1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-05-26
8 classes of this one portfolio · 0 exchange-listed
| Class ID | Symbol | Status | Security in the master | Type |
|---|---|---|---|---|
| C000201785 | GGPPX | NOT_LISTED | not exchange-listed | — |
| C000025579 | GGSAX | NOT_LISTED | not exchange-listed | — |
| C000025581 | GGSCX | NOT_LISTED | not exchange-listed | — |
| C000025577 | GGSIX | NOT_LISTED | not exchange-listed | — |
| C000058973 | GGSRX | NOT_LISTED | not exchange-listed | — |
| C000025578 | GGSSX | NOT_LISTED | not exchange-listed | — |
| C000058974 | GGSTX | NOT_LISTED | not exchange-listed | — |
| C000161533 | GGSUX | NOT_LISTED | not exchange-listed | — |
N-PORT Item C.4.a
as filed
N-PORT Item C.4.b
223 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▼ | Country |
|---|---|---|---|---|---|---|---|
| Chicago Mercantile Exchange 3 MONTH SOFR OPT SEP26C 96.5 | — | 000000000 — | DIR OTHER |
| 368 NC |
| $126.5K |
| 0.011% |
| US |
| Bank of America NA IOP015815 EQO XLV.P USD | — | 000000000 — | DE OTHER | 8,292 NC | $122.1K | 0.011% | US |
| Chicago Mercantile Exchange CME Three Month SOFR Futures | — | — — | DIR OTHER | 66 NC | $109.7K N/A | 0.010% | US |
| Chicago Mercantile Exchange CME Three Month SOFR Futures | — | — — | DIR OTHER | 65 NC | $92.2K N/A | 0.010% | US |
| Chicago Mercantile Exchange CME Three Month SOFR Futures | — | — — | DIR OTHER | 475 NC | $166.3K N/A | 0.010% | US |
| Morgan Stanley & Co. LLC FX Contract | — | — — | DFE OTHER | 1 NC | $86.8K | 0.010% | AU |
| Chicago Mercantile Exchange CME Three Month SOFR Futures | — | — — | DIR OTHER | 65 NC | $76.4K N/A | 0.010% | US |
| Chicago Mercantile Exchange CME Three Month SOFR Futures | — | — — | DIR OTHER | 368 NC | $126.5K N/A | 0.010% | US |
| Chicago Mercantile Exchange CME Three Month SOFR Futures | — | — — | DIR OTHER | 119 NC | $88.5K N/A | 0.010% | US |
| Chicago Mercantile Exchange CME Three Month SOFR Futures | — | — — | DIR OTHER | 119 NC | $94.5K N/A | 0.010% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT SEP27C 96.25 | — | 000000000 — | DIR OTHER | 66 NC | $109.7K | 0.010% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT SEP27C 97 | — | 000000000 — | DIR OTHER | 119 NC | $94.5K | 0.008% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT JUN27C 96.25 | — | 000000000 — | DIR OTHER | 65 NC | $92.2K | 0.008% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT DEC26C 96.37 | — | 000000000 — | DIR OTHER | 119 NC | $88.5K | 0.008% | US |
| MORGAN STANLEY & CO. LLC PURCHASED USD / SOLD AUD | — | 000000000 — | DFE OTHER | 1 NC | $86.8K AUD | 0.008% | US |
| Morgan Stanley & Co. LLC FXO005166 PUT AUD CALL JPY | — | 000000000 — | DFE OTHER | 6,065,000 OU | $86.8K AUD | 0.008% | AU |
| MORGAN STANLEY & CO. LLC PURCHASED USD / SOLD GBP | — | 000000000 — | DFE OTHER | 1 NC | $81.3K GBP | 0.007% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT MAR27C 96.25 | — | 000000000 — | DIR OTHER | 65 NC | $76.4K | 0.007% | US |
| Bank of America NA Long: ES132916 TRS EUR R E .BAES0510 / Short… | — | 000000000 — | DE OTHER | 11,258,246.13 OU | $74.2K EUR | 0.007% | DE |
| MORGAN STANLEY & CO. LLC PURCHASED USD / SOLD SEK | — | 000000000 — | DFE OTHER | 1 NC | $59.2K SEK | 0.005% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT SEP26C 96.37 | — | 000000000 — | DIR OTHER | 126 NC | $54.3K | 0.005% | US |
| Morgan Stanley & Co. LLC FXO005074 CALL USD PUT CLP | — | 000000000 — | DFE OTHER | 3,697,000 OU | $54.2K | 0.005% | US |
| Morgan Stanley & Co. LLC FXO005290 CALL USD PUT SEK | — | 000000000 — | DFE OTHER | 3,556,000 OU | $54.0K | 0.005% | US |
