1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-29
N-PORT Item C.4.a
4 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000146359 | CUBAX | NOT_LISTED | not exchange-listed | — |
| C000146360 | CUBCX | NOT_LISTED | not exchange-listed | — |
| C000146362 | CUBIX | NOT_LISTED | not exchange-listed | — |
| C000213138 | CUBRX | NOT_LISTED | not exchange-listed | — |
as filed
N-PORT Item C.4.b
451 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Morgan Stanley & Co. LLC Morgan Stanley Institutional Liquidity Funds … | — | 61747C707 US61747C7074 | STIV RF |
| $132.86M |
| 15.783% |
| US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F050643 US01F0506430 | ABS-MBS USGSE | 57,893,261 PA | $57.07M | 6.780% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CMA6 US91282CMA61 | DBT UST | 47,200,000 PA | $47.60M | 5.654% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CME8 US91282CME83 | DBT UST | 46,716,000 PA | $46.88M | 5.570% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWNJ8 US3132DWNJ89 | ABS-MBS USGSE | 11,302,633.09 PA | $11.38M | 1.351% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FED5 US31418FED50 | ABS-MBS USGSE | 10,870,076.02 PA | $10.94M | 1.300% | US |
| State Street Global Advisors State Street Navigator Securities Lending Gov… | — | 857509301 US8575093013 | STIV RF | 9,688,197.5 NS | $9.69M | 1.151% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F052649 US01F0526495 | ABS-MBS USGSE | 8,835,282 PA | $8.87M | 1.054% | US |
| NYKREDIT REALKREDIT A/S Nykredit Realkredit A/S | — | 000000000 DK0009548372 | DBT CORP | 59,384,555.55 PA | $8.68M DKK | 1.031% | DK |
| NORDEA KREDIT REALKREDIT Nordea Kredit Realkreditaktieselskab | — | 000000000 DK0002061217 | DBT CORP | 58,503,708.28 PA | $8.51M DKK | 1.010% | DK |
| Fannie Mae Fannie Mae Pool | — | 31418FCG0 US31418FCG00 | ABS-MBS USGSE | 6,552,534.74 PA | $6.59M | 0.783% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWMX8 US3132DWMX82 | ABS-MBS USGSE | 6,666,358.28 PA | $6.59M | 0.782% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWMY6 US3132DWMY65 | ABS-MBS USGSE | 6,377,471.47 PA | $6.41M | 0.762% | US |
| United States Treasury U.S. Treasury Bonds | — | 912810UT3 US912810UT33 | DBT UST | 6,645,000 PA | $6.41M | 0.761% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CLF6 US91282CLF67 | DBT UST | 6,249,000 PA | $6.09M | 0.724% | US |
| Calvert Ultra-Short Investment Grade Etf | CVSB | 61774R601 US61774R6018 | EC RF | 119,000 NS | $6.02M | 0.715% | US |
| Freddie Mac Freddie Mac Pool | — | 3142J6BT9 US3142J6BT94 | ABS-MBS USGSE | 5,987,216.31 PA | $6.02M | 0.715% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CAE1 US91282CAE12 | DBT UST | 6,866,000 PA | $5.96M | 0.708% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F040651 US01F0406516 | ABS-MBS USGSE | 5,780,000 PA | $5.44M | 0.647% | US |
| HA SUSTAINABLE INF CAP HA Sustainable Infrastructure Capital Inc | — | 41068XAF7 US41068XAF78 | DBT CORP | 5,146,000 PA | $5.18M | 0.616% | US |
| United States Treasury U.S. Treasury Notes | — | 912828ZQ6 US912828ZQ64 | DBT UST | 5,849,000 PA | $5.12M | 0.609% | US |
| Freddie Mac Freddie Mac Pool | — | 3132DWN82 US3132DWN822 | ABS-MBS USGSE | 5,074,184.01 PA | $5.10M | 0.606% | US |
| NYKREDIT REALKREDIT A/S Nykredit Realkredit A/S | — | 000000000 DK0009537094 | DBT CORP | 34,051,738 PA | $5.04M DKK | 0.598% | DK |
