1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-26
21 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000024463 | CAIBX | NOT_LISTED | not exchange-listed | — |
| C000068596 | CAIFX | NOT_LISTED | not exchange-listed | — |
| C000180006 | CFIHX | NOT_LISTED | not exchange-listed | — |
| C000024470 | CIBCX | NOT_LISTED | not exchange-listed | — |
| C000024471 | CIBFX | NOT_LISTED | not exchange-listed | — |
| C000024472 | CIRAX | NOT_LISTED | not exchange-listed | — |
| C000024474 | CIRCX | NOT_LISTED | not exchange-listed | — |
| C000024475 | CIREX | NOT_LISTED | not exchange-listed | — |
| C000024476 | CIRFX | NOT_LISTED | not exchange-listed | — |
| C000224565 | FBCIX | NOT_LISTED | not exchange-listed | — |
| C000224566 | FWCBX | NOT_LISTED | not exchange-listed | — |
| C000148440 | RCEEX | NOT_LISTED | not exchange-listed | — |
| C000024464 | RIRAX | NOT_LISTED | not exchange-listed | — |
| C000024465 | RIRBX | NOT_LISTED | not exchange-listed | — |
| C000024466 | RIRCX | NOT_LISTED | not exchange-listed | — |
| C000024467 | RIREX | NOT_LISTED | not exchange-listed | — |
| C000024468 | RIRFX | NOT_LISTED | not exchange-listed | — |
| C000077881 | RIRGX | NOT_LISTED | not exchange-listed | — |
| C000164810 | RIRHX | NOT_LISTED | not exchange-listed | — |
| C000189418 | TCBBX | NOT_LISTED | not exchange-listed | — |
| C000189419 | TCIBX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
as filed
N-PORT Item C.4.a
2,704 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 |
| -$44.94M |
| -0.035% |
| US |
| CME CHICAGO MERCANTILE EXCHANGE UST 5YR FUT FVM6 06-30-26 | — | — — | DIR CORP | 21,437 NC | -$31.28M | -0.025% | US |
| CME CHICAGO MERCANTILE EXCHANGE UST 30YR FUT ULTRA WNM6 06-18-26 | — | — — | DIR CORP | 3,858 NC | -$14.98M | -0.012% | US |
| CME CHICAGO MERCANTILE EXCHANGE UST 20YR FUT USM6 06-18-26 | — | — — | DIR CORP | 1,237 NC | -$4.35M | -0.003% | US |
| N/A BRL FWD SALE TO USD NDF 5/11/2026 | — | — — | DFE NUSS | 1 NC | -$1.34M N/A | -0.001% | N/A |
| CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT TYM6 06-18-26 | — | — — | DIR CORP | 1,921 NC | -$892.3K | -0.001% | US |
| EUREX CLEARING AG ITA GB 10YR FUT IKM6 06-08-26 | — | — DE000F2Y2EW5 | DIR CORP | 102 NC | -$567.5K EUR | -0.000% | DE |
| CME CHICAGO MERCANTILE EXCHANGE UST 10YR FUT ULTRA UXYM6 06-18-26 | — | — — | DIR CORP | 2,471 NC | -$393.7K | -0.000% | US |
| N/A BRL FWD SALE TO USD NDF 5/22/2026 | — | — — | DFE NUSS | 1 NC | -$232.3K N/A | -0.000% | N/A |
| N/A JPY FWD SALE TO USD 5/20/2026 | — | — — | DFE NUSS | 1 NC | -$166.8K N/A | -0.000% | N/A |
| N/A BRL FWD SALE TO USD NDF 5/18/2026 | — | — — | DFE NUSS | 1 NC | -$60.6K N/A | -0.000% | N/A |
| RISKLESS ISSUER OIS RECFIX JPY 3.0878% 01-22-26/01-22-56 LCH | — | — — | DIR CORP | 1 NC | -$14.1K JPY | -0.000% | US |
| SBERBANK OF RUSSIA PJSC SBERBANK OF RUSSIA PJSC (USD) | — | — RU0009029540 | EC CORP | 19,327,472 NS | $1.93 | 0.000% | RU |
| BORR IHC LTD BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN S… | — | 100018AA8 US100018AA89 | DBT CORP | 3.25 PA | $3.40 | 0.000% | US |
| N/A JPY FWD PUR FROM USD 5/20/2026 | — | — — | DFE NUSS | 1 NC | $128.79 N/A | 0.000% | N/A |
| N/A JPY FWD PUR FROM USD 5/20/2026 | — | — — | DFE NUSS | 1 NC | $263.91 N/A | 0.000% | N/A |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 6.5 394854 05-01-27 | — | 31378CTK8 US31378CTK89 | ABS-MBS USGA | 376.26 PA | $390.16 | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCT UMBS 6.5 257145 03-01-28 | — | 31371NTA3 US31371NTA36 | ABS-MBS USGA | 428.5 PA | $444.39 | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FNCI UMBS 3.5 ZK3460 08-01-26 | — | 3131X6ZZ6 US3131X6ZZ68 | ABS-MBS USGA | 457.09 PA | $455.35 | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 6.5 659096 08-01-32 | — | 31390XGD6 US31390XGD66 | ABS-MBS USGA | 584.8 PA | $606.52 | 0.000% | US |
| GINNIE MAE II POOL G2RF 4.779 AG8088 03-20-64 | — | 36182C6Z5 US36182C6Z53 | ABS-MBS USGA | 773.61 PA | $772.16 | 0.000% | US |
| GINNIE MAE II POOL G2RF 4.779 AG8193 09-20-64 | — | 36182DC60 US36182DC608 | ABS-MBS USGA | 780.81 PA | $779.34 | 0.000% | US |
| GINNIE MAE II POOL G2RF 4.779 AG8207 11-20-64 | — | 36182DDL6 US36182DDL64 | ABS-MBS USGA | 781.05 PA | $779.58 | 0.000% | US |