| Morgan Stanley & Co. LLC FXO005261 CALL USD PUT CAD | — | 000000000 — | DFE OTHER | 6,875,000 OU | $52.1K | 0.005% | US |
| Morgan Stanley & Co. LLC FXO005097 CALL USD PUT CAD | — | 000000000 — | DFE OTHER | 8,836,000 OU | $51.2K | 0.005% | US |
| Morgan Stanley & Co. LLC FXO005273 CALL USD PUT CLP | — | 000000000 — | DFE OTHER | 2,863,000 OU | $50.6K | 0.004% | US |
| Morgan Stanley & Co. LLC FXO005231 CALL CHF PUT SEK | — | 000000000 — | DFE OTHER | 3,160,000 OU | $42.0K CHF | 0.004% | CH |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT JUN26C 96.25 | — | 000000000 — | DIR OTHER | 126 NC | $41.7K | 0.004% | US |
| Morgan Stanley & Co. LLC FXO005283 CALL CHF PUT NOK | — | 000000000 — | DFE OTHER | 2,755,000 OU | $40.9K CHF | 0.004% | CH |
| Morgan Stanley & Co. LLC FXO004985 CALL USD PUT KRW | — | 000000000 — | DFE OTHER | 2,189,000 OU | $40.7K | 0.004% | US |
| Morgan Stanley & Co. LLC FXO004692 CALL USD PUT CAD | — | 000000000 — | DFE OTHER | 9,594,000 OU | $38.3K | 0.003% | US |
| Morgan Stanley & Co. LLC FXO005185 PUT NZD CALL JPY | — | 000000000 — | DFE OTHER | 3,622,000 OU | $37.7K NZD | 0.003% | NZ |
| Morgan Stanley & Co. LLC FXO005065 CALL CHF PUT SEK | — | 000000000 — | DFE OTHER | 3,256,000 OU | $37.5K CHF | 0.003% | CH |
| Morgan Stanley & Co. LLC FXO005249 PUT CAD CALL JPY | — | 000000000 — | DFE OTHER | 3,665,000 OU | $36.8K CAD | 0.003% | CA |
| ICE Futures U.S., Inc. MSCI EAFE JUN26 | — | 000000000 — | DE OTHER | 27 NC | $30.4K | 0.003% | US |
| Morgan Stanley & Co. LLC FXO005052 CALL USD PUTSEK | — | 000000000 — | DFE OTHER | 1,987,000 OU | $29.7K | 0.003% | US |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT SEP26C 96.62 | — | 000000000 — | DIR OTHER | 105 NC | $29.5K | 0.003% | US |
| Morgan Stanley & Co. LLC FXO004495 CALL USD PUT KRW | — | 000000000 — | DFE OTHER | 1,245,000 OU | $28.7K | 0.003% | US |
| Morgan Stanley & Co. LLC FXO005027 PUT AUD CALL JPY | — | 000000000 — | DFE OTHER | 6,687,000 OU | $28.0K AUD | 0.002% | AU |
| Morgan Stanley & Co. LLC FXO005210 PUT NZD CALL USD | — | 000000000 — | DFE OTHER | 2,928,000 OU | $27.6K NZD | 0.002% | NZ |
| Morgan Stanley & Co. LLC FXO005176 CALL USD PUT KRW | — | 000000000 — | DFE OTHER | 1,726,000 OU | $27.4K | 0.002% | US |
| Morgan Stanley & Co. LLC FXO005199 CALL JPY PUT KRW | — | 000000000 — | DFE OTHER | 257,914,000 OU | $26.4K JPY | 0.002% | JP |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT SEP26C 97 | — | 000000000 — | DIR OTHER | 121 NC | $20.4K | 0.002% | US |
| Morgan Stanley & Co. LLC FXO004967 PUT NZD CALL USD | — | 000000000 — | DFE OTHER | 3,033,000 OU | $20.4K NZD | 0.002% | NZ |
| Morgan Stanley & Co. LLC FXO004717 CALL USD PUTSEK | — | 000000000 — | DFE OTHER | 1,977,000 OU | $19.9K | 0.002% | US |
| Morgan Stanley & Co. LLC FXO005016 PUT NZD CALL JPY | — | 000000000 — | DFE OTHER | 3,849,000 OU | $19.6K NZD | 0.002% | NZ |
| Chicago Mercantile Exchange 3 MONTH SOFR OPT JUN26C 96.5 | — | 000000000 — | DIR OTHER | 168 NC | $18.9K | 0.002% | US |
| Morgan Stanley & Co. LLC FXO004999 CALL JPY PUT KRW | — | 000000000 — | DFE OTHER | 275,642,000 OU | $18.5K JPY | 0.002% | JP |
| Morgan Stanley & Co. LLC FXO005087 PUT CAD CALL JPY | — | 000000000 — | DFE OTHER | 3,729,000 OU | $17.7K CAD | 0.002% | CA |
| Morgan Stanley & Co. LLC FXO004750 CALL USD PUT CLP | — | 000000000 — | DFE OTHER | 3,042,000 OU | $16.8K | 0.001% | US |
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 ($1.11B), not of the fund’s net assets ($1.13B). The two differ by cash, derivatives filed with no market value, and rounding.