| United States Treasury U.S. Treasury Bonds | — | 912810RN0 US912810RN00 | DBT UST | 6,743,000 PA | $5.01M | 0.595% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FGY7 US31418FGY79 | ABS-MBS USGSE | 4,927,221.58 PA | $4.95M | 0.589% | US |
| REALKREDIT DANMARK Realkredit Danmark A/S | — | 000000000 DK0004630274 | DBT CORP | 29,147,126.4 PA | $4.24M DKK | 0.503% | DK |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F042640 US01F0426407 | ABS-MBS USGSE | 4,389,000 PA | $4.23M | 0.503% | US |
| CI FINANCIAL CORP CI Financial Corp | — | 125491AT7 US125491AT73 | DBT CORP | 4,020,000 PA | $4.22M | 0.501% | CA |
| Freddie Mac Freddie Mac Pool | — | 3132DWNK5 US3132DWNK52 | ABS-MBS USGSE | 3,981,076.09 PA | $4.00M | 0.476% | US |
| LIBERTY MUTUAL GROUP INC Liberty Mutual Group Inc | — | 53079EBM5 US53079EBM57 | DBT CORP | 4,082,000 PA | $3.99M | 0.474% | US |
| BANK OF NOVA SCOTIA Bank of Nova Scotia/The | — | 0641598V1 US0641598V18 | DBT CORP | 3,655,000 PA | $3.83M | 0.455% | CA |
| Freddie Mac Freddie Mac Pool | — | 3132DWKV4 US3132DWKV45 | ABS-MBS USGSE | 3,741,910.33 PA | $3.76M | 0.447% | US |
| ATHENE HOLDING LTD Athene Holding Ltd | — | 04686JAL5 US04686JAL52 | DBT CORP | 3,844,000 PA | $3.71M | 0.440% | US |
| TELUS CORP TELUS Corp | — | 87971MCQ4 US87971MCQ42 | DBT CORP | 3,627,000 PA | $3.59M | 0.427% | CA |
| Credit Suisse Mortgage Trust CSMC 2021-BPNY | — | 12659XAA4 US12659XAA46 | ABS-MBS CORP | 3,608,433.96 PA | $3.54M | 0.421% | US |
| Banc of America Merrill Lynch Large Loan Inc BAMLL Commercial Mortgage Securities Trust 20… | — | 05492PAL2 US05492PAL22 | ABS-MBS CORP | 3,865,000 PA | $3.52M | 0.418% | US |
| NYKREDIT REALKREDIT A/S Nykredit Realkredit A/S | — | 000000000 DK0009549776 | DBT CORP | 24,568,123 PA | $3.52M DKK | 0.418% | DK |
| FORD MOTOR CREDIT CO LLC Ford Motor Credit Co LLC | — | 345397C68 US345397C684 | DBT CORP | 3,161,000 PA | $3.34M | 0.396% | US |
| United States Treasury U.S. Treasury Notes | — | 91282CBL4 US91282CBL46 | DBT UST | 3,750,000 PA | $3.29M | 0.391% | US |
| Fannie Mae Fannie Mae Pool | — | 31418FMJ3 US31418FMJ39 | ABS-MBS USGSE | 3,247,292.47 PA | $3.26M | 0.388% | US |
| Driven Brands Funding, LLC Driven Brands Funding LLC | — | 26209XAC5 US26209XAC56 | ABS-O CORP | 3,328,040.72 PA | $3.13M | 0.371% | US |
| GLOBAL ATLANTIC FIN CO Global Atlantic Fin Co | — | 37959GAF4 US37959GAF46 | DBT CORP | 3,260,000 PA | $3.04M | 0.361% | US |
| TORONTO-DOMINION BANK Toronto-Dominion Bank/The | — | 89117F8Z5 US89117F8Z56 | DBT CORP | 2,820,000 PA | $2.91M | 0.346% | CA |
| BNP PARIBAS BNP Paribas SA | — | 05565AM34 US05565AM341 | DBT CORP | 2,781,000 PA | $2.87M | 0.341% | FR |
| BARCLAYS PLC Barclays PLC | — | 06738EBX2 US06738EBX22 | DBT CORP | 2,750,000 PA | $2.85M | 0.338% | GB |
| Neighborly Issuer LLC | — | 64016NAA5 US64016NAA54 | ABS-O CORP | 2,967,037.5 PA | $2.85M | 0.338% | US |
| CANADIAN IMPERIAL BANK Canadian Imperial Bank of Commerce | — | 13607P7Y4 US13607P7Y41 | DBT CORP | 2,800,000 PA | $2.83M | 0.336% | CA |
| CAJUN GLOBAL LLC Cajun Global LLC | — | 12803VAC9 US12803VAC90 | ABS-O CORP | 2,755,000 PA | $2.74M | 0.326% | US |
| Fannie Mae Fannie Mae Pool | — | 3140Y7DY1 US3140Y7DY14 | ABS-MBS USGSE | 2,690,528.96 PA | $2.71M | 0.322% | US |
| MAREX GROUP PLC Marex Group PLC | — | 566539AA0 US566539AA08 | DBT CORP | 2,628,000 PA | $2.71M | 0.322% | GB |
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 ($887.91M), not of the fund’s net assets ($841.78M). The two differ by cash, derivatives filed with no market value, and rounding.