — | — — | DIR CORP | 1 NC | -$1.14M | -0.000% | US |
| RISKLESS ISSUER OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH | — | — — | DIR CORP | 1 NC | -$1.09M | -0.000% | US |
| RISKLESS ISSUER FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27… | — | — — | DIR CORP | 1 NC | -$904.8K | -0.000% | US |
| RISKLESS ISSUER FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-2… | — | — — | DIR CORP | 1 NC | -$811.1K | -0.000% | US |
| RISKLESS ISSUER FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 … | — | — — | DIR CORP | 1 NC | -$517.7K | -0.000% | US |
| CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT TYM6 06-18-26 | — | — — | DIR CORP | 17,082 NC | -$488.7K | -0.000% | US |
| N/A EUR FWD SALE TO USD 5/8/2026 | — | — — | DFE NUSS | 1 NC | -$259.0K N/A | -0.000% | N/A |
| GINNIE MAE II POOL G2RF 4.938 710085 09-20-61 | — | 36297E2S3 US36297E2S33 | ABS-MBS USGA | 1,820.4 PA | $1.8K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 5.0 AJ1422 09-01-41 | — | 3138ASSL7 US3138ASSL75 | ABS-MBS USGA | 2,437.47 PA | $2.5K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 4.0 CA3503 05-01-49 | — | 3140QA3M0 US3140QA3M04 | ABS-MBS USGA | 3,586.72 PA | $3.4K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FNCT UMBS 6.5 ZA1950 08-01-26 | — | 31329KEX8 US31329KEX81 | ABS-MBS USGA | 3,619.08 PA | $3.6K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD FGTW 6.5 D97504 12-01-27 | — | 3128E4KR2 US3128E4KR22 | ABS-MBS USGA | 3,983.8 PA | $4.0K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 5.0 AI4563 06-01-41 | — | 3138AJB92 US3138AJB926 | ABS-MBS USGA | 4,142.15 PA | $4.1K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 6.5 MA5648 03-01-55 | — | 31418FH26 US31418FH266 | ABS-MBS USGA | 5,142.11 PA | $5.3K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCZ 7.0 256893 08-01-47 | — | 31371NKE4 US31371NKE49 | ABS-MBS USGA | 5,117.01 PA | $5.4K | 0.000% | US |
| BAT CAPITAL CORP BAT CAPITAL CORP SR UNSEC 4.906% 04-02-30 | — | 05526DBN4 US05526DBN49 | DBT CORP | 6,000 PA | $6.1K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD FGLMC 5.5 A56076 01-01-37 | — | 3128KJXD9 US3128KJXD95 | ABS-MBS USGA | 7,379.09 PA | $7.5K | 0.000% | US |
| SOUTH DAKOTA HSG DEV AUTH SD HDA SFM PAC (100-400) PSA 15D SF 4.0% 11-0… | — | 83756CLL7 US83756CLL71 | DBT MUN | 10,000 PA | $10.0K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 5.5 AD0679 10-01-39 | — | 31418MXH0 US31418MXH05 | ABS-MBS USGA | 10,122.42 PA | $10.5K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FNCL UMBS 3.5 QD8873 02-01-52 | — | 3133B62E9 US3133B62E93 | ABS-MBS USGA | 11,757.19 PA | $10.9K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 4.0 BJ9260 04-01-48 | — | 3140HBJE9 US3140HBJE99 | ABS-MBS USGA | 11,992.83 PA | $11.5K | 0.000% | US |
| SOUTHWESTERN ELECTRIC POWER COMPANY SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25%… | — | 845437BT8 US845437BT80 | DBT CORP | 19,000 PA | $12.2K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD FGTW 6.5 C91130 12-01-27 | — | 3128P7HF3 US3128P7HF32 | ABS-MBS USGA | 12,244.1 PA | $12.7K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD FGLMC 4.5 Q03795 10-01-41 | — | 3132GJ3C1 US3132GJ3C13 | ABS-MBS USGA | 13,305.17 PA | $13.0K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD FGLMC 5.5 G05979 10-01-38 | — | 3128M76Q4 US3128M76Q48 | ABS-MBS USGA | 13,998.87 PA | $14.4K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 2.5 CB2376 12-01-51 | — | 3140QMUA0 US3140QMUA03 | ABS-MBS USGA | 17,744.95 PA | $15.2K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 5.0 AI1865 05-01-41 | — | 3138AFCB4 US3138AFCB47 | ABS-MBS USGA | 15,032.13 PA | $15.2K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 2.5 MA4466 11-01-51 | — | 31418D6C1 US31418D6C10 | ABS-MBS USGA | 17,960.45 PA | $15.2K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD FGTW 6.5 C91150 01-01-28 | — | 3128P7H30 US3128P7H300 | ABS-MBS USGA | 15,029.01 PA | $15.6K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCZ 7.0 920015 10-01-47 | — | 31412BDU3 US31412BDU35 | ABS-MBS USGA | 14,951.64 PA | $15.7K | 0.000% | US |
| CHASE AUTO OWNER TRUST CHAOT_24-5 CHAOT 2024-5A A2 144A 4.4% 11-26-27 | — | 16144QAB1 US16144QAB14 | ABS-O CORP | 16,380.18 PA | $16.4K | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 53.4% of reported value reaches a classification.
Percentages are of the reported value of positions above ($265.66B), not of the fund’s net assets ($263.86B). The two differ by cash, derivatives filed with no market value, and rounding.