1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-04-23
N-PORT Item C.4.a
as filed
6 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000030204 | FTRBX | NOT_LISTED | not exchange-listed | — |
| C000030199 | FTRFX | NOT_LISTED | not exchange-listed | — |
| C000030203 | FTRKX | NOT_LISTED | not exchange-listed | — |
| C000157740 | FTRLX | NOT_LISTED | not exchange-listed | — |
| C000030200 | TLRAX | NOT_LISTED | not exchange-listed | — |
| C000030202 | TLRCX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.b
991 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Chicago Board of Trade US 10YR ULTRA FUT JUN26 | — | 000000000 — | DIR OTHER |
| -$3.58M |
| -0.023% |
| US |
| Chicago Board of Trade US ULTRA BOND CBT JUN26 | — | 000000000 — | DIR OTHER | -2,120 NC | -$2.33M | -0.015% | US |
| Standard Chartered Bank PURCHASED EGP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$547.8K EGP | -0.004% | EG |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$248.2K EUR | -0.002% | XX |
| Morgan Stanley Capital Services LLC PURCHASED COP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$110.0K COP | -0.001% | CO |
| Morgan Stanley Capital Services LLC PURCHASED COP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$78.1K COP | -0.001% | CO |
| Goldman Sachs Bank USA PURCHASED INR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$43.7K INR | -0.000% | IN |
| Bank of America NA PURCHASED USD / SOLD COP | — | 000000000 — | DFE OTHER | 1 NC | -$37.6K COP | -0.000% | US |
| Bank of America NA PURCHASED USD / SOLD HUF | — | 000000000 — | DFE OTHER | 1 NC | -$23.9K HUF | -0.000% | US |
| BNP Paribas SA PURCHASED COP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$22.4K COP | -0.000% | CO |
| Morgan Stanley Capital Services LLC PURCHASED USD / SOLD CLP | — | 000000000 — | DFE OTHER | 1 NC | -$18.1K CLP | -0.000% | US |
| BNP Paribas SA PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$17.2K BRL | -0.000% | US |
| Morgan Stanley Capital Services LLC PURCHASED USD / SOLD MYR | — | 000000000 — | DFE OTHER | 1 NC | -$15.3K MYR | -0.000% | US |
| Morgan Stanley Capital Services LLC PURCHASED USD / SOLD CLP | — | 000000000 — | DFE OTHER | 1 NC | -$11.3K CLP | -0.000% | US |
| Morgan Stanley Capital Services LLC PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$11.0K BRL | -0.000% | US |
| UBS AG PURCHASED USD / SOLD COP | — | 000000000 — | DFE OTHER | 1 NC | -$8.5K COP | -0.000% | US |
| Standard Chartered Bank PURCHASED USD / SOLD PEN | — | 000000000 — | DFE OTHER | 1 NC | -$6.1K PEN | -0.000% | US |
| Morgan Stanley Capital Services LLC PURCHASED USD / SOLD CLP | — | 000000000 — | DFE OTHER | 1 NC | -$5.1K CLP | -0.000% | US |
| Morgan Stanley Capital Services LLC PURCHASED USD / SOLD COP | — | 000000000 — | DFE OTHER | 1 NC | -$4.9K COP | -0.000% | US |
| State Street Bank & Trust Co. PURCHASED CLP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$4.3K CLP | -0.000% | CL |
| Morgan Stanley & Co. International PLC PURCHASED MYR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$3.5K MYR | -0.000% | MY |
| Wells Fargo Bank NA PURCHASED USD / SOLD MXN | — | 000000000 — | DFE OTHER | 1 NC | -$2.8K MXN | -0.000% | US |
| Bank of America NA PURCHASED INR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$2.7K INR | -0.000% | IN |
| Goldman Sachs Bank USA PURCHASED CLP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$2.6K CLP | -0.000% | CL |
| Morgan Stanley Capital Services LLC PURCHASED CLP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$1.2K CLP | -0.000% | CL |
| State Street Bank & Trust Co. PURCHASED EUR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$1.2K EUR | -0.000% | XX |
| Goldman Sachs Bank USA PURCHASED USD / SOLD COP | — | 000000000 — | DFE OTHER | 1 NC | -$973.18 COP | -0.000% | US |
| HSBC Bank USA NA PURCHASED USD / SOLD TRY | — | 000000000 — | DFE OTHER | 1 NC | -$958.90 TRY | -0.000% | US |
| Morgan Stanley Capital Services LLC PURCHASED COP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$726.91 COP | -0.000% | CO |
| Morgan Stanley Capital Services LLC PURCHASED COP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$515.77 COP | -0.000% | CO |
| Goldman Sachs Bank USA PURCHASED INR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$291.32 INR | -0.000% | IN |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36200J3T5 US36200J3T59 | ABS-MBS USGA | 1.39 PA | $1.43 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36207HU21 US36207HU218 | ABS-MBS USGA | 2.75 PA | $2.75 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36209G6H5 US36209G6H57 | ABS-MBS USGA | 6.51 PA | $6.52 | 0.000% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 31297YUW0 US31297YUW01 | ABS-MBS USGSE | 10.01 PA | $10.09 | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 31374GE78 US31374GE787 | ABS-MBS USGSE | 13.39 PA | $13.44 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36200SSN1 US36200SSN17 | ABS-MBS USGA | 36.47 PA | $38.39 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36206JK45 US36206JK456 | ABS-MBS USGA | 50.13 PA | $50.10 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36204DUJ6 US36204DUJ61 | ABS-MBS USGA | 62.92 PA | $63.70 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36210YT96 US36210YT961 | ABS-MBS USGA | 71.93 PA | $73.41 | 0.000% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 31292G6Q4 US31292G6Q40 | ABS-MBS USGSE | 73.44 PA | $75.97 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36202DLU3 US36202DLU36 | ABS-MBS USGA | 78.89 PA | $82.02 | 0.000% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128MDK44 US3128MDK447 | ABS-MBS USGSE | 82.8 PA | $82.75 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae II Pool | — | 36202DE23 US36202DE238 | ABS-MBS USGA | 101.24 PA | $104.84 | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 31385WYG8 US31385WYG85 | ABS-MBS USGSE | 147.81 PA | $155.87 | 0.000% | US |
| Fannie Mae Fannie Mae Pool | — | 3138ASS78 US3138ASS780 | ABS-MBS USGSE | 158.27 PA | $157.74 | 0.000% | US |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36208MYQ2 US36208MYQ22 | ABS-MBS USGA | 156.89 PA | $158.51 | 0.000% | US |
| Credit Agricole CIB PURCHASED PEN / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | $161.36 PEN | 0.000% | PE |
| Government National Mortgage Association Ginnie Mae I Pool | — | 36208T6S4 US36208T6S42 | ABS-MBS USGA | 199.52 PA | $202.74 | 0.000% | US |
| Freddie Mac Freddie Mac Gold Pool | — | 3128M5VU1 US3128M5VU18 | ABS-MBS USGSE | 199.81 PA | $209.56 | 0.000% | 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 ($15.53B), not of the fund’s net assets ($15.53B). The two differ by cash, derivatives filed with no market value, and rounding.