1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-27
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
1,793 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 5-Year T-Note Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 325 NC | -$490.6K | -0.018% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 10-Year T-Note Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 232 NC | -$270.0K | -0.010% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 2-Year T-Note Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | 156 NC | -$231.9K | -0.009% | US |
| CHICAGO MERCANTILE EXCHANGE INC. E-mini S&P 500 Futures, Jun-2026,ETH | — | 000000000 — | DE CORP | 24 NC | -$221.9K | -0.008% | US |
| JPMorgan Chase Bank, National Association FWD TREASURY BOND | — | 000000000 — | DIR CORP | 13,235,000 NC | -$176.4K | -0.006% | US |
| UK CLEARING HOUSE LIMITED IRS USD | — | 000000000 — | DIR CORP | 1 NC | -$174.1K | -0.006% | GB |
| JPMorgan Chase Bank, National Association FWD TREASURY BOND | — | 000000000 — | DIR CORP | 12,445,000 NC | -$144.4K | -0.005% | US |
| GOLDMAN SACHS & CO. LLC FWD TREASURY BOND | — | 000000000 — | DIR CORP | 12,240,000 NC | -$107.6K | -0.004% | US |
| MORGAN STANLEY & CO. LLC USD/EUR FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$87.6K | -0.003% | US |
| GOLDMAN SACHS & CO. LLC GBP/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$77.4K | -0.003% | US |
| UK CLEARING HOUSE LIMITED IRS USD | — | 000000000 — | DIR CORP | 1 NC | -$48.3K | -0.002% | GB |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. Ultra 10-Year U.S. Treasury Note Futures, Jun… | — | 000000000 — | DIR CORP | 12 NC | -$32.3K | -0.001% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION FWD TREASURY BOND | — | 000000000 — | DIR CORP | 10,220,000 NC | -$19.0K | -0.001% | US |
| BNP PARIBAS SWOP IRS USD | — | 000000000 — | DIR CORP | -2,255,000 OU | -$15.5K | -0.001% | FR |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION TRS TRSBENCH23 INDEX | — | 000000000 — | DE CORP | 1 NC | -$15.3K | -0.001% | US |
| BNP PARIBAS SWOP IRS USD | — | 000000000 — | DIR CORP | -2,255,000 OU | -$11.4K | -0.000% | FR |
| BNP PARIBAS SECURITIES CORP. USD/EUR FORWARD | — | 000000000 — | DFE CORP | 1 NC | -$11.2K | -0.000% | US |
| UK CLEARING HOUSE LIMITED IRS USD | — | 000000000 — | DIR CORP | 1 NC | -$11.2K | -0.000% | GB |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | -4,510,000 OU | -$6.8K | -0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | -3,050,000 OU | -$4.6K EUR | -0.000% | US |
| ICE FUTURES U.S., INC. MSCI EAFE Index Futures - ICUS, Jun26 | — | 000000000 — | DE CORP | 2 NC | -$4.4K | -0.000% | US |
| BARCLAYS BANK PLC CDS REPUBLIC OF FRANCE | — | 000000000 — | DCR CORP | 1 NC | -$4.2K | -0.000% | GB |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | -392,000 OU | -$3.8K | -0.000% | US |
| BARCLAYS BANK PLC CDS REPUBLIC OF FRANCE | — | 000000000 — | DCR CORP | 1 NC | -$2.3K | -0.000% | GB |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | -392,000 OU | -$1.2K | -0.000% | US |
| BARCLAYS BANK PLC CDS KINGDOM OF NORWAY | — | 000000000 — | DCR CORP | 1 NC | -$705.25 | -0.000% | GB |
| BARCLAYS BANK PLC CDS REPUBLIC OF ITALY | — | 000000000 — | DCR CORP | 1 NC | -$216.10 | -0.000% | GB |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| CITIBANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 1,615,000 OU | $0.00 | 0.000% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 808,000 OU | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| TFS_18-3 | — | 000000000 — | ABS-MBS CORP | 1 PA | $1.16 EUR | 0.000% | N/A |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 2,255,000 OU | $5.12 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | 1,525,000 OU | $8.45 EUR | 0.000% | US |
| BNP PARIBAS SWOP IRS USD | — | 000000000 — | DIR CORP | 2,255,000 OU | $20.21 | 0.000% | FR |
| CITIBANK, NATIONAL ASSOCIATION CDS KINGDOM OF SAUDI ARABIA | — | 000000000 — | DCR CORP | 1 NC | $86.22 | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 46.8% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.79B), not of the fund’s net assets ($2.73B). The two differ by cash, derivatives filed with no market value, and rounding.