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
4,494 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| Bank of America NA BYDUAGU21 BLACKROCK SWAPTION 3.872 CALL USD 2… | — | 000000000 — | DIR OTHER | -3,855,000 NC |
| -$110.0K |
| -0.004% |
| US |
| Bank of America NA BYJ0ZNM10 BLACKROCK SWAPTION 3.87 PUT USD 202… | — | 000000000 — | DIR OTHER | -3,686,000 NC | -$109.2K | -0.004% | US |
| Barclays Bank PLC PURCHASED MYR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$107.0K MYR | -0.004% | MY |
| Intercontinental Exchange, Inc. SWAP/CDSWAP/ICE: (CDX.NA.HY.46.V1) | — | 000000000 — | DCR OTHER | 2,114,654 OU | -$101.6K | -0.004% | US |
| ASX Clear (Futures) AUST 10Y BOND FUT JUN26 | — | 000000000 — | DIR OTHER | 135 NC | -$98.2K AUD | -0.004% | AU |
| Bank of America NA BYJ0ZNM28 BLACKROCK SWAPTION 3.87 CALL USD 20… | — | 000000000 — | DIR OTHER | -3,686,000 NC | -$88.3K | -0.004% | US |
| Goldman Sachs International PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$84.7K BRL | -0.003% | US |
| JPMorgan Chase Bank NA BYJ166ZU9 BLACKROCK CDSOPT PUT EUR 3.0 202606… | — | 000000000 — | DCR OTHER | -3,255,000 NC | -$84.2K EUR | -0.003% | KY |
| Bank of America NA BYJ1BF916 BLACKROCK SWAPTION 3.94 PUT USD 202… | — | 000000000 — | DIR OTHER | -1,897,000 NC | -$76.6K | -0.003% | US |
| State Street Bank & Trust Co. PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$71.9K BRL | -0.003% | US |
| Morgan Stanley Capital Services LLC BYDYNCLD4 BLACKROCK SWAPTION 4.067 CALL USD 2… | — | 000000000 — | DIR OTHER | -1,902,000 NC | -$70.6K | -0.003% | US |
| Bank of America NA BYDYJ7XU9 BLACKROCK FXVAN CALL USD ZAR 16.740… | — | 000000000 — | DFE OTHER | -2,775,000 OU | -$69.1K | -0.003% | US |
| Goldman Sachs International SWAP/CDSWAP/SCDS: (D) | — | 000000000 — | DCR OTHER | 2,879,000 OU | -$68.6K | -0.003% | US |
| Goldman Sachs International SWAP/CDSWAP/SCDS: (AXP) | — | 000000000 — | DCR OTHER | 3,000,000 OU | -$68.1K | -0.003% | US |
| Morgan Stanley Capital Services LLC BYDYNCLE2 BLACKROCK SWAPTION 4.067 PUT USD 20… | — | 000000000 — | DIR OTHER | -1,902,000 NC | -$65.2K | -0.003% | US |
| Bank of America NA TRSWAP: IBOXHY INDEX | — | 000000000 — | DCR OTHER | 21,546,000 OU | -$62.1K | -0.003% | US |
| Morgan Stanley Capital Services LLC BYJ1T24J2 BLACKROCK FXVAN PUT USD BRL 5.35000… | — | 000000000 — | DFE OTHER | -1,751,000 OU | -$61.7K | -0.002% | US |
| Bank of America NA BYJ1BF908 BLACKROCK SWAPTION 3.94 CALL USD 20… | — | 000000000 — | DIR OTHER | -1,897,000 NC | -$61.5K | -0.002% | US |
| Morgan Stanley Capital Services LLC BYDW996C0 BLACKROCK SWAPTION 4.03 CALL USD 20… | — | 000000000 — | DIR OTHER | -1,666,000 NC | -$58.5K | -0.002% | US |
| Morgan Stanley Capital Services LLC BYDW996B2 BLACKROCK SWAPTION 4.03 PUT USD 202… | — | 000000000 — | DIR OTHER | -1,666,000 NC | -$56.4K | -0.002% | US |
| UMBS, TBA Uniform Mortgage-Backed Security, TBA | — | 01F022444 US01F0224448 | ABS-MBS USGSE | -59,000 PA | -$55.7K | -0.002% | US |
| LCH Ltd. SWP: IFS 2.631500 09-SEP-2030 USC | — | 000000000 — | DIR OTHER | 15,410,000 OU | -$54.5K | -0.002% | US |
| BNP Paribas SA PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$53.2K BRL | -0.002% | US |
| Chicago Mercantile Exchange S+P500 EMINI FUT JUN26 | — | 000000000 — | DE OTHER | 7 NC | -$52.5K | -0.002% | US |
| UBS AG PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$51.1K BRL | -0.002% | US |
