1 period filed. Holdings below describe the selected month only.
NPORT-P · filed 2026-06-24
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
as filed
N-PORT Item C.4.a
1,153 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| LCH Ltd. Long: SMIF4J5N8 IRS INR R F 5.69000 BMIF4J5P… | — | 000000000 — | DIR OTHER | 1,050,000,000 OU | -$350.1K INR | -0.019% | US |
| LCH Ltd. Long: SMIFJT8H0 IRS INR R F 5.71200 BMIFJT8J… | — | 000000000 — | DIR OTHER | 978,000,000 OU | -$333.6K INR | -0.018% | US |
| Bank of America NA PURCHASED EGP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$330.6K EGP | -0.018% | EG |
| Barclays Bank PLC PURCHASED EUR / SOLD PLN | — | 000000000 — | DFE OTHER | 1 NC | -$329.7K N/A | -0.018% | XX |
| Societe Generale SA PURCHASED INR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$329.1K INR | -0.018% | IN |
| Standard Chartered Bank PURCHASED USD / SOLD ZAR | — | 000000000 — | DFE OTHER | 1 NC | -$325.5K ZAR | -0.018% | US |
| Goldman Sachs International PURCHASED ZAR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$317.0K ZAR | -0.017% | ZA |
| Societe Generale SA PURCHASED USD / SOLD BRL | — | 000000000 — | DFE OTHER | 1 NC | -$309.7K BRL | -0.017% | US |
| Barclays Bank PLC PURCHASED USD / SOLD CNH | — | 000000000 — | DFE OTHER | 1 NC | -$302.3K CNY | -0.016% | US |
| LCH Ltd. Long: SMIFTXKK9 IRS INR R F 5.73650 BMIFTXKL… | — | 000000000 — | DIR OTHER | 910,000,000 OU | -$300.5K INR | -0.016% | US |
| Societe Generale SA PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$299.1K EUR | -0.016% | US |
| Barclays Bank PLC PURCHASED EUR / SOLD PLN | — | 000000000 — | DFE OTHER | 1 NC | -$282.4K N/A | -0.015% | XX |
| Barclays Bank PLC PURCHASED USD / SOLD CNH | — | 000000000 — | DFE OTHER | 1 NC | -$279.4K CNY | -0.015% | US |
| Societe Generale SA PURCHASED USD / SOLD COP | — | 000000000 — | DFE OTHER | 1 NC | -$270.8K COP | -0.015% | US |
| Societe Generale SA PURCHASED INR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$268.0K INR | -0.014% | IN |
| LCH Ltd. Long: SMIG0NNZ4 IRS CZK R F 3.82600 BMIG0NP0… | — | 000000000 — | DIR OTHER | 223,900,000 OU | -$261.6K CZK | -0.014% | US |
| Standard Chartered Bank PURCHASED THB / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$257.1K THB | -0.014% | TH |
| LCH Ltd. Long: SMIFJU564 IRS MYR R F 3.18300 BMIFJU57… | — | 000000000 — | DIR OTHER | 71,000,000 OU | -$256.9K MYR | -0.014% | US |
| LCH Ltd. Long: SMIE0UEK6 IRS INR R F 6.01200 BMIE0UEL… | — | 000000000 — | DIR OTHER | 1,940,000,000 OU | -$255.8K INR | -0.014% | US |
| LCH Ltd. Long: SMIDXR3K1 IRS INR R F 5.92500 BMIDXR3L… | — | 000000000 — | DIR OTHER | 1,530,000,000 OU | -$250.7K INR | -0.014% | US |
| LCH Ltd. Long: SMIF6QV43 IRS INR R F 5.73750 BMIF6QV5… | — | 000000000 — | DIR OTHER | 797,000,000 OU | -$250.6K INR | -0.014% | US |
| Barclays Bank PLC PURCHASED EUR / SOLD PLN | — | 000000000 — | DFE OTHER | 1 NC | -$245.1K N/A | -0.013% | XX |
| Chicago Mercantile Exchange Long: SMIF4EMQ3 IRS BRL R F 13.02000 BMIF4EMR… | — | 000000000 — | DIR OTHER | 37,010,000 OU | -$232.2K BRL | -0.013% | US |
| LCH Ltd. Long: SMIG78SB8 IRS CZK R F 3.63950 BMIG78SC… | — | 000000000 — | DIR OTHER | 145,459,000 OU | -$227.5K CZK | -0.012% | US |
| LCH Ltd. Long: SMIEQG2A4 IRS INR R F 5.80900 BMIEQG2B… | — | 000000000 — | DIR OTHER | 902,000,000 OU | -$227.2K INR | -0.012% | US |
