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.
N-PORT Item C.4.b
N-PORT Item C.4.a
as filed
1,451 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| CITIBANK, NATIONAL ASSOCIATION EUR CALL VERSUS HUF PUT | — | 000000000 — | DFE 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 |
| MORGAN STANLEY & CO. LLC INR CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 INR | 0.000% | US |
| MORGAN STANLEY & CO. LLC USD CALL VERSUS INR PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| MORGAN STANLEY & CO. LLC BRL CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 BRL | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION MXN CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 MXN | 0.000% | US |
| MORGAN STANLEY & CO. LLC USD CALL VERSUS ZAR PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 1,940,000 OU | $0.00 | 0.000% | US |
| BARCLAYS BANK PLC TRY CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 TRY | 0.000% | GB |
| CITIBANK, NATIONAL ASSOCIATION EUR CALL VERSUS HUF PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 EUR | 0.000% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| GOLDMAN SACHS INTERNATIONAL CDS CDX.NA.IG.45.V1 | — | 000000000 — | DCR CORP | 0 NC | $0.00 | 0.000% | GB |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION COP CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 COP | 0.000% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| MORGAN STANLEY & CO. LLC USD CALL VERSUS INR PUT | — | 000000000 — | DFE 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 USD CALL VERSUS COP PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| MORGAN STANLEY & CO. LLC EUR CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 EUR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION COP CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 COP | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS COP PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS MXN PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS CNH PUT | — | 000000000 — | DFE 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 |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| J.P. MORGAN SECURITIES LLC USD CALL VERSUS COP PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION HUF CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 HUF | 0.000% | US |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| MORGAN STANLEY & CO. LLC INR CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 INR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION INR CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 INR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS MXN PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS KRW PUT | — | 000000000 — | DFE 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 COP CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 COP | 0.000% | US |
| J.P. MORGAN SECURITIES LLC USD CALL VERSUS COP PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS EUR | — | 000000000 — | DIR CORP | 0 NC | $0.00 EUR | 0.000% | US |
| MORGAN STANLEY & CO. LLC USD CALL VERSUS PLN PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS ZAR PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION BRL CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 BRL | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION TRY CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 TRY | 0.000% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION USD CALL VERSUS TRY PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| MORGAN STANLEY & CO. LLC MXN CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 MXN | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS ZAR PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION TRY CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 TRY | 0.000% | US |
| BNP PARIBAS IRS USD | — | 000000000 — | DIR CORP | 0 NC | $0.00 | 0.000% | FR |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS INR PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
| MORGAN STANLEY & CO. LLC EUR CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 EUR | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS BRL PUT | — | 000000000 — | DFE CORP | 0 NC | $0.00 | 0.000% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 19.8% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.24B), not of the fund’s net assets ($2.16B). The two differ by cash, derivatives filed with no market value, and rounding.