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.
N-PORT Item C.4.a
N-PORT Item C.4.b
as filed
80 positions in this filing
| Issuer↕ | In master | CUSIP / ISIN | Asset | Balance↕ | Value↕ | Weight▲ | Country |
|---|---|---|---|---|---|---|---|
| JPMorgan Chase Bank NA PURCHASED JPY / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC |
| -$3.80M JPY |
| -0.137% |
| JP |
| Chicago Mercantile Exchange SWP: OIS 3.663000 09-NOV-2035 SOF | — | 000000000 — | DIR OTHER | 204,000,000 OU | -$3.00M | -0.108% | US |
| Chicago Mercantile Exchange SWP: OIS 3.658000 06-APR-2035 SOF | — | 000000000 — | DIR OTHER | 241,695,426 OU | -$2.92M | -0.105% | US |
| Chicago Mercantile Exchange S+P500 EMINI FUT JUN26 | — | 000000000 — | DE OTHER | 369 NC | -$2.86M | -0.103% | US |
| Goldman Sachs International PURCHASED AUD / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$2.70M AUD | -0.097% | AU |
| JPMorgan Chase Bank NA PURCHASED CAD / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$1.36M CAD | -0.049% | CA |
| Chicago Mercantile Exchange SWP: OIS 3.768000 09-MAR-2035 SOF | — | 000000000 — | DIR OTHER | 391,779,552 OU | -$1.33M | -0.048% | US |
| Osaka Exchange TOPIX INDX FUTR JUN26 | — | 000000000 — | DE OTHER | 165 NC | -$683.0K JPY | -0.025% | JP |
| ICE Futures U.S., Inc. MSCI EAFE JUN26 | — | 000000000 — | DE OTHER | -364 NC | -$462.2K | -0.017% | US |
| JPMorgan Chase Bank NA PURCHASED AUD / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$155.7K AUD | -0.006% | AU |
| UBS AG PURCHASED CAD / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$73.7K CAD | -0.003% | CA |
| HSBC Bank PLC PURCHASED JPY / SOLD USD | — | 000000000 — | DFE OTHER | 1 NC | -$27.9K JPY | -0.001% | JP |
| HSBC Bank PLC PURCHASED USD / SOLD GBP | — | 000000000 — | DFE OTHER | 1 NC | $411.90 GBP | 0.000% | US |
| Goldman Sachs International PURCHASED USD / SOLD JPY | — | 000000000 — | DFE OTHER | 1 NC | $9.0K JPY | 0.000% | US |
| UBS AG PURCHASED EUR / SOLD JPY | — | 000000000 — | DFE OTHER | 1 NC | $29.0K N/A | 0.001% | XX |
| JPMorgan Chase Bank NA PURCHASED USD / SOLD EUR | — | 000000000 — | DFE OTHER | 1 NC | $49.7K EUR | 0.002% | US |
| JPMorgan Chase Bank NA PURCHASED USD / SOLD CAD | — | 000000000 — | DFE OTHER | 1 NC | $66.8K CAD | 0.002% | US |
| Eurex Deutschland EURO STOXX 50 JUN26 | — | 000000000 — | DE OTHER | -36 NC | $83.1K EUR | 0.003% | DE |
| Goldman Sachs International PURCHASED USD / SOLD AUD | — | 000000000 — | DFE OTHER | 1 NC | $109.7K AUD | 0.004% | US |
| Chicago Mercantile Exchange E-MINI RUSS 2000 JUN26 | — | 000000000 — | DE OTHER | 421 NC | $112.7K | 0.004% | US |
| ICE Futures U.S., Inc. MSCI EAFE JUN26 | — | 000000000 — | DE OTHER | 206 NC | $115.7K | 0.004% | US |
| JPMorgan Chase Bank NA PURCHASED USD / SOLD AUD | — | 000000000 — | DFE OTHER | 1 NC | $543.2K AUD | 0.020% | US |
| JPMorgan Chase Bank NA PURCHASED USD / SOLD AUD | — | 000000000 — | DFE OTHER | 1 NC | $672.0K AUD | 0.024% | US |
| SUMITOMO MITSUI BANKING CORP NY | — | 000000000 — | STIV CORP | 999,529 PA | $999.5K | 0.036% | US |