| Societe Generale SA PURCHASED EUR / SOLD PLN | — | 000000000 — | DFE OTHER | 1 NC | -$223.8K N/A | -0.012% | XX |
| LCH Ltd. Long: SMIGH39T0 IRS PLN R F 4.24330 BMIGH39U… | — | 000000000 — | DIR OTHER | 54,025,000 OU | -$219.4K PLN | -0.012% | US |
| Chicago Mercantile Exchange Long: SMIG315H9 IRS COP R F 10.38000 BMIG315J… | — | 000000000 — | DIR OTHER | 12,000,000,000 OU | -$211.5K COP | -0.011% | US |
| Societe Generale SA PURCHASED USD / SOLD COP | — | 000000000 — | DFE OTHER | 1 NC | -$210.5K COP | -0.011% | US |
| LCH Ltd. Long: SMIELEXS1 IRS INR R F 5.95300 BMIELEXT… | — | 000000000 — | DIR OTHER | 1,080,000,000 OU | -$208.7K INR | -0.011% | US |
| Chicago Mercantile Exchange Long: SMIG514Y1 IRS COP R F 10.75000 BMIG514Z… | — | 000000000 — | DIR OTHER | 17,900,000,000 OU | -$208.1K COP | -0.011% | US |
| Barclays Bank PLC PURCHASED USD / SOLD ZAR | — | 000000000 — | DFE OTHER | 1 NC | -$201.1K ZAR | -0.011% | US |
| Goldman Sachs International PURCHASED MYR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$195.7K MYR | -0.011% | MY |
| Chicago Mercantile Exchange Long: SMIG3YSL3 IRS COP R F 10.56000 BMIG3YSM… | — | 000000000 — | DIR OTHER | 13,000,000,000 OU | -$191.2K COP | -0.010% | US |
| Societe Generale SA PURCHASED IDR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$187.8K IDR | -0.010% | ID |
| LCH Ltd. Long: SMIF4LJ16 IRS INR R F 5.68300 BMIF4LJ2… | — | 000000000 — | DIR OTHER | 554,000,000 OU | -$186.3K INR | -0.010% | US |
| Goldman Sachs International FX Contract | — | — — | DFE OTHER | 1 NC | -$130.0K | -0.010% | BR |
| Goldman Sachs International FX Contract | — | — — | DFE OTHER | 1 NC | -$104.7K | -0.010% | BR |
| Deutsche Bank AG PURCHASED USD / SOLD KZT | — | 000000000 — | DFE OTHER | 1 NC | -$184.7K KZT | -0.010% | US |
| Barclays Bank PLC PURCHASED PLN / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | -$183.9K N/A | -0.010% | PL |
| Chicago Mercantile Exchange Long: BMIGGW9B6 IRS MXN R V 01MTIEF BMIGGW9D2… | — | 000000000 — | DIR OTHER | 534,049,117 OU | -$179.9K MXN | -0.010% | US |
| Societe Generale SA PURCHASED INR / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$179.0K INR | -0.010% | IN |
| Chicago Mercantile Exchange Long: SEV4QWVA2 IRS CLP R F 4.08000 2 CCPNDF… | — | 000000000 — | DIR OTHER | 3,362,600,000 OU | -$177.5K CLP | -0.010% | US |
| Societe Generale SA PURCHASED PHP / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$168.6K PHP | -0.009% | PH |
| Barclays Bank PLC PURCHASED USD / SOLD ZAR | — | 000000000 — | DFE OTHER | 1 NC | -$167.1K ZAR | -0.009% | US |
| Standard Chartered Bank PURCHASED USD / SOLD TRY | — | 000000000 — | DFE OTHER | 1 NC | -$164.0K TRY | -0.009% | US |
| Standard Chartered Bank PURCHASED USD / SOLD TRY | — | 000000000 — | DFE OTHER | 1 NC | -$158.7K TRY | -0.009% | US |
| Chicago Mercantile Exchange Long: SMIEV0FG6 IRS BRL R F 13.51000 BMIEV0FH… | — | 000000000 — | DIR OTHER | 48,206,000 OU | -$157.7K BRL | -0.008% | US |
| LCH Ltd. Long: SMIG99SY4 IRS CZK R F 3.59650 BMIG99SZ… | — | 000000000 — | DIR OTHER | 93,350,000 OU | -$154.5K CZK | -0.008% | US |
| LCH Ltd. Long: SMIGAXEZ1 IRS KRW R F 3.37500 BMIGAXF0… | — | 000000000 — | DIR OTHER | 12,415,000,000 OU | -$153.3K KRW | -0.008% | 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 ($1.74B), not of the fund’s net assets ($1.86B). The two differ by cash, derivatives filed with no market value, and rounding.