| LCH Ltd. FSWP: CZK 3.890000 17-DEC-2030 PRI | — | 000000000 — | DIR OTHER | 53,376,586 OU | -$51.0K CZK | -0.002% | US |
| State Street Bank & Trust Co. PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$48.4K BRL | -0.002% | US |
| Intercontinental Exchange, Inc. SWAP/CDSWAP/ICE: (ITRAXX.EUR.45.V1) | — | 000000000 — | DCR OTHER | 2,890,000 OU | -$45.8K EUR | -0.002% | US |
| Deutsche Bank AG BYDY5AVZ8 BLACKROCK SWAPTION 4.103 CALL USD 2… | — | 000000000 — | DIR OTHER | -1,088,000 NC | -$42.0K | -0.002% | US |
| Morgan Stanley Capital Services LLC BYJ1T2668 BLACKROCK FXVAN CALL USD BRL 5.3500… | — | 000000000 — | DFE OTHER | -1,751,000 OU | -$40.0K | -0.002% | US |
| Morgan Stanley & Co. International PLC PURCHASED USD / SOLD COP | — | 000000000 — | DFE OTHER | 1 NC | -$38.0K COP | -0.002% | US |
| Morgan Stanley Capital Services LLC BYDYHQ316 BLACKROCK FXVAN CALL USD MXN 18.050… | — | 000000000 — | DFE OTHER | -2,772,893 OU | -$37.7K | -0.002% | KY |
| Chicago Mercantile Exchange SWP: OIS 7.280000 30-OCT-2030 TII | — | 000000000 — | DIR OTHER | 20,807,855 OU | -$37.2K MXN | -0.002% | US |
| Barclays Bank PLC PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$36.6K EUR | -0.001% | US |
| BNP Paribas SA PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$36.2K BRL | -0.001% | US |
| State Street Bank & Trust Co. PURCHASED ZAR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$35.9K ZAR | -0.001% | ZA |
| Deutsche Bank AG BYDY5AVY1 BLACKROCK SWAPTION 4.103 PUT USD 20… | — | 000000000 — | DIR OTHER | -1,088,000 NC | -$35.7K | -0.001% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR FUT DEC27 | — | 000000000 — | DIR OTHER | 143 NC | -$35.7K | -0.001% | US |
| Citibank NA PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$34.9K BRL | -0.001% | US |
| Morgan Stanley & Co. International PLC CDS: (CMBX.NA.9.BBB-) | — | 000000000 — | DCR OTHER | 104,799.27 OU | -$33.4K | -0.001% | US |
| Deutsche Bank AG BYJ167BV1 BLACKROCK FXVAN CALL EUR MXN 20.550… | — | 000000000 — | DFE OTHER | -1,386,000 OU | -$32.6K EUR | -0.001% | US |
| JPMorgan Chase Bank NA PURCHASED INR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$31.1K INR | -0.001% | IN |
| JPMorgan Chase Bank NA BYJ166ZR6 BLACKROCK CDSOPT CALL EUR 3.0 20260… | — | 000000000 — | DCR OTHER | -3,255,000 NC | -$30.3K EUR | -0.001% | KY |
| Citibank NA BYJ0EZUS8 BLACKROCK SWAPTION 3.707 PUT USD 20… | — | 000000000 — | DIR OTHER | -819,000 NC | -$29.9K | -0.001% | US |
| UBS Securities LLC BYJ0WQXU0 BLACKROCK FXVAN PUT USD MXN 17.5500… | — | 000000000 — | DFE OTHER | -4,610,000 OU | -$29.1K | -0.001% | US |
| Barclays Bank PLC BYDYJ4M79 BLACKROCK FXVAN PUT USD BRL 5.15000… | — | 000000000 — | DFE OTHER | -2,772,893 OU | -$26.7K | -0.001% | US |
| LCH Ltd. FSWP: OIS 5.714000 17-DEC-2030 INR | — | 000000000 — | DIR OTHER | 61,326,000 OU | -$26.6K INR | -0.001% | US |
| Citibank NA PURCHASED EGP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$26.6K EGP | -0.001% | EG |
| Barclays Bank PLC PURCHASED THB / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$25.3K THB | -0.001% | TH |
| Citibank NA PURCHASED ZAR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$24.8K ZAR | -0.001% | ZA |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.2% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.75B), not of the fund’s net assets ($2.48B). The two differ by cash, derivatives filed with no market value, and rounding.