1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-28
No share classes in the SEC snapshot.
2,774 filed series have no class in company_tickers_mf.json, so no ticker can be reached for them.
as filed
N-PORT Item C.4.a
N-PORT Item C.4.b
2,826 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Federal National Mortgage Association, Inc. | — | 01F022642 US01F0226427 | ABS-MBS USGA | -5,500,000 PA |
| -0.316% |
| US |
| CHICAGO BOARD OF TRADE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 1,061 NC | -$1.20M | -0.082% | US |
| Federal National Mortgage Association, Inc. | — | 01F032641 US01F0326417 | ABS-MBS USGA | -700,000 PA | -$641.8K | -0.044% | US |
| CHICAGO BOARD OF TRADE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 128 NC | -$124.2K | -0.008% | US |
| CHICAGO BOARD OF TRADE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 312 NC | -$63.4K | -0.004% | US |
| CHICAGO BOARD OF TRADE FUTURE - PHYSICALLY DELIVERED | — | — — | DIR CORP | 23 NC | -$52.6K | -0.004% | US |
| BANK OF AMERICA CORPORATION SWAPTION INTEREST RATE | — | — — | DIR CORP | -800,000 PA | -$40.8K | -0.003% | US |
| BANK OF AMERICA CORPORATION SWAPTION INTEREST RATE | — | — — | DIR CORP | -800,000 PA | -$40.3K | -0.003% | US |
| BANK OF AMERICA CORPORATION SWAPTION INTEREST RATE | — | — — | DIR CORP | -540,000 PA | -$27.6K | -0.002% | US |
| BANK OF AMERICA CORPORATION SWAPTION INTEREST RATE | — | — — | DIR CORP | -540,000 PA | -$27.1K | -0.002% | US |
| CITIGROUP INC. CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -400,000 PA | -$5.6K | -0.000% | US |
| CITIGROUP INC. CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -400,000 PA | -$5.6K | -0.000% | US |
| GOLDMAN SACHS CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -400,000 PA | -$5.6K | -0.000% | US |
| CITIGROUP INC. CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -300,000 PA | -$4.2K | -0.000% | US |
| JP MORGAN CHASE & CO CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -300,000 PA | -$4.2K | -0.000% | US |
| GOLDMAN SACHS CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -300,000 PA | -$4.2K | -0.000% | US |
| JP MORGAN CHASE & CO CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | 970,000 PA | -$3.3K | -0.000% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 650,000 PA | -$2.9K | -0.000% | US |
| CITIGROUP INC. CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -399,429.06 PA | -$2.9K | -0.000% | US |
| CITIGROUP INC. CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -200,000 PA | -$2.8K | -0.000% | US |
| CITIGROUP INC. CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -299,571.79 PA | -$2.1K | -0.000% | US |
| MORGAN STANLEY CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -100,000 PA | -$1.4K | -0.000% | US |
| CITIBANK CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -100,000 PA | -$1.4K | -0.000% | US |
| CITIGROUP INC. CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -100,000 PA | -$1.4K | -0.000% | US |
| GOLDMAN SACHS CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -100,000 PA | -$1.4K | -0.000% | US |
| GOLDMAN SACHS CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -100,000 PA | -$1.4K | -0.000% | US |
| GOLDMAN SACHS CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX | — | — — | DCR CORP | -400,000 PA | -$658.80 | -0.000% | US |
| LCH CLEARNET EXCHANGE CLEARED IRS | — | — — | DIR CORP | 130,000 PA | -$578.18 | -0.000% | GB |
| Party City Holdings Inc. | — | 702150103 US7021501033 | EC CORP | 2 NS | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 1,540,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 360,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 500,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 1,700,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 450,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | -540,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 450,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 1,540,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | -800,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 1,470,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | -540,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | -800,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 500,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 4,940,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 1,700,000 PA | $0.00 | 0.000% | US |
| Interest Rate Swap | — | — — | DIR CORP | 450,000 PA | $0.00 | 0.000% | US |
| Celtic Resources Holdings Designated Activity… | — | 15119CAA7 US15119CAA71 | DBT CORP | 100,000 PA | $0.00 | 0.000% | US |
| TCS Finance Designated Activity Company | — | 87251LAA4 US87251LAA44 | DBT CORP | 200,000 PA | $0.00 | 0.000% | US |
| Saks Global Enterprises LLC | — | — — | DBT CORP | 38,615 PA | $0.00 | 0.000% | US |
| FG Parent, LLC | — | — — | EC CORP | 2,659 NS | $0.00 | 0.000% | US |
| Corporacion Geo, S.A.B. De C.V. | — | 21986VAF2 US21986VAF22 | DBT CORP | 99,158.05 PA | $0.00 | 0.000% | MX |
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 ($1.52B), not of the fund’s net assets ($1.46B). The two differ by cash, derivatives filed with no market value, and rounding.