| GINNIE MAE II POOL G2RF 4.779 AG8244 01-20-65 | — | 36182DER2 US36182DER26 | ABS-MBS USGA | 783.03 PA | $781.56 | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCT UMBS 5.5 FS2101 10-01-38 | — | 3140XHKP1 US3140XHKP14 | ABS-MBS USGA | 1,042.48 PA | $1.0K | 0.000% | US |
| GINNIE MAE II POOL G2RF 4.916 AG8117 04-20-64 | — | 36182DAS4 US36182DAS45 | ABS-MBS USGA | 1,107.32 PA | $1.1K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 6.0 MA5295 03-01-54 | — | 31418E3D0 US31418E3D02 | ABS-MBS USGA | 1,163.16 PA | $1.2K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCT UMBS 5.5 FM3708 10-01-38 | — | 3140X7DN6 US3140X7DN68 | ABS-MBS USGA | 2,565.7 PA | $2.6K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FNCI UMBS 3.5 ZS7148 04-01-30 | — | 3132A75H0 US3132A75H06 | ABS-MBS USGA | 2,979.15 PA | $2.9K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCT UMBS 6.5 256821 07-01-27 | — | 31371NG66 US31371NG669 | ABS-MBS USGA | 2,879.36 PA | $3.0K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FNCT UMBS 5.5 SC0297 10-01-38 | — | 3132D9KJ2 US3132D9KJ21 | ABS-MBS USGA | 3,275.52 PA | $3.3K | 0.000% | US |
| GINNIE MAE II POOL G2RF 4.386 795485 07-20-62 | — | 36177QCX9 US36177QCX97 | ABS-MBS USGA | 3,401.9 PA | $3.4K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 6.5 AL4324 05-01-40 | — | 3138ELYW7 US3138ELYW77 | ABS-MBS USGA | 4,438.32 PA | $4.7K | 0.000% | US |
| TEXAS INSTRUMENTS INC TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34 | — | 882508CH5 US882508CH56 | DBT CORP | 5,000 PA | $5.1K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 6.0 CB8168 03-01-54 | — | 3140QUCE4 US3140QUCE43 | ABS-MBS USGA | 5,297.83 PA | $5.4K | 0.000% | US |
| MILL CITY MORTGAGE TRUST MCMLT_18-1 MCMLT 2018-1 A1 144A FRN 05-25-62 | — | 59980VAA9 US59980VAA98 | ABS-CBDO CORP | 5,808.87 PA | $5.8K | 0.000% | US |
| CDX EMERGING MARKET ISSUER CDX EM S45 1.0% 03-20-26/06-20-31 ICE | — | — — | DCR CORP | 1 NC | $7.2K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCT UMBS 5.5 FS2490 10-01-38 | — | 3140XHXU6 US3140XHXU61 | ABS-MBS USGA | 8,057.44 PA | $8.1K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 6.0 DC1873 09-01-54 | — | 3140APCK8 US3140APCK81 | ABS-MBS USGA | 8,493.74 PA | $8.7K | 0.000% | US |
| COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_05-D CWHEL 2005-D 2A FRN 11-15-35 | — | 126685AF3 US126685AF32 | ABS-O CORP | 10,381.47 PA | $9.9K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNR 2001-50 BA 7.0% 10-25-41 | — | 31392AJW9 US31392AJW99 | ABS-CBDO USGA | 10,699.11 PA | $11.0K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 4.0 AS9454 04-01-47 | — | 3138WKQG3 US3138WKQG35 | ABS-MBS USGA | 11,504.13 PA | $11.0K | 0.000% | US |
| REACH 2024-2A REACH 2024-2A A 144A 5.88% 07-15-31 | — | 75525HAA8 US75525HAA86 | ABS-O CORP | 11,374.93 PA | $11.4K | 0.000% | US |
| UNITED STATES TREASURY UNITED STATES TREASURY NOTE 3.375% 11-30-27 | — | 91282CPL9 US91282CPL99 | DBT UST | 13,400 PA | $13.3K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 2.5 CA6079 06-01-50 | — | 3140QDXH2 US3140QDXH20 | ABS-MBS USGA | 15,996.53 PA | $13.4K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 2.5 BQ1607 09-01-50 | — | 3140KLYD8 US3140KLYD86 | ABS-MBS USGA | 16,267.69 PA | $13.7K | 0.000% | US |
| FEDERAL HOME LOAN MORTGAGE CORP FNCL UMBS 6.5 RJ0854 01-01-54 | — | 3142GQ5Q1 US3142GQ5Q19 | ABS-MBS USGA | 13,642.29 PA | $14.2K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 5.5 MA5039 06-01-53 | — | 31418ES50 US31418ES506 | ABS-MBS USGA | 14,347.56 PA | $14.5K | 0.000% | US |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNCL UMBS 7.0 257137 03-01-38 | — | 31371NS22 US31371NS227 | ABS-MBS USGA | 14,438.28 PA | $15.2K | 0.000% | US |
| AMERICAN INTERNATIONAL GROUP INC AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.4… | — | 026874DX2 US026874DX22 | DBT CORP | 15,000 PA | $15.3K | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 43.3% of reported value reaches a classification.
Percentages are of the reported value of positions above ($127.54B), not of the fund’s net assets ($126.78B). The two differ by cash, derivatives filed with no market value, and rounding.