| TORONTO DOMINION NY | — | 000000000 — | STIV CORP | 1,000,141 PA | $1.00M | 0.036% | US |
| State Street Global Advisors State Street Institutional Liquid Reserves Fu… | — | 85749P101 US85749P1012 | STIV RF | 1,780,000 NS | $1.78M | 0.064% | US |
| SALISBURY RECEIVABLES COMPANY LLC | — | 000000000 — | STIV CORP | 1,992,294 PA | $1.99M | 0.072% | US |
| BRITANNIA FUNDING COMPANY, LLC | — | 000000000 — | STIV CORP | 1,997,864 PA | $2.00M | 0.072% | US |
| ROYAL BANK OF CANADA NY | — | 000000000 — | STIV CORP | 1,998,274 PA | $2.00M | 0.072% | US |
| MUFG Bank Ltd, New York Branch | — | 000000000 — | STIV CORP | 1,999,182 PA | $2.00M | 0.072% | US |
| SUMITOMO MITSUI BANKING CORP NY | — | 000000000 — | STIV CORP | 1,999,488 PA | $2.00M | 0.072% | US |
| VERTO CAPITAL I COMPARTMENT C | — | 000000000 — | STIV CORP | 1,999,578 PA | $2.00M | 0.072% | US |
| SVENSKA NY | — | 000000000 — | STIV CORP | 1,999,800 PA | $2.00M | 0.072% | US |
| OLD LINE FUNDING | — | 000000000 — | STIV CORP | 1,999,976 PA | $2.00M | 0.072% | US |
| CONCORD MINUTEMEN CC LLC SER C | — | 000000000 — | STIV CORP | 1,999,996 PA | $2.00M | 0.072% | US |
| BANK OF NOVA SCOTIA HOUSTON | — | 000000000 — | STIV CORP | 1,999,997.8 PA | $2.00M | 0.072% | US |
| SVENSKA NY | — | 000000000 — | STIV CORP | 2,000,000 PA | $2.00M | 0.072% | US |
| SUMITOMO MITSUI BANKING CORP NY | — | 000000000 — | STIV CORP | 2,000,192 PA | $2.00M | 0.072% | US |
| ROYAL BANK OF CANADA NY | — | 000000000 — | STIV CORP | 2,000,198 PA | $2.00M | 0.072% | US |
| BANK OF MONTREAL CHICAGO | — | 000000000 — | STIV CORP | 2,000,324 PA | $2.00M | 0.072% | US |
| SUMITOMO MITSUI TRUST BANK LTD,NY | — | 000000000 — | STIV CORP | 2,000,502 PA | $2.00M | 0.072% | US |
| BANK OF MONTREAL CHICAGO | — | 000000000 — | STIV CORP | 2,000,760 PA | $2.00M | 0.072% | US |
| BANK OF NOVA SCOTIA HOUSTON | — | 000000000 — | STIV CORP | 2,999,972.1 PA | $3.00M | 0.108% | US |
| SUMITOMO MITSUI TRUST BANK LTD, LDN | — | 000000000 — | STIV CORP | 3,000,240 PA | $3.00M | 0.108% | US |
| Chicago Mercantile Exchange NASDAQ 100 E-MINI JUN26 | — | 000000000 — | DE OTHER | -209 NC | $3.57M | 0.129% | US |
| Fixed Income Clearing Corp. FIXED INC CLEARING CORP.REPO | — | 000000000 — | RA CORP | 3,761,210.85 PA | $3.76M | 0.135% | US |
| IONIC SER III CL A | — | 000000000 — | STIV CORP | 3,999,568 PA | $4.00M | 0.144% | US |
| BNP PARIBAS, NY | — | 000000000 — | STIV CORP | 3,999,876 PA | $4.00M | 0.144% | US |
| SUMITOMO MITSUI TRUST BANK LTD, LDN | — | 000000000 — | STIV CORP | 4,000,025.6 PA | $4.00M | 0.144% | US |
| Mitsubishi UFJ Trust & Bank Co | — | 000000000 — | STIV CORP | 4,961,150 PA | $4.96M | 0.179% | US |
Positions resolved to the master through ISIN, then rolled up through the taxonomy. 35.4% of reported value reaches a classification.
Percentages are of the reported value of positions above ($2.87B), not of the fund’s net assets ($2.78B). The two differ by cash, derivatives filed with no market value, and rounding.