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.a
as filed
N-PORT Item C.4.b
1,956 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| GOLDMAN SACHS & CO. LLC TRY/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $10.2K | 0.000% | US |
| MORGAN STANLEY & CO. LLC USD CALL VERSUS PLN PUT | — | 000000000 — | DFE CORP | 816,000 NC | $10.3K | 0.000% | US |
| BNP PARIBAS SECURITIES CORP. USD/CNH FORWARD | — | 000000000 — | DFE CORP | 1 NC | $10.4K | 0.000% | US |
| THE LONDON METAL EXCHANGE LME ZINC FUTURE MAY26 | — | 000000000 — | DCO CORP | -17 NC | $10.5K | 0.000% | GB |
| CITIBANK, NATIONAL ASSOCIATION USD CALL VERSUS CNH PUT | — | 000000000 — | DFE CORP | 1,608,000 NC | $10.8K | 0.000% | US |
| RBC DOMINION SECURITIES INC. USD/BRL FORWARD | — | 000000000 — | DFE CORP | 1 NC | $11.1K | 0.000% | US |
| HSBC SECURITIES (USA) INC. USD/AUD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $11.5K | 0.000% | US |
| MORGAN STANLEY & CO. LLC USD CALL VERSUS INR PUT | — | 000000000 — | DFE CORP | 804,000 NC | $11.6K | 0.000% | US |
| GOLDMAN SACHS & CO. LLC SGD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $11.6K | 0.000% | US |
| BARCLAYS BANK PLC USD/SEK FORWARD | — | 000000000 — | DFE CORP | 1 NC | $12.6K | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION CAD/EUR FORWARD | — | 000000000 — | DFE CORP | 1 NC | $13.0K | 0.000% | US |
| Oracle Corp. ORCL 4 07/15/46 | — | 68389XBJ3 US68389XBJ37 | DBT CORP | 20,000 PA | $13.5K | 0.000% | US |
| GOLDMAN SACHS & CO. LLC AUD/JPY FORWARD | — | 000000000 — | DFE CORP | 1 NC | $13.7K | 0.000% | US |
| KeyCorp KEY V6.401 03/06/35 | — | 49326EEP4 US49326EEP43 | DBT CORP | 13,000 PA | $13.8K | 0.000% | US |
| J.P. MORGAN SECURITIES LLC USD/COP FORWARD | — | 000000000 — | DFE CORP | 1 NC | $14.0K | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION SWOP IRS EUR | — | 000000000 — | DIR CORP | 4,680,000 OU | $14.2K EUR | 0.000% | US |
| Oracle Corp. ORCL 5.375 09/27/54 | — | 68389XCU7 US68389XCU72 | DBT CORP | 20,000 PA | $15.5K | 0.000% | US |
| THE LONDON METAL EXCHANGE LME NICKEL FUTURE MAY26 | — | 000000000 — | DCO CORP | -10 NC | $15.5K | 0.000% | GB |
| Diamond Sports Net, LLC DIAMOND SPORTS NET LLC | — | 25277EAB8 US25277EAB83 | LON CORP | 97,492.89 PA | $16.1K | 0.000% | US |
| CITIBANK, NATIONAL ASSOCIATION CLP/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $16.9K | 0.000% | US |
| Meta Platforms Inc META 5.5 11/15/45 | — | 30303M8X3 US30303M8X35 | DBT CORP | 18,000 PA | $17.0K | 0.000% | US |
| GOLDMAN SACHS & CO. LLC USD/ZAR FORWARD | — | 000000000 — | DFE CORP | 1 NC | $17.7K | 0.000% | US |
| Cencora Inc COR 2.7 03/15/31 | — | 03073EAT2 US03073EAT29 | DBT CORP | 20,000 PA | $18.2K | 0.000% | US |
| INTERCONTINENTAL EXCHANGE, INC. CDS CDX.NA.HY.46.V1 | — | 000000000 — | DCR CORP | 1 NC | $18.6K | 0.000% | US |
| U.S. Treasury Security Stripped Interest Secu… S 0 11/15/48 | — | 912834UB2 US912834UB27 | DBT UST | 60,000 PA | $18.8K | 0.000% | US |
| WESTPAC BANKING CORPORATION CHF/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $19.1K | 0.000% | US |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION SWOP IRS USD | — | 000000000 — | DIR CORP | 6,905,000 OU | $19.2K | 0.000% | US |
