Actually in a folded head case or, for military ammunition, in a Benet inside primed centerfire case. There was a LOT of development done in ammunition design in those days, with construction that looks strange now.
What we now call a balloon head case was originally listed by UMC as "solid head" because the rim was a solid flange instead of folded and rolled like a rimfire, even though the primer pocket still protruded into the powder space.