| DEUTSCHE BANK AKTIENGESELLSCHAFT USD/BRL FORWARD | — | 000000000 — | DFE CORP | 1 NC | $20.6K | 0.000% | US |
| COLUMBIA PIPELINES OPERATING CO LLC CPGX 5.927 08/15/30 144A | — | 19828TAA4 US19828TAA43 | DBT CORP | 20,000 PA | $20.9K | 0.000% | US |
| MORGAN STANLEY & CO. LLC USD/GBP FORWARD | — | 000000000 — | DFE CORP | 1 NC | $21.1K | 0.000% | US |
| Bausch Health Companies Inc. BHCCN 5 01/30/28 144A | — | 071734AH0 US071734AH05 | DBT CORP | 25,000 PA | $21.1K | 0.000% | CA |
| Glencore Funding LLC GLENLN 6.375 10/06/30 144A | — | 378272BP2 US378272BP27 | DBT CORP | 20,000 PA | $21.2K | 0.000% | US |
| Citibank, National Association CAD/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $21.3K | 0.000% | US |
| GOLDMAN SACHS & CO. LLC USD/KRW FORWARD | — | 000000000 — | DFE CORP | 1 NC | $21.5K | 0.000% | US |
| MetLife Inc. MET V5.85 03/15/56 . | — | 59156RCR7 US59156RCR75 | DBT CORP | 23,000 PA | $22.6K | 0.000% | US |
| United Rentals (North America), Inc. URI 3.75 01/15/32 | — | 911365BP8 US911365BP80 | DBT CORP | 25,000 PA | $22.9K | 0.000% | US |
| HSBC SECURITIES (USA) INC. TRY/EUR FORWARD | — | 000000000 — | DFE CORP | 1 NC | $23.2K | 0.000% | US |
| Southern California Edison Company EIX 5.2 06/01/34 | — | 842400HZ9 US842400HZ94 | DBT CORP | 24,000 PA | $23.8K | 0.000% | US |
| BNP PARIBAS SECURITIES CORP. EUR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $24.1K | 0.000% | US |
| NCL Corporation Ltd. NCLH 6.25 03/01/30 144A | — | 62886HBP5 US62886HBP55 | DBT CORP | 25,000 PA | $24.7K | 0.000% | BM |
| JBS USA HOLDING LUX SARL JBS 6.5 12/01/52 | — | 46590XAX4 US46590XAX49 | DBT CORP | 25,000 PA | $25.2K | 0.001% | LU |
| SM Energy Co. SM 8.375 07/01/28 144A | — | 17888HAA1 US17888HAA14 | DBT CORP | 25,000 PA | $25.7K | 0.001% | US |
| U.S. Bancorp. USB V5.678 01/23/35 | — | 91159HJR2 US91159HJR21 | DBT CORP | 25,000 PA | $25.8K | 0.001% | US |
| Amgen Inc. AMGN 5.75 03/02/63 | — | 031162DU1 US031162DU18 | DBT CORP | 27,000 PA | $25.9K | 0.001% | US |
| BARCLAYS PLC USD/PLN FORWARD | — | 000000000 — | DFE CORP | 1 NC | $26.4K | 0.001% | US |
| Entergy Corporation ETR V5.875 06/15/56 .. | — | 29364GAR4 US29364GAR48 | DBT CORP | 28,000 PA | $27.6K | 0.001% | US |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 10-Year T-Note Futures, Jun-2026,ETH | — | 000000000 — | DIR CORP | -14 NC | $27.9K | 0.001% | US |
| UBS Securities LLC EUR/USD FORWARD | — | 000000000 — | DFE CORP | 1 NC | $29.1K | 0.001% | US |
| CITIBANK, NATIONAL ASSOCIATION TRY CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 629,000 NC | $29.2K | 0.001% | US |
| BANK OF AMERICA, NATIONAL ASSOCIATION TRY CALL VERSUS USD PUT | — | 000000000 — | DFE CORP | 629,000 NC | $29.2K | 0.001% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 26.9% of reported value reaches a classification.
Percentages are of the reported value of positions above ($5.13B), not of the fund’s net assets ($4.98B). The two differ by cash, derivatives filed with no market value, and rounding.